Merge pull request #2164 from vnpy/master
[Fix] type error in init_cli_trading
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vn.py
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77fa4ae706
@ -91,7 +91,7 @@ class CtaEngine(BaseEngine):
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self.stop_order_count = 0 # for generating stop_orderid
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self.stop_orders = {} # stop_orderid: stop_order
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self.init_executor = ThreadPoolExecutor(max_workers=1)
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self.init_executor = ThreadPoolExecutor(max_workers=3)
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self.rq_client = None
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self.rq_symbols = set()
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@ -1,4 +1,4 @@
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from typing import Sequence
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from typing import Sequence, Type
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from vnpy.event import EventEngine, Event
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from vnpy.trader.engine import MainEngine
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@ -14,7 +14,7 @@ def process_log_event(event: Event):
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print(f"{log.time}\t{log.msg}")
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def init_cli_trading(gateways: Sequence[BaseGateway]):
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def init_cli_trading(gateways: Sequence[Type[BaseGateway]]):
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""""""
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event_engine = EventEngine()
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event_engine.register(EVENT_LOG, process_log_event)
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@ -87,6 +87,8 @@ class BasicSpreadStrategy(SpreadStrategyTemplate):
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# No position
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if not self.spread_pos:
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self.stop_close_algos()
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# Start open algos
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if not self.buy_algoid:
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self.buy_algoid = self.start_long_algo(
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@ -98,27 +100,20 @@ class BasicSpreadStrategy(SpreadStrategyTemplate):
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self.short_price, self.max_pos, self.payup, self.interval
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)
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# Stop close algos
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if self.sell_algoid:
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self.stop_algo(self.sell_algoid)
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if self.cover_algoid:
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self.stop_algo(self.cover_algoid)
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# Long position
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elif self.spread_pos > 0:
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self.stop_open_algos()
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# Start sell close algo
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if not self.sell_algoid:
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self.sell_algoid = self.start_short_algo(
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self.sell_price, self.spread_pos, self.payup, self.interval
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)
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# Stop buy open algo
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if self.buy_algoid:
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self.stop_algo(self.buy_algoid)
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# Short position
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elif self.spread_pos < 0:
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self.stop_open_algos()
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# Start cover close algo
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if not self.cover_algoid:
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self.cover_algoid = self.start_long_algo(
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@ -126,10 +121,6 @@ class BasicSpreadStrategy(SpreadStrategyTemplate):
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self.spread_pos), self.payup, self.interval
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)
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# Stop short open algo
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if self.short_algoid:
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self.stop_algo(self.short_algoid)
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self.put_event()
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def on_spread_pos(self):
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@ -166,3 +157,19 @@ class BasicSpreadStrategy(SpreadStrategyTemplate):
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Callback when new trade data is received.
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"""
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pass
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def stop_open_algos(self):
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""""""
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if self.buy_algoid:
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self.stop_algo(self.buy_algoid)
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if self.short_algoid:
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self.stop_algo(self.short_algoid)
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def stop_close_algos(self):
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""""""
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if self.sell_algoid:
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self.stop_algo(self.sell_algoid)
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if self.cover_algoid:
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self.stop_algo(self.cover_algoid)
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@ -59,6 +59,8 @@ STATUS_HBDM2VT = {
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ORDERTYPE_VT2HBDM = {
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OrderType.MARKET: "opponent",
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OrderType.LIMIT: "limit",
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OrderType.FOK: "fok",
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OrderType.FAK: "ioc"
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}
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ORDERTYPE_HBDM2VT = {v: k for k, v in ORDERTYPE_VT2HBDM.items()}
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ORDERTYPE_HBDM2VT[1] = OrderType.LIMIT
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@ -284,41 +286,7 @@ class HbdmRestApi(RestClient):
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self.add_request(
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method="POST",
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path="/api/v1/contract_openorders",
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callback=self.on_query_active_order,
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data=data,
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extra=currency
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)
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# History Orders
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data = {
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"symbol": currency,
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"trade_type": 0,
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"type": 2,
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"status": 0,
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"create_date": 7
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}
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self.add_request(
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method="POST",
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path="/api/v1/contract_hisorders",
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callback=self.on_query_history_order,
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data=data,
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extra=currency
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)
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def query_trade(self):
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""""""
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for currency in self.currencies:
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data = {
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"symbol": currency,
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"trade_type": 0,
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"create_date": 7
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}
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self.add_request(
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method="POST",
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path="/api/v1/contract_matchresults",
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callback=self.on_query_trade,
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callback=self.on_query_order,
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data=data,
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extra=currency
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)
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@ -549,7 +517,7 @@ class HbdmRestApi(RestClient):
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for position in self.positions.values():
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self.gateway.on_position(position)
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def on_query_active_order(self, data, request):
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def on_query_order(self, data, request):
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""""""
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if self.check_error(data, "查询活动委托"):
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return
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@ -582,61 +550,6 @@ class HbdmRestApi(RestClient):
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self.gateway.write_log(f"{request.extra}活动委托信息查询成功")
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def on_query_history_order(self, data, request):
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""""""
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if self.check_error(data, "查询历史委托"):
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return
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for d in data["data"]["orders"]:
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timestamp = d["create_date"]
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dt = datetime.fromtimestamp(timestamp / 1000)
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time = dt.strftime("%H:%M:%S")
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orderid = d["order_id"]
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order = OrderData(
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orderid=orderid,
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symbol=d["contract_code"],
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exchange=Exchange.HUOBI,
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price=d["price"],
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volume=d["volume"],
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type=ORDERTYPE_HBDM2VT[d["order_price_type"]],
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direction=DIRECTION_HBDM2VT[d["direction"]],
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offset=OFFSET_HBDM2VT[d["offset"]],
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traded=d["trade_volume"],
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status=STATUS_HBDM2VT[d["status"]],
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time=time,
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gateway_name=self.gateway_name,
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)
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self.gateway.on_order(order)
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self.gateway.write_log(f"{request.extra}历史委托信息查询成功")
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def on_query_trade(self, data, request):
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""""""
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if self.check_error(data, "查询成交"):
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return
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for d in data["data"]["trades"]:
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dt = datetime.fromtimestamp(d["create_date"] / 1000)
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time = dt.strftime("%H:%M:%S")
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trade = TradeData(
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tradeid=d["match_id"],
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orderid=d["order_id"],
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symbol=d["contract_code"],
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exchange=Exchange.HUOBI,
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price=d["trade_price"],
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volume=d["trade_volume"],
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direction=DIRECTION_HBDM2VT[d["direction"]],
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offset=OFFSET_HBDM2VT[d["offset"]],
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time=time,
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gateway_name=self.gateway_name,
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)
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self.gateway.on_trade(trade)
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self.gateway.write_log(f"{request.extra}成交信息查询成功")
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def on_query_contract(self, data, request): # type: (dict, Request)->None
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""""""
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if self.check_error(data, "查询合约"):
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@ -663,7 +576,6 @@ class HbdmRestApi(RestClient):
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self.gateway.write_log("合约信息查询成功")
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self.query_order()
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self.query_trade()
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def on_send_order(self, data, request):
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""""""
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@ -1041,7 +953,6 @@ class HbdmDataWebsocketApi(HbdmWebsocketApiBase):
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tick_data = data["tick"]
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if "bids" not in tick_data or "asks" not in tick_data:
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print(data)
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return
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bids = tick_data["bids"]
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@ -53,7 +53,7 @@ class RqdataClient:
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self.username,
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self.password,
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('rqdatad-pro.ricequant.com', 16011),
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use_pool=True
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use_pool=True,
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)
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try:
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