comment vnpy
This commit is contained in:
msincenselee
parent
a69e8836d0
commit
bdd35fb9d5
2
.gitignore
vendored
2
.gitignore
vendored
@ -71,3 +71,5 @@ vn.strategy/strategydemo/strategy01.py
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vn.strategy/strategydemo/strategy02.py
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vn.trader/CTP_connect.json
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*.vt
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vn.trader/CTP_connect.json
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vn.trader/CTP_connect.json
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@ -1,7 +1,8 @@
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{
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"brokerID": "8070",
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"tdAddress": "tcp://180.168.214.246:41213",
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"password": "154815",
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"mdAddress": "tcp://180.168.214.246:41205",
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"userID": "887733"
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"brokerID":"9999",
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"tdAddress":"tcp://180.168.146.187:10000",
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"password":"jiajia",
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"mdAddress":"tcp://180.168.146.187:10010",
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"userID":"033513"
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}
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Binary file not shown.
@ -107,6 +107,8 @@ class CtaTickData(object):
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########################################################################
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class CtaEngine(object):
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"""CTA策略引擎"""
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# 策略配置文件
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settingFileName = 'CTA_setting.json'
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# ----------------------------------------------------------------------
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@ -138,28 +140,30 @@ class CtaEngine(object):
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self.stopOrderDict = {} # 停止单撤销后不会从本字典中删除
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self.workingStopOrderDict = {} # 停止单撤销后会从本字典中删除
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# 注册事件监听
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self.registerEvent()
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# ----------------------------------------------------------------------
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def sendOrder(self, vtSymbol, orderType, price, volume, strategy):
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"""发单"""
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# 1.查询合约对象
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contract = self.dataEngine.getContract(vtSymbol)
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# 2. 创建发单传入对象
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req = VtOrderReq()
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req.symbol = contract.symbol
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req.exchange = contract.exchange
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req.price = price
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req.volume = volume
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req.symbol = contract.symbol # 合约代码
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req.exchange = contract.exchange # 交易所
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req.price = price # 价格
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req.volume = volume # 数量
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# 设计为CTA引擎发出的委托只允许使用限价单
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req.priceType = PRICETYPE_LIMITPRICE
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req.priceType = PRICETYPE_LIMITPRICE # 价格类型
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# CTA委托类型映射
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if orderType == CTAORDER_BUY:
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req.direction = DIRECTION_LONG
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req.offset = OFFSET_OPEN
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req.direction = DIRECTION_LONG # 合约方向
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req.offset = OFFSET_OPEN # 开/平
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elif orderType == CTAORDER_SELL:
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req.direction = DIRECTION_SHORT
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req.offset = OFFSET_CLOSE
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@ -170,19 +174,22 @@ class CtaEngine(object):
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req.direction = DIRECTION_LONG
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req.offset = OFFSET_CLOSE
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# 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
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vtOrderID = self.mainEngine.sendOrder(req) # 发单
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self.orderDict[vtOrderID] = strategy # 保存vtOrderID和策略的映射关系
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return vtOrderID
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# ----------------------------------------------------------------------
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def cancelOrder(self, vtOrderID):
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"""撤单"""
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# 查询报单对象
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# 1.调用主引擎接口，查询委托单对象
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order = self.dataEngine.getOrder(vtOrderID)
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# 如果查询成功
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if order:
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# 检查是否报单还有效，只有有效时才发出撤单指令
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# 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
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orderFinished = (order.status == STATUS_ALLTRADED or order.status == STATUS_CANCELLED)
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if not orderFinished:
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req = VtCancelOrderReq()
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@ -192,73 +199,103 @@ class CtaEngine(object):
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req.sessionID = order.sessionID
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req.orderID = order.orderID
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self.mainEngine.cancelOrder(req, order.gatewayName)
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else:
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if order.status == STATUS_ALLTRADED:
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self.writeCtaLog(u'委托单({0}已执行，无法撤销'.format(vtOrderID))
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if order.status == STATUS_CANCELLED:
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self.writeCtaLog(u'委托单({0}已撤销，无法再次撤销'.format(vtOrderID))
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# 查询不成功
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else:
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self.writeCtaLog(u'委托单({0}不存在'.format(vtOrderID))
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# ----------------------------------------------------------------------
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def sendStopOrder(self, vtSymbol, orderType, price, volume, strategy):
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"""发停止单（本地实现）"""
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# 1.生成本地停止单ID
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self.stopOrderCount += 1
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stopOrderID = STOPORDERPREFIX + str(self.stopOrderCount)
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# 2.创建停止单对象
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so = StopOrder()
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so.vtSymbol = vtSymbol
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so.orderType = orderType
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so.price = price
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so.volume = volume
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so.strategy = strategy
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so.stopOrderID = stopOrderID
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so.status = STOPORDER_WAITING
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so.vtSymbol = vtSymbol # 代码
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so.orderType = orderType # 停止单类型
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so.price = price # 价格
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so.volume = volume # 数量
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so.strategy = strategy # 来源策略
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so.stopOrderID = stopOrderID # Id
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so.status = STOPORDER_WAITING # 状态
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# 保存stopOrder对象到字典中
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self.stopOrderDict[stopOrderID] = so
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self.workingStopOrderDict[stopOrderID] = so
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# 3.保存stopOrder对象到字典中
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self.stopOrderDict[stopOrderID] = so # 字典中不会删除
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self.workingStopOrderDict[stopOrderID] = so # 字典中会删除
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self.writeCtaLog(u'发停止单成功，'
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u'Id:{0},Symbol:{1},Type:{2},Price:{3},Volume:{4}'
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u'.'.format(stopOrderID, vtSymbol, orderType, price, volume))
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return stopOrderID
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# ----------------------------------------------------------------------
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def cancelStopOrder(self, stopOrderID):
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"""撤销停止单"""
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# 检查停止单是否存在
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# 1.检查停止单是否存在
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if stopOrderID in self.workingStopOrderDict:
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so = self.workingStopOrderDict[stopOrderID]
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so.status = STOPORDER_CANCELLED
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del self.workingStopOrderDict[stopOrderID]
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so.status = STOPORDER_CANCELLED # STOPORDER_WAITING =》STOPORDER_CANCELLED
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del self.workingStopOrderDict[stopOrderID] # 删除
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self.writeCtaLog(u'撤销停止单:{0}成功.'.format(stopOrderID))
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else:
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self.writeCtaLog(u'撤销停止单:{0}失败，不存在Id.'.format(stopOrderID))
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# ----------------------------------------------------------------------
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def processStopOrder(self, tick):
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"""收到行情后处理本地停止单（检查是否要立即发出）"""
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vtSymbol = tick.vtSymbol
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# 首先检查是否有策略交易该合约
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# 1.首先检查是否有策略交易该合约
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if vtSymbol in self.tickStrategyDict:
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# 遍历等待中的停止单，检查是否会被触发
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# 2.遍历等待中的停止单，检查是否会被触发
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for so in self.workingStopOrderDict.values():
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if so.vtSymbol == vtSymbol:
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# 3. 触发标识判断
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longTriggered = so.direction == DIRECTION_LONG and tick.lastPrice >= so.price # 多头停止单被触发
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shortTriggered = so.direction == DIRECTION_SHORT and tick.lasatPrice <= so.price # 空头停止单被触发
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# 4.触发处理
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if longTriggered or shortTriggered:
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# 买入和卖出分别以涨停跌停价发单（模拟市价单）
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# 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）
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if so.direction == DIRECTION_LONG:
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price = tick.upperLimit
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else:
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price = tick.lowerLimit
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# 6.更新停止单状态，触发
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so.status = STOPORDER_TRIGGERED
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# 7.发单
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self.sendOrder(so.vtSymbol, so.orderType, price, so.volume, so.strategy)
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# 8.删除停止单
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del self.workingStopOrderDict[so.stopOrderID]
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# ----------------------------------------------------------------------
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def procecssTickEvent(self, event):
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"""处理行情推送"""
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"""处理行情推送事件"""
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# 1. 获取事件的Tick数据
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tick = event.dict_['data']
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# 收到tick行情后，先处理本地停止单（检查是否要立即发出）
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# 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）
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self.processStopOrder(tick)
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# 推送tick到对应的策略对象进行处理
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# 3.推送tick到对应的策略对象进行处理
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if tick.vtSymbol in self.tickStrategyDict:
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# 将vtTickData数据转化为ctaTickData
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# 4.将vtTickData数据转化为ctaTickData
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ctaTick = CtaTickData()
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d = ctaTick.__dict__
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for key in d.keys():
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@ -266,10 +303,9 @@ class CtaEngine(object):
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if key != 'datetime':
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d[key] = tick.__getattribute__(key)
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# 添加datetime字段
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# 5.添加datetime字段
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ctaTick.datetime = datetime.strptime(' '.join([tick.date, tick.time]), '%Y%m%d %H:%M:%S.%f')
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# 逐个推送到策略对象中
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l = self.tickStrategyDict[tick.vtSymbol]
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for strategy in l:
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strategy.onTick(tick)
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@ -277,31 +313,47 @@ class CtaEngine(object):
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# ----------------------------------------------------------------------
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def processOrderEvent(self, event):
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"""处理委托推送"""
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"""处理委托推送事件"""
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# 1.获取事件的Order数据
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order = event.dict_['data']
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# 2.判断order是否在映射字典中
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if order.vtOrderID in self.orderStrategyDict:
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# 3.提取对应的策略
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strategy = self.orderStrategyDict[order.vtOrderID]
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# 4.触发策略的委托推送事件方法
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strategy.onOrder(order)
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# ----------------------------------------------------------------------
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def processTradeEvent(self, event):
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"""处理成交推送"""
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"""处理成交推送事件"""
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# 1.获取事件的Trade数据
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trade = event.dict_['data']
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# 2.判断Trade是否在映射字典中
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if trade.vtOrderID in self.orderStrategyDict:
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strategy = self.orderStrategyDict[order.vtOrderID]
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# 3.提取对应的策略
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strategy = self.orderStrategyDict[trade.vtOrderID]
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# 4.触发策略的成交推送事件。
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strategy.onTrade(trade)
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# ----------------------------------------------------------------------
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def registerEvent(self):
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"""注册事件监听"""
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# 注册行情数据推送（Tick数据到达）的响应事件
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self.eventEngine.register(EVENT_TICK, self.procecssTickEvent)
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# 注册订单推送的响应事件
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self.eventEngine.register(EVENT_ORDER, self.processOrderEvent)
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# 注册成交推送（交易）的响应时间
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self.eventEngine.register(EVENT_TRADE, self.processTradeEvent)
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# ----------------------------------------------------------------------
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@ -311,7 +363,8 @@ class CtaEngine(object):
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# ----------------------------------------------------------------------
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def loadBar(self, dbName, collectionName, startDate):
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"""从数据库中读取Bar数据，startDate是datetime对象"""
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"""从数据库中读取Bar数据
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startDate是datetime对象"""
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d = {'datetime':{'$gte':startDate}}
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cursor = self.mainEngine.dbQuery(dbName, collectionName, d)
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@ -359,11 +412,11 @@ class CtaEngine(object):
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# 防止策略重名
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if name not in self.strategyDict:
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# 创建策略对象
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# 1.创建策略对象
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strategy = strategyClass(self, name, paramDict)
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self.strategyDict[name] = strategy
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# 保存Tick映射关系
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# 2.保存Tick映射关系（symbol <==> Strategy[] )
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if strategy.vtSymbol in self.tickStrategyDict:
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l = self.tickStrategyDict[strategy.vtSymbol]
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else:
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@ -371,12 +424,15 @@ class CtaEngine(object):
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self.tickStrategyDict[strategy.vtSymbol] = l
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l.append(strategy)
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# 订阅合约
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# 3.订阅合约
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contract = self.dataEngine.getContract(strategy.vtSymbol)
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if contract:
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# 4.构造订阅请求包
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req = VtSubscribeReq()
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req.symbol = contract.symbol
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req.exchange = contract.exchange
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# 5.调用主引擎的订阅接口
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self.mainEngine.subscribe(req, contract.gatewayName)
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else:
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@ -385,31 +441,46 @@ class CtaEngine(object):
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# ---------------------------------------------------------------------
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def startStrategy(self, name):
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"""启动策略"""
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# 1.判断策略名称是否存在字典中
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if name in self.strategyDict:
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# 2.提取策略
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strategy = self.strategyDict[name]
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# 3.判断策略是否运行
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if not strategy.trading:
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# 4.设置运行状态
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strategy.trading = True
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# 5.启动策略
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strategy.start()
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else:
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self.writeCtaLog(u'策略对象不存在：' + name)
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# ----------------------------------------------------------------------
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def stopStrategy(self, name):
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"""停止策略"""
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"""停止策略运行"""
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# 1.判断策略名称是否存在字典中
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if name in self.strategyDict:
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# 2.提取策略
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strategy = self.strategyDict[name]
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# 3.停止交易
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if strategy.trading:
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# 4.设置交易状态为False
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strategy.trading = False
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# 5.调用策略的停止方法
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strategy.stop()
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# 对该策略发出的所有限价单进行撤单
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# 6.对该策略发出的所有限价单进行撤单
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for vtOrderID, s in self.orderStrategyDict.items():
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if s is strategy:
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self.cancelOrder(vtOrderID)
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# 对该策略发出的所有本地停止单撤单
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# 7.对该策略发出的所有本地停止单撤单
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for stopOrderID, so in self.workingStopOrderDict.items():
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if so.strategy is strategy:
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self.cancelStopOrder(stopOrderID)
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@ -422,27 +493,45 @@ class CtaEngine(object):
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with open(self.settingFileName, 'w') as f:
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d = {}
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# 逐一循环：name，策略实例名称，strategy，策略
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for name, strategy in self.strategyDict.items():
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# 配置串
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setting = {}
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# 策略的类名称
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setting['strategyClassName'] = strategy.strategyClassName
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# 策略的参数
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for param in strategy.paramList:
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setting[param] = strategy.__getattribute__(param)
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# 策略实例名，保存配置
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d[name] = setting
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# Json对象=》Json字符串
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jsonD = json.dumps(d, indent=4)
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# 保存文件
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f.write(jsonD)
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# ----------------------------------------------------------------------
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def loadStrategySetting(self):
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"""读取引擎中的策略配置"""
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with open(self.settingFileName) as f:
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# 读取文件内容串=》Json对象
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d = json.load(f)
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# 策略实例名称，配置内容
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for name, setting in d.items():
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# 策略的类名称
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strategyClassName = setting['strategyClassName']
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if strategyClassName in strategyClassDict:
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# 透过策略类字典，反射获取策略
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strategyClass = strategyClassDict[strategyClassName]
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# 初始化策略的设置
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self.initStrategy(name, strategyClass, setting)
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else:
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self.writeCtaLog(u'无法找到策略类：' + strategyClassName)
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@ -450,14 +539,21 @@ class CtaEngine(object):
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# ----------------------------------------------------------------------
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def getStrategyVar(self, name):
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"""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]
|
||||
|
||||
@ -470,12 +566,19 @@ class CtaEngine(object):
|
||||
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]
|
||||
|
||||
|
||||
@ -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
|
||||
|
||||
@ -499,6 +499,7 @@ class CtpTdApi(TdApi):
|
||||
err.errorMsg = error['ErrorMsg'].decode('gbk')
|
||||
self.gateway.onError(err)
|
||||
|
||||
|
||||
# ----------------------------------------------------------------------
|
||||
def onRspUserLogout(self, data, error, n, last):
|
||||
"""登出回报"""
|
||||
@ -766,7 +767,9 @@ class CtpTdApi(TdApi):
|
||||
|
||||
# ----------------------------------------------------------------------
|
||||
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
|
||||
|
||||
# ----------------------------------------------------------------------
|
||||
|
||||
@ -63,7 +63,9 @@ 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):
|
||||
@ -110,10 +112,13 @@ class CtaStrategyManager(QtGui.QGroupBox):
|
||||
# ----------------------------------------------------------------------
|
||||
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)
|
||||
@ -121,6 +126,7 @@ class CtaStrategyManager(QtGui.QGroupBox):
|
||||
# ----------------------------------------------------------------------
|
||||
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)
|
||||
|
||||
# ----------------------------------------------------------------------
|
||||
@ -138,6 +144,8 @@ 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()))
|
||||
|
||||
# ----------------------------------------------------------------------
|
||||
@ -193,14 +201,21 @@ class CtaEngineManager(QtGui.QWidget):
|
||||
# ----------------------------------------------------------------------
|
||||
def initStrategyManager(self):
|
||||
"""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)
|
||||
|
||||
# ----------------------------------------------------------------------
|
||||
@ -219,9 +234,15 @@ class CtaEngineManager(QtGui.QWidget):
|
||||
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')
|
||||
|
||||
# ----------------------------------------------------------------------
|
||||
@ -234,6 +255,9 @@ class CtaEngineManager(QtGui.QWidget):
|
||||
# ----------------------------------------------------------------------
|
||||
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)
|
||||
|
||||
|
||||
@ -68,9 +68,19 @@ class MainWindow(QtGui.QMainWindow):
|
||||
# ----------------------------------------------------------------------
|
||||
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)
|
||||
|
||||
@ -151,6 +165,19 @@ class MainWindow(QtGui.QMainWindow):
|
||||
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')
|
||||
|
||||
@ -38,6 +38,15 @@ class MainEngine(object):
|
||||
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)
|
||||
|
||||
@ -240,7 +249,7 @@ class DataEngine(object):
|
||||
|
||||
# ----------------------------------------------------------------------
|
||||
def getOrder(self, vtOrderID):
|
||||
"""查询委托"""
|
||||
"""查询委托单（报单）"""
|
||||
try:
|
||||
return self.orderDict[vtOrderID]
|
||||
except KeyError:
|
||||
|
||||
Loading…
Reference in New Issue
Block a user