Modernize vnpy/trader/gateway

vnpy/trader/gateway/cshshlpGateway/__init__.py

@@ -1,7 +1,8 @@
 # encoding: UTF-8
 
+from __future__ import absolute_import
 from vnpy.trader import vtConstant
-from cshshlpGateway import CshshlpGateway
+from .cshshlpGateway import CshshlpGateway
 
 gatewayClass = CshshlpGateway
 gatewayName = 'CSHSHLP'

vnpy/trader/gateway/ctpGateway/__init__.py

@@ -1,7 +1,8 @@
 # encoding: UTF-8
 
+from __future__ import absolute_import
 from vnpy.trader import vtConstant
-from ctpGateway import CtpGateway
+from .ctpGateway import CtpGateway
 
 gatewayClass = CtpGateway
 gatewayName = 'CTP'

vnpy/trader/gateway/ctpGateway/language/__init__.py

@@ -1,15 +1,16 @@
 # encoding: UTF-8
 
+from __future__ import absolute_import
 import json
 import os
 import traceback
 
 # 默认设置
-from chinese import text
+from .chinese import text
 
 # 获取全局配置
 from vnpy.trader.vtGlobal import globalSetting
 
 # 打开配置文件，读取语言配置
 if globalSetting['language'] == 'english':
-    from english import text
+    from .english import text

vnpy/trader/gateway/femasGateway/__init__.py

@@ -1,7 +1,8 @@
 # encoding: UTF-8
 
+from __future__ import absolute_import
 from vnpy.trader import vtConstant
-from femasGateway import FemasGateway
+from .femasGateway import FemasGateway
 
 gatewayClass = FemasGateway
 gatewayName = 'FEMAS'

vnpy/trader/gateway/femasGateway/femasGateway.py

@@ -5,6 +5,7 @@ vn.femas的gateway接入
 
 考虑到飞马只对接期货（目前只有中金所）, vtSymbol直接使用symbol
 '''
+from __future__ import print_function
 
 
 import os
@@ -599,10 +600,10 @@ class FemasTdApi(TdApi):
         # 如果登录成功，推送日志信息
         if error['ErrorID'] == 0:
             for k, v in data.items():
-                print k, ':', v
+                print(k, ':', v)
             if data['MaxOrderLocalID']:
                 self.localID = int(data['MaxOrderLocalID'])    # 目前最大本地报单号
-                print 'id now', self.localID
+                print('id now', self.localID)
             
             self.loginStatus = True
             self.gateway.mdConnected = True

vnpy/trader/gateway/futuGateway/__init__.py

@@ -1,5 +1,6 @@
 # encoding: UTF-8
 
+from __future__ import absolute_import
 from vnpy.trader import vtConstant
 from .futuGateway import FutuGateway
 

vnpy/trader/gateway/fxcmGateway/__init__.py

@@ -1,7 +1,8 @@
 # encoding: UTF-8
 
+from __future__ import absolute_import
 from vnpy.trader import vtConstant
-from fxcmGateway import FxcmGateway
+from .fxcmGateway import FxcmGateway
 
 gatewayClass = FxcmGateway
 gatewayName = 'FXCM'

vnpy/trader/gateway/fxcmGateway/fxcmGateway.py

@@ -1,5 +1,6 @@
 # encoding: UTF-8
 
+from __future__ import print_function
 import os
 import json
 from datetime import datetime
@@ -434,22 +435,22 @@ class Api(FxcmApi):
     #----------------------------------------------------------------------
     def onOpenTrade(self, data, reqid):
         """开仓回调"""
-        print data, reqid
+        print(data, reqid)
         
     #----------------------------------------------------------------------
     def onCloseTrade(self, data, reqid):
         """平仓回调"""
-        print data, reqid 
+        print(data, reqid) 
         
     #----------------------------------------------------------------------
     def onChangeOrder(self, data, reqid):
         """改单回调"""
-        print data, reqid       
+        print(data, reqid)       
 
     #----------------------------------------------------------------------
     def onDeleteOrder(self, data, reqid):
         """撤单回调"""
-        print data, reqid       
+        print(data, reqid)       
     
     #----------------------------------------------------------------------
     def onPriceUpdate(self, data):

vnpy/trader/gateway/huobiGateway/__init__.py

@@ -1,7 +1,8 @@
 # encoding: UTF-8
 
+from __future__ import absolute_import
 from vnpy.trader import vtConstant
-from huobiGateway import HuobiGateway
+from .huobiGateway import HuobiGateway
 
 gatewayClass = HuobiGateway
 gatewayName = 'HUOBI'

vnpy/trader/gateway/huobiGateway/huobiGateway.py

@@ -3,8 +3,8 @@
 '''
 vn.sec的gateway接入
 '''
+from __future__ import print_function
 
-import os
 import json
 from datetime import datetime, timedelta
 from copy import copy
@@ -12,7 +12,7 @@ from math import pow
 
 from vnpy.api.huobi import TradeApi, DataApi
 from vnpy.trader.vtGateway import *
-from vnpy.trader.vtFunction import getJsonPath, getTempPath
+from vnpy.trader.vtFunction import getJsonPath
 
 
 # 委托状态类型映射
@@ -29,11 +29,9 @@ statusMapReverse['canceled'] = STATUS_CANCELLED
 #----------------------------------------------------------------------
 def print_dict(d):
     """"""
-    print '-' * 30
-    l = d.keys()
-    l.sort()
-    for k in l:
-        print '%s:%s' %(k, d[k])
+    print('-' * 30)
+    for key in sorted(d):
+        print('%s:%s' % (key, d[key]))
 
 
 ########################################################################
@@ -60,7 +58,7 @@ class HuobiGateway(VtGateway):
     def connect(self):
         """连接"""
         try:
-            f = file(self.filePath)
+            f = open(self.filePath)
         except IOError:
             log = VtLogData()
             log.gatewayName = self.gatewayName
@@ -294,7 +292,7 @@ class HuobiDataApi(DataApi):
     #----------------------------------------------------------------------
     def onTradeDetail(self, data):
         """成交细节推送"""
-        print data
+        print(data)
 
     #----------------------------------------------------------------------
     def onMarketDetail(self, data):
@@ -322,7 +320,6 @@ class HuobiDataApi(DataApi):
             self.gateway.onTick(tick)
 
 
-
 ########################################################################
 class HuobiTradeApi(TradeApi):
     """交易API实现"""
@@ -693,7 +690,7 @@ class HuobiTradeApi(TradeApi):
     #----------------------------------------------------------------------
     def onGetMatchResult(self, data, reqid):
         """查询单一成交回调"""
-        print reqid, data
+        print(reqid, data)
 
     #----------------------------------------------------------------------
     def onPlaceOrder(self, data, reqid):
@@ -717,4 +714,4 @@ class HuobiTradeApi(TradeApi):
     #----------------------------------------------------------------------
     def onBatchCancel(self, data, reqid):
         """批量撤单回调"""
-        print reqid, data
+        print(reqid, data)

vnpy/trader/gateway/ibGateway/__init__.py

@@ -1,7 +1,8 @@
 # encoding: UTF-8
 
+from __future__ import absolute_import
 from vnpy.trader import vtConstant
-from ibGateway import IbGateway
+from .ibGateway import IbGateway
 
 gatewayClass = IbGateway
 gatewayName = 'IB'

vnpy/trader/gateway/ibGateway/ibGateway.py

@@ -10,6 +10,7 @@ Interactive Brokers的gateway接入，已经替换为vn.ib封装。
 4. 目前只支持股票和期货交易，ib api里期权合约的确定是基于Contract对象的多个字段，比较复杂暂时没做
 5. 海外市场的交易规则和国内有很多细节上的不同，所以一些字段类型的映射可能不合理，如果发现问题欢迎指出
 '''
+from __future__ import print_function
 
 import os
 import json
@@ -375,7 +376,7 @@ class IbWrapper(IbApi):
                 newtick = copy(tick)
                 self.gateway.onTick(newtick)
         else:
-            print field
+            print(field)
         
     #----------------------------------------------------------------------
     def tickSize(self, tickerId, field, size):
@@ -385,7 +386,7 @@ class IbWrapper(IbApi):
             key = tickFieldMap[field]
             tick.__setattr__(key, size)   
         else:
-            print field
+            print(field)
         
     #----------------------------------------------------------------------
     def tickOptionComputation(self, tickerId, tickType, impliedVol, delta, optPrice, pvDividend, gamma, vega, theta, undPrice):

vnpy/trader/gateway/ibGateway/language/__init__.py

@@ -1,11 +1,12 @@
 # encoding: UTF-8
 
+from __future__ import absolute_import
 import json
 import os
 import traceback
 
 # 默认设置
-from chinese import text
+from .chinese import text
 
 # 获取目录上级路径
 path = os.path.abspath(os.path.join(os.path.dirname(__file__), '..', '..', '..'))
@@ -14,10 +15,9 @@ SETTING_FILENAME = os.path.join(path, SETTING_FILENAME)
 
 # 打开配置文件，读取语言配置
 try:
-    f = file(SETTING_FILENAME)
-    setting = json.load(f)
+    with open(SETTING_FILENAME) as f:
+        setting = json.load(f)
     if setting['language'] == 'english':
-        from english import text
-    f.close()
-except:
+        from .english import text
+except Exception:
     traceback.print_exc()

vnpy/trader/gateway/ksgoldGateway/__init__.py

@@ -1,7 +1,8 @@
 # encoding: UTF-8
 
+from __future__ import absolute_import
 from vnpy.trader import vtConstant
-from ksgoldGateway import KsgoldGateway
+from .ksgoldGateway import KsgoldGateway
 
 gatewayClass = KsgoldGateway
 gatewayName = 'KSGOLD'

vnpy/trader/gateway/ksotpGateway/__init__.py

@@ -1,7 +1,8 @@
 # encoding: UTF-8
 
+from __future__ import absolute_import
 from vnpy.trader import vtConstant
-from ksotpGateway import KsotpGateway
+from .ksotpGateway import KsotpGateway
 
 gatewayClass = KsotpGateway
 gatewayName = 'KSOTP'

vnpy/trader/gateway/lbankGateway/__init__.py

@@ -1,7 +1,8 @@
 # encoding: UTF-8
 
+from __future__ import absolute_import
 from vnpy.trader import vtConstant
-from lbankGateway import LbankGateway
+from .lbankGateway import LbankGateway
 
 gatewayClass = LbankGateway
 gatewayName = 'LBANK'

vnpy/trader/gateway/lbankGateway/lbankGateway.py

@@ -3,6 +3,7 @@
 '''
 vn.lhang的gateway接入
 '''
+from __future__ import print_function
 
 
 import os
@@ -244,11 +245,11 @@ class LbankApi(LbankApi):
     # ----------------------------------------------------------------------
     def onGetTrades(self, data, req, reqID):
         """查询历史成交"""
-        print data, reqID
+        print(data, reqID)
 
     # ----------------------------------------------------------------------
     def onGetKline(self, data, req, reqID):
-        print data, reqID
+        print(data, reqID)
     
     # ----------------------------------------------------------------------
     def onGetUserInfo(self, data, req, reqID):

vnpy/trader/gateway/ltsGateway/__init__.py

@@ -1,7 +1,8 @@
 # encoding: UTF-8
 
+from __future__ import absolute_import
 from vnpy.trader import vtConstant
-from ltsGateway import LtsGateway
+from .ltsGateway import LtsGateway
 
 gatewayClass = LtsGateway
 gatewayName = 'LTS'

vnpy/trader/gateway/ltsGateway/ltsGateway.py

@@ -3,6 +3,7 @@
 '''
 vn.lts的gateway接入
 '''
+from __future__ import print_function
 
 import os
 import json
@@ -980,7 +981,7 @@ class LtsQryApi(QryApi):
         elif data['ProductClass'] == '8':
             contract.productClass = PRODUCT_EQUITY
         else:
-            print data['ProductClass']
+            print(data['ProductClass'])
         
         # 期权类型
         if data['InstrumentType'] == '1':

vnpy/trader/gateway/oandaGateway/__init__.py

@@ -1,7 +1,8 @@
 # encoding: UTF-8
 
+from __future__ import absolute_import
 from vnpy.trader import vtConstant
-from oandaGateway import OandaGateway
+from .oandaGateway import OandaGateway
 
 gatewayClass = OandaGateway
 gatewayName = 'OANDA'

vnpy/trader/gateway/qdpGateway/__init__.py

@@ -1,7 +1,8 @@
 # encoding: UTF-8
 
+from __future__ import absolute_import
 from vnpy.trader import vtConstant
-from qdpGateway import QdpGateway
+from .qdpGateway import QdpGateway
 
 gatewayClass = QdpGateway
 gatewayName = 'QDP'

vnpy/trader/gateway/secGateway/__init__.py

@@ -1,7 +1,8 @@
 # encoding: UTF-8
 
+from __future__ import absolute_import
 from vnpy.trader import vtConstant
-from secGateway import SecGateway
+from .secGateway import SecGateway
 
 gatewayClass = SecGateway
 gatewayName = 'SEC'

vnpy/trader/gateway/secGateway/secGateway.py

@@ -3,6 +3,7 @@
 '''
 vn.sec的gateway接入
 '''
+from __future__ import print_function
 
 import os
 import json
@@ -50,11 +51,11 @@ exchangeMapReverse = {v:k for k,v in exchangeMap.items()}
 #----------------------------------------------------------------------
 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]))
     
 
 ########################################################################

vnpy/trader/gateway/sgitGateway/__init__.py

@@ -1,7 +1,8 @@
 # encoding: UTF-8
 
+from __future__ import absolute_import
 from vnpy.trader import vtConstant
-from sgitGateway import SgitGateway
+from .sgitGateway import SgitGateway
 
 gatewayClass = SgitGateway
 gatewayName = 'SGIT'

vnpy/trader/gateway/shzdGateway/__init__.py

@@ -1,7 +1,8 @@
 # encoding: UTF-8
 
+from __future__ import absolute_import
 from vnpy.trader import vtConstant
-from shzdGateway import ShzdGateway
+from .shzdGateway import ShzdGateway
 
 gatewayClass = ShzdGateway
 gatewayName = 'SHZD'

vnpy/trader/gateway/shzdGateway/shzdGateway.py

@@ -8,6 +8,7 @@ vn.shzd的gateway接入
 3. 持仓全部平光后，再次查询时会没有该合约的推送（和CTP不同），为了避免最后平仓
    不更新的情况，使用缓存机制来处理
 '''
+from __future__ import print_function
 
 
 import os
@@ -721,9 +722,9 @@ class ShzdGatewayApi(ShzdApi):
 #----------------------------------------------------------------------
 def printDict(d):
     """打印字典"""
-    print '-' * 50
+    print('-' * 50)
     l = d.keys()
     l.sort()
     for k in l:
-        print k, ':', d[k]
+        print(k, ':', d[k])
     

vnpy/trader/gateway/tkproGateway/tkproGateway.py

@@ -570,7 +570,7 @@ class TkproDataApi(object):
             tick.lowerLimit = data['limit_down']
     
             self.gateway.onTick(tick)
-        except Exception, e:
+        except Exception as e:
             self.writeLog(u'行情更新失败，错误信息：%s' % str(e))
 
     #----------------------------------------------------------------------

vnpy/trader/gateway/windGateway/__init__.py

@@ -1,7 +1,8 @@
 # encoding: UTF-8
 
+from __future__ import absolute_import
 from vnpy.trader import vtConstant
-from windGateway import WindGateway
+from .windGateway import WindGateway
 
 gatewayClass = WindGateway
 gatewayName = 'WIND'

vnpy/trader/gateway/windGateway/windGateway.py

@@ -3,6 +3,7 @@
 '''
 Wind Python API的gateway接入
 '''
+from __future__ import print_function
 
 from copy import copy
 
@@ -11,7 +12,7 @@ w = None
 try:
     from WindPy import w
 except ImportError:
-    print u'请先安装WindPy接口'
+    print(u'请先安装WindPy接口')
 
 from vnpy.trader.vtGateway import *
 

vnpy/trader/gateway/xspeedGateway/__init__.py

@@ -1,7 +1,8 @@
 # encoding: UTF-8
 
+from __future__ import absolute_import
 from vnpy.trader import vtConstant
-from xspeedGateway import XspeedGateway
+from .xspeedGateway import XspeedGateway
 
 gatewayClass = XspeedGateway
 gatewayName = 'XSPEED'

vnpy/trader/gateway/xtpGateway/__init__.py

@@ -1,7 +1,8 @@
 # encoding: UTF-8
 
+from __future__ import absolute_import
 from vnpy.trader import vtConstant
-from xtpGateway import XtpGateway
+from .xtpGateway import XtpGateway
 
 gatewayClass = XtpGateway
 gatewayName = 'XTP'