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[Fix]TradeCopy模块增加拒单监控，Close #1274

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This commit is contained in:
vn.py 2018-12-24 09:39:49 +08:00
parent 41d970c041
commit 55ee5ea9b1
1 changed files with 13 additions and 2 deletions
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15
vnpy/trader/app/tradeCopy/tcEngine.py
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@ -4,10 +4,12 @@ from collections import defaultdict
from vnpy.event import Event
from vnpy.rpc import RpcClient, RpcServer
from vnpy.trader.vtEvent import EVENT_POSITION, EVENT_TRADE, EVENT_TIMER
from vnpy.trader.vtEvent import (EVENT_POSITION, EVENT_TRADE,
EVENT_TIMER, EVENT_ORDER)
from vnpy.trader.vtConstant import (DIRECTION_LONG, DIRECTION_SHORT,
OFFSET_OPEN, OFFSET_CLOSE, PRICETYPE_LIMITPRICE,
OFFSET_CLOSEYESTERDAY, OFFSET_CLOSETODAY)
OFFSET_CLOSEYESTERDAY, OFFSET_CLOSETODAY,
STATUS_REJECTED)
from vnpy.trader.vtObject import VtOrderReq, VtCancelOrderReq, VtLogData, VtSubscribeReq
@ -86,6 +88,7 @@ class TcEngine(object):
self.eventEngine.register(EVENT_POSITION, self.processPositionEvent)
self.eventEngine.register(EVENT_TRADE, self.processTradeEvent)
self.eventEngine.register(EVENT_TIMER, self.processTimerEvent)
self.eventEngine.register(EVENT_ORDER, self.processOrderEvent)
#----------------------------------------------------------------------
def checkAndTrade(self, vtSymbol):
@ -130,6 +133,14 @@ class TcEngine(object):
position = event.dict_['data']
self.posDict[position.vtPositionName] = position.position
#----------------------------------------------------------------------
def processOrderEvent(self, event):
""""""
order = event.dict_['data']
if order.status == STATUS_REJECTED:
self.writeLog(u'监控到委托拒单，停止运行')
self.stop()
#----------------------------------------------------------------------
def publishPos(self, vtPositionName):
""""""