-change : 适配Python3语法

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 \

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 = []

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:
+        except:
-            self.writeCtaLog(u'载入策略出错：%s' %e)
+            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)    
+            self.writeCtaLog(u'策略实例不存在：' + name)
-            return None   
+            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
-        
+
-        
+
-    
+
-    
+
 
 

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__':

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
                     
                     

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('-' * 20)
-                print ('Failed to import strategy file %s:' %moduleName)
+                print('Failed to import strategy file %s:' %moduleName)
                 traceback.print_exc()

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 = {}

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)
+    print('Time consumed：%s' % (time.time() - start))

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)
+    print('Time consumed：%s' % (time.time() - start))

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(name)
-            print ''
+            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

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)    
 

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)    
 

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):

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:
+                except:
-                    print e
+                    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:
+        except:
-            print e
+            traceback.print_exc()
             return None

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):

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)    
 

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):

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)
 

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':

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:
+        except :
-            error = e
+            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:                  
+                    except :
-                        self.onError(str(e), reqID)                      
+                        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:
+            except :
-                self.onError(e, -1)
+                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:
+                    except :
-                        self.onError(e, -1)
+                        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:
+                    except :
-                        self.onError(e, -1)
+                        self.onError(traceback.format_exc(), -1)
                 
                 if not self.active:
                     break

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('onError')
-        print evt
+        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):

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)    
 

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])
     

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"
+}

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
+
+}

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