From 20b5ef4e9b14d2dc0c1918c71d86b55b265d6d3a Mon Sep 17 00:00:00 2001 From: "vn.py" Date: Thu, 21 Mar 2019 23:32:39 +0800 Subject: [PATCH] [Mod]change constant PriceType to OrderType --- vnpy/app/cta_strategy/engine.py | 4 ++-- vnpy/gateway/bitmex/bitmex_gateway.py | 8 ++++---- vnpy/gateway/ctp/ctp_gateway.py | 14 +++++++------- vnpy/gateway/futu/futu_gateway.py | 4 ++-- vnpy/gateway/ib/ib_gateway.py | 12 ++++++------ vnpy/gateway/oes/oes_td.py | 8 ++++---- vnpy/gateway/tiger/tiger_gateway.py | 10 +++++----- vnpy/trader/constant.py | 4 ++-- vnpy/trader/object.py | 4 ++-- vnpy/trader/ui/widget.py | 12 ++++++------ 10 files changed, 40 insertions(+), 40 deletions(-) diff --git a/vnpy/app/cta_strategy/engine.py b/vnpy/app/cta_strategy/engine.py index bbfb3ef9..9ee850b9 100644 --- a/vnpy/app/cta_strategy/engine.py +++ b/vnpy/app/cta_strategy/engine.py @@ -21,7 +21,7 @@ from vnpy.trader.object import ( BarData ) from vnpy.trader.event import EVENT_TICK, EVENT_ORDER, EVENT_TRADE -from vnpy.trader.constant import Direction, PriceType, Interval, Exchange +from vnpy.trader.constant import Direction, OrderType, Interval, Exchange from vnpy.trader.utility import load_json, save_json from vnpy.trader.database import DbTickData, DbBarData from vnpy.trader.setting import SETTINGS @@ -276,7 +276,7 @@ class CtaEngine(BaseEngine): exchange=contract.exchange, direction=direction, offset=offset, - price_type=PriceType.LIMIT, + type=OrderType.LIMIT, price=price, volume=volume, ) diff --git a/vnpy/gateway/bitmex/bitmex_gateway.py b/vnpy/gateway/bitmex/bitmex_gateway.py index e610e32e..cbeb82b5 100644 --- a/vnpy/gateway/bitmex/bitmex_gateway.py +++ b/vnpy/gateway/bitmex/bitmex_gateway.py @@ -18,7 +18,7 @@ from vnpy.api.websocket import WebsocketClient from vnpy.trader.constant import ( Direction, Exchange, - PriceType, + OrderType, Product, Status, ) @@ -52,7 +52,7 @@ STATUS_BITMEX2VT = { DIRECTION_VT2BITMEX = {Direction.LONG: "Buy", Direction.SHORT: "Sell"} DIRECTION_BITMEX2VT = {v: k for k, v in DIRECTION_VT2BITMEX.items()} -PRICETYPE_VT2BITMEX = {PriceType.LIMIT: "Limit", PriceType.MARKET: "Market"} +ORDERTYPE_VT2BITMEX = {OrderType.LIMIT: "Limit", OrderType.MARKET: "Market"} class BitmexGateway(BaseGateway): @@ -212,14 +212,14 @@ class BitmexRestApi(RestClient): data = { "symbol": req.symbol, "side": DIRECTION_VT2BITMEX[req.direction], - "ordType": PRICETYPE_VT2BITMEX[req.price_type], + "ordType": ORDERTYPE_VT2BITMEX[req.type], "price": req.price, "orderQty": int(req.volume), "clOrdID": orderid, } # Only add price for limit order. - if req.price_type == PriceType.LIMIT: + if req.type == OrderType.LIMIT: data["price"] = req.price order = req.create_order_data(orderid, self.gateway_name) diff --git a/vnpy/gateway/ctp/ctp_gateway.py b/vnpy/gateway/ctp/ctp_gateway.py index 793e179a..4567523e 100644 --- a/vnpy/gateway/ctp/ctp_gateway.py +++ b/vnpy/gateway/ctp/ctp_gateway.py @@ -41,7 +41,7 @@ from vnpy.trader.constant import ( Direction, Offset, Exchange, - PriceType, + OrderType, Product, Status, OptionType @@ -80,9 +80,9 @@ DIRECTION_CTP2VT = {v: k for k, v in DIRECTION_VT2CTP.items()} DIRECTION_CTP2VT[THOST_FTDC_PD_Long] = Direction.LONG DIRECTION_CTP2VT[THOST_FTDC_PD_Short] = Direction.SHORT -PRICETYPE_VT2CTP = { - PriceType.LIMIT: THOST_FTDC_OPT_LimitPrice, - PriceType.MARKET: THOST_FTDC_OPT_AnyPrice +ORDERTYPE_VT2CTP = { + OrderType.LIMIT: THOST_FTDC_OPT_LimitPrice, + OrderType.MARKET: THOST_FTDC_OPT_AnyPrice } OFFSET_VT2CTP = { @@ -687,7 +687,7 @@ class CtpTdApi(TdApi): "InstrumentID": req.symbol, "LimitPrice": req.price, "VolumeTotalOriginal": int(req.volume), - "OrderPriceType": PRICETYPE_VT2CTP.get(req.price_type, ""), + "OrderPriceType": ORDERTYPE_VT2CTP.get(req.type, ""), "Direction": DIRECTION_VT2CTP.get(req.direction, ""), "CombOffsetFlag": OFFSET_VT2CTP.get(req.offset, ""), "OrderRef": str(self.order_ref), @@ -703,11 +703,11 @@ class CtpTdApi(TdApi): "MinVolume": 1 } - if req.price_type == PriceType.FAK: + if req.type == OrderType.FAK: ctp_req["OrderPriceType"] = THOST_FTDC_OPT_LimitPrice ctp_req["TimeCondition"] = THOST_FTDC_TC_IOC ctp_req["VolumeCondition"] = THOST_FTDC_VC_AV - elif req.price_type == PriceType.FOK: + elif req.type == OrderType.FOK: ctp_req["OrderPriceType"] = THOST_FTDC_OPT_LimitPrice ctp_req["TimeCondition"] = THOST_FTDC_TC_IOC ctp_req["VolumeCondition"] = THOST_FTDC_VC_CV diff --git a/vnpy/gateway/futu/futu_gateway.py b/vnpy/gateway/futu/futu_gateway.py index c12f4266..8183fecf 100644 --- a/vnpy/gateway/futu/futu_gateway.py +++ b/vnpy/gateway/futu/futu_gateway.py @@ -244,7 +244,7 @@ class FutuGateway(BaseGateway): def send_order(self, req: OrderRequest): """""" side = DIRECTION_VT2FUTU[req.direction] - price_type = OrderType.NORMAL # Only limit order is supported. + futu_order_type = OrderType.NORMAL # Only limit order is supported. # Set price adjustment mode to inside adjustment. if req.direction is Direction.LONG: @@ -258,7 +258,7 @@ class FutuGateway(BaseGateway): req.volume, futu_symbol, side, - price_type, + futu_order_type, trd_env=self.env, adjust_limit=adjust_limit, ) diff --git a/vnpy/gateway/ib/ib_gateway.py b/vnpy/gateway/ib/ib_gateway.py index d63ed25f..fbe70096 100644 --- a/vnpy/gateway/ib/ib_gateway.py +++ b/vnpy/gateway/ib/ib_gateway.py @@ -31,7 +31,7 @@ from vnpy.trader.object import ( ) from vnpy.trader.constant import ( Product, - PriceType, + OrderType, Direction, Exchange, Currency, @@ -39,8 +39,8 @@ from vnpy.trader.constant import ( OptionType, ) -PRICETYPE_VT2IB = {PriceType.LIMIT: "LMT", PriceType.MARKET: "MKT"} -PRICETYPE_IB2VT = {v: k for k, v in PRICETYPE_VT2IB.items()} +ORDERTYPE_VT2IB = {OrderType.LIMIT: "LMT", OrderType.MARKET: "MKT"} +ORDERTYPE_IB2VT = {v: k for k, v in ORDERTYPE_VT2IB.items()} DIRECTION_VT2IB = {Direction.LONG: "BUY", Direction.SHORT: "SELL"} DIRECTION_IB2VT = {v: k for k, v in DIRECTION_VT2IB.items()} @@ -559,8 +559,8 @@ class IbApi(EWrapper): self.gateway.write_log(f"不支持的交易所：{req.exchange}") return "" - if req.price_type not in PRICETYPE_VT2IB: - self.gateway.write_log(f"不支持的价格类型：{req.price_type}") + if req.type not in ORDERTYPE_VT2IB: + self.gateway.write_log(f"不支持的价格类型：{req.type}") return "" self.orderid += 1 @@ -573,7 +573,7 @@ class IbApi(EWrapper): ib_order.orderId = self.orderid ib_order.clientId = self.clientid ib_order.action = DIRECTION_VT2IB[req.direction] - ib_order.orderType = PRICETYPE_VT2IB[req.price_type] + ib_order.orderType = ORDERTYPE_VT2IB[req.type] ib_order.lmtPrice = req.price ib_order.totalQuantity = req.volume diff --git a/vnpy/gateway/oes/oes_td.py b/vnpy/gateway/oes/oes_td.py index 01b50dc6..dadc40fc 100644 --- a/vnpy/gateway/oes/oes_td.py +++ b/vnpy/gateway/oes/oes_td.py @@ -21,7 +21,7 @@ from vnpy.api.oes.vnoes import OesApiClientEnvT, OesApiSubscribeInfoT, OesApi_De from vnpy.gateway.oes.error_code import error_to_str from vnpy.gateway.oes.utils import create_remote_config, is_disconnected -from vnpy.trader.constant import Direction, Exchange, Offset, PriceType, Product, Status +from vnpy.trader.constant import Direction, Exchange, Offset, OrderType, Product, Status from vnpy.trader.gateway import BaseGateway from vnpy.trader.object import AccountData, CancelRequest, ContractData, OrderData, OrderRequest, \ PositionData, TradeData @@ -41,8 +41,8 @@ PRODUCT_OES2VT = { # only limit price can match, all other price types are not perfectly match. ORDER_TYPE_VT2OES = { - (Exchange.SSE, PriceType.LIMIT): eOesOrdTypeShT.OES_ORD_TYPE_SH_LMT, - (Exchange.SZSE, PriceType.LIMIT): eOesOrdTypeSzT.OES_ORD_TYPE_SZ_LMT, + (Exchange.SSE, OrderType.LIMIT): eOesOrdTypeShT.OES_ORD_TYPE_SH_LMT, + (Exchange.SZSE, OrderType.LIMIT): eOesOrdTypeSzT.OES_ORD_TYPE_SZ_LMT, } BUY_SELL_TYPE_VT2OES = { @@ -623,7 +623,7 @@ class OesTdApi: oes_req = OesOrdReqT() oes_req.clSeqNo = seq_id oes_req.mktId = EXCHANGE_VT2OES[vt_req.exchange] - oes_req.ordType = ORDER_TYPE_VT2OES[(vt_req.exchange, vt_req.price_type)] + oes_req.ordType = ORDER_TYPE_VT2OES[(vt_req.exchange, vt_req.type)] oes_req.bsType = BUY_SELL_TYPE_VT2OES[(vt_req.exchange, vt_req.offset, vt_req.direction)] oes_req.invAcctId = "" oes_req.securityId = vt_req.symbol diff --git a/vnpy/gateway/tiger/tiger_gateway.py b/vnpy/gateway/tiger/tiger_gateway.py index 74d34bce..29151d0a 100644 --- a/vnpy/gateway/tiger/tiger_gateway.py +++ b/vnpy/gateway/tiger/tiger_gateway.py @@ -22,7 +22,7 @@ from tigeropen.trade.domain.order import ORDER_STATUS from tigeropen.push.push_client import PushClient from tigeropen.common.exceptions import ApiException -from vnpy.trader.constant import Direction, Product, Status, PriceType, Exchange +from vnpy.trader.constant import Direction, Product, Status, OrderType, Exchange from vnpy.trader.gateway import BaseGateway from vnpy.trader.object import ( TickData, @@ -57,9 +57,9 @@ DIRECTION_TIGER2VT = { "sell": Direction.SHORT, } -PRICETYPE_VT2TIGER = { - PriceType.LIMIT: "LMT", - PriceType.MARKET: "MKT", +ORDERTYPE_VT2TIGER = { + OrderType.LIMIT: "LMT", + OrderType.MARKET: "MKT", } STATUS_TIGER2VT = { @@ -339,7 +339,7 @@ class TigerGateway(BaseGateway): account=self.account, contract=contract, action=DIRECTION_VT2TIGER[req.direction], - order_type=PRICETYPE_VT2TIGER[req.price_type], + order_type=ORDERTYPE_VT2TIGER[req.type], quantity=int(req.volume), limit_price=req.price, ) diff --git a/vnpy/trader/constant.py b/vnpy/trader/constant.py index 77d5e4e4..426843bc 100644 --- a/vnpy/trader/constant.py +++ b/vnpy/trader/constant.py @@ -53,9 +53,9 @@ class Product(Enum): SPREAD = "价差" -class PriceType(Enum): +class OrderType(Enum): """ - Order price type. + Order type. """ LIMIT = "限价" MARKET = "市价" diff --git a/vnpy/trader/object.py b/vnpy/trader/object.py index 1618d609..ccbe9b82 100644 --- a/vnpy/trader/object.py +++ b/vnpy/trader/object.py @@ -6,7 +6,7 @@ from dataclasses import dataclass from datetime import datetime from logging import INFO -from .constant import Direction, Exchange, Interval, Offset, Status, Product, OptionType, PriceType +from .constant import Direction, Exchange, Interval, Offset, Status, Product, OptionType, OrderType ACTIVE_STATUSES = set([Status.SUBMITTING, Status.NOTTRADED, Status.PARTTRADED]) @@ -265,7 +265,7 @@ class OrderRequest: symbol: str exchange: Exchange direction: Direction - price_type: PriceType + type: OrderType volume: float price: float = 0 offset: Offset = Offset.NONE diff --git a/vnpy/trader/ui/widget.py b/vnpy/trader/ui/widget.py index 93df02d1..66a05733 100644 --- a/vnpy/trader/ui/widget.py +++ b/vnpy/trader/ui/widget.py @@ -9,7 +9,7 @@ from typing import Any from PyQt5 import QtCore, QtGui, QtWidgets from vnpy.event import Event, EventEngine -from ..constant import Direction, Exchange, Offset, PriceType +from ..constant import Direction, Exchange, Offset, OrderType from ..engine import MainEngine from ..event import ( EVENT_TICK, @@ -597,9 +597,9 @@ class TradingWidget(QtWidgets.QWidget): self.offset_combo = QtWidgets.QComboBox() self.offset_combo.addItems([offset.value for offset in Offset]) - self.price_type_combo = QtWidgets.QComboBox() - self.price_type_combo.addItems( - [price_type.value for price_type in PriceType]) + self.order_type_combo = QtWidgets.QComboBox() + self.order_type_combo.addItems( + [order_type.value for order_type in OrderType]) double_validator = QtGui.QDoubleValidator() double_validator.setBottom(0) @@ -625,7 +625,7 @@ class TradingWidget(QtWidgets.QWidget): form1.addRow("名称", self.name_line) form1.addRow("方向", self.direction_combo) form1.addRow("开平", self.offset_combo) - form1.addRow("类型", self.price_type_combo) + form1.addRow("类型", self.order_type_combo) form1.addRow("价格", self.price_line) form1.addRow("数量", self.volume_line) form1.addRow("接口", self.gateway_combo) @@ -838,7 +838,7 @@ class TradingWidget(QtWidgets.QWidget): symbol=symbol, exchange=Exchange(str(self.exchange_combo.currentText())), direction=Direction(str(self.direction_combo.currentText())), - price_type=PriceType(str(self.price_type_combo.currentText())), + type=OrderType(str(self.order_type_combo.currentText())), volume=volume, price=price, offset=Offset(str(self.offset_combo.currentText())),