# coding:utf-8
#!/usr/bin/env python
# EmuCounter2
from PoboAPI import *
import datetime
import numpy as np
#开始时间,用于初始化一些参数
def OnStart(context) :
print "system starting..."
#设定全局变量品种
g.code1 = "m1901-C-3300.DCE" #豆粕1901C3300期权合约代码
g.code0 = "m1901.DCE" #豆粕1901期货合约代码
#登录交易账号,需在主页用户管理中设置账号,并把证券测试替换成您的账户名称
context.myacc = None
if context.accounts.has_key("回测期货") :
print "登录交易账号[回测期货]"
if context.accounts["回测期货"].Login() :
context.myacc = context.accounts["回测期货"]
def OnMarketQuotationInitialEx(context,exchange,daynight):
if exchange !='DCE' or daynight != 'night':
return
#订阅实时数据,用于驱动OnQuote事件
SubscribeQuote([g.code1,g.code0])
#实时行情事件,当有新行情出现时调用该事件
def OnQuote(context, code) :
dyndata1 = GetQuote(g.code1)
dyndata0 = GetQuote(g.code0)
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