[Mod]add module_locale in femas pybind11 wrap
This commit is contained in:
vn.py
parent
347edb2906
commit
b990ae7758
@ -7,7 +7,7 @@ from vnpy.trader.ui import MainWindow, create_qapp
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from vnpy.gateway.bitmex import BitmexGateway
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from vnpy.gateway.futu import FutuGateway
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from vnpy.gateway.ib import IbGateway
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from vnpy.gateway.ctp import CtpGateway
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#from vnpy.gateway.ctp import CtpGateway
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from vnpy.gateway.femas import FemasGateway
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from vnpy.gateway.tiger import TigerGateway
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from vnpy.gateway.oes import OesGateway
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@ -30,7 +30,7 @@ def main():
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event_engine = EventEngine()
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main_engine = MainEngine(event_engine)
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main_engine.add_gateway(CtpGateway)
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# main_engine.add_gateway(CtpGateway)
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main_engine.add_gateway(FemasGateway)
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main_engine.add_gateway(IbGateway)
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main_engine.add_gateway(FutuGateway)
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@ -1,173 +0,0 @@
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# encoding: UTF-8
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# flake8: noqa
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from __future__ import print_function
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import sys
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from time import sleep
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from PyQt4 import QtGui
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from vnfemasmd import *
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#----------------------------------------------------------------------
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def print_dict(d):
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"""按照键值打印一个字典"""
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for key,value in d.items():
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print(key + ':' + str(value))
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#----------------------------------------------------------------------
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def simple_log(func):
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"""简单装饰器用于输出函数名"""
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def wrapper(*args, **kw):
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print("")
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print(str(func.__name__))
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return func(*args, **kw)
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return wrapper
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########################################################################
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class TestMdApi(MdApi):
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"""测试用实例"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""Constructor"""
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super(TestMdApi, self).__init__()
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#----------------------------------------------------------------------
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@simple_log
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def onFrontConnected(self):
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"""服务器连接"""
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pass
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#----------------------------------------------------------------------
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@simple_log
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def onFrontDisconnected(self, n):
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"""服务器断开"""
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print(n)
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#----------------------------------------------------------------------
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@simple_log
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def onHeartBeatWarning(self, n):
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"""心跳报警"""
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print(n)
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#----------------------------------------------------------------------
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@simple_log
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def onRspError(self, error, n, last):
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"""错误"""
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print_dict(error)
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@simple_log
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#----------------------------------------------------------------------
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def onRspUserLogin(self, data, error, n, last):
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"""登陆回报"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspUserLogout(self, data, error, n, last):
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"""登出回报"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspSubMarketData(self, data, error, n, last):
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"""订阅合约回报"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspUnSubMarketData(self, data, error, n, last):
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"""退订合约回报"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRtnDepthMarketData(self, data):
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"""行情推送"""
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print_dict(data)
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#----------------------------------------------------------------------
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@simple_log
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def onRspQryTopic(self, data, error, n, last):
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"""订阅合约回报"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspSubscribeTopic(self, data, error, n, last):
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"""退订合约回报"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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def main():
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"""主测试函数，出现堵塞时可以考虑使用sleep"""
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reqid = 0
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# 创建Qt应用对象，用于事件循环
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app = QtGui.QApplication(sys.argv)
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# 创建API对象
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api = TestMdApi()
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# 在C++环境中创建MdApi对象，传入参数是希望用来保存.con文件的地址
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api.createFtdcMdApi('')
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# 注册前置机地址
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api.registerFront("tcp://118.126.16.229:17101")
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# 初始化api，连接前置机
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api.init()
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sleep(0.5)
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# 登陆
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loginReq = {} # 创建一个空字典
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loginReq['UserID'] = '' # 参数作为字典键值的方式传入
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loginReq['Password'] = '' # 键名和C++中的结构体成员名对应
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loginReq['BrokerID'] = ''
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reqid = reqid + 1 # 请求数必须保持唯一性
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i = api.reqUserLogin(loginReq, 1)
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sleep(0.5)
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## 登出，测试出错（无此功能）
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#reqid = reqid + 1
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#i = api.reqUserLogout({}, 1)
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#sleep(0.5)
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## 安全退出，测试通过
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#i = api.exit()
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## 获取交易日，目前输出为空
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#day = api.getTradingDay()
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#print 'Trading Day is:' + str(day)
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#sleep(0.5)
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## 订阅合约，测试通过
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#i = api.subscribeMarketData('IF1505')
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## 退订合约，测试通过
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#i = api.unSubscribeMarketData('IF1505')
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# 订阅询价，测试通过
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#i = api.subscribeForQuoteRsp('IO1504-C-3900')
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# 退订询价，测试通过
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#i = api.unSubscribeForQuoteRsp('IO1504-C-3900')
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# 连续运行，用于输出行情
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app.exec_()
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if __name__ == '__main__':
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main()
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@ -1,166 +0,0 @@
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# encoding: UTF-8
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# flake8: noqa
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from __future__ import print_function
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import sys
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from time import sleep
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from PyQt4 import QtGui
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from vnfemastd import *
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#----------------------------------------------------------------------
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def print_dict(d):
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"""按照键值打印一个字典"""
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for key,value in d.items():
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print(key + ':' + str(value))
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#----------------------------------------------------------------------
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def simple_log(func):
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"""简单装饰器用于输出函数名"""
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def wrapper(*args, **kw):
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print("")
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print(str(func.__name__))
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return func(*args, **kw)
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return wrapper
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########################################################################
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class TestTdApi(TdApi):
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"""测试用实例"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""Constructor"""
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super(TestTdApi, self).__init__()
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#----------------------------------------------------------------------
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@simple_log
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def onFrontConnected(self):
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"""服务器连接"""
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pass
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#----------------------------------------------------------------------
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@simple_log
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def onFrontDisconnected(self, n):
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"""服务器断开"""
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print(n)
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#----------------------------------------------------------------------
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@simple_log
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def onHeartBeatWarning(self, n):
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"""心跳报警"""
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print(n)
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#----------------------------------------------------------------------
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@simple_log
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def onRspError(self, error, n, last):
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"""错误"""
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspUserLogin(self, data, error, n, last):
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"""登陆回报"""
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print_dict(data)
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print_dict(error)
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self.brokerID = data['BrokerID']
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self.userID = data['UserID']
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self.frontID = data['FrontID']
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self.sessionID = data['SessionID']
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#----------------------------------------------------------------------
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@simple_log
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def onRspUserLogout(self, data, error, n, last):
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"""登出回报"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspQrySettlementInfo(self, data, error, n, last):
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"""查询结算信息回报"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspSettlementInfoConfirm(self, data, error, n, last):
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"""确认结算信息回报"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspQryInstrument(self, data, error, n, last):
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"""查询合约回报"""
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print_dict(data)
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print_dict(error)
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print(n)
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print(last)
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#----------------------------------------------------------------------
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def main():
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"""主测试函数，出现堵塞时可以考虑使用sleep"""
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reqid = 0
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# 创建Qt应用对象，用于事件循环
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app = QtGui.QApplication(sys.argv)
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# 创建API对象，测试通过
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api = TestTdApi()
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# 在C++环境中创建MdApi对象，传入参数是希望用来保存.con文件的地址，测试通过
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api.createFtdcTraderApi('')
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# 设置数据流重传方式，测试通过
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api.subscribePrivateTopic(1)
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api.subscribePublicTopic(1)
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api.subscribeUserTopic(1)
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# 注册前置机地址，测试通过
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api.registerFront("tcp://118.126.16.229:17111")
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# 初始化api，连接前置机，测试通过
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api.init()
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sleep(2)
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# 登陆，测试通过
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loginReq = {} # 创建一个空字典
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loginReq['UserID'] = '' # 参数作为字典键值的方式传入
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loginReq['Password'] = '' # 键名和C++中的结构体成员名对应
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loginReq['BrokerID'] = ''
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reqid = reqid + 1 # 请求数必须保持唯一性
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i = api.reqUserLogin(loginReq, reqid)
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sleep(0.5)
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## 查询合约, 测试通过
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#reqid = reqid + 1
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#i = api.reqQryInstrument({}, reqid)
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## 查询结算, 测试通过
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#req = {}
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#req['BrokerID'] = api.brokerID
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#req['InvestorID'] = api.userID
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#reqid = reqid + 1
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#i = api.reqQrySettlementInfo(req, reqid)
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#sleep(0.5)
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## 确认结算, 测试通过
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#req = {}
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#req['BrokerID'] = api.brokerID
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#req['InvestorID'] = api.userID
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#reqid = reqid + 1
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#i = api.reqSettlementInfoConfirm(req, reqid)
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#sleep(0.5)
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# 连续运行
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app.exec_()
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if __name__ == '__main__':
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main()
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@ -717,7 +717,7 @@ public:
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PYBIND11_MODULE(vnfemasmd, m)
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{
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class_<MdApi, PyMdApi> mdapi(m, "MdApi");
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class_<MdApi, PyMdApi> mdapi(m, "MdApi", module_local());
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mdapi
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.def(init<>())
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.def("createFtdcMdApi", &MdApi::createFtdcMdApi)
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@ -23,7 +23,7 @@
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<ProjectGuid>{F00054FF-282F-4826-848E-D58BFB9E9D9F}</ProjectGuid>
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<Keyword>Win32Proj</Keyword>
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<RootNamespace>vnfemasmd</RootNamespace>
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<WindowsTargetPlatformVersion>10.0.17763.0</WindowsTargetPlatformVersion>
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<WindowsTargetPlatformVersion>10.0.17134.0</WindowsTargetPlatformVersion>
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<ProjectName>vnfemasmd</ProjectName>
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</PropertyGroup>
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<Import Project="$(VCTargetsPath)\Microsoft.Cpp.Default.props" />
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@ -95,10 +95,10 @@
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</PropertyGroup>
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<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|x64'">
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<LinkIncremental>false</LinkIncremental>
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<IncludePath>C:\Python37\include;$(SolutionDir);$(SolutionDir)..\include;$(SolutionDir)..\include\femas;$(IncludePath)</IncludePath>
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<IncludePath>C:\Miniconda3\include;$(SolutionDir);$(SolutionDir)..\include;$(SolutionDir)..\include\femas;$(IncludePath)</IncludePath>
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<ReferencePath>$(ReferencePath)</ReferencePath>
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<TargetExt>.pyd</TargetExt>
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<LibraryPath>C:\Python37\libs;$(SolutionDir)..\libs;$(LibraryPath)</LibraryPath>
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<LibraryPath>C:\Miniconda3\include\libs;$(SolutionDir)..\libs;$(LibraryPath)</LibraryPath>
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<OutDir>$(SolutionDir)..\</OutDir>
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</PropertyGroup>
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<ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
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@ -181,7 +181,7 @@
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<EnableCOMDATFolding>true</EnableCOMDATFolding>
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<OptimizeReferences>true</OptimizeReferences>
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<GenerateDebugInformation>true</GenerateDebugInformation>
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<AdditionalLibraryDirectories>C:\ProgramData\VNConda\libs;C:\Users\Administrator\Documents\GitHub\vnpy\vnpy\api\femasctp\libs;%(AdditionalLibraryDirectories)</AdditionalLibraryDirectories>
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<AdditionalLibraryDirectories>C:\Miniconda3\libs;$(SolutionDir)..\libs;%(AdditionalLibraryDirectories)</AdditionalLibraryDirectories>
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<AdditionalDependencies>USTPmduserapiAF.lib;USTPtraderapiAF.lib;%(AdditionalDependencies)</AdditionalDependencies>
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</Link>
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</ItemDefinitionGroup>
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@ -2451,14 +2451,11 @@ void TdApi::processRspQryInvestorAccount(Task *task)
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data["Margin"] = task_data->Margin;
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data["Premium"] = task_data->Premium;
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data["Risk"] = task_data->Risk;
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print("processRspQryInvestorAccount");
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print(data["AccountID"]);
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delete task->task_data;
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}
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dict error;
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if (task->task_error)
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{
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print("task->task_error");
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CUstpFtdcRspInfoField *task_error = (CUstpFtdcRspInfoField*)task->task_error;
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error["ErrorID"] = task_error->ErrorID;
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error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
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@ -4237,7 +4234,7 @@ public:
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PYBIND11_MODULE(vnfemastd, m)
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{
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class_<TdApi, PyTdApi> TdApi(m, "TdApi");
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class_<TdApi, PyTdApi> TdApi(m, "TdApi", module_local());
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TdApi
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.def(init<>())
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.def("createFtdcTraderApi", &TdApi::createFtdcTraderApi)
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@ -23,7 +23,7 @@
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<ProjectGuid>{016732E6-5789-4F7C-9A1C-C46A249080CF}</ProjectGuid>
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<Keyword>Win32Proj</Keyword>
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<RootNamespace>vnfemastd</RootNamespace>
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<WindowsTargetPlatformVersion>10.0.17763.0</WindowsTargetPlatformVersion>
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<WindowsTargetPlatformVersion>10.0.17134.0</WindowsTargetPlatformVersion>
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<ProjectName>vnfemastd</ProjectName>
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</PropertyGroup>
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<Import Project="$(VCTargetsPath)\Microsoft.Cpp.Default.props" />
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@ -95,8 +95,8 @@
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<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|x64'">
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<LinkIncremental>false</LinkIncremental>
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<TargetExt>.pyd</TargetExt>
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<IncludePath>C:\Python37\include;$(SolutionDir);$(SolutionDir)..\include;$(SolutionDir)..\include\femas;$(IncludePath)</IncludePath>
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<LibraryPath>C:\Python37\libs;$(SolutionDir)..\libs;$(LibraryPath)</LibraryPath>
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<IncludePath>C:\Miniconda3\include;$(SolutionDir);$(SolutionDir)..\include;$(SolutionDir)..\include\femas;$(IncludePath)</IncludePath>
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<LibraryPath>C:\Miniconda3\include\libs;$(SolutionDir)..\libs;$(LibraryPath)</LibraryPath>
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<OutDir>$(SolutionDir)..\</OutDir>
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</PropertyGroup>
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<ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
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@ -178,7 +178,7 @@
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<EnableCOMDATFolding>true</EnableCOMDATFolding>
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<OptimizeReferences>true</OptimizeReferences>
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<GenerateDebugInformation>true</GenerateDebugInformation>
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<AdditionalLibraryDirectories>C:\ProgramData\VNConda\libs;C:\Users\Administrator\Documents\GitHub\vnpy\vnpy\api\femasctp\libs;%(AdditionalLibraryDirectories)</AdditionalLibraryDirectories>
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<AdditionalLibraryDirectories>C:\Miniconda3\libs;$(SolutionDir)..\libs;%(AdditionalLibraryDirectories)</AdditionalLibraryDirectories>
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<AdditionalDependencies>USTPmduserapiAF.lib;USTPtraderapiAF.lib;%(AdditionalDependencies)</AdditionalDependencies>
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</Link>
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</ItemDefinitionGroup>
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@ -30,7 +30,7 @@ from vnpy.api.femas import (
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USTP_FTDC_TC_GFD,
|
||||
USTP_FTDC_TC_IOC,
|
||||
USTP_FTDC_VC_AV,
|
||||
USTP_FTDC_VC_CV,
|
||||
USTP_FTDC_VC_CV
|
||||
)
|
||||
from vnpy.trader.constant import (
|
||||
Direction,
|
||||
@ -39,6 +39,7 @@ from vnpy.trader.constant import (
|
||||
OptionType,
|
||||
OrderType,
|
||||
Status,
|
||||
Product
|
||||
)
|
||||
from vnpy.trader.event import EVENT_TIMER
|
||||
from vnpy.trader.gateway import BaseGateway
|
||||
@ -86,6 +87,12 @@ OFFSET_VT2FEMAS = {
|
||||
}
|
||||
OFFSET_FEMAS2VT = {v: k for k, v in OFFSET_VT2FEMAS.items()}
|
||||
|
||||
# PRODUCT_CTP2VT = {
|
||||
# THOST_FTDC_PC_Futures: Product.FUTURES,
|
||||
# THOST_FTDC_PC_Options: Product.OPTION,
|
||||
# THOST_FTDC_PC_Combination: Product.SPREAD
|
||||
# }
|
||||
|
||||
DIRECTION_FEMAS2VT = {v: k for k, v in DIRECTION_VT2FEMAS.items()}
|
||||
DIRECTION_FEMAS2VT[USTP_FTDC_PD_Long] = Direction.LONG
|
||||
DIRECTION_FEMAS2VT[USTP_FTDC_PD_Short] = Direction.SHORT
|
||||
@ -237,16 +244,15 @@ class FemasMdApi(MdApi):
|
||||
"""
|
||||
self.connect_status = False
|
||||
self.login_status = False
|
||||
self.gateway.write_log(f"行情连接断开，原因{reason}")
|
||||
self.gateway.write_log(f"行情服务器连接断开，原因{reason}")
|
||||
|
||||
def onRspUserLogin(self, data: dict, error: dict, reqid: int, last: bool):
|
||||
"""
|
||||
Callback when user is logged in.
|
||||
"""
|
||||
if self.gateway.if_error_write_error("行情登录失败", error):
|
||||
if self.gateway.if_error_write_error("行情服务器登录失败", error):
|
||||
return
|
||||
self.login_status = True
|
||||
self.gateway.write_log("onRspUserLogin行情服务器登录成功")
|
||||
self.gateway.write_log("行情服务器登录成功")
|
||||
|
||||
for symbol in self.subscribed:
|
||||
@ -373,7 +379,7 @@ class FemasTdApi(TdApi):
|
||||
def onFrontConnected(self):
|
||||
""""""
|
||||
self.connect_status = True
|
||||
self.gateway.write_log("onFrontConnected交易连接成功")
|
||||
self.gateway.write_log("交易服务器连接成功")
|
||||
|
||||
self.login()
|
||||
|
||||
@ -381,7 +387,7 @@ class FemasTdApi(TdApi):
|
||||
""""""
|
||||
self.connect_status = False
|
||||
self.login_status = False
|
||||
self.gateway.write_log(f"交易连接断开，原因{reason}")
|
||||
self.gateway.write_log(f"交易服务器连接断开，原因{reason}")
|
||||
|
||||
def onRspUserLogin(self, data: dict, error: dict, reqid: int, last: bool):
|
||||
""""""
|
||||
@ -391,13 +397,13 @@ class FemasTdApi(TdApi):
|
||||
self.localID, int(data["MaxOrderLocalID"])
|
||||
) # 目前最大本地报单号
|
||||
self.login_status = True
|
||||
self.gateway.write_log("onRspUserLogin交易登录成功")
|
||||
self.gateway.write_log("交易服务器登录成功")
|
||||
self.reqid += 1
|
||||
self.reqQryInstrument({}, self.reqid)
|
||||
else:
|
||||
self.login_failed = True
|
||||
|
||||
self.gateway.if_error_write_error("交易登录失败", error)
|
||||
self.gateway.if_error_write_error("交易服务器登录失败", error)
|
||||
|
||||
def onRspOrderInsert(self, data: dict, error: dict, reqid: int, last: bool):
|
||||
""""""
|
||||
@ -486,28 +492,41 @@ class FemasTdApi(TdApi):
|
||||
balance=data["PreBalance"],
|
||||
gateway_name=self.gateway_name,
|
||||
)
|
||||
# todo: check for error
|
||||
|
||||
self.gateway.on_account(account)
|
||||
|
||||
def onRspQryInstrument(self, data: dict, error: dict, reqid: int, last: bool):
|
||||
"""
|
||||
Callback of instrument query.
|
||||
"""
|
||||
# Femas gateway provides no ProductClass data, so need to determine
|
||||
# product type using other logic.
|
||||
option_type = OPTIONTYPE_FEMAS2VT.get(data["OptionsType"], None)
|
||||
if option_type:
|
||||
product = Product.OPTION
|
||||
elif data["InstrumentID_2"]:
|
||||
product = Product.SPREAD
|
||||
else:
|
||||
product = Product.FUTURES
|
||||
|
||||
contract = ContractData(
|
||||
product=data["ProductID"],
|
||||
symbol=data["InstrumentID"],
|
||||
exchange=EXCHANGE_FEMAS2VT[data["ExchangeID"]],
|
||||
name=data["InstrumentName"],
|
||||
size=data["VolumeMultiple"],
|
||||
pricetick=data["PriceTick"],
|
||||
option_underlying=data["UnderlyingInstrID"],
|
||||
option_type=OPTIONTYPE_FEMAS2VT.get(data["OptionsType"], None),
|
||||
option_strike=data["StrikePrice"],
|
||||
option_expiry=datetime.strptime(data["ExpireDate"], "%Y%m%d"),
|
||||
gateway_name=self.gateway_name,
|
||||
product=product,
|
||||
gateway_name=self.gateway_name
|
||||
)
|
||||
|
||||
if product == Product.OPTION:
|
||||
contract.option_underlying = data["UnderlyingInstrID"]
|
||||
contract.option_type = OPTIONTYPE_FEMAS2VT.get(
|
||||
data["OptionsType"], None)
|
||||
contract.option_strike = data["StrikePrice"]
|
||||
contract.option_expiry = datetime.strptime(
|
||||
data["ExpireDate"], "%Y%m%d")
|
||||
|
||||
self.gateway.on_contract(contract)
|
||||
|
||||
symbol_exchange_map[contract.symbol] = contract.exchange
|
||||
@ -522,7 +541,8 @@ class FemasTdApi(TdApi):
|
||||
Callback of order status update.
|
||||
"""
|
||||
# 更新最大报单编号
|
||||
self.localID = max(self.localID, int(data["UserOrderLocalID"])) # 检查并增加本地报单编号
|
||||
self.localID = max(self.localID, int(
|
||||
data["UserOrderLocalID"])) # 检查并增加本地报单编号
|
||||
|
||||
symbol = data["InstrumentID"]
|
||||
exchange = symbol_exchange_map.get(symbol, "")
|
||||
|
||||
Loading…
Reference in New Issue
Block a user