[增强] 增加系统原始委托编号,增加股票支持

This commit is contained in:
msincenselee 2020-01-19 17:14:07 +08:00
parent c323e20b0b
commit 99d2d0cf79

View File

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