# encoding: UTF-8 from time import sleep from vnpy.rpc import RpcClient from vnpy.trader.vtConstant import OFFSET_OPEN, DIRECTION_LONG ######################################################################## class TestClient(RpcClient): """""" #---------------------------------------------------------------------- def __init__(self, reqAddress, subAddress): """Constructor""" super(TestClient, self).__init__(reqAddress, subAddress) #---------------------------------------------------------------------- def callback(self, topic, data): """回调函数实现""" print('client received topic:', topic, ', data:', data) if __name__ == '__main__': reqAddress = 'tcp://localhost:8899' subAddress = 'tcp://localhost:9988' tc = TestClient(reqAddress, subAddress) tc.subscribeTopic('') tc.start() setting = { 'templateName': u'BestLimit 最优限价', 'vtSymbol': 'rb1810.SHFE', 'volume': 10, 'direction': DIRECTION_LONG, 'offset': OFFSET_OPEN } algoName = tc.addAlgo(setting) print u'启动算法,实例名', algoName sleep(5) tc.stopAlgo(algoName) print u'停止算法' raw_input()