需求:在纯Python环境下,通过simnow账号,获取行情数据
问题描述:使用图形界面,可以看到行情更新,但是在脚本中,日志显示可以正确连接服务器,却获取不到行情,一直是None.
代码如下:
from vnpy.app.script_trader import ScriptEngine
from vnpy.app.script_trader import init_cli_trading
from vnpy.gateway.ctp import CtpGateway
from time import sleep
import sys
import importlib
import traceback
from typing import Sequence, Any
from pathlib import Path
from datetime import datetime
from threading import Thread
from pandas import DataFrame
from vnpy.event import Event, EventEngine
from vnpy.trader.engine import BaseEngine, MainEngine
from vnpy.trader.constant import Direction, Offset, OrderType, Interval
from vnpy.trader.object import (
OrderRequest,
HistoryRequest,
SubscribeRequest,
TickData,
OrderData,
TradeData,
PositionData,
AccountData,
ContractData,
LogData,
BarData
)
from vnpy.trader.rqdata import rqdata_client
APP_NAME = "ScriptTrader"
EVENT_SCRIPT_LOG = "eScriptLog"
engine = init_cli_trading([CtpGateway])
setting = {
"用户名": "xxx",
"密码": "xxx",
"经纪商代码": "9999",
"交易服务器": "180.168.146.187:10101",
"行情服务器": "168.146.187:10111",
"产品名称": "simnow_client_test",
"授权编码": "0000000000000000",
"产品信息": ""
}
engine.connect_gateway(setting, "CTP")
sleep(5)
contract_list = engine.get_all_contracts()
print(contract_list[1])
vt_symbols = ['CF109.CZCE']
engine.subscribe(vt_symbols=vt_symbols)
while True:
for vt_symbol in vt_symbols:
tick = engine.get_tick(vt_symbol=vt_symbol, use_df=True)
print(tick)
sleep(5)
