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[Mod] improve code readability

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This commit is contained in:
vn.py 2019-06-25 10:47:27 +08:00
parent af94e1e186
commit 1b139f34a1
1 changed files with 13 additions and 50 deletions
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63
vnpy/gateway/alpaca/alpaca_gateway.py
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@ -3,14 +3,9 @@
Author: vigarbuaa
"""
import hashlib
import hmac
import sys
import time
from copy import copy
from threading import Lock
from datetime import datetime
from urllib.parse import urlencode
from vnpy.api.rest import Request, RestClient
from vnpy.api.websocket import WebsocketClient
from vnpy.event import Event
@ -21,16 +16,15 @@ from vnpy.trader.constant import (
Exchange,
OrderType,
Product,
Status,
Offset,
Interval
Status
)
from vnpy.trader.gateway import BaseGateway
from vnpy.trader.object import (
TickData,
OrderData,
TradeData,
PositionData, AccountData,
PositionData,
AccountData,
ContractData,
OrderRequest,
CancelRequest,
@ -74,7 +68,7 @@ class AlpacaGateway(BaseGateway):
"key": "",
"secret": "",
"session": 3,
"服务器": ["REAL", "PAPER"],
"server": ["REAL", "PAPER"],
"proxy_host": "127.0.0.1",
"proxy_port": 1080,
}
@ -94,7 +88,7 @@ class AlpacaGateway(BaseGateway):
session = setting["session"]
proxy_host = setting["proxy_host"]
proxy_port = setting["proxy_port"]
env = setting['服务器']
env = setting['server']
rest_url = REST_HOST if env == "REAL" else PAPER_REST_HOST
websocket_url = WEBSOCKET_HOST if env == "REAL" else PAPER_WEBSOCKET_HOST
self.rest_api.connect(key, secret, session,
@ -127,15 +121,6 @@ class AlpacaGateway(BaseGateway):
self.rest_api.stop()
self.ws_api.stop()
def process_timer_event(self, event: Event):
""""""
self.count += 1
if self.count < 5:
return
self.query_account()
self.query_position()
def init_query(self):
""""""
self.count = 0
@ -146,8 +131,7 @@ class AlpacaGateway(BaseGateway):
self.count += 1
if self.count < 5:
return
else:
self.count = 0
self.count = 0
self.query_account()
self.query_position()
@ -440,15 +424,7 @@ class AlpacaWebsocketApi(WebsocketClient):
"streams": self.channels
}}
self.send_packet(params)
def send_order(self, req: OrderRequest):
pass
# ----------------------------------------------------------------------
def cancel_order(self, req: CancelRequest):
""""""
pass
def on_connected(self):
""""""
self.gateway.write_log("Websocket API连接成功")
@ -472,18 +448,18 @@ class AlpacaWebsocketApi(WebsocketClient):
self.on_data(packet)
else:
print("unrecognize msg", packet)
# ----------------------------------------------------------------------
def on_data(self, data):
print("on_data is {}".format(data))
stream_ret = data['stream']
data_ret = data['data']
if(stream_ret == "account_updates"):
frozen = float(data_ret['cash']) - float(data_ret['cash_withdrawable'])
account = AccountData(
accountid=data_ret['id'],
balance=float(data_ret['cash']),
frozen=float(data_ret['cash']) -
float(data_ret['cash_withdrawable']),
frozen=frozen,
gateway_name=self.gateway_name
)
self.gateway.on_account(account)
@ -509,10 +485,9 @@ class AlpacaWebsocketApi(WebsocketClient):
self.gateway.on_trade(trade)
else:
pass
# ----------------------------------------------------------------------
def handle_auth(self, data):
stream_ret = data['stream']
# stream_ret = data['stream']
data_ret = data['data']
if (data_ret['status'] == "authorized"):
print("authorization success!!!")
@ -524,18 +499,6 @@ class AlpacaWebsocketApi(WebsocketClient):
else:
print("??unhandled status: ", data)
# ----------------------------------------------------------------------
def on_response(self, data):
""""""
pass
# ----------------------------------------------------------------------
def on_update(self, data):
""""""
pass
# ----------------------------------------------------------------------
def on_error(self, exception_type: type, exception_value: Exception, tb):
""""""
print("on_error: ", type, Exception, tb)