From 88bb029957ea6d4681ce0d698e0489c4ac471fbd Mon Sep 17 00:00:00 2001 From: 1122455801 Date: Tue, 14 May 2019 22:09:34 +0800 Subject: [PATCH] Update tiger_gateway.py --- vnpy/gateway/tiger/tiger_gateway.py | 59 ++++++++++++++--------------- 1 file changed, 29 insertions(+), 30 deletions(-) diff --git a/vnpy/gateway/tiger/tiger_gateway.py b/vnpy/gateway/tiger/tiger_gateway.py index 801f3f85..591777f3 100644 --- a/vnpy/gateway/tiger/tiger_gateway.py +++ b/vnpy/gateway/tiger/tiger_gateway.py @@ -92,8 +92,8 @@ class TigerGateway(BaseGateway): default_setting = { "tiger_id": "", "account": "", - "standard_account": "", - "private_key": '', + "服务器": ["标准", "环球", "仿真"], + "private_key": "", } exchanges = [ @@ -109,8 +109,7 @@ class TigerGateway(BaseGateway): self.tiger_id = "" self.account = "" - self.standard_account = "" - self.paper_account = "" + self.server = "" self.language = "" self.client_config = None @@ -149,11 +148,10 @@ class TigerGateway(BaseGateway): def connect(self, setting: dict): """""" - self.private_key = setting['private_key'] + self.private_key = setting["private_key"] self.tiger_id = setting["tiger_id"] + self.server = setting["服务器"] self.account = setting["account"] - self.standard_account = setting["standard_account"] - self.paper_account = setting["account"] self.languege = Language.zh_CN # Start thread pool for REST call @@ -167,14 +165,12 @@ class TigerGateway(BaseGateway): self.add_task(self.connect_trade) self.add_task(self.connect_push) - def init_client_config(self, sandbox=True): + def init_client_config(self, sandbox=False): """""" self.client_config = TigerOpenClientConfig(sandbox_debug=sandbox) self.client_config.private_key = self.private_key self.client_config.tiger_id = self.tiger_id self.client_config.account = self.account - self.client_config.standard_account = self.standard_account - self.client_config.paper_account = self.paper_account self.client_config.language = self.language def connect_quote(self): @@ -213,12 +209,13 @@ class TigerGateway(BaseGateway): Connect to push server. """ protocol, host, port = self.client_config.socket_host_port - self.push_client = PushClient(host, port, (protocol == 'ssl')) + self.push_client = PushClient(host, port, (protocol == "ssl")) self.push_client.quote_changed = self.on_quote_change self.push_client.asset_changed = self.on_asset_change self.push_client.position_changed = self.on_position_change self.push_client.order_changed = self.on_order_change + self.push_client.connect_callback = self.on_push_connected self.push_client.connect( self.client_config.tiger_id, self.client_config.private_key) @@ -257,18 +254,17 @@ class TigerGateway(BaseGateway): ) self.ticks[symbol] = tick - tick.datetime = datetime.fromtimestamp(data["latest_time"] / 1000) - tick.pre_close = data.get("prev_close", 0) - tick.last_price = data.get("latest_price", 0) - tick.volume = data.get("volume", 0) - tick.open_price = data.get("open", 0) - tick.open_price = data.get("open", 0) - tick.high_price = data.get("high", 0) - tick.low_price = data.get("low", 0) - tick.ask_price_1 = data.get("ask_price", 0) - tick.bid_price_1 = data.get("bid_price", 0) - tick.ask_volume_1 = data.get("ask_size", 0) - tick.bid_volume_1 = data.get("bid_size", 0) + tick.datetime = datetime.fromtimestamp(int(data["latest_time"]) / 1000) + tick.pre_close = data.get("prev_close", tick.pre_close) + tick.last_price = data.get("latest_price", tick.last_price) + tick.volume = data.get("volume", tick.volume) + tick.open_price = data.get("open", tick.open_price) + tick.high_price = data.get("high", tick.high_price) + tick.low_price = data.get("low", tick.low_price) + tick.ask_price_1 = data.get("ask_price", tick.ask_price_1) + tick.bid_price_1 = data.get("bid_price", tick.bid_price_1) + tick.ask_volume_1 = data.get("ask_size", tick.ask_volume_1) + tick.bid_volume_1 = data.get("bid_size", tick.bid_volume_1) self.on_tick(copy(tick)) @@ -392,7 +388,7 @@ class TigerGateway(BaseGateway): self.write_log(f"撤单失败：{req.orderid}") if not data: - self.write_log('撤单成功') + self.write_log("撤单成功") def query_contract(self): """""" @@ -401,20 +397,20 @@ class TigerGateway(BaseGateway): symbols_names_HK = self.quote_client.get_symbol_names( lang=Language.zh_CN, market=Market.HK) contract_names_HK = DataFrame( - symbols_names_HK, columns=['symbol', 'name']) + symbols_names_HK, columns=["symbol", "name"]) contractList = list(contract_names_HK["symbol"]) i, n = 0, len(contractList) result = pd.DataFrame() while i < n: - i += 500 - c = contractList[i - 500:i] + i += 50 + c = contractList[i - 50:i] r = self.quote_client.get_trade_metas(c) result = result.append(r) contract_detail_HK = result.sort_values(by="symbol", ascending=True) contract_HK = pd.merge( - contract_names_HK, contract_detail_HK, how='left', on='symbol') + contract_names_HK, contract_detail_HK, how="left", on="symbol") for ix, row in contract_HK.iterrows(): contract = ContractData( @@ -423,6 +419,7 @@ class TigerGateway(BaseGateway): name=row["name"], product=Product.EQUITY, size=1, + min_volume=row["lot_size"], pricetick=row["min_tick"], net_position=True, gateway_name=self.gateway_name, @@ -433,7 +430,7 @@ class TigerGateway(BaseGateway): # US Stock symbols_names_US = self.quote_client.get_symbol_names( lang=Language.zh_CN, market=Market.US) - contract_US = DataFrame(symbols_names_US, columns=['symbol', 'name']) + contract_US = DataFrame(symbols_names_US, columns=["symbol", "name"]) for ix, row in contract_US.iterrows(): contract = ContractData( @@ -442,6 +439,7 @@ class TigerGateway(BaseGateway): name=row["name"], product=Product.EQUITY, size=1, + min_volume=100, pricetick=0.001, gateway_name=self.gateway_name, ) @@ -451,7 +449,7 @@ class TigerGateway(BaseGateway): # CN Stock symbols_names_CN = self.quote_client.get_symbol_names( lang=Language.zh_CN, market=Market.CN) - contract_CN = DataFrame(symbols_names_CN, columns=['symbol', 'name']) + contract_CN = DataFrame(symbols_names_CN, columns=["symbol", "name"]) for ix, row in contract_CN.iterrows(): symbol = row["symbol"] @@ -463,6 +461,7 @@ class TigerGateway(BaseGateway): name=row["name"], product=Product.EQUITY, size=1, + min_volume=100, pricetick=0.001, gateway_name=self.gateway_name, )