[Mod] improve code readability

This commit is contained in:
vn.py 2019-06-25 10:47:27 +08:00
parent af94e1e186
commit 1b139f34a1

View File

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