完成了LTS TD的测试脚本，并在封装的API调用python回调函数时添加了try...catch...语法，用于实现捕捉python异常，防止状态未知的API崩溃
This commit is contained in:
WOLF
parent
a9ff04a808
commit
32c8061852
@ -505,56 +505,130 @@ struct MdApiWrap : MdApi, wrapper < MdApi >
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{
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virtual void onFrontConnected()
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{
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//在向python环境中调用回调函数推送数据前，需要先获取全局锁GIL，防止解释器崩溃
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PyLock lock;
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//以下的try...catch...可以实现捕捉python环境中错误的功能，防止C++直接出现原因未知的崩溃
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try
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{
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this->get_override("onFrontConnected")();
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}
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catch (error_already_set const &)
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{
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PyErr_Print();
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}
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};
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virtual void onFrontDisconnected(int i)
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{
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PyLock lock;
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try
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{
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this->get_override("onFrontDisconnected")(i);
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}
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catch (error_already_set const &)
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{
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PyErr_Print();
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}
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};
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virtual void onHeartBeatWarning(int i)
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{
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PyLock lock;
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try
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{
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this->get_override("onHeartBeatWarning")(i);
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}
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catch (error_already_set const &)
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{
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PyErr_Print();
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}
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};
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virtual void onRspError(dict data, int id, bool last)
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{
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PyLock lock;
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try
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{
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this->get_override("onRspError")(data, id, last);
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}
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catch (error_already_set const &)
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{
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PyErr_Print();
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}
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};
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virtual void onRspUserLogin(dict data, dict error, int id, bool last)
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{
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PyLock lock;
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try
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{
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this->get_override("onRspUserLogin")(data, error, id, last);
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}
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catch (error_already_set const &)
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{
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PyErr_Print();
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}
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};
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virtual void onRspUserLogout(dict data, dict error, int id, bool last)
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{
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PyLock lock;
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try
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{
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this->get_override("onRspUserLogout")(data, error, id, last);
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}
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catch (error_already_set const &)
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{
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PyErr_Print();
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}
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};
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virtual void onRspSubMarketData(dict data, dict error, int id, bool last)
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{
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PyLock lock;
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try
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{
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this->get_override("onRspSubMarketData")(data, error, id, last);
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}
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catch (error_already_set const &)
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{
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PyErr_Print();
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}
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};
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virtual void onRspUnSubMarketData(dict data, dict error, int id, bool last)
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{
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PyLock lock;
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try
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{
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this->get_override("onRspUnSubMarketData")(data, error, id, last);
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}
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catch (error_already_set const &)
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{
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PyErr_Print();
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}
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};
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virtual void onRtnDepthMarketData(dict data)
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{
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PyLock lock;
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try
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{
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this->get_override("onRtnDepthMarketData")(data);
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}
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catch (error_already_set const &)
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{
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PyErr_Print();
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}
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};
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};
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@ -1,4 +1,4 @@
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# encoding = UTF-8
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# encoding: UTF-8
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import sys
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from time import sleep
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@ -10,14 +10,14 @@ from vnltsmd import *
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#----------------------------------------------------------------------
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def print_dict(d):
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"""按照键值打印一个字典"""
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"""按照键值打印一个字典"""
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for key,value in d.items():
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print key + ':' + str(value)
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#----------------------------------------------------------------------
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def simple_log(func):
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"""简单装饰器用于输出函数名"""
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"""简单装饰器用于输出函数名"""
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def wrapper(*args, **kw):
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print ""
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print str(func.__name__)
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@ -27,7 +27,7 @@ def simple_log(func):
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########################################################################
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class TestMdApi(MdApi):
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"""测试用实例"""
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"""测试用实例"""
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#----------------------------------------------------------------------
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def __init__(self):
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@ -37,112 +37,112 @@ class TestMdApi(MdApi):
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#----------------------------------------------------------------------
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@simple_log
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def onFrontConnected(self):
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"""服务器连接"""
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"""服务器连接"""
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pass
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#----------------------------------------------------------------------
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@simple_log
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def onFrontDisconnected(self, n):
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"""服务器断开"""
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"""服务器断开"""
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print n
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#----------------------------------------------------------------------
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@simple_log
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def onHeartBeatWarning(self, n):
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"""心跳报警"""
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"""心跳报警"""
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print n
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#----------------------------------------------------------------------
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@simple_log
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def onRspError(self, error, n, last):
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"""错误"""
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"""错误"""
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print_dict(error)
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#----------------------------------------------------------------------
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def onRspUserLogin(self, data, error, n, last):
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"""登陆回报"""
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"""登陆回报"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspUserLogout(self, data, error, n, last):
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"""登出回报"""
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"""登出回报"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspSubMarketData(self, data, error, n, last):
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"""订阅合约回报"""
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"""订阅合约回报"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspUnSubMarketData(self, data, error, n, last):
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"""退订合约回报"""
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"""退订合约回报"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRtnDepthMarketData(self, data):
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"""行情推送"""
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"""行情推送"""
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print_dict(data)
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#----------------------------------------------------------------------
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def main():
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"""主测试函数，出现堵塞时可以考虑使用sleep"""
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"""主测试函数，出现堵塞时可以考虑使用sleep"""
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reqid = 0
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# 创建Qt应用对象，用于事件循环
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# 创建Qt应用对象，用于事件循环
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app = QtGui.QApplication(sys.argv)
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# 创建API对象
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# 创建API对象
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api = TestMdApi()
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# 在C++环境中创建MdApi对象，传入参数是希望用来保存.con文件的地址
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# 在C++环境中创建MdApi对象，传入参数是希望用来保存.con文件的地址
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api.createFtdcMdApi('')
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# 注册前置机地址
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api.registerFront("tcp://101.231.210.1:24513")
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# 注册前置机地址
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api.registerFront("tcp://211.144.195.163:34513")
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# 初始化api，连接前置机
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# 初始化api，连接前置机
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api.init()
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sleep(0.5)
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# 登陆
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loginReq = {} # 创建一个空字典
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loginReq['UserID'] = '' # 参数作为字典键值的方式传入
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loginReq['Password'] = '' # 键名和C++中的结构体成员名对应
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loginReq['BrokerID'] = '2011'
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reqid = reqid + 1 # 请求数必须保持唯一性
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# 登陆
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loginReq = {} # 创建一个空字典
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loginReq['UserID'] = '' # 参数作为字典键值的方式传入
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loginReq['Password'] = '' # 键名和C++中的结构体成员名对应
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loginReq['BrokerID'] = ''
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reqid = reqid + 1 # 请求数必须保持唯一性
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i = api.reqUserLogin(loginReq, 1)
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sleep(0.5)
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## 登出
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## 登出
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#reqid = reqid + 1
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#i = api.reqUserLogout({}, 1)
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#sleep(0.5)
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# 获取交易日，目前输出为空
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# 获取交易日，目前输出为空
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#day = api.getTradingDay()
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#print 'Trading Day is:' + str(day)
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#sleep(0.5)
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# 订阅合约
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# 订阅合约
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subReq = {}
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subReq['InstrumentID'] = '600600'
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subReq['InstrumentID'] = '11000061'
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subReq['ExchangeID'] = 'SSE'
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i = api.subscribeMarketData(subReq)
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## 退订合约
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## 退订合约
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#i = api.unSubscribeMarketData(subReq)
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# 连续运行，用于输出行情
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# 连续运行，用于输出行情
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app.exec_()
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@ -1,83 +0,0 @@
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# encoding = UTF-8
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from PyQt4 import QtGui
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import sys
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from time import sleep
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from vnltstd import *
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def printdict(error):
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for key, value in error.items():
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print key + ':' + str(value)
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class MyTdApi(TdApi):
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def __init__(self):
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super(MyTdApi, self).__init__()
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def onFrontConnected(self):
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print 'connected'
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def onFrontDisconnected(self, i):
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print 'disconnected'
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def onHeartBeatWarning(self, i):
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print 'heartbeat'
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def onRspError(self, data, id_, last):
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print 'error'
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print data
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def onRspUserLogin(self, data, error, id_, last) :
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print 'login'
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printdict(data)
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printdict(error)
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def onRspUserLogout(self, data, error, id_, last):
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print 'logout'
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printdict(data)
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printdict(error)
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#----------------------------------------------------------------------
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def onRspQryInstrument(self, data, error, id_, last):
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""""""
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printdict(data)
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#----------------------------------------------------------------------
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def onRspQryInvestor(self, data, error, id_, last):
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""""""
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printdict(data)
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def main():
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app = QtGui.QApplication(sys.argv)
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api = MyTdApi()
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api.createFtdcTraderApi('')
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api.registerFront("tcp://101.231.210.1:24505")
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api.init()
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sleep(1.0)
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lgreq = {}
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lgreq['UserID'] = '010000058678'
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lgreq['Password'] = '0656032'
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lgreq['BrokerID'] = '2011'
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i = api.reqUserLogin(lgreq, 1)
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print i
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sleep(1.0)
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#req2 = {}
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#req2['InstrumentID'] = '600600'
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#req2['ExchangeID'] = 'SSE'
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#api.subscribeMarketData(req2)
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ireq = {}
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#a = api.reqQryInstrument(ireq, 3)
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b = api.reqQryInvestor(ireq, 3)
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#print 'a is:'+ str(a)
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app.exec_()
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if __name__ == '__main__':
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main()
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Binary file not shown.
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@ -323,6 +323,8 @@ void TdApi::OnRspQryTradingAccount(CSecurityFtdcTradingAccountField *pTradingAcc
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void TdApi::OnRspQryDepthMarketData(CSecurityFtdcDepthMarketDataField *pDepthMarketData, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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{
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if (pDepthMarketData) //手动修改，因为有可能出现pDepthMarketData为空指针的情况
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{
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Task task = Task();
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task.task_name = ONRSPQRYDEPTHMARKETDATA;
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task.task_data = *pDepthMarketData;
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@ -339,6 +341,7 @@ void TdApi::OnRspQryDepthMarketData(CSecurityFtdcDepthMarketDataField *pDepthMar
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task.task_id = nRequestID;
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task.task_last = bIsLast;
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this->task_queue.push(task);
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}
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};
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void TdApi::OnRspQryBondInterest(CSecurityFtdcBondInterestField *pBondInterest, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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@ -383,6 +386,8 @@ void TdApi::OnRspQryMarketRationInfo(CSecurityFtdcMarketRationInfoField *pMarket
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void TdApi::OnRspQryInstrumentCommissionRate(CSecurityFtdcInstrumentCommissionRateField *pInstrumentCommissionRate, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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{
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if (pInstrumentCommissionRate) //手动修改，因为有可能出现空指针的情况
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{
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Task task = Task();
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task.task_name = ONRSPQRYINSTRUMENTCOMMISSIONRATE;
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task.task_data = *pInstrumentCommissionRate;
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@ -399,6 +404,7 @@ void TdApi::OnRspQryInstrumentCommissionRate(CSecurityFtdcInstrumentCommissionRa
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task.task_id = nRequestID;
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task.task_last = bIsLast;
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this->task_queue.push(task);
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}
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};
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void TdApi::OnRspQryETFInstrument(CSecurityFtdcETFInstrumentField *pETFInstrument, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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@ -483,6 +489,8 @@ void TdApi::OnRspQrySFInstrument(CSecurityFtdcSFInstrumentField *pSFInstrument,
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void TdApi::OnRspQryOrder(CSecurityFtdcOrderField *pOrder, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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{
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if (pOrder) //手动修改，因为有可能出现pOrder为空指针的情况
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{
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Task task = Task();
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task.task_name = ONRSPQRYORDER;
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task.task_data = *pOrder;
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@ -499,10 +507,13 @@ void TdApi::OnRspQryOrder(CSecurityFtdcOrderField *pOrder, CSecurityFtdcRspInfoF
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task.task_id = nRequestID;
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task.task_last = bIsLast;
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this->task_queue.push(task);
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}
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};
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void TdApi::OnRspQryTrade(CSecurityFtdcTradeField *pTrade, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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{
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if (pTrade) //手动修改，因为有可能出现pTrade为空指针的情况
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{
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Task task = Task();
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task.task_name = ONRSPQRYTRADE;
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task.task_data = *pTrade;
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@ -519,10 +530,13 @@ void TdApi::OnRspQryTrade(CSecurityFtdcTradeField *pTrade, CSecurityFtdcRspInfoF
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task.task_id = nRequestID;
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task.task_last = bIsLast;
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this->task_queue.push(task);
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}
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};
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void TdApi::OnRspQryInvestorPosition(CSecurityFtdcInvestorPositionField *pInvestorPosition, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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{
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if (pInvestorPosition) //手动修改，防止空指针
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{
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Task task = Task();
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task.task_name = ONRSPQRYINVESTORPOSITION;
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task.task_data = *pInvestorPosition;
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@ -539,6 +553,7 @@ void TdApi::OnRspQryInvestorPosition(CSecurityFtdcInvestorPositionField *pInvest
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task.task_id = nRequestID;
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task.task_last = bIsLast;
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this->task_queue.push(task);
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}
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};
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void TdApi::OnRtnOrder(CSecurityFtdcOrderField *pOrder)
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@ -649,6 +664,8 @@ void TdApi::OnRtnFundInByBank(CSecurityFtdcFundTransferField *pFundTransfer)
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void TdApi::OnRspQryFundTransferSerial(CSecurityFtdcFundTransferField *pFundTransfer, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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{
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if (pFundTransfer) //手动修改，防止空指针
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{
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Task task = Task();
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task.task_name = ONRSPQRYFUNDTRANSFERSERIAL;
|
||||
task.task_data = *pFundTransfer;
|
||||
@ -665,6 +682,7 @@ void TdApi::OnRspQryFundTransferSerial(CSecurityFtdcFundTransferField *pFundTran
|
||||
task.task_id = nRequestID;
|
||||
task.task_last = bIsLast;
|
||||
this->task_queue.push(task);
|
||||
}
|
||||
};
|
||||
|
||||
void TdApi::OnRspFundInterTransfer(CSecurityFtdcFundInterTransferField *pFundInterTransfer, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
|
||||
@ -689,6 +707,8 @@ void TdApi::OnRspFundInterTransfer(CSecurityFtdcFundInterTransferField *pFundInt
|
||||
|
||||
void TdApi::OnRspQryFundInterTransferSerial(CSecurityFtdcFundInterTransferSerialField *pFundInterTransferSerial, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
|
||||
{
|
||||
if (pFundInterTransferSerial) //手动修改，防止空指针
|
||||
{
|
||||
Task task = Task();
|
||||
task.task_name = ONRSPQRYFUNDINTERTRANSFERSERIAL;
|
||||
task.task_data = *pFundInterTransferSerial;
|
||||
@ -705,6 +725,7 @@ void TdApi::OnRspQryFundInterTransferSerial(CSecurityFtdcFundInterTransferSerial
|
||||
task.task_id = nRequestID;
|
||||
task.task_last = bIsLast;
|
||||
this->task_queue.push(task);
|
||||
}
|
||||
};
|
||||
|
||||
void TdApi::OnRtnFundInterTransferSerial(CSecurityFtdcFundInterTransferSerialField *pFundInterTransferSerial)
|
||||
@ -2208,14 +2229,13 @@ int TdApi::reqUserLogout(dict req, int nRequestID)
|
||||
|
||||
int TdApi::reqOrderInsert(dict req, int nRequestID)
|
||||
{
|
||||
//该函数进行了手动编辑，主要因为Direction和CombOffsetFlag两个字段的特殊性
|
||||
CSecurityFtdcInputOrderField myreq = CSecurityFtdcInputOrderField();
|
||||
memset(&myreq, 0, sizeof(myreq));
|
||||
getChar(req, "ContingentCondition", &myreq.ContingentCondition);
|
||||
getChar(req, "CombOffsetFlag", myreq.CombOffsetFlag);
|
||||
getChar(req, "UserID", myreq.UserID);
|
||||
getChar(req, "LimitPrice", myreq.LimitPrice);
|
||||
getInt(req, "UserForceClose", &myreq.UserForceClose);
|
||||
getChar(req, "Direction", &myreq.Direction);
|
||||
getInt(req, "VolumeTotalOriginal", &myreq.VolumeTotalOriginal);
|
||||
getChar(req, "OrderPriceType", &myreq.OrderPriceType);
|
||||
getChar(req, "TimeCondition", &myreq.TimeCondition);
|
||||
@ -2233,6 +2253,33 @@ int TdApi::reqOrderInsert(dict req, int nRequestID)
|
||||
getChar(req, "InvestorID", myreq.InvestorID);
|
||||
getChar(req, "VolumeCondition", &myreq.VolumeCondition);
|
||||
getInt(req, "RequestID", &myreq.RequestID);
|
||||
|
||||
//处理Direction
|
||||
if (req.has_key("Direction"))
|
||||
{
|
||||
object o1 = req["Direction"];
|
||||
extract<string> x1(o1);
|
||||
if (x1.check())
|
||||
{
|
||||
string s1 = x1();
|
||||
const char *buffer1 = s1.c_str();
|
||||
myreq.Direction = *buffer1;
|
||||
}
|
||||
}
|
||||
|
||||
//处理CombOffsetFlag
|
||||
if (req.has_key("CombOffsetFlag"))
|
||||
{
|
||||
object o2 = req["CombOffsetFlag"];
|
||||
extract<string> x2(o2);
|
||||
if (x2.check())
|
||||
{
|
||||
string s2 = x2();
|
||||
const char *buffer2 = s2.c_str();
|
||||
myreq.CombOffsetFlag[0] = *buffer2;
|
||||
}
|
||||
}
|
||||
|
||||
int i = this->api->ReqOrderInsert(&myreq, nRequestID);
|
||||
return i;
|
||||
};
|
||||
@ -2464,6 +2511,7 @@ int TdApi::reqQryInvestorPosition(dict req, int nRequestID)
|
||||
|
||||
int TdApi::reqFundOutByLiber(dict req, int nRequestID)
|
||||
{
|
||||
//手动修改，结构体生成错误
|
||||
CSecurityFtdcInputFundTransferField myreq = CSecurityFtdcInputFundTransferField();
|
||||
memset(&myreq, 0, sizeof(myreq));
|
||||
getChar(req, "UserID", myreq.UserID);
|
||||
@ -2471,7 +2519,7 @@ int TdApi::reqFundOutByLiber(dict req, int nRequestID)
|
||||
getChar(req, "BrokerID", myreq.BrokerID);
|
||||
getChar(req, "AccountType", &myreq.AccountType);
|
||||
getChar(req, "Password", myreq.Password);
|
||||
getChar(req, "Password", myreq.Password);
|
||||
getDouble(req, "TradeAmount", &myreq.TradeAmount);
|
||||
getChar(req, "Digest", myreq.Digest);
|
||||
getChar(req, "AccountID", myreq.AccountID);
|
||||
int i = this->api->ReqFundOutByLiber(&myreq, nRequestID);
|
||||
@ -2524,236 +2572,550 @@ struct TdApiWrap : TdApi, wrapper < TdApi >
|
||||
{
|
||||
virtual void onFrontConnected()
|
||||
{
|
||||
//在向python环境中调用回调函数推送数据前，需要先获取全局锁GIL，防止解释器崩溃
|
||||
PyLock lock;
|
||||
|
||||
//以下的try...catch...可以实现捕捉python环境中错误的功能，防止C++直接出现原因未知的崩溃
|
||||
try
|
||||
{
|
||||
this->get_override("onFrontConnected")();
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
PyErr_Print();
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onFrontDisconnected(int i)
|
||||
{
|
||||
PyLock lock;
|
||||
|
||||
try
|
||||
{
|
||||
this->get_override("onFrontDisconnected")(i);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
PyErr_Print();
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onHeartBeatWarning(int i)
|
||||
{
|
||||
PyLock lock;
|
||||
|
||||
try
|
||||
{
|
||||
this->get_override("onHeartBeatWarning")(i);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
PyErr_Print();
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspError(dict error, int id, bool last)
|
||||
{
|
||||
PyLock lock;
|
||||
|
||||
try
|
||||
{
|
||||
this->get_override("onRspError")(error, id, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
PyErr_Print();
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspUserLogin(dict data, dict error, int id, bool last)
|
||||
{
|
||||
PyLock lock;
|
||||
|
||||
try
|
||||
{
|
||||
this->get_override("onRspUserLogin")(data, error, id, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
PyErr_Print();
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspUserLogout(dict data, dict error, int id, bool last)
|
||||
{
|
||||
PyLock lock;
|
||||
|
||||
try
|
||||
{
|
||||
this->get_override("onRspUserLogout")(data, error, id, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
PyErr_Print();
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspOrderInsert(dict data, dict error, int id, bool last)
|
||||
{
|
||||
PyLock lock;
|
||||
|
||||
try
|
||||
{
|
||||
this->get_override("onRspOrderInsert")(data, error, id, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
PyErr_Print();
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspOrderAction(dict data, dict error, int id, bool last)
|
||||
{
|
||||
PyLock lock;
|
||||
|
||||
try
|
||||
{
|
||||
this->get_override("onRspOrderAction")(data, error, id, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
PyErr_Print();
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspUserPasswordUpdate(dict data, dict error, int id, bool last)
|
||||
{
|
||||
PyLock lock;
|
||||
|
||||
try
|
||||
{
|
||||
this->get_override("onRspUserPasswordUpdate")(data, error, id, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
PyErr_Print();
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspTradingAccountPasswordUpdate(dict data, dict error, int id, bool last)
|
||||
{
|
||||
PyLock lock;
|
||||
|
||||
try
|
||||
{
|
||||
this->get_override("onRspTradingAccountPasswordUpdate")(data, error, id, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
PyErr_Print();
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryExchange(dict data, dict error, int id, bool last)
|
||||
{
|
||||
PyLock lock;
|
||||
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryExchange")(data, error, id, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
PyErr_Print();
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryInstrument(dict data, dict error, int id, bool last)
|
||||
{
|
||||
PyLock lock;
|
||||
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryInstrument")(data, error, id, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
PyErr_Print();
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryInvestor(dict data, dict error, int id, bool last)
|
||||
{
|
||||
PyLock lock;
|
||||
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryInvestor")(data, error, id, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
PyErr_Print();
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryTradingCode(dict data, dict error, int id, bool last)
|
||||
{
|
||||
PyLock lock;
|
||||
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryTradingCode")(data, error, id, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
PyErr_Print();
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryTradingAccount(dict data, dict error, int id, bool last)
|
||||
{
|
||||
PyLock lock;
|
||||
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryTradingAccount")(data, error, id, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
PyErr_Print();
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryDepthMarketData(dict data, dict error, int id, bool last)
|
||||
{
|
||||
PyLock lock;
|
||||
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryDepthMarketData")(data, error, id, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
PyErr_Print();
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryBondInterest(dict data, dict error, int id, bool last)
|
||||
{
|
||||
PyLock lock;
|
||||
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryBondInterest")(data, error, id, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
PyErr_Print();
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryMarketRationInfo(dict data, dict error, int id, bool last)
|
||||
{
|
||||
PyLock lock;
|
||||
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryMarketRationInfo")(data, error, id, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
PyErr_Print();
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryInstrumentCommissionRate(dict data, dict error, int id, bool last)
|
||||
{
|
||||
PyLock lock;
|
||||
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryInstrumentCommissionRate")(data, error, id, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
PyErr_Print();
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryETFInstrument(dict data, dict error, int id, bool last)
|
||||
{
|
||||
PyLock lock;
|
||||
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryETFInstrument")(data, error, id, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
PyErr_Print();
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryETFBasket(dict data, dict error, int id, bool last)
|
||||
{
|
||||
PyLock lock;
|
||||
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryETFBasket")(data, error, id, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
PyErr_Print();
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryOFInstrument(dict data, dict error, int id, bool last)
|
||||
{
|
||||
PyLock lock;
|
||||
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryOFInstrument")(data, error, id, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
PyErr_Print();
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQrySFInstrument(dict data, dict error, int id, bool last)
|
||||
{
|
||||
PyLock lock;
|
||||
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQrySFInstrument")(data, error, id, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
PyErr_Print();
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryOrder(dict data, dict error, int id, bool last)
|
||||
{
|
||||
PyLock lock;
|
||||
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryOrder")(data, error, id, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
PyErr_Print();
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryTrade(dict data, dict error, int id, bool last)
|
||||
{
|
||||
PyLock lock;
|
||||
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryTrade")(data, error, id, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
PyErr_Print();
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryInvestorPosition(dict data, dict error, int id, bool last)
|
||||
{
|
||||
PyLock lock;
|
||||
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryInvestorPosition")(data, error, id, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
PyErr_Print();
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRtnOrder(dict data)
|
||||
{
|
||||
PyLock lock;
|
||||
|
||||
try
|
||||
{
|
||||
this->get_override("onRtnOrder")(data);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
PyErr_Print();
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRtnTrade(dict data)
|
||||
{
|
||||
PyLock lock;
|
||||
|
||||
try
|
||||
{
|
||||
this->get_override("onRtnTrade")(data);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
PyErr_Print();
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onErrRtnOrderInsert(dict data, dict error)
|
||||
{
|
||||
PyLock lock;
|
||||
|
||||
try
|
||||
{
|
||||
this->get_override("onErrRtnOrderInsert")(data, error);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
PyErr_Print();
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onErrRtnOrderAction(dict data, dict error)
|
||||
{
|
||||
PyLock lock;
|
||||
|
||||
try
|
||||
{
|
||||
this->get_override("onErrRtnOrderAction")(data, error);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
PyErr_Print();
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspFundOutByLiber(dict data, dict error, int id, bool last)
|
||||
{
|
||||
PyLock lock;
|
||||
|
||||
try
|
||||
{
|
||||
this->get_override("onRspFundOutByLiber")(data, error, id, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
PyErr_Print();
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRtnFundOutByLiber(dict data)
|
||||
{
|
||||
PyLock lock;
|
||||
|
||||
try
|
||||
{
|
||||
this->get_override("onRtnFundOutByLiber")(data);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
PyErr_Print();
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onErrRtnFundOutByLiber(dict data, dict error)
|
||||
{
|
||||
PyLock lock;
|
||||
|
||||
try
|
||||
{
|
||||
this->get_override("onErrRtnFundOutByLiber")(data, error);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
PyErr_Print();
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRtnFundInByBank(dict data)
|
||||
{
|
||||
PyLock lock;
|
||||
|
||||
try
|
||||
{
|
||||
this->get_override("onRtnFundInByBank")(data);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
PyErr_Print();
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryFundTransferSerial(dict data, dict error, int id, bool last)
|
||||
{
|
||||
PyLock lock;
|
||||
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryFundTransferSerial")(data, error, id, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
PyErr_Print();
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspFundInterTransfer(dict data, dict error, int id, bool last)
|
||||
{
|
||||
PyLock lock;
|
||||
|
||||
try
|
||||
{
|
||||
this->get_override("onRspFundInterTransfer")(data, error, id, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
PyErr_Print();
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryFundInterTransferSerial(dict data, dict error, int id, bool last)
|
||||
{
|
||||
PyLock lock;
|
||||
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryFundInterTransferSerial")(data, error, id, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
PyErr_Print();
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRtnFundInterTransferSerial(dict data)
|
||||
{
|
||||
PyLock lock;
|
||||
|
||||
try
|
||||
{
|
||||
this->get_override("onRtnFundInterTransferSerial")(data);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
PyErr_Print();
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onErrRtnFundInterTransfer(dict data, dict error)
|
||||
{
|
||||
PyLock lock;
|
||||
|
||||
try
|
||||
{
|
||||
this->get_override("onErrRtnFundInterTransfer")(data, error);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
PyErr_Print();
|
||||
}
|
||||
};
|
||||
};
|
||||
|
||||
|
||||
2076
vn.lts/vnltstd/test/lts_data_type.py
Normal file
2076
vn.lts/vnltstd/test/lts_data_type.py
Normal file
File diff suppressed because it is too large
Load Diff
527
vn.lts/vnltstd/test/tdtest.py
Normal file
527
vn.lts/vnltstd/test/tdtest.py
Normal file
@ -0,0 +1,527 @@
|
||||
# encoding: UTF-8
|
||||
|
||||
import sys
|
||||
from time import sleep
|
||||
|
||||
from PyQt4 import QtGui
|
||||
|
||||
from vnltstd import *
|
||||
from lts_data_type import defineDict
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def print_dict(d):
|
||||
"""按照键值打印一个字典"""
|
||||
for key,value in d.items():
|
||||
print key + ':' + str(value)
|
||||
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def simple_log(func):
|
||||
"""简单装饰器用于输出函数名"""
|
||||
def wrapper(*args, **kw):
|
||||
print ""
|
||||
print str(func.__name__)
|
||||
return func(*args, **kw)
|
||||
return wrapper
|
||||
|
||||
|
||||
########################################################################
|
||||
class TestTdApi(TdApi):
|
||||
"""测试用实例"""
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __init__(self):
|
||||
"""Constructor"""
|
||||
super(TestTdApi, self).__init__()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@simple_log
|
||||
def onFrontConnected(self):
|
||||
"""服务器连接"""
|
||||
pass
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@simple_log
|
||||
def onFrontDisconnected(self, n):
|
||||
"""服务器断开"""
|
||||
print n
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@simple_log
|
||||
def onHeartBeatWarning(self, n):
|
||||
"""心跳报警"""
|
||||
print n
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@simple_log
|
||||
def onRspError(self, error, n, last):
|
||||
"""错误"""
|
||||
print_dict(error)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@simple_log
|
||||
def onRspUserLogin(self, data, error, n, last):
|
||||
"""登陆回报"""
|
||||
print_dict(data)
|
||||
print_dict(error)
|
||||
self.brokerID = data['BrokerID']
|
||||
self.userID = data['UserID']
|
||||
self.frontID = data['FrontID']
|
||||
self.sessionID = data['SessionID']
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@simple_log
|
||||
def onRspUserLogout(self, data, error, n, last):
|
||||
"""登出回报"""
|
||||
print_dict(data)
|
||||
print_dict(error)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@simple_log
|
||||
def onRspOrderInsert(self, data, error, n, last):
|
||||
"""发单错误（柜台）"""
|
||||
print_dict(data)
|
||||
print_dict(error)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@simple_log
|
||||
def onRspOrderAction(self, data, error, n, last):
|
||||
"""撤单错误（柜台）"""
|
||||
print_dict(data)
|
||||
print_dict(error)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@simple_log
|
||||
def onRspUserPasswordUpdate(self, data, error, n, last):
|
||||
"""用户密码更新错误"""
|
||||
print_dict(data)
|
||||
print_dict(error)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@simple_log
|
||||
def onRspTradingAccountPasswordUpdate(self, data, error, n, last):
|
||||
"""交易账户密码更新错误"""
|
||||
print_dict(data)
|
||||
print_dict(error)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@simple_log
|
||||
def onRspQryExchange(self, data, error, n, last):
|
||||
"""交易所查询回报"""
|
||||
print_dict(data)
|
||||
print_dict(error)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@simple_log
|
||||
def onRspQryInstrument(self, data, error, n, last):
|
||||
"""合约查询回报"""
|
||||
if len(data['InstrumentID']) == 8 and '510180' in data['ExchangeInstID']:
|
||||
print_dict(data)
|
||||
print_dict(error)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@simple_log
|
||||
def onRspQryInvestor(self, data, error, n, last):
|
||||
"""投资者查询回报"""
|
||||
print_dict(data)
|
||||
print_dict(error)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@simple_log
|
||||
def onRspQryTradingCode(self, data, error, n, last):
|
||||
"""交易编码查询回报"""
|
||||
print_dict(data)
|
||||
print_dict(error)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@simple_log
|
||||
def onRspQryTradingAccount(self, data, error, n, last):
|
||||
"""资金账户查询回报"""
|
||||
print_dict(data)
|
||||
print_dict(error)
|
||||
self.accountID = data['AccountID']
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@simple_log
|
||||
def onRspQryDepthMarketData(self, data, error, n, last):
|
||||
"""行情查询回报"""
|
||||
print_dict(data)
|
||||
print_dict(error)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@simple_log
|
||||
def onRspQryBondInterest(self, data, error, n, last):
|
||||
"""债券利息查询回报"""
|
||||
print_dict(data)
|
||||
print_dict(error)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@simple_log
|
||||
def onRspQryMarketRationInfo(self, data, error, n, last):
|
||||
"""市值配售查询回报"""
|
||||
print_dict(data)
|
||||
print_dict(error)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@simple_log
|
||||
def onRspQryInstrumentCommissionRate(self, data, error, n, last):
|
||||
"""合约手续费查询回报"""
|
||||
print_dict(data)
|
||||
print_dict(error)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@simple_log
|
||||
def onRspQryETFInstrument(self, data, error, n, last):
|
||||
"""ETF基金查询回报"""
|
||||
print_dict(data)
|
||||
print_dict(error)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@simple_log
|
||||
def onRspQryETFBasket(self, data, error, n, last):
|
||||
"""ETF股票篮查询回报"""
|
||||
print_dict(data)
|
||||
print_dict(error)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@simple_log
|
||||
def onRspQryOFInstrument(self, data, error, n, last):
|
||||
"""OF合约查询回报"""
|
||||
print_dict(data)
|
||||
print_dict(error)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@simple_log
|
||||
def onRspQrySFInstrument(self, data, error, n, last):
|
||||
"""SF合约查询回报"""
|
||||
print_dict(data)
|
||||
print_dict(error)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@simple_log
|
||||
def onRspQryOrder(self, data, error, n, last):
|
||||
"""报单查询回报"""
|
||||
print_dict(data)
|
||||
print_dict(error)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@simple_log
|
||||
def onRspQryTrade(self, data, error, n, last):
|
||||
"""成交查询回报"""
|
||||
print_dict(data)
|
||||
print_dict(error)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@simple_log
|
||||
def onRspQryInvestorPosition(self, data, error, n, last):
|
||||
"""持仓查询回报"""
|
||||
print_dict(data)
|
||||
print_dict(error)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@simple_log
|
||||
def onRtnOrder(self, data):
|
||||
"""报单回报"""
|
||||
print_dict(data)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@simple_log
|
||||
def onRtnTrade(self, data):
|
||||
"""成交回报"""
|
||||
print_dict(data)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@simple_log
|
||||
def onErrRtnOrderInsert(self, data, error):
|
||||
"""发单错误回报（交易所）"""
|
||||
print_dict(data)
|
||||
print_dict(error)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@simple_log
|
||||
def onErrRtnOrderAction(self, data, error):
|
||||
"""撤单错误回报（交易所）"""
|
||||
print_dict(data)
|
||||
print_dict(error)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@simple_log
|
||||
def onRspFundOutByLiber(self, data, error, n, last):
|
||||
"""LTS发起出金应答"""
|
||||
print_dict(data)
|
||||
print_dict(error)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@simple_log
|
||||
def onRtnFundOutByLiber(self, data):
|
||||
"""LTS发起出金通知"""
|
||||
print_dict(data)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@simple_log
|
||||
def onErrRtnFundOutByLiber(self, data, error):
|
||||
"""LTS发起出金错误回报"""
|
||||
print_dict(data)
|
||||
print_dict(error)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@simple_log
|
||||
def onRtnFundInByBank(self, data):
|
||||
"""银行发起入金通知"""
|
||||
print_dict(data)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@simple_log
|
||||
def onRspQryFundTransferSerial(self, data, error, n, last):
|
||||
"""资金转账查询应答"""
|
||||
print_dict(data)
|
||||
print_dict(error)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@simple_log
|
||||
def onRspFundInterTransfer(self, data, error, n, last):
|
||||
"""资金内转应答"""
|
||||
print_dict(data)
|
||||
print_dict(error)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@simple_log
|
||||
def onRspQryFundInterTransferSerial(self, data, error, n, last):
|
||||
"""资金内转流水查询应答"""
|
||||
print_dict(data)
|
||||
print_dict(error)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@simple_log
|
||||
def onRtnFundInterTransferSerial(self, data):
|
||||
"""资金内转流水通知"""
|
||||
print_dict(data)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@simple_log
|
||||
def onErrRtnFundInterTransfer(self, data, error):
|
||||
"""资金内转错误回报"""
|
||||
print_dict(data)
|
||||
print_dict(error)
|
||||
|
||||
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def main():
|
||||
"""主测试函数，出现堵塞时可以考虑使用sleep"""
|
||||
reqid = 0
|
||||
|
||||
# 创建Qt应用对象，用于事件循环
|
||||
app = QtGui.QApplication(sys.argv)
|
||||
|
||||
# 创建API对象，测试通过
|
||||
api = TestTdApi()
|
||||
|
||||
# 在C++环境中创建MdApi对象，传入参数是希望用来保存.con文件的地址，测试通过
|
||||
api.createFtdcTraderApi('')
|
||||
|
||||
# 设置数据流重传方式，测试通过
|
||||
api.subscribePrivateTopic(1)
|
||||
api.subscribePublicTopic(1)
|
||||
|
||||
# 注册前置机地址，测试通过
|
||||
api.registerFront("tcp://211.144.195.163:34505")
|
||||
|
||||
# 初始化api，连接前置机，测试通过
|
||||
api.init()
|
||||
sleep(0.5)
|
||||
|
||||
# 登陆，测试通过
|
||||
loginReq = {} # 创建一个空字典
|
||||
loginReq['UserID'] = '' # 参数作为字典键值的方式传入
|
||||
loginReq['Password'] = '' # 键名和C++中的结构体成员名对应
|
||||
loginReq['BrokerID'] = ''
|
||||
reqid = reqid + 1 # 请求数必须保持唯一性
|
||||
i = api.reqUserLogin(loginReq, reqid)
|
||||
sleep(0.5)
|
||||
|
||||
## 登出，测试通过
|
||||
#reqid = reqid + 1
|
||||
#i = api.reqUserLogout({}, 1)
|
||||
#sleep(0.5)
|
||||
|
||||
## 获取交易日，目前输出为空，测试通过
|
||||
#day = api.getTradingDay()
|
||||
#print 'Trading Day is:' + str(day)
|
||||
#sleep(0.5)
|
||||
|
||||
##########################################################
|
||||
## 查询交易所，测试通过
|
||||
#reqid = reqid + 1
|
||||
#i = api.reqQryExchange({}, reqid)
|
||||
|
||||
## 查询合约列表，测试通过
|
||||
#reqid = reqid + 1
|
||||
#i = api.reqQryInstrument({}, reqid)
|
||||
|
||||
## 查询投资者，测试通过
|
||||
#reqid = reqid + 1
|
||||
#i = api.reqQryInvestor({}, reqid)
|
||||
|
||||
## 查询交易编码，测试通过
|
||||
#reqid = reqid + 1
|
||||
#i = api.reqQryTradingCode({}, reqid)
|
||||
|
||||
## 查询交易账户，测试通过
|
||||
#reqid = reqid + 1
|
||||
#i = api.reqQryTradingAccount({}, reqid)
|
||||
#sleep(1.0)
|
||||
|
||||
## 查询行情, 测试失败，C++环境中返回空指针
|
||||
#reqid = reqid + 1
|
||||
#req = {}
|
||||
#req['InstrumentID'] = '600000'
|
||||
#i = api.reqQryDepthMarketData(req, reqid)
|
||||
|
||||
## 查询债券利率，测试通过
|
||||
#reqid = reqid + 1
|
||||
#i = api.reqQryBondInterest({}, reqid)
|
||||
|
||||
## 查询市值配售，测试无反应
|
||||
#reqid = reqid + 1
|
||||
#i = api.reqQryMarketRationInfo({}, reqid)
|
||||
|
||||
## 查询手续费率, 测试失败，C++环境中返回空指针
|
||||
#reqid = reqid + 1
|
||||
#req = {}
|
||||
#req['InstrumentID'] = '600000'
|
||||
#req['ExchangeID'] = 'SSE'
|
||||
#req['InvestorID'] = api.userID
|
||||
#req['BrokerID'] = api.brokerID
|
||||
#i = api.reqQryInstrumentCommissionRate(req, reqid)
|
||||
|
||||
## 查询ETF合约，测试通过
|
||||
#reqid = reqid + 1
|
||||
#i = api.reqQryETFInstrument({}, reqid)
|
||||
|
||||
## 查询ETF组合，测试通过
|
||||
#reqid = reqid + 1
|
||||
#i = api.reqQryETFBasket({}, reqid)
|
||||
|
||||
## 查询OF合约，测试通过
|
||||
#reqid = reqid + 1
|
||||
#i = api.reqQryOFInstrument({}, reqid)
|
||||
|
||||
## 查询SF合约，测试通过
|
||||
#reqid = reqid + 1
|
||||
#i = api.reqQrySFInstrument({}, reqid)
|
||||
|
||||
######################################################
|
||||
# 以下三个未测试
|
||||
## 查询发单, 测试通过
|
||||
#reqid = reqid + 1
|
||||
#req = {}
|
||||
#req['BrokerID'] = api.brokerID
|
||||
#req['InvestorID'] = api.userID
|
||||
#i = api.reqQryOrder(req, reqid)
|
||||
#sleep(2.0)
|
||||
|
||||
## 查询成交, 测试通过
|
||||
#reqid = reqid + 1
|
||||
#req = {}
|
||||
#req['BrokerID'] = api.brokerID
|
||||
#req['InvestorID'] = api.userID
|
||||
#i = api.reqQryTrade(req, reqid)
|
||||
#sleep(2.0)
|
||||
|
||||
## 查询持仓，测试通过
|
||||
#reqid = reqid + 1
|
||||
#req = {}
|
||||
#req['BrokerID'] = api.brokerID
|
||||
#req['InvestorID'] = api.userID
|
||||
#i = api.reqQryInvestorPosition(req, reqid)
|
||||
#sleep(2.0)
|
||||
|
||||
################################################
|
||||
## 更新行情密码，测试通过
|
||||
#reqid = reqid + 1
|
||||
#req = {}
|
||||
#req['UserID'] = api.userID
|
||||
#req['BrokerID'] = api.brokerID
|
||||
#req['NewPassword'] = "624001X"
|
||||
#req['OldPassword'] = "624001X"
|
||||
#i = api.reqUserPasswordUpdate(req, reqid)
|
||||
|
||||
## 更新交易密码，测试有反应，但报错
|
||||
## 应当无需更新，因为登陆直接使用user密码
|
||||
## 获取api.accountID需要先查询交易账户reqQryTradingAccount
|
||||
#reqid = reqid + 1
|
||||
#req = {}
|
||||
#req['AccountID'] = api.accountID
|
||||
#req['BrokerID'] = api.brokerID
|
||||
#req['NewPassword'] = "624001X"
|
||||
#req['OldPassword'] = "624001X"
|
||||
#i = api.reqTradingAccountPasswordUpdate(req, reqid)
|
||||
|
||||
################################################
|
||||
## 发单测试, 测试通过
|
||||
#reqid = reqid + 1
|
||||
#req = {}
|
||||
#req['InvestorID'] = api.userID
|
||||
#req['UserID'] = api.userID
|
||||
#req['BrokerID'] = api.brokerID
|
||||
#req['InstrumentID'] = '11000061'
|
||||
#req['ExchangeID'] = 'SSE'
|
||||
#req['OrderPriceType'] = defineDict['SECURITY_FTDC_OPT_LimitPrice']
|
||||
#req['LimitPrice'] = '0.1850'
|
||||
#req['VolumeTotalOriginal'] = 1
|
||||
#req['Direction'] = defineDict['SECURITY_FTDC_D_Buy']
|
||||
#req['CombOffsetFlag'] = defineDict['SECURITY_FTDC_OF_Open']
|
||||
#req['OrderRef'] = '1'
|
||||
#req['CombHedgeFlag'] = defineDict['SECURITY_FTDC_HF_Speculation']
|
||||
#req['ContingentCondition'] = defineDict['SECURITY_FTDC_CC_Immediately']
|
||||
#req['ForceCloseReason'] = defineDict['SECURITY_FTDC_FCC_NotForceClose']
|
||||
#req['IsAutoSuspend'] = 0
|
||||
#req['UserForceClose'] = 0
|
||||
#req['TimeCondition'] = defineDict['SECURITY_FTDC_TC_GFD']
|
||||
#req['VolumeCondition'] = defineDict['SECURITY_FTDC_VC_AV']
|
||||
#req['MinVolume'] = 1
|
||||
#i = api.reqOrderInsert(req, reqid)
|
||||
#sleep(1.0)
|
||||
|
||||
## 撤单测试，测试通过
|
||||
#reqid = reqid + 1
|
||||
#req = {}
|
||||
#req['InstrumentID'] = '11000061'
|
||||
#req['ExchangeID'] = 'SSE'
|
||||
#req['OrderRef'] = '1'
|
||||
#req['ActionFlag'] = defineDict['SECURITY_FTDC_AF_Delete']
|
||||
#req['BrokerID'] = api.brokerID
|
||||
#req['InvestorID'] = api.userID
|
||||
#req['FrontID'] = api.frontID
|
||||
#req['SessionID'] = api.sessionID
|
||||
#i = api.reqOrderAction(req, reqid)
|
||||
|
||||
################################################
|
||||
## 测试资金转出，未测试
|
||||
#reqid = reqid + 1
|
||||
#i = api.reqFundOutByLiber({}, reqid)
|
||||
|
||||
## 测试资金内转，未测试
|
||||
#reqid = reqid + 1
|
||||
#i = api. reqFundInterTransfer({}, reqid)
|
||||
|
||||
## 测试查询账户转账流水，未测试
|
||||
#reqid = reqid + 1
|
||||
#i = api.reqQryFundTransferSerial({}, reqid)
|
||||
|
||||
## 测试查询内部账户转账流水，未测试
|
||||
#reqid = reqid + 1
|
||||
#i = api.reqQryFundInterTransferSerial({}, reqid)
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
# 连续运行
|
||||
app.exec_()
|
||||
|
||||
|
||||
|
||||
if __name__ == '__main__':
|
||||
main()
|
||||
BIN
vn.lts/vnltstd/test/vnltstd.pyd
Normal file
BIN
vn.lts/vnltstd/test/vnltstd.pyd
Normal file
Binary file not shown.
Loading…
Reference in New Issue
Block a user