From 18b4162f4f3924424fb6f31a9204efbc365eb79a Mon Sep 17 00:00:00 2001 From: "vn.py" Date: Fri, 7 Jun 2019 17:33:19 +0800 Subject: [PATCH] [Mod] complete test of QuoteApi --- tests/trader/run.py | 87 +++--- vnpy/api/itap/vnitap.lib | Bin 1716 -> 0 bytes vnpy/api/tap/__init__.py | 0 vnpy/gateway/ctp/ctp_gateway.py | 2 +- vnpy/gateway/tap/tap_gateway.py | 507 +++++++++++++++++++++----------- 5 files changed, 378 insertions(+), 218 deletions(-) delete mode 100644 vnpy/api/itap/vnitap.lib create mode 100644 vnpy/api/tap/__init__.py diff --git a/tests/trader/run.py b/tests/trader/run.py index cf698f0e..099d7a55 100644 --- a/tests/trader/run.py +++ b/tests/trader/run.py @@ -1,31 +1,31 @@ - from vnpy.event import EventEngine from vnpy.trader.engine import MainEngine from vnpy.trader.ui import MainWindow, create_qapp -from vnpy.gateway.bitmex import BitmexGateway -from vnpy.gateway.futu import FutuGateway -from vnpy.gateway.ib import IbGateway -from vnpy.gateway.ctp import CtpGateway -# from vnpy.gateway.ctptest import CtptestGateway -from vnpy.gateway.femas import FemasGateway -from vnpy.gateway.tiger import TigerGateway -from vnpy.gateway.oes import OesGateway -from vnpy.gateway.okex import OkexGateway -from vnpy.gateway.huobi import HuobiGateway -from vnpy.gateway.bitfinex import BitfinexGateway -from vnpy.gateway.onetoken import OnetokenGateway -from vnpy.gateway.okexf import OkexfGateway -from vnpy.gateway.xtp import XtpGateway -from vnpy.gateway.hbdm import HbdmGateway +# from vnpy.gateway.bitmex import BitmexGateway +# from vnpy.gateway.futu import FutuGateway +# from vnpy.gateway.ib import IbGateway +# from vnpy.gateway.ctp import CtpGateway +# # from vnpy.gateway.ctptest import CtptestGateway +# from vnpy.gateway.femas import FemasGateway +# from vnpy.gateway.tiger import TigerGateway +# from vnpy.gateway.oes import OesGateway +# from vnpy.gateway.okex import OkexGateway +# from vnpy.gateway.huobi import HuobiGateway +# from vnpy.gateway.bitfinex import BitfinexGateway +# from vnpy.gateway.onetoken import OnetokenGateway +# from vnpy.gateway.okexf import OkexfGateway +# from vnpy.gateway.xtp import XtpGateway +# from vnpy.gateway.hbdm import HbdmGateway +from vnpy.gateway.tap import TapGateway -from vnpy.app.cta_strategy import CtaStrategyApp -from vnpy.app.csv_loader import CsvLoaderApp -from vnpy.app.algo_trading import AlgoTradingApp -from vnpy.app.cta_backtester import CtaBacktesterApp -from vnpy.app.data_recorder import DataRecorderApp -from vnpy.app.risk_manager import RiskManagerApp +# from vnpy.app.cta_strategy import CtaStrategyApp +# from vnpy.app.csv_loader import CsvLoaderApp +# from vnpy.app.algo_trading import AlgoTradingApp +# from vnpy.app.cta_backtester import CtaBacktesterApp +# from vnpy.app.data_recorder import DataRecorderApp +# from vnpy.app.risk_manager import RiskManagerApp def main(): @@ -35,28 +35,29 @@ def main(): event_engine = EventEngine() main_engine = MainEngine(event_engine) - main_engine.add_gateway(XtpGateway) - main_engine.add_gateway(CtpGateway) - # main_engine.add_gateway(CtptestGateway) - main_engine.add_gateway(FemasGateway) - main_engine.add_gateway(IbGateway) - main_engine.add_gateway(FutuGateway) - main_engine.add_gateway(BitmexGateway) - main_engine.add_gateway(TigerGateway) - main_engine.add_gateway(OesGateway) - main_engine.add_gateway(OkexGateway) - main_engine.add_gateway(HuobiGateway) - main_engine.add_gateway(BitfinexGateway) - main_engine.add_gateway(OnetokenGateway) - main_engine.add_gateway(OkexfGateway) - main_engine.add_gateway(HbdmGateway) + # main_engine.add_gateway(XtpGateway) + # main_engine.add_gateway(CtpGateway) + # # main_engine.add_gateway(CtptestGateway) + # main_engine.add_gateway(FemasGateway) + # main_engine.add_gateway(IbGateway) + # main_engine.add_gateway(FutuGateway) + # main_engine.add_gateway(BitmexGateway) + # main_engine.add_gateway(TigerGateway) + # main_engine.add_gateway(OesGateway) + # main_engine.add_gateway(OkexGateway) + # main_engine.add_gateway(HuobiGateway) + # main_engine.add_gateway(BitfinexGateway) + # main_engine.add_gateway(OnetokenGateway) + # main_engine.add_gateway(OkexfGateway) + # main_engine.add_gateway(HbdmGateway) + main_engine.add_gateway(TapGateway) - main_engine.add_app(CtaStrategyApp) - main_engine.add_app(CtaBacktesterApp) - main_engine.add_app(CsvLoaderApp) - main_engine.add_app(AlgoTradingApp) - main_engine.add_app(DataRecorderApp) - main_engine.add_app(RiskManagerApp) + # main_engine.add_app(CtaStrategyApp) + # main_engine.add_app(CtaBacktesterApp) + # main_engine.add_app(CsvLoaderApp) + # main_engine.add_app(AlgoTradingApp) + # main_engine.add_app(DataRecorderApp) + # main_engine.add_app(RiskManagerApp) main_window = MainWindow(main_engine, event_engine) main_window.showMaximized() diff --git a/vnpy/api/itap/vnitap.lib b/vnpy/api/itap/vnitap.lib deleted file mode 100644 index f6bc69b063eb80fa87f05ad70d2ecf178fb1ed41..0000000000000000000000000000000000000000 GIT binary patch literal 0 HcmV?d00001 literal 1716 zcmcIl%}X0W6#wleYF&z?>ZPEVf}kEu{n!+RBI`$?(HKLFy^b;KN02nZZVR5oOF;1K z!LxsZc<|u0&_kg;_Mo0i51u@!@9oZH6QgZ}bYSLv&d&S2d2jaB+ssyWW5ReHt{#KK z)v}U?Br`l}N^aQz&;)1)K;RSzUIERsJcWqOCl^v_G4pP5Iu%Q%7gFNO$DETXLWsmt zJYH+Zj_2T+)9;rOb7E#PJ&ELYjCT6lbNQmE);$@4=_3ddgaZvY4FFdp%r?7_5QGMu z)ouuB1mKbKz(!t;!9@rc-~E1%bU7d;8E zh}l7l(tXVUMDRO2}@H#Eg@muS!PD@p8}FB^}3myVoafWE|haRbqRl@>)?Pqe{tDa-;-Fxk~=W?bmas z-4w&44@^ZF)|s_2|DE98np*vF@rzFIZusG>{iU~}DpA~<+*_5yf~9)PRC@ONsRT*c ouhH49C$n92e#73ZsQRbyAB6kUF69qD{C??T4BmTj{aS}{2iTuLl>h($ diff --git a/vnpy/api/tap/__init__.py b/vnpy/api/tap/__init__.py new file mode 100644 index 00000000..e69de29b diff --git a/vnpy/gateway/ctp/ctp_gateway.py b/vnpy/gateway/ctp/ctp_gateway.py index c676293c..94c35de9 100644 --- a/vnpy/gateway/ctp/ctp_gateway.py +++ b/vnpy/gateway/ctp/ctp_gateway.py @@ -138,7 +138,7 @@ class CtpGateway(BaseGateway): def __init__(self, event_engine): """Constructor""" - super(CtpGateway, self).__init__(event_engine, "CTP") + super().__init__(event_engine, "CTP") self.td_api = CtpTdApi(self) self.md_api = CtpMdApi(self) diff --git a/vnpy/gateway/tap/tap_gateway.py b/vnpy/gateway/tap/tap_gateway.py index e56bf2d6..5313b0f6 100644 --- a/vnpy/gateway/tap/tap_gateway.py +++ b/vnpy/gateway/tap/tap_gateway.py @@ -3,17 +3,27 @@ from dataclasses import dataclass from datetime import datetime from typing import Any, Dict, Optional, Tuple -from vnpy.api.tap.vntap import (APIYNFLAG_NO, AsyncDispatchException, CreateTapQuoteAPI, - FreeTapQuoteAPI, ITapQuoteAPI, ITapQuoteAPINotify, - TAPIERROR_SUCCEED, TAPI_CALLPUT_FLAG_NONE, - TAPI_COMMODITY_TYPE_FUTURES, TAPI_COMMODITY_TYPE_INDEX, - TAPI_COMMODITY_TYPE_OPTION, TAPI_COMMODITY_TYPE_SPOT, - TAPI_COMMODITY_TYPE_STOCK, TapAPIApplicationInfo, TapAPIContract, - TapAPIQuotLoginRspInfo, TapAPIQuoteCommodityInfo, - TapAPIQuoteContractInfo, TapAPIQuoteLoginAuth, TapAPIQuoteWhole, - set_async_callback_exception_handler) - +from vnpy.api.tap.vntap import ( + APIYNFLAG_NO, AsyncDispatchException, CreateTapQuoteAPI, + FreeTapQuoteAPI, ITapQuoteAPI, ITapQuoteAPINotify, + TAPIERROR_SUCCEED, TAPI_CALLPUT_FLAG_NONE, + TAPI_COMMODITY_TYPE_FUTURES, TAPI_COMMODITY_TYPE_INDEX, + TAPI_COMMODITY_TYPE_OPTION, TAPI_COMMODITY_TYPE_SPOT, + TAPI_COMMODITY_TYPE_STOCK, TapAPIApplicationInfo, TapAPIContract, + TapAPIQuotLoginRspInfo, TapAPIQuoteCommodityInfo, + TapAPIQuoteContractInfo, TapAPIQuoteLoginAuth, TapAPIQuoteWhole, + set_async_callback_exception_handler, + CreateITapTradeAPI +) +from vnpy.api.tap.vntap.ITapTrade import ( + ITapTradeAPINotify, ITapTradeAPI, + TapAPITradeLoginRspInfo, + TapAPIApplicationInfo as TapTradeAPIApplicationInfo, + TapAPITradeLoginAuth, TapAPIAccQryReq, TapAPIFundReq, + TapAPIAccountInfo, TapAPIFundData +) from vnpy.api.tap.error_codes import error_map + from vnpy.event import EventEngine from vnpy.trader.constant import Exchange, Product from vnpy.trader.gateway import BaseGateway @@ -38,124 +48,212 @@ EXCHANGE_TAP2VT = { 'APEX': Exchange.APEX, 'NYMEX': Exchange.NYMEX, 'LME': Exchange.LME, - 'COMEX': Exchange.COMEX, # verify: I added this exchange in vnpy, is this correct? + 'COMEX': Exchange.COMEX, 'CBOT': Exchange.CBOT, - 'HKEX': Exchange.HKFE, # verify: is this correct?, + 'HKEX': Exchange.HKFE, 'CME': Exchange.CME, } EXCHANGE_VT2TAP = {v: k for k, v in EXCHANGE_TAP2VT.items()} -def parse_datetime(dt_str: str): - # todo: 我不知道这个时间所用的是哪种时间 - # yyyy-MM-dd hh:nn:ss.xxx - return datetime.strptime(dt_str, "%Y-%m-%d %H:%M:%S.%f") +commodity_infos = {} +extra_infos = {} -def error_to_str(err_code: int) -> str: - try: - return error_map[err_code] - except KeyError: - return f"Unknown error({err_code})" - - -@dataclass() -class ContractExtraInfo: +class TapGateway(BaseGateway): """ - 缓存一些ITAP API不直接提供的信息，而且仅仅保存这些信息。Symbol之类的作为键就不保存在这里面了 + VN Trader gateway for Esunny 9.0. """ - name: str - commodity_type: int - commodity_no: str + + default_setting = { + "quote_username": "", + "quote_password": "", + "quote_host": "", + "quote_port": 0, + "trade_username": "", + "trade_password": "", + "trade_host": "", + "trade_port": 0, + "auth_code": "" + } + + exchanges = list(EXCHANGE_VT2TAP.keys()) + + def __init__(self, event_engine: EventEngine): + """""" + super().__init__(event_engine, "TAP") + + self.quote_api = QuoteApi(self) + self.trade_api = TradeApi(self) + + set_async_callback_exception_handler( + self._async_callback_exception_handler) + + def connect(self, setting: dict): + """""" + quote_username = setting["quote_username"] + quote_password = setting["quote_password"] + quote_host = setting["quote_host"] + quote_port = setting["quote_port"] + trade_username = setting["trade_username"] + trade_password = setting["trade_password"] + trade_host = setting["trade_host"] + trade_port = setting["trade_port"] + auth_code = setting["auth_code"] + + self.trade_api.connect( + trade_username, + trade_password, + trade_host, + trade_port, + auth_code + ) + self.quote_api.connect( + quote_username, + quote_password, + quote_host, + quote_port, + auth_code + ) + + def close(self): + """""" + self.trade_api.close() + self.quote_api.close() + + def subscribe(self, req: SubscribeRequest): + """""" + self.quote_api.subscribe(req) + + def send_order(self, req: OrderRequest) -> str: + """""" + return self.trade_api.send_order(req) + + def cancel_order(self, req: CancelRequest): + """""" + self.trade_api.cancel_order(req) + + def query_account(self): + """""" + self.trade_api.query_account() + + def query_position(self): + """""" + self.trade_api.query_position() + + def _async_callback_exception_handler(self, e: AsyncDispatchException): + """""" + error_str = (f"发生内部错误，位置：\n{e.instance}.{e.function_name}，详细信息：\n" + f"{e.what}\n" + ) + print(error_str) + self.write_log(error_str) + return True -class QuoteNotify(ITapQuoteAPINotify): +class QuoteApi(ITapQuoteAPINotify): + """""" - def __init__(self, gateway: "TapGateway"): + def __init__(self, gateway: TapGateway): + """""" super().__init__() + self.gateway = gateway + self.api = None - @property - def api(self) -> ITapQuoteAPI: - return self.gateway.api - - def OnRspLogin(self, errorCode: int, info: TapAPIQuotLoginRspInfo) -> Any: - if self.gateway.if_error_write_log(errorCode, "OnRspQryCommodity"): + def OnRspLogin(self, errorCode: int, info: TapAPIQuotLoginRspInfo): + """""" + if errorCode != TAPIERROR_SUCCEED: self.gateway.write_log("行情服务器登录失败") - return - self.gateway.write_log("行情服务器登录成功") + else: + self.gateway.write_log("行情服务器登录成功") - def OnAPIReady(self) -> Any: - print("OnApiReady") - error_code, sessionId = self.api.QryCommodity() - if self.gateway.if_error_write_log(error_code, "api.QryCommodity"): - return + def OnAPIReady(self): + """""" + self.api.QryCommodity() - def OnDisconnect(self, reasonCode: int) -> Any: - print(f"OnDisconnect : {error_to_str(reasonCode)}") + def OnDisconnect(self, reasonCode: int): + """""" + self.gateway.write_log(f"行情服务器连接断开，原因：{reasonCode}") def OnRspQryCommodity( self, sessionID: int, errorCode: int, - isLast: int, + isLast: str, info: TapAPIQuoteCommodityInfo, - ) -> Any: - if self.gateway.if_error_write_log(errorCode, "OnRspQryCommodity"): + ): + """""" + if errorCode != TAPIERROR_SUCCEED: + self.gateway.write_log("查询交易品种信息失败") return - error_code, session_id = self.api.QryContract(info.Commodity) - if self.gateway.if_error_write_log(error_code, "api.QryContract"): - return + commodity_info = CommodityInfo( + name=info.CommodityName, + size=info.ContractSize, # value is 0 in sim environment + pricetick=info.CommodityTickSize + ) + commodity_infos[info.Commodity.CommodityNo] = commodity_info + + self.api.QryContract(info.Commodity) + + if isLast == "Y": + self.gateway.write_log("查询交易品种信息成功") def OnRspQryContract( - self, sessionID: int, errorCode: int, isLast: int, info: TapAPIQuoteContractInfo - ) -> Any: - if self.gateway.if_error_write_log(errorCode, "OnRspQryContract"): + self, sessionID: int, errorCode: int, isLast: str, info: TapAPIQuoteContractInfo + ): + """""" + if errorCode != TAPIERROR_SUCCEED: + self.gateway.write_log("查询交易合约信息失败") return - if info is not None: # isLast == True ==> info is None - symbol = info.Contract.ContractNo1 # what's the different between No1 and No2? - exchange = EXCHANGE_TAP2VT[info.Contract.Commodity.ExchangeNo] - name = info.ContractName - contract_data = ContractData( - gateway_name=self.gateway.gateway_name, - symbol=symbol, - exchange=exchange, - name=name, - product=PRODUCT_TYPE_TAP2VT.get(info.ContractType, Product.EQUITY), - size=1, # verify: no key for this - pricetick=1, # verify: no key for this - min_volume=1, # verify: no key for this - # ... - ) - contract_extra_info = ContractExtraInfo( - name=name, - commodity_type=info.Contract.Commodity.CommodityType, - commodity_no=info.Contract.Commodity.CommodityNo, - ) - self.gateway.contract_extra_infos[(symbol, exchange)] = contract_extra_info - self.gateway.on_contract(contract_data) + + if not info: + return + + commodity_info = commodity_infos[info.Contract.Commodity.CommodityNo] + symbol = info.Contract.Commodity.CommodityNo + info.Contract.ContractNo1 + + contract = ContractData( + symbol=symbol, + exchange=EXCHANGE_TAP2VT[info.Contract.Commodity.ExchangeNo], + name=symbol, + product=Product.FUTURES, + size=commodity_info.size, + pricetick=commodity_info.pricetick, + gateway_name=self.gateway.gateway_name + ) + self.gateway.on_contract(contract) + + extra_info = ExtraInfo( + name=contract.name, + commodity_type=info.Contract.Commodity.CommodityType, + commodity_no=info.Contract.Commodity.CommodityNo, + ) + extra_infos[(contract.symbol, contract.exchange)] = extra_info def OnRspSubscribeQuote( - self, sessionID: int, errorCode: int, isLast: int, info: TapAPIQuoteWhole - ) -> Any: - print("OnRspSubscribeQuote") - if self.gateway.if_error_write_log(errorCode, "OnRspSubscribeQuote"): - return + self, sessionID: int, errorCode: int, isLast: str, info: TapAPIQuoteWhole + ): + if errorCode != TAPIERROR_SUCCEED: + self.gateway.write_log("订阅行情失败") + else: + self.update_tick(info) - def OnRspUnSubscribeQuote( - self, sessionID: int, errorCode: int, isLast: int, info: TapAPIContract - ) -> Any: - print("OnRspUnSubscribeQuote") - if self.gateway.if_error_write_log(errorCode, "OnRspUnSubscribeQuote"): - return + def OnRtnQuote(self, info: TapAPIQuoteWhole): + """""" + self.update_tick(info) - def OnRtnQuote(self, info: TapAPIQuoteWhole) -> Any: + def update_tick(self, info: TapAPIQuoteWhole): + """""" symbol = info.Contract.ContractNo1 exchange = EXCHANGE_TAP2VT[info.Contract.Commodity.ExchangeNo] - extra_info = self.gateway.contract_extra_infos[(symbol, exchange)] + + extra_info = extra_infos.get((symbol, exchange), None) + if not extra_info: + return + tick = TickData( - gateway_name=self.gateway.gateway_name, symbol=symbol, exchange=exchange, datetime=parse_datetime(info.DateTimeStamp), @@ -189,113 +287,174 @@ class QuoteNotify(ITapQuoteAPINotify): ask_volume_3=info.QAskQty[2], ask_volume_4=info.QAskQty[3], ask_volume_5=info.QAskQty[4], + gateway_name=self.gateway.gateway_name, ) - self.gateway.on_tick(tick=tick) + self.gateway.on_tick(tick) + def connect(self, username: str, password: str, host: str, port: int, auth_code: str): + """""" + # Create API object + info = TapAPIApplicationInfo() + info.AuthCode = auth_code -class TapGateway(BaseGateway): - default_setting = { - "auth_code": "", - "quote_host": "123.15.58.21", - "quote_port": 7171, - "quote_username": "", - "quote_password": "", - } - exchanges = list(EXCHANGE_VT2TAP.keys()) - - def __init__(self, event_engine: EventEngine): - super().__init__(event_engine, "ITAP") - self.api: Optional[ITapQuoteAPI] = None - self.quote_notify = QuoteNotify(self) - - # [symbol, exchange] : [CommodityType, CommodityNo] - self.contract_extra_infos: Dict[Tuple[str, Exchange], ContractExtraInfo] = {} - set_async_callback_exception_handler(self._async_callback_exception_handler) - - def connect(self, setting: dict): - auth_code = setting["auth_code"] - quote_host = setting["quote_host"] - quote_port = setting["quote_port"] - quote_username = setting["quote_username"] - quote_password = setting["quote_password"] - # print("quote version:", GetTapQuoteAPIVersion()) - # print("trade version:", GetITapTradeAPIVersion()) - - ai = TapAPIApplicationInfo() - ai.AuthCode = auth_code - - # iResult是输出参数，Python中只能用返回值作为输出。 - # 具体输出了哪些，可以看pyi的注释 - api, iResult = CreateTapQuoteAPI(ai) - if api is None: - self.if_error_write_log(iResult, "CreateTapQuoteAPI") + self.api, iResult = CreateTapQuoteAPI(info) + if not self.api: + self.gateway.write_log("行情API初始化失败") return - assert self.api is None - self.api = api + # Set server address and port + self.api.SetAPINotify(self) + self.api.SetHostAddress(host, port) - api.SetAPINotify(self.quote_notify) - error_code: int = api.SetHostAddress(quote_host, quote_port) - if self.if_error_write_log(error_code, "SetHostAddress"): - return + # Start connection + login_auth = TapAPIQuoteLoginAuth() + login_auth.UserNo = username + login_auth.Password = password + login_auth.ISDDA = APIYNFLAG_NO + login_auth.ISModifyPassword = APIYNFLAG_NO - # login - la = TapAPIQuoteLoginAuth() - la.UserNo = quote_username - la.Password = quote_password - la.ISDDA = APIYNFLAG_NO - la.ISModifyPassword = APIYNFLAG_NO - error_code: int = api.Login(la) # async - if self.if_error_write_log(error_code, "api.Login"): - return + self.api.Login(login_auth) def close(self): + """""" self.api.SetAPINotify(None) - self.quote_notify = None FreeTapQuoteAPI(self.api) self.api = None - pass def subscribe(self, req: SubscribeRequest): - contract = TapAPIContract() - extra_info = self.contract_extra_infos[(req.symbol, req.exchange)] - contract.Commodity.ExchangeNo = EXCHANGE_VT2TAP[req.exchange] - contract.Commodity.CommodityType = extra_info.commodity_type - contract.Commodity.CommodityNo = extra_info.commodity_no - contract.ContractNo1 = req.symbol - contract.CallOrPutFlag1 = TAPI_CALLPUT_FLAG_NONE - contract.CallOrPutFlag2 = TAPI_CALLPUT_FLAG_NONE - error_code, session_id = self.api.SubscribeQuote(contract) - if self.if_error_write_log(error_code, "api.SubscribeQuote"): + """""" + extra_info = extra_infos.get((req.symbol, req.exchange), None) + if not extra_info: + self.gateway.write_log( + f"找不到匹配的合约：{req.symbol}和{req.exchange.value}") return - def send_order(self, req: OrderRequest) -> str: + tap_contract = TapAPIContract() + tap_contract.Commodity.ExchangeNo = EXCHANGE_VT2TAP[req.exchange] + tap_contract.Commodity.CommodityType = extra_info.commodity_type + tap_contract.Commodity.CommodityNo = extra_info.commodity_no + tap_contract.ContractNo1 = req.symbol + tap_contract.CallOrPutFlag1 = TAPI_CALLPUT_FLAG_NONE + tap_contract.CallOrPutFlag2 = TAPI_CALLPUT_FLAG_NONE + + self.api.SubscribeQuote(tap_contract) + + +class TradeApi(ITapTradeAPINotify): + """""" + + def __init__(self, gateway: TapGateway): + """""" + super().__init__() + + self.gateway = gateway + self.api = None + + def OnConnect(self): + """""" + self.gateway.write_log("交易服务器连接成功") + + def OnRspLogin(self, errorCode: int, info: TapAPITradeLoginRspInfo): + """""" + if errorCode != TAPIERROR_SUCCEED: + error_msg = error_to_str(errorCode) + self.gateway.write_log(f"交易服务器登录失败：{error_msg}") + else: + self.gateway.write_log("交易服务器登录成功") + + def OnRspQryAccount( + self, + sessionID: int, + errorCode: int, + isLast: str, + info: TapAPIFundData + ): + req = TapAPIFundReq() + req.AccountNo = info.AccountNo + self.api.QryFund(req) + + def OnRspQryFund( + self, + sessionID: int, + errorCode: int, + isLast: str, + info: TapAPIAccountInfo + ): + self.update_account(info) + + def update_account(self, info: TapAPIAccountInfo): + """""" + account = AccountData() + + def connect(self, username: str, password: str, host: str, port: int, auth_code: str): + """""" + # Create API object + info = TapTradeAPIApplicationInfo() + info.AuthCode = auth_code + + self.api, iResult = CreateITapTradeAPI(info) + if not self.api: + self.gateway.write_log("交易API初始化失败") + return + + # Set server address and port + self.api.SetAPINotify(self) + self.api.SetHostAddress(host, port, False) + + # Start connection + login_auth = TapAPITradeLoginAuth() + login_auth.UserNo = username + login_auth.Password = password + login_auth.ISModifyPassword = APIYNFLAG_NO + + self.api.Login(login_auth) + + def send_order(self, req: OrderRequest): + """""" pass def cancel_order(self, req: CancelRequest): + """""" pass def query_account(self): - pass + """""" + req = TapAPIAccQryReq() + self.api.QryAccount(req) def query_position(self): + """""" pass - def _async_callback_exception_handler(self, e: AsyncDispatchException): - error_str = (f"发生内部错误，位置：\n{e.instance}.{e.function_name}，详细信息：\n" - f"{e.what}\n" - ) - print(error_str, file=sys.stderr, flush=True) - self.write_log(error_str) - return True - def if_error_write_log(self, error_code: int, function: str): - """ - 检查返回值，如果发生错误，调用write_log报告该错误，并返回True - :return: 若有错误发生，返回True - """ - if TAPIERROR_SUCCEED != error_code: - error_msg = f"调用{function}时出错：\n{error_to_str(error_code)}" - self.write_log(error_msg) - print(error_msg, file=sys.stderr) - return True +def parse_datetime(dt_str: str): + """""" + try: + dt = datetime.strptime(dt_str, "%Y-%m-%d %H:%M:%S.%f") + except ValueError: + dt = datetime(1970, 1, 1) + return dt + + +def error_to_str(err_code: int) -> str: + """""" + try: + return error_map[err_code] + except KeyError: + return f"Unknown error({err_code})" + + +@dataclass +class ExtraInfo: + """""" + name: str + commodity_type: int + commodity_no: str + + +@dataclass +class CommodityInfo: + """""" + name: str + size: int + pricetick: float