Merge remote-tracking branch 'refs/remotes/vnpy/master'

Conflicts:
	.gitignore
	vn.trader/CTP_connect.json
	vn.trader/ContractData.vt
	vn.trader/LTS_connect.json
	vn.trader/ctaEngine.py
	vn.trader/ctaStrategies.py
	vn.trader/ctaStrategyTemplate.py
	vn.trader/ctpGateway.py
	vn.trader/ltsGateway.py
	vn.trader/uiBasicWidget.py
	vn.trader/uiCtaWidget.py
	vn.trader/uiMainWindow.py
	vn.trader/vtConstant.py
	vn.trader/vtEngine.py
	vn.trader/vtGateway.py

.gitignore

@@ -37,8 +37,23 @@ Release/
 # 其他文件
 *.dump
 *.vssettings
+<<<<<<< HEAD
 vnpy.pyproj.user
 .idea/workspace.xml
 .idea/.name
 .idea/vnpy.iml
 *.xml
+=======
+
+<<<<<<< HEAD
+# 不想同步的
+*.local
+=======
+vn.ctp/build/*
+vn.lts/build/*
+.idea
+>>>>>>> 65aac25731772259bf2d4049e7adbe92750ea01d
+>>>>>>> refs/remotes/vnpy/master
+*.json
+*.json
+*.json

vn.ctp/CMakeLists.txt

@@ -0,0 +1,74 @@
+cmake_minimum_required(VERSION 2.8)
+project(vn_ctp_api)
+
+set(CMAKE_BUILD_TYPE "Release")
+if (CMAKE_COMPILER_IS_GNUC OR CMAKE_COMPILER_IS_GNUCXX) 
+  set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -fPIC -std=c++11")
+endif ()
+
+set(EXECUTABLE_OUTPUT_PATH ${CMAKE_BINARY_DIR}/bin)
+set(LIBRARY_OUTPUT_PATH ${CMAKE_BINARY_DIR}/bin)
+
+option(USE_64BITS "comiple 64bits" ON)
+if (USE_64BITS)
+  add_definitions(-DUSE_64BITS)
+  #set(CMAKE_C_FLAGS "${CMAKE_C_FLAGS} -m32")
+  #set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -m32")
+endif()
+
+set(CTPAPI_PATH ctpapi)
+include_directories(${CTPAPI_PATH})
+set(CTPAPI_LIBRARY )
+find_library(CTPAPI_MD_LIBRARY
+  NAMES thostmduserapi
+  PATHS ${CTPAPI_PATH}) 
+find_library(CTPAPI_TD_LIBRARY
+  NAMES thosttraderapi
+  PATHS ${CTPAPI_PATH})
+
+set (vnctpmd )
+set (vnctptd )
+  
+option(BUILD_CTP_MD "build ctp md" ON)
+if (BUILD_CTP_MD)
+  add_definitions(-DBUILD_CTP_MD)
+  set(CTP_MD_PATH vnctpmd/vnctpmd)
+  include_directories(CTP_MD_PATH)
+  set(VN_CTP_MD_SOURCE ${CMAKE_CURRENT_SOURCE_DIR}/vnctpmd/vnctpmd/vnctpmd.cpp)
+  add_library(vnctpmd SHARED ${VN_CTP_MD_SOURCE})
+endif()
+option(BUILD_CTP_TD "build ctp td" ON)
+if (BUILD_CTP_TD)
+  add_definitions(-DBUILD_CTP_MD)
+  set(CTP_TD_PATH vnctptd/vnctptd)
+  include_directories(CTP_TD_PATH)
+  set(VN_CTP_TD_SOURCE ${CMAKE_CURRENT_SOURCE_DIR}/vnctptd/vnctptd/vnctptd.cpp)
+  add_library(vnctptd SHARED ${VN_CTP_TD_SOURCE})  
+endif()
+
+
+set(PYTHON_INCLUDE_PATH C:/Python27/include)
+set(PYTHON_LIBRARY )
+find_library(PYTHON_LIBRARY
+  NAMES python27
+  PATHS C:/Python27/libs)
+include_directories(${PYTHON_INCLUDE_PATH})
+
+# 链接boost库，anaconda
+set(Boost_USE_STATIC_LIBS        ON)    #链接boost静态库
+set(Boost_USE_MULTITHREADED      ON)
+find_package(Boost 1.57.0 COMPONENTS python thread date_time system chrono REQUIRED) # 如果boost库没有完全编译，需要将编译的库明确地指出，否者message(${Boost_LIBRARIES})会出错
+if(Boost_FOUND)
+  include_directories(${Boost_INCLUDE_DIRS})
+endif()
+
+target_link_libraries(vnctpmd  ${Boost_LIBRARIES} ${PYTHON_LIBRARY} ${CTPAPI_MD_LIBRARY})
+set(MD_DLL "${LIBRARY_OUTPUT_PATH}/Release/vnctpmd.dll")
+if (EXISTS ${MD_DLL})
+  file(RENAME ${MD_DLL} ${LIBRARY_OUTPUT_PATH}/Release/vnctpmd.pyd)
+endif()
+target_link_libraries(vnctptd  ${Boost_LIBRARIES} ${PYTHON_LIBRARY} ${CTPAPI_TD_LIBRARY})
+set(TD_DLL ${LIBRARY_OUTPUT_PATH}/Release/vnctptd.dll)
+if (EXISTS ${TD_DLL})
+  file(RENAME  ${TD_DLL} ${LIBRARY_OUTPUT_PATH}/Release/vnctptd.pyd)
+endif()

vn.ctp/readme.md

@@ -0,0 +1,30 @@
+# 本目录的作用是编译CTP库
+---------------------
+
+# 目录说明
+------------
+## vnctpmd: 编译行情API
+
+# 环境配置
+----------
+
+* 建议安装的软件在位数上保持一致，比如全都安装32位，同时编译32位库
+* cmake:安装最新版本的cmake,用于配置编译环境
+* [Boost1.57.0](http://sourceforge.net/projects/boost/files/boost/1.57.0/)库：编译的方法可以参考[Boost Getting Started](http://www.boost.org/doc/libs/1_58_0/more/getting_started/)右下角的链接
+** 设置环境变量：eg: BOOST_ROOT = C:\boost_1_57_0
+** 编译32位库还是64位库任意选择
+** 需要编译boost python, thread, system, chrono, date_time共5个库：若编译全部库则会浪费大量时间和硬盘空间。
+** boost python的动态库64bits可能编译不成功，需加选项address-model=64。或者编译静态库
+
+* [Anaconda1.9.2](http://repo.continuum.io/archive/index.html): 量化相关包的Python发行版
+* 编译工具：windows下选择visual studio 2013；linux下使用g++。
+
+# 编译过程
+-------------
+
+* 在vn.ctp目录下新建文件夹，并命名为build, 保存编译的临时文件及库文件
+* 打开命令行工具输入：cmake-gui .. 则打开cmake配置界面
+* 点击configure。
+* 点击generate。如果没有错误则配置成功
+* 进入build目录，双击vn_ctp_api.sln打开解决方案
+* 点击编译按钮,建议编译release库

vn.datayes/api.py

@@ -39,8 +39,7 @@ class Config(object):
 	toke_ = '44ebc0f058981f85382595f9f15f967' + \
 			'0c7eaf2695de30dd752e8f33e9022baa0'
 
-	token = '7c2e59e212dbff90ffd6b382c7afb57' + \
+	token = '575593eb7696aec7339224c0fac2313780d8645f68b77369dcb35f8bcb419a0b'
-			'bc987a99307d382b058af6748f591d723'
 
 	body = {
 		'ssl': False,

vn.datayes/tests.py

@@ -101,7 +101,7 @@ def test_mktbar_M1_get_interM():
 
 if __name__ == '__main__':
 	#test_config()
-	#test_mktbar_D1()
+	test_mktbar_D1()
 	#test_bond_D1()
 	#test_fut_D1()
 	#test_fund_D1()
@@ -116,4 +116,4 @@ if __name__ == '__main__':
 	#test_mongod_get_all()
 	#test_mktbar_M1_get_drudgery()
 	#test_mktbar_M1_get_all()
-	test_mktbar_M1_get_interM()
+	#test_mktbar_M1_get_interM()

vn.lts/vnltstd/vnltstd/vnltstd.cpp

@@ -1414,7 +1414,7 @@ int TdApi::reqOrderInsert(dict req, int nRequestID)
 	CSecurityFtdcInputOrderField myreq = CSecurityFtdcInputOrderField();
 	memset(&myreq, 0, sizeof(myreq));
 	getChar(req, "ContingentCondition", &myreq.ContingentCondition);
-	getChar(req, "CombOffsetFlag", myreq.CombOffsetFlag);
+	//getChar(req, "CombOffsetFlag", myreq.CombOffsetFlag);
 	getChar(req, "UserID", myreq.UserID);
 	getChar(req, "LimitPrice", myreq.LimitPrice);
 	getInt(req, "UserForceClose", &myreq.UserForceClose);
@@ -1436,6 +1436,19 @@ int TdApi::reqOrderInsert(dict req, int nRequestID)
 	getInt(req, "RequestID", &myreq.RequestID);
 	getChar(req, "Direction", &myreq.Direction);
 
+	//´¦ÀíCombOffsetFlag
+	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;
 };

vn.trader/CTA_setting.json

@@ -0,0 +1,14 @@
+{
+    "Test1": {
+        "strategyClassName": "TestStrategy", 
+        "vtSymbol": "IF1511"
+    }, 
+    "Test3": {
+        "strategyClassName": "TestStrategy", 
+        "vtSymbol": "IF1512"
+    }, 
+    "Test2": {
+        "strategyClassName": "TestStrategy", 
+        "vtSymbol": "IH1511"
+    }
+}

vn.trader/CTP_connect.json

@@ -1,7 +1,13 @@
 {
     "brokerID": "9999", 
     "tdAddress": "tcp://180.168.146.187:10000", 
+<<<<<<< HEAD
     "password": "19890624", 
     "mdAddress": "tcp://180.168.212.228:41213", 
     "userID": "000300"
+=======
+    "password": "simnow申请", 
+    "mdAddress": "tcp://180.168.212.228:41213", 
+    "userID": "simnow申请"
+>>>>>>> refs/remotes/vnpy/master
 }

vn.trader/IB_connect.json

@@ -0,0 +1,5 @@
+{
+    "host": "localhost", 
+    "port": 7496, 
+    "clientId": 888
+}

vn.trader/LTS_connect.json

@@ -5,7 +5,13 @@
     "mdAddress": "tcp://211.144.195.163:54513",
     "productInfo": "LTS-Test", 
     "authCode": "N3EHKP4CYHZGM9VJ", 
+<<<<<<< HEAD
     "tdPassword": "150601", 
     "mdPassword": "123", 
     "userID": "020090002037"
+=======
+    "tdPassword": "华宝证券申请", 
+    "mdPassword": "华宝证券申请", 
+    "userID": "华宝证券申请"
+>>>>>>> refs/remotes/vnpy/master
 }

vn.trader/ctaEngine.py

@@ -6,7 +6,11 @@ from collections import OrderedDict
 
 from eventEngine import *
 from vtConstant import *
+<<<<<<< HEAD
 from vtGateway import VtOrderReq, VtCancelOrderReq
+=======
+from vtGateway import VtSubscribeReq, VtOrderReq, VtCancelOrderReq, VtLogData
+>>>>>>> refs/remotes/vnpy/master
 
 from ctaConstant import *
 from ctaStrategies import strategyClassDict
@@ -137,6 +141,12 @@ class CtaEngine(object):
         self.stopOrderDict = {}             # 停止单撤销后不会从本字典中删除
         self.workingStopOrderDict = {}      # 停止单撤销后会从本字典中删除
         
+<<<<<<< HEAD
+=======
+        # 注册事件监听
+        self.registerEvent()
+        
+>>>>>>> refs/remotes/vnpy/master
     #----------------------------------------------------------------------
     def sendOrder(self, vtSymbol, orderType, price, volume, strategy):
         """发单"""
@@ -243,8 +253,14 @@ class CtaEngine(object):
                         del self.workingStopOrderDict[so.stopOrderID]
         
     #----------------------------------------------------------------------
+<<<<<<< HEAD
     def procecssTick(self, tick):
         """处理行情推送"""
+=======
+    def procecssTickEvent(self, event):
+        """处理行情推送"""
+        tick = event.dict_['data']
+>>>>>>> refs/remotes/vnpy/master
         # 收到tick行情后，先处理本地停止单（检查是否要立即发出）
         self.processStopOrder(tick)
         
@@ -254,7 +270,12 @@ class CtaEngine(object):
             ctaTick = CtaTickData()
             d = ctaTick.__dict__
             for key in d.keys():
+<<<<<<< HEAD
                 d[key] = tick.__getattribute__(key)
+=======
+                if key != 'datetime':
+                    d[key] = tick.__getattribute__(key)
+>>>>>>> refs/remotes/vnpy/master
             # 添加datetime字段
             ctaTick.datetime = datetime.strptime(' '.join([tick.date, tick.time]), '%Y%m%d %H:%M:%S.%f')
             
@@ -264,15 +285,29 @@ class CtaEngine(object):
                 strategy.onTick(tick)
     
     #----------------------------------------------------------------------
+<<<<<<< HEAD
     def processOrder(self, order):
         """处理委托推送"""
+=======
+    def processOrderEvent(self, event):
+        """处理委托推送"""
+        order = event.dict_['data']
+        
+>>>>>>> refs/remotes/vnpy/master
         if order.vtOrderID in self.orderStrategyDict:
             strategy = self.orderStrategyDict[order.vtOrderID]            
             strategy.onOrder(order)
     
     #----------------------------------------------------------------------
+<<<<<<< HEAD
     def processTrade(self, trade):
         """处理成交推送"""
+=======
+    def processTradeEvent(self, event):
+        """处理成交推送"""
+        trade = event.dict_['data']
+        
+>>>>>>> refs/remotes/vnpy/master
         if trade.vtOrderID in self.orderStrategyDict:
             strategy = self.orderStrategyDict[order.vtOrderID]
             strategy.onTrade(trade)
@@ -280,9 +315,15 @@ class CtaEngine(object):
     #----------------------------------------------------------------------
     def registerEvent(self):
         """注册事件监听"""
+<<<<<<< HEAD
         self.eventEngine.register(EVENT_TICK, self.procecssTick)
         self.eventEngine.register(EVENT_ORDER, self.processOrder)
         self.eventEngine.register(EVENT_TRADE, self.processTrade)
+=======
+        self.eventEngine.register(EVENT_TICK, self.procecssTickEvent)
+        self.eventEngine.register(EVENT_ORDER, self.processOrderEvent)
+        self.eventEngine.register(EVENT_TRADE, self.processTradeEvent)
+>>>>>>> refs/remotes/vnpy/master
         
     #----------------------------------------------------------------------
     def insertData(self, dbName, collectionName, data):
@@ -338,7 +379,29 @@ class CtaEngine(object):
         """初始化策略"""
         # 防止策略重名
         if name not in self.strategyDict:
+<<<<<<< HEAD
             self.strategyDict[name] = strategyClass(self, paramDict)  # 创建策略对象
+=======
+            # 创建策略对象
+            strategy = strategyClass(self, name, paramDict)  
+            self.strategyDict[name] = strategy
+            
+            # 保存Tick映射关系
+            if strategy.vtSymbol in self.tickStrategyDict:
+                l = self.tickStrategyDict[strategy.vtSymbol]
+            else:
+                l = []
+                self.tickStrategyDict[strategy.vtSymbol] = l
+            l.append(strategy)
+            
+            # 订阅合约
+            contract = self.dataEngine.getContract(strategy.vtSymbol)
+            if contract:
+                req = VtSubscribeReq()
+                req.symbol = contract.symbol
+                req.exchange = contract.exchange
+                self.mainEngine.subscribe(req, contract.gatewayName)
+>>>>>>> refs/remotes/vnpy/master
         else:
             self.writeCtaLog(u'存在策略对象重名：' + name)
 
@@ -409,7 +472,11 @@ class CtaEngine(object):
                     break
     
     #----------------------------------------------------------------------
+<<<<<<< HEAD
     def getStrategyVarialbe(self, name):
+=======
+    def getStrategyVar(self, name):
+>>>>>>> refs/remotes/vnpy/master
         """获取策略当前的变量字典"""
         if name in self.strategyDict:
             strategy = self.strategyDict[name]
@@ -426,11 +493,16 @@ class CtaEngine(object):
             return None
     
     #----------------------------------------------------------------------
+<<<<<<< HEAD
     def getStrategyParameter(self, name):
+=======
+    def getStrategyParam(self, name):
+>>>>>>> refs/remotes/vnpy/master
         """获取策略的参数字典"""
         if name in self.strategyDict:
             strategy = self.strategyDict[name]
             d = strategy.__dict__
+<<<<<<< HEAD
             varDict = OrderedDict()
             
             for key in strategy.paramList:
@@ -438,6 +510,15 @@ class CtaEngine(object):
                     varDict[key] = d[key]
             
             return varDict
+=======
+            paramDict = OrderedDict()
+            
+            for key in strategy.paramList:
+                if key in d:
+                    paramDict[key] = d[key]
+            
+            return paramDict
+>>>>>>> refs/remotes/vnpy/master
         else:
             self.writeCtaLog(u'策略对象不存在：' + name)    
             return None        

vn.trader/ctaStrategies.py

@@ -4,4 +4,11 @@
 在本文件中引入所有希望在系统中使用的策略类
 '''
 
+<<<<<<< HEAD
 strategyClassDict = {}
+=======
+from ctaStrategyTemplate import TestStrategy
+
+strategyClassDict = {}
+strategyClassDict[u'TestStrategy'] = TestStrategy
+>>>>>>> refs/remotes/vnpy/master

vn.trader/ctaStrategyTemplate.py

@@ -1,5 +1,9 @@
 # encoding: UTF-8
 
+<<<<<<< HEAD
+=======
+from vtConstant import *
+>>>>>>> refs/remotes/vnpy/master
 from ctaConstant import *
 
 
@@ -13,12 +17,22 @@ class CtaStrategyTemplate(object):
     paramList = ['vtSymbol']
     
     # 变量列表，保存了变量的名称
+<<<<<<< HEAD
     varList = []
 
     #----------------------------------------------------------------------
     def __init__(self, ctaEngine, setting=None):
         """Constructor"""
         self.ctaEngine = ctaEngine
+=======
+    varList = ['trading']
+
+    #----------------------------------------------------------------------
+    def __init__(self, ctaEngine, name, setting=None):
+        """Constructor"""
+        self.ctaEngine = ctaEngine
+        self.name = name
+>>>>>>> refs/remotes/vnpy/master
         
         self.vtSymbol = EMPTY_STRING        # 交易的合约vt系统代码
         
@@ -153,12 +167,86 @@ class CtaStrategyTemplate(object):
         d = self.__dict__
         for key in self.paramList:
             if key in setting:
+<<<<<<< HEAD
                 d[key] = paramDict[key]
+=======
+                d[key] = setting[key]
+>>>>>>> refs/remotes/vnpy/master
                 
     #----------------------------------------------------------------------
     def getToday(self):
         """查询当前日期"""
         return self.ctaEngine.getToday()
     
+<<<<<<< HEAD
+=======
+    #----------------------------------------------------------------------
+    def writeCtaLog(self, content):
+        """记录CTA日志"""
+        self.ctaEngine.writeCtaLog(content)
+    
+
+
+########################################################################
+class TestStrategy(CtaStrategyTemplate):
+    """测试策略"""
+    
+    #----------------------------------------------------------------------
+    def __init__(self, ctaEngine, name, setting=None):
+        """Constructor"""
+        super(TestStrategy, self).__init__(ctaEngine, name, setting)
+        
+        self.strategyClassName = 'TestStrategy'
+        
+        self.author = u'用Python的交易员'    # 作者
+        
+        self.pos = EMPTY_INT            # 持仓
+        self.lastPrice = EMPTY_FLOAT    # 最新价
+        
+        # 参数和变量列表设置
+        self.paramList.append(u'author')
+        
+        self.varList.append('pos')
+        self.varList.append('lastPrice')
+    
+    #----------------------------------------------------------------------
+    def init(self):
+        """初始化策略（必须由用户继承实现）"""
+        self.writeCtaLog(u'测试策略%s初始化' %self.name)
+    
+    #----------------------------------------------------------------------
+    def start(self):
+        """启动策略（必须由用户继承实现）"""
+        self.writeCtaLog(u'测试策略%s启动' %self.name)
+    
+    #----------------------------------------------------------------------
+    def stop(self):
+        """停止策略（必须由用户继承实现）"""
+        self.writeCtaLog(u'测试策略%s停止' %self.name)
+        
+    #----------------------------------------------------------------------
+    def onTick(self, tick):
+        """收到行情TICK推送（必须由用户继承实现）"""
+        self.writeCtaLog(u'测试策略%s收到Tick' %self.name)
+        self.lastPrice = tick.lastPrice
+        
+    #----------------------------------------------------------------------
+    def onOrder(self, order):
+        """收到委托变化推送（必须由用户继承实现）"""
+        self.writeCtaLog(u'onOrder不会被调用')
+    
+    #----------------------------------------------------------------------
+    def onTrade(self, trade):
+        """收到成交推送（必须由用户继承实现）"""
+        self.writeCtaLog(u'onTrade不会被调用')
+    
+    #----------------------------------------------------------------------
+    def onBar(self, bar):
+        """收到Bar推送（必须由用户继承实现）"""
+        self.writeCtaLog(u'测试策略%s收到Bar' %self.name)    
+        
+        
+    
+>>>>>>> refs/remotes/vnpy/master
     
     

vn.trader/ctpGateway.py

@@ -384,7 +384,14 @@ class CtpMdApi(MdApi):
     #----------------------------------------------------------------------
     def subscribe(self, subscribeReq):
         """订阅合约"""
+<<<<<<< HEAD
         self.subscribeMarketData(str(subscribeReq.symbol))
+=======
+        # 这里的设计是，如果尚未登录就调用了订阅方法
+        # 则先保存订阅请求，登录完成后会自动订阅
+        if self.loginStatus:
+            self.subscribeMarketData(str(subscribeReq.symbol))
+>>>>>>> refs/remotes/vnpy/master
         self.subscribedSymbols.add(subscribeReq)   
         
     #----------------------------------------------------------------------

vn.trader/ibGateway.py

@@ -0,0 +1,608 @@
+# encoding: UTF-8
+
+'''
+ibpy的gateway接入
+
+注意事项：
+1. ib api只能获取和操作当前连接后下的单，并且每次重启程序后，之前下的单子收不到
+2. ib api的成交也只会推送当前连接后的成交
+3. ib api的持仓和账户更新可以订阅成主推模式，因此getAccount和getPosition就用不到了
+4. 目前只支持股票和期货交易，ib api里期权合约的确定是基于Contract对象的多个字段，比较复杂暂时没做
+5. 海外市场的交易规则和国内有很多细节上的不同，所以一些字段类型的映射可能不合理，如果发现问题欢迎指出
+'''
+
+import json
+from time import sleep, strftime, localtime
+from copy import copy
+
+from PyQt4 import QtGui, QtCore
+
+from ib.ext.Contract import Contract
+from ib.ext.Order import Order
+from ib.ext.EWrapper import EWrapper
+from ib.ext.EClientSocket import EClientSocket
+
+from vtGateway import *
+
+
+# 以下为一些VT类型和CTP类型的映射字典
+# 价格类型映射
+priceTypeMap = {}
+priceTypeMap[PRICETYPE_LIMITPRICE] = 'LMT'
+priceTypeMap[PRICETYPE_MARKETPRICE] = 'MKT'
+priceTypeMapReverse = {v: k for k, v in priceTypeMap.items()} 
+
+# 方向类型映射
+directionMap = {}
+directionMap[DIRECTION_LONG] = 'BUY'
+directionMap[DIRECTION_SHORT] = 'SSHORT'
+directionMap[DIRECTION_SELL] = 'SELL'
+directionMapReverse = {v: k for k, v in directionMap.items()}
+directionMapReverse['BOT'] = DIRECTION_LONG
+directionMapReverse['SLD'] = DIRECTION_SHORT
+
+# 交易所类型映射
+exchangeMap = {}
+exchangeMap[EXCHANGE_SMART] = 'SMART'
+exchangeMap[EXCHANGE_GLOBEX] = 'GLOBEX'
+exchangeMap[EXCHANGE_IDEALPRO] = 'IDEALPRO'
+exchangeMapReverse = {v:k for k,v in exchangeMap.items()}
+
+# 报单状态映射
+orderStatusMap = {}
+orderStatusMap[STATUS_NOTTRADED] = 'Submitted'
+orderStatusMap[STATUS_ALLTRADED] = 'Filled'
+orderStatusMap[STATUS_CANCELLED] = 'Cancelled'
+orderStatusMapReverse = {v:k for k,v in orderStatusMap.items()}
+orderStatusMapReverse['PendingSubmit'] = STATUS_UNKNOWN     # 这里未来视乎需求可以拓展vt订单的状态类型
+orderStatusMapReverse['PendingCancel'] = STATUS_UNKNOWN
+orderStatusMapReverse['PreSubmitted'] = STATUS_UNKNOWN
+orderStatusMapReverse['Inactive'] = STATUS_UNKNOWN
+
+# 合约类型映射
+productClassMap = {}
+productClassMap[PRODUCT_EQUITY] = 'STK'
+productClassMap[PRODUCT_FUTURES] = 'FUT'
+productClassMap[PRODUCT_OPTION] = 'OPT'
+productClassMap[PRODUCT_FOREX] = 'CASH'
+
+# 期权类型映射
+optionTypeMap = {}
+optionTypeMap[OPTION_CALL] = 'CALL'
+optionTypeMap[OPTION_PUT] = 'PUT'
+optionTypeMap = {v:k for k,v in optionTypeMap.items()}
+
+# 货币类型映射
+currencyMap = {}
+currencyMap[CURRENCY_USD] = 'USD'
+currencyMap[CURRENCY_CNY] = 'CNY'
+currencyMap = {v:k for k,v in currencyMap.items()}
+
+# Tick数据的Field和名称映射
+tickFieldMap = {}
+tickFieldMap[0] = 'bidVolume1'
+tickFieldMap[1] = 'bidPrice1'
+tickFieldMap[2] = 'askPrice1'
+tickFieldMap[3] = 'askVolume1'
+tickFieldMap[4] = 'lastPrice'
+tickFieldMap[5] = 'lastVolume'
+tickFieldMap[6] = 'highPrice'
+tickFieldMap[7] = 'lowPrice'
+tickFieldMap[8] = 'volume'
+tickFieldMap[14] = 'openPrice'
+tickFieldMap[20] = 'openInterest'
+
+# Account数据Key和名称的映射
+accountKeyMap = {}
+accountKeyMap['NetLiquidationByCurrency'] = 'balance'
+accountKeyMap['NetLiquidation'] = 'balance'
+accountKeyMap['UnrealizedPnL'] = 'positionProfit'
+accountKeyMap['AvailableFunds'] = 'available'
+accountKeyMap['MaintMarginReq'] = 'margin'
+
+
+########################################################################
+class IbGateway(VtGateway):
+    """IB接口"""
+
+    #----------------------------------------------------------------------
+    def __init__(self, eventEngine, gatewayName='IB'):
+        """Constructor"""
+        super(IbGateway, self).__init__(eventEngine, gatewayName)
+        
+        self.host = EMPTY_STRING        # 连接地址
+        self.port = EMPTY_INT           # 连接端口
+        self.clientId = EMPTY_INT       # 用户编号
+        
+        self.tickerId = 0               # 订阅行情时的代码编号    
+        self.tickDict = {}              # tick快照字典，key为tickerId，value为VtTickData对象
+        
+        self.orderId  = 0               # 订单编号
+        self.orderDict = {}             # 报单字典，key为orderId，value为VtOrderData对象
+        
+        self.accountDict = {}           # 账户字典
+        
+        self.connected = False          # 连接状态
+        
+        self.wrapper = IbWrapper(self)                  # 回调接口
+        self.connection = EClientSocket(self.wrapper)   # 主动接口
+
+    #----------------------------------------------------------------------
+    def connect(self):
+        """连接"""
+        # 载入json文件
+        fileName = self.gatewayName + '_connect.json'
+        try:
+            f = file(fileName)
+        except IOError:
+            log = VtLogData()
+            log.gatewayName = self.gatewayName
+            log.logContent = u'读取连接配置出错，请检查'
+            self.onLog(log)
+            return
+        
+        # 解析json文件
+        setting = json.load(f)
+        try:
+            self.host = str(setting['host'])
+            self.port = int(setting['port'])
+            self.clientId = int(setting['clientId'])
+        except KeyError:
+            log = VtLogData()
+            log.gatewayName = self.gatewayName
+            log.logContent = u'连接配置缺少字段，请检查'
+            self.onLog(log)
+            return            
+        
+        # 发起连接
+        self.connection.eConnect(self.host, self.port, self.clientId)
+        
+        # 查询服务器时间
+        self.connection.reqCurrentTime()
+        
+        # 请求账户数据主推更新
+        self.connection.reqAccountUpdates(True, '')
+    
+    #----------------------------------------------------------------------
+    def subscribe(self, subscribeReq):
+        """订阅行情"""
+        # 订阅行情
+        self.tickerId += 1
+        
+        contract = Contract()
+        contract.m_symbol = str(subscribeReq.symbol)
+        contract.m_exchange = exchangeMap.get(subscribeReq.exchange, '')
+        contract.m_secType = productClassMap.get(subscribeReq.productClass, '')
+        contract.m_currency = currencyMap.get(subscribeReq.currency, '')
+        contract.m_expiry = subscribeReq.expiry
+        contract.m_strike = subscribeReq.strikePrice
+        contract.m_right = optionTypeMap.get(subscribeReq.optionType, '')
+    
+        self.connection.reqMktData(self.tickerId, contract, '', False)
+        
+        # 创建Tick对象并保存到字典中
+        tick = VtTickData()
+        tick.symbol = subscribeReq.symbol
+        tick.exchange = subscribeReq.exchange
+        tick.vtSymbol = '.'.join([tick.symbol, tick.exchange])
+        tick.gatewayName = self.gatewayName
+        self.tickDict[self.tickerId] = tick
+    
+    #----------------------------------------------------------------------
+    def sendOrder(self, orderReq):
+        """发单"""
+        # 增加报单号1，最后再次进行查询
+        # 这里双重设计的目的是为了防止某些情况下，连续发单时，nextOrderId的回调推送速度慢导致没有更新
+        self.orderId += 1
+        
+        # 创建合约对象
+        contract = Contract()
+        contract.m_symbol = str(orderReq.symbol)
+        contract.m_exchange = exchangeMap.get(orderReq.exchange, '')
+        contract.m_secType = productClassMap.get(orderReq.productClass, '')
+        contract.m_currency = currencyMap.get(orderReq.currency, '')
+        
+        contract.m_expiry = orderReq.expiry
+        contract.m_strike = orderReq.strikePrice
+        contract.m_right = optionTypeMap.get(orderReq.optionType, '')
+        
+        # 创建委托对象
+        order = Order()
+        order.m_orderId = self.orderId
+        order.m_clientId = self.clientId
+        
+        order.m_action = directionMap.get(orderReq.direction, '')
+        order.m_lmtPrice = orderReq.price
+        order.m_totalQuantity = orderReq.volume
+        order.m_orderType = priceTypeMap.get(orderReq.priceType, '')
+        
+        # 发送委托
+        self.connection.placeOrder(self.orderId, contract, order)
+        
+        # 查询下一个有效编号
+        self.connection.reqIds(1)
+    
+    #----------------------------------------------------------------------
+    def cancelOrder(self, cancelOrderReq):
+        """撤单"""
+        self.connection.cancelOrder(cancelOrderReq.orderID)
+    
+    #----------------------------------------------------------------------
+    def getAccount(self):
+        """查询账户资金"""
+        log = VtLogData()
+        log.gatewayName = self.gatewayName        
+        log.logContent = u'IB接口账户信息提供主推更新，无需查询'
+        self.onLog(log) 
+    
+    #----------------------------------------------------------------------
+    def getPosition(self):
+        """查询持仓"""
+        log = VtLogData()
+        log.gatewayName = self.gatewayName        
+        log.logContent = u'IB接口持仓信息提供主推更新，无需查询'
+        self.onLog(log) 
+    
+    #----------------------------------------------------------------------
+    def close(self):
+        """关闭"""
+        self.connection.eDisconnect()
+
+
+########################################################################
+class IbWrapper(EWrapper):
+    """IB回调接口的实现"""
+
+    #----------------------------------------------------------------------
+    def __init__(self, gateway):
+        """Constructor"""
+        super(IbWrapper, self).__init__()
+        
+        self.connectionStatus = False               # 连接状态
+        
+        self.gateway = gateway                      # gateway对象
+        self.gatewayName = gateway.gatewayName      # gateway对象名称
+        
+        self.tickDict = gateway.tickDict            # tick快照字典，key为tickerId，value为VtTickData对象
+        self.orderDict = gateway.orderDict          # order字典
+        self.accountDict = gateway.accountDict      # account字典
+       
+    #----------------------------------------------------------------------
+    def tickPrice(self, tickerId, field, price, canAutoExecute):
+        """行情推送（价格相关）"""
+        if field in tickFieldMap:
+            tick = self.tickDict[tickerId]
+            key = tickFieldMap[field]
+            tick.__setattr__(key, price)
+        else:
+            print field
+
+    #----------------------------------------------------------------------
+    def tickSize(self, tickerId, field, size):
+        """行情推送（量相关）"""
+        if field in tickFieldMap:
+            tick = self.tickDict[tickerId]
+            key = tickFieldMap[field]
+            tick.__setattr__(key, size)       
+        else:
+            print field
+
+    #----------------------------------------------------------------------
+    def tickOptionComputation(self, tickerId, field, impliedVol, delta, optPrice, pvDividend, gamma, vega, theta, undPrice):
+        """行情推送（期权数值）"""
+        pass
+
+    #----------------------------------------------------------------------
+    def tickGeneric(self, tickerId, tickType, value):
+        """行情推送（某些通用字段）"""
+        pass
+
+    #---------------------------------------------------------------------- 
+    def tickString(self, tickerId, tickType, value):
+        """行情推送，特殊字段相关"""
+        if tickType == 45:
+            lt = localtime(int(value))
+            
+            tick = self.tickDict[tickerId]
+            tick.time = strftime('%H:%M:%S', lt)
+            tick.date = strftime('%Y%m%d')
+            
+            # 这里使用copy的目的是为了保证推送到事件系统中的对象
+            # 不会被当前的API线程修改，否则可能出现多线程数据同步错误
+            newtick = copy(tick)
+            self.gateway.onTick(newtick)
+
+    #----------------------------------------------------------------------
+    def tickEFP(self, tickerId, tickType, basisPoints, formattedBasisPoints, impliedFuture, holdDays, futureExpiry, dividendImpact, dividendsToExpiry):
+        """行情推送（合约属性相关）"""
+        pass
+
+    #---------------------------------------------------------------------- 
+    def orderStatus(self, orderId, status, filled, remaining, avgFillPrice, permId, parentId, lastFillPrice, clientId, whyHeld):
+        """报单成交回报"""
+        pass
+        orderId = str(orderId)
+        
+        if orderId in self.orderDict:
+            od = self.orderDict[orderId]
+        else:
+            od = VtOrderData()  # od代表orderData
+            od.orderID = orderId
+            od.vtOrderID = '.'.join([self.gatewayName, orderId])
+            od.gatewayName = self.gatewayName
+            self.orderDict[orderId] = od
+        
+        od.status = orderStatusMapReverse.get(status, STATUS_UNKNOWN)
+        od.tradedVolume = filled
+        
+        newod = copy(od)
+        self.gateway.onOrder(newod)
+
+    #----------------------------------------------------------------------
+    def openOrder(self, orderId, contract, order, orderState):
+        """报单信息推送"""
+        orderId = str(orderId)  # orderId是整数
+        
+        if orderId in self.orderDict:
+            od = self.orderDict[orderId]
+        else:
+            od = VtOrderData()  # od代表orderData
+            od.orderID = orderId
+            od.vtOrderID = '.'.join([self.gatewayName, orderId])
+            od.symbol = contract.m_symbol
+            od.exchange = exchangeMapReverse.get(contract.m_exchange, '')
+            od.vtSymbol = '.'.join([od.symbol, od.exchange])  
+            od.gatewayName = self.gatewayName
+            self.orderDict[orderId] = od
+        
+        od.direction = directionMapReverse.get(order.m_action, '')
+        od.price = order.m_lmtPrice
+        od.totalVolume = order.m_totalQuantity
+        
+        newod = copy(od)
+        self.gateway.onOrder(newod)
+
+    #----------------------------------------------------------------------
+    def openOrderEnd(self):
+        """ generated source for method openOrderEnd """
+        pass
+
+    #----------------------------------------------------------------------
+    def updateAccountValue(self, key, value, currency, accountName):
+        """更新账户数据"""
+        # 仅逐个字段更新数据，这里对于没有currency的推送忽略
+        if currency:
+            name = '.'.join([accountName, currency])
+            
+            if name in self.accountDict:
+                account = self.accountDict[name]
+            else:
+                account = VtAccountData()
+                account.accountID = name
+                account.vtAccountID = name
+                account.gatewayName = self.gatewayName
+                self.accountDict[name] = account
+            
+            if key in accountKeyMap:
+                k = accountKeyMap[key]
+                account.__setattr__(k, float(value))
+        
+    #----------------------------------------------------------------------
+    def updatePortfolio(self, contract, position, marketPrice, marketValue, averageCost, unrealizedPNL, realizedPNL, accountName):
+        """持仓更新推送"""
+        pos = VtPositionData()
+        
+        pos.symbol = contract.m_symbol
+        pos.exchange = exchangeMapReverse.get(contract.m_exchange, contract.m_exchange)
+        pos.vtSymbol = '.'.join([pos.symbol, pos.exchange])
+        pos.direction = DIRECTION_NET
+        pos.position = position
+        pos.price = averageCost
+        pos.vtPositionName = pos.vtSymbol
+        pos.gatewayName = self.gatewayName
+        
+        self.gateway.onPosition(pos)
+
+    #----------------------------------------------------------------------
+    def updateAccountTime(self, timeStamp):
+        """更新账户数据的时间"""
+        # 推送数据
+        for account in self.accountDict.values():
+            newaccount = copy(account)
+            self.gateway.onAccount(newaccount)
+
+    #----------------------------------------------------------------------
+    def accountDownloadEnd(self, accountName):
+        """ generated source for method accountDownloadEnd """
+        pass
+
+    #----------------------------------------------------------------------
+    def nextValidId(self, orderId):
+        """下一个有效报单编号更新"""
+        self.gateway.orderId = orderId
+
+    #----------------------------------------------------------------------
+    def contractDetails(self, reqId, contractDetails):
+        """ generated source for method contractDetails """
+        pass
+
+    #----------------------------------------------------------------------
+    def bondContractDetails(self, reqId, contractDetails):
+        """ generated source for method bondContractDetails """
+
+    #----------------------------------------------------------------------
+    def contractDetailsEnd(self, reqId):
+        """ generated source for method contractDetailsEnd """
+        pass
+
+    #----------------------------------------------------------------------
+    def execDetails(self, reqId, contract, execution):
+        """成交推送"""
+        trade = VtTradeData()
+        trade.gatewayName = self.gatewayName     
+        trade.tradeID = execution.m_execId
+        trade.vtTradeID = '.'.join([self.gatewayName, trade.tradeID])
+        
+        trade.symbol = contract.m_symbol
+        trade.exchange = exchangeMapReverse.get(contract.m_exchange, '')
+        trade.vtSymbol = '.'.join([trade.symbol, trade.exchange])  
+        
+        trade.orderID = str(execution.m_orderId)
+        trade.direction = directionMapReverse.get(execution.m_side, '')
+        trade.price = execution.m_price
+        trade.volume = execution.m_shares
+        trade.tradeTime = execution.m_time  
+        
+        self.gateway.onTrade(trade)
+
+    #----------------------------------------------------------------------
+    def execDetailsEnd(self, reqId):
+        """ generated source for method execDetailsEnd """
+        pass
+
+    #----------------------------------------------------------------------
+    def updateMktDepth(self, tickerId, position, operation, side, price, size):
+        """ generated source for method updateMktDepth """
+        pass
+
+    #----------------------------------------------------------------------
+    def updateMktDepthL2(self, tickerId, position, marketMaker, operation, side, price, size):
+        """ generated source for method updateMktDepthL2 """
+        pass
+
+    #----------------------------------------------------------------------
+    def updateNewsBulletin(self, msgId, msgType, message, origExchange):
+        """ generated source for method updateNewsBulletin """
+        pass
+
+    #----------------------------------------------------------------------
+    def managedAccounts(self, accountsList):
+        """ generated source for method managedAccounts """
+        pass
+
+    #----------------------------------------------------------------------
+    def receiveFA(self, faDataType, xml):
+        """ generated source for method receiveFA """
+        pass
+
+    #----------------------------------------------------------------------
+    def historicalData(self, reqId, date, open, high, low, close, volume, count, WAP, hasGaps):
+        """ generated source for method historicalData """
+        pass
+
+    #----------------------------------------------------------------------
+    def scannerParameters(self, xml):
+        """ generated source for method scannerParameters """
+        pass
+
+    #----------------------------------------------------------------------
+    def scannerData(self, reqId, rank, contractDetails, distance, benchmark, projection, legsStr):
+        ''' generated source for method scannerData '''
+        pass
+
+    #----------------------------------------------------------------------
+    def scannerDataEnd(self, reqId):
+        """ generated source for method scannerDataEnd """
+        pass
+
+    #----------------------------------------------------------------------
+    def realtimeBar(self, reqId, time, open, high, low, close, volume, wap, count):
+        """ generated source for method realtimeBar """
+        pass
+
+    #----------------------------------------------------------------------
+    def currentTime(self, time):
+        """ generated source for method currentTime """
+        t = strftime('%H:%M:%S', localtime(time))
+        
+        self.connectionStatus = True
+        self.gateway.connected = True
+        
+        log = VtLogData()
+        log.gatewayName = self.gatewayName
+        log.logContent = (u'IB接口连接成功，当前服务器时间%s' %t)
+        self.gateway.onLog(log) 
+
+    #----------------------------------------------------------------------
+    def fundamentalData(self, reqId, data):
+        """ generated source for method fundamentalData """
+        pass
+
+    #----------------------------------------------------------------------
+    def deltaNeutralValidation(self, reqId, underComp):
+        """ generated source for method deltaNeutralValidation """
+        pass
+
+    #----------------------------------------------------------------------
+    def tickSnapshotEnd(self, reqId):
+        """ generated source for method tickSnapshotEnd """
+        pass
+
+    #----------------------------------------------------------------------
+    def marketDataType(self, reqId, marketDataType):
+        """ generated source for method marketDataType """
+        pass
+
+    #----------------------------------------------------------------------
+    def commissionReport(self, commissionReport):
+        """ generated source for method commissionReport """
+        pass
+
+    #----------------------------------------------------------------------
+    def position(self, account, contract, pos, avgCost):
+        """ generated source for method position """
+        pass
+
+    #----------------------------------------------------------------------
+    def positionEnd(self):
+        """ generated source for method positionEnd """
+        pass
+
+    #----------------------------------------------------------------------
+    def accountSummary(self, reqId, account, tag, value, currency):
+        """ generated source for method accountSummary """
+        pass
+
+    #----------------------------------------------------------------------
+    def accountSummaryEnd(self, reqId):
+        """ generated source for method accountSummaryEnd """   
+        pass
+        
+    #----------------------------------------------------------------------
+    def error(self, id=None, errorCode=None, errorMsg=None):
+        """错误回报"""
+        err = VtErrorData()
+        err.gatewayName = self.gatewayName
+        err.errorID = errorCode
+        err.errorMsg = errorMsg
+        self.gateway.onError(err)
+
+    #----------------------------------------------------------------------
+    def error_0(self, strval=None):
+        """错误回报（单一字符串）"""
+        err = VtErrorData()
+        err.gatewayName = self.gatewayName
+        err.errorMsg = strval
+        self.gateway.onError(err)
+
+    #----------------------------------------------------------------------
+    def error_1(self, id=None, errorCode=None, errorMsg=None):
+        """错误回报（字符串和代码）"""
+        err = VtErrorData()
+        err.gatewayName = self.gatewayName
+        err.errorID = errorCode
+        err.errorMsg = errorMsg
+        self.gateway.onError(err)
+        
+    #----------------------------------------------------------------------
+    def connectionClosed(self):
+        """连接断开"""       
+        self.connectionStatus = False
+        self.gateway.connected = False
+        
+        log = VtLogData()
+        log.gatewayName = self.gatewayName
+        log.logContent = (u'IB接口连接断开')
+        self.gateway.onLog(log) 
+    
+    

vn.trader/ltsGateway.py

@@ -393,7 +393,15 @@ class  LtsMdApi(MdApi):
         req = {}
         req['InstrumentID'] = str(subscribeReq.symbol)
         req['ExchangeID'] = str(subscribeReq.exchange)
+<<<<<<< HEAD
         self.subscribeMarketData(req)
+=======
+        
+        # 这里的设计是，如果尚未登录就调用了订阅方法
+        # 则先保存订阅请求，登录完成后会自动订阅
+        if self.loginStatus:
+            self.subscribeMarketData(req)
+>>>>>>> refs/remotes/vnpy/master
         
         self.subscribedSymbols.add(subscribeReq)   
         
@@ -565,10 +573,13 @@ class LtsTdApi(TdApi):
     #----------------------------------------------------------------------
     def onRtnOrder(self, data):
         """报单回报"""       
+<<<<<<< HEAD
         print '-'*20
         for k, v in data.items():
             print k, ':', v
             
+=======
+>>>>>>> refs/remotes/vnpy/master
         # 更新最大报单编号
         newref = data['OrderRef']
         self.orderRef = max(self.orderRef, int(newref))
@@ -662,10 +673,13 @@ class LtsTdApi(TdApi):
     #----------------------------------------------------------------------
     def onErrRtnOrderInsert(self, data, error):
         """发单错误回报（交易所）"""
+<<<<<<< HEAD
         print '-'*20
         for k, v in data.items():
             print k, ':', v
             
+=======
+>>>>>>> refs/remotes/vnpy/master
         err = VtErrorData()
         err.gatewayName = self.gatewayName
         err.errorID = error['ErrorID']

vn.trader/uiBasicWidget.py

@@ -27,7 +27,14 @@ class BasicCell(QtGui.QTableWidgetItem):
     #----------------------------------------------------------------------
     def setContent(self, text):
         """设置内容"""
+<<<<<<< HEAD
         self.setText(text)
+=======
+        if text == '0' or text == '0.0':
+            self.setText('')
+        else:
+            self.setText(text)
+>>>>>>> refs/remotes/vnpy/master
 
 
 ########################################################################
@@ -533,7 +540,24 @@ class TradingWidget(QtGui.QFrame):
                     EXCHANGE_DCE,
                     EXCHANGE_CZCE,
                     EXCHANGE_SSE,
+<<<<<<< HEAD
                     EXCHANGE_SZSE]
+=======
+                    EXCHANGE_SZSE,
+                    EXCHANGE_SMART,
+                    EXCHANGE_GLOBEX,
+                    EXCHANGE_IDEALPRO]
+    
+    currencyList = [CURRENCY_CNY,
+                    CURRENCY_USD]
+    
+    productClassList = [PRODUCT_UNKNOWN,
+                        PRODUCT_EQUITY,
+                        PRODUCT_FUTURES,
+                        PRODUCT_OPTION]
+    
+    gatewayList = ['']
+>>>>>>> refs/remotes/vnpy/master
 
     #----------------------------------------------------------------------
     def __init__(self, mainEngine, eventEngine, dataEngine, parent=None):
@@ -544,6 +568,12 @@ class TradingWidget(QtGui.QFrame):
         self.dataEngine = dataEngine
         
         self.symbol = ''
+<<<<<<< HEAD
+=======
+        
+        # 添加交易接口
+        self.gatewayList.extend(mainEngine.gatewayDict.keys())
+>>>>>>> refs/remotes/vnpy/master
 
         self.initUi()
         self.connectSignal()
@@ -565,6 +595,12 @@ class TradingWidget(QtGui.QFrame):
         labelVolume = QtGui.QLabel(u'数量')
         labelPriceType = QtGui.QLabel(u'价格类型')
         labelExchange = QtGui.QLabel(u'交易所') 
+<<<<<<< HEAD
+=======
+        labelCurrency = QtGui.QLabel(u'货币')
+        labelProductClass = QtGui.QLabel(u'产品类型')
+        labelGateway = QtGui.QLabel(u'交易接口')
+>>>>>>> refs/remotes/vnpy/master
 
         self.lineSymbol = QtGui.QLineEdit()
         self.lineName = QtGui.QLineEdit()
@@ -588,7 +624,20 @@ class TradingWidget(QtGui.QFrame):
         self.comboPriceType.addItems(self.priceTypeList)
         
         self.comboExchange = QtGui.QComboBox()
+<<<<<<< HEAD
         self.comboExchange.addItems(self.exchangeList)        
+=======
+        self.comboExchange.addItems(self.exchangeList)      
+        
+        self.comboCurrency = QtGui.QComboBox()
+        self.comboCurrency.addItems(self.currencyList)
+        
+        self.comboProductClass = QtGui.QComboBox()
+        self.comboProductClass.addItems(self.productClassList)     
+        
+        self.comboGateway = QtGui.QComboBox()
+        self.comboGateway.addItems(self.gatewayList)          
+>>>>>>> refs/remotes/vnpy/master
 
         gridleft = QtGui.QGridLayout()
         gridleft.addWidget(labelSymbol, 0, 0)
@@ -599,6 +648,13 @@ class TradingWidget(QtGui.QFrame):
         gridleft.addWidget(labelVolume, 5, 0)
         gridleft.addWidget(labelPriceType, 6, 0)
         gridleft.addWidget(labelExchange, 7, 0)
+<<<<<<< HEAD
+=======
+        gridleft.addWidget(labelCurrency, 8, 0)
+        gridleft.addWidget(labelProductClass, 9, 0)   
+        gridleft.addWidget(labelGateway, 10, 0)
+        
+>>>>>>> refs/remotes/vnpy/master
         gridleft.addWidget(self.lineSymbol, 0, 1)
         gridleft.addWidget(self.lineName, 1, 1)
         gridleft.addWidget(self.comboDirection, 2, 1)
@@ -607,6 +663,12 @@ class TradingWidget(QtGui.QFrame):
         gridleft.addWidget(self.spinVolume, 5, 1)
         gridleft.addWidget(self.comboPriceType, 6, 1)	
         gridleft.addWidget(self.comboExchange, 7, 1)
+<<<<<<< HEAD
+=======
+        gridleft.addWidget(self.comboCurrency, 8, 1)	
+        gridleft.addWidget(self.comboProductClass, 9, 1) 
+        gridleft.addWidget(self.comboGateway, 10, 1)
+>>>>>>> refs/remotes/vnpy/master
 
         # 右边部分
         labelBid1 = QtGui.QLabel(u'买一')
@@ -716,13 +778,25 @@ class TradingWidget(QtGui.QFrame):
     #----------------------------------------------------------------------
     def updateSymbol(self):
         """合约变化"""
+<<<<<<< HEAD
         symbol = unicode(self.lineSymbol.text())
         exchange = unicode(self.comboExchange.currentText())
         
+=======
+        # 读取组件数据
+        symbol = unicode(self.lineSymbol.text())
+        exchange = unicode(self.comboExchange.currentText())
+        currency = unicode(self.comboCurrency.currentText())
+        productClass = unicode(self.comboProductClass.currentText())           
+        gatewayName = unicode(self.comboGateway.currentText())
+        
+        # 查询合约
+>>>>>>> refs/remotes/vnpy/master
         if exchange:
             vtSymbol = '.'.join([symbol, exchange])
             contract = self.dataEngine.getContract(vtSymbol)
         else:
+<<<<<<< HEAD
             contract = self.dataEngine.getContract(symbol)
         
         if contract:
@@ -770,6 +844,59 @@ class TradingWidget(QtGui.QFrame):
 
             # 更新组件当前交易的合约
             self.symbol = contract.vtSymbol
+=======
+            vtSymbol = symbol
+            contract = self.dataEngine.getContract(symbol)   
+        
+        if contract:
+            gatewayName = contract.gatewayName
+            self.lineName.setText(contract.name)
+            exchange = contract.exchange    # 保证有交易所代码
+            
+        # 清空价格数量
+        self.spinPrice.setValue(0)
+        self.spinVolume.setValue(0)
+
+        # 清空行情显示
+        self.labelBidPrice1.setText('')
+        self.labelBidPrice2.setText('')
+        self.labelBidPrice3.setText('')
+        self.labelBidPrice4.setText('')
+        self.labelBidPrice5.setText('')
+        self.labelBidVolume1.setText('')
+        self.labelBidVolume2.setText('')
+        self.labelBidVolume3.setText('')
+        self.labelBidVolume4.setText('')
+        self.labelBidVolume5.setText('')	
+        self.labelAskPrice1.setText('')
+        self.labelAskPrice2.setText('')
+        self.labelAskPrice3.setText('')
+        self.labelAskPrice4.setText('')
+        self.labelAskPrice5.setText('')
+        self.labelAskVolume1.setText('')
+        self.labelAskVolume2.setText('')
+        self.labelAskVolume3.setText('')
+        self.labelAskVolume4.setText('')
+        self.labelAskVolume5.setText('')
+        self.labelLastPrice.setText('')
+        self.labelReturn.setText('')
+
+        # 重新注册事件监听
+        self.eventEngine.unregister(EVENT_TICK + self.symbol, self.signal.emit)
+        self.eventEngine.register(EVENT_TICK + vtSymbol, self.signal.emit)
+
+        # 订阅合约
+        req = VtSubscribeReq()
+        req.symbol = symbol
+        req.exchange = exchange
+        req.currency = currency
+        req.productClass = productClass
+        
+        self.mainEngine.subscribe(req, gatewayName)
+
+        # 更新组件当前交易的合约
+        self.symbol = vtSymbol
+>>>>>>> refs/remotes/vnpy/master
 
     #----------------------------------------------------------------------
     def updateTick(self, event):
@@ -804,8 +931,17 @@ class TradingWidget(QtGui.QFrame):
                 self.labelAskVolume5.setText(str(tick.askVolume5))	
 
             self.labelLastPrice.setText(str(tick.lastPrice))
+<<<<<<< HEAD
             rt = (tick.lastPrice/tick.preClosePrice)-1
             self.labelReturn.setText(('%.2f' %(rt*100))+'%')
+=======
+            
+            if tick.preClosePrice:
+                rt = (tick.lastPrice/tick.preClosePrice)-1
+                self.labelReturn.setText(('%.2f' %(rt*100))+'%')
+            else:
+                self.labelReturn.setText('')
+>>>>>>> refs/remotes/vnpy/master
 
     #----------------------------------------------------------------------
     def connectSignal(self):
@@ -815,13 +951,24 @@ class TradingWidget(QtGui.QFrame):
     #----------------------------------------------------------------------
     def sendOrder(self):
         """发单"""
+<<<<<<< HEAD
         symbol = str(self.lineSymbol.text())
         exchange = str(self.comboExchange.currentText())
 
+=======
+        symbol = unicode(self.lineSymbol.text())
+        exchange = unicode(self.comboExchange.currentText())
+        currency = unicode(self.comboCurrency.currentText())
+        productClass = unicode(self.comboProductClass.currentText())           
+        gatewayName = unicode(self.comboGateway.currentText())        
+
+        # 查询合约
+>>>>>>> refs/remotes/vnpy/master
         if exchange:
             vtSymbol = '.'.join([symbol, exchange])
             contract = self.dataEngine.getContract(vtSymbol)
         else:
+<<<<<<< HEAD
             contract = self.dataEngine.getContract(symbol)
             
         if contract:
@@ -834,6 +981,27 @@ class TradingWidget(QtGui.QFrame):
             req.priceType = unicode(self.comboPriceType.currentText())
             req.offset = unicode(self.comboOffset.currentText())
             self.mainEngine.sendOrder(req, contract.gatewayName)
+=======
+            vtSymbol = symbol
+            contract = self.dataEngine.getContract(symbol)
+        
+        if contract:
+            gatewayName = contract.gatewayName
+            exchange = contract.exchange    # 保证有交易所代码
+            
+        req = VtOrderReq()
+        req.symbol = symbol
+        req.exchange = exchange
+        req.price = self.spinPrice.value()
+        req.volume = self.spinVolume.value()
+        req.direction = unicode(self.comboDirection.currentText())
+        req.priceType = unicode(self.comboPriceType.currentText())
+        req.offset = unicode(self.comboOffset.currentText())
+        req.currency = currency
+        req.productClass = productClass
+        
+        self.mainEngine.sendOrder(req, gatewayName)
+>>>>>>> refs/remotes/vnpy/master
             
     #----------------------------------------------------------------------
     def cancelAll(self):

vn.trader/uiCtaWidget.py

@@ -2,3 +2,250 @@
 
 '''CTA模块相关的GUI控制组件'''
 
+<<<<<<< HEAD
+=======
+from uiBasicWidget import QtGui, QtCore, BasicCell
+from eventEngine import *
+
+
+########################################################################
+class ValueMonitor(QtGui.QTableWidget):
+    """数值监控"""
+    signal = QtCore.pyqtSignal()
+
+    #----------------------------------------------------------------------
+    def __init__(self, parent=None):
+        """Constructor"""
+        super(ValueMonitor , self).__init__(parent)
+        
+        self.keyCellDict = {}
+        self.row = 0
+        self.data = None
+        
+        self.initUi()
+        self.signal.connect(self.updateTable)
+        
+    #----------------------------------------------------------------------
+    def initUi(self):
+        """初始化界面"""
+        self.setColumnCount(2)
+        
+        self.verticalHeader().setVisible(False)        
+        self.horizontalHeader().setVisible(False)
+        
+        self.setEditTriggers(self.NoEditTriggers)
+        self.setAlternatingRowColors(True)
+        
+    #----------------------------------------------------------------------
+    def updateData(self, data):
+        """更新数据"""
+        self.data = data
+        self.signal.emit()
+        
+    #----------------------------------------------------------------------
+    def updateTable(self):
+        """更新表格"""
+        for key, value in self.data.items():
+            if key in self.keyCellDict:
+                cell = self.keyCellDict[key]
+                cell.setText(unicode(value))
+            else:
+                # 创建并保存单元格
+                keyCell = BasicCell(unicode(key))
+                cell = BasicCell(unicode(value))
+                self.keyCellDict[key] = cell
+                
+                # 移动到下一行
+                self.insertRow(self.row)
+                self.setItem(self.row, 0, keyCell)
+                self.setItem(self.row, 1, cell)
+                self.row += 1
+
+
+########################################################################
+class CtaStrategyManager(QtGui.QGroupBox):
+    """策略管理组件"""
+
+    #----------------------------------------------------------------------
+    def __init__(self, ctaEngine, eventEngine, name, parent=None):
+        """Constructor"""
+        super(CtaStrategyManager, self).__init__(parent)
+        
+        self.ctaEngine = ctaEngine
+        self.eventEngine = eventEngine
+        self.name = name
+        
+        self.initUi()
+        self.updateMonitor()
+        self.registerEvent()
+        
+    #----------------------------------------------------------------------
+    def initUi(self):
+        """初始化界面"""
+        self.setTitle(self.name)
+        
+        paramLabel = QtGui.QLabel(u'参数')
+        varLabel = QtGui.QLabel(u'变量')
+        
+        self.paramMonitor = ValueMonitor(self)
+        self.varMonitor = ValueMonitor(self)
+        
+        buttonStart = QtGui.QPushButton(u'启动')
+        buttonStop = QtGui.QPushButton(u'停止')
+        buttonStart.clicked.connect(self.start)
+        buttonStop.clicked.connect(self.stop)
+        
+        hbox = QtGui.QHBoxLayout()        
+        hbox.addWidget(buttonStart)
+        hbox.addWidget(buttonStop)
+        hbox.addStretch()
+        
+        vbox = QtGui.QVBoxLayout()
+        vbox.addLayout(hbox)
+        vbox.addWidget(paramLabel)
+        vbox.addWidget(self.paramMonitor)
+        vbox.addWidget(varLabel)
+        vbox.addWidget(self.varMonitor)
+        self.setLayout(vbox)
+        
+    #----------------------------------------------------------------------
+    def updateMonitor(self, event=None):
+        """显示策略最新状态"""
+        paramDict = self.ctaEngine.getStrategyParam(self.name)
+        if paramDict:
+            self.paramMonitor.updateData(paramDict)
+            
+        varDict = self.ctaEngine.getStrategyVar(self.name)
+        if varDict:
+            self.varMonitor.updateData(varDict)        
+            
+    #----------------------------------------------------------------------
+    def registerEvent(self):
+        """注册事件监听"""
+        self.eventEngine.register(EVENT_TIMER, self.updateMonitor)
+    
+    #----------------------------------------------------------------------
+    def start(self):
+        """启动策略"""
+        self.ctaEngine.startStrategy(self.name)
+        
+    #----------------------------------------------------------------------
+    def stop(self):
+        """停止策略"""
+        self.ctaEngine.stopStrategy(self.name)
+
+
+
+########################################################################
+class CtaEngineManager(QtGui.QWidget):
+    """CTA引擎管理组件"""
+    signal = QtCore.pyqtSignal(type(Event()))
+
+    #----------------------------------------------------------------------
+    def __init__(self, ctaEngine, eventEngine, parent=None):
+        """Constructor"""
+        super(CtaEngineManager, self).__init__(parent)
+        
+        self.ctaEngine = ctaEngine
+        self.eventEngine = eventEngine
+        
+        self.strategyLoaded = False
+        
+        self.initUi()
+        self.registerEvent()
+        
+        # 记录日志
+        self.ctaEngine.writeCtaLog(u'CTA引擎启动成功')        
+        
+    #----------------------------------------------------------------------
+    def initUi(self):
+        """初始化界面"""
+        self.setWindowTitle(u'CTA策略')
+        
+        # 按钮
+        loadButton = QtGui.QPushButton(u'加载策略')
+        startAllButton = QtGui.QPushButton(u'全部启动')
+        stopAllButton = QtGui.QPushButton(u'全部停止')
+        
+        loadButton.clicked.connect(self.load)
+        startAllButton.clicked.connect(self.startAll)
+        stopAllButton.clicked.connect(self.stopAll)
+        
+        # 滚动区域，放置所有的CtaStrategyManager
+        self.scrollArea = QtGui.QScrollArea()
+        
+        # CTA组件的日志监控
+        self.ctaLogMonitor = QtGui.QTextEdit()
+        self.ctaLogMonitor.setReadOnly(True)
+        
+        # 设置布局
+        hbox2 = QtGui.QHBoxLayout()
+        hbox2.addWidget(loadButton)
+        hbox2.addWidget(startAllButton)
+        hbox2.addWidget(stopAllButton)
+        hbox2.addStretch()
+        
+        vbox = QtGui.QVBoxLayout()
+        vbox.addLayout(hbox2)
+        vbox.addWidget(self.scrollArea)
+        vbox.addWidget(self.ctaLogMonitor)
+        self.setLayout(vbox)
+        
+    #----------------------------------------------------------------------
+    def initStrategyManager(self):
+        """初始化策略管理组件界面"""        
+        w = QtGui.QWidget()
+        hbox = QtGui.QHBoxLayout()
+        
+        for name in self.ctaEngine.strategyDict.keys():
+            strategyManager = CtaStrategyManager(self.ctaEngine, self.eventEngine, name)
+            hbox.addWidget(strategyManager)
+        
+        w.setLayout(hbox)
+        self.scrollArea.setWidget(w)        
+            
+    #----------------------------------------------------------------------
+    def startAll(self):
+        """全部启动"""
+        for name in self.ctaEngine.strategyDict.keys():
+            self.ctaEngine.startStrategy(name)
+            
+    #----------------------------------------------------------------------
+    def stopAll(self):
+        """全部停止"""
+        for name in self.ctaEngine.strategyDict.keys():
+            self.ctaEngine.stopStrategy(name)
+            
+    #----------------------------------------------------------------------
+    def load(self):
+        """加载策略"""
+        if not self.strategyLoaded:
+            self.ctaEngine.loadStrategySetting()
+            self.initStrategyManager()
+            self.strategyLoaded = True
+            self.ctaEngine.writeCtaLog(u'策略加载成功')
+        
+    #----------------------------------------------------------------------
+    def updateCtaLog(self, event):
+        """更新CTA相关日志"""
+        log = event.dict_['data']
+        content = '\t'.join([log.logTime, log.logContent])
+        self.ctaLogMonitor.append(content)
+    
+    #----------------------------------------------------------------------
+    def registerEvent(self):
+        """注册事件监听"""
+        self.signal.connect(self.updateCtaLog)
+        self.eventEngine.register(EVENT_CTA_LOG, self.signal.emit)
+        
+        
+    
+    
+    
+    
+
+
+
+    
+    
+>>>>>>> refs/remotes/vnpy/master

vn.trader/uiMainWindow.py

@@ -3,7 +3,11 @@
 import psutil
 
 from uiBasicWidget import *
+<<<<<<< HEAD
 
+=======
+from uiCtaWidget import CtaEngineManager
+>>>>>>> refs/remotes/vnpy/master
 
 ########################################################################
 class MainWindow(QtGui.QMainWindow):
@@ -77,6 +81,12 @@ class MainWindow(QtGui.QMainWindow):
         connectWindAction = QtGui.QAction(u'连接Wind', self)
         connectWindAction.triggered.connect(self.connectWind)
         
+<<<<<<< HEAD
+=======
+        connectIbAction = QtGui.QAction(u'连接IB', self)
+        connectIbAction.triggered.connect(self.connectIb)        
+        
+>>>>>>> refs/remotes/vnpy/master
         testAction = QtGui.QAction(u'测试', self)
         testAction.triggered.connect(self.testSubscribe)
         
@@ -89,6 +99,12 @@ class MainWindow(QtGui.QMainWindow):
         contractAction = QtGui.QAction(u'查询合约', self)
         contractAction.triggered.connect(self.openContract)
         
+<<<<<<< HEAD
+=======
+        ctaAction = QtGui.QAction(u'CTA策略', self)
+        ctaAction.triggered.connect(self.openCta)
+        
+>>>>>>> refs/remotes/vnpy/master
         # 创建菜单
         menubar = self.menuBar()
         
@@ -96,11 +112,19 @@ class MainWindow(QtGui.QMainWindow):
         sysMenu.addAction(connectCtpAction)
         sysMenu.addAction(connectLtsAction)
         sysMenu.addAction(connectWindAction)
+<<<<<<< HEAD
+=======
+        sysMenu.addAction(connectIbAction)
+>>>>>>> refs/remotes/vnpy/master
         sysMenu.addAction(testAction)
         sysMenu.addAction(exitAction)
         
         functionMenu = menubar.addMenu(u'功能')
         functionMenu.addAction(contractAction)
+<<<<<<< HEAD
+=======
+        functionMenu.addAction(ctaAction)
+>>>>>>> refs/remotes/vnpy/master
         
         helpMenu = menubar.addMenu(u'帮助')
         helpMenu.addAction(aboutAction)
@@ -150,6 +174,7 @@ class MainWindow(QtGui.QMainWindow):
         self.mainEngine.connect('Wind')
     
     #----------------------------------------------------------------------
+<<<<<<< HEAD
     def testSubscribe(self):
         """测试订阅"""
         req = VtSubscribeReq()
@@ -181,6 +206,33 @@ class MainWindow(QtGui.QMainWindow):
         req.symbol = 'SR1601'
         req.exchange = EXCHANGE_CZCE
         self.mainEngine.subscribe(req, 'Wind')             
+=======
+    def connectIb(self):
+        """连接Ib"""
+        self.mainEngine.connect('IB')
+        
+    #----------------------------------------------------------------------
+    def testSubscribe(self):
+        """测试订阅"""
+        req = VtSubscribeReq()
+        req.symbol = 'GOOG'
+        req.productClass = PRODUCT_EQUITY
+        req.exchange = EXCHANGE_SMART
+        req.currency = CURRENCY_USD
+        self.mainEngine.subscribe(req, 'IB')
+        
+        req.symbol = 'AAPL'
+        self.mainEngine.subscribe(req, 'IB')
+        
+        req.symbol = 'YHOO'
+        self.mainEngine.subscribe(req, 'IB')
+        
+        req.symbol = 'MSFT'
+        self.mainEngine.subscribe(req, 'IB')
+        
+        req.symbol = 'GE'
+        self.mainEngine.subscribe(req, 'IB')        
+>>>>>>> refs/remotes/vnpy/master
         
     #----------------------------------------------------------------------
     def openAbout(self):
@@ -199,6 +251,18 @@ class MainWindow(QtGui.QMainWindow):
         except AttributeError:
             self.contractM = ContractMonitor(self.mainEngine.dataEngine)
             self.contractM.show()
+<<<<<<< HEAD
+=======
+            
+    #----------------------------------------------------------------------
+    def openCta(self):
+        """打开CTA组件"""
+        try:
+            self.ctaM.show()
+        except AttributeError:
+            self.ctaM = CtaEngineManager(self.mainEngine.ctaEngine, self.eventEngine)
+            self.ctaM.show()
+>>>>>>> refs/remotes/vnpy/master
     
     #----------------------------------------------------------------------
     def closeEvent(self, event):

vn.trader/vtConstant.py

@@ -12,6 +12,10 @@ DIRECTION_LONG = u'多'
 DIRECTION_SHORT = u'空'
 DIRECTION_UNKNOWN = u'未知'
 DIRECTION_NET = u'净'
+<<<<<<< HEAD
+=======
+DIRECTION_SELL = u'卖出'      # IB接口
+>>>>>>> refs/remotes/vnpy/master
 
 # 开平常量
 OFFSET_NONE = u'无开平'
@@ -34,6 +38,10 @@ PRODUCT_FUTURES = u'期货'
 PRODUCT_OPTION = u'期权'
 PRODUCT_INDEX = u'指数'
 PRODUCT_COMBINATION = u'组合'
+<<<<<<< HEAD
+=======
+PRODUCT_FOREX = u'外汇'
+>>>>>>> refs/remotes/vnpy/master
 PRODUCT_UNKNOWN = u'未知'
 
 # 价格类型常量
@@ -53,5 +61,20 @@ EXCHANGE_CFFEX = u'CFFEX'   # 中金所
 EXCHANGE_SHFE = u'SHFE'     # 上期所
 EXCHANGE_CZCE = u'CZCE'     # 郑商所
 EXCHANGE_DCE = u'DCE'       # 大商所
+<<<<<<< HEAD
 EXCHANGE_UNKNOWN = 'UNKNOWN'# 未知交易所
 EXCHANGE_NONE = ''          # 空交易所
+=======
+
+EXCHANGE_UNKNOWN = 'UNKNOWN'# 未知交易所
+EXCHANGE_NONE = ''          # 空交易所
+
+EXCHANGE_SMART = u'SMART'       # IB智能路由（股票、期权）
+EXCHANGE_GLOBEX = u'GLOBEX'     # CME电子交易平台
+EXCHANGE_IDEALPRO = u'IDEALPRO' # IB外汇ECN
+
+# 货币类型
+CURRENCY_USD = 'USD'            # 美元
+CURRENCY_CNY = 'CNY'            # 人民币
+CURRENCY_UNKNOWN = 'UNKNOWN'    # 未知货币
+>>>>>>> refs/remotes/vnpy/master

vn.trader/vtEngine.py

@@ -1,6 +1,10 @@
 # encoding: UTF-8
 
 import shelve
+<<<<<<< HEAD
+=======
+from collections import OrderedDict
+>>>>>>> refs/remotes/vnpy/master
 
 from pymongo import MongoClient
 from pymongo.errors import ConnectionFailure
@@ -8,9 +12,17 @@ from pymongo.errors import ConnectionFailure
 from eventEngine import *
 from ctpGateway import CtpGateway
 from ltsGateway import LtsGateway
+<<<<<<< HEAD
 from windGateway import WindGateway
 from vtGateway import *
 import uiBasicWidget
+=======
+#from windGateway import WindGateway
+from ibGateway import IbGateway
+from vtGateway import *
+import uiBasicWidget
+from ctaEngine import CtaEngine
+>>>>>>> refs/remotes/vnpy/master
 
 
 ########################################################################
@@ -29,7 +41,7 @@ class MainEngine(object):
         uiBasicWidget.NameCell.setDataEngine(uiBasicWidget.NameCell, self.dataEngine)   # 将数据引擎对象传给NameCell
         
         # 用来保存接口对象的字典
-        self.gatewayDict = {}
+        self.gatewayDict = OrderedDict()
         
         # 创建我们想要接入的接口对象
         self.addGateway(CtpGateway, 'CTP')
@@ -40,8 +52,18 @@ class MainEngine(object):
         
         #self.addGateway(WindGateway, 'Wind')    # 没有Wind的请注释掉这一行
         
+<<<<<<< HEAD
         # MongoDB数据库相关
         self.dbClient = None    # MongoDB客户端对象
+=======
+        self.addGateway(IbGateway, 'IB')
+        
+        # MongoDB数据库相关
+        self.dbClient = None    # MongoDB客户端对象
+        
+        # CTA引擎
+        self.ctaEngine = CtaEngine(self, self.eventEngine, self.dataEngine)
+>>>>>>> refs/remotes/vnpy/master
 
     #----------------------------------------------------------------------
     def addGateway(self, gateway, gatewayName=None):
@@ -56,7 +78,11 @@ class MainEngine(object):
             gateway.connect()
         else:
             self.writeLog(u'接口不存在：%s' %gatewayName)
+<<<<<<< HEAD
 
+=======
+        
+>>>>>>> refs/remotes/vnpy/master
     #----------------------------------------------------------------------
     def subscribe(self, subscribeReq, gatewayName):
         """订阅特定接口的行情"""

vn.trader/vtGateway.py

@@ -164,7 +164,8 @@ class VtTickData(VtBaseData):
         
         # 成交数据
         self.lastPrice = EMPTY_FLOAT            # 最新成交价
-        self.volume = EMPTY_INT                 # 最新成交量
+        self.lastVolume = EMPTY_INT             # 最新成交量
+        self.volume = EMPTY_INT                 # 今天总成交量
         self.openInterest = EMPTY_INT           # 持仓量
         self.time = EMPTY_STRING                # 时间 11:20:56.5
         self.date = EMPTY_STRING                # 日期 20151009
@@ -371,6 +372,13 @@ class VtSubscribeReq:
         self.symbol = EMPTY_STRING              # 代码
         self.exchange = EMPTY_STRING            # 交易所
         
+        # 以下为IB相关
+        self.productClass = EMPTY_UNICODE       # 合约类型
+        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
+
 
 ########################################################################
 class VtOrderReq:
@@ -387,6 +395,16 @@ class VtOrderReq:
         self.priceType = EMPTY_STRING           # 价格类型
         self.direction = EMPTY_STRING           # 买卖
         self.offset = EMPTY_STRING              # 开平
+<<<<<<< HEAD
+=======
+        
+        # 以下为IB相关
+        self.productClass = EMPTY_UNICODE       # 合约类型
+        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        
+>>>>>>> refs/remotes/vnpy/master
         
 
 ########################################################################