vnpy/vn.trader/vtConstant.py

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# encoding: UTF-8
# 默认空值
EMPTY_STRING = ''
EMPTY_UNICODE = u''
EMPTY_INT = 0
EMPTY_FLOAT = 0.0
# 方向常量
DIRECTION_NONE = u'无方向'
DIRECTION_LONG = u''
DIRECTION_SHORT = u''
DIRECTION_UNKNOWN = u'未知'
DIRECTION_NET = u''
DIRECTION_SELL = u'卖出' # IB接口
# 开平常量
OFFSET_NONE = u'无开平'
OFFSET_OPEN = u'开仓'
OFFSET_CLOSE = u'平仓'
OFFSET_CLOSETODAY = u'平今'
OFFSET_CLOSEYESTERDAY = u'平昨'
OFFSET_UNKNOWN = u'未知'
# 状态常量
STATUS_NOTTRADED = u'未成交'
STATUS_PARTTRADED = u'部分成交'
STATUS_ALLTRADED = u'全部成交'
STATUS_CANCELLED = u'已撤销'
STATUS_UNKNOWN = u'未知'
# 合约类型常量
PRODUCT_EQUITY = u'股票'
PRODUCT_FUTURES = u'期货'
PRODUCT_OPTION = u'期权'
PRODUCT_INDEX = u'指数'
PRODUCT_COMBINATION = u'组合'
PRODUCT_FOREX = u'外汇'
PRODUCT_UNKNOWN = u'未知'
PRODUCT_SPOT = u'现货'
PRODUCT_DEFER = u'延期'
PRODUCT_NONE = ''
# 价格类型常量
PRICETYPE_LIMITPRICE = u'限价'
PRICETYPE_MARKETPRICE = u'市价'
PRICETYPE_FAK = u'FAK'
PRICETYPE_FOK = u'FOK'
# 期权类型
OPTION_CALL = u'看涨期权'
OPTION_PUT = u'看跌期权'
# 交易所类型
EXCHANGE_SSE = 'SSE' # 上交所
EXCHANGE_SZSE = 'SZSE' # 深交所
EXCHANGE_CFFEX = 'CFFEX' # 中金所
EXCHANGE_SHFE = 'SHFE' # 上期所
EXCHANGE_CZCE = 'CZCE' # 郑商所
EXCHANGE_DCE = 'DCE' # 大商所
EXCHANGE_SGE = 'SGE' # 上金所
EXCHANGE_UNKNOWN = 'UNKNOWN'# 未知交易所
EXCHANGE_NONE = '' # 空交易所
EXCHANGE_HKEX = 'HKEX' # 港交所
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EXCHANGE_HKFE = 'HKFE' # 香港期货交易所
EXCHANGE_SMART = 'SMART' # IB智能路由股票、期权
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EXCHANGE_NYMEX = 'NYMEX' # IB 期货
EXCHANGE_GLOBEX = 'GLOBEX' # CME电子交易平台
EXCHANGE_IDEALPRO = 'IDEALPRO' # IB外汇ECN
EXCHANGE_CME = 'CME' # CME交易所
EXCHANGE_ICE = 'ICE' # ICE交易所
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EXCHANGE_OANDA = 'OANDA' # OANDA外汇做市商
EXCHANGE_OKCOIN = 'OKCOIN' # OKCOIN比特币交易所
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EXCHANGE_HUOBI = 'HUOBI' # 火币比特币交易所
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EXCHANGE_LHANG = 'LHANG' # 链行比特币交易所
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# 货币类型
CURRENCY_USD = 'USD' # 美元
CURRENCY_CNY = 'CNY' # 人民币
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CURRENCY_HKD = 'HKD' # 港币
CURRENCY_UNKNOWN = 'UNKNOWN' # 未知货币
CURRENCY_NONE = '' # 空货币
# 数据库
LOG_DB_NAME = 'VnTrader_Log_Db'