From 75353b484ebb4985903f280aa9d6f83348e723e6 Mon Sep 17 00:00:00 2001 From: sexyfrog Date: Thu, 15 Dec 2016 09:04:20 +0800 Subject: [PATCH 1/2] ib_test --- vn.trader/ibGateway/ibGateway.py | 6 ++++++ vn.trader/uiBasicWidget.py | 2 ++ vn.trader/vtConstant.py | 2 ++ vn.trader/vtGateway.py | 4 +++- 4 files changed, 13 insertions(+), 1 deletion(-) diff --git a/vn.trader/ibGateway/ibGateway.py b/vn.trader/ibGateway/ibGateway.py index b51292c9..18559b6c 100644 --- a/vn.trader/ibGateway/ibGateway.py +++ b/vn.trader/ibGateway/ibGateway.py @@ -46,6 +46,8 @@ exchangeMap[EXCHANGE_SMART] = 'SMART' exchangeMap[EXCHANGE_NYMEX] = 'NYMEX' exchangeMap[EXCHANGE_GLOBEX] = 'GLOBEX' exchangeMap[EXCHANGE_IDEALPRO] = 'IDEALPRO' +exchangeMap[EXCHANGE_HKEX] = 'HKEX' +exchangeMap[EXCHANGE_HKFE] = 'HKFE' exchangeMapReverse = {v:k for k,v in exchangeMap.items()} # 报单状态映射 @@ -65,6 +67,7 @@ productClassMap[PRODUCT_EQUITY] = 'STK' productClassMap[PRODUCT_FUTURES] = 'FUT' productClassMap[PRODUCT_OPTION] = 'OPT' productClassMap[PRODUCT_FOREX] = 'CASH' +productClassMap[PRODUCT_INDEX] = 'IND' productClassMapReverse = {v:k for k,v in productClassMap.items()} # 期权类型映射 @@ -77,6 +80,7 @@ optionTypeMap = {v:k for k,v in optionTypeMap.items()} currencyMap = {} currencyMap[CURRENCY_USD] = 'USD' currencyMap[CURRENCY_CNY] = 'CNY' +currencyMap[CURRENCY_HKD] = 'HKD' currencyMap = {v:k for k,v in currencyMap.items()} # Tick数据的Field和名称映射 @@ -233,6 +237,8 @@ class IbGateway(VtGateway): contract.expiry = orderReq.expiry contract.strike = orderReq.strikePrice contract.right = optionTypeMap.get(orderReq.optionType, '') + contract.lastTradeDateOrContractMonth = str(orderReq.lastTradeDateOrContractMonth) + contract.multiplier = str(orderReq.multiplier) # 创建委托对象 order = Order() diff --git a/vn.trader/uiBasicWidget.py b/vn.trader/uiBasicWidget.py index 43c8005c..e16e081a 100644 --- a/vn.trader/uiBasicWidget.py +++ b/vn.trader/uiBasicWidget.py @@ -655,6 +655,7 @@ class TradingWidget(QtGui.QFrame): EXCHANGE_SZSE, EXCHANGE_SGE, EXCHANGE_HKEX, + EXCHANGE_HKFE, EXCHANGE_SMART, EXCHANGE_ICE, EXCHANGE_CME, @@ -664,6 +665,7 @@ class TradingWidget(QtGui.QFrame): currencyList = [CURRENCY_NONE, CURRENCY_CNY, + CURRENCY_HKD, CURRENCY_USD] productClassList = [PRODUCT_NONE, diff --git a/vn.trader/vtConstant.py b/vn.trader/vtConstant.py index b401411f..f081379f 100644 --- a/vn.trader/vtConstant.py +++ b/vn.trader/vtConstant.py @@ -62,6 +62,7 @@ EXCHANGE_SGE = 'SGE' # 上金所 EXCHANGE_UNKNOWN = 'UNKNOWN'# 未知交易所 EXCHANGE_NONE = '' # 空交易所 EXCHANGE_HKEX = 'HKEX' # 港交所 +EXCHANGE_HKFE = 'HKFE' # 香港期货交易所 EXCHANGE_SMART = 'SMART' # IB智能路由（股票、期权） EXCHANGE_NYMEX = 'NYMEX' # IB 期货 @@ -77,5 +78,6 @@ EXCHANGE_OKCOIN = 'OKCOIN' # OKCOIN比特币交易所 # 货币类型 CURRENCY_USD = 'USD' # 美元 CURRENCY_CNY = 'CNY' # 人民币 +CURRENCY_HKD = 'HKD' # 港币 CURRENCY_UNKNOWN = 'UNKNOWN' # 未知货币 CURRENCY_NONE = '' # 空货币 \ No newline at end of file diff --git a/vn.trader/vtGateway.py b/vn.trader/vtGateway.py index 3967c1a6..6b614316 100644 --- a/vn.trader/vtGateway.py +++ b/vn.trader/vtGateway.py @@ -411,7 +411,9 @@ class VtOrderReq(object): self.currency = EMPTY_STRING # 合约货币 self.expiry = EMPTY_STRING # 到期日 self.strikePrice = EMPTY_FLOAT # 行权价 - self.optionType = EMPTY_UNICODE # 期权类型 + self.optionType = EMPTY_UNICODE # 期权类型 + self.lastTradeDateOrContractMonth = EMPTY_STRING # 合约月,IB专用 + self.multiplier = EMPTY_STRING # 乘数,IB专用 ######################################################################## From 57014b261c45e1650ca1f7be49fea40c95663415 Mon Sep 17 00:00:00 2001 From: sexyfrog Date: Thu, 15 Dec 2016 09:52:14 +0800 Subject: [PATCH 2/2] ib_test --- vn.trader/vtGateway.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/vn.trader/vtGateway.py b/vn.trader/vtGateway.py index 6b614316..9a350d7f 100644 --- a/vn.trader/vtGateway.py +++ b/vn.trader/vtGateway.py @@ -412,8 +412,8 @@ class VtOrderReq(object): self.expiry = EMPTY_STRING # 到期日 self.strikePrice = EMPTY_FLOAT # 行权价 self.optionType = EMPTY_UNICODE # 期权类型 - self.lastTradeDateOrContractMonth = EMPTY_STRING # 合约月,IB专用 - self.multiplier = EMPTY_STRING # 乘数,IB专用 + self.lastTradeDateOrContractMonth = EMPTY_STRING # 合约月,IB专用 + self.multiplier = EMPTY_STRING # 乘数,IB专用 ########################################################################