vn.py
GitHub
commit
c18b8f6236
1
vn.archive/vn.cs/test/cslog/20170411.log
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1
vn.archive/vn.cs/test/cslog/20170411.log
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@ -0,0 +1 @@
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[114.251.228.136:20008 h0302ce38/t2818]22:52:07.954 -10099.03ms [-11] !Connect HSAR Server [-11] 同步连接超时或发生错误。......
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@ -13,3 +13,5 @@
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20150401 13:48:50.439 1: [h04557720/t3530] the Connection has been disconnected.
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20150401 13:49:13.822 1: [h045f7720/t317c] the Connection has been disconnected.
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20150401 14:34:59.175 1: [h045a7720/t2f80] the Connection has been disconnected.
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2017-04-11 22:51:57.843: --The license infomation is error. This machine ID is:[16ec65f21e6068d6e3d4de7a6ce6979b] and you can find this ID code in 'cserror.log' file!
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2017-04-11 22:51:57.844: --'CITICs_HsT2Hlp.dll' Moudle is not licensed. The date of license to:[2017-06-11] , The all functions is not limited on the trail period!
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Binary file not shown.
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<?xml version="1.0"?>
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<SubscriptionDataContainer xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns="urn:Microsoft.VisualStudio.WindowsAzure.CommonAzureTools.Authentication.CacheManagement">
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<Items />
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<TokenCache>AQAAANCMnd8BFdERjHoAwE/Cl+sBAAAA25n/ahjWHUaDiThcqA7VUAAAAAACAAAAAAAQZgAAAAEAACAAAACp8rAE6Rs+eDDGKoeibA0/oqMmdaA7onKWWZ9vNCMEegAAAAAOgAAAAAIAACAAAAArczqvArBQ6ZrDcryIUkYKHoCnxCFdBrwI86J8FMUqgxAAAADeYX9RIZdGPQWXXdIuo+DqQAAAAJVN3ajzOqDwXdZ1xR01lsdwXOYV0Tmyho0kIwaDp6GC5AH0RbotPHV7hgmKRkWjOR/bALilvW6H6V42wNTqvb8=</TokenCache>
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</SubscriptionDataContainer>
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@ -1,16 +0,0 @@
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[auth_info]
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ProfileCode=af2ebd99da3c6636171ea72747a5e32d
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LimitDate=20300101
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AllowPushTransation=0
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AllowWbp=0
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AuthCode=AQAAAABo23AyYmI1MWQ2ZGFhN2ExMjI1OTQyODgzZjA2OWFhNDBmOQAAAAAAAAAAAAAAAA==
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[functions]
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func=
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;[ProcessInfo_0]
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;ProcessName=HsT2Hlp_Demo.exe,Hs.exe
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;NetIP=172.23.123.9
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;NetMask=255.255.255.0
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;[ProcessInfo_0]
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;ProcessName=Option_Demo.exe
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;NetIP=10.0.0.0
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;NetMask=255.0.0.0
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22
vn.archive/vn.cs/vncshshlp/vncshshlp.sln
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22
vn.archive/vn.cs/vncshshlp/vncshshlp.sln
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Microsoft Visual Studio Solution File, Format Version 12.00
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# Visual Studio 2013
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VisualStudioVersion = 12.0.40629.0
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MinimumVisualStudioVersion = 10.0.40219.1
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Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "vncshshlp", "vncshshlp\vncshshlp.vcxproj", "{982DF24C-BCD1-4F25-BDE8-84ADB719588B}"
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EndProject
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Global
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GlobalSection(SolutionConfigurationPlatforms) = preSolution
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Debug|Win32 = Debug|Win32
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Release|Win32 = Release|Win32
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EndGlobalSection
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GlobalSection(ProjectConfigurationPlatforms) = postSolution
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{982DF24C-BCD1-4F25-BDE8-84ADB719588B}.Debug|Win32.ActiveCfg = Debug|Win32
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{982DF24C-BCD1-4F25-BDE8-84ADB719588B}.Debug|Win32.Build.0 = Debug|Win32
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{982DF24C-BCD1-4F25-BDE8-84ADB719588B}.Release|Win32.ActiveCfg = Release|Win32
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{982DF24C-BCD1-4F25-BDE8-84ADB719588B}.Release|Win32.Build.0 = Release|Win32
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EndGlobalSection
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GlobalSection(SolutionProperties) = preSolution
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HideSolutionNode = FALSE
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EndGlobalSection
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EndGlobal
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117
vn.archive/vn.cs/vncshshlp/vncshshlp/vncshshlp.vcxproj
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117
vn.archive/vn.cs/vncshshlp/vncshshlp/vncshshlp.vcxproj
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<?xml version="1.0" encoding="utf-8"?>
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<Project DefaultTargets="Build" ToolsVersion="12.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
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<ItemGroup Label="ProjectConfigurations">
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<ProjectConfiguration Include="Debug|Win32">
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<Configuration>Debug</Configuration>
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<Platform>Win32</Platform>
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</ProjectConfiguration>
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<ProjectConfiguration Include="Release|Win32">
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<Configuration>Release</Configuration>
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<Platform>Win32</Platform>
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</ProjectConfiguration>
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</ItemGroup>
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<PropertyGroup Label="Globals">
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<ProjectGuid>{982DF24C-BCD1-4F25-BDE8-84ADB719588B}</ProjectGuid>
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<Keyword>Win32Proj</Keyword>
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<RootNamespace>vncshshlp</RootNamespace>
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</PropertyGroup>
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<Import Project="$(VCTargetsPath)\Microsoft.Cpp.Default.props" />
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<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'" Label="Configuration">
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<ConfigurationType>DynamicLibrary</ConfigurationType>
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<UseDebugLibraries>true</UseDebugLibraries>
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<PlatformToolset>v120</PlatformToolset>
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<CharacterSet>Unicode</CharacterSet>
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</PropertyGroup>
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<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|Win32'" Label="Configuration">
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<ConfigurationType>DynamicLibrary</ConfigurationType>
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<UseDebugLibraries>false</UseDebugLibraries>
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<PlatformToolset>v120</PlatformToolset>
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<WholeProgramOptimization>true</WholeProgramOptimization>
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<CharacterSet>Unicode</CharacterSet>
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</PropertyGroup>
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<Import Project="$(VCTargetsPath)\Microsoft.Cpp.props" />
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<ImportGroup Label="ExtensionSettings">
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</ImportGroup>
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<ImportGroup Label="PropertySheets" Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
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<Import Project="$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props" Condition="exists('$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props')" Label="LocalAppDataPlatform" />
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</ImportGroup>
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<ImportGroup Label="PropertySheets" Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">
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<Import Project="$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props" Condition="exists('$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props')" Label="LocalAppDataPlatform" />
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</ImportGroup>
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<PropertyGroup Label="UserMacros" />
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<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
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<LinkIncremental>true</LinkIncremental>
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</PropertyGroup>
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<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">
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<LinkIncremental>false</LinkIncremental>
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<IncludePath>X:\GithubProject\vnpy\vn.archive\vn.cs\hshlp;D:\Anaconda2\include;D:\boost_1_57_0;$(IncludePath)</IncludePath>
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<ReferencePath>D:\boost_1_57_0\libs;D:\Anaconda2\libs;X:\GithubProject\vnpy\vn.archive\vn.cs\hshlp;$(ReferencePath)</ReferencePath>
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<TargetExt>.pyd</TargetExt>
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</PropertyGroup>
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<ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
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<ClCompile>
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<PrecompiledHeader>Use</PrecompiledHeader>
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<WarningLevel>Level3</WarningLevel>
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<Optimization>Disabled</Optimization>
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<PreprocessorDefinitions>WIN32;_DEBUG;_WINDOWS;_USRDLL;VNCSHSHLP_EXPORTS;%(PreprocessorDefinitions)</PreprocessorDefinitions>
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<SDLCheck>true</SDLCheck>
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</ClCompile>
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<Link>
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<SubSystem>Windows</SubSystem>
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<GenerateDebugInformation>true</GenerateDebugInformation>
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</Link>
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</ItemDefinitionGroup>
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<ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">
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<ClCompile>
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<WarningLevel>Level3</WarningLevel>
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<PrecompiledHeader>Use</PrecompiledHeader>
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<Optimization>MaxSpeed</Optimization>
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<FunctionLevelLinking>true</FunctionLevelLinking>
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<IntrinsicFunctions>true</IntrinsicFunctions>
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<PreprocessorDefinitions>WIN32;NDEBUG;_WINDOWS;_USRDLL;VNCSHSHLP_EXPORTS;%(PreprocessorDefinitions)</PreprocessorDefinitions>
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<SDLCheck>true</SDLCheck>
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</ClCompile>
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<Link>
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<SubSystem>Windows</SubSystem>
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<GenerateDebugInformation>true</GenerateDebugInformation>
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<EnableCOMDATFolding>true</EnableCOMDATFolding>
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<OptimizeReferences>true</OptimizeReferences>
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<AdditionalLibraryDirectories>X:\GithubProject\vnpy\vn.archive\vn.cs\hshlp;D:\Anaconda2\libs;D:\boost_1_57_0\stage\lib;%(AdditionalLibraryDirectories)</AdditionalLibraryDirectories>
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</Link>
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</ItemDefinitionGroup>
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<ItemGroup>
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<Text Include="ReadMe.txt" />
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</ItemGroup>
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<ItemGroup>
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<ClInclude Include="..\..\hshlp\CITICs_HsT2Hlp.h" />
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<ClInclude Include="stdafx.h" />
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<ClInclude Include="targetver.h" />
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<ClInclude Include="vncshshlp.h" />
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</ItemGroup>
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<ItemGroup>
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<ClCompile Include="dllmain.cpp">
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<CompileAsManaged Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">false</CompileAsManaged>
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<PrecompiledHeader Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
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</PrecompiledHeader>
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<CompileAsManaged Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">false</CompileAsManaged>
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<PrecompiledHeader Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">
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</PrecompiledHeader>
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</ClCompile>
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<ClCompile Include="stdafx.cpp">
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<PrecompiledHeader Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">Create</PrecompiledHeader>
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<PrecompiledHeader Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">Create</PrecompiledHeader>
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</ClCompile>
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<ClCompile Include="vncshshlp.cpp" />
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</ItemGroup>
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<ItemGroup>
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<None Include="..\..\hshlp\CITICs_HsT2Hlp.dll" />
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<None Include="..\..\hshlp\t2sdk.dll" />
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</ItemGroup>
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<ItemGroup>
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<Library Include="..\..\hshlp\CITICs_HsT2Hlp.lib" />
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<Library Include="..\..\hshlp\t2sdk.lib" />
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</ItemGroup>
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<Import Project="$(VCTargetsPath)\Microsoft.Cpp.targets" />
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<ImportGroup Label="ExtensionTargets">
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</ImportGroup>
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</Project>
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@ -0,0 +1,61 @@
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<?xml version="1.0" encoding="utf-8"?>
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<Project ToolsVersion="4.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
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<ItemGroup>
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<Filter Include="Source Files">
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||||
<UniqueIdentifier>{4FC737F1-C7A5-4376-A066-2A32D752A2FF}</UniqueIdentifier>
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||||
<Extensions>cpp;c;cc;cxx;def;odl;idl;hpj;bat;asm;asmx</Extensions>
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</Filter>
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<Filter Include="Header Files">
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<UniqueIdentifier>{93995380-89BD-4b04-88EB-625FBE52EBFB}</UniqueIdentifier>
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<Extensions>h;hh;hpp;hxx;hm;inl;inc;xsd</Extensions>
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</Filter>
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<Filter Include="Resource Files">
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<UniqueIdentifier>{67DA6AB6-F800-4c08-8B7A-83BB121AAD01}</UniqueIdentifier>
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<Extensions>rc;ico;cur;bmp;dlg;rc2;rct;bin;rgs;gif;jpg;jpeg;jpe;resx;tiff;tif;png;wav;mfcribbon-ms</Extensions>
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</Filter>
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</ItemGroup>
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<ItemGroup>
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<Text Include="ReadMe.txt" />
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</ItemGroup>
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<ItemGroup>
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<ClInclude Include="stdafx.h">
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<Filter>Header Files</Filter>
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</ClInclude>
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<ClInclude Include="targetver.h">
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<Filter>Header Files</Filter>
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</ClInclude>
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<ClInclude Include="vncshshlp.h">
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<Filter>Header Files</Filter>
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</ClInclude>
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<ClInclude Include="..\..\hshlp\CITICs_HsT2Hlp.h">
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<Filter>Header Files</Filter>
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</ClInclude>
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</ItemGroup>
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<ItemGroup>
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<ClCompile Include="stdafx.cpp">
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<Filter>Source Files</Filter>
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</ClCompile>
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<ClCompile Include="vncshshlp.cpp">
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<Filter>Source Files</Filter>
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</ClCompile>
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<ClCompile Include="dllmain.cpp">
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<Filter>Source Files</Filter>
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</ClCompile>
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</ItemGroup>
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<ItemGroup>
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<None Include="..\..\hshlp\CITICs_HsT2Hlp.dll">
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<Filter>Resource Files</Filter>
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</None>
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<None Include="..\..\hshlp\t2sdk.dll">
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<Filter>Resource Files</Filter>
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</None>
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</ItemGroup>
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<ItemGroup>
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<Library Include="..\..\hshlp\CITICs_HsT2Hlp.lib">
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<Filter>Resource Files</Filter>
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</Library>
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<Library Include="..\..\hshlp\t2sdk.lib">
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<Filter>Resource Files</Filter>
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</Library>
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</ItemGroup>
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</Project>
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@ -10,13 +10,12 @@
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"""
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import talib
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import numpy as np
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from ctaBase import *
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from ctaTemplate import CtaTemplate
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import talib
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import numpy as np
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########################################################################
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class AtrRsiStrategy(CtaTemplate):
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@ -1,7 +1,7 @@
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{
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"brokerID": "9999",
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"tdAddress": "tcp://180.168.146.187:10000",
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"password": "19890624",
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"mdAddress": "tcp://180.168.146.187:10010",
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"userID": "000300"
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"password": "simnow申请",
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"mdAddress": "tcp://180.168.212.228:41213",
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"userID": "simnow申请"
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}
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@ -48,6 +48,7 @@ exchangeMap[EXCHANGE_SHFE] = 'SHFE'
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exchangeMap[EXCHANGE_CZCE] = 'CZCE'
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exchangeMap[EXCHANGE_DCE] = 'DCE'
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exchangeMap[EXCHANGE_SSE] = 'SSE'
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exchangeMap[EXCHANGE_INE] = 'INE'
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exchangeMap[EXCHANGE_UNKNOWN] = ''
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exchangeMapReverse = {v:k for k,v in exchangeMap.items()}
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@ -683,7 +684,10 @@ class CtpTdApi(TdApi):
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#----------------------------------------------------------------------
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def onRspQryInvestorPosition(self, data, error, n, last):
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"""持仓查询回报"""
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"""持仓查询回报"""
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if not data['InstrumentID']:
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return
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# 获取持仓缓存对象
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posName = '.'.join([data['InstrumentID'], data['PosiDirection']])
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if posName in self.posDict:
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@ -60,6 +60,7 @@ EXCHANGE_SHFE = 'SHFE' # 上期所
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EXCHANGE_CZCE = 'CZCE' # 郑商所
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EXCHANGE_DCE = 'DCE' # 大商所
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EXCHANGE_SGE = 'SGE' # 上金所
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EXCHANGE_INE = 'INE' # 国际能源交易中心
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EXCHANGE_UNKNOWN = 'UNKNOWN'# 未知交易所
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EXCHANGE_NONE = '' # 空交易所
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EXCHANGE_HKEX = 'HKEX' # 港交所
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@ -60,6 +60,7 @@ EXCHANGE_SHFE = 'SHFE' # 上期所
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EXCHANGE_CZCE = 'CZCE' # 郑商所
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EXCHANGE_DCE = 'DCE' # 大商所
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EXCHANGE_SGE = 'SGE' # 上金所
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EXCHANGE_INE = 'INE' # 国际能源交易中心
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EXCHANGE_UNKNOWN = 'UNKNOWN'# 未知交易所
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EXCHANGE_NONE = '' # 空交易所
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EXCHANGE_HKEX = 'HKEX' # 港交所
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Loading…
Reference in New Issue
Block a user