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 :
执行安装 python-3.6.7-amd64.exe 及 pywin32-224.win-amd64-py3.6.exe
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
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
连线 行情、交易物件
q_data = g_QuoteZMQ.quote_connect("port")
t_data = g_TradeZMQ.trade_connect("port")Connect 时, 所需填入的 port 值 , 请搜寻 ZMQ log 中 关键字 [INFO ] RepPort:
TradeZMQService-YYYYMMDD.log 对应到 trade_connect port
QuoteZMQService-YYYYMMDD.log 对应到 quote_connect port
以查看到的Port值来个别填入--
例如 : trade_connect("52208")
quote_connect("52238")
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
Last updated