[增强] 增加系统原始委托编号,增加股票支持
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@ -128,6 +128,7 @@ class OrderData(BaseData):
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symbol: str
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symbol: str
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exchange: Exchange
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exchange: Exchange
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orderid: str
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orderid: str
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sys_orderid: str = ""
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type: OrderType = OrderType.LIMIT
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type: OrderType = OrderType.LIMIT
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direction: Direction = ""
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direction: Direction = ""
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@ -174,6 +175,8 @@ class TradeData(BaseData):
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exchange: Exchange
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exchange: Exchange
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orderid: str
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orderid: str
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tradeid: str
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tradeid: str
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sys_orderid: str = ""
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direction: Direction = ""
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direction: Direction = ""
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offset: Offset = Offset.NONE
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offset: Offset = Offset.NONE
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@ -181,7 +184,13 @@ class TradeData(BaseData):
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volume: float = 0
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volume: float = 0
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time: str = ""
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time: str = ""
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datetime: datetime = None
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datetime: datetime = None
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strategy_name: str = ""
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strategy_name: str = "" # 策略名
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# 股票使用
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trade_amount: float = 0 # 成交金额
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commission: float = 0 # 手续费(印花税+佣金+过户费)
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holder_id: str = "" # 股东代码
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comment: str = "" # 备注
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def __post_init__(self):
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def __post_init__(self):
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""""""
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""""""
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@ -206,6 +215,9 @@ class PositionData(BaseData):
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pnl: float = 0
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pnl: float = 0
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yd_volume: float = 0
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yd_volume: float = 0
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# 股票相关
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holder_id: str = "" # 股东代码
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def __post_init__(self):
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def __post_init__(self):
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""""""
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""""""
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self.vt_symbol = f"{self.symbol}.{self.exchange.value}"
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self.vt_symbol = f"{self.symbol}.{self.exchange.value}"
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@ -236,6 +248,36 @@ class AccountData(BaseData):
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self.vt_accountid = f"{self.gateway_name}.{self.accountid}"
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self.vt_accountid = f"{self.gateway_name}.{self.accountid}"
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@dataclass
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class VtFundsFlowData(BaseData):
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"""历史资金流水数据类(股票专用)"""
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# 账号代码相关
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accountid: str # 账户代码
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exchange: Exchange = None
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currency: str = "" # 币种
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trade_date: str = "" # 成交日期
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trade_price: float = 0 # 成交价格
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trade_volume: float = 0 # 成交数量
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trade_amount: float = 0 # 发生金额( 正数代表卖出,或者转入资金,获取分红等,负数代表买入股票或者出金)
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fund_remain: float = 0 # 资金余额
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contract_id: str = "" # 合同编号
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business_name: str = "" # 业务名称
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symbol: str = "" # 合约代码(证券代码)
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holder_id: str = "" # 股东代码
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direction: str = "" # 买卖类别:转,买,卖..
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comment: str = "" # 备注
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def __post_init__(self):
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if self.exchange:
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self.vt_symbol = f"{self.symbol}.{self.exchange.value}"
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else:
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self.vt_symbol = self.symbol
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self.vt_accountid = f"{self.gateway_name}.{self.accountid}"
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@dataclass
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@dataclass
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class LogData(BaseData):
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class LogData(BaseData):
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"""
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"""
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@ -244,6 +286,7 @@ class LogData(BaseData):
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msg: str
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msg: str
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level: int = INFO
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level: int = INFO
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additional_info: str = ""
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def __post_init__(self):
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def __post_init__(self):
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""""""
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""""""
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