TCore Python API 快速安装说明

TCore Python API 适用于 Python 3.6 以上执行环境

步骤 :

  1. 执行安装 python-3.6.7-amd64.exe 及 pywin32-224.win-amd64-py3.6.exe

  2. 安装所需的其他套件 以系统管理员开启命令提示字元执行以下-- 切换至Package所在路径 , 输入 py -3 -m pip install -r requirements.txt安裝

python安装文件(按此下载)

文件名

文件描述

python-3.6.7-amd64.exe

python install exe

pywin32-224.win-amd64-py3.6.exe

python install exe

requirements.txt

其他套件

范例文件(按此下载)

文件名

文件描述

tcoreapi_mq.py

TCore Python API 行情与交易函数库

main_zmq.py

行情交易连接与使用范例

Initial 行情交易物件

global g_TradeZMQ
global g_QuoteZMQ

g_QuoteZMQ = tcore_zmq("SystemName","ServiceKey")
g_TradeZMQ = tcore_zmq("SystemName","ServiceKey")

SystemName 填入 ZMQ、ServiceKey 填入8076c9867a372d2a9a814ae710c256e2

参数

说明

SystemName

TCore系统名称

ServiceKey

连线TCore ID

连线 行情、交易物件

q_data = g_QuoteZMQ.quote_connect("port")
t_data = g_TradeZMQ.trade_connect("port")

参数

port

连线port

取得SessionKey

之后呼叫行情交易function介面，均需帶入SessionKey

global g_QuoteSession
global g_TradeSession

g_QuoteSession = q_data["SessionKey"]
g_TradeSession = t_data["SessionKey"]

创建callback线程

#建立一个行情线程
t1=threading.Thread(target = quote_sub_th,args=(g_QuoteZMQ,q_data,))    
t1.start()

#创建一个交易线程
t2 = threading.Thread(target = trade_sub_th,args=(g_TradeZMQ,t_data["SubPort"],))
t2.start()

建立行情callback线程处理函数

#行情callback线程处理函数
def quote_sub_th(obj,q_data,filter = ""):
    socket_sub = obj.context.socket(zmq.SUB)
    #socket_sub.RCVTIMEO=7000
    #print(sub_port)
    socket_sub.connect("tcp://127.0.0.1:%s" % q_data["SubPort"])
    socket_sub.setsockopt_string(zmq.SUBSCRIBE,filter)
    while(True):
        message = (socket_sub.recv()[:-1]).decode("utf-8")
        index =  re.search(":",message).span()[1]  # filter 
        symbol = message[:index-1]
        message = message[index:]
        message = json.loads(message)
        #for message in messages:
        if(message["DataType"] == "PING"):
            g_QuoteZMQ.QuotePong(g_QuoteSession)
        elif(message["DataType"]=="REALTIME"):
            OnRealTimeQuote(message["Quote"])
        elif(message["DataType"]=="GREEKS"):
            OnGreeks(message["Quote"])
        elif(message["DataType"]=="1K"):
            print("@@@@@@@@@@@@@@@@@@@@@@@",message)
            strQryIndex = ""
            while(True):
                History_obj = {
                    "Symbol": symbol,
                    "SubDataType":"1K",
                    "StartTime" : message["StartTime"],
                    "EndTime" : message["EndTime"],
                    "QryIndex" : strQryIndex
                }
                s_history = obj.get_history(q_data["SessionKey"],History_obj)
                historyData = s_history["HisData"]
                if len(historyData) == 0:
                    break

                last = ""
                for data in historyData:
                    last = data
                    print("历史行情：Time:%s, Volume:%s, QryIndex:%s" % (data["Time"], data["Volume"], data["QryIndex"]))
                
                strQryIndex = last["QryIndex"]
                    
    return

建立交易callback线程处理函数

#交易callback线程处理函数  
def trade_sub_th(obj,sub_port,filter = ""):
    socket_sub = obj.context.socket(zmq.SUB)
    #socket_sub.RCVTIMEO=5000
    socket_sub.connect("tcp://127.0.0.1:%s" % sub_port)
    socket_sub.setsockopt_string(zmq.SUBSCRIBE,filter)
    while True:
        message =  socket_sub.recv()
        if message:
            message = json.loads(message[:-1])
            #print("in trade message",message)
            if(message["DataType"] == "PING"):
                g_TradeZMQ.TradePong(g_TradeSession)
            elif(message["DataType"] == "ACCOUNTS"):
                for i in message["Accounts"]:
                    OnGetAccount(i)
            elif(message["DataType"] == "EXECUTIONREPORT"):
                OnexeReport(message["Report"]) 
            elif(message["DataType"] == "FILLEDREPORT"):
                RtnFillReport(message["Report"])

行情与交易连线Ping/Pong维持

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