修复本地合约文件未更新的bug
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msincenselee
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8d9910e566
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19337fd3a1
@ -88,6 +88,9 @@ class CtaEngine(object):
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# tick缓存
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self.tickDict = {}
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# 未能订阅的symbols
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self.pendingSubcribeSymbols = {}
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# 注册事件监听
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self.registerEvent()
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@ -343,6 +346,11 @@ class CtaEngine(object):
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# 1. 获取事件的Tick数据
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tick = event.dict_['data']
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# 移除待订阅的合约清单
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if tick.vtSymbol in self.pendingSubcribeSymbols:
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self.writeCtaLog(u'已成功订阅{0}，从待订阅清单中移除'.format(tick.vtSymbol))
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del self.pendingSubcribeSymbols[tick.vtSymbol]
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# 缓存最新tick
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self.tickDict[tick.vtSymbol] = tick
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@ -453,6 +461,7 @@ class CtaEngine(object):
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# 注册持仓更新事件
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self.eventEngine.register(EVENT_POSITION, self.processPositionEvent)
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self.eventEngine.register(EVENT_POSITION, self.checkUnsubscribedSymbols)
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# 注册定时器事件
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self.eventEngine.register(EVENT_TIMER, self.processTimerEvent)
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@ -597,6 +606,7 @@ class CtaEngine(object):
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symbols = strategy.vtSymbol.split(';')
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for symbol in symbols:
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self.writeCtaLog(u'添加合约{0}与策略的匹配目录'.format(symbol))
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if symbol in self.tickStrategyDict:
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l = self.tickStrategyDict[symbol]
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else:
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@ -605,21 +615,38 @@ class CtaEngine(object):
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l.append(strategy)
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# 3.订阅合约
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contract = self.mainEngine.getContract(symbol)
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if contract:
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# 4.构造订阅请求包
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req = VtSubscribeReq()
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req.symbol = contract.symbol
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req.exchange = contract.exchange
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self.writeCtaLog(u'向gateway订阅合约{0}'.format(symbol))
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self.subscribe(strategy=strategy, symbol=symbol)
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# 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
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req.currency = strategy.currency
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req.productClass = strategy.productClass
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def subscribe(self, strategy, symbol):
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"""订阅合约，不成功时，加入到待订阅列表"""
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contract = self.mainEngine.getContract(symbol)
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# 5.调用主引擎的订阅接口
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self.mainEngine.subscribe(req, contract.gatewayName)
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else:
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self.writeCtaLog(u'%s的交易合约%s无法找到' %(name, symbol))
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if contract:
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# 4.构造订阅请求包
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req = VtSubscribeReq()
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req.symbol = contract.symbol
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req.exchange = contract.exchange
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# 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
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req.currency = strategy.currency
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req.productClass = strategy.productClass
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# 5.调用主引擎的订阅接口
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self.mainEngine.subscribe(req, contract.gatewayName)
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else:
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print u'Warning, can not find {0} in contracts'.format(symbol)
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self.writeCtaLog(u'交易合约{}无法找到，添加到待订阅列表'.format (symbol))
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self.pendingSubcribeSymbols[symbol]=strategy
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def checkUnsubscribedSymbols(self, event):
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"""持仓更新信息时，检查未提交的合约"""
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for symbol in self.pendingSubcribeSymbols.keys():
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contract = self.mainEngine.getContract(symbol)
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if contract:
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self.writeCtaLog(u'重新提交合约{0}订阅请求'.format(symbol))
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strategy = self.pendingSubcribeSymbols[symbol]
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self.subscribe(strategy=strategy, symbol=symbol)
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#----------------------------------------------------------------------
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def initStrategy(self, name, force = False):
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@ -806,7 +833,7 @@ class CtaEngine(object):
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newPrice = round(price / priceTick, 0) * priceTick
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return newPrice
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# ----------------------------------------------------------------------
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# ----------------------------------------------------------------------
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def getAccountInfo(self):
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"""获取账号的实时权益、可用资金、仓位比例
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Added by Incenselee
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@ -315,6 +315,9 @@ class CtpMdApi(MdApi):
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self.writeLog(text.DATA_SERVER_LOGIN)
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# 重新订阅之前订阅的合约
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if len(self.subscribedSymbols) > 0:
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print u'Resubscribe'
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for subscribeReq in self.subscribedSymbols:
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self.subscribe(subscribeReq)
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@ -443,7 +446,12 @@ class CtpMdApi(MdApi):
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# 这里的设计是，如果尚未登录就调用了订阅方法
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# 则先保存订阅请求，登录完成后会自动订阅
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if self.loginStatus:
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print u'subscribe {0}'.format(str(subscribeReq.symbol))
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self.subscribeMarketData(str(subscribeReq.symbol))
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self.writeLog(u'订阅合约:{0}'.format(str(subscribeReq.symbol)))
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else:
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print u'not login, add {0} into subscribe list'.format(str(subscribeReq.symbol))
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self.writeLog(u'未连接，增加合约{0}至待订阅列表'.format(str(subscribeReq.symbol)))
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self.subscribedSymbols.add(subscribeReq)
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#----------------------------------------------------------------------
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@ -560,6 +568,12 @@ class CtpTdApi(TdApi):
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self.reqID += 1
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self.reqSettlementInfoConfirm(req, self.reqID)
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# 提交合约更新请求
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try:
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self.resentReqQryInstrument()
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except:
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pass
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# 否则，推送错误信息
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else:
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err = VtErrorData()
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@ -568,6 +582,11 @@ class CtpTdApi(TdApi):
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err.errorMsg = error['ErrorMsg'].decode('gbk')
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self.gateway.onError(err)
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def resentReqQryInstrument(self):
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# 查询合约代码
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self.reqID += 1
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self.reqQryInstrument({}, self.reqID)
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#----------------------------------------------------------------------
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def onRspUserLogout(self, data, error, n, last):
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"""登出回报"""
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@ -658,9 +677,6 @@ class CtpTdApi(TdApi):
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"""确认结算信息回报"""
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self.writeLog(text.SETTLEMENT_INFO_CONFIRMED)
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# 查询合约代码
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self.reqID += 1
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self.reqQryInstrument({}, self.reqID)
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#----------------------------------------------------------------------
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def onRspRemoveParkedOrder(self, data, error, n, last):
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@ -53,7 +53,7 @@ class MainEngine(object):
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# 用来保存接口对象的字典
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self.gatewayDict = OrderedDict()
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# 初始化的接口模块，以及其指定的名称
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# 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
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init_gateway_names = {'CTP': ['CTP', 'CTP_Prod', 'CTP_Post', 'CTP_EBF', 'CTP_JR']}
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# 遍历接口字典并自动创建所有的接口对象
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