自定义数据源范例
指定数据源地址，例如：http://120.24.2.20:9090/data。自定义数据源服务程序使用Golang编写：
golang
package main
import (
"fmt"
"net/http"
"encoding/json"
)
func Handle (w http.ResponseWriter, r *http.Request) {
// e.g. set on backtest DataSourse: http://xxx.xx.x.xx:9090/data
// r.URL: /data?custom=0&depth=20&detail=true&eid=Futures_CTP&from=1719745260&period=60000&round=true&symbol=FUTURES_CNY.MA501&to=1720281600&trades=0
fmt.Println("request:", r)
// response
defer func() {
// response data
/* e.g. data
{
"detail": {
"alias": "MA501",
"baseCurrency": "FUTURES",
"basePrecision": 1,
"contractType": "MA501",
"eid": "Futures_CTP",
"info": {
"CombinationType": 48,
"CreateDate": 20240116,
"DeliveryMonth": 1,
"DeliveryYear": 1501,
"EndDelivDate": 20250114,
"ExchangeID": "CZCE",
"ExchangeInstID": "MA501",
"ExpireDate": 20250114,
"InstLifePhase": 49,
"InstrumentID": "MA501",
"InstrumentName": "甲醇1月",
"IsTrading": 1,
"LongMarginRatio": 0.08,
"MaxLimitOrderVolume": 1000,
"MaxMarginSideAlgorithm": 48,
"MaxMarketOrderVolume": 200,
"MinLimitOrderVolume": 1,
"MinMarketOrderVolume": 1,
"OpenDate": 20240116,
"OptionsType": 0,
"PositionDateType": 50,
"PositionType": 50,
"PriceTick": 1,
"ProductClass": 49,
"ProductID": "MA",
"ShortMarginRatio": 0.08,
"StartDelivDate": 0,
"StrikePrice": 0,
"UnderlyingInstrID": "",
"UnderlyingMultiple": 1,
"VolumeMultiple": 10
},
"marginCurrency": "CNY",
"marginLevel": 12,
"maxNotional": 10000000,
"maxQty": 1000,
"minNotional": 1,
"minQty": 1,
"priceTick": 1,
"quoteCurrency": "CNY",
"quotePrecision": 0,
"symbol": "MA501",
"volumeTick": 1
},
"schema": ["time", "open", "high", "low", "close", "vol", "position"],
"data": [
[1719795600000, 2632, 2633, 2621, 2625, 13070, 1720510], // 2024-07-01 09:00:00
[1719795660000, 2625, 2625, 2621, 2623, 4280, 1720940], // 2024-07-01 09:01:00
[1719795720000, 2623, 2626, 2622, 2622, 5320, 1722310], // 2024-07-01 09:02:00
[1719795780000, 2622, 2625, 2620, 2625, 3480, 1722160],
[1719795840000, 2624, 2624, 2622, 2623, 2220, 1723150],
[1719795900000, 2623, 2624, 2620, 2620, 3080, 1722840],
[1719795960000, 2621, 2622, 2620, 2620, 3090, 1723850]
]
}
*/
// /* 模拟级Tick
ret := map[string]interface{}{
"detail": map[string]interface{}{
"alias": "MA501",
"baseCurrency": "FUTURES",
"basePrecision": 1,
"contractType": "MA501",
"eid": "Futures_CTP",
"info": map[string]interface{}{
"CombinationType": 48,
"CreateDate": 20240116,
"DeliveryMonth": 1,
"DeliveryYear": 1501,
"EndDelivDate": 20250114,
"ExchangeID": "CZCE",
"ExchangeInstID": "MA501",
"ExpireDate": 20250114,
"InstLifePhase": 49,
"InstrumentID": "MA501",
"InstrumentName": "甲醇1月",
"IsTrading": 1,
"LongMarginRatio": 0.08,
"MaxLimitOrderVolume": 1000,
"MaxMarginSideAlgorithm": 48,
"MaxMarketOrderVolume": 200,
"MinLimitOrderVolume": 1,
"MinMarketOrderVolume": 1,
"OpenDate": 20240116,
"OptionsType": 0,
"PositionDateType": 50,
"PositionType": 50,
"PriceTick": 1,
"ProductClass": 49,
"ProductID": "MA",
"ShortMarginRatio": 0.08,
"StartDelivDate": 0,
"StrikePrice": 0,
"UnderlyingInstrID": "",
"UnderlyingMultiple": 1,
"VolumeMultiple": 10,
},
"marginCurrency": "CNY",
"marginLevel": 12,
"maxNotional": 10000000,
"maxQty": 1000,
"minNotional": 1,
"minQty": 1,
"priceTick": 1,
"quoteCurrency": "CNY",
"quotePrecision": 0,
"symbol": "MA501",
"volumeTick": 1,
},
"schema": []string{"time", "open", "high", "low", "close", "vol", "position"},
"data": []interface{}{
[]int64{1719795600000, 2632, 2633, 2621, 2625, 13070, 1720510},
[]int64{1719795660000, 2625, 2625, 2621, 2623, 4280, 1720940},
[]int64{1719795720000, 2623, 2626, 2622, 2622, 5320, 1722310},
[]int64{1719795780000, 2622, 2625, 2620, 2625, 3480, 1722160},
[]int64{1719795840000, 2624, 2624, 2622, 2623, 2220, 1723150},
[]int64{1719795900000, 2623, 2624, 2620, 2620, 3080, 1722840},
[]int64{1719795960000, 2621, 2622, 2620, 2620, 3090, 1723850},
},
}
// */
/* 实盘级Tick
ret := map[string]interface{}{
"detail": map[string]interface{}{
"alias": "MA501",
"baseCurrency": "FUTURES",
"basePrecision": 1,
"contractType": "MA501",
"eid": "Futures_CTP",
"info": map[string]interface{}{
"CombinationType": 48,
"CreateDate": 20240116,
"DeliveryMonth": 1,
"DeliveryYear": 1501,
"EndDelivDate": 20250114,
"ExchangeID": "CZCE",
"ExchangeInstID": "MA501",
"ExpireDate": 20250114,
"InstLifePhase": 49,
"InstrumentID": "MA501",
"InstrumentName": "甲醇1月",
"IsTrading": 1,
"LongMarginRatio": 0.08,
"MaxLimitOrderVolume": 1000,
"MaxMarginSideAlgorithm": 48,
"MaxMarketOrderVolume": 200,
"MinLimitOrderVolume": 1,
"MinMarketOrderVolume": 1,
"OpenDate": 20240116,
"OptionsType": 0,
"PositionDateType": 50,
"PositionType": 50,
"PriceTick": 1,
"ProductClass": 49,
"ProductID": "MA",
"ShortMarginRatio": 0.08,
"StartDelivDate": 0,
"StrikePrice": 0,
"UnderlyingInstrID": "",
"UnderlyingMultiple": 1,
"VolumeMultiple": 10,
},
"marginCurrency": "CNY",
"marginLevel": 12,
"maxNotional": 10000000,
"maxQty": 1000,
"minNotional": 1,
"minQty": 1,
"priceTick": 1,
"quoteCurrency": "CNY",
"quotePrecision": 0,
"symbol": "MA501",
"volumeTick": 1,
},
"schema": []string{"time", "asks", "bids", "close", "vol", "position"},
"data": []interface{}{
[]interface{}{1719795601778, []interface{}{[]int64{2633, 50}}, []interface{}{[]int64{2631, 50}}, 2632, 110410, 1718490},
[]interface{}{1719795602192, []interface{}{[]int64{2632, 120}}, []interface{}{[]int64{2631, 50}}, 2632, 110410, 1718490},
[]interface{}{1719795603873, []interface{}{[]int64{2631, 20}}, []interface{}{[]int64{2630, 600}}, 2631, 110780, 1718790},
[]interface{}{1719795604769, []interface{}{[]int64{2633, 120}}, []interface{}{[]int64{2630, 490}}, 2631, 111300, 1718860},
[]interface{}{1719795605661, []interface{}{[]int64{2632, 200}}, []interface{}{[]int64{2631, 30}}, 2632, 111750, 1718880},
},
}
*/
b, _ := json.Marshal(ret)
w.Write(b)
}()
}
func main () {
fmt.Println("listen http://localhost:9090")
http.HandleFunc("/data", Handle)
http.ListenAndServe(":9090", nil)
}
测试策略，JavaScript示例：
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","feeder":"http://120.24.2.20:9090/data"}]
*/
function main() {
// 对于测试代码，我们通过判断exchange.IO("status")函数，连接成功后执行测试代码，区别于商品期货策略的一般架构
while (!exchange.IO("status")) {
Sleep(1000)
}
// 设置合约为MA501
exchange.SetContractType("MA501")
// 获取ticker数据
var ticker = exchange.GetTicker()
// 获取records数据，即K线数据
var records = exchange.GetRecords()
// 打印数据
Log(ticker)
Log(records)
}