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Merge branch 'dev' of https://github.com/vnpy/vnpy into dev

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This commit is contained in:
vn.py 2018-06-19 13:48:58 +08:00
commit 30be00063c
18 changed files with 85 additions and 80 deletions
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3
.travis.yml
View File

@ -4,9 +4,6 @@ cache: pip
python:
- 2.7
- 3.6
matrix:
allow_failures:
- python: 3.6
install:
- pip install -r requirements.txt
- pip install flake8 # pytest # add another testing frameworks later

7
vnpy/api/binance/test.py
View File

@ -1,6 +1,9 @@
from __future__ import absolute_import
from time import sleep
from vnbinance import BinanceApi
from six.moves import input
from .vnbinance import BinanceApi
if __name__ == '__main__':
@ -40,4 +43,4 @@ if __name__ == '__main__':
#api.initDataStream(['btcusdt@ticker', 'btcusdt@depth5'])
#api.initUserStream('NXvaiFwZz2LuKqINVerKOnWaQQG1JhdQNejiZKY9Kmgk4lZgTvm3nRAnXJK7')
raw_input()
input()

51
vnpy/api/binance/vnbinance.py
View File

@ -1,5 +1,6 @@
# encoding: UTF-8
from __future__ import print_function
import json
import requests
import hmac
@ -389,107 +390,107 @@ class BinanceApi(object):
#----------------------------------------------------------------------
def onError(self, data, reqid):
""""""
print(data, reqid)
print((data, reqid))
#----------------------------------------------------------------------
def onQueryPing(self, data, reqid):
""""""
print(data, reqid)
print((data, reqid))
#----------------------------------------------------------------------
def onQueryTime(self, data, reqid):
""""""
print(data, reqid)
print((data, reqid))
#----------------------------------------------------------------------
def onQueryExchangeInfo(self, data, reqid):
""""""
print(data, reqid)
print((data, reqid))
#----------------------------------------------------------------------
def onQueryDepth(self, data, reqid):
""""""
print(data, reqid)
print((data, reqid))
#----------------------------------------------------------------------
def onQueryTrades(self, data, reqid):
""""""
print(data, reqid)
print((data, reqid))
#----------------------------------------------------------------------
def onQueryAggTrades(self, data, reqid):
""""""
print(data, reqid)
print((data, reqid))
#----------------------------------------------------------------------
def onQueryKlines(self, data, reqid):
""""""
print(data, reqid)
print((data, reqid))
#----------------------------------------------------------------------
def onQueryTicker24HR(self, data, reqid):
""""""
print(data, reqid)
print((data, reqid))
#----------------------------------------------------------------------
def onQueryTickerPrice(self, data, reqid):
""""""
print(data, reqid)
print((data, reqid))
#----------------------------------------------------------------------
def onQueryBookTicker(self, data, reqid):
""""""
print(data, reqid)
print((data, reqid))
#----------------------------------------------------------------------
def onNewOrder(self, data, reqid):
""""""
print(data, reqid)
print((data, reqid))
#----------------------------------------------------------------------
def onQueryOrder(self, data, reqid):
""""""
print(data, reqid)
print((data, reqid))
#----------------------------------------------------------------------
def onCancelOrder(self, data, reqid):
""""""
print(data, reqid)
print((data, reqid))
#----------------------------------------------------------------------
def onQueryOpenOrders(self, data, reqid):
""""""
print(data, reqid)
print((data, reqid))
#----------------------------------------------------------------------
def onQueryAllOrders(self, data, reqid):
""""""
print(data, reqid)
print((data, reqid))
#----------------------------------------------------------------------
def onQueryAccount(self, data, reqid):
""""""
print(data, reqid)
print((data, reqid))
#----------------------------------------------------------------------
def onQueryMyTrades(self, data, reqid):
""""""
print(data, reqid)
print((data, reqid))
#----------------------------------------------------------------------
def onStartStream(self, data, reqid):
""""""
print(data, reqid)
print((data, reqid))
#----------------------------------------------------------------------
def onKeepaliveStream(self, data, reqid):
""""""
print(data, reqid)
print((data, reqid))
#----------------------------------------------------------------------
def onCloseStream(self, data, reqid):
""""""
print(data, reqid)
print((data, reqid))
###################################################
## Websocket Function
@ -547,12 +548,12 @@ class BinanceApi(object):
#----------------------------------------------------------------------
def onDataStreamError(self, msg):
""""""
print msg
print(msg)
#----------------------------------------------------------------------
def onMarketData(self, data):
""""""
print data
print(data)
#----------------------------------------------------------------------
def initUserStream(self, key):
@ -608,12 +609,12 @@ class BinanceApi(object):
#----------------------------------------------------------------------
def onUserStreamError(self, msg):
""""""
print msg
print(msg)
#----------------------------------------------------------------------
def onUserData(self, data):
""""""
print data
print(data)
#----------------------------------------------------------------------
def runKeepalive(self):

12
vnpy/api/bitfinex/vnbitfinex.py
View File

@ -1,5 +1,6 @@
# encoding: UTF-8
from __future__ import print_function
import json
import requests
import traceback
@ -9,6 +10,8 @@ from queue import Queue, Empty
import websocket
from six.moves import input
WEBSOCKET_V2_URL = 'wss://api.bitfinex.com/ws/2'
RESTFUL_V1_URL = 'https://api.bitfinex.com/v1'
@ -78,17 +81,17 @@ class BitfinexApi(object):
#----------------------------------------------------------------------
def onConnect(self):
""""""
print 'connected'
print('connected')
#----------------------------------------------------------------------
def onData(self, data):
""""""
print data
print(data)
#----------------------------------------------------------------------
def onError(self, msg):
""""""
print msg
print(msg)
#----------------------------------------------------------------------
def sendReq(self, req):
@ -130,5 +133,4 @@ if __name__ == '__main__':
}
api.sendReq(d)
raw_input()
input()

20
vnpy/api/huobi/vnhuobi.py
View File

@ -1,23 +1,25 @@
# encoding: utf-8
from __future__ import print_function
import urllib
import hmac
import base64
import hashlib
import requests
import hmac
import json
import ssl
import traceback
import urllib
import zlib
from copy import copy
from datetime import datetime
from threading import Thread
from queue import Queue, Empty
from multiprocessing.dummy import Pool
from queue import Empty, Queue
from threading import Thread
from time import sleep
import json
import zlib
from websocket import create_connection, _exceptions
import requests
from websocket import _exceptions, create_connection
# 常量定义
TIMEOUT = 10
@ -660,4 +662,4 @@ class DataApi(object):
#----------------------------------------------------------------------
def onMarketDetail(self, data):
"""市场细节推送"""
print(data)
print(data)

7
vnpy/api/sgit/__init__.py
View File

@ -1,5 +1,6 @@
# encoding: UTF-8
from vnsgitmd import MdApi
from vnsgittd import TdApi
from sgit_data_type import defineDict
from __future__ import absolute_import
from .vnsgitmd import MdApi
from .vnsgittd import TdApi
from .sgit_data_type import defineDict

1
vnpy/event/eventEngine.py
View File

@ -1,6 +1,7 @@
# encoding: UTF-8
# 系统模块
from __future__ import print_function
from queue import Queue, Empty
from threading import Thread
from time import sleep

1
vnpy/event/eventType.py
View File

@ -10,6 +10,7 @@
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。
'''
from __future__ import print_function
EVENT_TIMER = 'eTimer' # 计时器事件，每隔1秒发送一次

3
vnpy/rpc/testClient.py
View File

@ -1,9 +1,10 @@
# encoding: UTF-8
from __future__ import print_function
from __future__ import absolute_import
from time import sleep
from vnrpc import RpcClient
from .vnrpc import RpcClient
########################################################################

3
vnpy/rpc/testServer.py
View File

@ -1,9 +1,10 @@
# encoding: UTF-8
from __future__ import print_function
from __future__ import absolute_import
from time import sleep, time
from vnrpc import RpcServer
from .vnrpc import RpcServer
########################################################################

6
vnpy/trader/app/algoTrading/twapAlgo.py
View File

@ -3,6 +3,8 @@
from __future__ import division
from collections import OrderedDict
from six import text_type
from vnpy.trader.vtConstant import (DIRECTION_LONG, DIRECTION_SHORT)
from vnpy.trader.uiQt import QtWidgets
@ -23,7 +25,7 @@ class TwapAlgo(AlgoTemplate):
# 参数，强制类型转换，保证从CSV加载的配置正确
self.vtSymbol = str(setting['vtSymbol']) # 合约代码
self.direction = unicode(setting['direction']) # 买卖
self.direction = text_type(setting['direction']) # 买卖
self.targetPrice = float(setting['targetPrice']) # 目标价格
self.totalVolume = float(setting['totalVolume']) # 总数量
self.time = int(setting['time']) # 执行时间
@ -261,4 +263,4 @@ class TwapWidget(AlgoWidget):
return setting

6
vnpy/trader/app/algoTrading/uiAlgoManager.py
View File

@ -4,6 +4,8 @@ import csv
import traceback
from collections import OrderedDict
from six import text_type
from vnpy.event import Event
from vnpy.trader.uiQt import QtCore, QtWidgets
@ -465,7 +467,7 @@ class AlgoManager(QtWidgets.QWidget):
def loadCsv(self, path):
"""读取CSV配置文件"""
try:
with open(unicode(path)) as f:
with open(text_type(path)) as f:
buf = [line.encode('UTF-8') for line in f]
reader = csv.DictReader(buf)
@ -498,4 +500,4 @@ class AlgoManager(QtWidgets.QWidget):
path, fileType = QtWidgets.QFileDialog.getOpenFileName(self, u'启动篮子算法', '', 'CSV(*.csv) ')
l = self.loadCsv(path)
for setting in l:
self.algoEngine.addAlgo(setting)
self.algoEngine.addAlgo(setting)

4
vnpy/trader/app/algoTrading/uiAlgoWidget.py
View File

@ -1,5 +1,7 @@
# encoding: UTF-8
from six import text_type
from vnpy.trader.uiQt import QtWidgets
@ -54,7 +56,7 @@ class AlgoWidget(QtWidgets.QWidget):
"""保存算法配置"""
setting = self.getAlgoSetting()
setting['templateName'] = self.templateName
setting['settingName'] = unicode(self.lineSettingName.text())
setting['settingName'] = text_type(self.lineSettingName.text())
self.algoEngine.saveAlgoSetting(setting)
self.lineSettingName.setText('')

5
vnpy/trader/gateway/binanceGateway/binanceGateway.py
View File

@ -3,6 +3,7 @@
'''
vnpy.api.binance的gateway接入
'''
from __future__ import print_function
import os
import json
@ -40,11 +41,11 @@ priceTypeMap[PRICETYPE_MARKETPRICE] = 'MARKET'
#----------------------------------------------------------------------
def print_dict(d):
""""""
print '-' * 30
print('-' * 30)
l = d.keys()
l.sort()
for k in l:
print '%s:%s' %(k, d[k])
print('%s:%s' %(k, d[k]))
########################################################################

2
vnpy/trader/gateway/futuGateway/Futu_connect.json
View File

@ -3,5 +3,5 @@
"port": 11111,
"market": "HK",
"password": "123123",
"env": 1
"env": "REAL"
}

28
vnpy/trader/gateway/futuGateway/futuGateway.py
View File

@ -12,14 +12,9 @@ from datetime import datetime
from copy import copy
import futuquant as ft
from futuquant import (RET_ERROR, RET_OK, PriceRegularMode,
from futuquant import (RET_ERROR, RET_OK, TrdEnv,
StockQuoteHandlerBase, OrderBookHandlerBase,
TradeOrderHandlerBase, TradeDealHandlerBase)
#from futuquant.open_context import (RET_ERROR, RET_OK, PriceRegularMode,
#StockQuoteHandlerBase, OrderBookHandlerBase,
#USTradeOrderHandlerBase, USTradeDealHandlerBase,
#HKTradeOrderHandlerBase, HKTradeDealHandlerBase)
from vnpy.trader.vtGateway import *
from vnpy.trader.vtConstant import GATEWAYTYPE_INTERNATIONAL
@ -182,15 +177,11 @@ class FutuGateway(VtGateway):
# 连接交易接口
if self.market == 'US':
self.tradeCtx = ft.OpenUSTradeContext(self.host, self.port)
OrderHandlerBase = USTradeOrderHandlerBase
DealHandlerBase = USTradeDealHandlerBase
else:
self.tradeCtx = ft.OpenHKTradeContext(self.host, self.port)
OrderHandlerBase = HKTradeOrderHandlerBase
DealHandlerBase = HKTradeDealHandlerBase
# 继承实现处理器类
class OrderHandler(OrderHandlerBase):
class OrderHandler(TradeOrderHandlerBase):
"""委托处理器"""
gateway = self # 缓存Gateway对象
@ -201,7 +192,7 @@ class FutuGateway(VtGateway):
self.gateway.processOrder(content)
return RET_OK, content
class DealHandler(DealHandlerBase):
class DealHandler(TradeDealHandlerBase):
"""订单簿处理器"""
gateway = self
@ -223,11 +214,6 @@ class FutuGateway(VtGateway):
# 启动交易接口
self.tradeCtx.start()
# 订阅委托推送
self.tradeCtx.subscribe_order_deal_push([],
order_deal_push=True,
envtype=self.env)
self.writeLog(u'交易接口连接成功')
#----------------------------------------------------------------------
@ -306,7 +292,7 @@ class FutuGateway(VtGateway):
#----------------------------------------------------------------------
def qryAccount(self):
"""查询账户资金"""
code, data = self.tradeCtx.accinfo_query(self.env)
code, data = self.tradeCtx.accinfo_query(trd_env=self.env, acc_id=0)
if code:
self.writeError(code, u'查询账户资金失败：%s' %data)
@ -327,7 +313,7 @@ class FutuGateway(VtGateway):
#----------------------------------------------------------------------
def qryPosition(self):
"""查询持仓"""
code, data = self.tradeCtx.position_list_query(envtype=self.env)
code, data = self.tradeCtx.position_list_query(trd_env=self.env, acc_id=0)
if code:
self.writeError(code, u'查询持仓失败：%s' %data)
@ -356,7 +342,7 @@ class FutuGateway(VtGateway):
#----------------------------------------------------------------------
def qryOrder(self):
"""查询委托"""
code, data = self.tradeCtx.order_list_query("", envtype=self.env)
code, data = self.tradeCtx.order_list_query("", trd_env=self.env)
if code:
self.writeError(code, u'查询委托失败：%s' %data)

2
vnpy/trader/uiBasicWidget.py
View File

@ -1144,7 +1144,7 @@ class ContractMonitor(BasicMonitor):
"""显示所有合约数据"""
l = self.mainEngine.getAllContracts()
d = {'.'.join([contract.exchange, contract.symbol]):contract for contract in l}
l2 = d.keys()
l2 = list(d.keys())
l2.sort(reverse=True)
self.setRowCount(len(l2))

4
vnpy/trader/vtFunction.py
View File

@ -11,6 +11,8 @@ import traceback
from datetime import datetime
from math import isnan
from six import text_type
#----------------------------------------------------------------------
def safeUnicode(value):
@ -26,7 +28,7 @@ def safeUnicode(value):
if abs(d.as_tuple().exponent) > MAX_DECIMAL:
value = round(value, ndigits=MAX_DECIMAL)
return unicode(value)
return text_type(value)
#----------------------------------------------------------------------