#!/usr/bin/env python
# coding:utf-8
from PoboAPI import *
import datetime
import time
import numpy as np

#开始时间，用于初始化一些参数
def OnStart(context) :
    print("I\'m starting...")
    #登录交易账号，需在主页用户管理中设置账号，并把期货测试替换成您的账户名称
    context.myacc = None
    if "回测期货" in context.accounts :
        print("登录交易账号[回测期货]")
        if context.accounts["回测期货"].Login() :
            context.myacc = context.accounts["回测期货"]

def OnMarketQuotationInitialEx(context, exchange,daynight):
    print("当前交易所是%s"%exchange)
    if exchange != 'SHFE':
        return
    #获取主力合约
    g.code2 = GetMainContract('CZCE', 'TA', 20)
    SubscribeQuote([g.code2])
    print(g.code2)
    value = PBObj()
    value.Rate = 0.09
    context.myacc.SetMargin('TA001.CZCE',value)
    print("保证金率设置成功")

def OnBar(context,code,bartype):
    print("<=====获取到%s得bar事件=====>"%code)
    cutime = GetCurrentTime()
    print(cutime)
    df= GetHisDataByFieldAsDF(code, ["datetime","open", "high", "low", "close"], \
        bar_type=BarType.Min30, count=5)
    print(df)

def OnQuote(context,code):
    dyndata = GetQuote(code)
    print("%s最新数据："%code)
    margin_value = context.accounts["回测期货"].GetMargin(code,BSType.BuyOpen)
    print("%s的保证金率为：%s"%(code, margin_value.Rate))

图片