diff --git a/trader/eventEngine.py b/trader/eventEngine.py deleted file mode 100644 index b58aacc0..00000000 --- a/trader/eventEngine.py +++ /dev/null @@ -1,357 +0,0 @@ -# encoding: UTF-8 - -# 系统模块 -from Queue import Queue, Empty -from threading import Thread -from time import sleep -from collections import defaultdict - -# 第三方模块 -from PyQt4.QtCore import QTimer - -# 自己开发的模块 -from eventType import * - - -######################################################################## -class EventEngine(object): - """ - 事件驱动引擎 - - 事件驱动引擎中所有的变量都设置为了私有，这是为了防止不小心 - 从外部修改了这些变量的值或状态，导致bug。 - - 变量说明 - __queue：私有变量，事件队列 - __active：私有变量，事件引擎开关 - __thread：私有变量，事件处理线程 - __timer：私有变量，计时器 - __handlers：私有变量，事件处理函数字典 - - - 方法说明 - __run: 私有方法，事件处理线程连续运行用 - __process: 私有方法，处理事件，调用注册在引擎中的监听函数 - __onTimer：私有方法，计时器固定事件间隔触发后，向事件队列中存入计时器事件 - start: 公共方法，启动引擎 - stop：公共方法，停止引擎 - register：公共方法，向引擎中注册监听函数 - unregister：公共方法，向引擎中注销监听函数 - put：公共方法，向事件队列中存入新的事件 - - 事件监听函数必须定义为输入参数仅为一个event对象，即： - - 函数 - def func(event) - ... - - 对象方法 - def method(self, event) - ... - - """ - - #---------------------------------------------------------------------- - def __init__(self): - """初始化事件引擎""" - # 事件队列 - self.__queue = Queue() - - # 事件引擎开关 - self.__active = False - - # 事件处理线程 - self.__thread = Thread(target = self.__run) - - # 计时器，用于触发计时器事件 - self.__timer = QTimer() - self.__timer.timeout.connect(self.__onTimer) - - # 这里的__handlers是一个字典，用来保存对应的事件调用关系 - # 其中每个键对应的值是一个列表，列表中保存了对该事件进行监听的函数功能 - self.__handlers = defaultdict(list) - - # __generalHandlers是一个列表，用来保存通用回调函数（所有事件均调用） - self.__generalHandlers = [] - - #---------------------------------------------------------------------- - def __run(self): - """引擎运行""" - while self.__active == True: - try: - event = self.__queue.get(block = True, timeout = 1) # 获取事件的阻塞时间设为1秒 - self.__process(event) - except Empty: - pass - - #---------------------------------------------------------------------- - def __process(self, event): - """处理事件""" - # 检查是否存在对该事件进行监听的处理函数 - if event.type_ in self.__handlers: - # 若存在，则按顺序将事件传递给处理函数执行 - [handler(event) for handler in self.__handlers[event.type_]] - - # 以上语句为Python列表解析方式的写法，对应的常规循环写法为： - #for handler in self.__handlers[event.type_]: - #handler(event) - - # 调用通用处理函数进行处理 - if self.__generalHandlers: - [handler(event) for handler in self.__generalHandlers] - - #---------------------------------------------------------------------- - def __onTimer(self): - """向事件队列中存入计时器事件""" - # 创建计时器事件 - event = Event(type_=EVENT_TIMER) - - # 向队列中存入计时器事件 - self.put(event) - - #---------------------------------------------------------------------- - def start(self, timer=True): - """ - 引擎启动 - timer：是否要启动计时器 - """ - # 将引擎设为启动 - self.__active = True - - # 启动事件处理线程 - self.__thread.start() - - # 启动计时器，计时器事件间隔默认设定为1秒 - if timer: - self.__timer.start(1000) - - #---------------------------------------------------------------------- - def stop(self): - """停止引擎""" - # 将引擎设为停止 - self.__active = False - - # 停止计时器 - self.__timer.stop() - - # 等待事件处理线程退出 - self.__thread.join() - - #---------------------------------------------------------------------- - def register(self, type_, handler): - """注册事件处理函数监听""" - # 尝试获取该事件类型对应的处理函数列表，若无defaultDict会自动创建新的list - handlerList = self.__handlers[type_] - - # 若要注册的处理器不在该事件的处理器列表中，则注册该事件 - if handler not in handlerList: - handlerList.append(handler) - - #---------------------------------------------------------------------- - def unregister(self, type_, handler): - """注销事件处理函数监听""" - # 尝试获取该事件类型对应的处理函数列表，若无则忽略该次注销请求 - handlerList = self.__handlers[type_] - - # 如果该函数存在于列表中，则移除 - if handler in handlerList: - handlerList.remove(handler) - - # 如果函数列表为空，则从引擎中移除该事件类型 - if not handlerList: - del self.__handlers[type_] - - #---------------------------------------------------------------------- - def put(self, event): - """向事件队列中存入事件""" - self.__queue.put(event) - - #---------------------------------------------------------------------- - def registerGeneralHandler(self, handler): - """注册通用事件处理函数监听""" - if handler not in self.__generalHandlers: - self.__generalHandlers.append(handler) - - #---------------------------------------------------------------------- - def unregisterGeneralHandler(self, handler): - """注销通用事件处理函数监听""" - if handler in self.__generalHandlers: - self.__generalHandlers.remove(handler) - - - -######################################################################## -class EventEngine2(object): - """ - 计时器使用python线程的事件驱动引擎 - """ - - #---------------------------------------------------------------------- - def __init__(self): - """初始化事件引擎""" - # 事件队列 - self.__queue = Queue() - - # 事件引擎开关 - self.__active = False - - # 事件处理线程 - self.__thread = Thread(target = self.__run) - - # 计时器，用于触发计时器事件 - self.__timer = Thread(target = self.__runTimer) - self.__timerActive = False # 计时器工作状态 - self.__timerSleep = 1 # 计时器触发间隔（默认1秒） - - # 这里的__handlers是一个字典，用来保存对应的事件调用关系 - # 其中每个键对应的值是一个列表，列表中保存了对该事件进行监听的函数功能 - self.__handlers = defaultdict(list) - - # __generalHandlers是一个列表，用来保存通用回调函数（所有事件均调用） - self.__generalHandlers = [] - - #---------------------------------------------------------------------- - def __run(self): - """引擎运行""" - while self.__active == True: - try: - event = self.__queue.get(block = True, timeout = 1) # 获取事件的阻塞时间设为1秒 - self.__process(event) - except Empty: - pass - - #---------------------------------------------------------------------- - def __process(self, event): - """处理事件""" - # 检查是否存在对该事件进行监听的处理函数 - if event.type_ in self.__handlers: - # 若存在，则按顺序将事件传递给处理函数执行 - [handler(event) for handler in self.__handlers[event.type_]] - - # 以上语句为Python列表解析方式的写法，对应的常规循环写法为： - #for handler in self.__handlers[event.type_]: - #handler(event) - - # 调用通用处理函数进行处理 - if self.__generalHandlers: - [handler(event) for handler in self.__generalHandlers] - - #---------------------------------------------------------------------- - def __runTimer(self): - """运行在计时器线程中的循环函数""" - while self.__timerActive: - # 创建计时器事件 - event = Event(type_=EVENT_TIMER) - - # 向队列中存入计时器事件 - self.put(event) - - # 等待 - sleep(self.__timerSleep) - - #---------------------------------------------------------------------- - def start(self, timer=True): - """ - 引擎启动 - timer：是否要启动计时器 - """ - # 将引擎设为启动 - self.__active = True - - # 启动事件处理线程 - self.__thread.start() - - # 启动计时器，计时器事件间隔默认设定为1秒 - if timer: - self.__timerActive = True - self.__timer.start() - - #---------------------------------------------------------------------- - def stop(self): - """停止引擎""" - # 将引擎设为停止 - self.__active = False - - # 停止计时器 - self.__timerActive = False - self.__timer.join() - - # 等待事件处理线程退出 - self.__thread.join() - - #---------------------------------------------------------------------- - def register(self, type_, handler): - """注册事件处理函数监听""" - # 尝试获取该事件类型对应的处理函数列表，若无defaultDict会自动创建新的list - handlerList = self.__handlers[type_] - - # 若要注册的处理器不在该事件的处理器列表中，则注册该事件 - if handler not in handlerList: - handlerList.append(handler) - - #---------------------------------------------------------------------- - def unregister(self, type_, handler): - """注销事件处理函数监听""" - # 尝试获取该事件类型对应的处理函数列表，若无则忽略该次注销请求 - handlerList = self.__handlers[type_] - - # 如果该函数存在于列表中，则移除 - if handler in handlerList: - handlerList.remove(handler) - - # 如果函数列表为空，则从引擎中移除该事件类型 - if not handlerList: - del self.__handlers[type_] - - #---------------------------------------------------------------------- - def put(self, event): - """向事件队列中存入事件""" - self.__queue.put(event) - - #---------------------------------------------------------------------- - def registerGeneralHandler(self, handler): - """注册通用事件处理函数监听""" - if handler not in self.__generalHandlers: - self.__generalHandlers.append(handler) - - #---------------------------------------------------------------------- - def unregisterGeneralHandler(self, handler): - """注销通用事件处理函数监听""" - if handler in self.__generalHandlers: - self.__generalHandlers.remove(handler) - - -######################################################################## -class Event: - """事件对象""" - - #---------------------------------------------------------------------- - def __init__(self, type_=None): - """Constructor""" - self.type_ = type_ # 事件类型 - self.dict_ = {} # 字典用于保存具体的事件数据 - - -#---------------------------------------------------------------------- -def test(): - """测试函数""" - import sys - from datetime import datetime - from PyQt4.QtCore import QCoreApplication - - def simpletest(event): - print u'处理每秒触发的计时器事件：%s' % str(datetime.now()) - - app = QCoreApplication(sys.argv) - - ee = EventEngine2() - #ee.register(EVENT_TIMER, simpletest) - ee.registerGeneralHandler(simpletest) - ee.start() - - app.exec_() - - -# 直接运行脚本可以进行测试 -if __name__ == '__main__': - test() \ No newline at end of file diff --git a/trader/gateway/ctpGateway/__init__.py b/trader/gateway/ctpGateway/__init__.py deleted file mode 100644 index b6d606c1..00000000 --- a/trader/gateway/ctpGateway/__init__.py +++ /dev/null @@ -1,16 +0,0 @@ -# encoding: UTF-8 - -import sys -import os - -import trader.vtConstant - -print u'init {0}'.format(os.path.dirname(__file__)) - -from ctpGateway import CtpGateway as gateway - -gatewayName = 'CTP' -gatewayDisplayName = gatewayName -gatewayType = trader.vtConstant.GATEWAYTYPE_FUTURES -gatewayQryEnabled = True - diff --git a/trader/orders/README.md b/trader/orders/README.md deleted file mode 100644 index b63e9748..00000000 --- a/trader/orders/README.md +++ /dev/null @@ -1 +0,0 @@ -存放每天委托日志 \ No newline at end of file diff --git a/trader/vtGateway.py b/trader/vtGateway.py deleted file mode 100644 index da9c7e69..00000000 --- a/trader/vtGateway.py +++ /dev/null @@ -1,459 +0,0 @@ -# encoding: UTF-8 - -import time -from datetime import datetime -from eventEngine import * - -from vtConstant import * - -import logging - - -######################################################################## -class VtGateway(object): - """交易接口""" - - # ---------------------------------------------------------------------- - def __init__(self, eventEngine, gatewayName): - """Constructor""" - self.eventEngine = eventEngine - self.gatewayName = gatewayName - - # ---------------------------------------------------------------------- - def onTick(self, tick): - """市场行情推送""" - # 通用事件 - event1 = Event(type_=EVENT_TICK) - event1.dict_['data'] = tick - self.eventEngine.put(event1) - - # 特定合约代码的事件 - event2 = Event(type_=EVENT_TICK+tick.vtSymbol) - event2.dict_['data'] = tick - self.eventEngine.put(event2) - - # ---------------------------------------------------------------------- - def onTrade(self, trade): - """成交信息推送""" - # 通用事件 - event1 = Event(type_=EVENT_TRADE) - event1.dict_['data'] = trade - self.eventEngine.put(event1) - - # 特定合约的成交事件 - event2 = Event(type_=EVENT_TRADE+trade.vtSymbol) - event2.dict_['data'] = trade - self.eventEngine.put(event2) - - # ---------------------------------------------------------------------- - def onOrder(self, order): - """订单变化推送""" - # 通用事件 - event1 = Event(type_=EVENT_ORDER) - event1.dict_['data'] = order - self.eventEngine.put(event1) - - # 特定订单编号的事件 - event2 = Event(type_=EVENT_ORDER+order.vtOrderID) - event2.dict_['data'] = order - self.eventEngine.put(event2) - - # ---------------------------------------------------------------------- - def onPosition(self, position): - """持仓信息推送""" - # 通用事件 - event1 = Event(type_=EVENT_POSITION) - event1.dict_['data'] = position - self.eventEngine.put(event1) - - # 特定合约代码的事件 - event2 = Event(type_=EVENT_POSITION+position.vtSymbol) - event2.dict_['data'] = position - self.eventEngine.put(event2) - - # ---------------------------------------------------------------------- - def onAccount(self, account): - """账户信息推送""" - # 通用事件 - event1 = Event(type_=EVENT_ACCOUNT) - event1.dict_['data'] = account - self.eventEngine.put(event1) - - # 特定合约代码的事件 - event2 = Event(type_=EVENT_ACCOUNT+account.vtAccountID) - event2.dict_['data'] = account - self.eventEngine.put(event2) - - # ---------------------------------------------------------------------- - def onError(self, error): - """错误信息推送""" - # 通用事件 - event1 = Event(type_=EVENT_ERROR) - event1.dict_['data'] = error - self.eventEngine.put(event1) - - logMsg = u'{0}:[{1}]:{2}'.format(error.gatewayName, error.errorID,error.errorMsg ) - # 写入本地log日志 - logging.info(logMsg) - - # ---------------------------------------------------------------------- - def onLog(self, log): - """日志推送""" - # 通用事件 - event1 = Event(type_=EVENT_LOG) - event1.dict_['data'] = log - self.eventEngine.put(event1) - - # 写入本地log日志 - logging.info(log.logContent) - - - # ---------------------------------------------------------------------- - def onContract(self, contract): - """合约基础信息推送""" - # 通用事件 - event1 = Event(type_=EVENT_CONTRACT) - event1.dict_['data'] = contract - self.eventEngine.put(event1) - - # ---------------------------------------------------------------------- - def connect(self): - """连接""" - pass - - # ---------------------------------------------------------------------- - def subscribe(self, subscribeReq): - """订阅行情""" - pass - - # ---------------------------------------------------------------------- - def sendOrder(self, orderReq): - """发单""" - pass - - # ---------------------------------------------------------------------- - def cancelOrder(self, cancelOrderReq): - """撤单""" - pass - - # ---------------------------------------------------------------------- - def qryAccount(self): - """查询账户资金""" - pass - - # ---------------------------------------------------------------------- - def qryPosition(self): - """查询持仓""" - pass - - def checkStatus(self): - """查询状态""" - return True - - # ---------------------------------------------------------------------- - def close(self): - """关闭""" - pass - - -######################################################################## -class VtBaseData(object): - """回调函数推送数据的基础类，其他数据类继承于此""" - - # ---------------------------------------------------------------------- - def __init__(self): - """Constructor""" - self.gatewayName = EMPTY_STRING # Gateway名称 - self.rawData = None # 原始数据 - - -######################################################################## -class VtTickData(VtBaseData): - """Tick行情数据类""" - - # ---------------------------------------------------------------------- - def __init__(self): - """Constructor""" - super(VtTickData, self).__init__() - - # 代码相关 - self.symbol = EMPTY_STRING # 合约代码 - self.exchange = EMPTY_STRING # 交易所代码 - self.vtSymbol = EMPTY_STRING # 合约在vt系统中的唯一代码，通常是 合约代码.交易所代码 - - # 成交数据 - self.lastPrice = EMPTY_FLOAT # 最新成交价 - self.lastVolume = EMPTY_INT # 最新成交量 - self.volume = EMPTY_INT # 今天总成交量 - self.preOpenInterest = EMPTY_INT # 昨持仓量 - self.openInterest = EMPTY_INT # 持仓量 - self.time = EMPTY_STRING # 时间 11:20:56.5 - self.date = EMPTY_STRING # 日期 20151009 - self.tradingDay = EMPTY_STRING # 交易日期 - - # 常规行情 - self.openPrice = EMPTY_FLOAT # 今日开盘价 - self.highPrice = EMPTY_FLOAT # 今日最高价 - self.lowPrice = EMPTY_FLOAT # 今日最低价 - self.preClosePrice = EMPTY_FLOAT # 昨收盘价 - - self.upperLimit = EMPTY_FLOAT # 涨停价 - self.lowerLimit = EMPTY_FLOAT # 跌停价 - - # 五档行情 - self.bidPrice1 = EMPTY_FLOAT - self.bidPrice2 = EMPTY_FLOAT - self.bidPrice3 = EMPTY_FLOAT - self.bidPrice4 = EMPTY_FLOAT - self.bidPrice5 = EMPTY_FLOAT - - self.askPrice1 = EMPTY_FLOAT - self.askPrice2 = EMPTY_FLOAT - self.askPrice3 = EMPTY_FLOAT - self.askPrice4 = EMPTY_FLOAT - self.askPrice5 = EMPTY_FLOAT - - self.bidVolume1 = EMPTY_INT - self.bidVolume2 = EMPTY_INT - self.bidVolume3 = EMPTY_INT - self.bidVolume4 = EMPTY_INT - self.bidVolume5 = EMPTY_INT - - self.askVolume1 = EMPTY_INT - self.askVolume2 = EMPTY_INT - self.askVolume3 = EMPTY_INT - self.askVolume4 = EMPTY_INT - self.askVolume5 = EMPTY_INT - - -######################################################################## -class VtTradeData(VtBaseData): - """成交数据类""" - - # ---------------------------------------------------------------------- - def __init__(self): - """Constructor""" - super(VtTradeData, self).__init__() - - # 代码编号相关 - self.symbol = EMPTY_STRING # 合约代码 - self.exchange = EMPTY_STRING # 交易所代码 - self.vtSymbol = EMPTY_STRING # 合约在vt系统中的唯一代码，通常是 合约代码.交易所代码 - - self.tradeID = EMPTY_STRING # 成交编号 - self.vtTradeID = EMPTY_STRING # 成交在vt系统中的唯一编号，通常是 Gateway名.成交编号 - - self.orderID = EMPTY_STRING # 订单编号 - self.vtOrderID = EMPTY_STRING # 订单在vt系统中的唯一编号，通常是 Gateway名.订单编号 - - # 成交相关 - self.direction = EMPTY_UNICODE # 成交方向 - self.offset = EMPTY_UNICODE # 成交开平仓 - self.price = EMPTY_FLOAT # 成交价格 - self.volume = EMPTY_INT # 成交数量 - self.tradeTime = EMPTY_STRING # 成交时间 - - -######################################################################## -class VtOrderData(VtBaseData): - """订单数据类""" - - # ---------------------------------------------------------------------- - def __init__(self): - """Constructor""" - super(VtOrderData, self).__init__() - - # 代码编号相关 - self.symbol = EMPTY_STRING # 合约代码 - self.exchange = EMPTY_STRING # 交易所代码 - self.vtSymbol = EMPTY_STRING # 合约在vt系统中的唯一代码，通常是 合约代码.交易所代码 - - self.orderID = EMPTY_STRING # 订单编号 - self.vtOrderID = EMPTY_STRING # 订单在vt系统中的唯一编号，通常是 Gateway名.订单编号 - - # 报单相关 - self.direction = EMPTY_UNICODE # 报单方向 - self.offset = EMPTY_UNICODE # 报单开平仓 - self.price = EMPTY_FLOAT # 报单价格 - self.totalVolume = EMPTY_INT # 报单总数量 - self.tradedVolume = EMPTY_INT # 报单成交数量 - self.status = EMPTY_UNICODE # 报单状态 - - self.orderTime = EMPTY_STRING # 发单时间 - self.updateTime = EMPTY_STRING # 最后更新时间 - self.cancelTime = EMPTY_STRING # 撤单时间 - - # CTP/LTS相关 - self.frontID = EMPTY_INT # 前置机编号 - self.sessionID = EMPTY_INT # 连接编号 - - -######################################################################## -class VtPositionData(VtBaseData): - """持仓数据类""" - - # ---------------------------------------------------------------------- - def __init__(self): - """Constructor""" - super(VtPositionData, self).__init__() - - # 代码编号相关 - self.symbol = EMPTY_STRING # 合约代码 - self.exchange = EMPTY_STRING # 交易所代码 - self.vtSymbol = EMPTY_STRING # 合约在vt系统中的唯一代码，合约代码.交易所代码 - - # 持仓相关 - self.direction = EMPTY_STRING # 持仓方向 - self.position = EMPTY_INT # 持仓量 - self.frozen = EMPTY_INT # 冻结数量 - self.price = EMPTY_FLOAT # 持仓均价 - self.vtPositionName = EMPTY_STRING # 持仓在vt系统中的唯一代码，通常是vtSymbol.方向 - self.ydPosition = EMPTY_INT # 昨持仓 - self.positionProfit = EMPTY_FLOAT # 持仓盈亏 - - -######################################################################## -class VtAccountData(VtBaseData): - """账户数据类""" - - # ---------------------------------------------------------------------- - def __init__(self): - """Constructor""" - super(VtAccountData, self).__init__() - - # 账号代码相关 - self.accountID = EMPTY_STRING # 账户代码 - self.vtAccountID = EMPTY_STRING # 账户在vt中的唯一代码，通常是 Gateway名.账户代码 - - # 数值相关 - self.preBalance = EMPTY_FLOAT # 昨日账户结算净值 - self.balance = EMPTY_FLOAT # 账户净值 - self.available = EMPTY_FLOAT # 可用资金 - self.commission = EMPTY_FLOAT # 今日手续费 - self.margin = EMPTY_FLOAT # 保证金占用 - self.closeProfit = EMPTY_FLOAT # 平仓盈亏 - self.positionProfit = EMPTY_FLOAT # 持仓盈亏 - - -######################################################################## -class VtErrorData(VtBaseData): - """错误数据类""" - - # ---------------------------------------------------------------------- - def __init__(self): - """Constructor""" - super(VtErrorData, self).__init__() - - self.errorID = EMPTY_STRING # 错误代码 - self.errorMsg = EMPTY_UNICODE # 错误信息 - self.additionalInfo = EMPTY_UNICODE # 补充信息 - - self.errorTime = time.strftime('%X', time.localtime()) # 错误生成时间 - - -######################################################################## -class VtLogData(VtBaseData): - """日志数据类""" - - # ---------------------------------------------------------------------- - def __init__(self): - """Constructor""" - super(VtLogData, self).__init__() - - #self.logTime = time.strftime('%X:%f', time.localtime()) # 日志生成时间 - self.logTime = datetime.now().strftime('%X:%f') - self.logContent = EMPTY_UNICODE # 日志信息 - - -######################################################################## -class VtContractData(VtBaseData): - """合约详细信息类""" - - # ---------------------------------------------------------------------- - def __init__(self): - """Constructor""" - super(VtContractData, self).__init__() - - self.symbol = EMPTY_STRING # 代码 - self.exchange = EMPTY_STRING # 交易所代码 - self.vtSymbol = EMPTY_STRING # 合约在vt系统中的唯一代码，通常是 合约代码.交易所代码 - self.name = EMPTY_UNICODE # 合约中文名 - - self.productClass = EMPTY_UNICODE # 合约类型 - self.size = EMPTY_INT # 合约大小 - self.priceTick = EMPTY_FLOAT # 合约最小价格TICK - - # 期权相关 - self.strikePrice = EMPTY_FLOAT # 期权行权价 - self.underlyingSymbol = EMPTY_STRING # 标的物合约代码 - self.optionType = EMPTY_UNICODE # 期权类型 - - -######################################################################## -class VtSubscribeReq(object): - """订阅行情时传入的对象类""" - - # ---------------------------------------------------------------------- - def __init__(self): - """Constructor""" - self.symbol = EMPTY_STRING # 代码 - self.exchange = EMPTY_STRING # 交易所 - - # 以下为IB相关 - self.productClass = EMPTY_UNICODE # 合约类型 - self.currency = EMPTY_STRING # 合约货币 - self.expiry = EMPTY_STRING # 到期日 - self.strikePrice = EMPTY_FLOAT # 行权价 - self.optionType = EMPTY_UNICODE # 期权类型 - - -######################################################################## -class VtOrderReq(object): - """发单时传入的对象类""" - - # ---------------------------------------------------------------------- - def __init__(self): - """Constructor""" - self.symbol = EMPTY_STRING # 代码 - self.exchange = EMPTY_STRING # 交易所 - self.price = EMPTY_FLOAT # 价格 - self.volume = EMPTY_INT # 数量 - - self.priceType = EMPTY_STRING # 价格类型 - self.direction = EMPTY_STRING # 买卖 - self.offset = EMPTY_STRING # 开平 - - # 以下为IB相关 - self.productClass = EMPTY_UNICODE # 合约类型 - self.currency = EMPTY_STRING # 合约货币 - self.expiry = EMPTY_STRING # 到期日 - self.strikePrice = EMPTY_FLOAT # 行权价 - self.optionType = EMPTY_UNICODE # 期权类型 - self.lastTradeDateOrContractMonth = EMPTY_STRING # 合约月,IB专用 - self.multiplier = EMPTY_STRING # 乘数,IB专用 - - -######################################################################## -class VtCancelOrderReq(object): - """撤单时传入的对象类""" - - # ---------------------------------------------------------------------- - def __init__(self): - """Constructor""" - self.symbol = EMPTY_STRING # 代码 - self.exchange = EMPTY_STRING # 交易所 - - # 以下字段主要和CTP、LTS类接口相关 - self.orderID = EMPTY_STRING # 报单号 - self.frontID = EMPTY_STRING # 前置机号 - self.sessionID = EMPTY_STRING # 会话号 - - - - - - - - - - diff --git a/vnpy/trader/gateway/ctpGateway/ctpGateway.py b/vnpy/trader/gateway/ctpGateway/ctpGateway.py index c167dc91..9b1da2a1 100644 --- a/vnpy/trader/gateway/ctpGateway/ctpGateway.py +++ b/vnpy/trader/gateway/ctpGateway/ctpGateway.py @@ -204,13 +204,13 @@ class CtpGateway(VtGateway): #---------------------------------------------------------------------- def close(self): """关闭""" - if self.mdConnected and self.mdApi is not None: + if self.mdApi is not None: tmp1 = self.mdApi self.mdApi = None tmp1.close() self.mdConnected = False - if self.tdConnected and self.tdApi is not None: + if self.tdApi is not None: tmp2 = self.tdApi self.tdApi = None tmp2.close() diff --git a/trader/gateway/ctpGateway/language/__init__.py b/vnpy/trader/gateway/ctpGateway/language/__init__.py similarity index 66% rename from trader/gateway/ctpGateway/language/__init__.py rename to vnpy/trader/gateway/ctpGateway/language/__init__.py index 43f2d097..e7d7568b 100644 --- a/trader/gateway/ctpGateway/language/__init__.py +++ b/vnpy/trader/gateway/ctpGateway/language/__init__.py @@ -4,12 +4,12 @@ import json import os import traceback -print u'init {0}'.format(os.path.dirname(__file__)) +#print u'init {0}'.format(os.path.dirname(__file__)) # 默认设置 from chinese import text # 是否要使用英文 -from trader.vtGlobal import globalSetting +from vnpy.trader.vtGlobal import globalSetting if globalSetting['language'] == 'english': from english import text \ No newline at end of file diff --git a/vnpy/trader/gateway/ctpGateway/language/chinese/__init__.py b/vnpy/trader/gateway/ctpGateway/language/chinese/__init__.py new file mode 100644 index 00000000..e69de29b diff --git a/trader/gateway/ctpGateway/language/chinese/text.py b/vnpy/trader/gateway/ctpGateway/language/chinese/text.py similarity index 100% rename from trader/gateway/ctpGateway/language/chinese/text.py rename to vnpy/trader/gateway/ctpGateway/language/chinese/text.py diff --git a/vnpy/trader/gateway/ctpGateway/language/english/__init__.py b/vnpy/trader/gateway/ctpGateway/language/english/__init__.py new file mode 100644 index 00000000..e69de29b diff --git a/trader/gateway/ctpGateway/language/english/text.py b/vnpy/trader/gateway/ctpGateway/language/english/text.py similarity index 100% rename from trader/gateway/ctpGateway/language/english/text.py rename to vnpy/trader/gateway/ctpGateway/language/english/text.py diff --git a/trader/language/__init__.py b/vnpy/trader/language/__init__.py similarity index 56% rename from trader/language/__init__.py rename to vnpy/trader/language/__init__.py index 43fb208b..4580ba0c 100644 --- a/trader/language/__init__.py +++ b/vnpy/trader/language/__init__.py @@ -1,13 +1,9 @@ # encoding: UTF-8 -import json -import os - - # 默认设置 from chinese import text, constant # 是否要使用英文 -from trader.vtGlobal import globalSetting +from vnpy.trader.vtGlobal import globalSetting if globalSetting['language'] == 'english': - from english import text, constant \ No newline at end of file + from vnpy.trader.language.english import text, constant \ No newline at end of file diff --git a/vnpy/trader/language/chinese/__init__.py b/vnpy/trader/language/chinese/__init__.py new file mode 100644 index 00000000..e69de29b diff --git a/trader/language/chinese/constant.py b/vnpy/trader/language/chinese/constant.py similarity index 100% rename from trader/language/chinese/constant.py rename to vnpy/trader/language/chinese/constant.py diff --git a/trader/language/chinese/text.py b/vnpy/trader/language/chinese/text.py similarity index 100% rename from trader/language/chinese/text.py rename to vnpy/trader/language/chinese/text.py diff --git a/vnpy/trader/language/english/__init__.py b/vnpy/trader/language/english/__init__.py new file mode 100644 index 00000000..e69de29b diff --git a/trader/language/english/constant.py b/vnpy/trader/language/english/constant.py similarity index 100% rename from trader/language/english/constant.py rename to vnpy/trader/language/english/constant.py diff --git a/trader/language/english/text.py b/vnpy/trader/language/english/text.py similarity index 100% rename from trader/language/english/text.py rename to vnpy/trader/language/english/text.py