diff --git a/docker/web/Dockerfile b/docker/web/Dockerfile index b87c0f37..07925b24 100644 --- a/docker/web/Dockerfile +++ b/docker/web/Dockerfile @@ -15,7 +15,6 @@ RUN apt-get install git bzip2 -y RUN apt-get install libgl1-mesa-glx libglib2.0 libsm6 libxrender1 -y # Install Anaconda -#RUN wget https://repo.continuum.io/archive/Anaconda2-4.0.0-Linux-x86_64.sh ADD https://repo.continuum.io/archive/Anaconda2-4.0.0-Linux-x86_64.sh . RUN bash Anaconda2-4.0.0-Linux-x86_64.sh -b -p /opt/conda/ @@ -26,4 +25,5 @@ RUN git clone https://github.com/vnpy/vnpy.git WORKDIR vnpy RUN bash install.sh - +# Set Entry Point +ENTRYPOINT python /vnpy/examples/WebTrader/run.py diff --git a/examples/WebTrader/run.py b/examples/WebTrader/run.py index 737fb9da..c9de39e3 100644 --- a/examples/WebTrader/run.py +++ b/examples/WebTrader/run.py @@ -1,673 +1,68 @@ # encoding: UTF-8 -# 修改编码 +""" +无人值守运行服务 +""" from __future__ import print_function -import sys -try: - reload(sys) # Python 2 - sys.setdefaultencoding('utf8') -except NameError: - pass # Python 3 -# 创建主引擎代理对象 -from vnpy.event import EventEngine2 -from vnpy.trader.vtEvent import (EVENT_TICK, EVENT_ORDER, EVENT_TRADE, - EVENT_ACCOUNT, EVENT_POSITION, EVENT_LOG, - EVENT_ERROR, EVENT_CONTRACT) -from vnpy.trader.vtObject import VtSubscribeReq, VtOrderReq, VtCancelOrderReq -from vnpy.trader.app.rpcService.rsClient import MainEngineProxy -from vnpy.trader.app.ctaStrategy.ctaBase import EVENT_CTA_LOG, EVENT_CTA_STRATEGY +from time import sleep +from datetime import datetime, time +from multiprocessing import Process -reqAddress = 'tcp://localhost:6688' -subAddress = 'tcp://localhost:8866' +from webServer import run as runWebServer +from tradingServer import main as runTradingServer +from vnpy.trader.vtEngine import LogEngine -ee = EventEngine2() -me = MainEngineProxy(ee) -me.init(reqAddress, subAddress) -#---------------------------------------------------------------------- -def printLog(event): - """打印日志""" - log = event.dict_['data'] - print(log.logTime, log.logContent) - -ee.register(EVENT_LOG, printLog) - +START_TIME = time(20, 45) +CLOSE_TIME = time(15, 30) -# 载入Web密码 -import json -import base64 -import datetime - -TODAY = str(datetime.datetime.now().date()) - -with open("WEB_setting.json") as f: - setting = json.load(f) - USERNAME = setting['username'] - PASSWORD = setting['password'] - TOKEN = base64.encodestring(TODAY+PASSWORD).replace('\n','') - - -# 创建Flask对象 -from flask import Flask, send_file -from flask.ext.restful import Api, Resource, reqparse -from flask.ext.socketio import SocketIO -from flask_cors import * - -app = Flask(__name__) -CORS(app, supports_credentials=True) -api = Api(app) -socketio = SocketIO(app) - -# 创建资源 -######################################################################## -class Token(Resource): - """登录验证""" - - #---------------------------------------------------------------------- - def __init__(self): - """初始化""" - self.parser = reqparse.RequestParser() - self.parser.add_argument('username') - self.parser.add_argument('password') - super(Token, self).__init__() - - #---------------------------------------------------------------------- - def get(self): - """查询""" - args = self.parser.parse_args() - username = args['username'] - password = args['password'] - - if username == USERNAME and password == PASSWORD: - return {'result_code':'success','data':TOKEN} - else: - return {'result_code':'error','message':'wrong username or password'} - - -######################################################################## -class Gateway(Resource): - """接口""" - - #---------------------------------------------------------------------- - def __init__(self): - """初始化""" - self.parser = reqparse.RequestParser() - self.parser.add_argument('gatewayName') - self.parser.add_argument('token') - - super(Gateway, self).__init__() - - #---------------------------------------------------------------------- - def get(self): - """查询""" - args = self.parser.parse_args() - token = args['token'] - - if token != TOKEN: - return {'result_code':'error','message':'token error'} - - l = me.getAllGatewayDetails() - return {'result_code':'success','data':l} - - #---------------------------------------------------------------------- - def post(self): - """连接""" - args = self.parser.parse_args() - token = args['token'] - if token != TOKEN: - print('token error') - return {'result_code':'error','message':'token error'} - - gatewayName = args['gatewayName'] - me.connect(gatewayName) - return {'result_code':'success','data':''} - - -######################################################################## -class Order(Resource): - """委托""" - - #---------------------------------------------------------------------- - def __init__(self): - """初始化""" - self.getParser = reqparse.RequestParser() - self.getParser.add_argument('token') - - self.postParser = reqparse.RequestParser() - self.postParser.add_argument('vtSymbol') - self.postParser.add_argument('price') - self.postParser.add_argument('volume') - self.postParser.add_argument('priceType') - self.postParser.add_argument('direction') - self.postParser.add_argument('offset') - self.postParser.add_argument('token') - - self.deleteParser = reqparse.RequestParser() - self.deleteParser.add_argument('vtOrderID') - self.deleteParser.add_argument('token') - - super(Order, self).__init__() - - #---------------------------------------------------------------------- - def get(self): - """查询""" - args = self.getParser.parse_args() - token = args['token'] - if token != TOKEN: - return {'result_code':'error','message':'token error'} - - data = me.getAllOrders() - l = [o.__dict__ for o in data] - return {'result_code':'success','data':l} - - #---------------------------------------------------------------------- - def post(self): - """发单""" - args = self.postParser.parse_args() - token = args['token'] - if token != TOKEN: - return {'result_code':'error','message':'token error'} - print(args) - vtSymbol = args['vtSymbol'] - price = args['price'] - volume = args['volume'] - priceType = args['priceType'] - direction = args['direction'] - offset = args['offset'] - - contract = me.getContract(vtSymbol) - if not contract: - return {'result_code':'error','message':'contract error'} - - priceType_map = {'PRICETYPE_LIMITPRICE' : u'限价','PRICETYPE_MARKETPRICE' : u'市价','PRICETYPE_FAK' : u'FAK','PRICETYPE_FOK' : u'FOK'} - direction_map = {'DIRECTION_LONG' : u'多','DIRECTION_SHORT' : u'空'} - offset_map = {'OFFSET_OPEN' : u'开仓', 'OFFSET_CLOSE' : u'平仓','OFFSET_CLOSETODAY' : u'平今','OFFSET_CLOSEYESTERDAY' : u'平昨'} - - req = VtOrderReq() - req.symbol = contract.symbol - req.exchange = contract.exchange - req.price = float(price) - req.volume = int(volume) - req.priceType = priceType_map[ priceType ] - req.direction = direction_map[ direction ] - req.offset = offset_map[ offset ] - vtOrderID = me.sendOrder(req, contract.gatewayName) - return {'result_code':'success','data':vtOrderID} - - #---------------------------------------------------------------------- - def delete(self): - """撤单""" - args = self.deleteParser.parse_args() - token = args['token'] - if token != TOKEN: - return {'result_code':'error','message':'token error'} - - vtOrderID = args['vtOrderID'] - - # 撤单某一委托 - if vtOrderID: - order = me.getOrder(vtOrderID) - if not order: - return {'result_code':'error','message':'vtOrderID error'} - - self.cancel(order) - # 全撤 - else: - l = me.getAllWorkingOrders() - - for order in l: - self.cancel(order) - - return {'result_code':'success','data':""} - - #---------------------------------------------------------------------- - def cancel(self, order): - """撤单""" - req = VtCancelOrderReq() - req.orderID = order.orderID - req.exchange = order.exchange - req.symbol = order.symbol - req.frontID = order.frontID - req.sessionID = order.sessionID - me.cancelOrder(req, order.gatewayName) - - -######################################################################## -class Trade(Resource): - """成交""" - - #---------------------------------------------------------------------- - def __init__(self): - """初始化""" - self.parser = reqparse.RequestParser() - self.parser.add_argument('token') - - super(Trade, self).__init__() - - #---------------------------------------------------------------------- - def get(self): - """查询""" - args = self.parser.parse_args() - token = args['token'] - if token != TOKEN: - return {'result_code':'error','message':'token error'} - - data = me.getAllTrades() - l = [o.__dict__ for o in data] - return {'result_code':'success','data':l} - - -######################################################################## -class Account(Resource): - """账户""" - - #---------------------------------------------------------------------- - def __init__(self): - """初始化""" - self.parser = reqparse.RequestParser() - self.parser.add_argument('token') - - super(Account, self).__init__() - - #---------------------------------------------------------------------- - def get(self): - """查询""" - args = self.parser.parse_args() - token = args['token'] - if token != TOKEN: - return {'result_code':'error','message':'token error'} - - data = me.getAllAccounts() - l = [o.__dict__ for o in data] - return {'result_code':'success','data':l} - - -######################################################################## -class Position(Resource): - """持仓""" - - #---------------------------------------------------------------------- - def __init__(self): - """初始化""" - self.parser = reqparse.RequestParser() - self.parser.add_argument('token') - - super(Position, self).__init__() - - #---------------------------------------------------------------------- - def get(self): - """查询""" - args = self.parser.parse_args() - token = args['token'] - if token != TOKEN: - return {'result_code':'error','message':'token error'} - - data = me.getAllPositions() - print('position',data) - l = [o.__dict__ for o in data] - return {'result_code':'success','data':l} - - -######################################################################## -class Contract(Resource): - """合约""" - - #---------------------------------------------------------------------- - def __init__(self): - """初始化""" - self.parser = reqparse.RequestParser() - self.parser.add_argument('token') - - super(Contract, self).__init__() - - - #---------------------------------------------------------------------- - def get(self): - """查询""" - args = self.parser.parse_args() - token = args['token'] - if token != TOKEN: - return {'result_code':'error','message':'token error'} - - data = me.getAllContracts() - print('Contract',data) - l = [o.__dict__ for o in data] - return {'result_code':'success','data':l} - - -######################################################################## -class Log(Resource): - """日志""" - - #---------------------------------------------------------------------- - def __init__(self): - """初始化""" - self.parser = reqparse.RequestParser() - self.parser.add_argument('token') - - super(Log, self).__init__() - - #---------------------------------------------------------------------- - def get(self): - """查询""" - args = self.parser.parse_args() - token = args['token'] - if token != TOKEN: - return {'result_code':'error','message':'token error'} - - data = me.getLog() - l = [o.__dict__ for o in data] - return {'result_code':'success','data':l} - - -######################################################################## -class Error(Resource): - """错误""" - - #---------------------------------------------------------------------- - def __init__(self): - """初始化""" - self.parser = reqparse.RequestParser() - self.parser.add_argument('token') - - super(Error, self).__init__() - - #---------------------------------------------------------------------- - def get(self): - """查询""" - args = self.parser.parse_args() - token = args['token'] - if token != TOKEN: - return {'result_code':'error','message':'token error'} - - data = me.getError() - l = [o.__dict__ for o in data] - return {'result_code':'success','data':l} - - -######################################################################## -class Tick(Resource): - """行情""" - - #---------------------------------------------------------------------- - def __init__(self): - """初始化""" - self.parser = reqparse.RequestParser() - self.parser.add_argument('vtSymbol') - self.parser.add_argument('token') - super(Tick, self).__init__() - - #---------------------------------------------------------------------- - def post(self): - """订阅""" - args = self.parser.parse_args() - token = args['token'] - if token != TOKEN: - return {'result_code':'error','message':'token error'} - - vtSymbol = args['vtSymbol'] - - contract = me.getContract(vtSymbol) - if not contract: - return {'result_code':'error','message':'contract error'} - - req = VtSubscribeReq() - req.symbol = contract.symbol - req.exchange = contract.exchange - req.vtSymbol = contract.vtSymbol - - me.subscribe(req, contract.gatewayName) - return {'result_code':'success','data':''} - - -######################################################################## -class CtaStrategyInit(Resource): - """初始化策略""" - - #---------------------------------------------------------------------- - def __init__(self): - """初始化""" - self.parser = reqparse.RequestParser() - self.parser.add_argument('name') - self.parser.add_argument('token') - super(CtaStrategyInit, self).__init__() - - #---------------------------------------------------------------------- - def post(self): - """订阅""" - args = self.parser.parse_args() - token = args['token'] - if token != TOKEN: - return {'result_code':'error','message':'token error'} - - name = args['name'] - - engine = me.getApp('CtaStrategy') - if not name: - engine.initAll() - else: - engine.initStrategy(name) - return {'result_code':'success','data':''} - - -######################################################################## -class CtaStrategyStart(Resource): - """启动策略""" - - #---------------------------------------------------------------------- - def __init__(self): - """初始化""" - self.parser = reqparse.RequestParser() - self.parser.add_argument('name') - self.parser.add_argument('token') - super(CtaStrategyStart, self).__init__() - - #---------------------------------------------------------------------- - def post(self): - """订阅""" - args = self.parser.parse_args() - token = args['token'] - if token != TOKEN: - return {'result_code':'error','message':'token error'} - - name = args['name'] - - engine = me.getApp('CtaStrategy') - if not name: - engine.startAll() - else: - engine.startStrategy(name) - return {'result_code':'success','data':''} - - -######################################################################## -class CtaStrategyStop(Resource): - """停止策略""" - - #---------------------------------------------------------------------- - def __init__(self): - """初始化""" - self.parser = reqparse.RequestParser() - self.parser.add_argument('name') - self.parser.add_argument('token') - super(CtaStrategyStop, self).__init__() - - #---------------------------------------------------------------------- - def post(self): - """订阅""" - args = self.parser.parse_args() - token = args['token'] - if token != TOKEN: - return {'result_code':'error','message':'token error'} - - name = args['name'] - - engine = me.getApp('CtaStrategy') - if not name: - engine.stopAll() - else: - engine.stopStrategy(name) - return {'result_code':'success','data':''} - -######################################################################## -class CtaStrategyName(Resource): - """»ñÈ¡²ßÂÔÃû""" - - #---------------------------------------------------------------------- - def __init__(self): - """³õʼ»¯""" - self.parser = reqparse.RequestParser() - self.parser.add_argument('token') - super(CtaStrategyName, self).__init__() - - #---------------------------------------------------------------------- - def get(self): - """»ñÈ¡²ßÂÔÃû""" - args = self.parser.parse_args() - token = args['token'] - if token != TOKEN: - return {'result_code':'error','message':'token error'} - - engine = me.getApp('CtaStrategy') - l = engine.getStrategyNames() - return {'result_code':'success','data':l} - -######################################################################## -class CtaStrategyLoad(Resource): - """加载策略""" - - #---------------------------------------------------------------------- - def __init__(self): - """初始化""" - self.parser = reqparse.RequestParser() - self.parser.add_argument('token') - super(CtaStrategyLoad, self).__init__() - - #---------------------------------------------------------------------- - def post(self): - """订阅""" - args = self.parser.parse_args() - token = args['token'] - if token != TOKEN: - return {'result_code':'error','message':'token error'} - - engine = me.getApp('CtaStrategy') - engine.loadSetting() - l = engine.getStrategyNames() - return {'result_code':'success','data':l} - - -######################################################################## -class CtaStrategyParam(Resource): - """查询策略参数""" - - #---------------------------------------------------------------------- - def __init__(self): - """初始化""" - self.parser = reqparse.RequestParser() - self.parser.add_argument('name') - self.parser.add_argument('token') - super(CtaStrategyParam, self).__init__() - - #---------------------------------------------------------------------- - def get(self): - """订阅""" - args = self.parser.parse_args() - token = args['token'] - if token != TOKEN: - return {'result_code':'error','message':'token error'} - - name = args['name'] - - engine = me.getApp('CtaStrategy') - l = engine.getStrategyParam(name) - return {'result_code':'success','data':l} - - -######################################################################## -class CtaStrategyVar(Resource): - """查询策略变量""" - - #---------------------------------------------------------------------- - def __init__(self): - """初始化""" - self.parser = reqparse.RequestParser() - self.parser.add_argument('name') - self.parser.add_argument('token') - super(CtaStrategyVar, self).__init__() - - #---------------------------------------------------------------------- - def get(self): - """订阅""" - args = self.parser.parse_args() - token = args['token'] - if token != TOKEN: - return {'result_code':'error','message':'token error'} - - name = args['name'] - - engine = me.getApp('CtaStrategy') - l = engine.getStrategyVar(name) - return {'result_code':'success','data':l} - - -######################################################################## -@app.route('/') -def index_html(): - """首页""" - return send_file('./templates/index.html') - - -# 注册资源 -api.add_resource(Token, '/token') -api.add_resource(Gateway, '/gateway') -api.add_resource(Order, '/order') -api.add_resource(Trade, '/trades') -api.add_resource(Account, '/account') -api.add_resource(Position, '/position') -api.add_resource(Contract, '/contract') -api.add_resource(Log, '/log') -api.add_resource(Error, '/error') -api.add_resource(Tick, '/tick') - -api.add_resource(CtaStrategyLoad, '/ctastrategy/load') -api.add_resource(CtaStrategyInit, '/ctastrategy/init') -api.add_resource(CtaStrategyStart, '/ctastrategy/start') -api.add_resource(CtaStrategyStop, '/ctastrategy/stop') -api.add_resource(CtaStrategyParam, '/ctastrategy/param') -api.add_resource(CtaStrategyVar, '/ctastrategy/var') -api.add_resource(CtaStrategyName, '/ctastrategy/name') - - -# SocketIO -#---------------------------------------------------------------------- -def handleEvent(event): - """处理事件""" - eventType = event.type_ - - eventData = event.dict_['data'] - - if not isinstance(eventData, dict): - eventData = eventData.__dict__ - - if eventType == 'eTick.': - del eventData['datetime'] - - socketio.emit(eventType, eventData) - - -ee.register(EVENT_TICK, handleEvent) -ee.register(EVENT_ORDER, handleEvent) -ee.register(EVENT_TRADE, handleEvent) -ee.register(EVENT_ACCOUNT, handleEvent) -ee.register(EVENT_POSITION, handleEvent) -ee.register(EVENT_CONTRACT, handleEvent) -ee.register(EVENT_LOG, handleEvent) -ee.register(EVENT_ERROR, handleEvent) -ee.register(EVENT_CTA_LOG, handleEvent) -ee.register(EVENT_CTA_STRATEGY, handleEvent) - if __name__ == '__main__': - socketio.run(app,debug=True,host='0.0.0.0',port=5000) + # 创建日志引擎 + le = LogEngine() + le.setLogLevel(le.LEVEL_INFO) + le.addConsoleHandler() + + # 进入循环 + pWeb = None + pTrading = None + + while True: + le.info('-'*30) + + dt = datetime.now() + le.info(u'当前时间：%s' %dt) + + currentTime = dt.time() + + if currentTime >= START_TIME and currentTime <= CLOSE_TIME: + le.info(u'当前处于交易时间段') + + if not pTrading: + pTrading = Process(target=runTradingServer) + pTrading.start() + le.info(u'启动交易服务器进程') + + if not pWeb: + pWeb = Process(target=runWebServer) + pWeb.start() + le.info(u'启动WEB服务器进程') + + else: + le.info(u'当前处于非交易时间段') + + if pTrading: + pTrading.terminate() + pTrading.join() + pTrading = None + le.info(u'关闭交易服务器进程') + + if pWeb: + pWeb.terminate() + pWeb.join() + pWeb = None + le.info(u'关闭WEB服务器进程') + + sleep(60) + \ No newline at end of file diff --git a/examples/WebTrader/server.py b/examples/WebTrader/tradingServer.py similarity index 100% rename from examples/WebTrader/server.py rename to examples/WebTrader/tradingServer.py diff --git a/examples/WebTrader/webServer.py b/examples/WebTrader/webServer.py new file mode 100644 index 00000000..18efd35b --- /dev/null +++ b/examples/WebTrader/webServer.py @@ -0,0 +1,679 @@ +# encoding: UTF-8 + +# 修改编码 +from __future__ import print_function +import sys +try: + reload(sys) # Python 2 + sys.setdefaultencoding('utf8') +except NameError: + pass # Python 3 + +# 创建主引擎代理对象 +from vnpy.event import EventEngine2 +from vnpy.trader.vtEvent import (EVENT_TICK, EVENT_ORDER, EVENT_TRADE, + EVENT_ACCOUNT, EVENT_POSITION, EVENT_LOG, + EVENT_ERROR, EVENT_CONTRACT) +from vnpy.trader.vtObject import VtSubscribeReq, VtOrderReq, VtCancelOrderReq +from vnpy.trader.app.rpcService.rsClient import MainEngineProxy +from vnpy.trader.app.ctaStrategy.ctaBase import EVENT_CTA_LOG, EVENT_CTA_STRATEGY + +reqAddress = 'tcp://localhost:6688' +subAddress = 'tcp://localhost:8866' + +ee = EventEngine2() +me = MainEngineProxy(ee) +me.init(reqAddress, subAddress) + +#---------------------------------------------------------------------- +def printLog(event): + """打印日志""" + log = event.dict_['data'] + print(log.logTime, log.logContent) + +ee.register(EVENT_LOG, printLog) + + +# 载入Web密码 +import json +import base64 +import datetime + +TODAY = str(datetime.datetime.now().date()) + +with open("WEB_setting.json") as f: + setting = json.load(f) + USERNAME = setting['username'] + PASSWORD = setting['password'] + TOKEN = base64.encodestring(TODAY+PASSWORD).replace('\n','') + + +# 创建Flask对象 +from flask import Flask, send_file +from flask.ext.restful import Api, Resource, reqparse +from flask.ext.socketio import SocketIO +from flask_cors import * + +app = Flask(__name__) +CORS(app, supports_credentials=True) +api = Api(app) +socketio = SocketIO(app) + +# 创建资源 +######################################################################## +class Token(Resource): + """登录验证""" + + #---------------------------------------------------------------------- + def __init__(self): + """初始化""" + self.parser = reqparse.RequestParser() + self.parser.add_argument('username') + self.parser.add_argument('password') + super(Token, self).__init__() + + #---------------------------------------------------------------------- + def get(self): + """查询""" + args = self.parser.parse_args() + username = args['username'] + password = args['password'] + + if username == USERNAME and password == PASSWORD: + return {'result_code':'success','data':TOKEN} + else: + return {'result_code':'error','message':'wrong username or password'} + + +######################################################################## +class Gateway(Resource): + """接口""" + + #---------------------------------------------------------------------- + def __init__(self): + """初始化""" + self.parser = reqparse.RequestParser() + self.parser.add_argument('gatewayName') + self.parser.add_argument('token') + + super(Gateway, self).__init__() + + #---------------------------------------------------------------------- + def get(self): + """查询""" + args = self.parser.parse_args() + token = args['token'] + + if token != TOKEN: + return {'result_code':'error','message':'token error'} + + l = me.getAllGatewayDetails() + return {'result_code':'success','data':l} + + #---------------------------------------------------------------------- + def post(self): + """连接""" + args = self.parser.parse_args() + token = args['token'] + if token != TOKEN: + print('token error') + return {'result_code':'error','message':'token error'} + + gatewayName = args['gatewayName'] + me.connect(gatewayName) + return {'result_code':'success','data':''} + + +######################################################################## +class Order(Resource): + """委托""" + + #---------------------------------------------------------------------- + def __init__(self): + """初始化""" + self.getParser = reqparse.RequestParser() + self.getParser.add_argument('token') + + self.postParser = reqparse.RequestParser() + self.postParser.add_argument('vtSymbol') + self.postParser.add_argument('price') + self.postParser.add_argument('volume') + self.postParser.add_argument('priceType') + self.postParser.add_argument('direction') + self.postParser.add_argument('offset') + self.postParser.add_argument('token') + + self.deleteParser = reqparse.RequestParser() + self.deleteParser.add_argument('vtOrderID') + self.deleteParser.add_argument('token') + + super(Order, self).__init__() + + #---------------------------------------------------------------------- + def get(self): + """查询""" + args = self.getParser.parse_args() + token = args['token'] + if token != TOKEN: + return {'result_code':'error','message':'token error'} + + data = me.getAllOrders() + l = [o.__dict__ for o in data] + return {'result_code':'success','data':l} + + #---------------------------------------------------------------------- + def post(self): + """发单""" + args = self.postParser.parse_args() + token = args['token'] + if token != TOKEN: + return {'result_code':'error','message':'token error'} + print(args) + vtSymbol = args['vtSymbol'] + price = args['price'] + volume = args['volume'] + priceType = args['priceType'] + direction = args['direction'] + offset = args['offset'] + + contract = me.getContract(vtSymbol) + if not contract: + return {'result_code':'error','message':'contract error'} + + priceType_map = {'PRICETYPE_LIMITPRICE' : u'限价','PRICETYPE_MARKETPRICE' : u'市价','PRICETYPE_FAK' : u'FAK','PRICETYPE_FOK' : u'FOK'} + direction_map = {'DIRECTION_LONG' : u'多','DIRECTION_SHORT' : u'空'} + offset_map = {'OFFSET_OPEN' : u'开仓', 'OFFSET_CLOSE' : u'平仓','OFFSET_CLOSETODAY' : u'平今','OFFSET_CLOSEYESTERDAY' : u'平昨'} + + req = VtOrderReq() + req.symbol = contract.symbol + req.exchange = contract.exchange + req.price = float(price) + req.volume = int(volume) + req.priceType = priceType_map[ priceType ] + req.direction = direction_map[ direction ] + req.offset = offset_map[ offset ] + vtOrderID = me.sendOrder(req, contract.gatewayName) + return {'result_code':'success','data':vtOrderID} + + #---------------------------------------------------------------------- + def delete(self): + """撤单""" + args = self.deleteParser.parse_args() + token = args['token'] + if token != TOKEN: + return {'result_code':'error','message':'token error'} + + vtOrderID = args['vtOrderID'] + + # 撤单某一委托 + if vtOrderID: + order = me.getOrder(vtOrderID) + if not order: + return {'result_code':'error','message':'vtOrderID error'} + + self.cancel(order) + # 全撤 + else: + l = me.getAllWorkingOrders() + + for order in l: + self.cancel(order) + + return {'result_code':'success','data':""} + + #---------------------------------------------------------------------- + def cancel(self, order): + """撤单""" + req = VtCancelOrderReq() + req.orderID = order.orderID + req.exchange = order.exchange + req.symbol = order.symbol + req.frontID = order.frontID + req.sessionID = order.sessionID + me.cancelOrder(req, order.gatewayName) + + +######################################################################## +class Trade(Resource): + """成交""" + + #---------------------------------------------------------------------- + def __init__(self): + """初始化""" + self.parser = reqparse.RequestParser() + self.parser.add_argument('token') + + super(Trade, self).__init__() + + #---------------------------------------------------------------------- + def get(self): + """查询""" + args = self.parser.parse_args() + token = args['token'] + if token != TOKEN: + return {'result_code':'error','message':'token error'} + + data = me.getAllTrades() + l = [o.__dict__ for o in data] + return {'result_code':'success','data':l} + + +######################################################################## +class Account(Resource): + """账户""" + + #---------------------------------------------------------------------- + def __init__(self): + """初始化""" + self.parser = reqparse.RequestParser() + self.parser.add_argument('token') + + super(Account, self).__init__() + + #---------------------------------------------------------------------- + def get(self): + """查询""" + args = self.parser.parse_args() + token = args['token'] + if token != TOKEN: + return {'result_code':'error','message':'token error'} + + data = me.getAllAccounts() + l = [o.__dict__ for o in data] + return {'result_code':'success','data':l} + + +######################################################################## +class Position(Resource): + """持仓""" + + #---------------------------------------------------------------------- + def __init__(self): + """初始化""" + self.parser = reqparse.RequestParser() + self.parser.add_argument('token') + + super(Position, self).__init__() + + #---------------------------------------------------------------------- + def get(self): + """查询""" + args = self.parser.parse_args() + token = args['token'] + if token != TOKEN: + return {'result_code':'error','message':'token error'} + + data = me.getAllPositions() + print('position',data) + l = [o.__dict__ for o in data] + return {'result_code':'success','data':l} + + +######################################################################## +class Contract(Resource): + """合约""" + + #---------------------------------------------------------------------- + def __init__(self): + """初始化""" + self.parser = reqparse.RequestParser() + self.parser.add_argument('token') + + super(Contract, self).__init__() + + + #---------------------------------------------------------------------- + def get(self): + """查询""" + args = self.parser.parse_args() + token = args['token'] + if token != TOKEN: + return {'result_code':'error','message':'token error'} + + data = me.getAllContracts() + print('Contract',data) + l = [o.__dict__ for o in data] + return {'result_code':'success','data':l} + + +######################################################################## +class Log(Resource): + """日志""" + + #---------------------------------------------------------------------- + def __init__(self): + """初始化""" + self.parser = reqparse.RequestParser() + self.parser.add_argument('token') + + super(Log, self).__init__() + + #---------------------------------------------------------------------- + def get(self): + """查询""" + args = self.parser.parse_args() + token = args['token'] + if token != TOKEN: + return {'result_code':'error','message':'token error'} + + data = me.getLog() + l = [o.__dict__ for o in data] + return {'result_code':'success','data':l} + + +######################################################################## +class Error(Resource): + """错误""" + + #---------------------------------------------------------------------- + def __init__(self): + """初始化""" + self.parser = reqparse.RequestParser() + self.parser.add_argument('token') + + super(Error, self).__init__() + + #---------------------------------------------------------------------- + def get(self): + """查询""" + args = self.parser.parse_args() + token = args['token'] + if token != TOKEN: + return {'result_code':'error','message':'token error'} + + data = me.getError() + l = [o.__dict__ for o in data] + return {'result_code':'success','data':l} + + +######################################################################## +class Tick(Resource): + """行情""" + + #---------------------------------------------------------------------- + def __init__(self): + """初始化""" + self.parser = reqparse.RequestParser() + self.parser.add_argument('vtSymbol') + self.parser.add_argument('token') + super(Tick, self).__init__() + + #---------------------------------------------------------------------- + def post(self): + """订阅""" + args = self.parser.parse_args() + token = args['token'] + if token != TOKEN: + return {'result_code':'error','message':'token error'} + + vtSymbol = args['vtSymbol'] + + contract = me.getContract(vtSymbol) + if not contract: + return {'result_code':'error','message':'contract error'} + + req = VtSubscribeReq() + req.symbol = contract.symbol + req.exchange = contract.exchange + req.vtSymbol = contract.vtSymbol + + me.subscribe(req, contract.gatewayName) + return {'result_code':'success','data':''} + + +######################################################################## +class CtaStrategyInit(Resource): + """初始化策略""" + + #---------------------------------------------------------------------- + def __init__(self): + """初始化""" + self.parser = reqparse.RequestParser() + self.parser.add_argument('name') + self.parser.add_argument('token') + super(CtaStrategyInit, self).__init__() + + #---------------------------------------------------------------------- + def post(self): + """订阅""" + args = self.parser.parse_args() + token = args['token'] + if token != TOKEN: + return {'result_code':'error','message':'token error'} + + name = args['name'] + + engine = me.getApp('CtaStrategy') + if not name: + engine.initAll() + else: + engine.initStrategy(name) + return {'result_code':'success','data':''} + + +######################################################################## +class CtaStrategyStart(Resource): + """启动策略""" + + #---------------------------------------------------------------------- + def __init__(self): + """初始化""" + self.parser = reqparse.RequestParser() + self.parser.add_argument('name') + self.parser.add_argument('token') + super(CtaStrategyStart, self).__init__() + + #---------------------------------------------------------------------- + def post(self): + """订阅""" + args = self.parser.parse_args() + token = args['token'] + if token != TOKEN: + return {'result_code':'error','message':'token error'} + + name = args['name'] + + engine = me.getApp('CtaStrategy') + if not name: + engine.startAll() + else: + engine.startStrategy(name) + return {'result_code':'success','data':''} + + +######################################################################## +class CtaStrategyStop(Resource): + """停止策略""" + + #---------------------------------------------------------------------- + def __init__(self): + """初始化""" + self.parser = reqparse.RequestParser() + self.parser.add_argument('name') + self.parser.add_argument('token') + super(CtaStrategyStop, self).__init__() + + #---------------------------------------------------------------------- + def post(self): + """订阅""" + args = self.parser.parse_args() + token = args['token'] + if token != TOKEN: + return {'result_code':'error','message':'token error'} + + name = args['name'] + + engine = me.getApp('CtaStrategy') + if not name: + engine.stopAll() + else: + engine.stopStrategy(name) + return {'result_code':'success','data':''} + +######################################################################## +class CtaStrategyName(Resource): + """»ñÈ¡²ßÂÔÃû""" + + #---------------------------------------------------------------------- + def __init__(self): + """³õʼ»¯""" + self.parser = reqparse.RequestParser() + self.parser.add_argument('token') + super(CtaStrategyName, self).__init__() + + #---------------------------------------------------------------------- + def get(self): + """»ñÈ¡²ßÂÔÃû""" + args = self.parser.parse_args() + token = args['token'] + if token != TOKEN: + return {'result_code':'error','message':'token error'} + + engine = me.getApp('CtaStrategy') + l = engine.getStrategyNames() + return {'result_code':'success','data':l} + +######################################################################## +class CtaStrategyLoad(Resource): + """加载策略""" + + #---------------------------------------------------------------------- + def __init__(self): + """初始化""" + self.parser = reqparse.RequestParser() + self.parser.add_argument('token') + super(CtaStrategyLoad, self).__init__() + + #---------------------------------------------------------------------- + def post(self): + """订阅""" + args = self.parser.parse_args() + token = args['token'] + if token != TOKEN: + return {'result_code':'error','message':'token error'} + + engine = me.getApp('CtaStrategy') + engine.loadSetting() + l = engine.getStrategyNames() + return {'result_code':'success','data':l} + + +######################################################################## +class CtaStrategyParam(Resource): + """查询策略参数""" + + #---------------------------------------------------------------------- + def __init__(self): + """初始化""" + self.parser = reqparse.RequestParser() + self.parser.add_argument('name') + self.parser.add_argument('token') + super(CtaStrategyParam, self).__init__() + + #---------------------------------------------------------------------- + def get(self): + """订阅""" + args = self.parser.parse_args() + token = args['token'] + if token != TOKEN: + return {'result_code':'error','message':'token error'} + + name = args['name'] + + engine = me.getApp('CtaStrategy') + l = engine.getStrategyParam(name) + return {'result_code':'success','data':l} + + +######################################################################## +class CtaStrategyVar(Resource): + """查询策略变量""" + + #---------------------------------------------------------------------- + def __init__(self): + """初始化""" + self.parser = reqparse.RequestParser() + self.parser.add_argument('name') + self.parser.add_argument('token') + super(CtaStrategyVar, self).__init__() + + #---------------------------------------------------------------------- + def get(self): + """订阅""" + args = self.parser.parse_args() + token = args['token'] + if token != TOKEN: + return {'result_code':'error','message':'token error'} + + name = args['name'] + + engine = me.getApp('CtaStrategy') + l = engine.getStrategyVar(name) + return {'result_code':'success','data':l} + + +######################################################################## +@app.route('/') +def index_html(): + """首页""" + return send_file('./templates/index.html') + + +# 注册资源 +api.add_resource(Token, '/token') +api.add_resource(Gateway, '/gateway') +api.add_resource(Order, '/order') +api.add_resource(Trade, '/trades') +api.add_resource(Account, '/account') +api.add_resource(Position, '/position') +api.add_resource(Contract, '/contract') +api.add_resource(Log, '/log') +api.add_resource(Error, '/error') +api.add_resource(Tick, '/tick') + +api.add_resource(CtaStrategyLoad, '/ctastrategy/load') +api.add_resource(CtaStrategyInit, '/ctastrategy/init') +api.add_resource(CtaStrategyStart, '/ctastrategy/start') +api.add_resource(CtaStrategyStop, '/ctastrategy/stop') +api.add_resource(CtaStrategyParam, '/ctastrategy/param') +api.add_resource(CtaStrategyVar, '/ctastrategy/var') +api.add_resource(CtaStrategyName, '/ctastrategy/name') + + +# SocketIO +#---------------------------------------------------------------------- +def handleEvent(event): + """处理事件""" + eventType = event.type_ + + eventData = event.dict_['data'] + + if not isinstance(eventData, dict): + eventData = eventData.__dict__ + + if eventType == 'eTick.': + del eventData['datetime'] + + socketio.emit(eventType, eventData) + + +ee.register(EVENT_TICK, handleEvent) +ee.register(EVENT_ORDER, handleEvent) +ee.register(EVENT_TRADE, handleEvent) +ee.register(EVENT_ACCOUNT, handleEvent) +ee.register(EVENT_POSITION, handleEvent) +ee.register(EVENT_CONTRACT, handleEvent) +ee.register(EVENT_LOG, handleEvent) +ee.register(EVENT_ERROR, handleEvent) +ee.register(EVENT_CTA_LOG, handleEvent) +ee.register(EVENT_CTA_STRATEGY, handleEvent) + + +#---------------------------------------------------------------------- +def run(): + """启动Web服务""" + socketio.run(app,debug=True,host='0.0.0.0',port=5000) + + +if __name__ == '__main__': + run()