创建通联数据历史数据模块，等待zed的代码。

vn.trader模块开发进行中。

vn.datayes/README.md

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+To be completed.

vn.trader/ctpGateway.py

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+# encoding: UTF-8
+
+from vnctpmd import MdApi
+from vnctptd import TdApi
+
+from gateway import *
+
+import os
+
+
+########################################################################
+class CtpGateway(VtGateway):
+    """CTP接口"""
+
+    #----------------------------------------------------------------------
+    def __init__(self, eventEngine):
+        """Constructor"""
+        super(CtpGateway, self).__init__(eventEngine)
+        
+        self.mdApi = None           # 行情API
+        self.tdApi = None           # 交易API
+        
+        self.mdConnected = False    # 行情API连接状态
+        self.tdConnected = False    # 交易API连接状态
+        
+    
+    
+
+
+########################################################################
+class CtpMdApi(MdApi):
+    """CTP行情API实现"""
+
+    #----------------------------------------------------------------------
+    def __init__(self, gateway, userID, password, brokerID, address):
+        """Constructor"""
+        super(CtpMdApi, self).__init__()
+        
+        self.gateway = gateway                  # gateway对象
+        self.gatewayName = gateway.gatewayName  # gateway对象名称
+        
+        self.reqID = EMPTY_INT              # 操作请求编号
+        
+        self.connectionStatus = False       # 连接状态
+        self.loginStatus = False            # 登录状态
+        
+        self.userID = userID                # 账号
+        self.password = password            # 密码
+        self.brokerID = brokerID            # 经纪商代码
+        self.address = address              # 服务器地址
+        
+        self.subscribedSymbols = set()      # 已订阅合约代码
+        
+    #----------------------------------------------------------------------
+    def onFrontConnected(self):
+        """服务器连接"""
+        self.connectionStatus = True
+        
+        log = VtLogData()
+        log.gatewayName = self.gatewayName
+        log.logContent = u'行情服务器连接成功'
+        self.gateway.onLog(log)
+        
+        self.login()
+    
+    #----------------------------------------------------------------------  
+    def onFrontDisconnected(self, n):
+        """服务器断开"""
+        self.connectionStatus = False
+        self.loginStatus = False
+        self.gateway.mdConnected = False
+        
+        log = VtLogData()
+        log.gatewayName = self.gatewayName
+        log.logContent = u'行情服务器连接断开'
+        self.gateway.onLog(log)        
+        
+    #---------------------------------------------------------------------- 
+    def onHeartBeatWarning(self, n):
+        """心跳报警"""
+        # 因为API的心跳报警比较常被触发，且与API工作关系不大，因此选择忽略
+        pass
+    
+    #----------------------------------------------------------------------   
+    def onRspError(self, error, n, last):
+        """错误回报"""
+        err = VtErrorData()
+        err.gatewayName = self.gatewayName
+        err.errorID = error['ErrorID']
+        err.errorMsg = error['ErrorMsg'].decode('gbk')
+        self.gateway.onError(err)
+        
+    #----------------------------------------------------------------------
+    def onRspUserLogin(self, data, error, n, last):
+        """登陆回报"""
+        # 如果登录成功，推送日志信息
+        if error['ErrorID'] == 0:
+            self.loginStatus = True
+            self.gateway.mdConnected = True
+            
+            log = VtLogData()
+            log.logContent = u'行情服务器登录完成'
+            self.gateway.onLog(log)
+            
+            # 重新订阅之前订阅的合约
+            for subscribeReq in self.subscribedSymbols:
+                self.subscribe(subscribeReq)
+                
+        # 否则，推送错误信息
+        else:
+            err = VtErrorData()
+            err.gatewayName = self.gatewayName
+            err.errorID = error['ErrorID']
+            err.errorMsg = error['ErrorMsg'].decode('gbk')
+            self.gateway.onError(err)
+                
+    #---------------------------------------------------------------------- 
+    def onRspUserLogout(self, data, error, n, last):
+        """登出回报"""
+        # 如果登出成功，推送日志信息
+        if error['ErrorID'] == 0:
+            self.loginStatus = False
+            self.gateway.tdConnected = False
+            
+            log = VtLogData()
+            log.gatewayName = self.gatewayName
+            log.logContent = u'行情服务器登出完成'
+            self.gateway.onLog(log)
+                
+        # 否则，推送错误信息
+        else:
+            err = VtErrorData()
+            err.gatewayName = self.gatewayName
+            err.errorID = error['ErrorID']
+            err.errorMsg = error['ErrorMsg'].decode('gbk')
+            self.gateway.onError(err)
+        
+    #----------------------------------------------------------------------  
+    def onRspSubMarketData(self, data, error, n, last):
+        """订阅合约回报"""
+        # 通常不在乎订阅错误，选择忽略
+        pass
+        
+    #----------------------------------------------------------------------  
+    def onRspUnSubMarketData(self, data, error, n, last):
+        """退订合约回报"""
+        # 同上
+        pass  
+        
+    #----------------------------------------------------------------------  
+    def onRtnDepthMarketData(self, data):
+        """行情推送"""
+        tick = VtTickData()
+        
+        tick.symbol = data['InstrumentID']
+        tick.vtSymbol = '.'.join([self.gatewayName, tick.symbol])
+        
+        tick.lastPrice = data['LastPrice']
+        tick.volume = data['Volume']
+        tick.openInterest = data['OpenInterest']
+        tick.tickTime = '.'.join([data['UpdateTime'], str(data['UpdateMillisec']/100]))
+        
+        # CTP只有一档行情
+        tick.bidPrice1 = data['BidPrice1']
+        tick.bidVolume1 = data['BidVolume1']
+        tick.askPrice1 = data['AskPrice1']
+        tick.askVolume1 = data['AskVolume1']
+        
+        self.gateway.onTick(tick)
+        
+    #---------------------------------------------------------------------- 
+    def onRspSubForQuoteRsp(self, data, error, n, last):
+        """订阅期权询价"""
+        pass
+        
+    #----------------------------------------------------------------------
+    def onRspUnSubForQuoteRsp(self, data, error, n, last):
+        """退订期权询价"""
+        pass 
+        
+    #---------------------------------------------------------------------- 
+    def onRtnForQuoteRsp(self, data):
+        """期权询价推送"""
+        pass        
+        
+    #----------------------------------------------------------------------
+    def connect(self):
+        """初始化连接"""
+        # 如果尚未建立服务器连接，则进行连接
+        if not self.connectionStatus:
+            # 创建C++环境中的API对象，这里传入的参数是需要用来保存.con文件的文件夹路径
+            path = os.getcwd() + '\\temp\\' + self.gatewayName + '\\'
+            if not os.path.exists(path):
+                os.makedirs(path)
+            self.createFtdcMdApi(path)
+            
+            # 注册服务器地址
+            self.registerFront(self.address)
+            
+            # 初始化连接，成功会调用onFrontConnected
+            self.init()
+            
+        # 若已经连接但尚未登录，则进行登录
+        else:
+            if not self.loginStatus:
+                self.login()
+        
+    #----------------------------------------------------------------------
+    def subscribe(self, subscribeReq):
+        """订阅合约"""
+        self.subscribeMarketData(subscribeReq.symbol)
+        self.subscribedSymbols.add(subscribeReq)   
+        
+    #----------------------------------------------------------------------
+    def login(self):
+        """登录"""
+        # 如果填入了用户名密码等，则登录
+        if self.userID and self.password and self.brokerID:
+            req = {}
+            req['UserID'] = self.userID
+            req['Password'] = self.password
+            req['BrokerID'] = self.brokerID
+            self.reqID += 1
+            self.reqUserLogin(req, self.reqID)        
+
+
+########################################################################
+class CtpTdApi(TdApi):
+    """CTP交易API实现"""
+
+    #----------------------------------------------------------------------
+    def __init__(self, gateway, userID, password, brokerID, address):
+        """API对象的初始化函数"""
+        super(CtpTdApi, self).__init__()
+        
+        self.gateway = gateway                  # gateway对象
+        self.gatewayName = gateway.gatewayName  # gateway对象名称
+        
+        self.reqID = EMPTY_INT              # 操作请求编号
+        self.orderRef = EMPTY_INT           # 订单编号
+        
+        self.connectionStatus = False       # 连接状态
+        self.loginStatus = False            # 登录状态
+        
+        self.userID = userID                # 账号
+        self.password = password            # 密码
+        self.brokerID = brokerID            # 经纪商代码
+        self.address = address              # 服务器地址
+        
+    #----------------------------------------------------------------------
+    def onFrontConnected(self):
+        """服务器连接"""
+        self.connectionStatus = True
+        
+        log = VtLogData()
+        log.gatewayName = self.gatewayName
+        log.logContent = u'交易服务器连接成功'
+        self.gateway.onLog(log)
+        
+        self.login()
+    
+    #----------------------------------------------------------------------
+    def onFrontDisconnected(self, n):
+        """服务器断开"""
+        self.connectionStatus = False
+        self.loginStatus = False
+        self.gateway.tdConnected = False
+        
+        log = VtLogData()
+        log.gatewayName = self.gatewayName
+        log.logContent = u'交易服务器连接断开'
+        self.gateway.onLog(log)      
+    
+    #----------------------------------------------------------------------
+    def onHeartBeatWarning(self, n):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspAuthenticate(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspUserLogin(self, data, error, n, last):
+        """登陆回报"""
+        # 如果登录成功，推送日志信息
+        if error['ErrorID'] == 0:
+            self.loginStatus = True
+            self.gateway.mdConnected = True
+            
+            log = VtLogData()
+            log.gatewayName = self.gatewayName
+            log.logContent = u'交易服务器登录完成'
+            self.gateway.onLog(log)
+            
+            # 确认结算信息
+            req = {}
+            req['BrokerID'] = self.brokerID
+            req['InvestorID'] = self.userID
+            self.reqID += 1
+            self.reqSettlementInfoConfirm(req, self.reqID)              
+                
+        # 否则，推送错误信息
+        else:
+            err = VtErrorData()
+            err.gatewayName = self.gateway
+            err.errorID = error['ErrorID']
+            err.errorMsg = error['ErrorMsg'].decode('gbk')
+            self.gateway.onError(err)
+    
+    #----------------------------------------------------------------------
+    def onRspUserLogout(self, data, error, n, last):
+        """登出回报"""
+        # 如果登出成功，推送日志信息
+        if error['ErrorID'] == 0:
+            self.loginStatus = False
+            self.gateway.tdConnected = False
+            
+            log = VtLogData()
+            log.gatewayName = self.gatewayName
+            log.logContent = u'交易服务器登出完成'
+            self.gateway.onLog(log)
+                
+        # 否则，推送错误信息
+        else:
+            err = VtErrorData()
+            err.gatewayName = self.gatewayName
+            err.errorID = error['ErrorID']
+            err.errorMsg = error['ErrorMsg'].decode('gbk')
+            self.gateway.onError(err)
+    
+    #----------------------------------------------------------------------
+    def onRspUserPasswordUpdate(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspTradingAccountPasswordUpdate(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspOrderInsert(self, data, error, n, last):
+        """发单错误（柜台）"""
+        err = VtErrorData()
+        err.gatewayName = self.gatewayName
+        err.errorID = error['ErrorID']
+        err.errorMsg = error['ErrorMsg'].decode('gbk')
+        self.gateway.onError(err)
+    
+    #----------------------------------------------------------------------
+    def onRspParkedOrderInsert(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspParkedOrderAction(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspOrderAction(self, data, error, n, last):
+        """撤单错误（柜台）"""
+        err = VtErrorData()
+        err.gatewayName = self.gatewayName
+        err.errorID = error['ErrorID']
+        err.errorMsg = error['ErrorMsg'].decode('gbk')
+        self.gateway.onError(err)
+    
+    #----------------------------------------------------------------------
+    def onRspQueryMaxOrderVolume(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspSettlementInfoConfirm(self, data, error, n, last):
+        """确认结算信息回报"""
+        log = VtLogData()
+        log.gatewayName = self.gatewayName
+        log.logContent = u'结算信息确认完成'
+        self.gateway.onLog(log)
+        
+        # 查询合约代码
+        self.reqID += 1
+        self.reqQryInstrument({}, self.reqID)
+        
+    #----------------------------------------------------------------------
+    def onRspRemoveParkedOrder(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspRemoveParkedOrderAction(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspExecOrderInsert(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspExecOrderAction(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspForQuoteInsert(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspQuoteInsert(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspQuoteAction(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspQryOrder(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspQryTrade(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspQryInvestorPosition(self, data, error, n, last):
+        """持仓查询回报"""
+        if error['ErrorID'] == 0:
+            event = Event(type_=EVENT_POSITION)
+            event.dict_['data'] = data
+            self.__eventEngine.put(event)
+        else:
+            event = Event(type_=EVENT_LOG)
+            log = u'持仓查询回报，错误代码：' + unicode(error['ErrorID']) + u',' + u'错误信息：' + error['ErrorMsg'].decode('gbk')
+            event.dict_['log'] = log
+            self.__eventEngine.put(event)
+    
+    #----------------------------------------------------------------------
+    def onRspQryTradingAccount(self, data, error, n, last):
+        """资金账户查询回报"""
+        if error['ErrorID'] == 0:
+            event = Event(type_=EVENT_ACCOUNT)
+            event.dict_['data'] = data
+            self.__eventEngine.put(event)
+        else:
+            event = Event(type_=EVENT_LOG)
+            log = u'账户查询回报，错误代码：' + unicode(error['ErrorID']) + u',' + u'错误信息：' + error['ErrorMsg'].decode('gbk')
+            event.dict_['log'] = log
+            self.__eventEngine.put(event)
+    
+    #----------------------------------------------------------------------
+    def onRspQryInvestor(self, data, error, n, last):
+        """投资者查询回报"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspQryTradingCode(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspQryInstrumentMarginRate(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspQryInstrumentCommissionRate(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspQryExchange(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspQryProduct(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspQryInstrument(self, data, error, n, last):
+        """
+        合约查询回报
+        由于该回报的推送速度极快，因此不适合全部存入队列中处理，
+        选择先储存在一个本地字典中，全部收集完毕后再推送到队列中
+        （由于耗时过长目前使用其他进程读取）
+        """
+        if error['ErrorID'] == 0:
+            event = Event(type_=EVENT_INSTRUMENT)
+            event.dict_['data'] = data
+            event.dict_['last'] = last
+            self.__eventEngine.put(event)
+        else:
+            event = Event(type_=EVENT_LOG)
+            log = u'合约投资者回报，错误代码：' + unicode(error['ErrorID']) + u',' + u'错误信息：' + error['ErrorMsg'].decode('gbk')
+            event.dict_['log'] = log
+            self.__eventEngine.put(event)   
+    
+    #----------------------------------------------------------------------
+    def onRspQryDepthMarketData(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspQrySettlementInfo(self, data, error, n, last):
+        """查询结算信息回报"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspQryTransferBank(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspQryInvestorPositionDetail(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspQryNotice(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspQrySettlementInfoConfirm(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspQryInvestorPositionCombineDetail(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspQryCFMMCTradingAccountKey(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspQryEWarrantOffset(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspQryInvestorProductGroupMargin(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspQryExchangeMarginRate(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspQryExchangeMarginRateAdjust(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspQryExchangeRate(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspQrySecAgentACIDMap(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspQryOptionInstrTradeCost(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspQryOptionInstrCommRate(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspQryExecOrder(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspQryForQuote(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspQryQuote(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspQryTransferSerial(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspQryAccountregister(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspError(self, error, n, last):
+        """错误回报"""
+        err = VtErrorData()
+        err.gatewayName = self.gatewayName
+        err.errorID = error['ErrorID']
+        err.errorMsg = error['ErrorMsg'].decode('gbk')
+        self.gateway.onError(err)
+    
+    #----------------------------------------------------------------------
+    def onRtnOrder(self, data):
+        """报单回报"""
+        # 更新最大报单编号
+        newref = data['OrderRef']
+        self.orderRef = max(self.orderRef, int(newref))
+        
+        # 创建报单数据对象
+        order = VtOrderData()
+        order.gatewayName = self.gatewayName
+        
+        # 保存代码和报单号
+        order.symbol = data['InstrumentID']
+        order.vtSymbol = '.'.join([self.gatewayName, order.symbol])
+        
+        order.orderID = data['OrderRef']
+        order.vtOrderID = '.'.join([self.gatewayName, order.orderID])
+        
+        # 方向
+        if data['Direction'] == '0':
+            order.direction = DIRECTION_LONG
+        elif data['Direction'] == '1':
+            order.direction = DIRECTION_SHORT
+        else:
+            order.direction = DIRECTION_UNKNOWN
+            
+        # 多空
+        if data['']
+    
+    #----------------------------------------------------------------------
+    def onRtnTrade(self, data):
+        """成交回报"""
+        # 常规成交事件
+        event1 = Event(type_=EVENT_TRADE)
+        event1.dict_['data'] = data
+        self.__eventEngine.put(event1)
+        
+        # 特定合约成交事件
+        event2 = Event(type_=(EVENT_TRADE_CONTRACT+data['InstrumentID']))
+        event2.dict_['data'] = data
+        self.__eventEngine.put(event2)
+    
+    #----------------------------------------------------------------------
+    def onErrRtnOrderInsert(self, data, error):
+        """发单错误回报（交易所）"""
+        err = VtErrorData()
+        err.gatewayName = self.gatewayName
+        err.errorID = error['ErrorID']
+        err.errorMsg = error['ErrorMsg'].decode('gbk')
+        self.gateway.onError(err)
+    
+    #----------------------------------------------------------------------
+    def onErrRtnOrderAction(self, data, error):
+        """撤单错误回报（交易所）"""
+        err = VtErrorData()
+        err.gatewayName = self.gatewayName
+        err.errorID = error['ErrorID']
+        err.errorMsg = error['ErrorMsg'].decode('gbk')
+        self.gateway.onError(err)
+    
+    #----------------------------------------------------------------------
+    def onRtnInstrumentStatus(self, data):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRtnTradingNotice(self, data):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRtnErrorConditionalOrder(self, data):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRtnExecOrder(self, data):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onErrRtnExecOrderInsert(self, data, error):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onErrRtnExecOrderAction(self, data, error):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onErrRtnForQuoteInsert(self, data, error):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRtnQuote(self, data):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onErrRtnQuoteInsert(self, data, error):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onErrRtnQuoteAction(self, data, error):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRtnForQuoteRsp(self, data):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspQryContractBank(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspQryParkedOrder(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspQryParkedOrderAction(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspQryTradingNotice(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspQryBrokerTradingParams(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspQryBrokerTradingAlgos(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRtnFromBankToFutureByBank(self, data):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRtnFromFutureToBankByBank(self, data):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRtnRepealFromBankToFutureByBank(self, data):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRtnRepealFromFutureToBankByBank(self, data):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRtnFromBankToFutureByFuture(self, data):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRtnFromFutureToBankByFuture(self, data):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRtnRepealFromBankToFutureByFutureManual(self, data):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRtnRepealFromFutureToBankByFutureManual(self, data):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRtnQueryBankBalanceByFuture(self, data):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onErrRtnBankToFutureByFuture(self, data, error):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onErrRtnFutureToBankByFuture(self, data, error):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onErrRtnRepealBankToFutureByFutureManual(self, data, error):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onErrRtnRepealFutureToBankByFutureManual(self, data, error):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onErrRtnQueryBankBalanceByFuture(self, data, error):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRtnRepealFromBankToFutureByFuture(self, data):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRtnRepealFromFutureToBankByFuture(self, data):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspFromBankToFutureByFuture(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspFromFutureToBankByFuture(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspQueryBankAccountMoneyByFuture(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRtnOpenAccountByBank(self, data):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRtnCancelAccountByBank(self, data):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRtnChangeAccountByBank(self, data):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def login(self, address, userid, password, brokerid):
+        """连接服务器"""
+        self.__userid = userid
+        self.__password = password
+        self.__brokerid = brokerid
+        
+        # 数据重传模式设为从本日开始
+        self.subscribePrivateTopic(0)       
+        self.subscribePublicTopic(0)            
+        
+        # 注册服务器地址
+        self.registerFront(address)
+        
+        # 初始化连接，成功会调用onFrontConnected
+        self.init()    
+        
+    #----------------------------------------------------------------------
+    def getInstrument(self):
+        """查询合约"""
+        self.__reqid = self.__reqid + 1
+        self.reqQryInstrument({}, self.__reqid)
+        
+    #----------------------------------------------------------------------
+    def getAccount(self):
+        """查询账户"""
+        self.__reqid = self.__reqid + 1
+        self.reqQryTradingAccount({}, self.__reqid)
+        
+    #----------------------------------------------------------------------
+    def getInvestor(self):
+        """查询投资者"""
+        self.__reqid = self.__reqid + 1
+        self.reqQryInvestor({}, self.__reqid)
+        
+    #----------------------------------------------------------------------
+    def getPosition(self):
+        """查询持仓"""
+        self.__reqid = self.__reqid + 1
+        req = {}
+        req['BrokerID'] = self.__brokerid
+        req['InvestorID'] = self.__userid
+        self.reqQryInvestorPosition(req, self.__reqid)
+        
+    #----------------------------------------------------------------------
+    def sendOrder(self, instrumentid, exchangeid, price, pricetype, volume, direction, offset):
+        """发单"""
+        self.__reqid = self.__reqid + 1
+        req = {}
+        
+        req['InstrumentID'] = instrumentid
+        req['OrderPriceType'] = pricetype
+        req['LimitPrice'] = price
+        req['VolumeTotalOriginal'] = volume
+        req['Direction'] = direction
+        req['CombOffsetFlag'] = offset
+        
+        self.__orderref = self.__orderref + 1
+        req['OrderRef'] = str(self.__orderref)
+        
+        req['InvestorID'] = self.__userid
+        req['UserID'] = self.__userid
+        req['BrokerID'] = self.__brokerid
+        req['CombHedgeFlag'] = defineDict['THOST_FTDC_HF_Speculation']       # 投机单
+        req['ContingentCondition'] = defineDict['THOST_FTDC_CC_Immediately'] # 立即发单
+        req['ForceCloseReason'] = defineDict['THOST_FTDC_FCC_NotForceClose'] # 非强平
+        req['IsAutoSuspend'] = 0                                             # 非自动挂起
+        req['TimeCondition'] = defineDict['THOST_FTDC_TC_GFD']               # 今日有效
+        req['VolumeCondition'] = defineDict['THOST_FTDC_VC_AV']              # 任意成交量
+        req['MinVolume'] = 1                                                 # 最小成交量为1
+        
+        self.reqOrderInsert(req, self.__reqid)
+        
+        # 返回订单号，便于某些算法进行动态管理
+        return self.__orderref
+    
+    #----------------------------------------------------------------------
+    def cancelOrder(self, instrumentid, exchangeid, orderref, frontid, sessionid):
+        """撤单"""
+        self.__reqid = self.__reqid + 1
+        req = {}
+        
+        req['InstrumentID'] = instrumentid
+        req['ExchangeID'] = exchangeid
+        req['OrderRef'] = orderref
+        req['FrontID'] = frontid
+        req['SessionID'] = sessionid   
+        
+        req['ActionFlag'] = defineDict['THOST_FTDC_AF_Delete']
+        req['BrokerID'] = self.__brokerid
+        req['InvestorID'] = self.__userid
+        
+        self.reqOrderAction(req, self.__reqid)
+    
+    #----------------------------------------------------------------------
+    def getSettlement(self):
+        """查询结算信息"""
+        self.__reqid = self.__reqid + 1
+        req = {}
+        
+        req['BrokerID'] = self.__brokerid
+        req['InvestorID'] = self.__userid
+        
+        self.reqQrySettlementInfo(req, self.__reqid)
+        
+    #----------------------------------------------------------------------
+    def confirmSettlement(self):
+        """确认结算信息"""
+        self.__reqid = self.__reqid + 1
+        req = {}
+        
+        req['BrokerID'] = self.__brokerid
+        req['InvestorID'] = self.__userid
+        
+        self.reqSettlementInfoConfirm(req, self.__reqid)    

vn.trader/eventEngine.py

@@ -0,0 +1,196 @@
+# encoding: UTF-8
+
+# 系统模块
+from Queue import Queue, Empty
+from threading import Thread
+
+# 第三方模块
+from PyQt4.QtCore import QTimer
+
+# 自己开发的模块
+from eventType import *
+
+
+########################################################################
+class EventEngine:
+    """
+    事件驱动引擎
+
+    事件驱动引擎中所有的变量都设置为了私有，这是为了防止不小心
+    从外部修改了这些变量的值或状态，导致bug。
+    
+    变量说明
+    __queue：私有变量，事件队列
+    __active：私有变量，事件引擎开关
+    __thread：私有变量，事件处理线程
+    __timer：私有变量，计时器
+    __handlers：私有变量，事件处理函数字典
+    
+    
+    方法说明
+    __run: 私有方法，事件处理线程连续运行用
+    __process: 私有方法，处理事件，调用注册在引擎中的监听函数
+    __onTimer：私有方法，计时器固定事件间隔触发后，向事件队列中存入计时器事件
+    start: 公共方法，启动引擎
+    stop：公共方法，停止引擎
+    register：公共方法，向引擎中注册监听函数
+    unregister：公共方法，向引擎中注销监听函数
+    put：公共方法，向事件队列中存入新的事件
+    
+    事件监听函数必须定义为输入参数仅为一个event对象，即：
+    
+    函数
+    def func(event)
+        ...
+    
+    对象方法
+    def method(self, event)
+        ...
+        
+    """
+
+    #----------------------------------------------------------------------
+    def __init__(self):
+        """初始化事件引擎"""
+        # 事件队列
+        self.__queue = Queue()
+        
+        # 事件引擎开关
+        self.__active = False
+        
+        # 事件处理线程
+        self.__thread = Thread(target = self.__run)
+        
+        # 计时器，用于触发计时器事件
+        self.__timer = QTimer()
+        self.__timer.timeout.connect(self.__onTimer)
+        
+        # 这里的__handlers是一个字典，用来保存对应的事件调用关系
+        # 其中每个键对应的值是一个列表，列表中保存了对该事件进行监听的函数功能
+        self.__handlers = {}
+        
+    #----------------------------------------------------------------------
+    def __run(self):
+        """引擎运行"""
+        while self.__active == True:
+            try:
+                event = self.__queue.get(block = True, timeout = 1)  # 获取事件的阻塞时间设为1秒
+                self.__process(event)
+            except Empty:
+                pass
+            
+    #----------------------------------------------------------------------
+    def __process(self, event):
+        """处理事件"""
+        # 检查是否存在对该事件进行监听的处理函数
+        if event.type_ in self.__handlers:
+            # 若存在，则按顺序将事件传递给处理函数执行
+            [handler(event) for handler in self.__handlers[event.type_]]
+            
+            # 以上语句为Python列表解析方式的写法，对应的常规循环写法为：
+            #for handler in self.__handlers[event.type_]:
+                #handler(event)    
+               
+    #----------------------------------------------------------------------
+    def __onTimer(self):
+        """向事件队列中存入计时器事件"""
+        # 创建计时器事件
+        event = Event(type_=EVENT_TIMER)
+        
+        # 向队列中存入计时器事件
+        self.put(event)    
+
+    #----------------------------------------------------------------------
+    def start(self):
+        """引擎启动"""
+        # 将引擎设为启动
+        self.__active = True
+        
+        # 启动事件处理线程
+        self.__thread.start()
+        
+        # 启动计时器，计时器事件间隔默认设定为1秒
+        self.__timer.start(1000)
+    
+    #----------------------------------------------------------------------
+    def stop(self):
+        """停止引擎"""
+        # 将引擎设为停止
+        self.__active = False
+        
+        # 停止计时器
+        self.__timer.stop()
+        
+        # 等待事件处理线程退出
+        self.__thread.join()
+            
+    #----------------------------------------------------------------------
+    def register(self, type_, handler):
+        """注册事件处理函数监听"""
+        # 尝试获取该事件类型对应的处理函数列表，若无则创建
+        try:
+            handlerList = self.__handlers[type_]
+        except KeyError:
+            handlerList = []
+            self.__handlers[type_] = handlerList
+        
+        # 若要注册的处理器不在该事件的处理器列表中，则注册该事件
+        if handler not in handlerList:
+            handlerList.append(handler)
+            
+    #----------------------------------------------------------------------
+    def unregister(self, type_, handler):
+        """注销事件处理函数监听"""
+        # 尝试获取该事件类型对应的处理函数列表，若无则忽略该次注销请求
+        try:
+            handlerList = self.handlers[type_]
+            
+            # 如果该函数存在于列表中，则移除
+            if handler in handlerList:
+                handlerList.remove(handler)
+
+            # 如果函数列表为空，则从引擎中移除该事件类型
+            if not handlerList:
+                del self.handlers[type_]
+        except KeyError:
+            pass     
+        
+    #----------------------------------------------------------------------
+    def put(self, event):
+        """向事件队列中存入事件"""
+        self.__queue.put(event)
+
+
+########################################################################
+class Event:
+    """事件对象"""
+
+    #----------------------------------------------------------------------
+    def __init__(self, type_=None):
+        """Constructor"""
+        self.type_ = type_      # 事件类型
+        self.dict_ = {}         # 字典用于保存具体的事件数据
+
+
+#----------------------------------------------------------------------
+def test():
+    """测试函数"""
+    import sys
+    from datetime import datetime
+    from PyQt4.QtCore import QCoreApplication
+    
+    def simpletest(event):
+        print u'处理每秒触发的计时器事件：%s' % str(datetime.now())
+    
+    app = QCoreApplication(sys.argv)
+    
+    ee = EventEngine()
+    ee.register(EVENT_TIMER, simpletest)
+    ee.start()
+    
+    app.exec_()
+    
+    
+# 直接运行脚本可以进行测试
+if __name__ == '__main__':
+    test()

vn.trader/eventType.py

@@ -0,0 +1,53 @@
+# encoding: UTF-8
+
+'''
+本文件仅用于存放对于事件类型常量的定义。
+
+由于python中不存在真正的常量概念，因此选择使用全大写的变量名来代替常量。
+这里设计的命名规则以EVENT_前缀开头。
+
+常量的内容通常选择一个能够代表真实意义的字符串（便于理解）。
+
+建议将所有的常量定义放在该文件中，便于检查是否存在重复的现象。
+'''
+
+# 系统相关
+EVENT_TIMER = 'eTimer'                  # 计时器事件，每隔1秒发送一次
+EVENT_LOG = 'eLog'                      # 日志事件，全局通用
+
+# Gateway相关
+EVENT_TICK = 'eTick.'                   # TICK行情事件，可后接具体的vtSymbol
+EVENT_TRADE = 'eTrade.'                 # 成交回报事件
+EVENT_ORDER = 'eOrder.'                 # 报单回报事件
+EVENT_POSITION = 'ePosition.'           # 持仓回报事件
+EVENT_ACCOUNT = 'eAccount.'             # 账户回报事件
+EVENT_ERROR = 'eError.'                 # 错误回报事件
+
+
+#----------------------------------------------------------------------
+def test():
+    """检查是否存在内容重复的常量定义"""
+    check_dict = {}
+    
+    global_dict = globals()    
+    
+    for key, value in global_dict.items():
+        if '__' not in key:                       # 不检查python内置对象
+            if value in check_dict:
+                check_dict[value].append(key)
+            else:
+                check_dict[value] = [key]
+            
+    for key, value in check_dict.items():
+        if len(value)>1:
+            print u'存在重复的常量定义:' + str(key) 
+            for name in value:
+                print name
+            print ''
+        
+    print u'测试完毕'
+    
+
+# 直接运行脚本可以进行测试
+if __name__ == '__main__':
+    test()

vn.trader/gateway.py

@@ -0,0 +1,348 @@
+# encoding: UTF-8
+
+from eventEngine import *
+
+# 默认空值
+EMPTY_STRING = ''
+EMPTY_UNICODE = u''
+EMPTY_INT = 0
+EMPTY_FLOAT = 0.0
+
+# 方向常量
+DIRECTION_NONE = 'none'
+DIRECTION_LONG = 'long'
+DIRECTION_SHORT = 'short'
+DIRECTION_UNKNOWN = 'unknown'
+
+# 开平常量
+OFFSET_NONE = 'none'
+OFFSET_OPEN = 'open'
+OFFSET_CLOSE = 'close'
+OFFSET_UNKNOWN = 'unknown'
+
+
+########################################################################
+class VtGateway(object):
+    """交易接口"""
+
+    #----------------------------------------------------------------------
+    def __init__(self, eventEngine):
+        """Constructor"""
+        self.eventEngine = eventEngine
+        
+    #----------------------------------------------------------------------
+    def onTick(self, tick):
+        """市场行情推送"""
+        # 通用事件
+        event1 = Event(type_=EVENT_TICK)
+        event1.dict_['data'] = tick
+        self.eventEngine.put(event1)
+        
+        # 特定合约代码的事件
+        event2 = Event(type_=EVENT_TICK+tick.vtSymbol)
+        event2.dict_['data'] = tick
+        self.eventEngine.put(event2)
+    
+    #----------------------------------------------------------------------
+    def onTrade(self, trade):
+        """成交信息推送"""
+        # 因为成交通常都是事后才会知道成交编号，因此只需要推送通用事件
+        event1 = Event(type_=EVENT_TRADE)
+        event1.dict_['data'] = trade
+        self.eventEngine.put(event1)
+    
+    #----------------------------------------------------------------------
+    def onOrder(self, order):
+        """订单变化推送"""
+        # 通用事件
+        event1 = Event(type_=EVENT_ORDER)
+        event1.dict_['data'] = order
+        self.eventEngine.put(event1)
+        
+        # 特定订单编号的事件
+        event2 = Event(type_=EVENT_ORDER+order.vtOrderID)
+        event2.dict_['data'] = order
+        self.eventEngine.put(event2)
+    
+    #----------------------------------------------------------------------
+    def onPosition(self, position):
+        """持仓信息推送"""
+        # 通用事件
+        event1 = Event(type_=EVENT_POSITION)
+        event1.dict_['data'] = position
+        self.eventEngine.put(event1)
+        
+        # 特定合约代码的事件
+        event2 = Event(type_=EVENT_POSITION+position.vtPositionName)
+        event2.dict_['data'] = position
+        self.eventEngine.put(event2)
+    
+    #----------------------------------------------------------------------
+    def onAccount(self, account):
+        """账户信息推送"""
+        # 通用事件
+        event1 = Event(type_=EVENT_ACCOUNT)
+        event1.dict_['data'] = account
+        self.eventEngine.put(event1)
+        
+        # 特定合约代码的事件
+        event2 = Event(type_=EVENT_ACCOUNT+account.vtAccountID)
+        event2.dict_['data'] = account
+        self.eventEngine.put(event2)
+    
+    #----------------------------------------------------------------------
+    def onError(self, error):
+        """错误信息推送"""
+        # 通用事件
+        event1 = Event(type_=EVENT_ERROR)
+        event1.dict_['data'] = error
+        self.eventEngine.put(event1)    
+        
+    #----------------------------------------------------------------------
+    def onLog(self, log):
+        """日志推送"""
+        # 通用事件
+        event1 = Event(type_=EVENT_LOG)
+        event1.dict_['data'] = log
+        self.eventEngine.put(event1)
+    
+    #----------------------------------------------------------------------
+    def connect(self):
+        """连接"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def subscribe(self):
+        """订阅行情"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def sendOrder(self):
+        """发单"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def cancelOrder(self):
+        """撤单"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def close(self):
+        """关闭"""
+        pass
+
+
+########################################################################
+class VtBaseData(object):
+    """回调函数推送数据的基础类，其他数据类继承于此"""
+
+    #----------------------------------------------------------------------
+    def __init__(self):
+        """Constructor"""
+        self.gatewayName = EMPTY_STRING         # Gateway名称        
+        self.rawData = None                     # 原始数据
+        
+        
+########################################################################
+class VtTickData(VtBaseData):
+    """Tick行情数据类"""
+
+    #----------------------------------------------------------------------
+    def __init__(self):
+        """Constructor"""
+        super(VtTickData, self).__init__()
+        
+        # 代码相关
+        self.symbol = EMPTY_STRING              # 合约代码
+        self.vtSymbol = EMPTY_STRING            # 合约在vt系统中的唯一代码，通常是 Gateway名.合约代码
+        
+        # 成交数据
+        self.lastPrice = EMPTY_FLOAT            # 最新成交价
+        self.volume = EMPTY_INT                 # 最新成交量
+        self.openInterest = EMPTY_INT           # 持仓量
+        self.tickTime = EMPTY_STRING            # 更新时间
+        
+        # 五档行情
+        self.bidPrice1 = EMPTY_FLOAT
+        self.bidPrice2 = EMPTY_FLOAT
+        self.bidPrice3 = EMPTY_FLOAT
+        self.bidPrice4 = EMPTY_FLOAT
+        self.bidPrice5 = EMPTY_FLOAT
+        
+        self.askPrice1 = EMPTY_FLOAT
+        self.askPrice2 = EMPTY_FLOAT
+        self.askPrice3 = EMPTY_FLOAT
+        self.askPrice4 = EMPTY_FLOAT
+        self.askPrice5 = EMPTY_FLOAT        
+        
+        self.bidVolume1 = EMPTY_INT
+        self.bidVolume2 = EMPTY_INT
+        self.bidVolume3 = EMPTY_INT
+        self.bidVolume4 = EMPTY_INT
+        self.bidVolume5 = EMPTY_INT
+        
+        self.askVolume1 = EMPTY_INT
+        self.askVolume2 = EMPTY_INT
+        self.askVolume3 = EMPTY_INT
+        self.askVolume4 = EMPTY_INT
+        self.askVolume5 = EMPTY_INT         
+    
+    
+########################################################################
+class VtTradeData(VtBaseData):
+    """成交数据类"""
+
+    #----------------------------------------------------------------------
+    def __init__(self):
+        """Constructor"""
+        super(VtTradeData, self).__init__()
+        
+        # 代码编号相关
+        self.symbol = EMPTY_STRING              # 合约代码
+        self.vtSymbol = EMPTY_STRING            # 合约在vt系统中的唯一代码，通常是 Gateway名.合约代码
+        
+        self.tradeID = EMPTY_STRING             # 成交编号
+        self.vtTradeID = EMPTY_STRING           # 成交在vt系统中的唯一编号，通常是 Gateway名.成交编号
+        
+        self.orderID = EMPTY_STRING             # 订单编号
+        self.vtOrderID = EMPTY_STRING           # 订单在vt系统中的唯一编号，通常是 Gateway名.订单编号
+        
+        # 成交相关
+        self.direction = EMPTY_STRING           # 成交方向
+        self.offset = EMPTY_STRING              # 成交开平仓
+        self.price = EMPTY_FLOAT                # 成交价格
+        self.volume = EMPTY_INT                 # 成交数量
+        self.tradeTime = EMPTY_STRING           # 成交时间
+        
+
+########################################################################
+class VtOrderData(VtBaseData):
+    """订单数据类"""
+
+    #----------------------------------------------------------------------
+    def __init__(self):
+        """Constructor"""
+        super(VtOrderData, self).__init__()
+        
+        # 代码编号相关
+        self.symbol = EMPTY_STRING              # 合约代码
+        self.vtSymbol = EMPTY_STRING            # 合约在vt系统中的唯一代码，通常是 Gateway名.合约代码
+        
+        self.orderID = EMPTY_STRING             # 订单编号
+        self.vtOrderID = EMPTY_STRING           # 订单在vt系统中的唯一编号，通常是 Gateway名.订单编号
+        
+        # 报单相关
+        self.direction = EMPTY_STRING           # 报单方向
+        self.offset = EMPTY_STRING              # 报单开平仓
+        self.price = EMPTY_FLOAT                # 报单价格
+        self.totalVolume = EMPTY_INT            # 报单总数量
+        self.tradedVolume = EMPTY_INT           # 报单成交数量
+        self.status = EMPTY_STRING              # 报单状态
+        
+        self.orderTime = EMPTY_STRING           # 发单时间
+        self.cancelTime = EMPTY_STRING          # 撤单时间
+        
+        # CTP/LTS相关
+        self.frontID = EMPTY_INT                # 前置机编号
+        self.sessionID = EMPTY_INT              # 连接编号
+
+    
+########################################################################
+class VtPositionData(VtBaseData):
+    """持仓数据类"""
+
+    #----------------------------------------------------------------------
+    def __init__(self):
+        """Constructor"""
+        super(VtPositionData, self).__init__()
+        
+        # 代码编号相关
+        self.symbol = EMPTY_STRING              # 合约代码
+        self.vtSymbol = EMPTY_STRING            # 合约在vt系统中的唯一代码，通常是 Gateway名.合约代码     
+        
+        # 持仓相关
+        self.direction = EMPTY_STRING           # 持仓方向
+        self.position = EMPTY_INT               # 持仓量
+        self.frozen = EMPTY_INT                 # 冻结数量
+        self.price = EMPTY_FLOAT                # 持仓均价
+        self.vtPositionName = EMPTY_STRING      # 持仓在vt系统中的唯一代码，通常是vtSymbol.方向
+
+
+########################################################################
+class VtAccountData(VtBaseData):
+    """账户数据类"""
+
+    #----------------------------------------------------------------------
+    def __init__(self):
+        """Constructor"""
+        super(VtAccountData, self).__init__()
+        
+        # 账号代码相关
+        self.accountID = EMPTY_STRING           # 账户代码
+        self.vtAccountID = EMPTY_STRING         # 账户在vt中的唯一代码，通常是 Gateway名.账户代码
+        
+        # 代码相关
+        self.preBalance = EMPTY_FLOAT           # 昨日账户结算净值
+        self.balance = EMPTY_FLOAT              # 账户净值
+        self.available = EMPTY_FLOAT            # 可用资金
+        self.commission = EMPTY_FLOAT           # 今日手续费
+        self.margin = EMPTY_FLOAT               # 保证金占用
+        self.closeProfit = EMPTY_FLOAT          # 平仓盈亏
+        self.positionProfit = EMPTY_FLOAT       # 持仓盈亏
+        
+
+########################################################################
+class VtErrorData(VtBaseData):
+    """错误数据类"""
+
+    #----------------------------------------------------------------------
+    def __init__(self):
+        """Constructor"""
+        super(VtErrorData, self).__init__()
+        
+        self.errorID = EMPTY_STRING             # 错误代码
+        self.errorMsg = EMPTY_UNICODE           # 错误信息
+
+
+########################################################################
+class VtLogData(VtBaseData):
+    """日志数据类"""
+
+    #----------------------------------------------------------------------
+    def __init__(self):
+        """Constructor"""
+        super(VtLogData, self).__init__()
+        
+        self.logContent = EMPTY_UNICODE         # 日志信息
+
+
+########################################################################
+class VtContractData(VtBaseData):
+    """合约详细信息类"""
+
+    #----------------------------------------------------------------------
+    def __init__(self):
+        """Constructor"""
+        super(VtBaseData, self).__init__()
+        
+        self.priceTick = EMPTY_FLOAT
+
+
+########################################################################
+class VtSubscribeReq:
+    """订阅行情时传入的对象类"""
+
+    #----------------------------------------------------------------------
+    def __init__(self):
+        """Constructor"""
+        self.symbol = EMPTY_STRING
+        self.exchange = EMPTY_STRING
+        
+        
+    
+    
+        
+    
+    
+    
+    

vn.trader/test.json

@@ -0,0 +1,5 @@
+{
+    "1": 1, 
+    "b": 2, 
+    "c": "_____"
+}