Yvictor · July 15, 2019 01:59 · Jul 15, 2019
diff --git a/sj_tony.py b/sj_tony.py
@@ -0,0 +1,108 @@
+import shioaji as sj
+import pandas as pd
+import sys
+import os
+import datetime
+from datetime import datetime as datetime2
+from threading import Timer
+
+'''user_information & barminute'''
+min_k=1
+begin1='15:00:00.000000'
+end1='17:00:00.000000'
+begin2='15:00:00'
+set_barfreq=60*min_k
+begin1t=datetime2.strptime(begin1,'%H:%M:%S.%f')
+end1t=datetime2.strptime(end1,'%H:%M:%S.%f')
+today=str(datetime.date.today())
+txf_name='台指期貨'
+
+dit_totalquote={}
+lit_p=[]
+df_bar_csv=pd.DataFrame(columns=['DateTime','Date','Time','Open','High','Low','Close','Volume'])
+
+'''sj_login'''
+api=sj.Shioaji(backend='http',simulation=False)
+api.login(user_id,user_pw)
+api.activate_ca(user_ca,user_id,user_id)
+
+'''sj_event&quote'''
+def event_callback(resp_code, event_code, event):
+    print("Respone Code: {} | Event Code: {} | Event: {}".format(resp_code, event_code, event))
+
+def quote_callback(title_fromsj,quote_fromsj):
+    get_kbar(title=title_fromsj,quote=quote_fromsj)
+
+def get_kbar(title,quote):
+    global fsttick
+    dit_totalquote[title]=quote
+    dit_key1=list(dit_totalquote.keys())[0]    
+
+    date_p=dit_totalquote[dit_key1].get('Date')   #str
+    time_p=datetime2.strptime(dit_totalquote[dit_key1].get('Time'),'%H:%M:%S.%f').time()
+    close_p=dit_totalquote[dit_key1].get('Close')[0]  #float
+    vol_p=dit_totalquote[dit_key1].get('Volume')[0]   #int
+
+    if all([time_p>=begin1t.time(),time_p<end1t.time()]):
+        if len(lit_p)==0:
+            inikstr=begin2
+            inik=datetime2.strptime(inikstr,'%H:%M:%S')
+            nxtk=inik+datetime.timedelta(0,set_barfreq)
+            nxtkstr=str(nxtk)[-8:]
+            lit_p.append([date_p+' '+nxtkstr,
+                          date_p,
+                          nxtkstr,
+                          close_p,
+                          close_p,
+                          close_p,
+                          close_p,
+                          vol_p,
+                          inikstr,
+                          nxtkstr])
+            fsttick=dit_totalquote[dit_key1].get('Time')
+        elif all([time_p>=datetime2.strptime(lit_p[-1][8],'%H:%M:%S').time(),
+                  time_p<datetime2.strptime(lit_p[-1][9],'%H:%M:%S').time()]):
+            if close_p>lit_p[-1][4]:
+                lit_p[-1][4]=close_p
+            elif close_p<lit_p[-1][5]:
+                lit_p[-1][5]=close_p
+            lit_p[-1][6]=close_p
+            lit_p[-1][7]+=vol_p
+        else:
+            inikstr=lit_p[-1][9]
+            inik=datetime2.strptime(inikstr,'%H:%M:%S')
+            nxtk=inik+datetime.timedelta(0,set_barfreq)
+            nxtkstr=str(nxtk)[-8:]
+            lit_p.append([date_p+' '+nxtkstr,
+                          date_p,
+                          nxtkstr,
+                          close_p,
+                          close_p,
+                          close_p,
+                          close_p,
+                          vol_p,
+                          inikstr,
+                          nxtkstr])
+
+        if len(lit_p)>=1:
+            tmp=len(lit_p)-1
+            df_bar_csv.loc[tmp]=lit_p[tmp][0:8]
+
+def savedf():
+    df_bar_csv.to_csv(today+txf_name+'.csv',index=False)
+    sys.exit()
+
+#save df to csv and shutdown module
+now=datetime2.now()
+finistr=today+' '+end1
+finitime=datetime2.strptime(finistr,'%Y-%m-%d %H:%M:%S.%f')
+difftime=finitime-now
+secsave=difftime.days*60*60*24+difftime.seconds
+t=Timer(interval=secsave,function=savedf)
+t.start()
+
+'''sj_setting'''
+txf_01=api.Contracts.Futures.TXF.TXF201907
+api.quote.subscribe(txf_01)
+api.quote.set_event_callback(event_callback)
+api.quote.set_callback(quote_callback)
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