bugfix: 数据引擎排除拒单类的活动订单
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msincenselee
parent
d753283e38
commit
6686df6736
@ -55,6 +55,7 @@ class MainEngine(object):
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self.drEngine = DrEngine(self, self.eventEngine) # 数据记录模块
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self.rmEngine = RmEngine(self, self.eventEngine) # 风险管理模块
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self.connected_gw_name = u''
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# ----------------------------------------------------------------------
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def addGateway(self, gatewayModule,gateway_name=EMPTY_STRING):
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"""添加底层接口"""
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@ -80,6 +81,9 @@ class MainEngine(object):
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}
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self.gatewayDetailList.append(d)
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if gateway_name != self.connected_gw_name:
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self.connected_gw_name = gateway_name
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# ----------------------------------------------------------------------
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def connect(self, gatewayName):
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"""连接特定名称的接口"""
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@ -87,11 +91,18 @@ class MainEngine(object):
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gateway = self.gatewayDict[gatewayName]
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gateway.connect()
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if gatewayName != self.connected_gw_name:
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self.connected_gw_name = gatewayName
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# 接口连接后自动执行数据库连接的任务
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self.dbConnect()
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return True
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else:
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self.writeLog(text.GATEWAY_NOT_EXIST.format(gateway=gatewayName))
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return False
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def checkGatewayStatus(self,gatewayName):
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"""check gateway connect status"""
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if gatewayName in self.gatewayDict:
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@ -103,21 +114,25 @@ class MainEngine(object):
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def qryStatus(self):
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"""查询Status"""
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status_dict = OrderedDict()
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# gateway Status
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gw_status = u''
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gw_status_dict = OrderedDict()
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for k,g in self.gatewayDict.items():
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gw_status += u'[{0}/{1}]'.format(k,g.checkStatus())
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gw_status_dict[k] = g.checkStatus()
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status_dict['gateways']=gw_status_dict
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self.writeLog(u'gw:{0}'.format(gw_status))
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# ctaEngine Status
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cta_status = u''
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if self.ctaEngine:
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s1,s2 = self.ctaEngine.qryStatus()
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cta_status = u'{0},{1}'.format(s1,s2)
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tick_dict,strategy_dict = self.ctaEngine.qryStatus()
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status_dict['ticks']=tick_dict
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status_dict['strategies'] = strategy_dict
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self.writeLog(u'cta:{0}'.format(cta_status))
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event = vn_event(type_=EVENT_STATUS)
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event.dict_['data']= status_dict
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self.eventEngine.put(event)
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return True
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# ----------------------------------------------------------------------
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def subscribe(self, subscribeReq, gatewayName):
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"""订阅特定接口的行情"""
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@ -136,7 +151,7 @@ class MainEngine(object):
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"""对特定接口发单"""
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# 如果风控检查失败则不发单
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if not self.rmEngine.checkRisk(orderReq):
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self.writeLog(u'风控检查不通过')
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self.writeCritical(u'风控检查不通过')
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return ''
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if gatewayName in self.gatewayDict:
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@ -198,20 +213,25 @@ class MainEngine(object):
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def disconnect(self, gateway_name=EMPTY_STRING):
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"""断开底层gateway的连接"""
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try:
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# 只断开指定的gateway
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if gateway_name != EMPTY_STRING:
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if gateway_name in self.gatewayDict:
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gateway = self.gatewayDict[gateway_name]
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gateway.close()
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return
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else:
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self.writeLog(u'gateway接口不存在：%s' % gateway_name)
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# 只断开指定的gateway
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if gateway_name != EMPTY_STRING:
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if gateway_name in self.gatewayDict:
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gateway = self.gatewayDict[gateway_name]
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# 断开所有的gateway
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for gateway in self.gatewayDict.values():
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gateway.close()
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return
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else:
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self.writeLog(u'gateway接口不存在：%s' % gateway_name)
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# 断开所有的gateway
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for gateway in self.gatewayDict.values():
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gateway.close()
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return True
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except Exception as ex:
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print u'vtEngine.disconnect Exception:{0} '.format(str(ex))
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return False
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# ----------------------------------------------------------------------
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def writeLog(self, content):
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"""快速发出日志事件"""
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@ -249,7 +269,7 @@ class MainEngine(object):
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# 发出邮件
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try:
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sendmail(subject=u'Warning', msgcontent=content)
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sendmail(subject=u'{0} Warning'.format(self.connected_gw_name), msgcontent=content)
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except:
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pass
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@ -264,7 +284,7 @@ class MainEngine(object):
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# 发出邮件
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try:
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sendmail(subject=u'Notification', msgcontent=content)
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sendmail(subject=u'{0} Notification'.format(self.connected_gw_name), msgcontent=content)
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except:
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pass
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@ -283,7 +303,7 @@ class MainEngine(object):
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# 发出邮件
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try:
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sendmail(subject=u'Critical', msgcontent=content)
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sendmail(subject=u'{0} Critical'.format(self.connected_gw_name), msgcontent=content)
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except:
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pass
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@ -389,6 +409,27 @@ class MainEngine(object):
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def saveData(self):
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self.ctaEngine.saveStrategyData()
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def initStrategy(self,name, force = False):
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if not self.ctaEngine:
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self.writeError(u'Cta Engine not started')
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return
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self.ctaEngine.initStrategy(name=name, force=force)
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self.qryStatus()
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def startStrategy(self,name):
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if not self.ctaEngine:
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self.writeError(u'Cta Engine not started')
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return
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self.ctaEngine.startStrategy(name=name)
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self.qryStatus()
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def stopStrategy(self,name):
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if not self.ctaEngine:
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self.writeError(u'Cta Engine not started')
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return
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self.ctaEngine.stopStrategy(name=name)
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self.qryStatus()
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########################################################################
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class DataEngine(object):
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"""数据引擎"""
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@ -462,7 +503,7 @@ class DataEngine(object):
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self.orderDict[order.vtOrderID] = order
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# 如果订单的状态是全部成交或者撤销，则需要从workingOrderDict中移除
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if order.status == STATUS_ALLTRADED or order.status == STATUS_CANCELLED:
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if order.status in [STATUS_ALLTRADED, STATUS_REJECTED, STATUS_CANCELLED]:
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if order.vtOrderID in self.workingOrderDict:
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del self.workingOrderDict[order.vtOrderID]
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# 否则则更新字典中的数据
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