将IbGateway里使用的IbPy替换为vn.ib接口，测试外汇交易无问题

vn.ib/vnib/Visual Studio 2013/settings/Windows Azure Subscriptions.xml

@@ -1,5 +1,5 @@
 <?xml version="1.0"?>
 <SubscriptionDataContainer xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns="urn:Microsoft.VisualStudio.WindowsAzure.CommonAzureTools.Authentication.CacheManagement">
   <Items />
-  <TokenCache>AQAAANCMnd8BFdERjHoAwE/Cl+sBAAAAhuIZgFnYcU6wvp5DI4FozAAAAAACAAAAAAAQZgAAAAEAACAAAAAXSj17R5SUHe+A58o1bYLSOOhH9W2Ix9DlZDFBrgVA4gAAAAAOgAAAAAIAACAAAADbVSL+BIaujSBj3UmMHFYW0NN/5M1VZMBFC5NayhA3uBAAAADlsZqLyiwLiExTjbbDU1nZQAAAAA8KhP6XKTAD/Iuw37pqb7rSwSDYQgFsBJvhh4KMkHc9aX3Q+ga9NjStuUrdZVmuMzeMGwsQ+bjLejvA3cCOI9c=</TokenCache>
+  <TokenCache>AQAAANCMnd8BFdERjHoAwE/Cl+sBAAAAhuIZgFnYcU6wvp5DI4FozAAAAAACAAAAAAAQZgAAAAEAACAAAADnrYSEO5qfCQPpiUFTIS3ZRFiTItrg4/VIVOH2J3epYgAAAAAOgAAAAAIAACAAAACso6CSyxkad28kFe3eIz1YgltVz/YV200C+PLOhtmmPhAAAABBWAXXnj8W8KUy+QlVKF7JQAAAAFuRLjt27YOpR9+kkpnrDzww07fBW08hBX6gGDrJVJp/hGhDL4nX/wEgsPuN/EJB4f48rrPnGlHmfb6B9a0Il60=</TokenCache>
 </SubscriptionDataContainer>

vn.ib/vnib/vnib/vnib.cpp

@@ -1499,15 +1499,15 @@ BOOST_PYTHON_MODULE(vnib)
 		.def_readwrite("shares", &Execution::shares)
 		.def_readwrite("price", &Execution::price)
 		.def_readwrite("permId", &Execution::permId)
-		.def_readwrite("clientId  ", &Execution::clientId)
+		.def_readwrite("clientId", &Execution::clientId)
-		.def_readwrite("orderId  ", &Execution::orderId)
+		.def_readwrite("orderId", &Execution::orderId)
-		.def_readwrite("liquidation  ", &Execution::liquidation)
+		.def_readwrite("liquidation", &Execution::liquidation)
-		.def_readwrite("cumQty  ", &Execution::cumQty)
+		.def_readwrite("cumQty", &Execution::cumQty)
-		.def_readwrite("avgPrice  ", &Execution::avgPrice)
+		.def_readwrite("avgPrice", &Execution::avgPrice)
-		.def_readwrite("orderRef  ", &Execution::orderRef)
+		.def_readwrite("orderRef", &Execution::orderRef)
-		.def_readwrite("evRule  ", &Execution::evRule)
+		.def_readwrite("evRule", &Execution::evRule)
-		.def_readwrite("evMultiplier  ", &Execution::evMultiplier)
+		.def_readwrite("evMultiplier", &Execution::evMultiplier)
-		.def_readwrite("modelCode  ", &Execution::modelCode)
+		.def_readwrite("modelCode", &Execution::modelCode)
 		;
 
 	class_<UnderComp>("UnderComp")

vn.trader/ctaAlgo/tools/multiTimeFrame/ctaBacktestMultiTF.py

@@ -166,12 +166,14 @@ class BacktestEngineMultiTF(BacktestingEngine):
             data = self.infobar[info_symbol]
 
             # Update data only when Time Stamp is matched
-            if data['datetime'] <= self.dt:
+            if (data is not None) and (data['datetime'] <= self.dt):
+
                 try:
                     temp[info_symbol] = CtaBarData()
                     temp[info_symbol].__dict__ = data
                     self.infobar[info_symbol] = next(self.InfoCursor[info_symbol])
                 except StopIteration:
+                    self.infobar[info_symbol] = None
                     self.output("No more data in information database.")
             else:
                 temp[info_symbol] = None

vn.trader/ibGateway/IB_connect.json

@@ -1,5 +1,6 @@
 {
 	"host": "localhost",
-	"port": 7496,
+	"port": 7497,
-	"clientId": 888
+	"clientId": 888,
+	"accountCode": "DU545254"
 }

vn.trader/ibGateway/ibGateway.py

@@ -1,7 +1,7 @@
 # encoding: UTF-8
 
 '''
-ibpy的gateway接入
+Interactive Brokers的gateway接入，已经替换为vn.ib封装。
 
 注意事项：
 1. ib api只能获取和操作当前连接后下的单，并且每次重启程序后，之前下的单子收不到
@@ -19,11 +19,7 @@ from copy import copy
 
 from PyQt4 import QtGui, QtCore
 
-from ib.ext.Contract import Contract
+from vnib import *
-from ib.ext.Order import Order
-from ib.ext.EWrapper import EWrapper
-from ib.ext.EClientSocket import EClientSocket
-
 from vtGateway import *
 
 
@@ -119,6 +115,7 @@ class IbGateway(VtGateway):
         self.host = EMPTY_STRING        # 连接地址
         self.port = EMPTY_INT           # 连接端口
         self.clientId = EMPTY_INT       # 用户编号
+        self.accountCode = EMPTY_STRING # 账户编号
         
         self.tickerId = 0               # 订阅行情时的代码编号    
         self.tickDict = {}              # tick快照字典，key为tickerId，value为VtTickData对象
@@ -135,8 +132,7 @@ class IbGateway(VtGateway):
         
         self.connected = False          # 连接状态
         
-        self.wrapper = IbWrapper(self)                  # 回调接口
+        self.api = IbWrapper(self)      # API接口
-        self.connection = EClientSocket(self.wrapper)   # 主动接口
 
     #----------------------------------------------------------------------
     def connect(self):
@@ -161,6 +157,7 @@ class IbGateway(VtGateway):
             self.host = str(setting['host'])
             self.port = int(setting['port'])
             self.clientId = int(setting['clientId'])
+            self.accountCode = str(setting['accountCode'])
         except KeyError:
             log = VtLogData()
             log.gatewayName = self.gatewayName
@@ -169,13 +166,13 @@ class IbGateway(VtGateway):
             return            
         
         # 发起连接
-        self.connection.eConnect(self.host, self.port, self.clientId)
+        self.api.eConnect(self.host, self.port, self.clientId, False)
         
         # 查询服务器时间
-        self.connection.reqCurrentTime()
+        self.api.reqCurrentTime()
         
         # 请求账户数据主推更新
-        self.connection.reqAccountUpdates(True, '')
+        self.api.reqAccountUpdates(True, self.accountCode)
     
     #----------------------------------------------------------------------
     def subscribe(self, subscribeReq):
@@ -186,17 +183,17 @@ class IbGateway(VtGateway):
             return
         
         contract = Contract()
-        contract.m_localSymbol = str(subscribeReq.symbol)
+        contract.localSymbol = str(subscribeReq.symbol)
-        contract.m_exchange = exchangeMap.get(subscribeReq.exchange, '')
+        contract.exchange = exchangeMap.get(subscribeReq.exchange, '')
-        contract.m_secType = productClassMap.get(subscribeReq.productClass, '')
+        contract.secType = productClassMap.get(subscribeReq.productClass, '')
-        contract.m_currency = currencyMap.get(subscribeReq.currency, '')
+        contract.currency = currencyMap.get(subscribeReq.currency, '')
-        contract.m_expiry = subscribeReq.expiry
+        contract.expiry = subscribeReq.expiry
-        contract.m_strike = subscribeReq.strikePrice
+        contract.strike = subscribeReq.strikePrice
-        contract.m_right = optionTypeMap.get(subscribeReq.optionType, '')
+        contract.right = optionTypeMap.get(subscribeReq.optionType, '')
 
         # 获取合约详细信息
         self.tickerId += 1
-        self.connection.reqContractDetails(self.tickerId, contract)        
+        self.api.reqContractDetails(self.tickerId, contract)        
         
         # 创建合约对象并保存到字典中
         ct = VtContractData()
@@ -209,7 +206,7 @@ class IbGateway(VtGateway):
         
         # 订阅行情
         self.tickerId += 1   
-        self.connection.reqMktData(self.tickerId, contract, '', False)
+        self.api.reqMktData(self.tickerId, contract, '', False, TagValueList())
         
         # 创建Tick对象并保存到字典中
         tick = VtTickData()
@@ -229,28 +226,28 @@ class IbGateway(VtGateway):
         
         # 创建合约对象
         contract = Contract()
-        contract.m_localSymbol = str(orderReq.symbol)
+        contract.localSymbol = str(orderReq.symbol)
-        contract.m_exchange = exchangeMap.get(orderReq.exchange, '')
+        contract.exchange = exchangeMap.get(orderReq.exchange, '')
-        contract.m_secType = productClassMap.get(orderReq.productClass, '')
+        contract.secType = productClassMap.get(orderReq.productClass, '')
-        contract.m_currency = currencyMap.get(orderReq.currency, '')
+        contract.currency = currencyMap.get(orderReq.currency, '')
-        contract.m_expiry = orderReq.expiry
+        contract.expiry = orderReq.expiry
-        contract.m_strike = orderReq.strikePrice
+        contract.strike = orderReq.strikePrice
-        contract.m_right = optionTypeMap.get(orderReq.optionType, '')
+        contract.right = optionTypeMap.get(orderReq.optionType, '')
         
         # 创建委托对象
         order = Order()
-        order.m_orderId = self.orderId
+        order.orderId = self.orderId
-        order.m_clientId = self.clientId
+        order.clientId = self.clientId
-        order.m_action = directionMap.get(orderReq.direction, '')
+        order.action = directionMap.get(orderReq.direction, '')
-        order.m_lmtPrice = orderReq.price
+        order.lmtPrice = orderReq.price
-        order.m_totalQuantity = orderReq.volume
+        order.totalQuantity = orderReq.volume
-        order.m_orderType = priceTypeMap.get(orderReq.priceType, '')
+        order.orderType = priceTypeMap.get(orderReq.priceType, '')
         
         # 发送委托
-        self.connection.placeOrder(self.orderId, contract, order)
+        self.api.placeOrder(self.orderId, contract, order)
         
         # 查询下一个有效编号
-        self.connection.reqIds(1)
+        self.api.reqIds(1)
         
         # 返回委托编号
         vtOrderID = '.'.join([self.gatewayName, str(self.orderId)])
@@ -259,7 +256,7 @@ class IbGateway(VtGateway):
     #----------------------------------------------------------------------
     def cancelOrder(self, cancelOrderReq):
         """撤单"""
-        self.connection.cancelOrder(cancelOrderReq.orderID)
+        self.api.cancelOrder(int(cancelOrderReq.orderID))
     
     #----------------------------------------------------------------------
     def qryAccount(self):
@@ -280,11 +277,11 @@ class IbGateway(VtGateway):
     #----------------------------------------------------------------------
     def close(self):
         """关闭"""
-        self.connection.eDisconnect()
+        self.api.eDisconnect()
 
 
 ########################################################################
-class IbWrapper(EWrapper):
+class IbWrapper(IbApi):
     """IB回调接口的实现"""
 
     #----------------------------------------------------------------------
@@ -292,7 +289,7 @@ class IbWrapper(EWrapper):
         """Constructor"""
         super(IbWrapper, self).__init__()
         
-        self.connectionStatus = False               # 连接状态
+        self.apiStatus = False               # 连接状态
         
         self.gateway = gateway                      # gateway对象
         self.gatewayName = gateway.gatewayName      # gateway对象名称
@@ -303,10 +300,57 @@ class IbWrapper(EWrapper):
         self.contractDict = gateway.contractDict    # contract字典
         self.tickProductDict = gateway.tickProductDict
         self.subscribeReqDict = gateway.subscribeReqDict
-       
+
+    #----------------------------------------------------------------------
+    def nextValidId(self, orderId):
+        """"""
+        self.gateway.orderId = orderId
+        
+    #----------------------------------------------------------------------
+    def currentTime(self, time):
+        """连接成功后推送当前时间"""
+        dt = datetime.fromtimestamp(time)
+        t = dt.strftime("%Y-%m-%d %H:%M:%S.%f")
+
+        self.apiStatus = True
+        self.gateway.connected = True
+        
+        log = VtLogData()
+        log.gatewayName = self.gatewayName
+        log.logContent = (u'IB接口连接成功，当前服务器时间 %s' %t)
+        self.gateway.onLog(log) 
+        
+        for symbol, req in self.subscribeReqDict.items():
+            del self.subscribeReqDict[symbol]
+            self.gateway.subscribe(req)        
+        
+    #----------------------------------------------------------------------
+    def connectAck(self):
+        """"""
+        pass
+        
+    #----------------------------------------------------------------------
+    def error(self, id_, errorCode, errorString):
+        """错误推送"""
+        err = VtErrorData()
+        err.gatewayName = self.gatewayName
+        err.errorID = errorCode
+        err.errorMsg = errorString
+        self.gateway.onError(err)
+        
+    #----------------------------------------------------------------------
+    def accountSummary(self, reqId, account, tag, value, curency):
+        """"""
+        pass
+        
+    #----------------------------------------------------------------------
+    def accountSummaryEnd(self, reqId):
+        """"""
+        pass
+         
     #----------------------------------------------------------------------
     def tickPrice(self, tickerId, field, price, canAutoExecute):
-        """行情推送（价格相关）"""
+        """行情价格相关推送"""
         if field in tickFieldMap:
             tick = self.tickDict[tickerId]
             key = tickFieldMap[field]
@@ -324,10 +368,10 @@ class IbWrapper(EWrapper):
             self.gateway.onTick(newtick)
         else:
             print field
-
+        
     #----------------------------------------------------------------------
     def tickSize(self, tickerId, field, size):
-        """行情推送（量相关）"""
+        """行情数量相关推送"""
         if field in tickFieldMap:
             tick = self.tickDict[tickerId]
             key = tickFieldMap[field]
@@ -342,34 +386,30 @@ class IbWrapper(EWrapper):
             self.gateway.onTick(newtick)      
         else:
             print field
-
+        
     #----------------------------------------------------------------------
-    def tickOptionComputation(self, tickerId, field, impliedVol, delta, optPrice, pvDividend, gamma, vega, theta, undPrice):
+    def tickOptionComputation(self, tickerId, tickType, impliedVol, delta, optPrice, pvDividend, gamma, vega, theta, undPrice):
-        """行情推送（期权数值）"""
+        """"""
         pass
 
     #----------------------------------------------------------------------
     def tickGeneric(self, tickerId, tickType, value):
-        """行情推送（某些通用字段）"""
+        """"""
         pass
-
+        
-    #---------------------------------------------------------------------- 
-    def tickString(self, tickerId, tickType, value):
-        """行情推送，特殊字段相关"""
-        # 参考了一些其他平台对于IB行情数据的开发建议后，
-        # 发现大部分都选择使用本地电脑时间戳而非IB推送的时间戳，
-        # 猜测原因可能是IB的行情质量一般（本身就是切片了的），
-        # 因此这里也选择使用电脑的本地时间
-        pass
-
     #----------------------------------------------------------------------
-    def tickEFP(self, tickerId, tickType, basisPoints, formattedBasisPoints, impliedFuture, holdDays, futureExpiry, dividendImpact, dividendsToExpiry):
+    def tickString(self, tickerId, tickType, value):
-        """行情推送（合约属性相关）"""
+        """"""
         pass
-
+        
-    #---------------------------------------------------------------------- 
+    #----------------------------------------------------------------------
+    def tickEFP(self, tickerId, tickType, basisPoints, formattedBasisPoints, totalDividends, holdDays, futureLastTradeDate, dividendImpact, dividendsToLastTradeDate):
+        """"""
+        pass
+        
+    #----------------------------------------------------------------------
     def orderStatus(self, orderId, status, filled, remaining, avgFillPrice, permId, parentId, lastFillPrice, clientId, whyHeld):
-        """报单成交回报"""
+        """委托状态更新"""
         orderId = str(orderId)
         
         if orderId in self.orderDict:
@@ -386,10 +426,10 @@ class IbWrapper(EWrapper):
         
         newod = copy(od)
         self.gateway.onOrder(newod)
-
+        
     #----------------------------------------------------------------------
     def openOrder(self, orderId, contract, order, orderState):
-        """报单信息推送"""
+        """下达委托推送"""
         orderId = str(orderId)  # orderId是整数
         
         if orderId in self.orderDict:
@@ -398,26 +438,42 @@ class IbWrapper(EWrapper):
             od = VtOrderData()  # od代表orderData
             od.orderID = orderId
             od.vtOrderID = '.'.join([self.gatewayName, orderId])
-            od.symbol = contract.m_localSymbol
+            od.symbol = contract.localSymbol
-            od.exchange = exchangeMapReverse.get(contract.m_exchange, '')
+            od.exchange = exchangeMapReverse.get(contract.exchange, '')
             od.vtSymbol = '.'.join([od.symbol, od.exchange])  
             od.gatewayName = self.gatewayName
             self.orderDict[orderId] = od
         
-        od.direction = directionMapReverse.get(order.m_action, '')
+        od.direction = directionMapReverse.get(order.action, '')
-        od.price = order.m_lmtPrice
+        od.price = order.lmtPrice
-        od.totalVolume = order.m_totalQuantity
+        od.totalVolume = order.totalQuantity
         
         newod = copy(od)
         self.gateway.onOrder(newod)
-
+        
     #----------------------------------------------------------------------
     def openOrderEnd(self):
-        """ generated source for method openOrderEnd """
+        """"""
         pass
-
+          
     #----------------------------------------------------------------------
-    def updateAccountValue(self, key, value, currency, accountName):
+    def winError(self, str_, lastError):
+        """"""
+        pass
+ 
+    #----------------------------------------------------------------------
+    def connectionClosed(self):
+        """断线"""
+        self.apiStatus = False
+        self.gateway.connected = False
+    
+        log = VtLogData()
+        log.gatewayName = self.gatewayName
+        log.logContent = (u'IB接口连接断开')
+        self.gateway.onLog(log) 
+        
+    #----------------------------------------------------------------------
+    def updateAccountValue(self, key, val, currency, accountName):
         """更新账户数据"""
         # 仅逐个字段更新数据，这里对于没有currency的推送忽略
         if currency:
@@ -434,68 +490,62 @@ class IbWrapper(EWrapper):
             
             if key in accountKeyMap:
                 k = accountKeyMap[key]
-                account.__setattr__(k, float(value))
+                account.__setattr__(k, float(val))
         
     #----------------------------------------------------------------------
     def updatePortfolio(self, contract, position, marketPrice, marketValue, averageCost, unrealizedPNL, realizedPNL, accountName):
-        """持仓更新推送"""
+        """持仓更新"""
         pos = VtPositionData()
-
+    
-        pos.symbol = contract.m_localSymbol
+        pos.symbol = contract.localSymbol
-        pos.exchange = exchangeMapReverse.get(contract.m_exchange, contract.m_exchange)
+        pos.exchange = exchangeMapReverse.get(contract.exchange, contract.exchange)
         pos.vtSymbol = '.'.join([pos.symbol, pos.exchange])
         pos.direction = DIRECTION_NET
         pos.position = position
         pos.price = averageCost
         pos.vtPositionName = pos.vtSymbol
         pos.gatewayName = self.gatewayName
-        
+    
         self.gateway.onPosition(pos)
-
+        
     #----------------------------------------------------------------------
     def updateAccountTime(self, timeStamp):
-        """更新账户数据的时间"""
+        """更新账户时间"""
         # 推送数据
         for account in self.accountDict.values():
             newaccount = copy(account)
             self.gateway.onAccount(newaccount)
-
+        
     #----------------------------------------------------------------------
     def accountDownloadEnd(self, accountName):
-        """ generated source for method accountDownloadEnd """
+        """"""
         pass
-
+         
-    #----------------------------------------------------------------------
-    def nextValidId(self, orderId):
-        """下一个有效报单编号更新"""
-        self.gateway.orderId = orderId
-
     #----------------------------------------------------------------------
     def contractDetails(self, reqId, contractDetails):
         """合约查询回报"""
-        symbol = contractDetails.m_summary.m_localSymbol
+        symbol = contractDetails.summary.localSymbol
-        exchange = exchangeMapReverse.get(contractDetails.m_summary.m_exchange, EXCHANGE_UNKNOWN)
+        exchange = exchangeMapReverse.get(contractDetails.summary.exchange, EXCHANGE_UNKNOWN)
         vtSymbol = '.'.join([symbol, exchange])
         ct = self.contractDict.get(vtSymbol, None)
         
         if not ct:
             return
         
-        ct.name = contractDetails.m_longName.decode('UTF-8')
+        ct.name = contractDetails.longName.decode('UTF-8')
-        ct.priceTick = contractDetails.m_minTick        
+        ct.priceTick = contractDetails.minTick        
 
         # 推送
         self.gateway.onContract(ct)
-      
+        
     #----------------------------------------------------------------------
     def bondContractDetails(self, reqId, contractDetails):
-        """ generated source for method bondContractDetails """
+        """"""
         pass
-
+        
     #----------------------------------------------------------------------
     def contractDetailsEnd(self, reqId):
-        """ 获取合约结束 """
+        """"""
-        # 因为IB的合约获取是一个个合约进行的，并不会用于触发其他操作，因此无需发出日志
         pass
 
     #----------------------------------------------------------------------
@@ -503,172 +553,168 @@ class IbWrapper(EWrapper):
         """成交推送"""
         trade = VtTradeData()
         trade.gatewayName = self.gatewayName     
-        trade.tradeID = execution.m_execId
+        trade.tradeID = execution.execId
         trade.vtTradeID = '.'.join([self.gatewayName, trade.tradeID])
-        
+    
-        trade.symbol = contract.m_localSymbol
+        trade.symbol = contract.localSymbol
-        trade.exchange = exchangeMapReverse.get(contract.m_exchange, '')
+        trade.exchange = exchangeMapReverse.get(contract.exchange, '')
         trade.vtSymbol = '.'.join([trade.symbol, trade.exchange])  
-        
+    
-        trade.orderID = str(execution.m_orderId)
+        trade.orderID = str(execution.orderId)
-        trade.direction = directionMapReverse.get(execution.m_side, '')
+        trade.direction = directionMapReverse.get(execution.side, '')
-        trade.price = execution.m_price
+        trade.price = execution.price
-        trade.volume = execution.m_shares
+        trade.volume = execution.shares
-        trade.tradeTime = execution.m_time  
+        trade.tradeTime = execution.time  
-        
+    
         self.gateway.onTrade(trade)
-
+        
     #----------------------------------------------------------------------
     def execDetailsEnd(self, reqId):
-        """ generated source for method execDetailsEnd """
+        """"""
         pass
 
     #----------------------------------------------------------------------
-    def updateMktDepth(self, tickerId, position, operation, side, price, size):
+    def updateMktDepth(self, id_, position, operation, side, price, size):
-        """ generated source for method updateMktDepth """
+        """"""
         pass
 
     #----------------------------------------------------------------------
-    def updateMktDepthL2(self, tickerId, position, marketMaker, operation, side, price, size):
+    def updateMktDepthL2(self, id_, position, marketMaker, operation, side, price, size):
-        """ generated source for method updateMktDepthL2 """
+        """"""
         pass
 
     #----------------------------------------------------------------------
-    def updateNewsBulletin(self, msgId, msgType, message, origExchange):
+    def updateNewsBulletin(self, msgId, msgType, newsMessage, originExch):
-        """ generated source for method updateNewsBulletin """
+        """"""
         pass
 
     #----------------------------------------------------------------------
     def managedAccounts(self, accountsList):
-        """ generated source for method managedAccounts """
+        """"""
         pass
-
+        
     #----------------------------------------------------------------------
-    def receiveFA(self, faDataType, xml):
+    def receiveFA(self, pFaDataType, cxml):
-        """ generated source for method receiveFA """
+        """"""
         pass
-
+        
     #----------------------------------------------------------------------
-    def historicalData(self, reqId, date, open, high, low, close, volume, count, WAP, hasGaps):
+    def historicalData(self, reqId, date, open_, high, low, close, volume, barCount, WAP, hasGaps):
-        """ generated source for method historicalData """
+        """"""
         pass
-
+        
     #----------------------------------------------------------------------
     def scannerParameters(self, xml):
-        """ generated source for method scannerParameters """
+        """"""
         pass
-
+          
     #----------------------------------------------------------------------
     def scannerData(self, reqId, rank, contractDetails, distance, benchmark, projection, legsStr):
-        ''' generated source for method scannerData '''
+        """"""
         pass
-
+        
     #----------------------------------------------------------------------
     def scannerDataEnd(self, reqId):
-        """ generated source for method scannerDataEnd """
+        """"""
         pass
 
     #----------------------------------------------------------------------
-    def realtimeBar(self, reqId, time, open, high, low, close, volume, wap, count):
+    def realtimeBar(self, reqId, time, open_, high, low, close, volume, wap, count):
-        """ generated source for method realtimeBar """
+        """"""
         pass
-
-    #----------------------------------------------------------------------
-    def currentTime(self, time):
-        """ generated source for method currentTime """
-        dt = datetime.fromtimestamp(time)
-        t = dt.strftime("%Y-%m-%d %H:%M:%S.%f")
-
-        self.connectionStatus = True
-        self.gateway.connected = True
         
-        log = VtLogData()
-        log.gatewayName = self.gatewayName
-        log.logContent = (u'IB接口连接成功，当前服务器时间 %s' %t)
-        self.gateway.onLog(log) 
-        
-        for symbol, req in self.subscribeReqDict.items():
-            del self.subscribeReqDict[symbol]
-            self.gateway.subscribe(req)        
-
     #----------------------------------------------------------------------
     def fundamentalData(self, reqId, data):
-        """ generated source for method fundamentalData """
+        """"""
         pass
-
+         
     #----------------------------------------------------------------------
     def deltaNeutralValidation(self, reqId, underComp):
-        """ generated source for method deltaNeutralValidation """
+        """"""
         pass
-
+        
     #----------------------------------------------------------------------
     def tickSnapshotEnd(self, reqId):
-        """ generated source for method tickSnapshotEnd """
+        """"""
         pass
 
     #----------------------------------------------------------------------
     def marketDataType(self, reqId, marketDataType):
-        """ generated source for method marketDataType """
+        """"""
         pass
-
+         
     #----------------------------------------------------------------------
     def commissionReport(self, commissionReport):
-        """ generated source for method commissionReport """
+        """"""
         pass
-
+          
     #----------------------------------------------------------------------
-    def position(self, account, contract, pos, avgCost):
+    def position(self, account, contract, position, avgCost):
-        """ generated source for method position """
+        """"""
         pass
-
+        
     #----------------------------------------------------------------------
     def positionEnd(self):
-        """ generated source for method positionEnd """
+        """"""
-        pass
+        pass 
-
+        
     #----------------------------------------------------------------------
-    def accountSummary(self, reqId, account, tag, value, currency):
+    def verifyMessageAPI(self, apiData):
-        """ generated source for method accountSummary """
+        """"""
-        pass
-
-    #----------------------------------------------------------------------
-    def accountSummaryEnd(self, reqId):
-        """ generated source for method accountSummaryEnd """   
         pass
         
     #----------------------------------------------------------------------
-    def error(self, id=None, errorCode=None, errorMsg=None):
+    def verifyCompleted(self, isSuccessful, errorText):
-        """错误回报"""
+        """"""
-        err = VtErrorData()
+        pass
-        err.gatewayName = self.gatewayName
-        err.errorID = errorCode
-        err.errorMsg = errorMsg
-        self.gateway.onError(err)
 
     #----------------------------------------------------------------------
-    def error_0(self, strval=None):
+    def displayGroupList(self, reqId, groups):
-        """错误回报（单一字符串）"""
+        """"""
-        err = VtErrorData()
+        pass
-        err.gatewayName = self.gatewayName
+         
-        err.errorMsg = strval
+    #----------------------------------------------------------------------
-        self.gateway.onError(err)
+    def displayGroupUpdated(self, reqId, contractInfo):
+        """"""
+        pass   
+        
+    #----------------------------------------------------------------------
+    def verifyAndAuthMessageAPI(self, apiData, xyzChallange):
+        """"""
+        pass
 
     #----------------------------------------------------------------------
-    def error_1(self, id=None, errorCode=None, errorMsg=None):
+    def verifyAndAuthCompleted(self, isSuccessful, errorText):
-        """错误回报（字符串和代码）"""
+        """"""
-        err = VtErrorData()
+        pass
-        err.gatewayName = self.gatewayName
+         
-        err.errorID = errorCode
-        err.errorMsg = errorMsg
-        self.gateway.onError(err)
-        
     #----------------------------------------------------------------------
-    def connectionClosed(self):
+    def positionMulti(self, reqId, account, modelCode, contract, pos, avgCost):
-        """连接断开"""      
+        """"""
-        self.connectionStatus = False
+        pass
-        self.gateway.connected = False
+         
-        
+    #----------------------------------------------------------------------
-        log = VtLogData()
+    def positionMultiEnd(self, reqId):	
-        log.gatewayName = self.gatewayName
+        """"""
-        log.logContent = (u'IB接口连接断开')
+        pass
-        self.gateway.onLog(log) 
+          
+    #----------------------------------------------------------------------
+    def accountUpdateMulti(self, reqId, account, modelCode, key, value, currency):
+        """"""
+        pass
+
+    #----------------------------------------------------------------------
+    def accountUpdateMultiEnd(self, reqId):	
+        """"""
+        pass
+
+    #----------------------------------------------------------------------
+    def securityDefinitionOptionalParameter(self, reqId, exchange, underlyingConId, tradingClass, multiplier, expirations, strikes):
+        """"""
+        pass
+
+    #----------------------------------------------------------------------
+    def securityDefinitionOptionalParameterEnd(self, reqId):
+        """"""
+        pass
+