Merge branch 'dev' of https://github.com/vnpy/vnpy into dev

This commit is contained in:
vn.py 2018-07-02 17:52:20 +08:00
commit 04065369e3
4 changed files with 31 additions and 27 deletions

View File

@ -1,5 +1,6 @@
# encoding: UTF-8
from __future__ import print_function
import hashlib
import hmac
import json
@ -14,6 +15,8 @@ from copy import copy
from urllib import urlencode
from threading import Thread
from six.moves import input
import requests
import websocket
@ -138,14 +141,14 @@ class BitmexRestApi(object):
#----------------------------------------------------------------------
def onError(self, code, error):
"""错误回调"""
print 'on error'
print code, error
print('on error')
print(code, error)
#----------------------------------------------------------------------
def onData(self, data, reqid):
"""通用回调"""
print 'on data'
print data, reqid
print('on data')
print(data, reqid)
########################################################################
@ -203,21 +206,21 @@ class BitmexWebsocketApi(object):
#----------------------------------------------------------------------
def onConnect(self):
"""连接回调"""
print 'connected'
print('connected')
#----------------------------------------------------------------------
def onData(self, data):
"""数据回调"""
print '-' * 30
print('-' * 30)
l = data.keys()
l.sort()
for k in l:
print k, data[k]
print(k, data[k])
#----------------------------------------------------------------------
def onError(self, msg):
"""错误回调"""
print msg
print(msg)
#----------------------------------------------------------------------
def sendReq(self, req):
@ -265,8 +268,6 @@ if __name__ == '__main__':
#req = {"op": "subscribe", "args": ['order', 'execution', 'position', 'margin']}
#req = {"op": "subscribe", "args": ['instrument']}
#ws.sendReq(req)
raw_input()
#ws.sendReq(req)
input()

View File

@ -12,6 +12,7 @@ from vnpy.trader.uiQt import QtWidgets
from .algoTemplate import AlgoTemplate
from .uiAlgoWidget import AlgoWidget, QtWidgets
from six import text_type
STATUS_FINISHED = set([STATUS_ALLTRADED, STATUS_CANCELLED, STATUS_REJECTED])
@ -30,9 +31,9 @@ class DmaAlgo(AlgoTemplate):
# 参数强制类型转换保证从CSV加载的配置正确
self.vtSymbol = str(setting['vtSymbol']) # 合约代码
self.direction = unicode(setting['direction']) # 买卖
self.offset = unicode(setting['offset']) # 开平
self.priceType = unicode(setting['priceType']) # 价格类型
self.direction = text_type(setting['direction']) # 买卖
self.offset = text_type(setting['offset']) # 开平
self.priceType = text_type(setting['priceType']) # 价格类型
self.price = float(setting['price']) # 价格
self.totalVolume = float(setting['totalVolume']) # 数量
@ -178,12 +179,12 @@ class DmaWidget(AlgoWidget):
setting = OrderedDict()
setting['templateName'] = DmaAlgo.templateName
setting['vtSymbol'] = str(self.lineSymbol.text())
setting['direction'] = unicode(self.comboDirection.currentText())
setting['direction'] = text_type(self.comboDirection.currentText())
setting['price'] = float(self.spinPrice.value())
setting['totalVolume'] = float(self.spinVolume.value())
setting['priceType'] = unicode(self.comboPriceType.currentText())
setting['offset'] = unicode(self.comboOffset.currentText())
setting['priceType'] = text_type(self.comboPriceType.currentText())
setting['offset'] = text_type(self.comboOffset.currentText())
return setting

View File

@ -10,6 +10,7 @@ from vnpy.trader.uiQt import QtWidgets
from .algoTemplate import AlgoTemplate
from .uiAlgoWidget import AlgoWidget, QtWidgets
from six import text_type
########################################################################
@ -25,10 +26,10 @@ class StopAlgo(AlgoTemplate):
# 参数强制类型转换保证从CSV加载的配置正确
self.vtSymbol = str(setting['vtSymbol']) # 合约代码
self.direction = unicode(setting['direction']) # 买卖
self.direction = text_type(setting['direction']) # 买卖
self.stopPrice = float(setting['stopPrice']) # 触发价格
self.totalVolume = float(setting['totalVolume']) # 数量
self.offset = unicode(setting['offset']) # 开平
self.offset = text_type(setting['offset']) # 开平
self.priceAdd = float(setting['priceAdd']) # 下单时的超价
self.vtOrderID = '' # 委托号
@ -195,12 +196,12 @@ class StopWidget(AlgoWidget):
setting = OrderedDict()
setting['templateName'] = StopAlgo.templateName
setting['vtSymbol'] = str(self.lineSymbol.text())
setting['direction'] = unicode(self.comboDirection.currentText())
setting['direction'] = text_type(self.comboDirection.currentText())
setting['stopPrice'] = float(self.spinPrice.value())
setting['totalVolume'] = float(self.spinVolume.value())
setting['offset'] = unicode(self.comboOffset.currentText())
setting['offset'] = text_type(self.comboOffset.currentText())
setting['priceAdd'] = float(self.spinPriceAdd.value())
return setting

View File

@ -3,6 +3,7 @@
'''
vnpy.api.bitmex的gateway接入
'''
from __future__ import print_function
import os
import json
@ -528,9 +529,9 @@ class WebsocketApi(BitmexWebsocketApi):
#----------------------------------------------------------------------
def printDict(d):
""""""
print '-' * 30
print('-' * 30)
l = d.keys()
l.sort()
for k in l:
print k, d[k]
print(k, d[k])