# 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 = Noneif 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)