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# -*- coding: utf-8 -*- | ||
# 版权所有 2019 深圳米筐科技有限公司(下称“米筐科技”) | ||
# | ||
# 除非遵守当前许可,否则不得使用本软件。 | ||
# | ||
# * 非商业用途(非商业用途指个人出于非商业目的使用本软件,或者高校、研究所等非营利机构出于教育、科研等目的使用本软件): | ||
# 遵守 Apache License 2.0(下称“Apache 2.0 许可”), | ||
# 您可以在以下位置获得 Apache 2.0 许可的副本:http://www.apache.org/licenses/LICENSE-2.0。 | ||
# 除非法律有要求或以书面形式达成协议,否则本软件分发时需保持当前许可“原样”不变,且不得附加任何条件。 | ||
# | ||
# * 商业用途(商业用途指个人出于任何商业目的使用本软件,或者法人或其他组织出于任何目的使用本软件): | ||
# 未经米筐科技授权,任何个人不得出于任何商业目的使用本软件(包括但不限于向第三方提供、销售、出租、出借、转让本软件、 | ||
# 本软件的衍生产品、引用或借鉴了本软件功能或源代码的产品或服务),任何法人或其他组织不得出于任何目的使用本软件, | ||
# 否则米筐科技有权追究相应的知识产权侵权责任。 | ||
# 在此前提下,对本软件的使用同样需要遵守 Apache 2.0 许可,Apache 2.0 许可与本许可冲突之处,以本许可为准。 | ||
# 详细的授权流程,请联系 public@ricequant.com 获取。 | ||
import os | ||
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from rqalpha.const import ORDER_STATUS | ||
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__config__ = { | ||
"base": { | ||
"frequency": "1d", | ||
"accounts": { | ||
"future": 1000000, | ||
} | ||
} | ||
} | ||
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def test_match(): | ||
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try: | ||
import rqalpha_mod_ricequant_data | ||
except Exception: | ||
print("github上无数据,跳过测试,仅在本地测试") | ||
return {} | ||
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__config__ = { | ||
"base": { | ||
"data_bundle_path": os.path.expanduser("~/.rqalpha-plus/bundle"), | ||
"start_date": "2023-07-07", | ||
"end_date": "2023-07-10", | ||
"frequency": "1m", | ||
"accounts": { | ||
"future": 1000000, | ||
} | ||
}, | ||
"mod": { | ||
"ricequant_data": { | ||
"enabled": True | ||
} | ||
} | ||
} | ||
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def init(context): | ||
context.order = None | ||
subscribe("ZN2309") | ||
subscribe("RR2309") | ||
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def handle_bar(context, bar_dict): | ||
dt_str = context.now.strftime("%Y%m%d%H%M%S") | ||
# 当天夜盘 | ||
if dt_str == "20230706210100": | ||
context.order = buy_open("RR2309", 1, price_or_style=3500) | ||
elif dt_str == "20230706230200": | ||
assert context.order.status == ORDER_STATUS.ACTIVE, "盘中休息也保持active" | ||
assert "订单被拒单: [RR2309] 当前缺失市场数据。" != context.order._message, "不能在非交易时段尝试撮合" | ||
# 第二天早盘 | ||
elif dt_str == "20230707091000": | ||
assert context.order.status == ORDER_STATUS.ACTIVE, "夜盘下的order在未成交、撤单等情况下应保持active状态" | ||
# 第二天夜盘 | ||
elif dt_str == "20230707210100": | ||
assert context.order.status == ORDER_STATUS.REJECTED, "上个交易日的订单在当天收盘后未被拒单" | ||
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return locals() |