stock/QMT/chongxie_run.py

from xtquant.xttrader import XtQuantTrader, XtQuantTraderCallback
from xtquant.xttype import StockAccount
from xtquant import xtdata, xtconstant
from datetime import datetime as dt



def run():
    '''阻塞线程接收行情回调'''
    import time
    client = xtdata.get_client()
    while True:
        time.sleep(3)
        now_date = dt.now()
        if not client.is_connected() or dt.now() > now_date.replace(hour=11, minute=30, second=0):
            raise Exception('行情服务连接断开')
            break
    return

def trader(data):
    print(dt.now(), len(data.keys()), data.keys())

# stocks = stocks = xtdata.get_stock_list_in_sector('沪深A股')
stocks = ['000001.SZ', '600000.SH', '300389.SZ', '001229.SZ', '600674.SH', '000895.SZ']
xtdata.subscribe_whole_quote(stocks, callback=trader)
run()