简化对API的引用结构,增加vnpy版本信息

vnpy/__init__.py

@@ -0,0 +1,4 @@
+# encoding: UTF-8
+
+__version__ = 'v1.6.2 dev'
+__author__ = u'用Python的交易员'

vnpy/api/ctp/__init__.py

@@ -0,0 +1,5 @@
+# encoding: UTF-8
+
+from vnctpmd import MdApi
+from vnctptd import TdApi
+from ctp_data_type import defineDict

vnpy/api/femas/__init__.py

@@ -0,0 +1,5 @@
+# encoding: UTF-8
+
+from vnfemasmd import MdApi
+from vnfemastd import TdApi
+from femas_data_type import defineDict

vnpy/api/huobi/__init__.py

@@ -0,0 +1,3 @@
+# encoding: UTF-8
+
+from vnhuobi import TradeApi, DataApi

vnpy/api/ib/__init__.py

@@ -0,0 +1,3 @@
+# encoding: UTF-8
+
+from vnib import *

vnpy/api/ksgold/__init__.py

@@ -0,0 +1,4 @@
+# encoding: UTF-8
+
+from vnksgoldtd import TdApi
+from ksgold_data_type import defineDict

vnpy/api/ksotp/__init__.py

@@ -0,0 +1,5 @@
+# encoding: UTF-8
+
+from vnksotpmd import MdApi
+from vnksotptd import TdApi
+from ksotp_data_type import defineDict

vnpy/api/lhang/__init__.py

@@ -0,0 +1,3 @@
+# encoding: UTF-8
+
+from vnlhang import LhangApi

vnpy/api/lts/__init__.py

@@ -0,0 +1,6 @@
+# encoding: UTF-8
+
+from vnltsmd import MdApi
+from vnltstd import TdApi
+from vnltsqry import QryApi
+from lts_data_type import defineDict

vnpy/api/oanda/__init__.py

@@ -0,0 +1,3 @@
+# encoding: UTF-8
+
+from vnoanda import OandaApi

vnpy/api/okcoin/__init__.py

@@ -0,0 +1,3 @@
+# encoding: UTF-8
+
+from vnokcoin import OkCoinApi

vnpy/api/qdp/__init__.py

@@ -0,0 +1,5 @@
+# encoding: UTF-8
+
+from vnqdpmd import MdApi
+from vnqdptd import TdApi
+from qdp_data_type import defineDict

vnpy/api/sgit/__init__.py

@@ -0,0 +1,5 @@
+# encoding: UTF-8
+
+from vnsgitmd import MdApi
+from vnsgittd import TdApi
+from sgit_data_type import defineDict

vnpy/api/shzd/__init__.py

@@ -0,0 +1,3 @@
+# encoding: UTF-8
+
+from vnshzd import ShzdApi

vnpy/api/xspeed/__init__.py

@@ -0,0 +1,5 @@
+# encoding: UTF-8
+
+from vnxspeedmd import MdApi
+from vnxspeedtd import TdApi
+from xspeed_data_type import defineDict

vnpy/trader/__init__.py

@@ -0,0 +1 @@
+# encoding: UTF-8

vnpy/trader/ctaStrategy/ctaBacktesting.py

@@ -12,7 +12,7 @@ from itertools import product
 import multiprocessing
 import pymongo
 
-import vtGlobal
+from vnpy.trader.vtGlobal import globalSetting
 from ctaBase import *
 from vtConstant import *
 from vtGateway import VtOrderData, VtTradeData
@@ -119,7 +119,7 @@ class BacktestingEngine(object):
     #----------------------------------------------------------------------
     def loadHistoryData(self):
         """载入历史数据"""
-        self.dbClient = pymongo.MongoClient(vtGlobal.MONGO_HOST, vtGlobal.MONGO_PORT)
+        self.dbClient = pymongo.MongoClient(globalSetting['mongoHost'], globalSetting['mongoPort'])
         collection = self.dbClient[self.dbName][self.symbol]          
 
         self.output(u'开始载入数据')

vnpy/trader/ctaStrategy/ctaHistoryData.py

@@ -12,7 +12,7 @@ import pymongo
 from time import time
 from multiprocessing.pool import ThreadPool
 
-import vtGlobal
+from vnpy.trader.vtGlobal import globalSetting
 from ctaBase import *
 from vtConstant import *
 from datayesClient import DatayesClient
@@ -34,7 +34,7 @@ class HistoryDataEngine(object):
     #----------------------------------------------------------------------
     def __init__(self):
         """Constructor"""
-        self.dbClient = pymongo.MongoClient(vtGlobal.MONGO_HOST, vtGlobal.MONGO_PORT)
+        self.dbClient = pymongo.MongoClient(globalSetting['mongoHost'], globalSetting['mongoPort'])
         self.datayesClient = DatayesClient()
         
     #----------------------------------------------------------------------
@@ -372,7 +372,7 @@ def loadMcCsv(fileName, dbName, symbol):
     print u'开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol)
     
     # 锁定集合，并创建索引
-    client = pymongo.MongoClient(vtGlobal.MONGO_HOST, vtGlobal.MONGO_PORT)    
+    client = pymongo.MongoClient(globalSetting['mongoHost'], globalSetting['mongoPort']) 
     collection = client[dbName][symbol]
     collection.ensure_index([('datetime', pymongo.ASCENDING)], unique=True)   
     
@@ -406,7 +406,7 @@ def loadTdxCsv(fileName, dbName, symbol):
     print u'开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol)
     
     # 锁定集合，并创建索引
-    client = pymongo.MongoClient(vtGlobal.MONGO_HOST, vtGlobal.MONGO_PORT)    
+    client = pymongo.MongoClient(globalSetting['mongoHost'], globalSetting['mongoPort'])
     collection = client[dbName][symbol]
     collection.ensure_index([('datetime', pymongo.ASCENDING)], unique=True)   
     
@@ -445,7 +445,7 @@ def loadTBCsv(fileName, dbName, symbol):
     print u'开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol)
     
     # 锁定集合，并创建索引
-    client = pymongo.MongoClient(vtGlobal.MONGO_HOST, vtGlobal.MONGO_PORT)    
+    client = pymongo.MongoClient(globalSetting['mongoHost'], globalSetting['mongoPort'])   
     collection = client[dbName][symbol]
     collection.ensure_index([('datetime', pymongo.ASCENDING)], unique=True)
     

vnpy/trader/ctaStrategy/tools/multiTimeFrame/ctaBacktestMultiTF.py

@@ -8,7 +8,6 @@ same as CTA engine. Real trading code can be directly used for backtesting.
 '''
 
 from __future__ import division
-import vtGlobal
 
 from ctaBacktesting import *
 
@@ -70,7 +69,7 @@ class BacktestEngineMultiTF(BacktestingEngine):
     # ----------------------------------------------------------------------
     def loadHistoryData(self):
         """载入历史数据"""
-        self.dbClient = pymongo.MongoClient(vtGlobal.MONGO_HOST, vtGlobal.MONGO_PORT)
+        self.dbClient = pymongo.MongoClient(globalSetting['mongoHost'], globalSetting['mongoPort'])
         collection = self.dbClient[self.dbName][self.symbol]
 
         # Load historical data of information symbols, construct a dictionary of Database

vnpy/trader/gateway/ctpGateway/ctpGateway.py

@@ -13,9 +13,7 @@ import json
 from copy import copy
 from datetime import datetime
 
-from vnpy.api.ctp.vnctpmd import MdApi
-from vnpy.api.ctp.vnctptd import TdApi
-from .ctpDataType import defineDict
+from vnpy.api.ctp import MdApi, TdApi, defineDict
 from vnpy.trader.vtGateway import *
 from language import text
 

vnpy/trader/gateway/femasGateway/femasGateway.py

@@ -10,9 +10,7 @@ vn.femas的gateway接入
 import os
 import json
 
-from vnfemasmd import MdApi
-from vnfemastd import TdApi
-from femasDataType import *
+from vnpy.api.femas import MdApi, TdApi, defineDict
 from vtGateway import *
 
 # 以下为一些VT类型和CTP类型的映射字典

vnpy/trader/gateway/huobiGateway/huobiGateway.py

@@ -13,7 +13,7 @@ from threading import Condition
 from Queue import Queue
 from threading import Thread
 
-import vnhuobi
+from vnpy.api.huobi import vnhuobi
 from vtGateway import *
 
 

vnpy/trader/gateway/huobiGateway/vnhuobi.py

@@ -1,652 +0,0 @@
-# encoding: utf-8
-
-import urllib
-import hashlib
-
-import json
-import requests
-from time import time, sleep
-from Queue import Queue, Empty
-from threading import Thread
-
-
-# 常量定义
-COINTYPE_BTC = 1
-COINTYPE_LTC = 2
-
-ACCOUNTTYPE_CNY = 1
-ACCOUNTTYPE_USD = 2
-
-LOANTYPE_CNY = 1
-LOANTYPE_BTC = 2
-LOANTYPE_LTC = 3
-LOANTYPE_USD = 4
-
-MARKETTYPE_CNY = 'cny'
-MARKETTYPE_USD = 'usd'
-
-SYMBOL_BTCCNY = 'BTC_CNY'
-SYMBOL_LTCCNY = 'LTC_CNY'
-SYMBOL_BTCUSD = 'BTC_USD'
-
-PERIOD_1MIN = '001'
-PERIOD_5MIN = '005'
-PERIOD_15MIN = '015'
-PERIOD_30MIN = '030'
-PERIOD_60MIN = '060'
-PERIOD_DAILY = '100'
-PERIOD_WEEKLY = '200'
-PERIOD_MONTHLY = '300'
-PERIOD_ANNUALLY = '400'
-
-# API相关定义
-HUOBI_TRADE_API = 'https://api.huobi.com/apiv3'
-
-# 功能代码
-FUNCTIONCODE_GETACCOUNTINFO = 'get_account_info'
-FUNCTIONCODE_GETORDERS = 'get_orders'
-FUNCTIONCODE_ORDERINFO = 'order_info'
-FUNCTIONCODE_BUY = 'buy'
-FUNCTIONCODE_SELL = 'sell'
-FUNCTIONCODE_BUYMARKET = 'buy_market'
-FUNCTIONCODE_SELLMARKET = 'sell_market'
-FUNCTIONCODE_CANCELORDER = 'cancel_order'
-FUNCTIONCODE_GETNEWDEALORDERS = 'get_new_deal_orders'
-FUNCTIONCODE_GETORDERIDBYTRADEID = 'get_order_id_by_trade_id'
-FUNCTIONCODE_WITHDRAWCOIN = 'withdraw_coin'
-FUNCTIONCODE_CANCELWITHDRAWCOIN = 'cancel_withdraw_coin'
-FUNCTIONCODE_GETWITHDRAWCOINRESULT = 'get_withdraw_coin_result'
-FUNCTIONCODE_TRANSFER = 'transfer'
-FUNCTIONCODE_LOAN = 'loan'
-FUNCTIONCODE_REPAYMENT = 'repayment'
-FUNCTIONCODE_GETLOANAVAILABLE = 'get_loan_available'
-FUNCTIONCODE_GETLOANS = 'get_loans'
-
-
-#----------------------------------------------------------------------
-def signature(params):
-    """生成签名"""
-    params = sorted(params.iteritems(), key=lambda d:d[0], reverse=False)
-    message = urllib.urlencode(params)
-    
-    m = hashlib.md5()
-    m.update(message)
-    m.digest()
-
-    sig=m.hexdigest()
-    return sig    
-    
-
-########################################################################
-class TradeApi(object):
-    """交易接口"""
-    DEBUG = True
-
-    #----------------------------------------------------------------------
-    def __init__(self):
-        """Constructor"""
-        self.accessKey = ''
-        self.secretKey = ''
-        
-        self.active = False         # API工作状态   
-        self.reqID = 0              # 请求编号
-        self.reqQueue = Queue()     # 请求队列
-        self.reqThread = Thread(target=self.processQueue)   # 请求处理线程        
-    
-    #----------------------------------------------------------------------
-    def processRequest(self, req):
-        """处理请求"""
-        # 读取方法和参数
-        method = req['method']
-        params = req['params']
-        optional = req['optional']
-        
-        # 在参数中增加必须的字段
-        params['created'] = long(time())
-        params['access_key'] = self.accessKey
-        params['secret_key'] = self.secretKey
-        params['method'] = method
-        
-        # 添加签名
-        sign = signature(params)
-        params['sign'] = sign
-        del params['secret_key']
-        
-        # 添加选填参数
-        if optional:
-            params.update(optional)
-        
-        # 发送请求
-        payload = urllib.urlencode(params)
-
-        r = requests.post(HUOBI_TRADE_API, params=payload)
-        if r.status_code == 200:
-            data = r.json()
-            return data
-        else:
-            return None        
-    
-    #----------------------------------------------------------------------
-    def processQueue(self):
-        """处理请求队列中的请求"""
-        while self.active:
-            try:
-                req = self.reqQueue.get(block=True, timeout=1)  # 获取请求的阻塞为一秒
-                callback = req['callback']
-                reqID = req['reqID']
-                
-                data = self.processRequest(req)
-                
-                # 请求失败
-                if 'code' in data and 'message' in data:
-                    error = u'错误信息：%s' %data['message']
-                    self.onError(error, req, reqID)
-                # 请求成功
-                else:
-                    if self.DEBUG:
-                        print callback.__name__
-                    callback(data, req, reqID)
-                
-            except Empty:
-                pass    
-            
-    #----------------------------------------------------------------------
-    def sendRequest(self, method, params, callback, optional=None):
-        """发送请求"""
-        # 请求编号加1
-        self.reqID += 1
-        
-        # 生成请求字典并放入队列中
-        req = {}
-        req['method'] = method
-        req['params'] = params
-        req['callback'] = callback
-        req['optional'] = optional
-        req['reqID'] = self.reqID
-        self.reqQueue.put(req)
-        
-        # 返回请求编号
-        return self.reqID
-        
-    ####################################################
-    ## 主动函数
-    ####################################################    
-    
-    #----------------------------------------------------------------------
-    def init(self, accessKey, secretKey):
-        """初始化"""
-        self.accessKey = accessKey
-        self.secretKey = secretKey
-        
-        self.active = True
-        self.reqThread.start()
-        
-    #----------------------------------------------------------------------
-    def exit(self):
-        """退出"""
-        self.active = False
-        
-        if self.reqThread.isAlive():
-            self.reqThread.join()    
-    
-    #----------------------------------------------------------------------
-    def getAccountInfo(self, market='cny'):
-        """查询账户"""
-        method = FUNCTIONCODE_GETACCOUNTINFO
-        params = {}
-        callback = self.onGetAccountInfo
-        optional = {'market': market}
-        return self.sendRequest(method, params, callback, optional)
-    
-    #----------------------------------------------------------------------
-    def getOrders(self, coinType=COINTYPE_BTC, market='cny'):
-        """查询委托"""
-        method = FUNCTIONCODE_GETORDERS
-        params = {'coin_type': coinType}
-        callback = self.onGetOrders
-        optional = {'market': market}
-        return self.sendRequest(method, params, callback, optional)
-        
-    #----------------------------------------------------------------------
-    def orderInfo(self, id_, coinType=COINTYPE_BTC, market='cny'):
-        """获取委托详情"""
-        method = FUNCTIONCODE_ORDERINFO
-        params = {
-            'coin_type': coinType,
-            'id': id_
-        }
-        callback = self.onOrderInfo
-        optional = {'market': market}
-        return self.sendRequest(method, params, callback, optional)
-    
-    #----------------------------------------------------------------------
-    def buy(self, price, amount, coinType=COINTYPE_BTC, 
-            tradePassword='', tradeId = '', market='cny'):
-        """委托买入"""
-        method = FUNCTIONCODE_BUY
-        params = {
-            'coin_type': coinType,
-            'price': price,
-            'amount': amount
-        }
-        callback = self.onBuy
-        optional = {
-            'trade_password': tradePassword,
-            'trade_id': tradeId,
-            'market': market
-        }
-        return self.sendRequest(method, params, callback, optional)
-
-    #----------------------------------------------------------------------
-    def sell(self, price, amount, coinType=COINTYPE_BTC, 
-            tradePassword='', tradeId = '', market='cny'):
-        """委托卖出"""
-        method = FUNCTIONCODE_SELL
-        params = {
-            'coin_type': coinType,
-            'price': price,
-            'amount': amount
-        }
-        callback = self.onSell
-        optional = {
-            'trade_password': tradePassword,
-            'trade_id': tradeId,
-            'market': market
-        }
-        return self.sendRequest(method, params, callback, optional)
-    
-    #----------------------------------------------------------------------
-    def buyMarket(self, amount, coinType=COINTYPE_BTC, 
-                  tradePassword='', tradeId = '', market='cny'):
-        """市价买入"""
-        method = FUNCTIONCODE_BUYMARKET
-        params = {
-            'coin_type': coinType,
-            'amount': amount
-        }
-        callback = self.onBuyMarket
-        optional = {
-            'trade_password': tradePassword,
-            'trade_id': tradeId,
-            'market': market
-        }
-        return self.sendRequest(method, params, callback, optional) 
-    
-    #----------------------------------------------------------------------
-    def sellMarket(self, amount, coinType=COINTYPE_BTC, 
-                  tradePassword='', tradeId = '', market='cny'):
-        """市价卖出"""
-        method = FUNCTIONCODE_SELLMARKET
-        params = {
-            'coin_type': coinType,
-            'amount': amount
-        }
-        callback = self.onSellMarket
-        optional = {
-            'trade_password': tradePassword,
-            'trade_id': tradeId,
-            'market': market
-        }
-        return self.sendRequest(method, params, callback, optional)      
-    
-    #----------------------------------------------------------------------
-    def cancelOrder(self, id_, coinType=COINTYPE_BTC, market='cny'):
-        """撤销委托"""
-        method = FUNCTIONCODE_CANCELORDER
-        params = {
-            'coin_type': coinType,
-            'id': id_
-        }
-        callback = self.onCancelOrder
-        optional = {'market': market}
-        return self.sendRequest(method, params, callback, optional)    
-
-    #----------------------------------------------------------------------
-    def getNewDealOrders(self, market='cny'):
-        """查询最新10条成交"""
-        method = FUNCTIONCODE_GETNEWDEALORDERS
-        params = {}
-        callback = self.onGetNewDealOrders
-        optional = {'market': market}
-        return self.sendRequest(method, params, callback, optional)
-    
-    #----------------------------------------------------------------------
-    def getOrderIdByTradeId(self, tradeId, coinType=COINTYPE_BTC, 
-                            market='cny'):
-        """通过成交编号查询委托编号"""
-        method = FUNCTIONCODE_GETORDERIDBYTRADEID
-        params = {
-            'coin_type': coinType,
-            'trade_id': tradeId
-        }
-        callback = self.onGetOrderIdByTradeId
-        optional = {'market': market}
-        return self.sendRequest(method, params, callback, optional) 
-    
-    #----------------------------------------------------------------------
-    def withdrawCoin(self, withdrawAddress, withdrawAmount,
-                     coinType=COINTYPE_BTC, tradePassword='',
-                     market='cny', withdrawFee=0.0001):
-        """提币"""
-        method = FUNCTIONCODE_WITHDRAWCOIN
-        params = {
-            'coin_type': coinType,
-            'withdraw_address': withdrawAddress,
-            'withdraw_amount': withdrawAmount
-        }
-        callback = self.onWithdrawCoin
-        optional = {
-            'market': market,
-            'withdraw_fee': withdrawFee
-        }
-        return self.sendRequest(method, params, callback, optional)  
-    
-    #----------------------------------------------------------------------
-    def cancelWithdrawCoin(self, id_, market='cny'):
-        """取消提币"""
-        method = FUNCTIONCODE_CANCELWITHDRAWCOIN
-        params = {'withdraw_coin_id': id_}
-        callback = self.onCancelWithdrawCoin
-        optional = {'market': market}
-        return self.sendRequest(method, params, callback, optional)         
-    
-    #----------------------------------------------------------------------
-    def onGetWithdrawCoinResult(self, id_, market='cny'):
-        """查询提币结果"""
-        method = FUNCTIONCODE_GETWITHDRAWCOINRESULT
-        params = {'withdraw_coin_id': id_}
-        callback = self.onGetWithdrawCoinResult
-        optional = {'market': market}
-        return self.sendRequest(method, params, callback, optional)         
-    
-    #----------------------------------------------------------------------
-    def transfer(self, amountFrom, amountTo, amount, 
-                 coinType=COINTYPE_BTC ):
-        """账户内转账"""
-        method = FUNCTIONCODE_TRANSFER
-        params = {
-            'amount_from': amountFrom,
-            'amount_to': amountTo,
-            'amount': amount,
-            'coin_type': coinType
-        }
-        callback = self.onTransfer
-        optional = {}
-        return self.sendRequest(method, params, callback, optional)          
-        
-    #----------------------------------------------------------------------
-    def loan(self, amount, loan_type=LOANTYPE_CNY, 
-             market=MARKETTYPE_CNY):
-        """申请杠杆"""
-        method = FUNCTIONCODE_LOAN
-        params = {
-            'amount': amount,
-            'loan_type': loan_type
-        }
-        callback = self.onLoan
-        optional = {'market': market}
-        return self.sendRequest(method, params, callback, optional)
-    
-    #----------------------------------------------------------------------
-    def repayment(self, id_, amount, repayAll=0,
-                  market=MARKETTYPE_CNY):
-        """归还杠杆"""
-        method = FUNCTIONCODE_REPAYMENT
-        params = {
-            'loan_id': id_,
-            'amount': amount
-        }
-        callback = self.onRepayment
-        optional = {
-            'repay_all': repayAll,
-            'market': market
-        }
-        return self.sendRequest(method, params, callback, optional)
-    
-    #----------------------------------------------------------------------
-    def getLoanAvailable(self, market='cny'):
-        """查询杠杆额度"""
-        method = FUNCTIONCODE_GETLOANAVAILABLE
-        params = {}
-        callback = self.onLoanAvailable
-        optional = {'market': market}
-        return self.sendRequest(method, params, callback, optional)
-    
-    #----------------------------------------------------------------------
-    def getLoans(self, market='cny'):
-        """查询杠杆列表"""
-        method = FUNCTIONCODE_GETLOANS
-        params = {}
-        callback = self.onGetLoans
-        optional = {'market': market}
-        return self.sendRequest(method, params, callback, optional)    
-    
-    ####################################################
-    ## 回调函数
-    ####################################################
-    
-    #----------------------------------------------------------------------
-    def onError(self, error, req, reqID):
-        """错误推送"""
-        print error, reqID    
-
-    #----------------------------------------------------------------------
-    def onGetAccountInfo(self, data, req, reqID):
-        """查询账户回调"""
-        print data
-    
-    #----------------------------------------------------------------------
-    def onGetOrders(self, data, req, reqID, fuck):
-        """查询委托回调"""
-        print data
-        
-    #----------------------------------------------------------------------
-    def onOrderInfo(self, data, req, reqID):
-        """委托详情回调"""
-        print data
-
-    #----------------------------------------------------------------------
-    def onBuy(self, data, req, reqID):
-        """买入回调"""
-        print data
-        
-    #----------------------------------------------------------------------
-    def onSell(self, data, req, reqID):
-        """卖出回调"""
-        print data    
-        
-    #----------------------------------------------------------------------
-    def onBuyMarket(self, data, req, reqID):
-        """市价买入回调"""
-        print data
-        
-    #----------------------------------------------------------------------
-    def onSellMarket(self, data, req, reqID):
-        """市价卖出回调"""
-        print data        
-        
-    #----------------------------------------------------------------------
-    def onCancelOrder(self, data, req, reqID):
-        """撤单回调"""
-        print data
-    
-    #----------------------------------------------------------------------
-    def onGetNewDealOrders(self, data, req, reqID):
-        """查询最新成交回调"""
-        print data    
-        
-    #----------------------------------------------------------------------
-    def onGetOrderIdByTradeId(self, data, req, reqID):
-        """通过成交编号查询委托编号回调"""
-        print data    
-        
-    #----------------------------------------------------------------------
-    def onWithdrawCoin(self, data, req, reqID):
-        """提币回调"""
-        print data
-        
-    #----------------------------------------------------------------------
-    def onCancelWithdrawCoin(self, data, req, reqID):
-        """取消提币回调"""
-        print data      
-        
-    #----------------------------------------------------------------------
-    def onGetWithdrawCoinResult(self, data, req, reqID):
-        """查询提币结果回调"""
-        print data           
-        
-    #----------------------------------------------------------------------
-    def onTransfer(self, data, req, reqID):
-        """转账回调"""
-        print data
-        
-    #----------------------------------------------------------------------
-    def onLoan(self, data, req, reqID):
-        """申请杠杆回调"""
-        print data      
-        
-    #----------------------------------------------------------------------
-    def onRepayment(self, data, req, reqID):
-        """归还杠杆回调"""
-        print data    
-    
-    #----------------------------------------------------------------------
-    def onLoanAvailable(self, data, req, reqID):
-        """查询杠杆额度回调"""
-        print data      
-        
-    #----------------------------------------------------------------------
-    def onGetLoans(self, data, req, reqID):
-        """查询杠杆列表"""
-        print data        
-        
-
-########################################################################
-class DataApi(object):
-    """行情接口"""
-    TICK_SYMBOL_URL = {
-        SYMBOL_BTCCNY: 'http://api.huobi.com/staticmarket/detail_btc_json.js',
-        SYMBOL_LTCCNY: 'http://api.huobi.com/staticmarket/detail_ltc_json.js',
-        SYMBOL_BTCUSD: 'http://api.huobi.com/usdmarket/detail_btc_json.js'
-    }
-    
-    QUOTE_SYMBOL_URL = {
-        SYMBOL_BTCCNY: 'http://api.huobi.com/staticmarket/ticker_btc_json.js',
-        SYMBOL_LTCCNY: 'http://api.huobi.com/staticmarket/ticker_ltc_json.js',
-        SYMBOL_BTCUSD: 'http://api.huobi.com/usdmarket/ticker_btc_json.js'
-    }  
-    
-    DEPTH_SYMBOL_URL = {
-        SYMBOL_BTCCNY: 'http://api.huobi.com/staticmarket/depth_btc_json.js',
-        SYMBOL_LTCCNY: 'http://api.huobi.com/staticmarket/depth_ltc_json.js',
-        SYMBOL_BTCUSD: 'http://api.huobi.com/usdmarket/depth_btc_json.js'
-    }    
-    
-    KLINE_SYMBOL_URL = {
-        SYMBOL_BTCCNY: 'http://api.huobi.com/staticmarket/btc_kline_[period]_json.js',
-        SYMBOL_LTCCNY: 'http://api.huobi.com/staticmarket/btc_kline_[period]_json.js',
-        SYMBOL_BTCUSD: 'http://api.huobi.com/usdmarket/btc_kline_[period]_json.js'
-    }        
-    
-    DEBUG = True
-
-    #----------------------------------------------------------------------
-    def __init__(self):
-        """Constructor"""
-        self.active = False
-        
-        self.taskInterval = 0                       # 每轮请求延时
-        self.taskList = []                          # 订阅的任务列表
-        self.taskThread = Thread(target=self.run)   # 处理任务的线程
-    
-    #----------------------------------------------------------------------
-    def init(self, interval, debug):
-        """初始化"""
-        self.taskInterval = interval
-        self.DEBUG = debug
-        
-        self.active = True
-        self.taskThread.start()
-        
-    #----------------------------------------------------------------------
-    def exit(self):
-        """退出"""
-        self.active = False
-        
-        if self.taskThread.isAlive():
-            self.taskThread.join()
-        
-    #----------------------------------------------------------------------
-    def run(self):
-        """连续运行"""
-        while self.active:
-            for url, callback in self.taskList:
-                try:
-                    r = requests.get(url)
-                    if r.status_code == 200:
-                        data = r.json()
-                        if self.DEBUG:
-                            print callback.__name__
-                        callback(data)
-                except Exception, e:
-                    print e
-                    
-            sleep(self.taskInterval)
-            
-    #----------------------------------------------------------------------
-    def subscribeTick(self, symbol):
-        """订阅实时成交数据"""
-        url = self.TICK_SYMBOL_URL[symbol]
-        task = (url, self.onTick)
-        self.taskList.append(task)
-        
-    #----------------------------------------------------------------------
-    def subscribeQuote(self, symbol):
-        """订阅实时报价数据"""
-        url = self.QUOTE_SYMBOL_URL[symbol]
-        task = (url, self.onQuote)
-        self.taskList.append(task)
-        
-    #----------------------------------------------------------------------
-    def subscribeDepth(self, symbol, level=0):
-        """订阅深度数据"""
-        url = self.DEPTH_SYMBOL_URL[symbol]
-        
-        if level:
-            url = url.replace('json', str(level))
-        
-        task = (url, self.onDepth)
-        self.taskList.append(task)        
-        
-    #----------------------------------------------------------------------
-    def onTick(self, data):
-        """实时成交推送"""
-        print data
-        
-    #----------------------------------------------------------------------
-    def onQuote(self, data):
-        """实时报价推送"""
-        print data    
-    
-    #----------------------------------------------------------------------
-    def onDepth(self, data):
-        """实时深度推送"""
-        print data        
-
-    #----------------------------------------------------------------------
-    def getKline(self, symbol, period, length=0):
-        """查询K线数据"""
-        url = self.KLINE_SYMBOL_URL[symbol]
-        url = url.replace('[period]', period)
-        
-        if length:
-            url = url + '?length=' + str(length)
-            
-        try:
-            r = requests.get(url)
-            if r.status_code == 200:
-                data = r.json()
-                return data
-        except Exception, e:
-            print e
-            return None

vnpy/trader/gateway/ibGateway/ibGateway.py

@@ -17,7 +17,7 @@ import calendar
 from datetime import datetime, timedelta
 from copy import copy
 
-from vnib import *
+from vnpy.api.ib import *
 from vtGateway import *
 from language import text
 

vnpy/trader/gateway/ksgoldGateway/ksgoldGateway.py

@@ -11,8 +11,7 @@ import os
 import json
 import time
 
-from vnksgoldtd import TdApi
-from ksgoldDataType import *
+from vnpy.api.ksgold import TdApi, defineDict
 from vtGateway import *
 
 # 以下类型映射参考的是原生API里的Constant.h

vnpy/trader/gateway/ksotpGateway/ksotpGateway.py

@@ -8,9 +8,7 @@ vn.ksotp的gateway接入
 import os
 import json
 
-from vnksotpmd import MdApi
-from vnksotptd import TdApi
-from ksotpDataType import *
+from vnpy.api.ksotp import MdApi, TdApi, defineDict
 from vtGateway import *
 
 # 以下为一些VT类型和CTP类型的映射字典

vnpy/trader/gateway/lhangGateway/lhangGateway.py

@@ -10,7 +10,7 @@ import json
 from datetime import datetime
 from time import sleep
 
-import vnlhang
+from vnpy.api.lhang import LhangApi
 from vtGateway import *
 
 
@@ -150,7 +150,7 @@ class LhangGateway(VtGateway):
     
 
 ########################################################################
-class LhangApi(vnlhang.LhangApi):
+class LhangApi(LhangApi):
     """"""
 
     #----------------------------------------------------------------------

vnpy/trader/gateway/lhangGateway/vnlhang.py

@@ -1,307 +0,0 @@
-# encoding: utf-8
-
-import urllib
-import hashlib
-
-import requests
-from Queue import Queue, Empty
-from threading import Thread
-from time import sleep
-
-
-
-LHANG_API_ROOT ="https://api.lhang.com/v1/"
-
-FUNCTION_TICKER = ('ticker.do', 'get')
-FUNCTION_DEPTH = ('depth.do', 'get')
-FUNCTION_TRADES = ('trades.do', 'get')
-FUNCTION_KLINE = ('kline.do', 'get')
-
-FUNCTION_USERINFO = ('user_info.do', 'post')
-FUNCTION_CREATEORDER = ('create_order.do', 'post')
-FUNCTION_CANCELORDER = ('cancel_order.do', 'post')
-FUNCTION_ORDERSINFO = ('orders_info.do', 'post')
-FUNCTION_ORDERSINFOHISTORY = ('orders_info_history.do', 'post')
-
-
-#----------------------------------------------------------------------
-def signature(params, secretKey):
-    """生成签名"""
-    params = sorted(params.iteritems(), key=lambda d:d[0], reverse=False)
-    params.append(('secret_key', secretKey))
-    message = urllib.urlencode(params)
-    
-    m = hashlib.md5()
-    m.update(message)
-    m.digest()
-
-    sig=m.hexdigest()
-    return sig    
-    
-
-########################################################################
-class LhangApi(object):
-    """"""
-    DEBUG = True
-
-    #----------------------------------------------------------------------
-    def __init__(self):
-        """Constructor"""
-        self.apiKey = ''
-        self.secretKey = ''
-
-        self.interval = 1           # 每次请求的间隔等待
-        self.active = False         # API工作状态   
-        self.reqID = 0              # 请求编号
-        self.reqQueue = Queue()     # 请求队列
-        self.reqThread = Thread(target=self.processQueue)   # 请求处理线程        
-    
-    #----------------------------------------------------------------------
-    def init(self, apiKey, secretKey, interval):
-        """初始化"""
-        self.apiKey = apiKey
-        self.secretKey = secretKey
-        self.interval = interval
-        
-        self.active = True
-        self.reqThread.start()
-        
-    #----------------------------------------------------------------------
-    def exit(self):
-        """退出"""
-        self.active = False
-        
-        if self.reqThread.isAlive():
-            self.reqThread.join()
-    
-    #----------------------------------------------------------------------
-    def processRequest(self, req):
-        """处理请求"""
-        # 读取方法和参数
-        api, method = req['function']
-        params = req['params']
-        url = LHANG_API_ROOT + api
-        
-        # 在参数中增加必须的字段
-        params['api_key'] = self.apiKey
-        
-        # 添加签名
-        sign = signature(params, self.secretKey)
-        params['sign'] = sign
-        
-        # 发送请求
-        payload = urllib.urlencode(params)
-    
-        r = requests.request(method, url, params=payload)
-        if r.status_code == 200:
-            data = r.json()
-            return data
-        else:
-            return None        
-    
-    #----------------------------------------------------------------------
-    def processQueue(self):
-        """处理请求队列中的请求"""
-        while self.active:
-            try:
-                req = self.reqQueue.get(block=True, timeout=1)  # 获取请求的阻塞为一秒
-                callback = req['callback']
-                reqID = req['reqID']
-                
-                data = self.processRequest(req)
-                
-                # 请求失败
-                if data is None:
-                    error = u'请求失败'
-                    self.onError(error, req, reqID)
-                elif 'error_code' in data:
-                    error = u'请求出错，错误代码：%s' % data['error_code']
-                    self.onError(error, req, reqID)
-                # 请求成功
-                else:
-                    if self.DEBUG:
-                        print callback.__name__                        
-                    callback(data, req, reqID)
-
-                # 流控等待
-                sleep(self.interval)
-                
-            except Empty:
-                pass    
-            
-    #----------------------------------------------------------------------
-    def sendRequest(self, function, params, callback):
-        """发送请求"""
-        # 请求编号加1
-        self.reqID += 1
-        
-        # 生成请求字典并放入队列中
-        req = {}
-        req['function'] = function
-        req['params'] = params
-        req['callback'] = callback
-        req['reqID'] = self.reqID
-        self.reqQueue.put(req)
-        
-        # 返回请求编号
-        return self.reqID
-    
-    #----------------------------------------------------------------------
-    def onError(self, error, req, reqID):
-        """错误推送"""
-        print error, req, reqID
-
-    ###############################################
-    # 行情接口
-    ###############################################
-    
-    #----------------------------------------------------------------------
-    def getTicker(self, symbol):
-        """查询行情"""
-        function = FUNCTION_TICKER
-        params = {'symbol': symbol}
-        callback = self.onGetTicker
-        return self.sendRequest(function, params, callback)
-
-    # ----------------------------------------------------------------------
-    def getDepth(self, symbol, size, merge):
-        """查询深度"""
-        function = FUNCTION_DEPTH
-        params = {
-            'symbol': symbol,
-            'size': size,
-            'mege': merge
-        }
-        callback = self.onGetDepth
-        return self.sendRequest(function, params, callback)
-
-    # ----------------------------------------------------------------------
-    def getTrades(self, symbol, size, time):
-        """查询历史成交"""
-        function = FUNCTION_TRADES
-        params = {
-            'symbol': symbol,
-            'size': size,
-            'time': time
-        }
-        callback = self.onGetTrades
-        return self.sendRequest(function, params, callback)
-
-    # ----------------------------------------------------------------------
-    def getKline(self, symbol, size, type_, time):
-        """查询K线"""
-        function = FUNCTION_TRADES
-        params = {
-            'symbol': symbol,
-            'size': size,
-            'type': type_,
-            'time': time
-        }
-        callback = self.onGetKline
-        return self.sendRequest(function, params, callback)
-
-    #----------------------------------------------------------------------
-    def onGetTicker(self, data, req, reqID):
-        """查询行情回调"""
-        print data, reqID
-
-    # ----------------------------------------------------------------------
-    def onGetDepth(self, data, req, reqID):
-        """查询深度回调"""
-        print data, reqID
-
-    # ----------------------------------------------------------------------
-    def onGetTrades(self, data, req, reqID):
-        """查询历史成交"""
-        print data, reqID
-
-    # ----------------------------------------------------------------------
-    def onGetKline(self, data, req, reqID):
-        """查询Ｋ线回报"""
-        print data, reqID
-
-    ###############################################
-    # 交易接口
-    ###############################################
-
-    # ----------------------------------------------------------------------
-    def getUserInfo(self):
-        """查询K线"""
-        function = FUNCTION_USERINFO
-        params = {}
-        callback = self.onGetUserInfo
-        return self.sendRequest(function, params, callback)
-
-    # ----------------------------------------------------------------------
-    def createOrder(self, symbol, type_, price, amount):
-        """发送委托"""
-        function = FUNCTION_CREATEORDER
-        params = {
-            'symbol': symbol,
-            'type': type_,
-            'price': price,
-            'amount': amount
-        }
-        callback = self.onCreateOrder
-        return self.sendRequest(function, params, callback)
-
-    # ----------------------------------------------------------------------
-    def cancelOrder(self, symbol, orderId):
-        """撤单"""
-        function = FUNCTION_CANCELORDER
-        params = {
-            'symbol': symbol,
-            'order_id': orderId
-        }
-        callback = self.onCancelOrder
-        return self.sendRequest(function, params, callback)
-
-    # ----------------------------------------------------------------------
-    def getOrdersInfo(self, symbol, orderId):
-        """查询委托"""
-        function = FUNCTION_ORDERSINFO
-        params = {
-            'symbol': symbol,
-            'order_id': orderId
-        }
-        callback = self.onGetOrdersInfo
-        return self.sendRequest(function, params, callback)
-
-    # ----------------------------------------------------------------------
-    def getOrdersInfoHistory(self, symbol, status, currentPage, pageLength):
-        """撤单"""
-        function = FUNCTION_ORDERSINFOHISTORY
-        params = {
-            'symbol': symbol,
-            'status': status,
-            'current_page': currentPage,
-            'page_length': pageLength
-        }
-        callback = self.onGetOrdersInfoHistory
-        return self.sendRequest(function, params, callback)
-
-    # ----------------------------------------------------------------------
-    def onGetUserInfo(self, data, req, reqID):
-        """查询Ｋ线回报"""
-        print data, reqID
-
-    # ----------------------------------------------------------------------
-    def onCreateOrder(self, data, req, reqID):
-        """委托回报"""
-        print data, reqID
-
-    # ----------------------------------------------------------------------
-    def onCancelOrder(self, data, req, reqID):
-        """撤单回报"""
-        print data, reqID
-
-    # ----------------------------------------------------------------------
-    def onGetOrdersInfo(self, data, req, reqID):
-        """查询委托回报"""
-        print data, reqID
-
-    # ----------------------------------------------------------------------
-    def onGetOrdersInfoHistory(self, data, req, reqID):
-        """撤单回报"""
-        print data, reqID
-

vnpy/trader/gateway/ltsGateway/ltsGateway.py

@@ -7,10 +7,7 @@ vn.lts的gateway接入
 import os
 import json
 
-from vnltsmd import MdApi
-from vnltstd import TdApi
-from vnltsqry import QryApi
-from ltsDataType import *
+from vnpy.api.lts import MdApi, QryApi, TdApi, defineDict
 from vtGateway import *
 
 

vnpy/trader/gateway/oandaGateway/oandaGateway.py

@@ -24,7 +24,7 @@ import os
 import json
 import datetime
 
-from vnoanda import OandaApi
+from vnpy.api.oanda import OandaApi
 from vtGateway import *
 
 # 价格类型映射