From 7f256596cffc36d17163d6fa67ec53d12b701bc2 Mon Sep 17 00:00:00 2001 From: lamter Date: Thu, 27 Apr 2017 16:02:43 +0800 Subject: [PATCH] =?UTF-8?q?=20-change=20:=20=E9=80=82=E9=85=8DPython3?= =?UTF-8?q?=E8=AF=AD=E6=B3=95?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- vn.docker/Dockerfile | 10 +- vn.trader/ctaStrategy/ctaBacktesting.py | 6 +- vn.trader/ctaStrategy/ctaEngine.py | 239 +++++++++--------- vn.trader/ctaStrategy/ctaHistoryData.py | 64 ++--- vn.trader/ctaStrategy/datayesClient.py | 14 +- vn.trader/ctaStrategy/strategy/__init__.py | 4 +- .../multiTimeFrame/ctaBacktestMultiTF.py | 2 +- .../multiTimeFrame/ctaStrategyMultiTF.py | 4 +- .../tools/multiTimeFrame/strategyBreakOut.py | 4 +- vn.trader/eventType.py | 8 +- vn.trader/gateway/ctpGateway/ctpGateway.py | 2 +- .../gateway/femasGateway/femasGateway.py | 6 +- .../gateway/huobiGateway/huobiGateway.py | 26 +- vn.trader/gateway/huobiGateway/vnhuobi.py | 58 +++-- vn.trader/gateway/ibGateway/ibGateway.py | 4 +- .../gateway/ksotpGateway/ksotpGateway.py | 2 +- .../gateway/lhangGateway/lhangGateway.py | 4 +- vn.trader/gateway/lhangGateway/vnlhang.py | 22 +- vn.trader/gateway/ltsGateway/ltsGateway.py | 2 +- vn.trader/gateway/oandaGateway/vnoanda.py | 33 +-- vn.trader/gateway/okcoinGateway/vnokcoin.py | 12 +- vn.trader/gateway/sgitGateway/sgitGateway.py | 2 +- vn.trader/gateway/shzdGateway/shzdGateway.py | 4 +- vn.trader/tmp/CTP_connect.json | 7 + vn.trader/tmp/VT_setting.json | 18 ++ vn.trader/tmp/server.sh | 3 + 26 files changed, 298 insertions(+), 262 deletions(-) create mode 100644 vn.trader/tmp/CTP_connect.json create mode 100644 vn.trader/tmp/VT_setting.json create mode 100755 vn.trader/tmp/server.sh diff --git a/vn.docker/Dockerfile b/vn.docker/Dockerfile index 83ef834b..711c1db3 100644 --- a/vn.docker/Dockerfile +++ b/vn.docker/Dockerfile @@ -30,10 +30,10 @@ RUN echo "开始配置系vnpy环境" \ && echo "deb-src http://mirrors.163.com/ubuntu/ xenial-updates main multiverse restricted universe" >> /etc/apt/sources.list \ && apt-get clean \ && apt-get update \ - && echo "安装编译环境" \ - && apt-get install -y build-essential libboost-all-dev python-dev cmake \ && echo "从 apt 获取软件" \ && apt-get install -y bzip2 wget \ + && echo "安装编译环境" \ + && apt-get install -y build-essential libboost-all-dev python-dev cmake \ && apt-get clean \ && echo "安装 ta-lib 内核" \ && cd /opt \ @@ -57,7 +57,11 @@ RUN echo "开始配置系vnpy环境" \ && echo "设置 conda 国内源, 从 conda 安装 python 库" \ && conda config --add channels https://mirrors.tuna.tsinghua.edu.cn/anaconda/pkgs/free/ \ && conda config --set show_channel_urls yes \ - && conda install -y pymongo bsddb pyzmq numpy msgpack-python \ + && conda install -y bsddb pymongo pyzmq numpy msgpack-python \ + && echo "更改 pip 源" \ + && mkdir ~/.pip \ + && echo "[global]" >> ~/.pip/pip.conf \ + && echo "index-url = http://pypi.douban.com/simple" >> ~/.pip/pip.conf \ && echo "使用 pip 安装 python 库" \ && pip install TA-Lib \ && conda clean -ay \ diff --git a/vn.trader/ctaStrategy/ctaBacktesting.py b/vn.trader/ctaStrategy/ctaBacktesting.py index 9e8ef52d..ab6675a5 100644 --- a/vn.trader/ctaStrategy/ctaBacktesting.py +++ b/vn.trader/ctaStrategy/ctaBacktesting.py @@ -465,7 +465,7 @@ class BacktestingEngine(object): #---------------------------------------------------------------------- def output(self, content): """输出内容""" - print str(datetime.now()) + "\t" + content + print(str(datetime.now()) + "\t" + content) #---------------------------------------------------------------------- def calculateBacktestingResult(self): @@ -877,11 +877,11 @@ class OptimizationSetting(object): return if end < start: - print u'参数起始点必须不大于终止点' + print(u'参数起始点必须不大于终止点') return if step <= 0: - print u'参数布进必须大于0' + print(u'参数布进必须大于0') return l = [] diff --git a/vn.trader/ctaStrategy/ctaEngine.py b/vn.trader/ctaStrategy/ctaEngine.py index 65f136aa..73a0627f 100644 --- a/vn.trader/ctaStrategy/ctaEngine.py +++ b/vn.trader/ctaStrategy/ctaEngine.py @@ -18,6 +18,7 @@ from __future__ import division +import traceback import json import os import traceback @@ -37,77 +38,77 @@ class CtaEngine(object): """CTA策略引擎""" settingFileName = 'CTA_setting.json' path = os.path.abspath(os.path.dirname(__file__)) - settingFileName = os.path.join(path, settingFileName) + settingFileName = os.path.join(path, settingFileName) #---------------------------------------------------------------------- def __init__(self, mainEngine, eventEngine): """Constructor""" self.mainEngine = mainEngine self.eventEngine = eventEngine - + # 当前日期 self.today = todayDate() - + # 保存策略实例的字典 # key为策略名称，value为策略实例，注意策略名称不允许重复 self.strategyDict = {} - + # 保存vtSymbol和策略实例映射的字典（用于推送tick数据） # 由于可能多个strategy交易同一个vtSymbol，因此key为vtSymbol # value为包含所有相关strategy对象的list self.tickStrategyDict = {} - + # 保存vtOrderID和strategy对象映射的字典（用于推送order和trade数据） # key为vtOrderID，value为strategy对象 - self.orderStrategyDict = {} - + self.orderStrategyDict = {} + # 本地停止单编号计数 self.stopOrderCount = 0 # stopOrderID = STOPORDERPREFIX + str(stopOrderCount) - + # 本地停止单字典 # key为stopOrderID，value为stopOrder对象 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 - + # 持仓缓存字典 # key为vtSymbol，value为PositionBuffer对象 self.posBufferDict = {} - + # 成交号集合，用来过滤已经收到过的成交推送 self.tradeSet = set() - + # 引擎类型为实盘 self.engineType = ENGINETYPE_TRADING - + # 注册事件监听 self.registerEvent() - + #---------------------------------------------------------------------- def sendOrder(self, vtSymbol, orderType, price, volume, strategy): """发单""" contract = self.mainEngine.getContract(vtSymbol) - + req = VtOrderReq() req.symbol = contract.symbol req.exchange = contract.exchange req.price = self.roundToPriceTick(contract.priceTick, price) req.volume = volume - + req.productClass = strategy.productClass - req.currency = strategy.currency - + req.currency = strategy.currency + # 设计为CTA引擎发出的委托只允许使用限价单 - req.priceType = PRICETYPE_LIMITPRICE - + req.priceType = PRICETYPE_LIMITPRICE + # CTA委托类型映射 if orderType == CTAORDER_BUY: req.direction = DIRECTION_LONG req.offset = OFFSET_OPEN - + elif orderType == CTAORDER_SELL: req.direction = DIRECTION_SHORT - + # 只有上期所才要考虑平今平昨 if contract.exchange != EXCHANGE_SHFE: req.offset = OFFSET_CLOSE @@ -123,14 +124,14 @@ class CtaEngine(object): # 其他情况使用平昨 else: req.offset = OFFSET_CLOSE - + elif orderType == CTAORDER_SHORT: req.direction = DIRECTION_SHORT req.offset = OFFSET_OPEN - + elif orderType == CTAORDER_COVER: req.direction = DIRECTION_LONG - + # 只有上期所才要考虑平今平昨 if contract.exchange != EXCHANGE_SHFE: req.offset = OFFSET_CLOSE @@ -146,21 +147,21 @@ class CtaEngine(object): # 其他情况使用平昨 else: req.offset = OFFSET_CLOSE - + vtOrderID = self.mainEngine.sendOrder(req, contract.gatewayName) # 发单 self.orderStrategyDict[vtOrderID] = strategy # 保存vtOrderID和策略的映射关系 - self.writeCtaLog(u'策略%s发送委托，%s，%s，%s@%s' + self.writeCtaLog(u'策略%s发送委托，%s，%s，%s@%s' %(strategy.name, vtSymbol, req.direction, volume, price)) - + return vtOrderID - + #---------------------------------------------------------------------- def cancelOrder(self, vtOrderID): """撤单""" # 查询报单对象 order = self.mainEngine.getOrder(vtOrderID) - + # 如果查询成功 if order: # 检查是否报单还有效，只有有效时才发出撤单指令 @@ -172,14 +173,14 @@ class CtaEngine(object): req.frontID = order.frontID req.sessionID = order.sessionID req.orderID = order.orderID - self.mainEngine.cancelOrder(req, order.gatewayName) + self.mainEngine.cancelOrder(req, order.gatewayName) #---------------------------------------------------------------------- def sendStopOrder(self, vtSymbol, orderType, price, volume, strategy): """发停止单（本地实现）""" self.stopOrderCount += 1 stopOrderID = STOPORDERPREFIX + str(self.stopOrderCount) - + so = StopOrder() so.vtSymbol = vtSymbol so.orderType = orderType @@ -188,7 +189,7 @@ class CtaEngine(object): so.strategy = strategy so.stopOrderID = stopOrderID so.status = STOPORDER_WAITING - + if orderType == CTAORDER_BUY: so.direction = DIRECTION_LONG so.offset = OFFSET_OPEN @@ -200,14 +201,14 @@ class CtaEngine(object): so.offset = OFFSET_OPEN elif orderType == CTAORDER_COVER: so.direction = DIRECTION_LONG - so.offset = OFFSET_CLOSE - + so.offset = OFFSET_CLOSE + # 保存stopOrder对象到字典中 self.stopOrderDict[stopOrderID] = so self.workingStopOrderDict[stopOrderID] = so - + return stopOrderID - + #---------------------------------------------------------------------- def cancelStopOrder(self, stopOrderID): """撤销停止单""" @@ -221,7 +222,7 @@ class CtaEngine(object): def processStopOrder(self, tick): """收到行情后处理本地停止单（检查是否要立即发出）""" vtSymbol = tick.vtSymbol - + # 首先检查是否有策略交易该合约 if vtSymbol in self.tickStrategyDict: # 遍历等待中的停止单，检查是否会被触发 @@ -229,14 +230,14 @@ class CtaEngine(object): if so.vtSymbol == vtSymbol: longTriggered = so.direction==DIRECTION_LONG and tick.lastPrice>=so.price # 多头停止单被触发 shortTriggered = so.direction==DIRECTION_SHORT and tick.lastPrice<=so.price # 空头停止单被触发 - + if longTriggered or shortTriggered: # 买入和卖出分别以涨停跌停价发单（模拟市价单） if so.direction==DIRECTION_LONG: price = tick.upperLimit else: price = tick.lowerLimit - + so.status = STOPORDER_TRIGGERED self.sendOrder(so.vtSymbol, so.orderType, price, so.volume, so.strategy) del self.workingStopOrderDict[so.stopOrderID] @@ -247,7 +248,7 @@ class CtaEngine(object): tick = event.dict_['data'] # 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) - + # 推送tick到对应的策略实例进行处理 if tick.vtSymbol in self.tickStrategyDict: # 将vtTickData数据转化为ctaTickData @@ -258,43 +259,43 @@ class CtaEngine(object): d[key] = tick.__getattribute__(key) # 添加datetime字段 ctaTick.datetime = datetime.strptime(' '.join([tick.date, tick.time]), '%Y%m%d %H:%M:%S.%f') - + # 逐个推送到策略实例中 l = self.tickStrategyDict[tick.vtSymbol] for strategy in l: self.callStrategyFunc(strategy, strategy.onTick, ctaTick) - + #---------------------------------------------------------------------- def processOrderEvent(self, event): """处理委托推送""" order = event.dict_['data'] - + if order.vtOrderID in self.orderStrategyDict: - strategy = self.orderStrategyDict[order.vtOrderID] + strategy = self.orderStrategyDict[order.vtOrderID] self.callStrategyFunc(strategy, strategy.onOrder, order) - + #---------------------------------------------------------------------- def processTradeEvent(self, event): """处理成交推送""" trade = event.dict_['data'] - + # 过滤已经收到过的成交回报 if trade.vtTradeID in self.tradeSet: return self.tradeSet.add(trade.vtTradeID) - + # 将成交推送到策略对象中 if trade.vtOrderID in self.orderStrategyDict: strategy = self.orderStrategyDict[trade.vtOrderID] - + # 计算策略持仓 if trade.direction == DIRECTION_LONG: strategy.pos += trade.volume else: strategy.pos -= trade.volume - + self.callStrategyFunc(strategy, strategy.onTrade, trade) - + # 更新持仓缓存数据 if trade.vtSymbol in self.tickStrategyDict: posBuffer = self.posBufferDict.get(trade.vtSymbol, None) @@ -302,13 +303,13 @@ class CtaEngine(object): posBuffer = PositionBuffer() posBuffer.vtSymbol = trade.vtSymbol self.posBufferDict[trade.vtSymbol] = posBuffer - posBuffer.updateTradeData(trade) - + posBuffer.updateTradeData(trade) + #---------------------------------------------------------------------- def processPositionEvent(self, event): """处理持仓推送""" pos = event.dict_['data'] - + # 更新持仓缓存数据 if pos.vtSymbol in self.tickStrategyDict: posBuffer = self.posBufferDict.get(pos.vtSymbol, None) @@ -317,7 +318,7 @@ class CtaEngine(object): posBuffer.vtSymbol = pos.vtSymbol self.posBufferDict[pos.vtSymbol] = posBuffer posBuffer.updatePositionData(pos) - + #---------------------------------------------------------------------- def registerEvent(self): """注册事件监听""" @@ -325,42 +326,42 @@ class CtaEngine(object): self.eventEngine.register(EVENT_ORDER, self.processOrderEvent) self.eventEngine.register(EVENT_TRADE, self.processTradeEvent) self.eventEngine.register(EVENT_POSITION, self.processPositionEvent) - + #---------------------------------------------------------------------- def insertData(self, dbName, collectionName, data): """插入数据到数据库（这里的data可以是CtaTickData或者CtaBarData）""" self.mainEngine.dbInsert(dbName, collectionName, data.__dict__) - + #---------------------------------------------------------------------- def loadBar(self, dbName, collectionName, days): """从数据库中读取Bar数据，startDate是datetime对象""" startDate = self.today - timedelta(days) - + d = {'datetime':{'$gte':startDate}} barData = self.mainEngine.dbQuery(dbName, collectionName, d) - + l = [] for d in barData: bar = CtaBarData() bar.__dict__ = d l.append(bar) return l - + #---------------------------------------------------------------------- def loadTick(self, dbName, collectionName, days): """从数据库中读取Tick数据，startDate是datetime对象""" startDate = self.today - timedelta(days) - + d = {'datetime':{'$gte':startDate}} tickData = self.mainEngine.dbQuery(dbName, collectionName, d) - + l = [] for d in tickData: tick = CtaTickData() tick.__dict__ = d l.append(tick) - return l - + return l + #---------------------------------------------------------------------- def writeCtaLog(self, content): """快速发出CTA模块日志事件""" @@ -368,32 +369,32 @@ class CtaEngine(object): log.logContent = content event = Event(type_=EVENT_CTA_LOG) event.dict_['data'] = log - self.eventEngine.put(event) - + self.eventEngine.put(event) + #---------------------------------------------------------------------- def loadStrategy(self, setting): """载入策略""" try: name = setting['name'] className = setting['className'] - except Exception, e: - self.writeCtaLog(u'载入策略出错：%s' %e) + except: + self.writeCtaLog(u'载入策略出错：%s' %traceback.format_exc()) return - + # 获取策略类 strategyClass = STRATEGY_CLASS.get(className, None) if not strategyClass: self.writeCtaLog(u'找不到策略类：%s' %className) return - + # 防止策略重名 if name in self.strategyDict: self.writeCtaLog(u'策略实例重名：%s' %name) else: # 创建策略实例 - strategy = strategyClass(self, setting) + strategy = strategyClass(self, setting) self.strategyDict[name] = strategy - + # 保存Tick映射关系 if strategy.vtSymbol in self.tickStrategyDict: l = self.tickStrategyDict[strategy.vtSymbol] @@ -401,18 +402,18 @@ class CtaEngine(object): l = [] self.tickStrategyDict[strategy.vtSymbol] = l l.append(strategy) - + # 订阅合约 contract = self.mainEngine.getContract(strategy.vtSymbol) if contract: req = VtSubscribeReq() req.symbol = contract.symbol req.exchange = contract.exchange - + # 对于IB接口订阅行情时所需的货币和产品类型，从策略属性中获取 req.currency = strategy.currency req.productClass = strategy.productClass - + self.mainEngine.subscribe(req, contract.gatewayName) else: self.writeCtaLog(u'%s的交易合约%s无法找到' %(name, strategy.vtSymbol)) @@ -422,111 +423,111 @@ class CtaEngine(object): """初始化策略""" if name in self.strategyDict: strategy = self.strategyDict[name] - + if not strategy.inited: strategy.inited = True self.callStrategyFunc(strategy, strategy.onInit) else: self.writeCtaLog(u'请勿重复初始化策略实例：%s' %name) else: - self.writeCtaLog(u'策略实例不存在：%s' %name) + self.writeCtaLog(u'策略实例不存在：%s' %name) #--------------------------------------------------------------------- def startStrategy(self, name): """启动策略""" if name in self.strategyDict: strategy = self.strategyDict[name] - + if strategy.inited and not strategy.trading: strategy.trading = True self.callStrategyFunc(strategy, strategy.onStart) else: self.writeCtaLog(u'策略实例不存在：%s' %name) - + #---------------------------------------------------------------------- def stopStrategy(self, name): """停止策略""" if name in self.strategyDict: strategy = self.strategyDict[name] - + if strategy.trading: strategy.trading = False self.callStrategyFunc(strategy, strategy.onStop) - + # 对该策略发出的所有限价单进行撤单 for vtOrderID, s in self.orderStrategyDict.items(): if s is strategy: self.cancelOrder(vtOrderID) - + # 对该策略发出的所有本地停止单撤单 for stopOrderID, so in self.workingStopOrderDict.items(): if so.strategy is strategy: - self.cancelStopOrder(stopOrderID) + self.cancelStopOrder(stopOrderID) else: - self.writeCtaLog(u'策略实例不存在：%s' %name) - + self.writeCtaLog(u'策略实例不存在：%s' %name) + #---------------------------------------------------------------------- def saveSetting(self): """保存策略配置""" with open(self.settingFileName, 'w') as f: l = [] - + for strategy in self.strategyDict.values(): setting = {} for param in strategy.paramList: setting[param] = strategy.__getattribute__(param) l.append(setting) - + jsonL = json.dumps(l, indent=4) f.write(jsonL) - + #---------------------------------------------------------------------- def loadSetting(self): """读取策略配置""" with open(self.settingFileName) as f: l = json.load(f) - + for setting in l: self.loadStrategy(setting) - + self.loadPosition() - + #---------------------------------------------------------------------- def getStrategyVar(self, name): """获取策略当前的变量字典""" if name in self.strategyDict: strategy = self.strategyDict[name] varDict = OrderedDict() - + for key in strategy.varList: varDict[key] = strategy.__getattribute__(key) - + return varDict else: - self.writeCtaLog(u'策略实例不存在：' + name) + self.writeCtaLog(u'策略实例不存在：' + name) return None - + #---------------------------------------------------------------------- def getStrategyParam(self, name): """获取策略的参数字典""" if name in self.strategyDict: strategy = self.strategyDict[name] paramDict = OrderedDict() - - for key in strategy.paramList: + + for key in strategy.paramList: paramDict[key] = strategy.__getattribute__(key) - + return paramDict else: - self.writeCtaLog(u'策略实例不存在：' + name) - return None - + self.writeCtaLog(u'策略实例不存在：' + name) + return None + #---------------------------------------------------------------------- def putStrategyEvent(self, name): """触发策略状态变化事件（通常用于通知GUI更新）""" event = Event(EVENT_CTA_STRATEGY+name) self.eventEngine.put(event) - + #---------------------------------------------------------------------- def callStrategyFunc(self, strategy, func, params=None): """调用策略的函数，若触发异常则捕捉""" @@ -539,29 +540,29 @@ class CtaEngine(object): # 停止策略，修改状态为未初始化 strategy.trading = False strategy.inited = False - + # 发出日志 content = '\n'.join([u'策略%s触发异常已停止' %strategy.name, traceback.format_exc()]) self.writeCtaLog(content) - + #---------------------------------------------------------------------- def savePosition(self): """保存所有策略的持仓情况到数据库""" for strategy in self.strategyDict.values(): flt = {'name': strategy.name, 'vtSymbol': strategy.vtSymbol} - + d = {'name': strategy.name, 'vtSymbol': strategy.vtSymbol, 'pos': strategy.pos} - + self.mainEngine.dbUpdate(POSITION_DB_NAME, strategy.className, d, flt, True) - + content = '策略%s持仓保存成功' %strategy.name self.writeCtaLog(content) - + #---------------------------------------------------------------------- def loadPosition(self): """从数据库载入策略的持仓情况""" @@ -569,18 +570,18 @@ class CtaEngine(object): flt = {'name': strategy.name, 'vtSymbol': strategy.vtSymbol} posData = self.mainEngine.dbQuery(POSITION_DB_NAME, strategy.className, flt) - + for d in posData: strategy.pos = d['pos'] - + #---------------------------------------------------------------------- def roundToPriceTick(self, priceTick, price): """取整价格到合约最小价格变动""" if not priceTick: return price - + newPrice = round(price/priceTick, 0) * priceTick - return newPrice + return newPrice ######################################################################## @@ -591,17 +592,17 @@ class PositionBuffer(object): def __init__(self): """Constructor""" self.vtSymbol = EMPTY_STRING - + # 多头 self.longPosition = EMPTY_INT self.longToday = EMPTY_INT self.longYd = EMPTY_INT - + # 空头 self.shortPosition = EMPTY_INT self.shortToday = EMPTY_INT self.shortYd = EMPTY_INT - + #---------------------------------------------------------------------- def updatePositionData(self, pos): """更新持仓数据""" @@ -613,7 +614,7 @@ class PositionBuffer(object): self.shortPosition = pos.position self.shortYd = pos.ydPosition self.shortToday = self.shortPosition - self.shortYd - + #---------------------------------------------------------------------- def updateTradeData(self, trade): """更新成交数据""" @@ -641,9 +642,9 @@ class PositionBuffer(object): else: self.longPosition -= trade.volume self.longYd -= trade.volume - - - - + + + + diff --git a/vn.trader/ctaStrategy/ctaHistoryData.py b/vn.trader/ctaStrategy/ctaHistoryData.py index 0ddc0d7a..eecfe220 100644 --- a/vn.trader/ctaStrategy/ctaHistoryData.py +++ b/vn.trader/ctaStrategy/ctaHistoryData.py @@ -90,9 +90,9 @@ class HistoryDataEngine(object): self.dbClient[SETTING_DB_NAME]['FuturesSymbol'].update_one(flt, {'$set':symbolDict}, upsert=True) - print u'期货合约代码下载完成' + print(u'期货合约代码下载完成') else: - print u'期货合约代码下载失败' + print(u'期货合约代码下载失败') #---------------------------------------------------------------------- def downloadFuturesDailyBar(self, symbol): @@ -100,7 +100,7 @@ class HistoryDataEngine(object): 下载期货合约的日行情，symbol是合约代码， 若最后四位为0000（如IF0000），代表下载连续合约。 """ - print u'开始下载%s日行情' %symbol + print(u'开始下载%s日行情' %symbol) # 查询数据库中已有数据的最后日期 cl = self.dbClient[DAILY_DB_NAME][symbol] @@ -152,24 +152,24 @@ class HistoryDataEngine(object): bar.volume = d.get('turnoverVol', 0) bar.openInterest = d.get('openInt', 0) except KeyError: - print d + print(d) flt = {'datetime': bar.datetime} self.dbClient[DAILY_DB_NAME][symbol].update_one(flt, {'$set':bar.__dict__}, upsert=True) - print u'%s下载完成' %symbol + print(u'%s下载完成' %symbol) else: - print u'找不到合约%s' %symbol + print(u'找不到合约%s' %symbol) #---------------------------------------------------------------------- def downloadAllFuturesDailyBar(self): """下载所有期货的主力合约日行情""" start = time() - print u'开始下载所有期货的主力合约日行情' + print(u'开始下载所有期货的主力合约日行情') productSymbolSet = self.readFuturesProductSymbol() - print u'代码列表读取成功，产品代码：%s' %productSymbolSet + print(u'代码列表读取成功，产品代码：%s' %productSymbolSet) # 这里也测试了线程池，但可能由于下载函数中涉及较多的数据格 # 式转换，CPU开销较大，多线程效率并无显著改变。 @@ -181,12 +181,12 @@ class HistoryDataEngine(object): for productSymbol in productSymbolSet: self.downloadFuturesDailyBar(productSymbol+'0000') - print u'所有期货的主力合约日行情已经全部下载完成, 耗时%s秒' %(time()-start) + print(u'所有期货的主力合约日行情已经全部下载完成, 耗时%s秒' %(time()-start)) #---------------------------------------------------------------------- def downloadFuturesIntradayBar(self, symbol): """下载期货的日内分钟行情""" - print u'开始下载%s日内分钟行情' %symbol + print(u'开始下载%s日内分钟行情' %symbol) # 日内分钟行情只有具体合约 path = 'api/market/getFutureBarRTIntraDay.json' @@ -220,14 +220,14 @@ class HistoryDataEngine(object): bar.volume = d.get('totalVolume', 0) bar.openInterest = 0 except KeyError: - print d + print(d) flt = {'datetime': bar.datetime} self.dbClient[MINUTE_DB_NAME][symbol].update_one(flt, {'$set':bar.__dict__}, upsert=True) - print u'%s下载完成' %symbol + print(u'%s下载完成' %symbol) else: - print u'找不到合约%s' %symbol + print(u'找不到合约%s' %symbol) #---------------------------------------------------------------------- def downloadEquitySymbol(self, tradeDate=''): @@ -254,16 +254,16 @@ class HistoryDataEngine(object): self.dbClient[SETTING_DB_NAME]['EquitySymbol'].update_one(flt, {'$set':symbolDict}, upsert=True) - print u'股票代码下载完成' + print(u'股票代码下载完成') else: - print u'股票代码下载失败' + print(u'股票代码下载失败') #---------------------------------------------------------------------- def downloadEquityDailyBar(self, symbol): """ 下载股票的日行情，symbol是股票代码 """ - print u'开始下载%s日行情' %symbol + print(u'开始下载%s日行情' %symbol) # 查询数据库中已有数据的最后日期 cl = self.dbClient[DAILY_DB_NAME][symbol] @@ -303,14 +303,14 @@ class HistoryDataEngine(object): bar.datetime = datetime.strptime(bar.date, '%Y%m%d') bar.volume = d.get('turnoverVol', 0) except KeyError: - print d + print(d) flt = {'datetime': bar.datetime} self.dbClient[DAILY_DB_NAME][symbol].update_one(flt, {'$set':bar.__dict__}, upsert=True) - print u'%s下载完成' %symbol + print(u'%s下载完成' %symbol) else: - print u'找不到合约%s' %symbol + print(u'找不到合约%s' %symbol) @@ -319,7 +319,7 @@ def downloadEquityDailyBarts(self, symbol): """ 下载股票的日行情，symbol是股票代码 """ - print u'开始下载%s日行情' %symbol + print(u'开始下载%s日行情' %symbol) # 查询数据库中已有数据的最后日期 cl = self.dbClient[DAILY_DB_NAME][symbol] @@ -355,21 +355,21 @@ def downloadEquityDailyBarts(self, symbol): bar.datetime = datetime.strptime(bar.date, '%Y%m%d') bar.volume = d.get('volume') except KeyError: - print d + print(d) flt = {'datetime': bar.datetime} self.dbClient[DAILY_DB_NAME][symbol].update_one(flt, {'$set':bar.__dict__}, upsert=True) - print u'%s下载完成' %symbol + print(u'%s下载完成' %symbol) else: - print u'找不到合约%s' %symbol + print(u'找不到合约%s' %symbol) #---------------------------------------------------------------------- def loadMcCsv(fileName, dbName, symbol): """将Multicharts导出的csv格式的历史数据插入到Mongo数据库中""" import csv start = time() - print u'开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol) + print(u'开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol)) # 锁定集合，并创建索引 host, port, logging = loadMongoSetting() @@ -395,9 +395,9 @@ def loadMcCsv(fileName, dbName, symbol): flt = {'datetime': bar.datetime} collection.update_one(flt, {'$set':bar.__dict__}, upsert=True) - print bar.date, bar.time + print(bar.date, bar.time) - print u'插入完毕，耗时：%s' % (time()-start) + print(u'插入完毕，耗时：%s' % (time()-start)) #---------------------------------------------------------------------- def loadTdxCsv(fileName, dbName, symbol): @@ -405,7 +405,7 @@ def loadTdxCsv(fileName, dbName, symbol): import csv start = time() - print u'开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol) + print(u'开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol)) # 锁定集合，并创建索引 host, port, logging = loadMongoSetting() @@ -432,9 +432,9 @@ def loadTdxCsv(fileName, dbName, symbol): flt = {'datetime': bar.datetime} collection.update_one(flt, {'$set':bar.__dict__}, upsert=True) - print bar.date, bar.time + print(bar.date, bar.time) - print u'插入完毕，耗时：%s' % (time()-start) + print(u'插入完毕，耗时：%s' % (time()-start)) #---------------------------------------------------------------------- def loadTBCsv(fileName, dbName, symbol): @@ -446,7 +446,7 @@ def loadTBCsv(fileName, dbName, symbol): import csv start = time() - print u'开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol) + print(u'开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol)) # 锁定集合，并创建索引 host, port, logging = loadMongoSetting() @@ -477,9 +477,9 @@ def loadTBCsv(fileName, dbName, symbol): flt = {'datetime': bar.datetime} collection.update_one(flt, {'$set':bar.__dict__}, upsert=True) - print '%s \t %s' % (bar.date, bar.time) + print('%s \t %s' % (bar.date, bar.time)) - print u'插入完毕，耗时：%s' % (time()-start) + print(u'插入完毕，耗时：%s' % (time()-start)) if __name__ == '__main__': diff --git a/vn.trader/ctaStrategy/datayesClient.py b/vn.trader/ctaStrategy/datayesClient.py index 4f0ceba7..faba15e5 100644 --- a/vn.trader/ctaStrategy/datayesClient.py +++ b/vn.trader/ctaStrategy/datayesClient.py @@ -35,7 +35,7 @@ class DatayesClient(object): FILENAME = os.path.join(path, FILENAME) f = file(FILENAME) except IOError: - print u'%s无法打开配置文件' % self.name + print(u'%s无法打开配置文件' % self.name) return setting = json.load(f) @@ -44,28 +44,28 @@ class DatayesClient(object): self.version = str(setting['version']) self.token = str(setting['token']) except KeyError: - print u'%s配置文件字段缺失' % self.name + print(u'%s配置文件字段缺失' % self.name) return self.header['Connection'] = 'keep_alive' self.header['Authorization'] = 'Bearer ' + self.token self.settingLoaded = True - print u'%s配置载入完成' % self.name + print(u'%s配置载入完成' % self.name) #---------------------------------------------------------------------- def downloadData(self, path, params): """下载数据""" if not self.settingLoaded: - print u'%s配置未载入' % self.name + print(u'%s配置未载入' % self.name) return None else: url = '/'.join([self.domain, self.version, path]) r = requests.get(url=url, headers=self.header, params=params) if r.status_code != HTTP_OK: - print u'%shttp请求失败，状态代码%s' %(self.name, r.status_code) + print(u'%shttp请求失败，状态代码%s' %(self.name, r.status_code)) return None else: result = r.json() @@ -73,9 +73,9 @@ class DatayesClient(object): return result['data'] else: if 'retMsg' in result: - print u'%s查询失败，返回信息%s' %(self.name, result['retMsg']) + print(u'%s查询失败，返回信息%s' %(self.name, result['retMsg'])) elif 'message' in result: - print u'%s查询失败，返回信息%s' %(self.name, result['message']) + print(u'%s查询失败，返回信息%s' %(self.name, result['message'])) return None diff --git a/vn.trader/ctaStrategy/strategy/__init__.py b/vn.trader/ctaStrategy/strategy/__init__.py index 4ba01490..cad20a8f 100644 --- a/vn.trader/ctaStrategy/strategy/__init__.py +++ b/vn.trader/ctaStrategy/strategy/__init__.py @@ -32,6 +32,6 @@ for root, subdirs, files in os.walk(path): v = module.__getattribute__(k) STRATEGY_CLASS[k] = v except: - print '-' * 20 - print ('Failed to import strategy file %s:' %moduleName) + print('-' * 20) + print('Failed to import strategy file %s:' %moduleName) traceback.print_exc() diff --git a/vn.trader/ctaStrategy/tools/multiTimeFrame/ctaBacktestMultiTF.py b/vn.trader/ctaStrategy/tools/multiTimeFrame/ctaBacktestMultiTF.py index f9cc0c0d..7b8f9596 100644 --- a/vn.trader/ctaStrategy/tools/multiTimeFrame/ctaBacktestMultiTF.py +++ b/vn.trader/ctaStrategy/tools/multiTimeFrame/ctaBacktestMultiTF.py @@ -157,7 +157,7 @@ class BacktestEngineMultiTF(BacktestingEngine): try: self.infobar[info_symbol] = next(self.InfoCursor[info_symbol]) except StopIteration: - print "Data of information symbols is empty! Input must be a list, not str." + print("Data of information symbols is empty! Input must be a list, not str.") raise temp = {} diff --git a/vn.trader/ctaStrategy/tools/multiTimeFrame/ctaStrategyMultiTF.py b/vn.trader/ctaStrategy/tools/multiTimeFrame/ctaStrategyMultiTF.py index 21eb627e..faa9d326 100644 --- a/vn.trader/ctaStrategy/tools/multiTimeFrame/ctaStrategyMultiTF.py +++ b/vn.trader/ctaStrategy/tools/multiTimeFrame/ctaStrategyMultiTF.py @@ -216,7 +216,7 @@ class Prototype(AtrRsiStrategy): try: self.initInfobar[info_symbol] = next(initInfoCursorDict[info_symbol]) except StopIteration: - print "Data of information symbols is empty! Input is a list, not str." + print("Data of information symbols is empty! Input is a list, not str.") raise # 若有某一品种的 TimeStamp 和执行报价的 TimeStamp 匹配, 则将"initInfobar"中的数据推送, @@ -407,4 +407,4 @@ if __name__ == '__main__': # 显示回测结果 engine.showBacktestingResult() - print 'Time consumed：%s' % (time.time() - start) \ No newline at end of file + print('Time consumed：%s' % (time.time() - start)) \ No newline at end of file diff --git a/vn.trader/ctaStrategy/tools/multiTimeFrame/strategyBreakOut.py b/vn.trader/ctaStrategy/tools/multiTimeFrame/strategyBreakOut.py index 3236ec0b..a206ef98 100644 --- a/vn.trader/ctaStrategy/tools/multiTimeFrame/strategyBreakOut.py +++ b/vn.trader/ctaStrategy/tools/multiTimeFrame/strategyBreakOut.py @@ -113,7 +113,7 @@ class BreakOut(CtaTemplate): try: self.initInfobar[info_symbol] = next(initInfoCursorDict[info_symbol]) except StopIteration: - print "Data of information symbols is empty! Input is a list, not str." + print("Data of information symbols is empty! Input is a list, not str.") raise # 若有某一品种的 TimeStamp 和执行报价的 TimeStamp 匹配, 则将"initInfobar"中的数据推送, @@ -314,4 +314,4 @@ if __name__ == '__main__': # 显示回测结果 engine.showBacktestingResult() - print 'Time consumed：%s' % (time.time() - start) \ No newline at end of file + print('Time consumed：%s' % (time.time() - start)) \ No newline at end of file diff --git a/vn.trader/eventType.py b/vn.trader/eventType.py index 1b3ccaa4..ce5b213a 100644 --- a/vn.trader/eventType.py +++ b/vn.trader/eventType.py @@ -51,12 +51,12 @@ def test(): for key, value in check_dict.items(): if len(value)>1: - print u'存在重复的常量定义:' + str(key) + print(u'存在重复的常量定义:' + str(key)) for name in value: - print name - print '' + print(name) + print('') - print u'测试完毕' + print(u'测试完毕') # 直接运行脚本可以进行测试 diff --git a/vn.trader/gateway/ctpGateway/ctpGateway.py b/vn.trader/gateway/ctpGateway/ctpGateway.py index 46a36057..51260fa4 100644 --- a/vn.trader/gateway/ctpGateway/ctpGateway.py +++ b/vn.trader/gateway/ctpGateway/ctpGateway.py @@ -1472,7 +1472,7 @@ def test(): def print_log(event): log = event.dict_['data'] - print ':'.join([log.logTime, log.logContent]) + print(':'.join([log.logTime, log.logContent])) app = QtCore.QCoreApplication(sys.argv) diff --git a/vn.trader/gateway/femasGateway/femasGateway.py b/vn.trader/gateway/femasGateway/femasGateway.py index f49e47ce..34c29059 100644 --- a/vn.trader/gateway/femasGateway/femasGateway.py +++ b/vn.trader/gateway/femasGateway/femasGateway.py @@ -605,10 +605,10 @@ class FemasTdApi(TdApi): # 如果登录成功，推送日志信息 if error['ErrorID'] == 0: for k, v in data.items(): - print k, ':', v + print(k, ':', v) if data['MaxOrderLocalID']: self.localID = int(data['MaxOrderLocalID']) # 目前最大本地报单号 - print 'id now', self.localID + print('id now', self.localID) self.loginStatus = True self.gateway.mdConnected = True @@ -960,7 +960,7 @@ def test(): def print_log(event): log = event.dict_['data'] - print ':'.join([log.logTime, log.logContent]) + print(':'.join([log.logTime, log.logContent])) app = QtCore.QCoreApplication(sys.argv) diff --git a/vn.trader/gateway/huobiGateway/huobiGateway.py b/vn.trader/gateway/huobiGateway/huobiGateway.py index 36b9ca3e..2869ebb5 100644 --- a/vn.trader/gateway/huobiGateway/huobiGateway.py +++ b/vn.trader/gateway/huobiGateway/huobiGateway.py @@ -373,12 +373,12 @@ class HuobiTradeApi(vnhuobi.TradeApi): #---------------------------------------------------------------------- def onBuyMarket(self, data, req, reqID): """市价买入回调""" - print data + print(data) #---------------------------------------------------------------------- def onSellMarket(self, data, req, reqID): """市价卖出回调""" - print data + print(data) #---------------------------------------------------------------------- def onCancelOrder(self, data, req, reqID): @@ -396,52 +396,52 @@ class HuobiTradeApi(vnhuobi.TradeApi): #---------------------------------------------------------------------- def onGetNewDealOrders(self, data, req, reqID): """查询最新成交回调""" - print data + print(data) #---------------------------------------------------------------------- def onGetOrderIdByTradeId(self, data, req, reqID): """通过成交编号查询委托编号回调""" - print data + print(data) #---------------------------------------------------------------------- def onWithdrawCoin(self, data, req, reqID): """提币回调""" - print data + print(data) #---------------------------------------------------------------------- def onCancelWithdrawCoin(self, data, req, reqID): """取消提币回调""" - print data + print(data) #---------------------------------------------------------------------- def onGetWithdrawCoinResult(self, data, req, reqID): """查询提币结果回调""" - print data + print(data) #---------------------------------------------------------------------- def onTransfer(self, data, req, reqID): """转账回调""" - print data + print(data) #---------------------------------------------------------------------- def onLoan(self, data, req, reqID): """申请杠杆回调""" - print data + print(data) #---------------------------------------------------------------------- def onRepayment(self, data, req, reqID): """归还杠杆回调""" - print data + print(data) #---------------------------------------------------------------------- def onLoanAvailable(self, data, req, reqID): """查询杠杆额度回调""" - print data + print(data) #---------------------------------------------------------------------- def onGetLoans(self, data, req, reqID): """查询杠杆列表""" - print data + print(data) #---------------------------------------------------------------------- def connect(self, accessKey, secretKey, market, debug=False): @@ -553,7 +553,7 @@ class HuobiDataApi(vnhuobi.DataApi): #---------------------------------------------------------------------- def onTick(self, data): """实时成交推送""" - print data + print(data) #---------------------------------------------------------------------- def onQuote(self, data): diff --git a/vn.trader/gateway/huobiGateway/vnhuobi.py b/vn.trader/gateway/huobiGateway/vnhuobi.py index 92ac65ba..dda1d0ef 100644 --- a/vn.trader/gateway/huobiGateway/vnhuobi.py +++ b/vn.trader/gateway/huobiGateway/vnhuobi.py @@ -2,6 +2,7 @@ import urllib import hashlib +import traceback import json import requests @@ -144,7 +145,7 @@ class TradeApi(object): # 请求成功 else: if self.DEBUG: - print callback.__name__ + print(callback.__name__) callback(data, req, reqID) except Empty: @@ -428,97 +429,97 @@ class TradeApi(object): #---------------------------------------------------------------------- def onError(self, error, req, reqID): """错误推送""" - print error, reqID + print(error, reqID) #---------------------------------------------------------------------- def onGetAccountInfo(self, data, req, reqID): """查询账户回调""" - print data + print(data) #---------------------------------------------------------------------- def onGetOrders(self, data, req, reqID, fuck): """查询委托回调""" - print data + print(data) #---------------------------------------------------------------------- def onOrderInfo(self, data, req, reqID): """委托详情回调""" - print data + print(data) #---------------------------------------------------------------------- def onBuy(self, data, req, reqID): """买入回调""" - print data + print(data) #---------------------------------------------------------------------- def onSell(self, data, req, reqID): """卖出回调""" - print data + print(data) #---------------------------------------------------------------------- def onBuyMarket(self, data, req, reqID): """市价买入回调""" - print data + print(data) #---------------------------------------------------------------------- def onSellMarket(self, data, req, reqID): """市价卖出回调""" - print data + print(data) #---------------------------------------------------------------------- def onCancelOrder(self, data, req, reqID): """撤单回调""" - print data + print(data) #---------------------------------------------------------------------- def onGetNewDealOrders(self, data, req, reqID): """查询最新成交回调""" - print data + print(data) #---------------------------------------------------------------------- def onGetOrderIdByTradeId(self, data, req, reqID): """通过成交编号查询委托编号回调""" - print data + print(data) #---------------------------------------------------------------------- def onWithdrawCoin(self, data, req, reqID): """提币回调""" - print data + print(data) #---------------------------------------------------------------------- def onCancelWithdrawCoin(self, data, req, reqID): """取消提币回调""" - print data + print(data) #---------------------------------------------------------------------- def onGetWithdrawCoinResult(self, data, req, reqID): """查询提币结果回调""" - print data + print(data) #---------------------------------------------------------------------- def onTransfer(self, data, req, reqID): """转账回调""" - print data + print(data) #---------------------------------------------------------------------- def onLoan(self, data, req, reqID): """申请杠杆回调""" - print data + print(data) #---------------------------------------------------------------------- def onRepayment(self, data, req, reqID): """归还杠杆回调""" - print data + print(data) #---------------------------------------------------------------------- def onLoanAvailable(self, data, req, reqID): """查询杠杆额度回调""" - print data + print(data) #---------------------------------------------------------------------- def onGetLoans(self, data, req, reqID): """查询杠杆列表""" - print data + print(data) ######################################################################## @@ -586,10 +587,11 @@ class DataApi(object): if r.status_code == 200: data = r.json() if self.DEBUG: - print callback.__name__ + print(callback.__name__) callback(data) - except Exception, e: - print e + except: + traceback.print_exc() + sleep(self.taskInterval) @@ -621,17 +623,17 @@ class DataApi(object): #---------------------------------------------------------------------- def onTick(self, data): """实时成交推送""" - print data + print(data) #---------------------------------------------------------------------- def onQuote(self, data): """实时报价推送""" - print data + print(data) #---------------------------------------------------------------------- def onDepth(self, data): """实时深度推送""" - print data + print(data) #---------------------------------------------------------------------- def getKline(self, symbol, period, length=0): @@ -647,6 +649,6 @@ class DataApi(object): if r.status_code == 200: data = r.json() return data - except Exception, e: - print e + except: + traceback.print_exc() return None \ No newline at end of file diff --git a/vn.trader/gateway/ibGateway/ibGateway.py b/vn.trader/gateway/ibGateway/ibGateway.py index 6c98bbfd..a5edf45a 100644 --- a/vn.trader/gateway/ibGateway/ibGateway.py +++ b/vn.trader/gateway/ibGateway/ibGateway.py @@ -372,7 +372,7 @@ class IbWrapper(IbApi): newtick = copy(tick) self.gateway.onTick(newtick) else: - print field + print(field) #---------------------------------------------------------------------- def tickSize(self, tickerId, field, size): @@ -382,7 +382,7 @@ class IbWrapper(IbApi): key = tickFieldMap[field] tick.__setattr__(key, size) else: - print field + print(field) #---------------------------------------------------------------------- def tickOptionComputation(self, tickerId, tickType, impliedVol, delta, optPrice, pvDividend, gamma, vega, theta, undPrice): diff --git a/vn.trader/gateway/ksotpGateway/ksotpGateway.py b/vn.trader/gateway/ksotpGateway/ksotpGateway.py index a8dcb4af..25d987d4 100644 --- a/vn.trader/gateway/ksotpGateway/ksotpGateway.py +++ b/vn.trader/gateway/ksotpGateway/ksotpGateway.py @@ -1825,7 +1825,7 @@ def test(): def print_log(event): log = event.dict_['data'] - print ':'.join([log.logTime, log.logContent]) + print(':'.join([log.logTime, log.logContent])) app = QtCore.QCoreApplication(sys.argv) diff --git a/vn.trader/gateway/lhangGateway/lhangGateway.py b/vn.trader/gateway/lhangGateway/lhangGateway.py index 645faf4c..ae5c4a15 100644 --- a/vn.trader/gateway/lhangGateway/lhangGateway.py +++ b/vn.trader/gateway/lhangGateway/lhangGateway.py @@ -244,11 +244,11 @@ class LhangApi(vnlhang.LhangApi): # ---------------------------------------------------------------------- def onGetTrades(self, data, req, reqID): """查询历史成交""" - print data, reqID + print(data, reqID) # ---------------------------------------------------------------------- def onGetKline(self, data, req, reqID): - print data, reqID + print(data, reqID) # ---------------------------------------------------------------------- def onGetUserInfo(self, data, req, reqID): diff --git a/vn.trader/gateway/lhangGateway/vnlhang.py b/vn.trader/gateway/lhangGateway/vnlhang.py index 70245d69..90ac9494 100644 --- a/vn.trader/gateway/lhangGateway/vnlhang.py +++ b/vn.trader/gateway/lhangGateway/vnlhang.py @@ -120,7 +120,7 @@ class LhangApi(object): # 请求成功 else: if self.DEBUG: - print callback.__name__ + print(callback.__name__) callback(data, req, reqID) # 流控等待 @@ -149,7 +149,7 @@ class LhangApi(object): #---------------------------------------------------------------------- def onError(self, error, req, reqID): """错误推送""" - print error, req, reqID + print(error, req, reqID) ############################################### # 行情接口 @@ -203,22 +203,22 @@ class LhangApi(object): #---------------------------------------------------------------------- def onGetTicker(self, data, req, reqID): """查询行情回调""" - print data, reqID + print(data, reqID) # ---------------------------------------------------------------------- def onGetDepth(self, data, req, reqID): """查询深度回调""" - print data, reqID + print(data, reqID) # ---------------------------------------------------------------------- def onGetTrades(self, data, req, reqID): """查询历史成交""" - print data, reqID + print(data, reqID) # ---------------------------------------------------------------------- def onGetKline(self, data, req, reqID): """查询Ｋ线回报""" - print data, reqID + print(data, reqID) ############################################### # 交易接口 @@ -283,25 +283,25 @@ class LhangApi(object): # ---------------------------------------------------------------------- def onGetUserInfo(self, data, req, reqID): """查询Ｋ线回报""" - print data, reqID + print(data, reqID) # ---------------------------------------------------------------------- def onCreateOrder(self, data, req, reqID): """委托回报""" - print data, reqID + print(data, reqID) # ---------------------------------------------------------------------- def onCancelOrder(self, data, req, reqID): """撤单回报""" - print data, reqID + print(data, reqID) # ---------------------------------------------------------------------- def onGetOrdersInfo(self, data, req, reqID): """查询委托回报""" - print data, reqID + print(data, reqID) # ---------------------------------------------------------------------- def onGetOrdersInfoHistory(self, data, req, reqID): """撤单回报""" - print data, reqID + print(data, reqID) diff --git a/vn.trader/gateway/ltsGateway/ltsGateway.py b/vn.trader/gateway/ltsGateway/ltsGateway.py index 4ce649c6..1a91a308 100644 --- a/vn.trader/gateway/ltsGateway/ltsGateway.py +++ b/vn.trader/gateway/ltsGateway/ltsGateway.py @@ -987,7 +987,7 @@ class LtsQryApi(QryApi): elif data['ProductClass'] == '8': contract.productClass = PRODUCT_EQUITY else: - print data['ProductClass'] + print(data['ProductClass']) # 期权类型 if data['InstrumentType'] == '1': diff --git a/vn.trader/gateway/oandaGateway/vnoanda.py b/vn.trader/gateway/oandaGateway/vnoanda.py index 57d1d16e..75ae1401 100644 --- a/vn.trader/gateway/oandaGateway/vnoanda.py +++ b/vn.trader/gateway/oandaGateway/vnoanda.py @@ -1,5 +1,6 @@ # encoding: utf-8 +import traceback import json import requests from Queue import Queue, Empty @@ -208,8 +209,8 @@ class OandaApi(object): try: r = self.session.send(pre, stream=stream) - except Exception, e: - error = e + except : + error = traceback.format_exc() return r, error @@ -228,10 +229,10 @@ class OandaApi(object): try: data = r.json() if self.DEBUG: - print callback.__name__ + print(callback.__name__) callback(data, reqID) - except Exception, e: - self.onError(str(e), reqID) + except : + self.onError(traceback.format_exc(), reqID) else: self.onError(error, reqID) except Empty: @@ -260,7 +261,7 @@ class OandaApi(object): #---------------------------------------------------------------------- def onError(self, error, reqID): """错误信息回调""" - print error, reqID + print(error, reqID) #---------------------------------------------------------------------- def getInstruments(self, params): @@ -526,12 +527,12 @@ class OandaApi(object): #---------------------------------------------------------------------- def onPrice(self, data): """行情推送""" - print data + print(data) #---------------------------------------------------------------------- def onEvent(self, data): """事件推送（成交等）""" - print data + print(data) #---------------------------------------------------------------------- def processStreamPrices(self): @@ -546,8 +547,8 @@ class OandaApi(object): try: data = r.json() symbols = [d['instrument'] for d in data['instruments']] - except Exception, e: - self.onError(e, -1) + except : + self.onError(traceback.format_exc(), -1) return else: self.onError(error, -1) @@ -570,11 +571,11 @@ class OandaApi(object): msg = json.loads(line) if self.DEBUG: - print self.onPrice.__name__ + print(self.onPrice.__name__) self.onPrice(msg) - except Exception, e: - self.onError(e, -1) + except : + self.onError(traceback.format_exc(), -1) if not self.active: break @@ -597,11 +598,11 @@ class OandaApi(object): msg = json.loads(line) if self.DEBUG: - print self.onEvent.__name__ + print(self.onEvent.__name__) self.onEvent(msg) - except Exception, e: - self.onError(e, -1) + except : + self.onError(traceback.format_exc(), -1) if not self.active: break diff --git a/vn.trader/gateway/okcoinGateway/vnokcoin.py b/vn.trader/gateway/okcoinGateway/vnokcoin.py index 38565825..bacc5d72 100644 --- a/vn.trader/gateway/okcoinGateway/vnokcoin.py +++ b/vn.trader/gateway/okcoinGateway/vnokcoin.py @@ -123,25 +123,25 @@ class OkCoinApi(object): #---------------------------------------------------------------------- def onMessage(self, ws, evt): """信息推送""" - print 'onMessage' + print('onMessage') data = self.readData(evt) - print data + print(data) #---------------------------------------------------------------------- def onError(self, ws, evt): """错误推送""" - print 'onError' - print evt + print('onError') + print(evt) #---------------------------------------------------------------------- def onClose(self, ws): """接口断开""" - print 'onClose' + print('onClose') #---------------------------------------------------------------------- def onOpen(self, ws): """接口打开""" - print 'onOpen' + print('onOpen') #---------------------------------------------------------------------- def connect(self, host, apiKey, secretKey, trace=False): diff --git a/vn.trader/gateway/sgitGateway/sgitGateway.py b/vn.trader/gateway/sgitGateway/sgitGateway.py index ce5cc72e..3d694254 100644 --- a/vn.trader/gateway/sgitGateway/sgitGateway.py +++ b/vn.trader/gateway/sgitGateway/sgitGateway.py @@ -1423,7 +1423,7 @@ def test(): def print_log(event): log = event.dict_['data'] - print ':'.join([log.logTime, log.logContent]) + print(':'.join([log.logTime, log.logContent])) app = QtCore.QCoreApplication(sys.argv) diff --git a/vn.trader/gateway/shzdGateway/shzdGateway.py b/vn.trader/gateway/shzdGateway/shzdGateway.py index 6c977b22..1e62c45a 100644 --- a/vn.trader/gateway/shzdGateway/shzdGateway.py +++ b/vn.trader/gateway/shzdGateway/shzdGateway.py @@ -722,9 +722,9 @@ class ShzdGatewayApi(ShzdApi): #---------------------------------------------------------------------- def printDict(d): """打印字典""" - print '-' * 50 + print('-' * 50) l = d.keys() l.sort() for k in l: - print k, ':', d[k] + print(k, ':', d[k]) \ No newline at end of file diff --git a/vn.trader/tmp/CTP_connect.json b/vn.trader/tmp/CTP_connect.json new file mode 100644 index 00000000..a4af39c7 --- /dev/null +++ b/vn.trader/tmp/CTP_connect.json @@ -0,0 +1,7 @@ +{ + "password": "325800", + "userID": "901201302", + "brokerID": "1080", + "tdAddress": "tcp://180.169.112.52:41205", + "mdAddress": "tcp://180.169.112.52:41213" +} diff --git a/vn.trader/tmp/VT_setting.json b/vn.trader/tmp/VT_setting.json new file mode 100644 index 00000000..d84f6b95 --- /dev/null +++ b/vn.trader/tmp/VT_setting.json @@ -0,0 +1,18 @@ +{ + "fontFamily": "微软雅黑", + "fontSize": 12, + + "mongoHost": "192.168.31.204", + "mongoPort": 27017, + "mongoLogging": true, + "automongodb": false, + + "darkStyle": true, + "language": "chinese", + + "CTP_connect": "/srv/vnpy/vn.trader/tmp/CTP_connect.json", + "autoctp": false, + + "autoshutdown": true + +} \ No newline at end of file diff --git a/vn.trader/tmp/server.sh b/vn.trader/tmp/server.sh new file mode 100755 index 00000000..14a688e4 --- /dev/null +++ b/vn.trader/tmp/server.sh @@ -0,0 +1,3 @@ +#/bin/bash + +python /srv/vnpy/vn.trader/vtServer.py --VT_setting /srv/vnpy/vn.trader/tmp/VT_setting.json