#!/usr/bin/env python

coding:utf-8

from PoboAPI import *
import datetime

#开始时间，用于初始化一些参数
def OnStart(context) :
#print("I'm starting...")
context.myacc = None
if "期货模拟" in context.accounts :
#print("登录交易账号[期货模拟]")
if context.accounts["期货模拟"].Login() :
context.myacc = context.accounts["期货模拟"]
# 定义换月标志：0为保持、1为换月
g.changingMonthFlag = 0
# 主力合约、次主力合约、次次主力合约列表
g.codeList = []

行情初始化事件

def OnMarketQuotationInitialEx(context, exchange,daynight):
if exchange != 'SHFE':
return

if exchange == 'SHFE' and daynight == 'night':
    #print("上期所夜盘行情开盘前重登交易帐号")
    context.myacc.Logout()
    context.myacc.Login()

if exchange == 'SHFE' and daynight == 'day':
    #print("上期所白盘行情开盘前重登交易帐号")
    context.myacc.Logout()
    context.myacc.Login()

# 获取当天交易日日期
g.currentTradingDate = GetCurrentTradingDate('SHFE')
yearHead = str(g.currentTradingDate.year)[:2]
# 获取昨天交易日日期
g.previousTradingDate = GetPreviousTradingDate('SHFE',\
                      g.currentTradingDate)
# 获取期货合约列表:这个列表系统默认是当前交易日的
contractsList = GetFuturesContracts2('rb',exchange_code = 'auto')
#print(contractsList)
# 定义期货合约字典，存放：合约代码、成交量+持仓量
subMainDict = {} 

for i in contractsList:
    KlineData = GetHisDataByField2(i,["volume","amount"],\
                bar_type=BarType.Day,start_date=None,\
                end_date=g.previousTradingDate, count = 1)
    subMainDict[i] = KlineData[0,0] + KlineData[1,0]

# 成交量和持仓量之和降序排序
subMainDictList = sorted(subMainDict.items(),\
                  key = lambda item:item[1],reverse = True)
#print(subMainDictList)
# 获得昨天的主力、次主力（日期在主力之前）、次主力（日期在主力之后）合约代码
g.codeList = [subMainDictList[0][0],subMainDictList[1][0],subMainDictList[2][0]]#g.code
#print(g.codeList)

# 获得前三个合约的年月，datetime类型
if len(g.codeList)>=3:
    g.codeYearMonth1 = datetime.datetime.strptime\
      (yearHead+str(g.codeList[0])[2:4]+'-'+\
                str(g.codeList[0])[4:6],'%Y-%m')
    g.codeYearMonth2 = datetime.datetime.strptime\
      (yearHead+str(g.codeList[1])[2:4]+'-'+\
                str(g.codeList[1])[4:6],'%Y-%m')
    g.codeYearMonth3 = datetime.datetime.strptime\
      (yearHead+str(g.codeList[2])[2:4]+'-'+\
                str(g.codeList[2])[4:6],'%Y-%m')
    #print('年月：',g.codeYearMonth1,g.codeYearMonth2,g.codeYearMonth3)

    if g.changingMonthFlag == 0 and g.codeYearMonth1 > g.codeYearMonth2: # 如果昨天和前天的主力合约相同
        g.changingMonthFlag = 1
        print('g.changingMonthFlag:'+str(g.changingMonthFlag))
        print('换月日期：' + str(GetCurrentTradingDate('SHFE')))
        print('主力合约：' + str(g.codeList[0]))
    elif g.codeYearMonth1 < g.codeYearMonth2:
        g.changingMonthFlag = 0

# 退订所有k线订阅
UnsubscribeAllBar()
# 订阅K线数据，用于驱动OnBar事件
SubscribeBar(g.codeList[0], BarType.Day) 
#print("订阅K线数据，用于驱动OnBar事件")