exchange.GetTickers()
函数用于获取已订阅交易品种的聚合行情数据({@struct/Ticker Ticker}结构数组)。
exchange.GetTickers()
函数请求数据成功时返回{@struct/Ticker Ticker}结构数组,请求数据失败时返回空值。
{@struct/Ticker Ticker}数组 / 空值
exchange.GetTickers()
”`javascript /*backtest start: 2024-07-01 00:00:00 end: 2024-07-07 00:00:00 period: 1m basePeriod: 1m exchanges: [{“eid”:“Futures_CTP”,“currency”:“FUTURES”}] */
function main() { var arrSymbol = [“rb2501”, “MA888”, “i2501”, “p2501”, “TA501”] var tbl = {type: “table”, title: “test tickers”, cols: [“Symbol”, “Buy”, “Sell”, “Open”, “Last”, “High”, “Low”, “Volume”, “Time”, “OpenInterest”], rows: []} for (var i = 0; i < 10; i++) { if (exchange.IO(“status”)) { for (var symbol of arrSymbol) { exchange.SetContractType(symbol) }
var tickers = exchange.GetTickers()
for (var ticker of tickers) {
tbl.rows.push([ticker.Symbol, ticker.Buy, ticker.Sell, ticker.Open, ticker.Last, ticker.High, ticker.Low, ticker.Volume, ticker.Time, ticker.OpenInterest])
}
LogStatus(_D(), "\n", "`" + JSON.stringify(tbl) + "`")
return
}
Sleep(1000)
}
}
python
“‘backtest
start: 2024-07-01 00:00:00
end: 2024-07-07 00:00:00
period: 1m
basePeriod: 1m
exchanges: [{“eid”:“Futures_CTP”,“currency”:“FUTURES”}]
“’
import json
def main(): arrSymbol = [“rb2501”, “MA888”, “i2501”, “p2501”, “TA501”] tbl = {“type”: “table”, “title”: “test tickers”, “cols”: [“Symbol”, “Buy”, “Sell”, “Open”, “Last”, “High”, “Low”, “Volume”, “Time”, “OpenInterest”], “rows”: []} for i in range(10): if exchange.IO(“status”): for symbol in arrSymbol: exchange.SetContractType(symbol)
tickers = exchange.GetTickers()
for ticker in tickers:
tbl["rows"].append([ticker["Symbol"], ticker["Buy"], ticker["Sell"], ticker["Open"], ticker["Last"], ticker["High"], ticker["Low"], ticker["Volume"], ticker["Time"], ticker["OpenInterest"]])
LogStatus(_D(), "\n", "`" + json.dumps(tbl) + "`")
return
Sleep(1000)```
”`cpp /*backtest start: 2024-07-01 00:00:00 end: 2024-07-07 00:00:00 period: 1m basePeriod: 1m exchanges: [{“eid”:“Futures_CTP”,“currency”:“FUTURES”}] */
void main() { auto arrSymbol = {“rb2501”, “MA888”, “i2501”, “p2501”, “TA501”}; json tbl = R”({ “type”: “table”, “title”: “test tickers”, “cols”: [“Symbol”, “Buy”, “Sell”, “Open”, “Last”, “High”, “Low”, “Volume”, “Time”, “OpenInterest”], “rows”: [] })“_json; for (int i = 0; i < 10; i++) { if (exchange.IO(“status”) == 1) { for (const auto& symbol : arrSymbol) { exchange.SetContractType(symbol); } auto tickers = exchange.GetTickers(); for (auto& ticker : tickers) { json arrJson = {ticker.Symbol, ticker.Buy, ticker.Sell, ticker.Open, ticker.Last, ticker.High, ticker.Low, ticker.Volume, ticker.Time, ticker.OpenInterest}; tbl[“rows”].push_back(arrJson); }
LogStatus(_D(), "\n", "`" + tbl.dump() + "`");
return;
}
Sleep(1000);
}
}
在回测系统中调用
exchange.GetTickers()“`函数,仅返回已订阅合约的聚合行情数据。
注意事项:
exchange.GetTickers()
函数支持实盘和回测系统。
exchange.GetTickers()
函数仅返回已订阅品种的相关数据。
{@struct/Ticker Ticker}, {@fun/Market/exchange.GetTicker exchange.GetTicker}