[Mod] complete test of sec_gateway

examples/vn_trader/run.py

@@ -10,7 +10,8 @@ from vnpy.trader.ui import MainWindow, create_qapp
 # from vnpy.gateway.ib import IbGateway
 # from vnpy.gateway.ctp import CtpGateway
 # from vnpy.gateway.ctptest import CtptestGateway
-from vnpy.gateway.mini import MiniGateway
+# from vnpy.gateway.mini import MiniGateway
+from vnpy.gateway.sec import SecGateway
 # from vnpy.gateway.minitest import MinitestGateway
 # from vnpy.gateway.femas import FemasGateway
 # from vnpy.gateway.tiger import TigerGateway
@@ -47,7 +48,8 @@ def main():
     # main_engine.add_gateway(BinanceGateway)
     # main_engine.add_gateway(CtpGateway)
     # main_engine.add_gateway(CtptestGateway)
-    main_engine.add_gateway(MiniGateway)
+    # main_engine.add_gateway(MiniGateway)
+    main_engine.add_gateway(SecGateway)
     # main_engine.add_gateway(MinitestGateway)
     # main_engine.add_gateway(FemasGateway)
     # main_engine.add_gateway(IbGateway)

vnpy/api/sec/__init__.py

@@ -1,3 +1,3 @@
 from .vnsecmd import MdApi
 from .vnsectd import TdApi
-from .Sec_constant import *
+from .sec_constant import *

vnpy/gateway/sec/sec_gateway.py

@@ -23,8 +23,8 @@ from vnpy.api.sec import (
     THOST_FTDC_OFEN_Close,
     THOST_FTDC_OFEN_CloseYesterday,
     THOST_FTDC_OFEN_CloseToday,
-    THOST_FTDC_PC_Futures,
-    THOST_FTDC_PC_Options,
+    THOST_FTDC_PC_ETFOption,
+    THOST_FTDC_PC_Stock,
     THOST_FTDC_PC_Combination,
     THOST_FTDC_CP_CallOptions,
     THOST_FTDC_CP_PutOptions,
@@ -35,8 +35,7 @@ from vnpy.api.sec import (
     THOST_FTDC_VC_AV,
     THOST_FTDC_TC_IOC,
     THOST_FTDC_VC_CV,
-    THOST_FTDC_AF_Delete,
-    THOST_FTDC_PC_ETFOption
+    THOST_FTDC_AF_Delete
 )
 from vnpy.trader.constant import (
     Direction,
@@ -96,20 +95,14 @@ OFFSET_VT2SEC = {
 OFFSET_SEC2VT = {v: k for k, v in OFFSET_VT2SEC.items()}
 
 EXCHANGE_SEC2VT = {
-    "CFFEX": Exchange.CFFEX,
-    "SHFE": Exchange.SHFE,
-    "CZCE": Exchange.CZCE,
-    "DCE": Exchange.DCE,
-    "INE": Exchange.INE,
-    "SZSE":Exchange.SZSE,
-    "SSE":Exchange.SSE
+    "SZSE": Exchange.SZSE,
+    "SSE": Exchange.SSE
 }
 
 PRODUCT_SEC2VT = {
-    THOST_FTDC_PC_Futures: Product.FUTURES,
-    THOST_FTDC_PC_Options: Product.OPTION,
-    THOST_FTDC_PC_Combination: Product.SPREAD,
-    THOST_FTDC_PC_ETFOption:Product.OPTION
+    THOST_FTDC_PC_Stock: Product.EQUITY,
+    THOST_FTDC_PC_ETFOption: Product.OPTION,
+    THOST_FTDC_PC_Combination: Product.SPREAD
 }
 
 OPTIONTYPE_SEC2VT = {
@@ -163,7 +156,7 @@ class SecGateway(BaseGateway):
             td_address = "tcp://" + td_address
         if not md_address.startswith("tcp://"):
             md_address = "tcp://" + md_address
-        print("begin to connect")
+        
         self.td_api.connect(td_address, userid, password, brokerid, auth_code, appid, product_info)
         self.md_api.connect(md_address, userid, password, brokerid)
         
@@ -250,7 +243,6 @@ class SecMdApi(MdApi):
         """
         Callback when front server is disconnected.
         """
-        print(5)
         self.login_status = False
         self.gateway.write_log(f"行情服务器连接断开，原因{reason}")
 
@@ -288,7 +280,7 @@ class SecMdApi(MdApi):
         exchange = symbol_exchange_map.get(symbol, "")
         if not exchange:
             return
-        timestamp = f"{data['ActionDay']} {data['UpdateTime']}.{int(data['UpdateMillisec']/100)}"
+        timestamp = f"{data['TradingDay']} {data['UpdateTime']}.{int(data['UpdateMillisec']/100)}"
         
         tick = TickData(
             symbol=symbol,
@@ -590,11 +582,9 @@ class SecTdApi(TdApi):
         symbol = data["InstrumentID"]
         exchange = symbol_exchange_map.get(symbol, "")
         if not exchange:
-            print("if not exchange")
-            print(data)
             self.order_data.append(data)
             return
-        print(data)
+        
         frontid = data["FrontID"]
         sessionid = data["SessionID"]
         order_ref = data["OrderRef"]