update

core/qmt.py

@@ -8,6 +8,7 @@ from core.logger import LogLevel, PrintLog
 from xtquant.xttrader import XtQuantTrader, XtQuantTraderCallback
 from xtquant.xttype import StockAccount
 from xtquant import xtconstant, xtdata
+import core.eventbus as eBus
 
 class QmtV(XtQuantTraderCallback):
     def __init__(self) -> None:
@@ -41,6 +42,7 @@ class QmtV(XtQuantTraderCallback):
         if subscribe_result != 0:
             self.inited = False
             return
+        self.startMarketDataSubscription()
     
     
     def getStockPosition(self, stock_code: str):
@@ -126,11 +128,19 @@ class QmtV(XtQuantTraderCallback):
     
     
     # ========================================#
+    def startMarketDataSubscription(self):
+        self.subscriptionId = xtdata.subscribe_whole_quote(['SH', 'SZ'], self.onDataUpdate)
+    
+    def stopMarketDataSubscription(self):
+        PrintLog(LogLevel.INFO, '- 停止市场数据订阅')
+        
+        if self.subscriptionId is not None and self.subscriptionId > 0:
+            xtdata.unsubscribe_quote(self.subscriptionId)
     
     # ====== 市场回调方法 -- 以下方法由XtQuantData调用 ======
     def onDataUpdate(self, data):
         # 收集所有市场数据用于市场监控
-        print(f'market data update {len(data)}')
+        eBus.event_bus.publish(eBus.MarketDataUpdate, data)
 
 
     # ====== 市场回调方法 -- 以下方法由XtQuantTrader调用 ======