diff --git a/.gitignore b/.gitignore index 82766f0e..331e6da4 100644 --- a/.gitignore +++ b/.gitignore @@ -71,3 +71,5 @@ vn.strategy/strategydemo/strategy01.py vn.strategy/strategydemo/strategy02.py vn.trader/CTP_connect.json *.vt +vn.trader/CTP_connect.json +vn.trader/CTP_connect.json diff --git a/vn.trader/CTP_connect.json b/vn.trader/CTP_connect.json index 4b6efa7b..7ab26de8 100644 --- a/vn.trader/CTP_connect.json +++ b/vn.trader/CTP_connect.json @@ -1,7 +1,8 @@ { - "brokerID": "8070", - "tdAddress": "tcp://180.168.214.246:41213", - "password": "154815", - "mdAddress": "tcp://180.168.214.246:41205", - "userID": "887733" -} \ No newline at end of file +"brokerID":"9999", +"tdAddress":"tcp://180.168.146.187:10000", +"password":"jiajia", +"mdAddress":"tcp://180.168.146.187:10010", +"userID":"033513" +} + diff --git a/vn.trader/ContractData.vt b/vn.trader/ContractData.vt index 1ba82750..84161a00 100644 Binary files a/vn.trader/ContractData.vt and b/vn.trader/ContractData.vt differ diff --git a/vn.trader/ctaEngine.py b/vn.trader/ctaEngine.py index bb6680b5..f8980291 100644 --- a/vn.trader/ctaEngine.py +++ b/vn.trader/ctaEngine.py @@ -17,7 +17,7 @@ from ctaStrategies import strategyClassDict class StopOrder(object): """本地停止单""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self): """Constructor""" self.vtSymbol = EMPTY_STRING @@ -34,7 +34,7 @@ class StopOrder(object): class CtaBarData(object): """K线数据""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self): """Constructor""" self.vtSymbol = EMPTY_STRING # vt系统代码 @@ -58,7 +58,7 @@ class CtaBarData(object): class CtaTickData(object): """Tick数据""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self): """Constructor""" self.vtSymbol = EMPTY_STRING # vt系统代码 @@ -107,9 +107,11 @@ class CtaTickData(object): ######################################################################## class CtaEngine(object): """CTA策略引擎""" + + # 策略配置文件 settingFileName = 'CTA_setting.json' - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self, mainEngine, eventEngine, dataEngine): """Constructor""" self.mainEngine = mainEngine @@ -137,29 +139,31 @@ class CtaEngine(object): # key为stopOrderID，value为stopOrder对象 self.stopOrderDict = {} # 停止单撤销后不会从本字典中删除 self.workingStopOrderDict = {} # 停止单撤销后会从本字典中删除 - # 注册事件监听 self.registerEvent() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def sendOrder(self, vtSymbol, orderType, price, volume, strategy): """发单""" + + # 1.查询合约对象 contract = self.dataEngine.getContract(vtSymbol) - + + # 2. 创建发单传入对象 req = VtOrderReq() - req.symbol = contract.symbol - req.exchange = contract.exchange - req.price = price - req.volume = volume + req.symbol = contract.symbol # 合约代码 + req.exchange = contract.exchange # 交易所 + req.price = price # 价格 + req.volume = volume # 数量 # 设计为CTA引擎发出的委托只允许使用限价单 - req.priceType = PRICETYPE_LIMITPRICE + req.priceType = PRICETYPE_LIMITPRICE # 价格类型 # CTA委托类型映射 if orderType == CTAORDER_BUY: - req.direction = DIRECTION_LONG - req.offset = OFFSET_OPEN + req.direction = DIRECTION_LONG # 合约方向 + req.offset = OFFSET_OPEN # 开/平 elif orderType == CTAORDER_SELL: req.direction = DIRECTION_SHORT req.offset = OFFSET_CLOSE @@ -169,21 +173,24 @@ class CtaEngine(object): elif orderType == CTAORDER_COVER: req.direction = DIRECTION_LONG req.offset = OFFSET_CLOSE - + + # 3.调用主引擎的发单接口进行发单，保存OrderID与策略映射关系 vtOrderID = self.mainEngine.sendOrder(req) # 发单 self.orderDict[vtOrderID] = strategy # 保存vtOrderID和策略的映射关系 + return vtOrderID - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def cancelOrder(self, vtOrderID): """撤单""" - # 查询报单对象 + + # 1.调用主引擎接口，查询委托单对象 order = self.dataEngine.getOrder(vtOrderID) # 如果查询成功 if order: - # 检查是否报单还有效，只有有效时才发出撤单指令 - orderFinished = (order.status==STATUS_ALLTRADED or order.status==STATUS_CANCELLED) + # 2.检查是否报单（委托单）还有效，只有有效时才发出撤单指令 + orderFinished = (order.status == STATUS_ALLTRADED or order.status == STATUS_CANCELLED) if not orderFinished: req = VtCancelOrderReq() req.symbol = order.symbol @@ -191,74 +198,104 @@ class CtaEngine(object): req.frontID = order.frontID req.sessionID = order.sessionID req.orderID = order.orderID - self.mainEngine.cancelOrder(req, order.gatewayName) - - #---------------------------------------------------------------------- + self.mainEngine.cancelOrder(req, order.gatewayName) + else: + if order.status == STATUS_ALLTRADED: + self.writeCtaLog(u'委托单({0}已执行，无法撤销'.format(vtOrderID)) + if order.status == STATUS_CANCELLED: + self.writeCtaLog(u'委托单({0}已撤销，无法再次撤销'.format(vtOrderID)) + # 查询不成功 + else: + self.writeCtaLog(u'委托单({0}不存在'.format(vtOrderID)) + + # ---------------------------------------------------------------------- def sendStopOrder(self, vtSymbol, orderType, price, volume, strategy): """发停止单（本地实现）""" + + # 1.生成本地停止单ID self.stopOrderCount += 1 stopOrderID = STOPORDERPREFIX + str(self.stopOrderCount) - + + # 2.创建停止单对象 so = StopOrder() - so.vtSymbol = vtSymbol - so.orderType = orderType - so.price = price - so.volume = volume - so.strategy = strategy - so.stopOrderID = stopOrderID - so.status = STOPORDER_WAITING - - # 保存stopOrder对象到字典中 - self.stopOrderDict[stopOrderID] = so - self.workingStopOrderDict[stopOrderID] = so + so.vtSymbol = vtSymbol # 代码 + so.orderType = orderType # 停止单类型 + so.price = price # 价格 + so.volume = volume # 数量 + so.strategy = strategy # 来源策略 + so.stopOrderID = stopOrderID # Id + so.status = STOPORDER_WAITING # 状态 + # 3.保存stopOrder对象到字典中 + self.stopOrderDict[stopOrderID] = so # 字典中不会删除 + self.workingStopOrderDict[stopOrderID] = so # 字典中会删除 + + self.writeCtaLog(u'发停止单成功，' + u'Id:{0},Symbol:{1},Type:{2},Price:{3},Volume:{4}' + u'.'.format(stopOrderID, vtSymbol, orderType, price, volume)) + return stopOrderID - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def cancelStopOrder(self, stopOrderID): """撤销停止单""" - # 检查停止单是否存在 + # 1.检查停止单是否存在 if stopOrderID in self.workingStopOrderDict: so = self.workingStopOrderDict[stopOrderID] - so.status = STOPORDER_CANCELLED - del self.workingStopOrderDict[stopOrderID] + so.status = STOPORDER_CANCELLED # STOPORDER_WAITING =》STOPORDER_CANCELLED + del self.workingStopOrderDict[stopOrderID] # 删除 + self.writeCtaLog(u'撤销停止单:{0}成功.'.format(stopOrderID)) + else: + self.writeCtaLog(u'撤销停止单:{0}失败，不存在Id.'.format(stopOrderID)) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def processStopOrder(self, tick): """收到行情后处理本地停止单（检查是否要立即发出）""" vtSymbol = tick.vtSymbol - # 首先检查是否有策略交易该合约 + # 1.首先检查是否有策略交易该合约 if vtSymbol in self.tickStrategyDict: - # 遍历等待中的停止单，检查是否会被触发 + # 2.遍历等待中的停止单，检查是否会被触发 for so in self.workingStopOrderDict.values(): + if so.vtSymbol == vtSymbol: - longTriggered = so.direction==DIRECTION_LONG and tick.lastPrice>=so.price # 多头停止单被触发 - shortTriggered = so.direction==DIRECTION_SHORT and tick.lasatPrice<=so.price # 空头停止单被触发 - + # 3. 触发标识判断 + longTriggered = so.direction == DIRECTION_LONG and tick.lastPrice >= so.price # 多头停止单被触发 + shortTriggered = so.direction == DIRECTION_SHORT and tick.lasatPrice <= so.price # 空头停止单被触发 + + # 4.触发处理 if longTriggered or shortTriggered: - # 买入和卖出分别以涨停跌停价发单（模拟市价单） - if so.direction==DIRECTION_LONG: + + # 5.设定价格，买入和卖出分别以涨停跌停价发单（模拟市价单） + if so.direction == DIRECTION_LONG: price = tick.upperLimit else: price = tick.lowerLimit - + + # 6.更新停止单状态，触发 so.status = STOPORDER_TRIGGERED + + # 7.发单 self.sendOrder(so.vtSymbol, so.orderType, price, so.volume, so.strategy) + + # 8.删除停止单 del self.workingStopOrderDict[so.stopOrderID] - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def procecssTickEvent(self, event): - """处理行情推送""" + """处理行情推送事件""" + + # 1. 获取事件的Tick数据 tick = event.dict_['data'] - # 收到tick行情后，先处理本地停止单（检查是否要立即发出） + # 2.收到tick行情后，优先处理本地停止单（检查是否要立即发出） self.processStopOrder(tick) - # 推送tick到对应的策略对象进行处理 + # 3.推送tick到对应的策略对象进行处理 if tick.vtSymbol in self.tickStrategyDict: - # 将vtTickData数据转化为ctaTickData + + # 4.将vtTickData数据转化为ctaTickData ctaTick = CtaTickData() d = ctaTick.__dict__ for key in d.keys(): @@ -266,52 +303,68 @@ class CtaEngine(object): if key != 'datetime': d[key] = tick.__getattribute__(key) - # 添加datetime字段 + # 5.添加datetime字段 ctaTick.datetime = datetime.strptime(' '.join([tick.date, tick.time]), '%Y%m%d %H:%M:%S.%f') - # 逐个推送到策略对象中 l = self.tickStrategyDict[tick.vtSymbol] for strategy in l: strategy.onTick(tick) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def processOrderEvent(self, event): - """处理委托推送""" + """处理委托推送事件""" + # 1.获取事件的Order数据 order = event.dict_['data'] - + # 2.判断order是否在映射字典中 if order.vtOrderID in self.orderStrategyDict: - strategy = self.orderStrategyDict[order.vtOrderID] + + # 3.提取对应的策略 + strategy = self.orderStrategyDict[order.vtOrderID] + + # 4.触发策略的委托推送事件方法 strategy.onOrder(order) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def processTradeEvent(self, event): - """处理成交推送""" - trade = event.dict_['data'] - + """处理成交推送事件""" + # 1.获取事件的Trade数据 + trade = event.dict_['data'] + + # 2.判断Trade是否在映射字典中 if trade.vtOrderID in self.orderStrategyDict: - strategy = self.orderStrategyDict[order.vtOrderID] + + # 3.提取对应的策略 + strategy = self.orderStrategyDict[trade.vtOrderID] + + # 4.触发策略的成交推送事件。 strategy.onTrade(trade) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def registerEvent(self): """注册事件监听""" + # 注册行情数据推送（Tick数据到达）的响应事件 self.eventEngine.register(EVENT_TICK, self.procecssTickEvent) + + # 注册订单推送的响应事件 self.eventEngine.register(EVENT_ORDER, self.processOrderEvent) + + # 注册成交推送（交易）的响应时间 self.eventEngine.register(EVENT_TRADE, self.processTradeEvent) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def insertData(self, dbName, collectionName, data): """插入数据到数据库（这里的data可以是CtaTickData或者CtaBarData）""" self.mainEngine.dbInsert(dbName, collectionName, data.__dict__) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def loadBar(self, dbName, collectionName, startDate): - """从数据库中读取Bar数据，startDate是datetime对象""" + """从数据库中读取Bar数据 + startDate是datetime对象""" d = {'datetime':{'$gte':startDate}} cursor = self.mainEngine.dbQuery(dbName, collectionName, d) @@ -323,7 +376,7 @@ class CtaEngine(object): return l - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def loadTick(self, dbName, collectionName, startDate): """从数据库中读取Tick数据，startDate是datetime对象""" d = {'datetime':{'$gte':startDate}} @@ -337,14 +390,14 @@ class CtaEngine(object): return l - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def getToday(self): """获取代表今日的datetime对象""" today = datetime.today() today = today.replace(hour=0, minute=0, second=0, microsecond=0) return today - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def writeCtaLog(self, content): """快速发出CTA模块日志事件""" log = VtLogData() @@ -353,17 +406,17 @@ class CtaEngine(object): event.dict_['data'] = log self.eventEngine.put(event) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def initStrategy(self, name, strategyClass, paramDict=None): """初始化策略""" # 防止策略重名 if name not in self.strategyDict: - # 创建策略对象 + # 1.创建策略对象 strategy = strategyClass(self, name, paramDict) self.strategyDict[name] = strategy - # 保存Tick映射关系 + # 2.保存Tick映射关系（symbol <==> Strategy[] ) if strategy.vtSymbol in self.tickStrategyDict: l = self.tickStrategyDict[strategy.vtSymbol] else: @@ -371,93 +424,136 @@ class CtaEngine(object): self.tickStrategyDict[strategy.vtSymbol] = l l.append(strategy) - # 订阅合约 + # 3.订阅合约 contract = self.dataEngine.getContract(strategy.vtSymbol) if contract: + # 4.构造订阅请求包 req = VtSubscribeReq() req.symbol = contract.symbol req.exchange = contract.exchange + + # 5.调用主引擎的订阅接口 self.mainEngine.subscribe(req, contract.gatewayName) else: self.writeCtaLog(u'存在策略对象重名：' + name) - #--------------------------------------------------------------------- + # --------------------------------------------------------------------- def startStrategy(self, name): """启动策略""" + + # 1.判断策略名称是否存在字典中 if name in self.strategyDict: + + # 2.提取策略 strategy = self.strategyDict[name] - + + # 3.判断策略是否运行 if not strategy.trading: + # 4.设置运行状态 strategy.trading = True + # 5.启动策略 strategy.start() else: self.writeCtaLog(u'策略对象不存在：' + name) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def stopStrategy(self, name): - """停止策略""" + """停止策略运行""" + + # 1.判断策略名称是否存在字典中 if name in self.strategyDict: + # 2.提取策略 strategy = self.strategyDict[name] - + + # 3.停止交易 if strategy.trading: + + # 4.设置交易状态为False strategy.trading = False + + # 5.调用策略的停止方法 strategy.stop() - # 对该策略发出的所有限价单进行撤单 + # 6.对该策略发出的所有限价单进行撤单 for vtOrderID, s in self.orderStrategyDict.items(): if s is strategy: self.cancelOrder(vtOrderID) - # 对该策略发出的所有本地停止单撤单 + # 7.对该策略发出的所有本地停止单撤单 for stopOrderID, so in self.workingStopOrderDict.items(): if so.strategy is strategy: self.cancelStopOrder(stopOrderID) else: self.writeCtaLog(u'策略对象不存在：' + name) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def saveStrategySetting(self): """保存引擎中的策略配置""" with open(self.settingFileName, 'w') as f: d = {} - + + # 逐一循环：name，策略实例名称，strategy，策略 for name, strategy in self.strategyDict.items(): + # 配置串 setting = {} + + # 策略的类名称 setting['strategyClassName'] = strategy.strategyClassName + + # 策略的参数 for param in strategy.paramList: setting[param] = strategy.__getattribute__(param) + + # 策略实例名，保存配置 d[name] = setting - + + # Json对象=》Json字符串 jsonD = json.dumps(d, indent=4) + + # 保存文件 f.write(jsonD) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def loadStrategySetting(self): """读取引擎中的策略配置""" with open(self.settingFileName) as f: + # 读取文件内容串=》Json对象 d = json.load(f) - + + # 策略实例名称，配置内容 for name, setting in d.items(): + + # 策略的类名称 strategyClassName = setting['strategyClassName'] - + if strategyClassName in strategyClassDict: + # 透过策略类字典，反射获取策略 strategyClass = strategyClassDict[strategyClassName] + + # 初始化策略的设置 self.initStrategy(name, strategyClass, setting) else: self.writeCtaLog(u'无法找到策略类：' + strategyClassName) break - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def getStrategyVar(self, name): - """获取策略当前的变量字典""" if name in self.strategyDict: + # 获取策略实例 strategy = self.strategyDict[name] + + # 策略实例的所有属性 d = strategy.__dict__ + + # 变量字典 varDict = OrderedDict() - + + # 策略中的变量名称列表 for key in strategy.varList: + + # 如果匹配就增加 if key in d: varDict[key] = d[key] @@ -466,16 +562,23 @@ class CtaEngine(object): self.writeCtaLog(u'策略对象不存在：' + name) return None - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def getStrategyParam(self, name): """获取策略的参数字典""" if name in self.strategyDict: + # 获取策略实例 strategy = self.strategyDict[name] + + # 策略实例的所有属性 d = strategy.__dict__ + # 参数字典 paramDict = OrderedDict() - + + # 策略内的参数名称列表 for key in strategy.paramList: + + # 匹配的就添加 if key in d: paramDict[key] = d[key] diff --git a/vn.trader/ctaStrategies.py b/vn.trader/ctaStrategies.py index 700bcc29..fb7bcc85 100644 --- a/vn.trader/ctaStrategies.py +++ b/vn.trader/ctaStrategies.py @@ -2,6 +2,7 @@ ''' 在本文件中引入所有希望在系统中使用的策略类 +当作配置文件，每次增加删除策略时，需要维护此字典 ''' from ctaStrategyTemplate import TestStrategy diff --git a/vn.trader/ctaStrategyTemplate.py b/vn.trader/ctaStrategyTemplate.py index d519391a..28ba2039 100644 --- a/vn.trader/ctaStrategyTemplate.py +++ b/vn.trader/ctaStrategyTemplate.py @@ -18,7 +18,7 @@ class CtaStrategyTemplate(object): varList = ['trading'] - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self, ctaEngine, name, setting=None): """Constructor""" self.ctaEngine = ctaEngine @@ -36,42 +36,42 @@ class CtaStrategyTemplate(object): if setting: self.setParam(setting) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def init(self): """初始化策略（必须由用户继承实现）""" raise NotImplementedError - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def start(self): """启动策略（必须由用户继承实现）""" raise NotImplementedError - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def stop(self): """停止策略（必须由用户继承实现）""" raise NotImplementedError - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onTick(self, tick): """收到行情TICK推送（必须由用户继承实现）""" raise NotImplementedError - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onOrder(self, order): """收到委托变化推送（必须由用户继承实现）""" raise NotImplementedError - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onTrade(self, trade): """收到成交推送（必须由用户继承实现）""" raise NotImplementedError - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onBar(self, bar): """收到Bar推送（必须由用户继承实现）""" raise NotImplementedError - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def buy(self, price, volume, stop=False): """买开""" # 如果stop为True，则意味着发本地停止单 @@ -84,7 +84,7 @@ class CtaStrategyTemplate(object): else: return None - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def sell(self, price, volume, stop=False): """卖平""" # 如果stop为True，则意味着发本地停止单 @@ -97,7 +97,7 @@ class CtaStrategyTemplate(object): else: return None - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def short(self, price, volume, stop=False): """卖开""" # 如果stop为True，则意味着发本地停止单 @@ -110,7 +110,7 @@ class CtaStrategyTemplate(object): else: return None - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def cover(self, price, volume, stop=False): """买平""" if self.trading: @@ -123,7 +123,7 @@ class CtaStrategyTemplate(object): else: return None - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def cancelOrder(self, orderID): """撤单""" if STOPORDERPREFIX in orderID: @@ -131,27 +131,27 @@ class CtaStrategyTemplate(object): else: self.ctaEngine.cancelOrder(orderID) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def insertTick(self, tick): """向数据库中插入tick数据""" self.ctaEngine.insertData(self.tickDbName, self.vtSymbol, tick) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def insertBar(self, bar): """向数据库中插入bar数据""" self.ctaEngine.insertData(self.barDbName, self.vtSymbol, bar) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def loadTick(self, startDate): """读取tick数据""" return self.ctaEngine.loadTick(self.tickDbName, self.vtSymbol, startDate) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def loadBar(self, startDate): """读取bar数据""" return self.ctaEngine.loadBar(self.barDbName, self.vtSymbol, startDate) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def setParam(self, setting): """设置参数""" d = self.__dict__ @@ -160,13 +160,13 @@ class CtaStrategyTemplate(object): d[key] = setting[key] - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def getToday(self): """查询当前日期""" return self.ctaEngine.getToday() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def writeCtaLog(self, content): """记录CTA日志""" self.ctaEngine.writeCtaLog(content) @@ -177,7 +177,7 @@ class CtaStrategyTemplate(object): class TestStrategy(CtaStrategyTemplate): """测试策略""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self, ctaEngine, name, setting=None): """Constructor""" super(TestStrategy, self).__init__(ctaEngine, name, setting) @@ -195,38 +195,38 @@ class TestStrategy(CtaStrategyTemplate): self.varList.append('pos') self.varList.append('lastPrice') - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def init(self): """初始化策略（必须由用户继承实现）""" self.writeCtaLog(u'测试策略%s初始化' %self.name) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def start(self): """启动策略（必须由用户继承实现）""" self.writeCtaLog(u'测试策略%s启动' %self.name) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def stop(self): """停止策略（必须由用户继承实现）""" self.writeCtaLog(u'测试策略%s停止' %self.name) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onTick(self, tick): """收到行情TICK推送（必须由用户继承实现）""" self.writeCtaLog(u'测试策略%s收到Tick' %self.name) self.lastPrice = tick.lastPrice - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onOrder(self, order): """收到委托变化推送（必须由用户继承实现）""" self.writeCtaLog(u'onOrder不会被调用') - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onTrade(self, trade): """收到成交推送（必须由用户继承实现）""" self.writeCtaLog(u'onTrade不会被调用') - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onBar(self, bar): """收到Bar推送（必须由用户继承实现）""" self.writeCtaLog(u'测试策略%s收到Bar' %self.name) diff --git a/vn.trader/ctpDataType.py b/vn.trader/ctpDataType.py index 9b7a4ecf..2a20b6eb 100644 --- a/vn.trader/ctpDataType.py +++ b/vn.trader/ctpDataType.py @@ -2448,7 +2448,7 @@ typedefDict["TThostFtdcCloseStyleType"] = "string" #////////////////////////////////////////////////////////////////////// #TFtdcStatModeType是一个统计方式类型 #////////////////////////////////////////////////////////////////////// -#---- +# ---- defineDict["THOST_FTDC_SM_Non"] = '0' #按合约统计 defineDict["THOST_FTDC_SM_Instrument"] = '1' diff --git a/vn.trader/ctpGateway.py b/vn.trader/ctpGateway.py index 512d50ba..7e60cb6d 100644 --- a/vn.trader/ctpGateway.py +++ b/vn.trader/ctpGateway.py @@ -62,7 +62,7 @@ posiDirectionMapReverse = {v:k for k,v in posiDirectionMap.items()} class CtpGateway(VtGateway): """CTP接口""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self, eventEngine, gatewayName='CTP'): """Constructor""" super(CtpGateway, self).__init__(eventEngine, gatewayName) @@ -75,7 +75,7 @@ class CtpGateway(VtGateway): self.qryEnabled = False # 是否要启动循环查询 - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def connect(self): """连接""" # 载入json文件 @@ -111,32 +111,32 @@ class CtpGateway(VtGateway): # 初始化并启动查询 self.initQuery() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def subscribe(self, subscribeReq): """订阅行情""" self.mdApi.subscribe(subscribeReq) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def sendOrder(self, orderReq): """发单""" return self.tdApi.sendOrder(orderReq) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def cancelOrder(self, cancelOrderReq): """撤单""" self.tdApi.cancelOrder(cancelOrderReq) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def getAccount(self): """查询账户资金""" self.tdApi.getAccount() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def getPosition(self): """查询持仓""" self.tdApi.getPosition() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def close(self): """关闭""" if self.mdConnected: @@ -144,7 +144,7 @@ class CtpGateway(VtGateway): if self.tdConnected: self.tdApi.close() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def initQuery(self): """初始化连续查询""" if self.qryEnabled: @@ -157,7 +157,7 @@ class CtpGateway(VtGateway): self.startQuery() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def query(self, event): """注册到事件处理引擎上的查询函数""" self.qryCount += 1 @@ -175,12 +175,12 @@ class CtpGateway(VtGateway): if self.qryNextFunction == len(self.qryFunctionList): self.qryNextFunction = 0 - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def startQuery(self): """启动连续查询""" self.eventEngine.register(EVENT_TIMER, self.query) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def setQryEnabled(self, qryEnabled): """设置是否要启动循环查询""" self.qryEnabled = qryEnabled @@ -191,7 +191,7 @@ class CtpGateway(VtGateway): class CtpMdApi(MdApi): """CTP行情API实现""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self, gateway): """Constructor""" super(CtpMdApi, self).__init__() @@ -211,7 +211,7 @@ class CtpMdApi(MdApi): self.brokerID = EMPTY_STRING # 经纪商代码 self.address = EMPTY_STRING # 服务器地址 - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onFrontConnected(self): """服务器连接""" self.connectionStatus = True @@ -222,7 +222,7 @@ class CtpMdApi(MdApi): self.gateway.onLog(log) self.login() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onFrontDisconnected(self, n): """服务器断开""" self.connectionStatus = False @@ -234,13 +234,13 @@ class CtpMdApi(MdApi): log.logContent = u'行情服务器连接断开' self.gateway.onLog(log) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onHeartBeatWarning(self, n): """心跳报警""" # 因为API的心跳报警比较常被触发，且与API工作关系不大，因此选择忽略 pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspError(self, error, n, last): """错误回报""" err = VtErrorData() @@ -249,7 +249,7 @@ class CtpMdApi(MdApi): err.errorMsg = error['ErrorMsg'].decode('gbk') self.gateway.onError(err) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspUserLogin(self, data, error, n, last): """登陆回报""" # 如果登录成功，推送日志信息 @@ -274,7 +274,7 @@ class CtpMdApi(MdApi): err.errorMsg = error['ErrorMsg'].decode('gbk') self.gateway.onError(err) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspUserLogout(self, data, error, n, last): """登出回报""" # 如果登出成功，推送日志信息 @@ -295,19 +295,19 @@ class CtpMdApi(MdApi): err.errorMsg = error['ErrorMsg'].decode('gbk') self.gateway.onError(err) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspSubMarketData(self, data, error, n, last): """订阅合约回报""" # 通常不在乎订阅错误，选择忽略 pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspUnSubMarketData(self, data, error, n, last): """退订合约回报""" # 同上 pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRtnDepthMarketData(self, data): """行情推送""" tick = VtTickData() @@ -339,22 +339,22 @@ class CtpMdApi(MdApi): self.gateway.onTick(tick) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspSubForQuoteRsp(self, data, error, n, last): """订阅期权询价""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspUnSubForQuoteRsp(self, data, error, n, last): """退订期权询价""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRtnForQuoteRsp(self, data): """期权询价推送""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def connect(self, userID, password, brokerID, address): """初始化连接""" self.userID = userID # 账号 @@ -381,7 +381,7 @@ class CtpMdApi(MdApi): if not self.loginStatus: self.login() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def subscribe(self, subscribeReq): """订阅合约""" # 这里的设计是，如果尚未登录就调用了订阅方法 @@ -391,7 +391,7 @@ class CtpMdApi(MdApi): self.subscribedSymbols.add(subscribeReq) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def login(self): """登录""" # 如果填入了用户名密码等，则登录 @@ -403,7 +403,7 @@ class CtpMdApi(MdApi): self.reqID += 1 self.reqUserLogin(req, self.reqID) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def close(self): """关闭""" self.exit() @@ -413,7 +413,7 @@ class CtpMdApi(MdApi): class CtpTdApi(TdApi): """CTP交易API实现""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self, gateway): """API对象的初始化函数""" super(CtpTdApi, self).__init__() @@ -435,7 +435,7 @@ class CtpTdApi(TdApi): self.frontID = EMPTY_INT # 前置机编号 self.sessionID = EMPTY_INT # 会话编号 - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onFrontConnected(self): """服务器连接""" self.connectionStatus = True @@ -447,7 +447,7 @@ class CtpTdApi(TdApi): self.login() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onFrontDisconnected(self, n): """服务器断开""" self.connectionStatus = False @@ -459,17 +459,17 @@ class CtpTdApi(TdApi): log.logContent = u'交易服务器连接断开' self.gateway.onLog(log) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onHeartBeatWarning(self, n): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspAuthenticate(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspUserLogin(self, data, error, n, last): """登陆回报""" # 如果登录成功，推送日志信息 @@ -498,8 +498,9 @@ class CtpTdApi(TdApi): err.errorID = error['ErrorID'] err.errorMsg = error['ErrorMsg'].decode('gbk') self.gateway.onError(err) + - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspUserLogout(self, data, error, n, last): """登出回报""" # 如果登出成功，推送日志信息 @@ -520,17 +521,17 @@ class CtpTdApi(TdApi): err.errorMsg = error['ErrorMsg'].decode('gbk') self.gateway.onError(err) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspUserPasswordUpdate(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspTradingAccountPasswordUpdate(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspOrderInsert(self, data, error, n, last): """发单错误（柜台）""" err = VtErrorData() @@ -539,17 +540,17 @@ class CtpTdApi(TdApi): err.errorMsg = error['ErrorMsg'].decode('gbk') self.gateway.onError(err) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspParkedOrderInsert(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspParkedOrderAction(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspOrderAction(self, data, error, n, last): """撤单错误（柜台）""" err = VtErrorData() @@ -558,12 +559,12 @@ class CtpTdApi(TdApi): err.errorMsg = error['ErrorMsg'].decode('gbk') self.gateway.onError(err) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQueryMaxOrderVolume(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspSettlementInfoConfirm(self, data, error, n, last): """确认结算信息回报""" log = VtLogData() @@ -575,52 +576,52 @@ class CtpTdApi(TdApi): self.reqID += 1 self.reqQryInstrument({}, self.reqID) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspRemoveParkedOrder(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspRemoveParkedOrderAction(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspExecOrderInsert(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspExecOrderAction(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspForQuoteInsert(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQuoteInsert(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQuoteAction(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryOrder(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryTrade(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryInvestorPosition(self, data, error, n, last): """持仓查询回报""" pos = VtPositionData() @@ -650,7 +651,7 @@ class CtpTdApi(TdApi): # 推送 self.gateway.onPosition(pos) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryTradingAccount(self, data, error, n, last): """资金账户查询回报""" account = VtAccountData() @@ -677,37 +678,37 @@ class CtpTdApi(TdApi): # 推送 self.gateway.onAccount(account) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryInvestor(self, data, error, n, last): """投资者查询回报""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryTradingCode(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryInstrumentMarginRate(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryInstrumentCommissionRate(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryExchange(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryProduct(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryInstrument(self, data, error, n, last): """合约查询回报""" contract = VtContractData() @@ -749,112 +750,114 @@ class CtpTdApi(TdApi): log.logContent = u'交易合约信息获取完成' self.gateway.onLog(log) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryDepthMarketData(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQrySettlementInfo(self, data, error, n, last): """查询结算信息回报""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryTransferBank(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryInvestorPositionDetail(self, data, error, n, last): - """""" + """投资者持仓详细查询应答。 + 当客户端发出投资者持仓查询指令后，后交易托管系统返回响应时，该方法会被调用 + """ pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryNotice(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQrySettlementInfoConfirm(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryInvestorPositionCombineDetail(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryCFMMCTradingAccountKey(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryEWarrantOffset(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryInvestorProductGroupMargin(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryExchangeMarginRate(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryExchangeMarginRateAdjust(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryExchangeRate(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQrySecAgentACIDMap(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryOptionInstrTradeCost(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryOptionInstrCommRate(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryExecOrder(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryForQuote(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryQuote(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryTransferSerial(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryAccountregister(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspError(self, error, n, last): """错误回报""" err = VtErrorData() @@ -863,7 +866,7 @@ class CtpTdApi(TdApi): err.errorMsg = error['ErrorMsg'].decode('gbk') self.gateway.onError(err) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRtnOrder(self, data): """报单回报""" # 更新最大报单编号 @@ -927,7 +930,7 @@ class CtpTdApi(TdApi): # 推送 self.gateway.onOrder(order) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRtnTrade(self, data): """成交回报""" # 创建报单数据对象 @@ -959,7 +962,7 @@ class CtpTdApi(TdApi): # 推送 self.gateway.onTrade(trade) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onErrRtnOrderInsert(self, data, error): """发单错误回报（交易所）""" err = VtErrorData() @@ -968,7 +971,7 @@ class CtpTdApi(TdApi): err.errorMsg = error['ErrorMsg'].decode('gbk') self.gateway.onError(err) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onErrRtnOrderAction(self, data, error): """撤单错误回报（交易所）""" err = VtErrorData() @@ -977,202 +980,202 @@ class CtpTdApi(TdApi): err.errorMsg = error['ErrorMsg'].decode('gbk') self.gateway.onError(err) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRtnInstrumentStatus(self, data): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRtnTradingNotice(self, data): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRtnErrorConditionalOrder(self, data): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRtnExecOrder(self, data): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onErrRtnExecOrderInsert(self, data, error): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onErrRtnExecOrderAction(self, data, error): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onErrRtnForQuoteInsert(self, data, error): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRtnQuote(self, data): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onErrRtnQuoteInsert(self, data, error): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onErrRtnQuoteAction(self, data, error): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRtnForQuoteRsp(self, data): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryContractBank(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryParkedOrder(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryParkedOrderAction(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryTradingNotice(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryBrokerTradingParams(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryBrokerTradingAlgos(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRtnFromBankToFutureByBank(self, data): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRtnFromFutureToBankByBank(self, data): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRtnRepealFromBankToFutureByBank(self, data): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRtnRepealFromFutureToBankByBank(self, data): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRtnFromBankToFutureByFuture(self, data): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRtnFromFutureToBankByFuture(self, data): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRtnRepealFromBankToFutureByFutureManual(self, data): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRtnRepealFromFutureToBankByFutureManual(self, data): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRtnQueryBankBalanceByFuture(self, data): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onErrRtnBankToFutureByFuture(self, data, error): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onErrRtnFutureToBankByFuture(self, data, error): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onErrRtnRepealBankToFutureByFutureManual(self, data, error): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onErrRtnRepealFutureToBankByFutureManual(self, data, error): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onErrRtnQueryBankBalanceByFuture(self, data, error): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRtnRepealFromBankToFutureByFuture(self, data): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRtnRepealFromFutureToBankByFuture(self, data): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspFromBankToFutureByFuture(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspFromFutureToBankByFuture(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQueryBankAccountMoneyByFuture(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRtnOpenAccountByBank(self, data): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRtnCancelAccountByBank(self, data): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRtnChangeAccountByBank(self, data): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def connect(self, userID, password, brokerID, address): """初始化连接""" self.userID = userID # 账号 @@ -1199,7 +1202,7 @@ class CtpTdApi(TdApi): if not self.loginStatus: self.login() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def login(self): """连接服务器""" # 如果填入了用户名密码等，则登录 @@ -1211,13 +1214,13 @@ class CtpTdApi(TdApi): self.reqID += 1 self.reqUserLogin(req, self.reqID) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def getAccount(self): """查询账户""" self.reqID += 1 self.reqQryTradingAccount({}, self.reqID) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def getPosition(self): """查询持仓""" self.reqID += 1 @@ -1226,7 +1229,7 @@ class CtpTdApi(TdApi): req['InvestorID'] = self.userID self.reqQryInvestorPosition(req, self.reqID) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def sendOrder(self, orderReq): """发单""" self.reqID += 1 @@ -1265,7 +1268,7 @@ class CtpTdApi(TdApi): vtOrderID = '.'.join([self.gatewayName, str(self.orderRef)]) return vtOrderID - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def cancelOrder(self, cancelOrderReq): """撤单""" self.reqID += 1 @@ -1284,13 +1287,13 @@ class CtpTdApi(TdApi): self.reqOrderAction(req, self.reqID) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def close(self): """关闭""" self.exit() -#---------------------------------------------------------------------- +# ---------------------------------------------------------------------- def test(): """测试""" from PyQt4 import QtCore diff --git a/vn.trader/eventEngine.py b/vn.trader/eventEngine.py index 03f97b17..da4a8319 100644 --- a/vn.trader/eventEngine.py +++ b/vn.trader/eventEngine.py @@ -49,7 +49,7 @@ class EventEngine: """ - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self): """初始化事件引擎""" # 事件队列 @@ -69,7 +69,7 @@ class EventEngine: # 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 self.__handlers = {} - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __run(self): """引擎运行""" while self.__active == True: @@ -79,7 +79,7 @@ class EventEngine: except Empty: pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __process(self, event): """处理事件""" # 检查是否存在对该事件进行监听的处理函数 @@ -91,7 +91,7 @@ class EventEngine: #for handler in self.__handlers[event.type_]: #handler(event) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __onTimer(self): """向事件队列中存入计时器事件""" # 创建计时器事件 @@ -100,7 +100,7 @@ class EventEngine: # 向队列中存入计时器事件 self.put(event) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def start(self): """引擎启动""" # 将引擎设为启动 @@ -112,7 +112,7 @@ class EventEngine: # 启动计时器，计时器事件间隔默认设定为1秒 self.__timer.start(1000) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def stop(self): """停止引擎""" # 将引擎设为停止 @@ -124,7 +124,7 @@ class EventEngine: # 等待事件处理线程退出 self.__thread.join() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def register(self, type_, handler): """注册事件处理函数监听""" # 尝试获取该事件类型对应的处理函数列表，若无则创建 @@ -138,7 +138,7 @@ class EventEngine: if handler not in handlerList: handlerList.append(handler) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def unregister(self, type_, handler): """注销事件处理函数监听""" # 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 @@ -155,7 +155,7 @@ class EventEngine: except KeyError: pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def put(self, event): """向事件队列中存入事件""" self.__queue.put(event) @@ -165,14 +165,14 @@ class EventEngine: class Event: """事件对象""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self, type_=None): """Constructor""" self.type_ = type_ # 事件类型 self.dict_ = {} # 字典用于保存具体的事件数据 -#---------------------------------------------------------------------- +# ---------------------------------------------------------------------- def test(): """测试函数""" import sys diff --git a/vn.trader/eventType.py b/vn.trader/eventType.py index 4b52dcbc..8017a413 100644 --- a/vn.trader/eventType.py +++ b/vn.trader/eventType.py @@ -31,7 +31,7 @@ EVENT_CTA_LOG = 'eCtaLog' # CTA相关的日志事件 EVENT_WIND_CONNECTREQ = 'eWindConnectReq' # Wind接口请求连接事件 -#---------------------------------------------------------------------- +# ---------------------------------------------------------------------- def test(): """检查是否存在内容重复的常量定义""" check_dict = {} diff --git a/vn.trader/ibGateway.py b/vn.trader/ibGateway.py index aa66beea..301f10e7 100644 --- a/vn.trader/ibGateway.py +++ b/vn.trader/ibGateway.py @@ -105,7 +105,7 @@ accountKeyMap['MaintMarginReq'] = 'margin' class IbGateway(VtGateway): """IB接口""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self, eventEngine, gatewayName='IB'): """Constructor""" super(IbGateway, self).__init__(eventEngine, gatewayName) @@ -127,7 +127,7 @@ class IbGateway(VtGateway): self.wrapper = IbWrapper(self) # 回调接口 self.connection = EClientSocket(self.wrapper) # 主动接口 - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def connect(self): """连接""" # 载入json文件 @@ -163,7 +163,7 @@ class IbGateway(VtGateway): # 请求账户数据主推更新 self.connection.reqAccountUpdates(True, '') - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def subscribe(self, subscribeReq): """订阅行情""" # 订阅行情 @@ -188,7 +188,7 @@ class IbGateway(VtGateway): tick.gatewayName = self.gatewayName self.tickDict[self.tickerId] = tick - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def sendOrder(self, orderReq): """发单""" # 增加报单号1，最后再次进行查询 @@ -222,12 +222,12 @@ class IbGateway(VtGateway): # 查询下一个有效编号 self.connection.reqIds(1) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def cancelOrder(self, cancelOrderReq): """撤单""" self.connection.cancelOrder(cancelOrderReq.orderID) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def getAccount(self): """查询账户资金""" log = VtLogData() @@ -235,7 +235,7 @@ class IbGateway(VtGateway): log.logContent = u'IB接口账户信息提供主推更新，无需查询' self.onLog(log) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def getPosition(self): """查询持仓""" log = VtLogData() @@ -243,7 +243,7 @@ class IbGateway(VtGateway): log.logContent = u'IB接口持仓信息提供主推更新，无需查询' self.onLog(log) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def close(self): """关闭""" self.connection.eDisconnect() @@ -253,7 +253,7 @@ class IbGateway(VtGateway): class IbWrapper(EWrapper): """IB回调接口的实现""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self, gateway): """Constructor""" super(IbWrapper, self).__init__() @@ -267,7 +267,7 @@ class IbWrapper(EWrapper): self.orderDict = gateway.orderDict # order字典 self.accountDict = gateway.accountDict # account字典 - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def tickPrice(self, tickerId, field, price, canAutoExecute): """行情推送（价格相关）""" if field in tickFieldMap: @@ -277,7 +277,7 @@ class IbWrapper(EWrapper): else: print field - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def tickSize(self, tickerId, field, size): """行情推送（量相关）""" if field in tickFieldMap: @@ -287,17 +287,17 @@ class IbWrapper(EWrapper): else: print field - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def tickOptionComputation(self, tickerId, field, impliedVol, delta, optPrice, pvDividend, gamma, vega, theta, undPrice): """行情推送（期权数值）""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def tickGeneric(self, tickerId, tickType, value): """行情推送（某些通用字段）""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def tickString(self, tickerId, tickType, value): """行情推送，特殊字段相关""" if tickType == 45: @@ -312,12 +312,12 @@ class IbWrapper(EWrapper): newtick = copy(tick) self.gateway.onTick(newtick) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def tickEFP(self, tickerId, tickType, basisPoints, formattedBasisPoints, impliedFuture, holdDays, futureExpiry, dividendImpact, dividendsToExpiry): """行情推送（合约属性相关）""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def orderStatus(self, orderId, status, filled, remaining, avgFillPrice, permId, parentId, lastFillPrice, clientId, whyHeld): """报单成交回报""" pass @@ -338,7 +338,7 @@ class IbWrapper(EWrapper): newod = copy(od) self.gateway.onOrder(newod) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def openOrder(self, orderId, contract, order, orderState): """报单信息推送""" orderId = str(orderId) # orderId是整数 @@ -362,12 +362,12 @@ class IbWrapper(EWrapper): newod = copy(od) self.gateway.onOrder(newod) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def openOrderEnd(self): """ generated source for method openOrderEnd """ pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def updateAccountValue(self, key, value, currency, accountName): """更新账户数据""" # 仅逐个字段更新数据，这里对于没有currency的推送忽略 @@ -387,7 +387,7 @@ class IbWrapper(EWrapper): k = accountKeyMap[key] account.__setattr__(k, float(value)) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def updatePortfolio(self, contract, position, marketPrice, marketValue, averageCost, unrealizedPNL, realizedPNL, accountName): """持仓更新推送""" pos = VtPositionData() @@ -403,7 +403,7 @@ class IbWrapper(EWrapper): self.gateway.onPosition(pos) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def updateAccountTime(self, timeStamp): """更新账户数据的时间""" # 推送数据 @@ -411,31 +411,31 @@ class IbWrapper(EWrapper): newaccount = copy(account) self.gateway.onAccount(newaccount) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def accountDownloadEnd(self, accountName): """ generated source for method accountDownloadEnd """ pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def nextValidId(self, orderId): """下一个有效报单编号更新""" self.gateway.orderId = orderId - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def contractDetails(self, reqId, contractDetails): """ generated source for method contractDetails """ pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def bondContractDetails(self, reqId, contractDetails): """ generated source for method bondContractDetails """ - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def contractDetailsEnd(self, reqId): """ generated source for method contractDetailsEnd """ pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def execDetails(self, reqId, contract, execution): """成交推送""" trade = VtTradeData() @@ -455,62 +455,62 @@ class IbWrapper(EWrapper): self.gateway.onTrade(trade) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def execDetailsEnd(self, reqId): """ generated source for method execDetailsEnd """ pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def updateMktDepth(self, tickerId, position, operation, side, price, size): """ generated source for method updateMktDepth """ pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def updateMktDepthL2(self, tickerId, position, marketMaker, operation, side, price, size): """ generated source for method updateMktDepthL2 """ pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def updateNewsBulletin(self, msgId, msgType, message, origExchange): """ generated source for method updateNewsBulletin """ pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def managedAccounts(self, accountsList): """ generated source for method managedAccounts """ pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def receiveFA(self, faDataType, xml): """ generated source for method receiveFA """ pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def historicalData(self, reqId, date, open, high, low, close, volume, count, WAP, hasGaps): """ generated source for method historicalData """ pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def scannerParameters(self, xml): """ generated source for method scannerParameters """ pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def scannerData(self, reqId, rank, contractDetails, distance, benchmark, projection, legsStr): ''' generated source for method scannerData ''' pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def scannerDataEnd(self, reqId): """ generated source for method scannerDataEnd """ pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def realtimeBar(self, reqId, time, open, high, low, close, volume, wap, count): """ generated source for method realtimeBar """ pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def currentTime(self, time): """ generated source for method currentTime """ t = strftime('%H:%M:%S', localtime(time)) @@ -523,52 +523,52 @@ class IbWrapper(EWrapper): log.logContent = (u'IB接口连接成功，当前服务器时间%s' %t) self.gateway.onLog(log) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def fundamentalData(self, reqId, data): """ generated source for method fundamentalData """ pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def deltaNeutralValidation(self, reqId, underComp): """ generated source for method deltaNeutralValidation """ pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def tickSnapshotEnd(self, reqId): """ generated source for method tickSnapshotEnd """ pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def marketDataType(self, reqId, marketDataType): """ generated source for method marketDataType """ pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def commissionReport(self, commissionReport): """ generated source for method commissionReport """ pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def position(self, account, contract, pos, avgCost): """ generated source for method position """ pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def positionEnd(self): """ generated source for method positionEnd """ pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def accountSummary(self, reqId, account, tag, value, currency): """ generated source for method accountSummary """ pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def accountSummaryEnd(self, reqId): """ generated source for method accountSummaryEnd """ pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def error(self, id=None, errorCode=None, errorMsg=None): """错误回报""" err = VtErrorData() @@ -577,7 +577,7 @@ class IbWrapper(EWrapper): err.errorMsg = errorMsg self.gateway.onError(err) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def error_0(self, strval=None): """错误回报（单一字符串）""" err = VtErrorData() @@ -585,7 +585,7 @@ class IbWrapper(EWrapper): err.errorMsg = strval self.gateway.onError(err) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def error_1(self, id=None, errorCode=None, errorMsg=None): """错误回报（字符串和代码）""" err = VtErrorData() @@ -594,7 +594,7 @@ class IbWrapper(EWrapper): err.errorMsg = errorMsg self.gateway.onError(err) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def connectionClosed(self): """连接断开""" self.connectionStatus = False diff --git a/vn.trader/ltsGateway.py b/vn.trader/ltsGateway.py index 5be2d46c..aeea737f 100644 --- a/vn.trader/ltsGateway.py +++ b/vn.trader/ltsGateway.py @@ -55,7 +55,7 @@ posiDirectionMapReverse = {v:k for k,v in posiDirectionMap.items()} class LtsGateway(VtGateway): """Lts接口""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self, eventEngine, gatewayName='LTS'): """Constructor""" super(LtsGateway, self).__init__(eventEngine, gatewayName) @@ -70,7 +70,7 @@ class LtsGateway(VtGateway): self.qryEnabled = False # 是否要启动循环查询 - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def connect(self): """连接""" # 载入json 文件 @@ -112,32 +112,32 @@ class LtsGateway(VtGateway): self.initQuery() self.startQuery() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def subscribe(self, subscribeReq): """订阅行情""" self.mdApi.subscribe(subscribeReq) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def sendOrder(self, orderReq): """发单""" return self.tdApi.sendOrder(orderReq) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def cancelOrder(self, cancelOrderReq): """撤单""" self.tdApi.cancelOrder(cancelOrderReq) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def getAccount(self): """查询账户资金""" self.qryApi.getAccount() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def getPosition(self): """查询持仓""" self.qryApi.getPosition() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def close(self): """关闭""" if self.mdConnected: @@ -147,7 +147,7 @@ class LtsGateway(VtGateway): if self.qryConnected: self.qryApi.close() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def initQuery(self): """初始化连续查询""" if self.qryEnabled: @@ -160,7 +160,7 @@ class LtsGateway(VtGateway): self.startQuery() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def query(self, event): """注册到事件处理引擎上的查询函数""" self.qryCount += 1 @@ -178,12 +178,12 @@ class LtsGateway(VtGateway): if self.qryNextFunction == len(self.qryFunctionList): self.qryNextFunction = 0 - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def startQuery(self): """启动连续查询""" self.eventEngine.register(EVENT_TIMER, self.query) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def setQryEnabled(self, qryEnabled): """设置是否要启动循环查询""" self.qryEnabled = qryEnabled @@ -193,7 +193,7 @@ class LtsGateway(VtGateway): class LtsMdApi(MdApi): """Lts行情API实现""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self, gateway): """Constructor""" super(LtsMdApi, self).__init__() @@ -213,7 +213,7 @@ class LtsMdApi(MdApi): self.brokerID = EMPTY_STRING # 经纪商代码 self.address = EMPTY_STRING # 服务器地址 - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onFrontConnected(self): """服务器连接""" self.connectionStatus = True @@ -224,7 +224,7 @@ class LtsMdApi(MdApi): self.gateway.onLog(log) self.login() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onFrontDisconnected(self,n): """服务器断开""" self.connectionStatus= False @@ -236,12 +236,12 @@ class LtsMdApi(MdApi): log.logContent = u'行情服务器连接断开' self.gateway.onLog(log) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onHeartBeatWarning(self, n): """心跳报警""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspError(self,error,n,last): """错误回报""" err = VtErrorData() @@ -250,7 +250,7 @@ class LtsMdApi(MdApi): err.errorMsg = error['ErrorMsg'].decode('gbk') self.gateway.onError(err) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspUserLogin(self, data, error, n, last): """登陆回报""" # 如果登录成功，推送日志信息 @@ -275,7 +275,7 @@ class LtsMdApi(MdApi): err.errorMsg = error['ErrorMsg'].decode('gbk') self.gateway.onError(err) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspUserLogout(self, data, error, n, last): """登出回报""" # 如果登出成功，推送日志信息 @@ -296,19 +296,19 @@ class LtsMdApi(MdApi): err.errorMsg = error['ErrorMsg'].decode('gbk') self.gateway.onError(err) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspSubMarketData(self, data, error, n, last): """订阅合约回报""" # 通常不在乎订阅错误，选择忽略 pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspUnSubMarketData(self, data, error, n, last): """退订合约回报""" # 同上 pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRtnDepthMarketData(self, data): """行情推送""" tick = VtTickData() @@ -360,7 +360,7 @@ class LtsMdApi(MdApi): self.gateway.onTick(tick) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def connect(self, userID, password, brokerID, address): """初始化连接""" self.userID = userID # 账号 @@ -387,7 +387,7 @@ class LtsMdApi(MdApi): if not self.loginStatus: self.login() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def subscribe(self, subscribeReq): """订阅合约""" req = {} @@ -403,7 +403,7 @@ class LtsMdApi(MdApi): self.subscribedSymbols.add(subscribeReq) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def login(self): """登录""" # 如果填入了用户名密码等，则登录 @@ -415,7 +415,7 @@ class LtsMdApi(MdApi): self.reqID += 1 self.reqUserLogin(req, self.reqID) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def close(self): """关闭""" self.exit() @@ -425,7 +425,7 @@ class LtsMdApi(MdApi): class LtsTdApi(TdApi): """LTS交易API实现""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self, gateway): """API对象的初始化函数""" super(LtsTdApi, self).__init__() @@ -450,7 +450,7 @@ class LtsTdApi(TdApi): self.frontID = EMPTY_INT # 前置机编号 self.sessionID = EMPTY_INT # 会话编号 - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onFrontConnected(self): """服务器连接""" self.connectionStatus = True @@ -464,7 +464,7 @@ class LtsTdApi(TdApi): self.reqID += 1 self.reqFetchAuthRandCode({}, self.reqID) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onFrontDisconnected(self, n): """服务器断开""" self.connectionStatus = False @@ -476,12 +476,12 @@ class LtsTdApi(TdApi): log.logContent = u'交易服务器连接断开' self.gateway.onLog(log) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onHeartBeatWarning(self, n): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspUserLogin(self, data, error, n, last): """登陆回报""" # 如果登录成功，推送日志信息 @@ -504,7 +504,7 @@ class LtsTdApi(TdApi): err.errorMsg = error['ErrorMsg'].decode('gbk') self.gateway.onError(err) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspUserLogout(self, data, error, n, last): """登出回报""" # 如果登出成功，推送日志信息 @@ -525,23 +525,23 @@ class LtsTdApi(TdApi): err.errorMsg = error['ErrorMsg'].decode('gbk') self.gateway.onError(err) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspFetchAuthRandCode(self, data, error, n, last): """请求随机认证码""" self.randCode = data['RandCode'] self.login() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspUserPasswordUpdate(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspTradingAccountPasswordUpdate(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspOrderInsert(self, data, error, n, last): """发单错误（柜台）""" err = VtErrorData() @@ -550,7 +550,7 @@ class LtsTdApi(TdApi): err.errorMsg = error['ErrorMsg'].decode('gbk') self.gateway.onError(err) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspOrderAction(self, data, error, n, last): """撤单错误（柜台）""" err = VtErrorData() @@ -559,7 +559,7 @@ class LtsTdApi(TdApi): err.errorMsg = error['ErrorMsg'].decode('gbk') self.gateway.onError(err) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspError(self, error, n, last): """错误回报""" err = VtErrorData() @@ -568,7 +568,7 @@ class LtsTdApi(TdApi): err.errorMsg = error['ErrorMsg'].decode('gbk') self.gateway.onError(err) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRtnOrder(self, data): """报单回报""" @@ -630,7 +630,7 @@ class LtsTdApi(TdApi): # 推送 self.gateway.onOrder(order) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRtnTrade(self, data): """成交回报""" # 创建报单数据对象 @@ -662,7 +662,7 @@ class LtsTdApi(TdApi): # 推送 self.gateway.onTrade(trade) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onErrRtnOrderInsert(self, data, error): """发单错误回报（交易所）""" @@ -676,7 +676,7 @@ class LtsTdApi(TdApi): err.errorMsg = error['ErrorMsg'].decode('gbk') self.gateway.onError(err) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onErrRtnOrderAction(self, data, error): """撤单错误回报（交易所）""" err = VtErrorData() @@ -685,42 +685,42 @@ class LtsTdApi(TdApi): err.errorMsg = error['ErrorMsg'].decode('gbk') self.gateway.onError(err) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspFundOutByLiber(self, data, error, n, last): """LTS发起出金应答""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRtnFundOutByLiber(self, data): """LTS发起出金通知""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onErrRtnFundOutByLiber(self, data, error): """LTS发起出金错误回报""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRtnFundInByBank(self, data): """银行发起入金通知""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspFundInterTransfer(self, data, error, n, last): """资金内转应答""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRtnFundInterTransferSerial(self, data): """资金内转流水通知""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onErrRtnFundInterTransfer(self, data, error): """资金内转错误回报""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def connect(self, userID, password, brokerID, address, productInfo, authCode): """初始化连接""" self.userID = userID # 账号 @@ -749,7 +749,7 @@ class LtsTdApi(TdApi): if not self.loginStatus: self.login() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def login(self): """连接服务器""" # 如果填入了用户名密码等，则登录 @@ -764,7 +764,7 @@ class LtsTdApi(TdApi): self.reqID += 1 self.reqUserLogin(req, self.reqID) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def sendOrder(self, orderReq): """发单""" self.reqID += 1 @@ -806,7 +806,7 @@ class LtsTdApi(TdApi): vtOrderID = '.'.join([self.gatewayName, str(self.orderRef)]) return vtOrderID - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def cancelOrder(self, cancelOrderReq): """撤单""" self.reqID += 1 @@ -825,7 +825,7 @@ class LtsTdApi(TdApi): self.reqOrderAction(req, self.reqID) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def close(self): """关闭""" self.exit() @@ -835,7 +835,7 @@ class LtsTdApi(TdApi): class LtsQryApi(QryApi): """Lts账户查询实现""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self, gateway): """API对象的初始化函数""" super(LtsQryApi, self).__init__() @@ -860,7 +860,7 @@ class LtsQryApi(QryApi): self.frontID = EMPTY_INT # 前置机编号 self.sessionID = EMPTY_INT # 会话编号 - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onFrontConnected(self): """服务器连接""" self.connectionStatus = True @@ -874,7 +874,7 @@ class LtsQryApi(QryApi): self.reqID += 1 self.reqFetchAuthRandCode({}, self.reqID) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onFrontDisconnected(self, n): """服务器断开""" self.connectionStatus = False @@ -886,12 +886,12 @@ class LtsQryApi(QryApi): log.logContent = u'查询服务器连接断开' self.gateway.onLog(log) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onHeartBeatWarning(self, n): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspError(self, error, n, last): """错误回报""" err = VtErrorData() @@ -900,7 +900,7 @@ class LtsQryApi(QryApi): err.errorMsg = error['ErrorMsg'].decode('gbk') self.gateway.onError(err) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspUserLogin(self, data, error, n, last): """登陆回报""" # 如果登录成功，推送日志信息 @@ -927,7 +927,7 @@ class LtsQryApi(QryApi): err.errorMsg = error['ErrorMsg'].decode('gbk') self.gateway.onError(err) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspUserLogout(self, data, error, n, last): """登出回报""" # 如果登出成功，推送日志信息 @@ -948,17 +948,17 @@ class LtsQryApi(QryApi): err.errorMsg = error['ErrorMsg'].decode('gbk') self.gateway.onError(err) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspFetchAuthRandCode(self, data, error, n, last): """请求随机认证码""" self.randCode = data['RandCode'] self.login() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryExchange(self, data, error, n, last): pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryInstrument(self, data, error, n, last): """合约查询回报""" contract = VtContractData() @@ -1004,17 +1004,17 @@ class LtsQryApi(QryApi): log.logContent = u'交易合约信息获取完成' self.gateway.onLog(log) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryInvestor(self, data, error, n, last): """投资者查询回报""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryTradingCode(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryTradingAccount(self, data, error, n, last): """资金账户查询回报""" account = VtAccountData() @@ -1038,102 +1038,102 @@ class LtsQryApi(QryApi): # 推送 self.gateway.onAccount(account) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryBondInterest(self, data, error, n, last): """债券利息查询回报""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryMarketRationInfo(self, data, error, n, last): """市值配售查询回报""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryInstrumentCommissionRate(self, data, error, n, last): """合约手续费查询回报""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryETFInstrument(self, data, error, n, last): """ETF基金查询回报""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryETFBasket(self, data, error, n, last): """ETF股票篮查询回报""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryOFInstrument(self, data, error, n, last): """OF合约查询回报""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQrySFInstrument(self, data, error, n, last): """SF合约查询回报""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryInstrumentUnitMargin(self, data, error, n, last): """查询单手保证金""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryPreDelivInfo(self, data, error, n , last): """查询预交割信息""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRsyQryCreditStockAssignInfo(self, data, error, n, last): """查询可融券分配""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryCreditCashAssignInfo(self, data, error, n , last): """查询可融资分配""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRsyQryConversionRate(self, data, error, n, last): """查询证券这算率""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryHisCreditDebtInfo(self,data, error, n, last): """查询历史信用负债""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryMarketDataStaticInfo(self, data, error, n, last): """查询行情静态信息""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryExpireRepurchInfo(self, data, error, n, last): """查询到期回购信息响应""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryBondPledgeRate(self, data, error, n, last): """查询债券质押为标准券比例""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryPledgeBond(self, data, error, n, last): """查询债券质押代码对照关系""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryOrder(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryTrade(self, data, error, n, last): """""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryInvestorPosition(self, data, error, n, last): """持仓查询回报""" pos = VtPositionData() @@ -1164,17 +1164,17 @@ class LtsQryApi(QryApi): # 推送 self.gateway.onPosition(pos) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def OnRspQryFundTransferSerial(self, data, error, n, last): """资金转账查询""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onRspQryFundInterTransferSerial(self, data, error,n, last): """资金内转流水查询""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def connect(self, userID, password, brokerID, address, productInfo, authCode): """初始化连接""" self.userID = userID # 账号 @@ -1203,7 +1203,7 @@ class LtsQryApi(QryApi): if not self.loginStatus: self.login() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def login(self): """连接服务器""" # 如果填入了用户名密码等，则登录 @@ -1220,7 +1220,7 @@ class LtsQryApi(QryApi): self.reqUserLogin(req, self.reqID) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def getAccount(self): """查询账户""" self.reqID += 1 @@ -1230,7 +1230,7 @@ class LtsQryApi(QryApi): req['InvestorID'] = self.userID self.reqQryTradingAccount(req, self.reqID) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def getPosition(self): """查询持仓""" self.reqID += 1 @@ -1239,7 +1239,7 @@ class LtsQryApi(QryApi): req['InvestorID'] = self.userID self.reqQryInvestorPosition(req, self.reqID) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def close(self): """关闭""" self.exit() diff --git a/vn.trader/uiBasicWidget.py b/vn.trader/uiBasicWidget.py index fc07f250..7c34f270 100644 --- a/vn.trader/uiBasicWidget.py +++ b/vn.trader/uiBasicWidget.py @@ -16,7 +16,7 @@ BASIC_FONT = QtGui.QFont(u'微软雅黑', 12) class BasicCell(QtGui.QTableWidgetItem): """基础的单元格""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self, text=None): """Constructor""" super(BasicCell, self).__init__() @@ -24,7 +24,7 @@ class BasicCell(QtGui.QTableWidgetItem): if text: self.setContent(text) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def setContent(self, text): """设置内容""" @@ -38,7 +38,7 @@ class BasicCell(QtGui.QTableWidgetItem): class DirectionCell(QtGui.QTableWidgetItem): """用来显示买卖方向的单元格""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self, text=None): """Constructor""" super(DirectionCell, self).__init__() @@ -46,7 +46,7 @@ class DirectionCell(QtGui.QTableWidgetItem): if text: self.setContent(text) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def setContent(self, text): """设置内容""" if text == DIRECTION_LONG or text == DIRECTION_NET: @@ -61,7 +61,7 @@ class NameCell(QtGui.QTableWidgetItem): """用来显示合约中文的单元格""" dataEngine = None - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self, text=None, dataEngine=None): """Constructor""" super(NameCell, self).__init__() @@ -69,13 +69,13 @@ class NameCell(QtGui.QTableWidgetItem): if text: self.setContent(text) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- @staticmethod def setDataEngine(self, dataEngine): """设置读取合约用的数据引擎对象""" self.dataEngine = dataEngine - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def setContent(self, text): """设置内容""" if self.dataEngine: @@ -97,7 +97,7 @@ class NameCell(QtGui.QTableWidgetItem): class BidCell(QtGui.QTableWidgetItem): """买价单元格""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self, text=None): """Constructor""" super(BidCell, self).__init__() @@ -108,7 +108,7 @@ class BidCell(QtGui.QTableWidgetItem): if text: self.setContent(text) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def setContent(self, text): """设置内容""" self.setText(text) @@ -118,7 +118,7 @@ class BidCell(QtGui.QTableWidgetItem): class AskCell(QtGui.QTableWidgetItem): """买价单元格""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self, text=None): """Constructor""" super(AskCell, self).__init__() @@ -129,7 +129,7 @@ class AskCell(QtGui.QTableWidgetItem): if text: self.setContent(text) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def setContent(self, text): """设置内容""" self.setText(text) @@ -146,7 +146,7 @@ class BasicMonitor(QtGui.QTableWidget): """ signal = QtCore.pyqtSignal(type(Event())) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self, eventEngine=None, parent=None): """Constructor""" super(BasicMonitor, self).__init__(parent) @@ -170,33 +170,33 @@ class BasicMonitor(QtGui.QTableWidget): # 保存数据对象到单元格 self.saveData = False - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def setHeaderDict(self, headerDict): """设置表头有序字典""" self.headerDict = headerDict self.headerList = headerDict.keys() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def setDataKey(self, dataKey): """设置数据字典的键""" self.dataKey = dataKey - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def setEventType(self, eventType): """设置监控的事件类型""" self.eventType = eventType - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def setFont(self, font): """设置字体""" self.font = font - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def setSaveData(self, saveData): """设置是否要保存数据到单元格""" self.saveData = saveData - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def initTable(self): """初始化表格""" # 设置表格的列数 @@ -216,19 +216,19 @@ class BasicMonitor(QtGui.QTableWidget): # 设为行交替颜色 self.setAlternatingRowColors(True) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def registerEvent(self): """注册GUI更新相关的事件监听""" self.signal.connect(self.updateEvent) self.eventEngine.register(self.eventType, self.signal.emit) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def updateEvent(self, event): """收到事件更新""" data = event.dict_['data'] self.updateData(data) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def updateData(self, data): """将数据更新到表格中""" # 如果设置了dataKey，则采用存量更新模式 @@ -281,7 +281,7 @@ class BasicMonitor(QtGui.QTableWidget): # 调整列宽 self.resizeColumns() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def resizeColumns(self): """调整各列的大小""" self.horizontalHeader().resizeSections(QtGui.QHeaderView.ResizeToContents) @@ -291,7 +291,7 @@ class BasicMonitor(QtGui.QTableWidget): class MarketMonitor(BasicMonitor): """市场监控组件""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self, eventEngine, parent=None): """Constructor""" super(MarketMonitor, self).__init__(eventEngine, parent) @@ -334,7 +334,7 @@ class MarketMonitor(BasicMonitor): class LogMonitor(BasicMonitor): """日志监控""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self, eventEngine, parent=None): """Constructor""" super(LogMonitor, self).__init__(eventEngine, parent) @@ -355,7 +355,7 @@ class LogMonitor(BasicMonitor): class ErrorMonitor(BasicMonitor): """错误监控""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self, eventEngine, parent=None): """Constructor""" super(ErrorMonitor, self).__init__(eventEngine, parent) @@ -377,7 +377,7 @@ class ErrorMonitor(BasicMonitor): class TradeMonitor(BasicMonitor): """成交监控""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self, eventEngine, parent=None): """Constructor""" super(TradeMonitor, self).__init__(eventEngine, parent) @@ -405,7 +405,7 @@ class TradeMonitor(BasicMonitor): class OrderMonitor(BasicMonitor): """委托监控""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self, eventEngine, mainEngine, parent=None): """Constructor""" super(OrderMonitor, self).__init__(eventEngine, parent) @@ -439,13 +439,13 @@ class OrderMonitor(BasicMonitor): self.connectSignal() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def connectSignal(self): """连接信号""" # 双击单元格撤单 self.itemDoubleClicked.connect(self.cancelOrder) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def cancelOrder(self, cell): """根据单元格的数据撤单""" order = cell.data @@ -463,7 +463,7 @@ class OrderMonitor(BasicMonitor): class PositionMonitor(BasicMonitor): """持仓监控""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self, eventEngine, parent=None): """Constructor""" super(PositionMonitor, self).__init__(eventEngine, parent) @@ -489,7 +489,7 @@ class PositionMonitor(BasicMonitor): class AccountMonitor(BasicMonitor): """账户监控""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self, eventEngine, parent=None): """Constructor""" super(AccountMonitor, self).__init__(eventEngine, parent) @@ -552,7 +552,7 @@ class TradingWidget(QtGui.QFrame): gatewayList = [''] - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self, mainEngine, eventEngine, dataEngine, parent=None): """Constructor""" super(TradingWidget, self).__init__(parent) @@ -568,7 +568,7 @@ class TradingWidget(QtGui.QFrame): self.initUi() self.connectSignal() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def initUi(self): """初始化界面""" self.setWindowTitle(u'交易') @@ -756,7 +756,7 @@ class TradingWidget(QtGui.QFrame): buttonCancelAll.clicked.connect(self.cancelAll) self.lineSymbol.returnPressed.connect(self.updateSymbol) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def updateSymbol(self): """合约变化""" @@ -874,7 +874,7 @@ class TradingWidget(QtGui.QFrame): # 更新组件当前交易的合约 self.symbol = vtSymbol - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def updateTick(self, event): """更新行情""" tick = event.dict_['data'] @@ -914,12 +914,12 @@ class TradingWidget(QtGui.QFrame): else: self.labelReturn.setText('') - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def connectSignal(self): """连接Signal""" self.signal.connect(self.updateTick) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def sendOrder(self): """发单""" @@ -954,7 +954,7 @@ class TradingWidget(QtGui.QFrame): self.mainEngine.sendOrder(req, gatewayName) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def cancelAll(self): """一键撤销所有委托""" l = self.dataEngine.getAllWorkingOrders() @@ -972,7 +972,7 @@ class TradingWidget(QtGui.QFrame): class ContractMonitor(BasicMonitor): """合约查询""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self, dataEngine, parent=None): """Constructor""" super(ContractMonitor, self).__init__(parent=parent) @@ -994,7 +994,7 @@ class ContractMonitor(BasicMonitor): self.initUi() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def initUi(self): """初始化界面""" self.setWindowTitle(u'合约查询') @@ -1003,7 +1003,7 @@ class ContractMonitor(BasicMonitor): self.initTable() self.initMenu() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def showAllContracts(self): """显示所有合约数据""" l = self.dataEngine.getAllContracts() @@ -1029,7 +1029,7 @@ class ContractMonitor(BasicMonitor): row = row + 1 - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def refresh(self): """刷新""" self.clearContents() @@ -1037,7 +1037,7 @@ class ContractMonitor(BasicMonitor): self.showAllContracts() self.menu.close() # 关闭菜单 - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def initMenu(self): """初始化右键菜单""" refreshAction = QtGui.QAction(u'刷新', self) @@ -1046,12 +1046,12 @@ class ContractMonitor(BasicMonitor): self.menu = QtGui.QMenu(self) self.menu.addAction(refreshAction) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def contextMenuEvent(self, event): """右键点击事件""" self.menu.popup(QtGui.QCursor.pos()) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def show(self): """显示""" super(ContractMonitor, self).show() diff --git a/vn.trader/uiCtaWidget.py b/vn.trader/uiCtaWidget.py index 4f991e15..965d1fda 100644 --- a/vn.trader/uiCtaWidget.py +++ b/vn.trader/uiCtaWidget.py @@ -12,7 +12,7 @@ class ValueMonitor(QtGui.QTableWidget): """数值监控""" signal = QtCore.pyqtSignal() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self, parent=None): """Constructor""" super(ValueMonitor , self).__init__(parent) @@ -24,7 +24,7 @@ class ValueMonitor(QtGui.QTableWidget): self.initUi() self.signal.connect(self.updateTable) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def initUi(self): """初始化界面""" self.setColumnCount(2) @@ -35,13 +35,13 @@ class ValueMonitor(QtGui.QTableWidget): self.setEditTriggers(self.NoEditTriggers) self.setAlternatingRowColors(True) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def updateData(self, data): """更新数据""" self.data = data self.signal.emit() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def updateTable(self): """更新表格""" for key, value in self.data.items(): @@ -63,9 +63,11 @@ class ValueMonitor(QtGui.QTableWidget): ######################################################################## class CtaStrategyManager(QtGui.QGroupBox): - """策略管理组件""" + """策略管理组件 + 即策略的UI，提供了启动、停止，查看参数，参看变量等显示信息 + """ - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self, ctaEngine, eventEngine, name, parent=None): """Constructor""" super(CtaStrategyManager, self).__init__(parent) @@ -78,7 +80,7 @@ class CtaStrategyManager(QtGui.QGroupBox): self.updateMonitor() self.registerEvent() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def initUi(self): """初始化界面""" self.setTitle(self.name) @@ -107,28 +109,32 @@ class CtaStrategyManager(QtGui.QGroupBox): vbox.addWidget(self.varMonitor) self.setLayout(vbox) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def updateMonitor(self, event=None): """显示策略最新状态""" + + # 调用CTA策略引擎,获取策略的所有参数的值（依赖策略的ParamList配置） paramDict = self.ctaEngine.getStrategyParam(self.name) if paramDict: self.paramMonitor.updateData(paramDict) - + + # 调用CTA策略引擎,获取策略的所有变量的值（依赖策略的varList配置） varDict = self.ctaEngine.getStrategyVar(self.name) if varDict: self.varMonitor.updateData(varDict) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def registerEvent(self): """注册事件监听""" + # 注册定时器，定时更新策略最新状态 self.eventEngine.register(EVENT_TIMER, self.updateMonitor) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def start(self): """启动策略""" self.ctaEngine.startStrategy(self.name) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def stop(self): """停止策略""" self.ctaEngine.stopStrategy(self.name) @@ -138,9 +144,11 @@ class CtaStrategyManager(QtGui.QGroupBox): ######################################################################## class CtaEngineManager(QtGui.QWidget): """CTA引擎管理组件""" + + # 定义信号对象，为Event的类型 signal = QtCore.pyqtSignal(type(Event())) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self, ctaEngine, eventEngine, parent=None): """Constructor""" super(CtaEngineManager, self).__init__(parent) @@ -156,7 +164,7 @@ class CtaEngineManager(QtGui.QWidget): # 记录日志 self.ctaEngine.writeCtaLog(u'CTA引擎启动成功') - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def initUi(self): """初始化界面""" self.setWindowTitle(u'CTA策略') @@ -190,50 +198,66 @@ class CtaEngineManager(QtGui.QWidget): vbox.addWidget(self.ctaLogMonitor) self.setLayout(vbox) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def initStrategyManager(self): - """初始化策略管理组件界面""" + """初始化策略管理组件界面""" + # 构建组件w w = QtGui.QWidget() + + # 构建Layout层 hbox = QtGui.QHBoxLayout() - + + # 将策略UI组件逐一添加Layout层 for name in self.ctaEngine.strategyDict.keys(): strategyManager = CtaStrategyManager(self.ctaEngine, self.eventEngine, name) hbox.addWidget(strategyManager) - + + # w绑定Layout层 w.setLayout(hbox) + + # 滚动区域，设置为组件w self.scrollArea.setWidget(w) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def startAll(self): """全部启动""" for name in self.ctaEngine.strategyDict.keys(): self.ctaEngine.startStrategy(name) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def stopAll(self): """全部停止""" for name in self.ctaEngine.strategyDict.keys(): self.ctaEngine.stopStrategy(name) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def load(self): """加载策略""" if not self.strategyLoaded: + + # 调用策略引擎，加载所有策略设置 self.ctaEngine.loadStrategySetting() + + # 初始化所有策略的UI组件 self.initStrategyManager() + self.strategyLoaded = True + self.ctaEngine.writeCtaLog(u'策略加载成功') - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def updateCtaLog(self, event): """更新CTA相关日志""" log = event.dict_['data'] content = '\t'.join([log.logTime, log.logContent]) self.ctaLogMonitor.append(content) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def registerEvent(self): """注册事件监听""" + # 定义信号绑定方法 self.signal.connect(self.updateCtaLog) + + # 注册EVENT_CAT_LOG类型的事件，触发方法为信号的焕发（emit） self.eventEngine.register(EVENT_CTA_LOG, self.signal.emit) diff --git a/vn.trader/uiMainWindow.py b/vn.trader/uiMainWindow.py index ae96fd8f..2a3194f7 100644 --- a/vn.trader/uiMainWindow.py +++ b/vn.trader/uiMainWindow.py @@ -10,7 +10,7 @@ from uiCtaWidget import CtaEngineManager class MainWindow(QtGui.QMainWindow): """主窗口""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self, mainEngine, eventEngine, dataEngine): """Constructor""" super(MainWindow, self).__init__() @@ -21,7 +21,7 @@ class MainWindow(QtGui.QMainWindow): self.initUi() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def initUi(self): """初始化界面""" self.setWindowTitle('VnTrader') @@ -29,7 +29,7 @@ class MainWindow(QtGui.QMainWindow): self.initMenu() self.initStatusBar() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def initCentral(self): """初始化中心区域""" marketM = MarketMonitor(self.eventEngine) @@ -65,13 +65,23 @@ class MainWindow(QtGui.QMainWindow): central.setLayout(grid) self.setCentralWidget(central) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def initMenu(self): """初始化菜单""" + # 创建操作 - connectCtpAction = QtGui.QAction(u'连接CTP', self) - connectCtpAction.triggered.connect(self.connectCtp) - + connectCtpProdAction = QtGui.QAction(u'连接生产CTP', self) + connectCtpProdAction.triggered.connect(self.connectCtpProd) + + connectCtpPostAction = QtGui.QAction(u'连接盘后CTP', self) + connectCtpPostAction.triggered.connect(self.connectCtpPost) + + connectCtpTestAction = QtGui.QAction(u'连接测试CTP', self) + connectCtpTestAction.triggered.connect(self.connectCtpTest) + + #connectCtpAction = QtGui.QAction(u'连接CTP', self) + #connectCtpAction.triggered.connect(self.connectCtp) + connectLtsAction = QtGui.QAction(u'连接LTS', self) connectLtsAction.triggered.connect(self.connectLts) @@ -104,7 +114,11 @@ class MainWindow(QtGui.QMainWindow): menubar = self.menuBar() sysMenu = menubar.addMenu(u'系统') - sysMenu.addAction(connectCtpAction) + sysMenu.addAction(connectCtpProdAction) + sysMenu.addAction(connectCtpPostAction) + sysMenu.addAction(connectCtpTestAction) + #sysMenu.addAction(connectCtpAction) + sysMenu.addAction(connectLtsAction) sysMenu.addAction(connectWindAction) @@ -121,7 +135,7 @@ class MainWindow(QtGui.QMainWindow): helpMenu = menubar.addMenu(u'帮助') helpMenu.addAction(aboutAction) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def initStatusBar(self): """初始化状态栏""" self.statusLabel = QtGui.QLabel() @@ -134,7 +148,7 @@ class MainWindow(QtGui.QMainWindow): self.sbTrigger = 10 # 10秒刷新一次 self.eventEngine.register(EVENT_TIMER, self.updateStatusBar) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def updateStatusBar(self, event): """在状态栏更新CPU和内存信息""" self.sbCount += 1 @@ -143,35 +157,48 @@ class MainWindow(QtGui.QMainWindow): self.sbCount = 0 self.statusLabel.setText(self.getCpuMemory()) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def getCpuMemory(self): """获取CPU和内存状态信息""" cpuPercent = psutil.cpu_percent() memoryPercent = psutil.virtual_memory().percent return u'CPU使用率：%d%% 内存使用率：%d%%' % (cpuPercent, memoryPercent) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- + def connectCtpProd(self): + """连接生产环境CTP接口""" + self.mainEngine.connect('CTP_Prod') + + # ---------------------------------------------------------------------- + def connectCtpPost(self): + """连接盘后CTP接口""" + self.mainEngine.connect('CTP_Post') + + def connectCtpTest(self): + """连接测试环境CTP接口""" + self.mainEngine.connect('CTP_Test') + def connectCtp(self): """连接CTP接口""" self.mainEngine.connect('CTP') - - #---------------------------------------------------------------------- + + # ---------------------------------------------------------------------- def connectLts(self): """连接LTS接口""" self.mainEngine.connect('LTS') - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def connectWind(self): """连接Wind接口""" self.mainEngine.connect('Wind') - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def connectIb(self): """连接Ib""" self.mainEngine.connect('IB') - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def testSubscribe(self): """测试订阅""" req = VtSubscribeReq() @@ -193,7 +220,7 @@ class MainWindow(QtGui.QMainWindow): req.symbol = 'GE' self.mainEngine.subscribe(req, 'IB') - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def openAbout(self): """打开关于""" try: @@ -202,7 +229,7 @@ class MainWindow(QtGui.QMainWindow): self.aboutW = AboutWidget(self) self.aboutW.show() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def openContract(self): """打开合约查询""" try: @@ -212,7 +239,7 @@ class MainWindow(QtGui.QMainWindow): self.contractM.show() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def openCta(self): """打开CTA组件""" try: @@ -222,7 +249,7 @@ class MainWindow(QtGui.QMainWindow): self.ctaM.show() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def closeEvent(self, event): """关闭事件""" reply = QtGui.QMessageBox.question(self, u'退出', @@ -240,14 +267,14 @@ class MainWindow(QtGui.QMainWindow): class AboutWidget(QtGui.QDialog): """显示关于信息""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self, parent=None): """Constructor""" super(AboutWidget, self).__init__(parent) self.initUi() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def initUi(self): """""" self.setWindowTitle(u'关于') diff --git a/vn.trader/vtEngine.py b/vn.trader/vtEngine.py index e7db00f2..1c491f1f 100644 --- a/vn.trader/vtEngine.py +++ b/vn.trader/vtEngine.py @@ -20,7 +20,7 @@ from ctaEngine import CtaEngine class MainEngine(object): """主引擎""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self): """Constructor""" # 创建事件引擎 @@ -37,6 +37,15 @@ class MainEngine(object): # 创建我们想要接入的接口对象 self.addGateway(CtpGateway, 'CTP') self.gatewayDict['CTP'].setQryEnabled(True) + + self.addGateway(CtpGateway, 'CTP_Prod') + self.gatewayDict['CTP_Prod'].setQryEnabled(True) + + self.addGateway(CtpGateway, 'CTP_Post') + self.gatewayDict['CTP_Post'].setQryEnabled(True) + + self.addGateway(CtpGateway, 'CTP_Test') + self.gatewayDict['CTP_Test'].setQryEnabled(True) self.addGateway(LtsGateway, 'LTS') self.gatewayDict['LTS'].setQryEnabled(True) @@ -51,12 +60,12 @@ class MainEngine(object): # CTA引擎 self.ctaEngine = CtaEngine(self, self.eventEngine, self.dataEngine) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def addGateway(self, gateway, gatewayName=None): """创建接口""" self.gatewayDict[gatewayName] = gateway(self.eventEngine, gatewayName) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def connect(self, gatewayName): """连接特定名称的接口""" if gatewayName in self.gatewayDict: @@ -65,7 +74,7 @@ class MainEngine(object): else: self.writeLog(u'接口不存在：%s' %gatewayName) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def subscribe(self, subscribeReq, gatewayName): """订阅特定接口的行情""" if gatewayName in self.gatewayDict: @@ -74,7 +83,7 @@ class MainEngine(object): else: self.writeLog(u'接口不存在：%s' %gatewayName) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def sendOrder(self, orderReq, gatewayName): """对特定接口发单""" if gatewayName in self.gatewayDict: @@ -83,7 +92,7 @@ class MainEngine(object): else: self.writeLog(u'接口不存在：%s' %gatewayName) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def cancelOrder(self, cancelOrderReq, gatewayName): """对特定接口撤单""" if gatewayName in self.gatewayDict: @@ -92,7 +101,7 @@ class MainEngine(object): else: self.writeLog(u'接口不存在：%s' %gatewayName) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def getAccont(self, gatewayName): """查询特定接口的账户""" if gatewayName in self.gatewayDict: @@ -101,7 +110,7 @@ class MainEngine(object): else: self.writeLog(u'接口不存在：%s' %gatewayName) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def getPosition(self, gatewayName): """查询特定接口的持仓""" if gatewayName in self.gatewayDict: @@ -110,7 +119,7 @@ class MainEngine(object): else: self.writeLog(u'接口不存在：%s' %gatewayName) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def exit(self): """退出程序前调用，保证正常退出""" # 安全关闭所有接口 @@ -123,7 +132,7 @@ class MainEngine(object): # 保存数据引擎里的合约数据到硬盘 self.dataEngine.saveContracts() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def writeLog(self, content): """快速发出日志事件""" log = VtLogData() @@ -132,7 +141,7 @@ class MainEngine(object): event.dict_['data'] = log self.eventEngine.put(event) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def dbConnect(self): """连接MongoDB数据库""" if not self.dbClient: @@ -142,7 +151,7 @@ class MainEngine(object): except ConnectionFailure: self.writeLog(u'MongoDB连接失败') - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def dbInsert(self, dbName, collectionName, d): """向MongoDB中插入数据，d是具体数据""" if self.dbClient: @@ -150,7 +159,7 @@ class MainEngine(object): collection = db[collectionName] collection.insert(d) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def dbQuery(self, dbName, collectionName, d): """从MongoDB中读取数据，d是查询要求，返回的是数据库查询的指针""" if self.dbClient: @@ -167,7 +176,7 @@ class DataEngine(object): """数据引擎""" contractFileName = 'ContractData.vt' - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self, eventEngine): """Constructor""" self.eventEngine = eventEngine @@ -187,14 +196,14 @@ class DataEngine(object): # 注册事件监听 self.registerEvent() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def updateContract(self, event): """更新合约数据""" contract = event.dict_['data'] self.contractDict[contract.vtSymbol] = contract self.contractDict[contract.symbol] = contract # 使用常规代码（不包括交易所）可能导致重复 - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def getContract(self, vtSymbol): """查询合约对象""" try: @@ -202,19 +211,19 @@ class DataEngine(object): except KeyError: return None - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def getAllContracts(self): """查询所有合约对象（返回列表）""" return self.contractDict.values() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def saveContracts(self): """保存所有合约对象到硬盘""" f = shelve.open(self.contractFileName) f['data'] = self.contractDict f.close() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def loadContracts(self): """从硬盘读取合约对象""" f = shelve.open(self.contractFileName) @@ -224,7 +233,7 @@ class DataEngine(object): self.contractDict[key] = value f.close() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def updateOrder(self, event): """更新委托数据""" order = event.dict_['data'] @@ -238,20 +247,20 @@ class DataEngine(object): else: self.workingOrderDict[order.vtOrderID] = order - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def getOrder(self, vtOrderID): - """查询委托""" + """查询委托单（报单）""" try: return self.orderDict[vtOrderID] except KeyError: return None - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def getAllWorkingOrders(self): """查询所有活动委托（返回列表）""" return self.workingOrderDict.values() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def registerEvent(self): """注册事件监听""" self.eventEngine.register(EVENT_CONTRACT, self.updateContract) diff --git a/vn.trader/vtFunction.py b/vn.trader/vtFunction.py index 3ccaf9b4..aa57ad5a 100644 --- a/vn.trader/vtFunction.py +++ b/vn.trader/vtFunction.py @@ -9,7 +9,7 @@ import decimal MAX_NUMBER = 1000000000 MAX_DECIMAL = 4 -#---------------------------------------------------------------------- +# ---------------------------------------------------------------------- def safeUnicode(value): """检查接口数据潜在的错误，保证转化为的字符串正确""" # 检查是数字接近0时会出现的浮点数上限 diff --git a/vn.trader/vtGateway.py b/vn.trader/vtGateway.py index dcb37a8f..666a499f 100644 --- a/vn.trader/vtGateway.py +++ b/vn.trader/vtGateway.py @@ -11,13 +11,13 @@ from vtConstant import * class VtGateway(object): """交易接口""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self, eventEngine, gatewayName): """Constructor""" self.eventEngine = eventEngine self.gatewayName = gatewayName - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onTick(self, tick): """市场行情推送""" # 通用事件 @@ -30,7 +30,7 @@ class VtGateway(object): event2.dict_['data'] = tick self.eventEngine.put(event2) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onTrade(self, trade): """成交信息推送""" # 因为成交通常都是事后才会知道成交编号，因此只需要推送通用事件 @@ -38,7 +38,7 @@ class VtGateway(object): event1.dict_['data'] = trade self.eventEngine.put(event1) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onOrder(self, order): """订单变化推送""" # 通用事件 @@ -51,7 +51,7 @@ class VtGateway(object): event2.dict_['data'] = order self.eventEngine.put(event2) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onPosition(self, position): """持仓信息推送""" # 通用事件 @@ -64,7 +64,7 @@ class VtGateway(object): event2.dict_['data'] = position self.eventEngine.put(event2) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onAccount(self, account): """账户信息推送""" # 通用事件 @@ -77,7 +77,7 @@ class VtGateway(object): event2.dict_['data'] = account self.eventEngine.put(event2) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onError(self, error): """错误信息推送""" # 通用事件 @@ -85,7 +85,7 @@ class VtGateway(object): event1.dict_['data'] = error self.eventEngine.put(event1) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onLog(self, log): """日志推送""" # 通用事件 @@ -93,7 +93,7 @@ class VtGateway(object): event1.dict_['data'] = log self.eventEngine.put(event1) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def onContract(self, contract): """合约基础信息推送""" # 通用事件 @@ -101,37 +101,37 @@ class VtGateway(object): 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 getAccount(self): """查询账户资金""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def getPosition(self): """查询持仓""" pass - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def close(self): """关闭""" pass @@ -141,7 +141,7 @@ class VtGateway(object): 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 @@ -152,7 +152,7 @@ class VtBaseData(object): class VtTickData(VtBaseData): """Tick行情数据类""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self): """Constructor""" super(VtTickData, self).__init__() @@ -209,7 +209,7 @@ class VtTickData(VtBaseData): class VtTradeData(VtBaseData): """成交数据类""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self): """Constructor""" super(VtTradeData, self).__init__() @@ -237,7 +237,7 @@ class VtTradeData(VtBaseData): class VtOrderData(VtBaseData): """订单数据类""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self): """Constructor""" super(VtOrderData, self).__init__() @@ -270,7 +270,7 @@ class VtOrderData(VtBaseData): class VtPositionData(VtBaseData): """持仓数据类""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self): """Constructor""" super(VtPositionData, self).__init__() @@ -292,7 +292,7 @@ class VtPositionData(VtBaseData): class VtAccountData(VtBaseData): """账户数据类""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self): """Constructor""" super(VtAccountData, self).__init__() @@ -315,7 +315,7 @@ class VtAccountData(VtBaseData): class VtErrorData(VtBaseData): """错误数据类""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self): """Constructor""" super(VtErrorData, self).__init__() @@ -329,7 +329,7 @@ class VtErrorData(VtBaseData): class VtLogData(VtBaseData): """日志数据类""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self): """Constructor""" super(VtLogData, self).__init__() @@ -342,7 +342,7 @@ class VtLogData(VtBaseData): class VtContractData(VtBaseData): """合约详细信息类""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self): """Constructor""" super(VtBaseData, self).__init__() @@ -366,7 +366,7 @@ class VtContractData(VtBaseData): class VtSubscribeReq: """订阅行情时传入的对象类""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self): """Constructor""" self.symbol = EMPTY_STRING # 代码 @@ -384,7 +384,7 @@ class VtSubscribeReq: class VtOrderReq: """发单时传入的对象类""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self): """Constructor""" self.symbol = EMPTY_STRING # 代码 @@ -408,7 +408,7 @@ class VtOrderReq: class VtCancelOrderReq: """撤单时传入的对象类""" - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self): """Constructor""" self.symbol = EMPTY_STRING # 代码 diff --git a/vn.trader/vtMain.py b/vn.trader/vtMain.py index 36c8a3b5..9088ee76 100644 --- a/vn.trader/vtMain.py +++ b/vn.trader/vtMain.py @@ -6,7 +6,7 @@ import ctypes from vtEngine import MainEngine from uiMainWindow import * -#---------------------------------------------------------------------- +# ---------------------------------------------------------------------- def main(): """主程序入口""" # 设置底部任务栏图标，win7以下请注释掉 diff --git a/vn.trader/windGateway.py b/vn.trader/windGateway.py index dc87c607..5bcad2a1 100644 --- a/vn.trader/windGateway.py +++ b/vn.trader/windGateway.py @@ -67,7 +67,7 @@ class WindGateway(VtGateway): wsqParam = ','.join(wsqParamMap.keys()) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def __init__(self, eventEngine, gatewayName='Wind'): """Constructor""" super(WindGateway, self).__init__(eventEngine, gatewayName) @@ -81,7 +81,7 @@ class WindGateway(VtGateway): self.registerEvent() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def connect(self): """连接""" # 由于w.start方法会阻塞较长时间 @@ -90,13 +90,13 @@ class WindGateway(VtGateway): event = Event(type_=EVENT_WIND_CONNECTREQ) self.eventEngine.put(event) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def subscribe(self, subscribeReq): """订阅行情""" windSymbol = '.'.join([subscribeReq.symbol, exchangeMap[subscribeReq.exchange]]) data = self.w.wsq(windSymbol, self.wsqParam, func=self.wsqCallBack) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def sendOrder(self, orderReq): """发单""" log = VtLogData() @@ -104,7 +104,7 @@ class WindGateway(VtGateway): log.logContent = u'Wind接口未实现发单功能' self.onLog(log) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def cancelOrder(self, cancelOrderReq): """撤单""" log = VtLogData() @@ -112,7 +112,7 @@ class WindGateway(VtGateway): log.logContent = u'Wind接口未实现撤单功能' self.onLog(log) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def getAccount(self): """查询账户资金""" log = VtLogData() @@ -120,7 +120,7 @@ class WindGateway(VtGateway): log.logContent = u'Wind接口未实现查询账户功能' self.onLog(log) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def getPosition(self): """查询持仓""" log = VtLogData() @@ -128,16 +128,16 @@ class WindGateway(VtGateway): log.logContent = u'Wind接口未实现查询持仓功能' self.onLog(log) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def close(self): self.w.stop() - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def registerEvent(self): """注册事件监听""" self.eventEngine.register(EVENT_WIND_CONNECTREQ, self.wConnect) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def wsqCallBack(self, data): """收到wsq推送""" windSymbol = data.Codes[0] @@ -168,7 +168,7 @@ class WindGateway(VtGateway): self.onTick(tick) - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def wConnect(self, event): """利用事件处理线程去异步连接Wind接口""" result = self.w.start()