sync vnpy1.6.2
This commit is contained in:
msincenselee
parent
314023553f
commit
9287136356
@ -1,357 +0,0 @@
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# encoding: UTF-8
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# 系统模块
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from Queue import Queue, Empty
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from threading import Thread
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from time import sleep
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from collections import defaultdict
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# 第三方模块
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from PyQt4.QtCore import QTimer
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# 自己开发的模块
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from eventType import *
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########################################################################
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class EventEngine(object):
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"""
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事件驱动引擎
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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
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从外部修改了这些变量的值或状态，导致bug。
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变量说明
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__queue：私有变量，事件队列
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__active：私有变量，事件引擎开关
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__thread：私有变量，事件处理线程
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__timer：私有变量，计时器
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__handlers：私有变量，事件处理函数字典
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方法说明
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__run: 私有方法，事件处理线程连续运行用
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__process: 私有方法，处理事件，调用注册在引擎中的监听函数
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__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
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start: 公共方法，启动引擎
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stop：公共方法，停止引擎
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register：公共方法，向引擎中注册监听函数
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unregister：公共方法，向引擎中注销监听函数
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put：公共方法，向事件队列中存入新的事件
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事件监听函数必须定义为输入参数仅为一个event对象，即：
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函数
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def func(event)
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...
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对象方法
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def method(self, event)
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...
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"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""初始化事件引擎"""
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# 事件队列
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self.__queue = Queue()
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# 事件引擎开关
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self.__active = False
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# 事件处理线程
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self.__thread = Thread(target = self.__run)
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# 计时器，用于触发计时器事件
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self.__timer = QTimer()
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self.__timer.timeout.connect(self.__onTimer)
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# 这里的__handlers是一个字典，用来保存对应的事件调用关系
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# 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
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self.__handlers = defaultdict(list)
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# __generalHandlers是一个列表，用来保存通用回调函数（所有事件均调用）
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self.__generalHandlers = []
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#----------------------------------------------------------------------
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def __run(self):
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"""引擎运行"""
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while self.__active == True:
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try:
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event = self.__queue.get(block = True, timeout = 1) # 获取事件的阻塞时间设为1秒
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self.__process(event)
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except Empty:
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pass
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#----------------------------------------------------------------------
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def __process(self, event):
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"""处理事件"""
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# 检查是否存在对该事件进行监听的处理函数
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if event.type_ in self.__handlers:
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# 若存在，则按顺序将事件传递给处理函数执行
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[handler(event) for handler in self.__handlers[event.type_]]
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# 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：
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#for handler in self.__handlers[event.type_]:
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#handler(event)
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# 调用通用处理函数进行处理
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if self.__generalHandlers:
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[handler(event) for handler in self.__generalHandlers]
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#----------------------------------------------------------------------
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def __onTimer(self):
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"""向事件队列中存入计时器事件"""
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# 创建计时器事件
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event = Event(type_=EVENT_TIMER)
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# 向队列中存入计时器事件
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self.put(event)
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#----------------------------------------------------------------------
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def start(self, timer=True):
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"""
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引擎启动
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timer：是否要启动计时器
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"""
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# 将引擎设为启动
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self.__active = True
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# 启动事件处理线程
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self.__thread.start()
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# 启动计时器，计时器事件间隔默认设定为1秒
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if timer:
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self.__timer.start(1000)
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#----------------------------------------------------------------------
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def stop(self):
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"""停止引擎"""
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# 将引擎设为停止
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self.__active = False
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# 停止计时器
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self.__timer.stop()
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# 等待事件处理线程退出
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self.__thread.join()
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#----------------------------------------------------------------------
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def register(self, type_, handler):
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"""注册事件处理函数监听"""
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# 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
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handlerList = self.__handlers[type_]
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# 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
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if handler not in handlerList:
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handlerList.append(handler)
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#----------------------------------------------------------------------
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def unregister(self, type_, handler):
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"""注销事件处理函数监听"""
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# 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
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handlerList = self.__handlers[type_]
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# 如果该函数存在于列表中，则移除
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if handler in handlerList:
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handlerList.remove(handler)
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# 如果函数列表为空，则从引擎中移除该事件类型
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if not handlerList:
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del self.__handlers[type_]
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#----------------------------------------------------------------------
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def put(self, event):
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"""向事件队列中存入事件"""
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self.__queue.put(event)
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#----------------------------------------------------------------------
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def registerGeneralHandler(self, handler):
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"""注册通用事件处理函数监听"""
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if handler not in self.__generalHandlers:
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self.__generalHandlers.append(handler)
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#----------------------------------------------------------------------
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def unregisterGeneralHandler(self, handler):
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"""注销通用事件处理函数监听"""
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if handler in self.__generalHandlers:
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self.__generalHandlers.remove(handler)
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########################################################################
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class EventEngine2(object):
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"""
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计时器使用python线程的事件驱动引擎
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"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""初始化事件引擎"""
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# 事件队列
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self.__queue = Queue()
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# 事件引擎开关
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self.__active = False
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# 事件处理线程
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self.__thread = Thread(target = self.__run)
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# 计时器，用于触发计时器事件
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self.__timer = Thread(target = self.__runTimer)
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self.__timerActive = False # 计时器工作状态
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self.__timerSleep = 1 # 计时器触发间隔（默认1秒）
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# 这里的__handlers是一个字典，用来保存对应的事件调用关系
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# 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
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self.__handlers = defaultdict(list)
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# __generalHandlers是一个列表，用来保存通用回调函数（所有事件均调用）
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self.__generalHandlers = []
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#----------------------------------------------------------------------
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def __run(self):
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"""引擎运行"""
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while self.__active == True:
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try:
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event = self.__queue.get(block = True, timeout = 1) # 获取事件的阻塞时间设为1秒
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self.__process(event)
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except Empty:
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pass
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#----------------------------------------------------------------------
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def __process(self, event):
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"""处理事件"""
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# 检查是否存在对该事件进行监听的处理函数
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if event.type_ in self.__handlers:
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# 若存在，则按顺序将事件传递给处理函数执行
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[handler(event) for handler in self.__handlers[event.type_]]
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# 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：
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#for handler in self.__handlers[event.type_]:
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#handler(event)
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# 调用通用处理函数进行处理
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if self.__generalHandlers:
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[handler(event) for handler in self.__generalHandlers]
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#----------------------------------------------------------------------
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def __runTimer(self):
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"""运行在计时器线程中的循环函数"""
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while self.__timerActive:
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# 创建计时器事件
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event = Event(type_=EVENT_TIMER)
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# 向队列中存入计时器事件
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self.put(event)
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# 等待
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sleep(self.__timerSleep)
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#----------------------------------------------------------------------
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def start(self, timer=True):
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"""
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引擎启动
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timer：是否要启动计时器
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"""
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# 将引擎设为启动
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self.__active = True
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# 启动事件处理线程
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self.__thread.start()
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# 启动计时器，计时器事件间隔默认设定为1秒
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if timer:
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self.__timerActive = True
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self.__timer.start()
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#----------------------------------------------------------------------
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def stop(self):
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"""停止引擎"""
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# 将引擎设为停止
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self.__active = False
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# 停止计时器
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self.__timerActive = False
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self.__timer.join()
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# 等待事件处理线程退出
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self.__thread.join()
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#----------------------------------------------------------------------
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def register(self, type_, handler):
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"""注册事件处理函数监听"""
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# 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
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handlerList = self.__handlers[type_]
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# 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
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if handler not in handlerList:
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handlerList.append(handler)
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#----------------------------------------------------------------------
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def unregister(self, type_, handler):
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"""注销事件处理函数监听"""
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# 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
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handlerList = self.__handlers[type_]
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# 如果该函数存在于列表中，则移除
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if handler in handlerList:
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handlerList.remove(handler)
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# 如果函数列表为空，则从引擎中移除该事件类型
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if not handlerList:
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del self.__handlers[type_]
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#----------------------------------------------------------------------
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def put(self, event):
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"""向事件队列中存入事件"""
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self.__queue.put(event)
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#----------------------------------------------------------------------
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def registerGeneralHandler(self, handler):
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"""注册通用事件处理函数监听"""
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if handler not in self.__generalHandlers:
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self.__generalHandlers.append(handler)
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#----------------------------------------------------------------------
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def unregisterGeneralHandler(self, handler):
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"""注销通用事件处理函数监听"""
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if handler in self.__generalHandlers:
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self.__generalHandlers.remove(handler)
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########################################################################
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class Event:
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"""事件对象"""
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#----------------------------------------------------------------------
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def __init__(self, type_=None):
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"""Constructor"""
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self.type_ = type_ # 事件类型
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self.dict_ = {} # 字典用于保存具体的事件数据
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#----------------------------------------------------------------------
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def test():
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"""测试函数"""
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import sys
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from datetime import datetime
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from PyQt4.QtCore import QCoreApplication
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def simpletest(event):
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print u'处理每秒触发的计时器事件：%s' % str(datetime.now())
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app = QCoreApplication(sys.argv)
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ee = EventEngine2()
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#ee.register(EVENT_TIMER, simpletest)
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ee.registerGeneralHandler(simpletest)
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ee.start()
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app.exec_()
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# 直接运行脚本可以进行测试
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if __name__ == '__main__':
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test()
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@ -1,16 +0,0 @@
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# encoding: UTF-8
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import sys
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import os
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import trader.vtConstant
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print u'init {0}'.format(os.path.dirname(__file__))
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from ctpGateway import CtpGateway as gateway
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gatewayName = 'CTP'
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gatewayDisplayName = gatewayName
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gatewayType = trader.vtConstant.GATEWAYTYPE_FUTURES
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gatewayQryEnabled = True
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@ -1 +0,0 @@
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存放每天委托日志
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@ -1,459 +0,0 @@
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# encoding: UTF-8
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import time
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from datetime import datetime
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from eventEngine import *
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from vtConstant import *
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import logging
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########################################################################
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class VtGateway(object):
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"""交易接口"""
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# ----------------------------------------------------------------------
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def __init__(self, eventEngine, gatewayName):
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"""Constructor"""
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self.eventEngine = eventEngine
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self.gatewayName = gatewayName
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# ----------------------------------------------------------------------
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def onTick(self, tick):
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"""市场行情推送"""
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# 通用事件
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event1 = Event(type_=EVENT_TICK)
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event1.dict_['data'] = tick
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self.eventEngine.put(event1)
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# 特定合约代码的事件
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event2 = Event(type_=EVENT_TICK+tick.vtSymbol)
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event2.dict_['data'] = tick
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self.eventEngine.put(event2)
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# ----------------------------------------------------------------------
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def onTrade(self, trade):
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"""成交信息推送"""
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# 通用事件
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event1 = Event(type_=EVENT_TRADE)
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event1.dict_['data'] = trade
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self.eventEngine.put(event1)
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# 特定合约的成交事件
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event2 = Event(type_=EVENT_TRADE+trade.vtSymbol)
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event2.dict_['data'] = trade
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self.eventEngine.put(event2)
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# ----------------------------------------------------------------------
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def onOrder(self, order):
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"""订单变化推送"""
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# 通用事件
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event1 = Event(type_=EVENT_ORDER)
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event1.dict_['data'] = order
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self.eventEngine.put(event1)
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# 特定订单编号的事件
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event2 = Event(type_=EVENT_ORDER+order.vtOrderID)
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event2.dict_['data'] = order
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self.eventEngine.put(event2)
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# ----------------------------------------------------------------------
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def onPosition(self, position):
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"""持仓信息推送"""
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# 通用事件
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event1 = Event(type_=EVENT_POSITION)
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event1.dict_['data'] = position
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self.eventEngine.put(event1)
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# 特定合约代码的事件
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event2 = Event(type_=EVENT_POSITION+position.vtSymbol)
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event2.dict_['data'] = position
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self.eventEngine.put(event2)
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# ----------------------------------------------------------------------
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def onAccount(self, account):
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"""账户信息推送"""
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# 通用事件
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event1 = Event(type_=EVENT_ACCOUNT)
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event1.dict_['data'] = account
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self.eventEngine.put(event1)
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# 特定合约代码的事件
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event2 = Event(type_=EVENT_ACCOUNT+account.vtAccountID)
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event2.dict_['data'] = account
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self.eventEngine.put(event2)
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# ----------------------------------------------------------------------
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def onError(self, error):
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"""错误信息推送"""
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# 通用事件
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event1 = Event(type_=EVENT_ERROR)
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event1.dict_['data'] = error
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self.eventEngine.put(event1)
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logMsg = u'{0}:[{1}]:{2}'.format(error.gatewayName, error.errorID,error.errorMsg )
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# 写入本地log日志
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logging.info(logMsg)
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# ----------------------------------------------------------------------
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def onLog(self, log):
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"""日志推送"""
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# 通用事件
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||||
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
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
@ -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()
|
||||
|
||||
@ -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
|
||||
@ -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
|
||||
from vnpy.trader.language.english import text, constant
|
||||
0
vnpy/trader/language/chinese/__init__.py
Normal file
0
vnpy/trader/language/chinese/__init__.py
Normal file
0
vnpy/trader/language/english/__init__.py
Normal file
0
vnpy/trader/language/english/__init__.py
Normal file
Loading…
Reference in New Issue
Block a user