无限易量化快速获得历史K线数据 策略开发

无限易快速获得30分钟K线的历史数据

# encoding: UTF-8

"""
作者：leo
微信：470770753
"""
from __future__ import division
from ctaTemplate import *


########################################################################
class mystrategy(CtaTemplate):
    """
    获得最近4天30分钟K线的历史数据
    """
    varList=[]
    paramList=['vtSymbol','exchange']
    paramMap={'vtSymbol': u'合约列表',
                'exchange': u'交易所',}
    # ----------------------------------------------------------------------
    def __init__(self, ctaEngine=None, setting={}):
        """Constructor"""
        super(mystrategy, self).__init__(ctaEngine, setting)
        # Initializing
        self.K30= 30
        self.close30_list=[]

        self.vtSymbol='c2201'
        self.exchange='DCE'

        self.bm=BarManager(self.onBar,self.K30,self.onXBar)
        #K basket
        self.kb=ArrayManager()

    # ----------------------------------------------------------------------
    def onTick(self, tick):
        """收到行情TICK推送"""
        super(mystrategy, self).onTick(tick)

        #tick to min bar
        self.bm.updateTick(tick)


    # ----------------------------------------------------------------------
    def onBar(self, bar):
        """收到Bar推送（必须由用户继承实现）"""
        #min bar to X
        self.bm.updateBar(bar)


    #get X bar
    def onXBar(self, bar):
        """收到Bar推送（必须由用户继承实现）"""
        self.close30_list.append(bar.close)
        #取得数据
        self.output(self.close30_list)


    # ----------------------------------------------------------------------
    def onTrade(self, trade, log=True):
        super(mystrategy, self).onTrade(trade, log=True)

    # ----------------------------------------------------------------------
    def onStart(self):
        super(mystrategy, self).onStart()
        self.loadBar(4, func=self.onBar)


    # ----------------------------------------------------------------------
    def onStop(self):
        super(mystrategy, self).onStop()