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实现配置文件优先从当前文件夹加载

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vn.py 2017-07-09 21:05:23 +08:00
parent 065808a0b0
commit a26cb7e09d
36 changed files with 423 additions and 121 deletions
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19
examples/CtaTrading/CTA_setting.json Normal file
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@ -0,0 +1,19 @@
[
{
"name": "double ema",
"className": "EmaDemoStrategy",
"vtSymbol": "IF1706"
},
{
"name": "atr rsi",
"className": "AtrRsiStrategy",
"vtSymbol": "IC1706"
},
{
"name": "king keltner",
"className": "KkStrategy",
"vtSymbol": "IH1706"
}
]

7
examples/CtaTrading/CTP_connect.json Normal file
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@ -0,0 +1,7 @@
{
"brokerID": "9999",
"mdAddress": "tcp://180.168.146.187:10011",
"tdAddress": "tcp://180.168.146.187:10001",
"userID": "simnow申请",
"password": "simnow申请"
}

7
examples/DataRecording/CTP_connect.json Normal file
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@ -0,0 +1,7 @@
{
"brokerID": "9999",
"mdAddress": "tcp://180.168.146.187:10011",
"tdAddress": "tcp://180.168.146.187:10001",
"userID": "simnow申请",
"password": "simnow申请"
}

18
examples/DataRecording/DR_setting.json Normal file
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@ -0,0 +1,18 @@
{
"working": true,
"tick":
[
],
"bar":
[
["BTC_CNY_SPOT", "OKCOIN"],
["LTC_CNY_SPOT", "OKCOIN"],
["ETH_CNY_SPOT", "OKCOIN"]
],
"active":
{
}
}

19
examples/VnTrader/CTA_setting.json Normal file
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@ -0,0 +1,19 @@
[
{
"name": "double ema",
"className": "EmaDemoStrategy",
"vtSymbol": "IF1706"
},
{
"name": "atr rsi",
"className": "AtrRsiStrategy",
"vtSymbol": "IC1706"
},
{
"name": "king keltner",
"className": "KkStrategy",
"vtSymbol": "IH1706"
}
]

7
examples/VnTrader/CTP_connect.json Normal file
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@ -0,0 +1,7 @@
{
"brokerID": "9999",
"mdAddress": "tcp://180.168.146.187:10011",
"tdAddress": "tcp://180.168.146.187:10001",
"userID": "000300",
"password": "19890624"
}

18
examples/VnTrader/DR_setting.json Normal file
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@ -0,0 +1,18 @@
{
"working": true,
"tick":
[
],
"bar":
[
["BTC_CNY_SPOT", "OKCOIN"],
["LTC_CNY_SPOT", "OKCOIN"],
["ETH_CNY_SPOT", "OKCOIN"]
],
"active":
{
}
}

7
examples/VnTrader/FEMAS_connect.json Normal file
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@ -0,0 +1,7 @@
{
"brokerID": "0110",
"tdAddress": "tcp://118.126.16.229:17111",
"password": "飞马账户请自行联系期货公司申请",
"mdAddress": "tcp://118.126.16.229:17101",
"userID": "飞马账户请自行联系期货公司申请"
}

7
examples/VnTrader/HUOBI_connect.json Normal file
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@ -0,0 +1,7 @@
{
"accessKey": "火币网站申请",
"secretKey": "火币网站申请",
"interval": 0.5,
"market": "cny",
"debug": false
}

6
examples/VnTrader/IB_connect.json Normal file
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@ -0,0 +1,6 @@
{
"host": "localhost",
"port": 7497,
"clientId": 888,
"accountCode": "DU545254"
}

5
examples/VnTrader/OANDA_connect.json Normal file
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@ -0,0 +1,5 @@
{
"token": "请在OANDA网站申请",
"accountId": "请在OANDA网站申请",
"settingName": "practice"
}

7
examples/VnTrader/OKCOIN_connect.json Normal file
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@ -0,0 +1,7 @@
{
"host": "CNY",
"apiKey": "OKCOIN网站申请",
"secretKey": "OKCOIN网站申请",
"trace": false,
"leverage": 20
}

9
examples/VnTrader/RM_setting.json Normal file
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@ -0,0 +1,9 @@
{
"orderFlowClear": 1,
"orderCancelLimit": 10,
"workingOrderLimit": 20,
"tradeLimit": 1000,
"orderSizeLimit": 100,
"active": true,
"orderFlowLimit": 50
}

7
examples/VnTrader/SGIT_connect.json Normal file
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@ -0,0 +1,7 @@
{
"brokerID": "9999",
"tdAddress": "tcp://140.206.81.6:37776",
"password": "888888",
"mdAddress": "tcp://140.206.81.6:37777",
"userID": "0600035"
}

8
examples/VnTrader/SHZD_connect.json Normal file
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@ -0,0 +1,8 @@
{
"frontAddress": "222.73.119.230",
"frontPort": 7003,
"marketAddress": "222.73.119.230",
"marketPort": 9003,
"userId": "demo000604",
"userPwd": "888888"
}

85
examples/VnTrader/ST_setting.json Normal file
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@ -0,0 +1,85 @@
[
{
"name": "m.09-01",
"activeLeg":
{
"vtSymbol": "m1709",
"ratio": 1,
"multiplier": 1.0,
"payup": 2
},
"passiveLegs": [
{
"vtSymbol": "m1801",
"ratio": -1,
"multiplier": -1.0,
"payup": 2
}
]
},
{
"name": "IF.07-09",
"activeLeg":
{
"vtSymbol": "IF1707",
"ratio": 1,
"multiplier": 1.0,
"payup": 2
},
"passiveLegs": [
{
"vtSymbol": "IF1709",
"ratio": -1,
"multiplier": -1.0,
"payup": 2
}
]
},
{
"name": "IH.07-09",
"activeLeg":
{
"vtSymbol": "IH1707",
"ratio": 1,
"multiplier": 1.0,
"payup": 2
},
"passiveLegs": [
{
"vtSymbol": "IH1709",
"ratio": -1,
"multiplier": -1.0,
"payup": 2
}
]
},
{
"name": "IC.07-09",
"activeLeg":
{
"vtSymbol": "IC1707",
"ratio": 1,
"multiplier": 1.0,
"payup": 2
},
"passiveLegs": [
{
"vtSymbol": "IC1709",
"ratio": -1,
"multiplier": -1.0,
"payup": 2
}
]
}
]

6
examples/VnTrader/XSPEED_connect.json Normal file
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@ -0,0 +1,6 @@
{
"tdAddress": "tcp://203.187.171.250:10910",
"password": "请联系飞创申请",
"mdAddress": "tcp://203.187.171.250:10915",
"accountID": "请联系飞创申请"
}

22
examples/VnTrader/run.py
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@ -12,11 +12,9 @@ from vnpy.trader.uiQt import qApp
from vnpy.trader.uiMainWindow import MainWindow
# 加载底层接口
# from vnpy.trader.gateway import (ctpGateway, femasGateway, xspeedGateway,
# sgitGateway, oandaGateway, ibGateway,
# shzdGateway, huobiGateway, okcoinGateway)
from vnpy.trader.gateway import ( huobiGateway, okcoinGateway)
from vnpy.trader.gateway import (ctpGateway, femasGateway, xspeedGateway,
sgitGateway, oandaGateway, ibGateway,
shzdGateway, huobiGateway, okcoinGateway)
# 加载上层应用
from vnpy.trader.app import (riskManager, ctaStrategy, spreadTrading)
@ -32,13 +30,13 @@ def main():
me = MainEngine(ee)
# 添加交易接口
# me.addGateway(ctpGateway)
# me.addGateway(femasGateway)
# me.addGateway(xspeedGateway)
# me.addGateway(sgitGateway)
# me.addGateway(oandaGateway)
# me.addGateway(ibGateway)
# me.addGateway(shzdGateway)
me.addGateway(ctpGateway)
me.addGateway(femasGateway)
me.addGateway(xspeedGateway)
me.addGateway(sgitGateway)
me.addGateway(oandaGateway)
me.addGateway(ibGateway)
me.addGateway(shzdGateway)
me.addGateway(huobiGateway)
me.addGateway(okcoinGateway)

13
vnpy/trader/app/ctaStrategy/ctaEngine.py
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@ -29,10 +29,10 @@ from vnpy.trader.vtEvent import *
from vnpy.trader.vtConstant import *
from vnpy.trader.vtObject import VtTickData, VtBarData
from vnpy.trader.vtGateway import VtSubscribeReq, VtOrderReq, VtCancelOrderReq, VtLogData
from vnpy.trader.vtFunction import todayDate
from vnpy.trader.vtFunction import todayDate, getJsonPath
from vnpy.trader.app.ctaStrategy.ctaBase import *
from vnpy.trader.app.ctaStrategy.strategy import STRATEGY_CLASS
from .ctaBase import *
from .strategy import STRATEGY_CLASS
@ -41,8 +41,7 @@ from vnpy.trader.app.ctaStrategy.strategy import STRATEGY_CLASS
class CtaEngine(object):
"""CTA策略引擎"""
settingFileName = 'CTA_setting.json'
path = os.path.abspath(os.path.dirname(__file__))
settingFileName = os.path.join(path, settingFileName)
settingfilePath = getJsonPath(settingFileName, __file__)
#----------------------------------------------------------------------
def __init__(self, mainEngine, eventEngine):
@ -486,7 +485,7 @@ class CtaEngine(object):
#----------------------------------------------------------------------
def saveSetting(self):
"""保存策略配置"""
with open(self.settingFileName, 'w') as f:
with open(self.settingfilePath, 'w') as f:
l = []
for strategy in self.strategyDict.values():
@ -501,7 +500,7 @@ class CtaEngine(object):
#----------------------------------------------------------------------
def loadSetting(self):
"""读取策略配置"""
with open(self.settingFileName) as f:
with open(self.settingfilePath) as f:
l = json.load(f)
for setting in l:

134
vnpy/trader/app/dataRecorder/drEngine.py
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@ -17,7 +17,7 @@ from threading import Thread
from vnpy.event import Event
from vnpy.trader.vtEvent import *
from vnpy.trader.vtFunction import todayDate
from vnpy.trader.vtFunction import todayDate, getJsonPath
from vnpy.trader.vtObject import VtSubscribeReq, VtLogData, VtBarData, VtTickData
from vnpy.trader.app.dataRecorder.drBase import *
@ -28,9 +28,8 @@ from vnpy.trader.app.dataRecorder.language import text
class DrEngine(object):
"""数据记录引擎"""
settingFileName = 'DR_setting.csv'
path = os.path.abspath(os.path.dirname(__file__))
settingFileName = os.path.join(path, settingFileName)
settingFileName = 'DR_setting.json'
settingFilePath = getJsonPath(settingFileName, __file__)
#----------------------------------------------------------------------
def __init__(self, mainEngine, eventEngine):
@ -71,44 +70,117 @@ class DrEngine(object):
def loadSetting(self):
"""加载配置"""
with open(self.settingFileName) as f:
drSetting = csv.DictReader(f)
drSetting = json.load(f)
for d in drSetting:
# 读取配置
gatewayName = d['gateway']
symbol = d['symbol']
exchange = d['exchange']
currency = d['currency']
productClass = d['product']
recordTick = d['tick']
recordBar = d['bar']
activeSymbol = d['active']
# 如果working设为False则不启动行情记录功能
working = drSetting['working']
if not working:
return
if exchange:
vtSymbol = '.'.join([symbol, exchange])
else:
if 'tick' in drSetting:
l = drSetting['tick']
for setting in l:
symbol = setting[0]
vtSymbol = symbol
req = VtSubscribeReq()
req.symbol = setting[0]
# 针对LTS和IB接口，订阅行情需要交易所代码
if len(setting)>=3:
req.exchange = setting[2]
vtSymbol = '.'.join([symbol, req.exchange])
# 针对IB接口，订阅行情需要货币和产品类型
if len(setting)>=5:
req.currency = setting[3]
req.productClass = setting[4]
self.mainEngine.subscribe(req, setting[1])
tick = VtTickData() # 该tick实例可以用于缓存部分数据（目前未使用）
self.tickDict[vtSymbol] = tick
if 'bar' in drSetting:
l = drSetting['bar']
for setting in l:
symbol = setting[0]
vtSymbol = symbol
# 订阅行情
req = VtSubscribeReq()
req.symbol = symbol
req.exchange = exchange
req.currency = currency
req.productClass = productClass
self.mainEngine.subscribe(req, gatewayName)
# 设置需要记录的数据
if recordTick:
tick = VtTickData()
self.tickDict[vtSymbol] = VtTickData()
if len(setting)>=3:
req.exchange = setting[2]
vtSymbol = '.'.join([symbol, req.exchange])
if recordBar:
self.barDict[vtSymbol] = VtBarData()
if len(setting)>=5:
req.currency = setting[3]
req.productClass = setting[4]
if activeSymbol:
self.mainEngine.subscribe(req, setting[1])
bar = VtBarData()
self.barDict[vtSymbol] = bar
if 'active' in drSetting:
d = drSetting['active']
# 注意这里的vtSymbol对于IB和LTS接口，应该后缀.交易所
for activeSymbol, vtSymbol in d.items():
self.activeSymbolDict[vtSymbol] = activeSymbol
# 保存配置到缓存中
# 启动数据插入线程
self.start()
# 注册事件监听
self.registerEvent()
##----------------------------------------------------------------------
#def loadCsvSetting(self):
#"""加载CSV配置"""
#with open(self.settingFileName) as f:
#drSetting = csv.DictReader(f)
#for d in drSetting:
## 读取配置
#gatewayName = d['gateway']
#symbol = d['symbol']
#exchange = d['exchange']
#currency = d['currency']
#productClass = d['product']
#recordTick = d['tick']
#recordBar = d['bar']
#activeSymbol = d['active']
#if exchange:
#vtSymbol = '.'.join([symbol, exchange])
#else:
#vtSymbol = symbol
## 订阅行情
#req = VtSubscribeReq()
#req.symbol = symbol
#req.exchange = exchange
#req.currency = currency
#req.productClass = productClass
#self.mainEngine.subscribe(req, gatewayName)
## 设置需要记录的数据
#if recordTick:
#tick = VtTickData()
#self.tickDict[vtSymbol] = VtTickData()
#if recordBar:
#self.barDict[vtSymbol] = VtBarData()
#if activeSymbol:
#self.activeSymbolDict[vtSymbol] = activeSymbol
## 保存配置到缓存中
self.settingDict[vtSymbol] = d
#----------------------------------------------------------------------

8
vnpy/trader/app/riskManager/rmEngine.py
View File

@ -15,14 +15,14 @@ from vnpy.event import Event
from vnpy.trader.vtEvent import *
from vnpy.trader.vtConstant import *
from vnpy.trader.vtGateway import VtLogData
from vnpy.trader.vtFunction import getJsonPath
########################################################################
class RmEngine(object):
"""风控引擎"""
settingFileName = 'RM_setting.json'
path = os.path.abspath(os.path.dirname(__file__))
settingFileName = os.path.join(path, settingFileName)
settingFilePath = getJsonPath(settingFileName, __file__)
name = u'风控模块'
@ -64,7 +64,7 @@ class RmEngine(object):
#----------------------------------------------------------------------
def loadSetting(self):
"""读取配置"""
with open(self.settingFileName) as f:
with open(self.settingFilePath) as f:
d = json.load(f)
# 设置风控参数
@ -84,7 +84,7 @@ class RmEngine(object):
#----------------------------------------------------------------------
def saveSetting(self):
"""保存风控参数"""
with open(self.settingFileName, 'w') as f:
with open(self.settingFilePath, 'w') as f:
# 保存风控参数
d = {}

7
vnpy/trader/gateway/cshshlpGateway/cshshlpGateway.py
View File

@ -8,7 +8,7 @@ from time import sleep
from vnpy.api.cshshlp import CsHsHlp
from vnpy.api.ctp import MdApi
from vnpy.trader.vtGateway import *
from vnpy.trader.vtFunction import getTempPath
from vnpy.trader.vtFunction import getTempPath, getJsonPath
# 接口常量
@ -97,11 +97,10 @@ class CshshlpGateway(VtGateway):
"""连接"""
# 载入json文件
fileName = self.gatewayName + '_connect.json'
path = os.path.abspath(os.path.dirname(__file__))
fileName = os.path.join(path, fileName)
filePath = getJsonPath(fileName, __file__)
try:
f = file(fileName)
f = file(filePath)
except IOError:
log = VtLogData()
log.gatewayName = self.gatewayName

9
vnpy/trader/gateway/ctpGateway/ctpGateway.py
View File

@ -15,9 +15,9 @@ from datetime import datetime
from vnpy.api.ctp import MdApi, TdApi, defineDict
from vnpy.trader.vtGateway import *
from vnpy.trader.vtFunction import getTempPath
from vnpy.trader.gateway.ctpGateway.language import text
from vnpy.trader.vtFunction import getJsonPath, getTempPath
from vnpy.trader.vtConstant import GATEWAYTYPE_FUTURES
from .language import text
# 以下为一些VT类型和CTP类型的映射字典
@ -97,11 +97,10 @@ class CtpGateway(VtGateway):
"""连接"""
# 载入json文件
fileName = self.gatewayName + '_connect.json'
path = os.path.abspath(os.path.dirname(__file__))
fileName = os.path.join(path, fileName)
filePath = getJsonPath(fileName, __file__)
try:
f = file(fileName)
f = file(filePath)
except IOError:
log = VtLogData()
log.gatewayName = self.gatewayName

7
vnpy/trader/gateway/femasGateway/femasGateway.py
View File

@ -11,7 +11,7 @@ import os
import json
from vnpy.api.femas import MdApi, TdApi, defineDict
from vnpy.trader.vtFunction import getTempPath
from vnpy.trader.vtFunction import getTempPath, getJsonPath
from vnpy.trader.vtGateway import *
# 以下为一些VT类型和CTP类型的映射字典
@ -77,11 +77,10 @@ class FemasGateway(VtGateway):
"""连接"""
# 载入json文件
fileName = self.gatewayName + '_connect.json'
path = os.path.abspath(os.path.dirname(__file__))
fileName = os.path.join(path, fileName)
filePath = getJsonPath(fileName, __file__)
try:
f = file(fileName)
f = file(filePath)
except IOError:
log = VtLogData()
log.gatewayName = self.gatewayName

7
vnpy/trader/gateway/huobiGateway/huobiGateway.py
View File

@ -15,7 +15,7 @@ from threading import Thread
from vnpy.api.huobi import vnhuobi
from vnpy.trader.vtGateway import *
from vnpy.trader.vtFunction import getJsonPath
SYMBOL_BTCCNY = 'BTCCNY'
SYMBOL_LTCCNY = 'LTCCNY'
@ -65,11 +65,10 @@ class HuobiGateway(VtGateway):
"""连接"""
# 载入json文件
fileName = self.gatewayName + '_connect.json'
path = os.path.abspath(os.path.dirname(__file__))
fileName = os.path.join(path, fileName)
filePath = getJsonPath(fileName, __file__)
try:
f = file(fileName)
f = file(filePath)
except IOError:
log = VtLogData()
log.gatewayName = self.gatewayName

9
vnpy/trader/gateway/ibGateway/ibGateway.py
View File

@ -19,7 +19,9 @@ from copy import copy
from vnpy.api.ib import *
from vnpy.trader.vtGateway import *
from vnpy.trader.gateway.ibGateway.language import text
from vnpy.trader.vtFunction import getJsonPath
from .language import text
# 以下为一些VT类型和CTP类型的映射字典
@ -142,11 +144,10 @@ class IbGateway(VtGateway):
"""连接"""
# 载入json文件
fileName = self.gatewayName + '_connect.json'
path = os.path.abspath(os.path.dirname(__file__))
fileName = os.path.join(path, fileName)
filePath = getJsonPath(fileName, __file__)
try:
f = file(fileName)
f = file(filePath)
except IOError:
log = VtLogData()
log.gatewayName = self.gatewayName

6
vnpy/trader/gateway/ksgoldGateway/ksgoldGateway.py
View File

@ -13,6 +13,7 @@ import time
from vnpy.api.ksgold import TdApi, defineDict
from vnpy.trader.vtGateway import *
from vnpy.trader.vtFunction import getJsonPath
# 以下类型映射参考的是原生API里的Constant.h
@ -50,11 +51,10 @@ class KsgoldGateway(VtGateway):
"""连接"""
# 载入json文件
fileName = self.gatewayName + '_connect.json'
path = os.path.abspath(os.path.dirname(__file__))
fileName = os.path.join(path, fileName)
filePath = getJsonPath(fileName, __file__)
try:
f = file(fileName)
f = file(filePath)
except IOError:
log = VtLogData()
log.gatewayName = self.gatewayName

7
vnpy/trader/gateway/ksotpGateway/ksotpGateway.py
View File

@ -9,7 +9,7 @@ import os
import json
from vnpy.api.ksotp import MdApi, TdApi, defineDict
from vnpy.trader.vtFunction import getTempPath
from vnpy.trader.vtFunction import getTempPath, getJsonPath
from vnpy.trader.vtGateway import *
# 以下为一些VT类型和CTP类型的映射字典
@ -73,11 +73,10 @@ class KsotpGateway(VtGateway):
"""连接"""
# 载入json文件
fileName = self.gatewayName + '_connect.json'
path = os.path.abspath(os.path.dirname(__file__))
fileName = os.path.join(path, fileName)
filePath = getJsonPath(fileName, __file__)
try:
f = file(fileName)
f = file(filePath)
except IOError:
log = VtLogData()
log.gatewayName = self.gatewayName

6
vnpy/trader/gateway/lhangGateway/lhangGateway.py
View File

@ -12,6 +12,7 @@ from time import sleep
from vnpy.api.lhang import LhangApi
from vnpy.trader.vtGateway import *
from vnpy.trader.vtFunction import getJsonPath
SYMBOL_BTCCNY = 'BTCCNY'
@ -51,11 +52,10 @@ class LhangGateway(VtGateway):
"""连接"""
# 载入json文件
fileName = self.gatewayName + '_connect.json'
path = os.path.abspath(os.path.dirname(__file__))
fileName = os.path.join(path, fileName)
filePath = getJsonPath(fileName, __file__)
try:
f = file(fileName)
f = file(filePath)
except IOError:
log = VtLogData()
log.gatewayName = self.gatewayName

7
vnpy/trader/gateway/ltsGateway/ltsGateway.py
View File

@ -8,7 +8,7 @@ import os
import json
from vnpy.api.lts import MdApi, QryApi, TdApi, defineDict
from vnpy.trader.vtFunction import getTempPath
from vnpy.trader.vtFunction import getTempPath, getJsonPath
from vnpy.trader.vtGateway import *
@ -74,11 +74,10 @@ class LtsGateway(VtGateway):
"""连接"""
# 载入json 文件
fileName = self.gatewayName + '_connect.json'
path = os.path.abspath(os.path.dirname(__file__))
fileName = os.path.join(path, fileName)
filePath = getJsonPath(fileName, __file__)
try:
f = file(fileName)
f = file(filePath)
except IOError:
log = VtLogData()
log.gatewayName = self.gatewayName

6
vnpy/trader/gateway/oandaGateway/oandaGateway.py
View File

@ -26,6 +26,7 @@ import datetime
from vnpy.api.oanda import OandaApi
from vnpy.trader.vtGateway import *
from vnpy.trader.vtFunction import getJsonPath
# 价格类型映射
priceTypeMap = {}
@ -58,11 +59,10 @@ class OandaGateway(VtGateway):
"""连接"""
# 载入json文件
fileName = self.gatewayName + '_connect.json'
path = os.path.abspath(os.path.dirname(__file__))
fileName = os.path.join(path, fileName)
filePath = getJsonPath(fileName, __file__)
try:
f = file(fileName)
f = file(filePath)
except IOError:
log = VtLogData()
log.gatewayName = self.gatewayName

6
vnpy/trader/gateway/okcoinGateway/okcoinGateway.py
View File

@ -20,6 +20,7 @@ from time import sleep
from vnpy.api.okcoin import vnokcoin
from vnpy.trader.vtGateway import *
from vnpy.trader.vtFunction import getJsonPath
# 价格类型映射
priceTypeMap = {}
@ -122,11 +123,10 @@ class OkcoinGateway(VtGateway):
"""连接"""
# 载入json文件
fileName = self.gatewayName + '_connect.json'
path = os.path.abspath(os.path.dirname(__file__))
fileName = os.path.join(path, fileName)
filePath = getJsonPath(fileName, __file__)
try:
f = file(fileName)
f = file(filePath)
except IOError:
log = VtLogData()
log.gatewayName = self.gatewayName

6
vnpy/trader/gateway/qdpGateway/qdpGateway.py
View File

@ -15,6 +15,7 @@ from copy import copy
from vnpy.api.qdp import MdApi, TdApi, defineDict
from vnpy.trader.vtGateway import *
from vnpy.trader.vtFunction import getJsonPath
# 以下为一些VT类型和QDP类型的映射字典
@ -82,11 +83,10 @@ class QdpGateway(VtGateway):
"""连接"""
# 载入json文件
fileName = self.gatewayName + '_connect.json'
path = os.path.abspath(os.path.dirname(__file__))
fileName = os.path.join(path, fileName)
filePath = getJsonPath(fileName, __file__)
try:
f = file(fileName)
f = file(filePath)
except IOError:
log = VtLogData()
log.gatewayName = self.gatewayName

7
vnpy/trader/gateway/sgitGateway/sgitGateway.py
View File

@ -14,7 +14,7 @@ from copy import copy
from datetime import datetime
from vnpy.api.sgit import MdApi, TdApi, defineDict
from vnpy.trader.vtFunction import getTempPath
from vnpy.trader.vtFunction import getTempPath, getJsonPath
from vnpy.trader.vtGateway import *
@ -94,11 +94,10 @@ class SgitGateway(VtGateway):
"""连接"""
# 载入json文件
fileName = self.gatewayName + '_connect.json'
path = os.path.abspath(os.path.dirname(__file__))
fileName = os.path.join(path, fileName)
filePath = getJsonPath(fileName, __file__)
try:
f = file(fileName)
f = file(filePath)
except IOError:
log = VtLogData()
log.gatewayName = self.gatewayName

10
vnpy/trader/gateway/shzdGateway/shzdGateway.py
View File

@ -17,6 +17,7 @@ from datetime import datetime
from vnpy.api.shzd import ShzdApi
from vnpy.trader.vtGateway import *
from vnpy.trader.vtFunction import getJsonPath
# 以下为一些VT类型和SHZD类型的映射字典
@ -34,10 +35,6 @@ directionMapReverse = {v: k for k, v in directionMap.items()}
# 交易所类型映射
exchangeMap = {}
#exchangeMap[EXCHANGE_CFFEX] = 'CFFEX'
#exchangeMap[EXCHANGE_SHFE] = 'SHFE'
#exchangeMap[EXCHANGE_CZCE] = 'CZCE'
#exchangeMap[EXCHANGE_DCE] = 'DCE'
exchangeMap[EXCHANGE_HKEX] = 'HKEX'
exchangeMap[EXCHANGE_CME] = 'CME'
exchangeMap[EXCHANGE_ICE] = 'ICE'
@ -77,11 +74,10 @@ class ShzdGateway(VtGateway):
"""连接"""
# 载入json文件
fileName = self.gatewayName + '_connect.json'
path = os.path.abspath(os.path.dirname(__file__))
fileName = os.path.join(path, fileName)
filePath = getJsonPath(fileName, __file__)
try:
f = file(fileName)
f = file(filePath)
except IOError:
log = VtLogData()
log.gatewayName = self.gatewayName

7
vnpy/trader/gateway/xspeedGateway/xspeedGateway.py
View File

@ -11,6 +11,8 @@ from copy import copy
from vnpy.api.xspeed import MdApi, TdApi, defineDict
from vnpy.trader.vtGateway import *
from vnpy.trader.vtFunction import getJsonPath
# 以下为一些VT类型和XSPEED类型的映射字典
# 价格类型映射
@ -81,11 +83,10 @@ class XspeedGateway(VtGateway):
"""连接"""
# 载入json文件
fileName = self.gatewayName + '_connect.json'
path = os.path.abspath(os.path.dirname(__file__))
fileName = os.path.join(path, fileName)
filePath = getJsonPath(fileName, __file__)
try:
f = file(fileName)
f = file(filePath)
except IOError:
log = VtLogData()
log.gatewayName = self.gatewayName