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https://github.com/xavierchuan/FX-ML-Trading-Engine.git
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43 lines
6.7 KiB
Plaintext
43 lines
6.7 KiB
Plaintext
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Z
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m Z ddl Z
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ddlmZ ddlmZ ddlmZ dd lmZ d
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d
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„Z G d „ d « Zy# e$ r dZY Œ w xY w)ua
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OANDA 定价�适�器，用于从模拟/实盘账户拉�实时报价并投递 TickEvent。
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é )Ú annotationsN)ÚQueue)ÚIterableÚListÚOptionalÚSequence)Úlogger)ÚAPI)Ú
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PricingStream)Ú TickEventc ó — | j « j dd« j dd« j dd« }d|v rt |« dk( r|S |j dd« }t |« dk( r
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|d d › d|dd › �S |S ) NÚ Ú Ú/Ú_Ú-é é é )ÚupperÚreplaceÚlen)ÚsymbolÚsÚstrippeds úL/Users/chuan/Documents/Projects/FX_Backtest/QuantTrader/data/oanda_stream.pyÚ_normalize_instrumentr sˆ € Ø� ‰ ‹× Ñ ˜s BÓ'×/Ñ/°°SÓ9×AÑAÀ#ÀsÓK€AØ
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d„Zd d„Zy) ÚOandaPricingStreamu=
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使用 OANDA Pricing Stream API 推� TickEvent。
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c óæ — || _ || _ |D �cg c]
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}t |« ‘Œ c}| _ || _ t ||¬« | _ || _ d | _ t j « | _ y c c}w )N)Ú access_tokenÚ environment) ÚqÚ
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account_idr Ú instrumentsÚ
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log_heartbeatr
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ÚclientÚreconnect_waitÚ_threadÚ threadingÚEventÚ_stop) Úselfr$ r% r& r" r# r) r' Úsyms r Ú__init__zOandaPricingStream.__init__& sh € 𠈌Ø$ˆŒÙBMÓNÁ+¸3Ô 1°#Õ 6À+ÑNˆÔØ *ˆÔÜ |ÀÔMˆŒ Ø ,ˆÔØ37ˆŒ Ü —_‘_Ó&ˆ�
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ùò Os “A.c ó¦ — t € t d« ‚| j r| j j « ry | j j « t
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j | j d¬« | _ | j j « t j ddj | j « › d| j › d�« y )Nun oandapyV20 未暴露 PricingStream（需 0.7.2+）。请执行 `pip install --upgrade oandapyV20` å�Žé‡�试。T)ÚtargetÚdaemonz#[OANDA] Pricing stream started for Ú,z
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r c ó² — | j j « | j r | j j d¬« t j
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d« y )Ng @)Útimeoutz [OANDA] Pricing stream stopped.)r- Úsetr* r= r r< r> s r ÚstopzOandaPricingStream.stopG s9 € Ø �
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« rY d }~y t j d|› d| j › d�« t j | j « Y d }~Œ�d }~ww xY w)Nu0 æ— æ³•å�¯åŠ¨ä»·æ ¼æµ�：缺少 PricingStream ç±»r& r4 )Ú accountIDÚparamsz [OANDA] Pricing stream error: z. Reconnecting in r )r r Úerrorr= r& r- Úis_setr% r( ÚrequestÚ _handle_msgÚ ExceptionÚwarningr) ÚtimeÚsleep)r. rE rH ÚmsgÚexcs r r: zOandaPricingStream._runM s € Ü Ð Ü �L‰LÐKÔ LØ Ø §¡¨$×*:Ñ*:Ó!;Ð<ˆØ—*‘*×#Ñ#Ô%Ü#¨d¯o©oÀfÔMˆGð
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