+ LIVE trading + отправка заявок

WISEPLAT · Nov 14, 2022 · 99c9e58 · 99c9e58
1 parent 7aa89f9
commit 99c9e58
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Showing 4 changed files with 134 additions and 5 deletions.
diff --git a/main_live_test2.py b/main_live_test2.py
@@ -196,6 +196,8 @@ def OnTransReply(self, data):
  print('OnTransReply')
  print(data['data']) # Печатаем полученные данные
  print(type(data['data']))
+ _transaction_id = data['data']['order_num']
+ print(_transaction_id)
 
  def OnOrder(self, data):
  """Обработчик события получения новой / изменения существующей заявки"""
@@ -251,8 +253,8 @@ def OnDepoLimitDelete(self, data):
  # cerebro.broker.setcommission(commission=0.0015)
 
  # symbols = ('TQBR.SBER', 'TQBR.VTBR',) # Кортеж тикеров
- symbols = ('TQBR.SBER', ) # Кортеж тикеров
- # symbols = ('TQBR.VTBR', ) # Кортеж тикеров
+ # symbols = ('TQBR.SBER', ) # Кортеж тикеров
+ symbols = ('TQBR.VTBR', ) # Кортеж тикеров
 
  all_lots = {}
  all_step = {}
@@ -281,11 +283,11 @@ def OnDepoLimitDelete(self, data):
  print("all_scale: ", all_scale)
 
  # Добавляем торговую систему с лимитным входом в n%
- cerebro.addstrategy(LimitCancel, LimitPct=15, all_step=all_step, all_lots=all_lots, all_scale=all_scale)
+ cerebro.addstrategy(LimitCancel, LimitPct=0.01, all_step=all_step, all_lots=all_lots, all_scale=all_scale)
 
  for ticker in symbols:
- data = store.getdata(dataname=ticker, timeframe=bt.TimeFrame.Minutes, compression=60,
- fromdate=datetime(2022, 11, 10), sessionstart=time(7, 0),
+ data = store.getdata(dataname=ticker, timeframe=bt.TimeFrame.Minutes, compression=1,
+ fromdate=datetime(2022, 11, 14), sessionstart=time(7, 0),
  LiveBars=True) # Исторические и новые минутные бары за все время
  cerebro.adddata(data) # Добавляем данные
 

diff --git a/таблица заявок.txt b/таблица заявок.txt
@@ -0,0 +1,3 @@
+33449620127,10:41:15,Сбербанк,МБ ФР: Т+ Акции и ДР,SBER,B,L01+00000F00,LSQP ,M,136.35,0.00,1,,,1363.50,0.00,MU006190209C,MC0061900000,,593458R8NYF//FZQU251,Y2,593458R8NYF,,
+33449830527,10:46:03,ВТБ ао,МБ ФР: Т+ Акции и ДР,VTBR,B,L01+00000F00,LSQP ,M,0.017130,0.00,1,,,171.30,0.00,MU006190209C,MC0061900000,,593458R8NYF//FZQU251,Y2,593458R8NYF,,
+33449965138,10:49:01,Сбербанк,МБ ФР: Т+ Акции и ДР,SBER,S,L01+00000F00,LSQP ,M,136.00,0.00,1,,,1360.00,0.00,MU006190209C,MC0061900000,,593458R8NYF/,Y2,593458R8NYF,,
diff --git a/таблица сделок.txt b/таблица сделок.txt
@@ -0,0 +1,3 @@
+6834373317,33449620127,10:41:15,B,593458R8NYF//FZQU251,MU006190209C,,L01+00000F00,TQBR,SBER,136.33,1,1363.30,16.11.2022,,,N,0.00,Y2,T,,0.00,0.00,,,,0,,,,N,0.00,0.00,0.00,593458R8NYF,00671,,N,SUR,,14.11.2022
+6834401958,33449830527,10:46:03,B,593458R8NYF//FZQU251,MU006190209C,,L01+00000F00,TQBR,VTBR,0.017125,1,171.25,16.11.2022,,,N,0.000000,Y2,T,,0.00,0.000000,,,,0,,,,N,0.00,0.00,0.00,593458R8NYF,00671,,N,SUR,,14.11.2022
+6834420163,33449965138,10:49:23,S,593458R8NYF/,MU006190209C,,L01+00000F00,TQBR,SBER,136.00,1,1360.00,16.11.2022,,,N,0.00,Y2,T,,0.00,0.00,,,,0,,,,N,0.00,0.00,0.00,593458R8NYF,00671,,N,SUR,,14.11.2022