[Add] demo jupyter notebook for cli trading

examples/vn_trader/run.py

@@ -5,14 +5,14 @@ from vnpy.trader.engine import MainEngine
 from vnpy.trader.ui import MainWindow, create_qapp
 
 # from vnpy.gateway.binance import BinanceGateway
-from vnpy.gateway.bitmex import BitmexGateway
+# from vnpy.gateway.bitmex import BitmexGateway
 # from vnpy.gateway.futu import FutuGateway
 # from vnpy.gateway.ib import IbGateway
 # from vnpy.gateway.ctp import CtpGateway
 # from vnpy.gateway.ctptest import CtptestGateway
 # from vnpy.gateway.femas import FemasGateway
 # from vnpy.gateway.tiger import TigerGateway
-# from vnpy.gateway.oes import OesGateway
+from vnpy.gateway.oes import OesGateway
 # from vnpy.gateway.okex import OkexGateway
 # from vnpy.gateway.huobi import HuobiGateway
 # from vnpy.gateway.bitfinex import BitfinexGateway
@@ -48,9 +48,9 @@ def main():
     # main_engine.add_gateway(FemasGateway)
     # main_engine.add_gateway(IbGateway)
     # main_engine.add_gateway(FutuGateway)
-    main_engine.add_gateway(BitmexGateway)
+    # main_engine.add_gateway(BitmexGateway)
     # main_engine.add_gateway(TigerGateway)
-    # main_engine.add_gateway(OesGateway)
+    main_engine.add_gateway(OesGateway)
     # main_engine.add_gateway(OkexGateway)
     # main_engine.add_gateway(HuobiGateway)
     # main_engine.add_gateway(BitfinexGateway)

vnpy/app/script_trader/__init__.py

@@ -1,6 +1,7 @@
 from pathlib import Path
 from vnpy.trader.app import BaseApp
 from .engine import ScriptEngine, APP_NAME
+from .cli import init_cli_trading
 
 
 class ScriptTraderApp(BaseApp):

vnpy/app/script_trader/cli.py

@@ -0,0 +1,28 @@
+from typing import Sequence
+
+from vnpy.event import EventEngine, Event
+from vnpy.trader.engine import MainEngine
+from vnpy.trader.gateway import BaseGateway
+from vnpy.trader.event import EVENT_LOG
+
+from .engine import ScriptEngine
+
+
+def process_log_event(event: Event):
+    """"""
+    log = event.data
+    print(f"{log.time}\t{log.msg}")
+
+
+def init_cli_trading(gateways: Sequence[BaseGateway]):
+    """"""
+    event_engine = EventEngine()
+    event_engine.register(EVENT_LOG, process_log_event)
+
+    main_engine = MainEngine(event_engine)
+    for gateway in gateways:
+        main_engine.add_gateway(gateway)
+
+    script_engine = main_engine.add_engine(ScriptEngine)
+
+    return script_engine

vnpy/app/script_trader/engine.py

@@ -40,20 +40,6 @@ class ScriptEngine(BaseEngine):
         """"""
         super().__init__(main_engine, event_engine, APP_NAME)
 
-        self.get_tick = main_engine.get_tick
-        self.get_order = main_engine.get_order
-        self.get_trade = main_engine.get_trade
-        self.get_position = main_engine.get_position
-        self.get_account = main_engine.get_account
-        self.get_contract = main_engine.get_contract
-        self.get_all_ticks = main_engine.get_all_ticks
-        self.get_all_orders = main_engine.get_all_orders
-        self.get_all_trades = main_engine.get_all_trades
-        self.get_all_positions = main_engine.get_all_positions
-        self.get_all_accounts = main_engine.get_all_accounts
-        self.get_all_contracts = main_engine.get_all_contracts
-        self.get_all_active_orders = main_engine.get_all_active_orders
-
         self.strategy_active = False
         self.strategy_thread = None
 
@@ -93,6 +79,10 @@ class ScriptEngine(BaseEngine):
             msg = f"触发异常已停止\n{traceback.format_exc()}"
             self.write_log(msg)
 
+    def connect_gateway(self, setting: dict, gateway_name: str):
+        """"""
+        self.main_engine.connect(setting, gateway_name)
+
     def stop_strategy(self):
         """"""
         if not self.strategy_active:
@@ -122,6 +112,7 @@ class ScriptEngine(BaseEngine):
         req = OrderRequest(
             symbol=contract.symbol,
             exchange=contract.exchange,
+            direction=direction,
             type=order_type,
             volume=volume,
             price=price,

vnpy/gateway/oes/oes_md.py

@@ -296,7 +296,7 @@ class OesMdApi:
         mds_req.subSecurityCnt = 1
 
         entry.exchId = EXCHANGE_VT2MDS[req.exchange]
-        entry.securityType = eMdsMdProductTypeT.MDS_SECURITY_TYPE_STOCK  # todo: option and others
+        entry.mdProductType = eMdsMdProductTypeT.MDS_SECURITY_TYPE_STOCK  # todo: option and others
         entry.instrId = int(req.symbol)
 
         self._message_loop.register_symbol(req.symbol, req.exchange)