Simulated disk environment

Introduction: This policy uses the Python language to create an analog disk environment that supports the real disk

Environmental configuration:

def main():
    IFsign()
    SimSign()
    while True:
        SimGo()

IFsignFunction initialization environment, loaded only once at run time, used to create variablesSimSignFunction embedded in objectSimGoFunction calculates the number of simulated accounts that need to run in a loop

The data structure:

OrderOrder structure, which is returned by the exchange[0].GetOrder() function.

{
    Id          : 123456,        // 交易单唯一标识
    Price       : 1000,          // 下单价格
    Amount      : 10,            // 下单数量
    DealAmount  : 10,            // 成交数量
    AvgPrice    : 1000,          // 成交均价
    Side        : "BUY"          // 订单方向，常量里的订单类型有:BUY,SELL
    Type        : "LONG",        // 订单类型，常量里的订单类型有: LONG,SHORT,NULL
    profit      : 0,             // 订单收益，现货均返回NULL
    feeCcy      : 1,             // 订单手续费
}

AccountThe account information is returned by the exchange[0].GetAccount() function.

{
    Balance         : 1000,      // 可用计价币数量
    FrozenBalance   : 0,         // Balance表示的资产用于挂单的冻结数量
    Stocks          : 1,         // 可用交易币数量
    FrozenStocks    : 0          // Stocks表示的资产用于挂单的冻结数量
}

PositionThe position information held in a futures transaction is returned by the exchange[0].GetPosition () function, which returns an array of this Position structure.

{
    MarginLevel     : 10,        // 持仓杆杠大小
    Amount          : 100,       // 持仓量
    FrozenAmount    : 0,         // 仓位冻结量，用于平仓挂单时的临时冻结仓位数量
    Price           : 10000,     // 持仓均价
    Profit          : 0,         // 持仓浮动盈亏
    Type            : "LONG",    // LONG为多头仓位，SHORT为空头仓位
    Margin          : 1          // 仓位占用的保证金
}

The API documentation:

The following functions need to pass:exchange[交易对序号]Object calls

exchange[0].Buy(price,account)

The buy function is used belowPayment, called, returns an order ID. The parameter value: Price is the order price, numerical type. Amount is the order quantity, numerical type.

def main():
    id = exchange[0].Buy(100, 1)
    Log("id:", id)

exchange[0].Sell(Price, Amount)

Sell function is used belowThe sale, called, returns an order ID. The parameter value: Price is the order price, numerical type. Amount is the order quantity, numerical type.

def main():
    id = exchange[0].Sell(100, 1)
    Log("id:", id)

exchange[0].CancelOrder(Id)

The CancelOrder function is usedCancellation of order, called to cancel an order for an Id. The parameter value: Id is the order number.

def main():
    id = exchange[0].Sell(99999, 1)
    exchange[0].CancelOrder(id)

exchange[0].GetOrder(Id)

The GetOrder function is usedObtaining completed orders, which returns the order information of an Id after being called, without entering the parameter returns all the order information. Parameter value:Id is the order number to be obtained, parameterId is the integer type.

def main():
    order = exchange[0].GetOrder()

exchange[0].GetOrders(Id)

The GetOrders function is usedObtaining outstanding orders, which returns the order information of an Id after being called, without entering the parameter returns all the order information. Parameter value:Id is the order number to be obtained, parameterId is the integer type.

def main():
    orders = exchange[0].GetOrders()

exchange[0].GetAccount()

GetAccount is usedAccess account information◦ Returns the value: Account structure structure.

def main():
    account = exchange[0].GetAccount()

exchange[0].GetPosition()

The GetPosition function is usedGet current holdings▽ return value: position constructor array. ▽ return empty array without holding, i.e. []。

def main():
    exchange[0].SetContractType("swap")
    exchange[0].SetMarginLevel(10)
    exchange[0].SetDirection("buy")
    exchange[0].Buy(10000, 2)
    position = exchange[0].GetPosition()

exchange[0].SetMarginLevel(…)

SetMarginLevel is used forSet the barrel size▽ Parameter value: numerical value type.

def main():
    exchange[0].SetMarginLevel(10)

exchange[0].SetDirection(…)

SetDirection is used to set up exchange[0].Buy or exchange[0].Sell is used to set up exchange[0].Subscription of futuresThe direction of the string.

Direction can take buy, closebuy, sell, closeesell four parameters.

def main():
    exchange[0].SetContractType("swap")
    exchange[0].SetMarginLevel(5)
    exchange[0].SetDirection("buy")
    exchange[0].Buy(10000, 2)
    exchange[0].SetMarginLevel(5)
    exchange[0].SetDirection("closebuy")
    exchange[0].Sell(1000, 2)

exchange[0].SetContractType(…)

The SetContractType function is usedSet the type of contract▽ Parameter value: String type. ContractType can be any string

def main():
    exchange[0].SetContractType("this_week")

exchange[0].SetServiceCharge()

SetServiceCharge is usedSetting up fees▽ Parameter value: numerical value type.

def main():
    # 设置0.25%手续费
    exchange[0].SetServiceCharge(0.00025)

exchange[0].SetBalance()

SetBalance is used forSetting the Balance▽ Parameter value: numerical value type.

def main():
    # 设置余额为10000
    exchange[0].SetBalance(10000)

exchange[0].SetSpread()

SetSpread is usedSet the error▽ Parameter value: numerical value type.

def main():
    # 设置点差为0.005%
    exchange[0].SetSpread(0.005)

Policy address