41 lines
1.4 KiB
Python
41 lines
1.4 KiB
Python
from time import sleep
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from vnpy.app.script_trader import ScriptEngine
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def run(engine: ScriptEngine):
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"""
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脚本策略的主函数说明：
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1. 唯一入参是脚本引擎ScriptEngine对象，通用它来完成查询和请求操作
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2. 该函数会通过一个独立的线程来启动运行，区别于其他策略模块的事件驱动
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3. while循环的维护，请通过engine.strategy_active状态来判断，实现可控退出
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脚本策略的应用举例：
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1. 自定义篮子委托执行执行算法
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2. 股指期货和一篮子股票之间的对冲策略
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3. 国内外商品、数字货币跨交易所的套利
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4. 自定义组合指数行情监控以及消息通知
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5. 股票市场扫描选股类交易策略（龙一、龙二）
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6. 等等~~~
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"""
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vt_symbols = ["IF1912.CFFEX", "rb2001.SHFE"]
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# 订阅行情
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engine.subscribe(vt_symbols)
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# 获取合约信息
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for vt_symbol in vt_symbols:
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contract = engine.get_contract(vt_symbol)
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msg = f"合约信息，{contract}"
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engine.write_log(msg)
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# 持续运行，使用strategy_active来判断是否要退出程序
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while engine.strategy_active:
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# 轮询获取行情
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for vt_symbol in vt_symbols:
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tick = engine.get_tick(vt_symbol)
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msg = f"最新行情, {tick}"
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engine.write_log(msg)
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# 等待3秒进入下一轮
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sleep(3)
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