-change : 适配Python3语法
This commit is contained in:
lamter
parent
b956769f9c
commit
7f256596cf
@ -30,10 +30,10 @@ RUN echo "开始配置系vnpy环境" \
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&& echo "deb-src http://mirrors.163.com/ubuntu/ xenial-updates main multiverse restricted universe" >> /etc/apt/sources.list \
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&& apt-get clean \
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&& apt-get update \
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&& echo "安装编译环境" \
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&& apt-get install -y build-essential libboost-all-dev python-dev cmake \
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&& echo "从 apt 获取软件" \
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&& apt-get install -y bzip2 wget \
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&& echo "安装编译环境" \
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&& apt-get install -y build-essential libboost-all-dev python-dev cmake \
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&& apt-get clean \
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&& echo "安装 ta-lib 内核" \
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&& cd /opt \
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@ -57,7 +57,11 @@ RUN echo "开始配置系vnpy环境" \
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&& echo "设置 conda 国内源, 从 conda 安装 python 库" \
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&& conda config --add channels https://mirrors.tuna.tsinghua.edu.cn/anaconda/pkgs/free/ \
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&& conda config --set show_channel_urls yes \
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&& conda install -y pymongo bsddb pyzmq numpy msgpack-python \
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&& conda install -y bsddb pymongo pyzmq numpy msgpack-python \
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&& echo "更改 pip 源" \
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&& mkdir ~/.pip \
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&& echo "[global]" >> ~/.pip/pip.conf \
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&& echo "index-url = http://pypi.douban.com/simple" >> ~/.pip/pip.conf \
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&& echo "使用 pip 安装 python 库" \
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&& pip install TA-Lib \
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&& conda clean -ay \
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@ -465,7 +465,7 @@ class BacktestingEngine(object):
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#----------------------------------------------------------------------
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def output(self, content):
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"""输出内容"""
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print str(datetime.now()) + "\t" + content
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print(str(datetime.now()) + "\t" + content)
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#----------------------------------------------------------------------
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def calculateBacktestingResult(self):
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@ -877,11 +877,11 @@ class OptimizationSetting(object):
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return
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if end < start:
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print u'参数起始点必须不大于终止点'
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print(u'参数起始点必须不大于终止点')
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return
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if step <= 0:
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print u'参数布进必须大于0'
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print(u'参数布进必须大于0')
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return
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l = []
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@ -18,6 +18,7 @@
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from __future__ import division
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import traceback
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import json
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import os
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import traceback
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@ -376,8 +377,8 @@ class CtaEngine(object):
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try:
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name = setting['name']
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className = setting['className']
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except Exception, e:
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self.writeCtaLog(u'载入策略出错：%s' %e)
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except:
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self.writeCtaLog(u'载入策略出错：%s' %traceback.format_exc())
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return
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# 获取策略类
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@ -90,9 +90,9 @@ class HistoryDataEngine(object):
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self.dbClient[SETTING_DB_NAME]['FuturesSymbol'].update_one(flt, {'$set':symbolDict},
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upsert=True)
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print u'期货合约代码下载完成'
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print(u'期货合约代码下载完成')
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else:
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print u'期货合约代码下载失败'
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print(u'期货合约代码下载失败')
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#----------------------------------------------------------------------
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def downloadFuturesDailyBar(self, symbol):
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@ -100,7 +100,7 @@ class HistoryDataEngine(object):
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下载期货合约的日行情，symbol是合约代码，
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若最后四位为0000（如IF0000），代表下载连续合约。
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"""
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print u'开始下载%s日行情' %symbol
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print(u'开始下载%s日行情' %symbol)
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# 查询数据库中已有数据的最后日期
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cl = self.dbClient[DAILY_DB_NAME][symbol]
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@ -152,24 +152,24 @@ class HistoryDataEngine(object):
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bar.volume = d.get('turnoverVol', 0)
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bar.openInterest = d.get('openInt', 0)
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except KeyError:
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print d
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print(d)
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flt = {'datetime': bar.datetime}
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self.dbClient[DAILY_DB_NAME][symbol].update_one(flt, {'$set':bar.__dict__}, upsert=True)
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print u'%s下载完成' %symbol
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print(u'%s下载完成' %symbol)
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else:
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print u'找不到合约%s' %symbol
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print(u'找不到合约%s' %symbol)
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#----------------------------------------------------------------------
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def downloadAllFuturesDailyBar(self):
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"""下载所有期货的主力合约日行情"""
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start = time()
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print u'开始下载所有期货的主力合约日行情'
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print(u'开始下载所有期货的主力合约日行情')
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productSymbolSet = self.readFuturesProductSymbol()
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print u'代码列表读取成功，产品代码：%s' %productSymbolSet
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print(u'代码列表读取成功，产品代码：%s' %productSymbolSet)
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# 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
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# 式转换，CPU开销较大，多线程效率并无显著改变。
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@ -181,12 +181,12 @@ class HistoryDataEngine(object):
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for productSymbol in productSymbolSet:
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self.downloadFuturesDailyBar(productSymbol+'0000')
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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)
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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))
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#----------------------------------------------------------------------
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def downloadFuturesIntradayBar(self, symbol):
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"""下载期货的日内分钟行情"""
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print u'开始下载%s日内分钟行情' %symbol
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print(u'开始下载%s日内分钟行情' %symbol)
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# 日内分钟行情只有具体合约
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path = 'api/market/getFutureBarRTIntraDay.json'
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@ -220,14 +220,14 @@ class HistoryDataEngine(object):
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bar.volume = d.get('totalVolume', 0)
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bar.openInterest = 0
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except KeyError:
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print d
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print(d)
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flt = {'datetime': bar.datetime}
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self.dbClient[MINUTE_DB_NAME][symbol].update_one(flt, {'$set':bar.__dict__}, upsert=True)
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print u'%s下载完成' %symbol
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print(u'%s下载完成' %symbol)
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else:
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print u'找不到合约%s' %symbol
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print(u'找不到合约%s' %symbol)
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#----------------------------------------------------------------------
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def downloadEquitySymbol(self, tradeDate=''):
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@ -254,16 +254,16 @@ class HistoryDataEngine(object):
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self.dbClient[SETTING_DB_NAME]['EquitySymbol'].update_one(flt, {'$set':symbolDict},
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upsert=True)
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print u'股票代码下载完成'
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print(u'股票代码下载完成')
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else:
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print u'股票代码下载失败'
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print(u'股票代码下载失败')
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#----------------------------------------------------------------------
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def downloadEquityDailyBar(self, symbol):
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"""
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下载股票的日行情，symbol是股票代码
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"""
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print u'开始下载%s日行情' %symbol
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print(u'开始下载%s日行情' %symbol)
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# 查询数据库中已有数据的最后日期
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cl = self.dbClient[DAILY_DB_NAME][symbol]
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@ -303,14 +303,14 @@ class HistoryDataEngine(object):
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bar.datetime = datetime.strptime(bar.date, '%Y%m%d')
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bar.volume = d.get('turnoverVol', 0)
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except KeyError:
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print d
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print(d)
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flt = {'datetime': bar.datetime}
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self.dbClient[DAILY_DB_NAME][symbol].update_one(flt, {'$set':bar.__dict__}, upsert=True)
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print u'%s下载完成' %symbol
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print(u'%s下载完成' %symbol)
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else:
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print u'找不到合约%s' %symbol
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print(u'找不到合约%s' %symbol)
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@ -319,7 +319,7 @@ def downloadEquityDailyBarts(self, symbol):
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"""
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下载股票的日行情，symbol是股票代码
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"""
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print u'开始下载%s日行情' %symbol
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print(u'开始下载%s日行情' %symbol)
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# 查询数据库中已有数据的最后日期
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cl = self.dbClient[DAILY_DB_NAME][symbol]
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@ -355,21 +355,21 @@ def downloadEquityDailyBarts(self, symbol):
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bar.datetime = datetime.strptime(bar.date, '%Y%m%d')
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bar.volume = d.get('volume')
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except KeyError:
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print d
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print(d)
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flt = {'datetime': bar.datetime}
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self.dbClient[DAILY_DB_NAME][symbol].update_one(flt, {'$set':bar.__dict__}, upsert=True)
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print u'%s下载完成' %symbol
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print(u'%s下载完成' %symbol)
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else:
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print u'找不到合约%s' %symbol
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print(u'找不到合约%s' %symbol)
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#----------------------------------------------------------------------
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def loadMcCsv(fileName, dbName, symbol):
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"""将Multicharts导出的csv格式的历史数据插入到Mongo数据库中"""
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import csv
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start = time()
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print u'开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol)
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print(u'开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol))
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# 锁定集合，并创建索引
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host, port, logging = loadMongoSetting()
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@ -395,9 +395,9 @@ def loadMcCsv(fileName, dbName, symbol):
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flt = {'datetime': bar.datetime}
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collection.update_one(flt, {'$set':bar.__dict__}, upsert=True)
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print bar.date, bar.time
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print(bar.date, bar.time)
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print u'插入完毕，耗时：%s' % (time()-start)
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print(u'插入完毕，耗时：%s' % (time()-start))
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#----------------------------------------------------------------------
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def loadTdxCsv(fileName, dbName, symbol):
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@ -405,7 +405,7 @@ def loadTdxCsv(fileName, dbName, symbol):
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import csv
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start = time()
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print u'开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol)
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print(u'开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol))
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# 锁定集合，并创建索引
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host, port, logging = loadMongoSetting()
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@ -432,9 +432,9 @@ def loadTdxCsv(fileName, dbName, symbol):
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flt = {'datetime': bar.datetime}
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collection.update_one(flt, {'$set':bar.__dict__}, upsert=True)
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print bar.date, bar.time
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print(bar.date, bar.time)
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print u'插入完毕，耗时：%s' % (time()-start)
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print(u'插入完毕，耗时：%s' % (time()-start))
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#----------------------------------------------------------------------
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def loadTBCsv(fileName, dbName, symbol):
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@ -446,7 +446,7 @@ def loadTBCsv(fileName, dbName, symbol):
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import csv
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start = time()
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print u'开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol)
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print(u'开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol))
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# 锁定集合，并创建索引
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host, port, logging = loadMongoSetting()
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@ -477,9 +477,9 @@ def loadTBCsv(fileName, dbName, symbol):
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flt = {'datetime': bar.datetime}
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collection.update_one(flt, {'$set':bar.__dict__}, upsert=True)
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print '%s \t %s' % (bar.date, bar.time)
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print('%s \t %s' % (bar.date, bar.time))
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print u'插入完毕，耗时：%s' % (time()-start)
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print(u'插入完毕，耗时：%s' % (time()-start))
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if __name__ == '__main__':
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@ -35,7 +35,7 @@ class DatayesClient(object):
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FILENAME = os.path.join(path, FILENAME)
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f = file(FILENAME)
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except IOError:
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print u'%s无法打开配置文件' % self.name
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print(u'%s无法打开配置文件' % self.name)
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return
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setting = json.load(f)
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@ -44,28 +44,28 @@ class DatayesClient(object):
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self.version = str(setting['version'])
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self.token = str(setting['token'])
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except KeyError:
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print u'%s配置文件字段缺失' % self.name
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print(u'%s配置文件字段缺失' % self.name)
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return
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self.header['Connection'] = 'keep_alive'
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self.header['Authorization'] = 'Bearer ' + self.token
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self.settingLoaded = True
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print u'%s配置载入完成' % self.name
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print(u'%s配置载入完成' % self.name)
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#----------------------------------------------------------------------
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def downloadData(self, path, params):
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"""下载数据"""
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if not self.settingLoaded:
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print u'%s配置未载入' % self.name
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print(u'%s配置未载入' % self.name)
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return None
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else:
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url = '/'.join([self.domain, self.version, path])
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r = requests.get(url=url, headers=self.header, params=params)
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if r.status_code != HTTP_OK:
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print u'%shttp请求失败，状态代码%s' %(self.name, r.status_code)
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print(u'%shttp请求失败，状态代码%s' %(self.name, r.status_code))
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return None
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else:
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result = r.json()
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@ -73,9 +73,9 @@ class DatayesClient(object):
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return result['data']
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else:
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if 'retMsg' in result:
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print u'%s查询失败，返回信息%s' %(self.name, result['retMsg'])
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print(u'%s查询失败，返回信息%s' %(self.name, result['retMsg']))
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elif 'message' in result:
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print u'%s查询失败，返回信息%s' %(self.name, result['message'])
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print(u'%s查询失败，返回信息%s' %(self.name, result['message']))
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return None
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@ -32,6 +32,6 @@ for root, subdirs, files in os.walk(path):
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v = module.__getattribute__(k)
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STRATEGY_CLASS[k] = v
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except:
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print '-' * 20
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print ('Failed to import strategy file %s:' %moduleName)
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print('-' * 20)
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print('Failed to import strategy file %s:' %moduleName)
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traceback.print_exc()
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@ -157,7 +157,7 @@ class BacktestEngineMultiTF(BacktestingEngine):
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try:
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self.infobar[info_symbol] = next(self.InfoCursor[info_symbol])
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except StopIteration:
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print "Data of information symbols is empty! Input must be a list, not str."
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print("Data of information symbols is empty! Input must be a list, not str.")
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raise
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temp = {}
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@ -216,7 +216,7 @@ class Prototype(AtrRsiStrategy):
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try:
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self.initInfobar[info_symbol] = next(initInfoCursorDict[info_symbol])
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except StopIteration:
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print "Data of information symbols is empty! Input is a list, not str."
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print("Data of information symbols is empty! Input is a list, not str.")
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raise
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# 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,
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@ -407,4 +407,4 @@ if __name__ == '__main__':
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# 显示回测结果
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engine.showBacktestingResult()
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print 'Time consumed：%s' % (time.time() - start)
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print('Time consumed：%s' % (time.time() - start))
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@ -113,7 +113,7 @@ class BreakOut(CtaTemplate):
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try:
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self.initInfobar[info_symbol] = next(initInfoCursorDict[info_symbol])
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except StopIteration:
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print "Data of information symbols is empty! Input is a list, not str."
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print("Data of information symbols is empty! Input is a list, not str.")
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raise
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# 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,
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@ -314,4 +314,4 @@ if __name__ == '__main__':
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# 显示回测结果
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engine.showBacktestingResult()
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print 'Time consumed：%s' % (time.time() - start)
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print('Time consumed：%s' % (time.time() - start))
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@ -51,12 +51,12 @@ def test():
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for key, value in check_dict.items():
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if len(value)>1:
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print u'存在重复的常量定义:' + str(key)
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print(u'存在重复的常量定义:' + str(key))
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for name in value:
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print name
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print ''
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print(name)
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print('')
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print u'测试完毕'
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print(u'测试完毕')
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|
||||
# 直接运行脚本可以进行测试
|
||||
|
||||
@ -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)
|
||||
|
||||
|
||||
@ -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)
|
||||
|
||||
|
||||
@ -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):
|
||||
|
||||
@ -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
|
||||
@ -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):
|
||||
|
||||
@ -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)
|
||||
|
||||
|
||||
@ -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):
|
||||
|
||||
@ -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)
|
||||
|
||||
|
||||
@ -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':
|
||||
|
||||
@ -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
|
||||
|
||||
@ -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):
|
||||
|
||||
@ -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)
|
||||
|
||||
|
||||
@ -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])
|
||||
|
||||
7
vn.trader/tmp/CTP_connect.json
Normal file
7
vn.trader/tmp/CTP_connect.json
Normal file
@ -0,0 +1,7 @@
|
||||
{
|
||||
"password": "325800",
|
||||
"userID": "901201302",
|
||||
"brokerID": "1080",
|
||||
"tdAddress": "tcp://180.169.112.52:41205",
|
||||
"mdAddress": "tcp://180.169.112.52:41213"
|
||||
}
|
||||
18
vn.trader/tmp/VT_setting.json
Normal file
18
vn.trader/tmp/VT_setting.json
Normal file
@ -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
|
||||
|
||||
}
|
||||
3
vn.trader/tmp/server.sh
Executable file
3
vn.trader/tmp/server.sh
Executable file
@ -0,0 +1,3 @@
|
||||
#/bin/bash
|
||||
|
||||
python /srv/vnpy/vn.trader/vtServer.py --VT_setting /srv/vnpy/vn.trader/tmp/VT_setting.json
|
||||
Loading…
Reference in New Issue
Block a user