修复本地合约文件未更新的bug
This commit is contained in:
msincenselee
parent
8d9910e566
commit
19337fd3a1
@ -88,6 +88,9 @@ class CtaEngine(object):
|
||||
# tick缓存
|
||||
self.tickDict = {}
|
||||
|
||||
# 未能订阅的symbols
|
||||
self.pendingSubcribeSymbols = {}
|
||||
|
||||
# 注册事件监听
|
||||
self.registerEvent()
|
||||
|
||||
@ -343,6 +346,11 @@ class CtaEngine(object):
|
||||
# 1. 获取事件的Tick数据
|
||||
tick = event.dict_['data']
|
||||
|
||||
# 移除待订阅的合约清单
|
||||
if tick.vtSymbol in self.pendingSubcribeSymbols:
|
||||
self.writeCtaLog(u'已成功订阅{0}，从待订阅清单中移除'.format(tick.vtSymbol))
|
||||
del self.pendingSubcribeSymbols[tick.vtSymbol]
|
||||
|
||||
# 缓存最新tick
|
||||
self.tickDict[tick.vtSymbol] = tick
|
||||
|
||||
@ -453,6 +461,7 @@ class CtaEngine(object):
|
||||
|
||||
# 注册持仓更新事件
|
||||
self.eventEngine.register(EVENT_POSITION, self.processPositionEvent)
|
||||
self.eventEngine.register(EVENT_POSITION, self.checkUnsubscribedSymbols)
|
||||
|
||||
# 注册定时器事件
|
||||
self.eventEngine.register(EVENT_TIMER, self.processTimerEvent)
|
||||
@ -597,6 +606,7 @@ class CtaEngine(object):
|
||||
symbols = strategy.vtSymbol.split(';')
|
||||
|
||||
for symbol in symbols:
|
||||
self.writeCtaLog(u'添加合约{0}与策略的匹配目录'.format(symbol))
|
||||
if symbol in self.tickStrategyDict:
|
||||
l = self.tickStrategyDict[symbol]
|
||||
else:
|
||||
@ -605,21 +615,38 @@ class CtaEngine(object):
|
||||
l.append(strategy)
|
||||
|
||||
# 3.订阅合约
|
||||
contract = self.mainEngine.getContract(symbol)
|
||||
if contract:
|
||||
# 4.构造订阅请求包
|
||||
req = VtSubscribeReq()
|
||||
req.symbol = contract.symbol
|
||||
req.exchange = contract.exchange
|
||||
self.writeCtaLog(u'向gateway订阅合约{0}'.format(symbol))
|
||||
self.subscribe(strategy=strategy, symbol=symbol)
|
||||
|
||||
# 对于IB接口订阅行情时所需的货币和产品类型，从策略属性中获取
|
||||
req.currency = strategy.currency
|
||||
req.productClass = strategy.productClass
|
||||
def subscribe(self, strategy, symbol):
|
||||
"""订阅合约，不成功时，加入到待订阅列表"""
|
||||
contract = self.mainEngine.getContract(symbol)
|
||||
|
||||
# 5.调用主引擎的订阅接口
|
||||
self.mainEngine.subscribe(req, contract.gatewayName)
|
||||
else:
|
||||
self.writeCtaLog(u'%s的交易合约%s无法找到' %(name, symbol))
|
||||
if contract:
|
||||
# 4.构造订阅请求包
|
||||
req = VtSubscribeReq()
|
||||
req.symbol = contract.symbol
|
||||
req.exchange = contract.exchange
|
||||
|
||||
# 对于IB接口订阅行情时所需的货币和产品类型，从策略属性中获取
|
||||
req.currency = strategy.currency
|
||||
req.productClass = strategy.productClass
|
||||
|
||||
# 5.调用主引擎的订阅接口
|
||||
self.mainEngine.subscribe(req, contract.gatewayName)
|
||||
else:
|
||||
print u'Warning, can not find {0} in contracts'.format(symbol)
|
||||
self.writeCtaLog(u'交易合约{}无法找到，添加到待订阅列表'.format (symbol))
|
||||
self.pendingSubcribeSymbols[symbol]=strategy
|
||||
|
||||
def checkUnsubscribedSymbols(self, event):
|
||||
"""持仓更新信息时，检查未提交的合约"""
|
||||
for symbol in self.pendingSubcribeSymbols.keys():
|
||||
contract = self.mainEngine.getContract(symbol)
|
||||
if contract:
|
||||
self.writeCtaLog(u'重新提交合约{0}订阅请求'.format(symbol))
|
||||
strategy = self.pendingSubcribeSymbols[symbol]
|
||||
self.subscribe(strategy=strategy, symbol=symbol)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def initStrategy(self, name, force = False):
|
||||
@ -806,7 +833,7 @@ class CtaEngine(object):
|
||||
newPrice = round(price / priceTick, 0) * priceTick
|
||||
return newPrice
|
||||
|
||||
# ----------------------------------------------------------------------
|
||||
# ----------------------------------------------------------------------
|
||||
def getAccountInfo(self):
|
||||
"""获取账号的实时权益、可用资金、仓位比例
|
||||
Added by Incenselee
|
||||
|
||||
@ -315,6 +315,9 @@ class CtpMdApi(MdApi):
|
||||
self.writeLog(text.DATA_SERVER_LOGIN)
|
||||
|
||||
# 重新订阅之前订阅的合约
|
||||
if len(self.subscribedSymbols) > 0:
|
||||
print u'Resubscribe'
|
||||
|
||||
for subscribeReq in self.subscribedSymbols:
|
||||
self.subscribe(subscribeReq)
|
||||
|
||||
@ -443,7 +446,12 @@ class CtpMdApi(MdApi):
|
||||
# 这里的设计是，如果尚未登录就调用了订阅方法
|
||||
# 则先保存订阅请求，登录完成后会自动订阅
|
||||
if self.loginStatus:
|
||||
print u'subscribe {0}'.format(str(subscribeReq.symbol))
|
||||
self.subscribeMarketData(str(subscribeReq.symbol))
|
||||
self.writeLog(u'订阅合约:{0}'.format(str(subscribeReq.symbol)))
|
||||
else:
|
||||
print u'not login, add {0} into subscribe list'.format(str(subscribeReq.symbol))
|
||||
self.writeLog(u'未连接，增加合约{0}至待订阅列表'.format(str(subscribeReq.symbol)))
|
||||
self.subscribedSymbols.add(subscribeReq)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@ -558,7 +566,13 @@ class CtpTdApi(TdApi):
|
||||
req['BrokerID'] = self.brokerID
|
||||
req['InvestorID'] = self.userID
|
||||
self.reqID += 1
|
||||
self.reqSettlementInfoConfirm(req, self.reqID)
|
||||
self.reqSettlementInfoConfirm(req, self.reqID)
|
||||
|
||||
# 提交合约更新请求
|
||||
try:
|
||||
self.resentReqQryInstrument()
|
||||
except:
|
||||
pass
|
||||
|
||||
# 否则，推送错误信息
|
||||
else:
|
||||
@ -567,7 +581,12 @@ class CtpTdApi(TdApi):
|
||||
err.errorID = error['ErrorID']
|
||||
err.errorMsg = error['ErrorMsg'].decode('gbk')
|
||||
self.gateway.onError(err)
|
||||
|
||||
|
||||
def resentReqQryInstrument(self):
|
||||
# 查询合约代码
|
||||
self.reqID += 1
|
||||
self.reqQryInstrument({}, self.reqID)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onRspUserLogout(self, data, error, n, last):
|
||||
"""登出回报"""
|
||||
@ -657,10 +676,7 @@ class CtpTdApi(TdApi):
|
||||
def onRspSettlementInfoConfirm(self, data, error, n, last):
|
||||
"""确认结算信息回报"""
|
||||
self.writeLog(text.SETTLEMENT_INFO_CONFIRMED)
|
||||
|
||||
# 查询合约代码
|
||||
self.reqID += 1
|
||||
self.reqQryInstrument({}, self.reqID)
|
||||
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onRspRemoveParkedOrder(self, data, error, n, last):
|
||||
|
||||
@ -53,7 +53,7 @@ class MainEngine(object):
|
||||
# 用来保存接口对象的字典
|
||||
self.gatewayDict = OrderedDict()
|
||||
|
||||
# 初始化的接口模块，以及其指定的名称
|
||||
# 初始化的接口模块，以及其指定的名称,CTP是模块，value，是该模块下的多个连接配置文件,如 CTP_JR_connect.json
|
||||
init_gateway_names = {'CTP': ['CTP', 'CTP_Prod', 'CTP_Post', 'CTP_EBF', 'CTP_JR']}
|
||||
|
||||
# 遍历接口字典并自动创建所有的接口对象
|
||||
|
||||
Loading…
Reference in New Issue
Block a user