46 lines
1.7 KiB
Python
46 lines
1.7 KiB
Python
# encoding: UTF-8
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# 重载sys模块，设置默认字符串编码方式为utf8
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import sys
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reload(sys)
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sys.setdefaultencoding('utf8')
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from vnpy.event import EventEngine
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from vnpy.data.tianqin.vntianqin import TianQinGateway, DataBackEndMemory, DataBackendMongo
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from vnpy.trader.uiQt import createQApp
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class DemoApp(object):
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# ----------------------------------------------------------------------
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def __init__(self):
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"""Constructor"""
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self.eventEngine = EventEngine()
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self.eventEngine.start()
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self.tianqinGateway = TianQinGateway(self.eventEngine, back_end=DataBackEndMemory())
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# mc = MongoClient(MONGO_HOST, MONGO_PORT) # Mongo连接
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# self.tianqinGateway = TianQinGateway(self.eventEngine, back_end=DataBackendMongo(mc))
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def start(self):
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self.tianqinGateway.connect()
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self.tianqinGateway.subscribe_quote(["cu1803", "SR801", "c1801", "IF1708"], self.on_quote_data)
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self.tianqinGateway.subscribe_chart("cu1803", 5, 1000, self.on_chart_data)
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self.tianqinGateway.subscribe_chart("au1712", 0, 1000, self.on_chart_data)
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def on_quote_data(self, ins_id):
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quote = self.tianqinGateway.get_quote(ins_id)
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print("quote_update", ins_id, quote)
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def on_chart_data(self, ins_id, dur_seconds):
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if dur_seconds == 0:
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tick_serial = self.tianqinGateway.get_tick_serial(ins_id)
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print("tick_serial_update", tick_serial)
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else:
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kline_serial = self.tianqinGateway.get_kline_serial(ins_id, dur_seconds)
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print("kline_serial_update", kline_serial)
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#----------------------------------------------------------------------
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if __name__ == '__main__':
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app = DemoApp()
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app.start()
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sys.exit(createQApp().exec_())
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