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[Mod] improve code style

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vn.py 2019-06-09 08:45:43 +08:00
parent 981c666f4d
commit 2e2b2f7510
1 changed files with 19 additions and 49 deletions
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54
vnpy/gateway/tap/tap_gateway.py
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@ -27,12 +27,9 @@ from vnpy.api.tap.vntap.ITapTrade import (
TAPI_ORDER_STATE_QUEUED, TAPI_ORDER_STATE_PARTFINISHED,
TAPI_ORDER_STATE_FINISHED, TAPI_ORDER_STATE_CANCELED,
TAPI_ORDER_STATE_SUBMIT, TAPI_ORDER_TYPE_MARKET,
TAPI_ORDER_TYPE_LIMIT,
TapAPIOrderInfoNotice, TAPI_ORDER_STATE_ACCEPT, TAPI_ORDER_STATE_TRIGGERING,
TAPI_ORDER_STATE_EXCTRIGGERING, TAPI_ORDER_STATE_CANCELING, TAPI_ORDER_STATE_MODIFYING,
TAPI_ORDER_STATE_LEFTDELETED, TAPI_ORDER_STATE_FAIL, TAPI_ORDER_STATE_DELETED,
TAPI_ORDER_STATE_SUPPENDED, TAPI_ORDER_STATE_DELETEDFOREXPIRE, TAPI_ORDER_STATE_EFFECT,
TAPI_ORDER_STATE_APPLY)
TAPI_ORDER_TYPE_LIMIT, TAPI_ORDER_STATE_FAIL,
TapAPIOrderInfoNotice
)
from vnpy.api.tap.error_codes import error_map
from vnpy.event import EventEngine
@ -85,41 +82,12 @@ DIRECTION_TAP2VT = {
DIRECTION_VT2TAP = {v: k for k, v in DIRECTION_TAP2VT.items()}
STATUS_TAP2VT = {
# 终端提交
TAPI_ORDER_STATE_SUBMIT: Status.SUBMITTING,
# 已受理
TAPI_ORDER_STATE_ACCEPT: Status.NOTTRADED,
# 策略待触发
TAPI_ORDER_STATE_TRIGGERING: Status.NOTTRADED,
# 交易所待触发
TAPI_ORDER_STATE_EXCTRIGGERING: Status.NOTTRADED,
# 已排队
TAPI_ORDER_STATE_QUEUED: Status.NOTTRADED,
# 部分成交
TAPI_ORDER_STATE_PARTFINISHED: Status.PARTTRADED,
# 完全成交
TAPI_ORDER_STATE_FINISHED: Status.ALLTRADED,
# 待撤消(排队临时状态)
TAPI_ORDER_STATE_CANCELING: 0, # todo: vnpy缺少本地canceling的状态，可能导致重复撤单
# 待修改(排队临时状态)
TAPI_ORDER_STATE_MODIFYING: 0,
# 完全撤单
TAPI_ORDER_STATE_CANCELED: Status.CANCELLED,
# 已撤余单
TAPI_ORDER_STATE_LEFTDELETED: 0,
# 指令失败
TAPI_ORDER_STATE_FAIL: Status.CANCELLED,
# 策略删除
TAPI_ORDER_STATE_DELETED: 0,
# 已挂起
TAPI_ORDER_STATE_SUPPENDED: 0,
# 到期删除
TAPI_ORDER_STATE_DELETEDFOREXPIRE: 0,
# 已生效——询价成功
TAPI_ORDER_STATE_EFFECT: 0,
# 已申请——行权、弃权、套利等申请成功
TAPI_ORDER_STATE_APPLY: 0,
TAPI_ORDER_STATE_FAIL: Status.REJECTED,
}
ORDERTYPE_TAP2VT = {
@ -159,7 +127,6 @@ class TapGateway(BaseGateway):
self.quote_api = QuoteApi(self)
self.trade_api = TradeApi(self)
set_async_callback_exception_handler(
self._async_callback_exception_handler)
@ -377,7 +344,6 @@ class TradeApi(ITapTradeAPINotify):
self.sys_server_map = {}
self.cancel_reqs = {}
def OnConnect(self):
""""""
self.gateway.write_log("交易服务器连接成功")
@ -603,12 +569,12 @@ class TradeApi(ITapTradeAPINotify):
symbol=info.CommodityNo + info.ContractNo,
exchange=EXCHANGE_TAP2VT.get(info.ExchangeNo, None),
orderid=info.ClientOrderNo,
type=ORDERTYPE_TAP2VT[info.OrderType],
type=ORDERTYPE_TAP2VT.get(info.OrderType, info.OrderType),
direction=DIRECTION_TAP2VT[info.OrderSide],
price=info.OrderPrice,
volume=info.OrderQty,
traded=info.OrderMatchQty,
status=STATUS_TAP2VT[info.OrderState],
status=STATUS_TAP2VT.get(info.OrderState, info.OrderState),
time=info.OrderInsertTime,
gateway_name=self.gateway_name
)
@ -666,14 +632,18 @@ class TradeApi(ITapTradeAPINotify):
self.write_log(f"找不到匹配的合约：{req.symbol}和{req.exchange.value}")
return ""
if req.type not in ORDERTYPE_VT2TAP:
self.write_log(f"不支持的委托类型: {req.type.value}")
return ""
order_req = TapAPINewOrder()
order_req.ExchangeNo = contract_info.exchange_no
order_req.CommodityNo = contract_info.commodity_no
order_req.CommodityType = contract_info.commodity_type
order_req.AccountNo = self.account_no
order_req.ContractNo = contract_info.contract_no
order_req.OrderType = ORDERTYPE_VT2TAP.get(req.type, "")
order_req.OrderSide = DIRECTION_VT2TAP.get(req.direction, "")
order_req.OrderType = ORDERTYPE_VT2TAP.get[req.type]
order_req.OrderSide = DIRECTION_VT2TAP.get[req.direction]
order_req.OrderPrice = req.price
order_req.OrderQty = int(req.volume) # verify me: force float as int