diff --git a/examples/vn_trader/run.py b/examples/vn_trader/run.py index 4ec2c288..35a3567b 100644 --- a/examples/vn_trader/run.py +++ b/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) diff --git a/vnpy/api/sec/__init__.py b/vnpy/api/sec/__init__.py index 2535578a..ca651b72 100644 --- a/vnpy/api/sec/__init__.py +++ b/vnpy/api/sec/__init__.py @@ -1,3 +1,3 @@ from .vnsecmd import MdApi from .vnsectd import TdApi -from .Sec_constant import * \ No newline at end of file +from .sec_constant import * diff --git a/vnpy/gateway/sec/sec_gateway.py b/vnpy/gateway/sec/sec_gateway.py index 2d4beebf..da79cb32 100644 --- a/vnpy/gateway/sec/sec_gateway.py +++ b/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"]