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sync vnpy1.6.2

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msincenselee 2017-06-13 16:16:08 +08:00
parent 314023553f
commit 9287136356
17 changed files with 6 additions and 843 deletions
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357
trader/eventEngine.py
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# 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()

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trader/gateway/ctpGateway/__init__.py
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# 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

1
trader/orders/README.md
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存放每天委托日志

459
trader/vtGateway.py
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# 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

4
vnpy/trader/gateway/ctpGateway/ctpGateway.py
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@ -204,13 +204,13 @@ class CtpGateway(VtGateway):
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def close(self): def close(self):
"""关闭""" """关闭"""
if self.mdConnected and self.mdApi is not None: if self.mdApi is not None:
tmp1 = self.mdApi tmp1 = self.mdApi
self.mdApi = None self.mdApi = None
tmp1.close() tmp1.close()
self.mdConnected = False self.mdConnected = False
if self.tdConnected and self.tdApi is not None: if self.tdApi is not None:
tmp2 = self.tdApi tmp2 = self.tdApi
self.tdApi = None self.tdApi = None
tmp2.close() tmp2.close()

4
trader/gateway/ctpGateway/language/__init__.py → vnpy/trader/gateway/ctpGateway/language/__init__.py
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@ -4,12 +4,12 @@ import json
import os import os
import traceback import traceback
print u'init {0}'.format(os.path.dirname(__file__)) #print u'init {0}'.format(os.path.dirname(__file__))
# 默认设置 # 默认设置
from chinese import text from chinese import text
# 是否要使用英文 # 是否要使用英文
from trader.vtGlobal import globalSetting from vnpy.trader.vtGlobal import globalSetting
if globalSetting['language'] == 'english': if globalSetting['language'] == 'english':
from english import text from english import text

0
vnpy/trader/gateway/ctpGateway/language/chinese/__init__.py Normal file
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0
trader/gateway/ctpGateway/language/chinese/text.py → vnpy/trader/gateway/ctpGateway/language/chinese/text.py
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0
vnpy/trader/gateway/ctpGateway/language/english/__init__.py Normal file
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0
trader/gateway/ctpGateway/language/english/text.py → vnpy/trader/gateway/ctpGateway/language/english/text.py
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8
trader/language/__init__.py → vnpy/trader/language/__init__.py
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@ -1,13 +1,9 @@
# encoding: UTF-8 # encoding: UTF-8
import json
import os
# 默认设置 # 默认设置
from chinese import text, constant from chinese import text, constant
# 是否要使用英文 # 是否要使用英文
from trader.vtGlobal import globalSetting from vnpy.trader.vtGlobal import globalSetting
if globalSetting['language'] == 'english': if globalSetting['language'] == 'english':
from english import text, constant from vnpy.trader.language.english import text, constant

0
vnpy/trader/language/chinese/__init__.py Normal file
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0
trader/language/chinese/constant.py → vnpy/trader/language/chinese/constant.py
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0
trader/language/chinese/text.py → vnpy/trader/language/chinese/text.py
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0
vnpy/trader/language/english/__init__.py Normal file
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0
trader/language/english/constant.py → vnpy/trader/language/english/constant.py
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0
trader/language/english/text.py → vnpy/trader/language/english/text.py
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