From 7a4432e02eb40a986f50b6456d512cba7513f4ee Mon Sep 17 00:00:00 2001 From: cclauss Date: Thu, 17 May 2018 08:33:04 +0200 Subject: [PATCH] Modernize vnpy/api/h* and vnpy/api/i* --- vnpy/api/huobi/__init__.py | 3 +- vnpy/api/huobi/testmd.py | 3 +- vnpy/api/huobi/testtd.py | 12 +- vnpy/api/huobi/vnhuobi.py | 37 +++--- vnpy/api/ib/__init__.py | 3 +- vnpy/api/ib/test/test.py | 237 +++++++++++++++++++------------------ 6 files changed, 152 insertions(+), 143 deletions(-) diff --git a/vnpy/api/huobi/__init__.py b/vnpy/api/huobi/__init__.py index 66fc387d..4f930268 100644 --- a/vnpy/api/huobi/__init__.py +++ b/vnpy/api/huobi/__init__.py @@ -1,3 +1,4 @@ # encoding: UTF-8 -from vnhuobi import TradeApi, DataApi \ No newline at end of file +from __future__ import absolute_import +from .vnhuobi import TradeApi, DataApi \ No newline at end of file diff --git a/vnpy/api/huobi/testmd.py b/vnpy/api/huobi/testmd.py index 89b320fc..ec44543a 100644 --- a/vnpy/api/huobi/testmd.py +++ b/vnpy/api/huobi/testmd.py @@ -5,7 +5,8 @@ #import zlib #import time -from vnhuobi import DataApi +from __future__ import absolute_import +from .vnhuobi import DataApi #if __name__ == '__main__': #while(1): diff --git a/vnpy/api/huobi/testtd.py b/vnpy/api/huobi/testtd.py index b3b1f8cd..8ce61ce1 100644 --- a/vnpy/api/huobi/testtd.py +++ b/vnpy/api/huobi/testtd.py @@ -1,6 +1,8 @@ # encoding: utf-8 -from vnhuobi import * +from __future__ import print_function +from __future__ import absolute_import +from .vnhuobi import * #---------------------------------------------------------------------- def testTrade(): @@ -15,9 +17,9 @@ def testTrade(): api.start() # 查询 - print api.getSymbols() - print api.getCurrencys() - print api.getTimestamp() + print(api.getSymbols()) + print(api.getCurrencys()) + print(api.getTimestamp()) #accountid = '' @@ -27,7 +29,7 @@ def testTrade(): #api.getAccountBalance(accountid) #api.getOrders(symbol, 'pre-submitted,submitted,partial-filled,partial-canceled,filled,canceled') #api.getOrders(symbol, 'filled') - print api.getMatchResults(symbol) + print(api.getMatchResults(symbol)) #api.getOrder('2440401255') #api.getMatchResult('2440401255') diff --git a/vnpy/api/huobi/vnhuobi.py b/vnpy/api/huobi/vnhuobi.py index 0f5f8a5a..ca9db9a3 100644 --- a/vnpy/api/huobi/vnhuobi.py +++ b/vnpy/api/huobi/vnhuobi.py @@ -1,5 +1,6 @@ # encoding: utf-8 +from __future__ import print_function import urllib import hmac import base64 @@ -419,71 +420,71 @@ class TradeApi(object): #---------------------------------------------------------------------- def onError(self, msg, reqid): """错误回调""" - print msg, reqid + print(msg, reqid) #---------------------------------------------------------------------- def onGetSymbols(self, data, reqid): """查询代码回调""" #print reqid, data for d in data: - print d + print(d) #---------------------------------------------------------------------- def onGetCurrencys(self, data, reqid): """查询货币回调""" - print reqid, data + print(reqid, data) #---------------------------------------------------------------------- def onGetTimestamp(self, data, reqid): """查询时间回调""" - print reqid, data + print(reqid, data) #---------------------------------------------------------------------- def onGetAccounts(self, data, reqid): """查询账户回调""" - print reqid, data + print(reqid, data) #---------------------------------------------------------------------- def onGetAccountBalance(self, data, reqid): """查询余额回调""" - print reqid, data + print(reqid, data) for d in data['data']['list']: - print d + print(d) #---------------------------------------------------------------------- def onGetOrders(self, data, reqid): """查询委托回调""" - print reqid, data + print(reqid, data) #---------------------------------------------------------------------- def onGetMatchResults(self, data, reqid): """查询成交回调""" - print reqid, data + print(reqid, data) #---------------------------------------------------------------------- def onGetOrder(self, data, reqid): """查询单一委托回调""" - print reqid, data + print(reqid, data) #---------------------------------------------------------------------- def onGetMatchResult(self, data, reqid): """查询单一成交回调""" - print reqid, data + print(reqid, data) #---------------------------------------------------------------------- def onPlaceOrder(self, data, reqid): """委托回调""" - print reqid, data + print(reqid, data) #---------------------------------------------------------------------- def onCancelOrder(self, data, reqid): """撤单回调""" - print reqid, data + print(reqid, data) #---------------------------------------------------------------------- def onBatchCancel(self, data, reqid): """批量撤单回调""" - print reqid, data + print(reqid, data) ######################################################################## @@ -644,7 +645,7 @@ class DataApi(object): #---------------------------------------------------------------------- def onError(self, msg): """错误推送""" - print msg + print(msg) #---------------------------------------------------------------------- def onData(self, data): @@ -664,14 +665,14 @@ class DataApi(object): #---------------------------------------------------------------------- def onMarketDepth(self, data): """行情深度推送 """ - print data + print(data) #---------------------------------------------------------------------- def onTradeDetail(self, data): """成交细节推送""" - print data + print(data) #---------------------------------------------------------------------- def onMarketDetail(self, data): """市场细节推送""" - print data \ No newline at end of file + print(data) \ No newline at end of file diff --git a/vnpy/api/ib/__init__.py b/vnpy/api/ib/__init__.py index 37b3bd13..75445132 100644 --- a/vnpy/api/ib/__init__.py +++ b/vnpy/api/ib/__init__.py @@ -1,3 +1,4 @@ # encoding: UTF-8 -from vnib import * \ No newline at end of file +from __future__ import absolute_import +from .vnib import * \ No newline at end of file diff --git a/vnpy/api/ib/test/test.py b/vnpy/api/ib/test/test.py index 6f4ab062..acb39a12 100644 --- a/vnpy/api/ib/test/test.py +++ b/vnpy/api/ib/test/test.py @@ -1,15 +1,18 @@ # encoding: UTF-8 +from __future__ import print_function import sys from time import sleep +from six.moves import input + from vnib import IbApi ######################################################################## class TestApi(IbApi): - print sys._getframe().f_code.co_name + print(sys._getframe().f_code.co_name) #---------------------------------------------------------------------- def __init__(self): @@ -18,283 +21,283 @@ class TestApi(IbApi): #---------------------------------------------------------------------- def nextValidId(self, orderId): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def currentTime(self, time): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def connectAck(self): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def error(self, id_, errorCode, errorString): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def accountSummary(self, reqId, account, tag, value, curency): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def accountSummaryEnd(self, reqId): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def tickPrice(self, tickerId, field, price, canAutoExecute): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def tickSize(self, tickerId, field, size): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def tickOptionComputation(self, tickerId, tickType, impliedVol, delta, optPrice, pvDividend, gamma, vega, theta, undPrice): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def tickGeneric(self, tickerId, tickType, value): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def tickString(self, tickerId, tickType, value): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def tickEFP(self, tickerId, tickType, basisPoints, formattedBasisPoints, totalDividends, holdDays, futureLastTradeDate, dividendImpact, dividendsToLastTradeDate): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def orderStatus(self, orderId, status, filled, remaining, avgFillPrice, permId, parentId, lastFillPrice, clientId, whyHeld): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def openOrder(self, orderId, contract, order, orderState): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def openOrderEnd(self): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def winError(self, str_, lastError): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def connectionClosed(self): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def updateAccountValue(self, key, val, currency, accountName): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def updatePortfolio(self, contract, position, marketPrice, marketValue, averageCost, unrealizedPNL, realizedPNL, accountName): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def updateAccountTime(self, timeStamp): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def accountDownloadEnd(self, accountName): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def contractDetails(self, reqId, contractDetails): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def bondContractDetails(self, reqId, contractDetails): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def contractDetailsEnd(self, reqId): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def execDetails(self, reqId, contract, execution): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def execDetailsEnd(self, reqId): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def updateMktDepth(self, id_, position, operation, side, price, size): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def updateMktDepthL2(self, id_, position, marketMaker, operation, side, price, size): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def updateNewsBulletin(self, msgId, msgType, newsMessage, originExch): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def managedAccounts(self, accountsList): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def receiveFA(self, pFaDataType, cxml): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def historicalData(self, reqId, date, open_, high, low, close, volume, barCount, WAP, hasGaps): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def scannerParameters(self, xml): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def scannerData(self, reqId, rank, contractDetails, distance, benchmark, projection, legsStr): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def scannerDataEnd(self, reqId): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def realtimeBar(self, reqId, time, open_, high, low, close, volume, wap, count): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def fundamentalData(self, reqId, data): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def deltaNeutralValidation(self, reqId, underComp): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def tickSnapshotEnd(self, reqId): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def marketDataType(self, reqId, marketDataType): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def commissionReport(self, commissionReport): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def position(self, account, contract, position, avgCost): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def positionEnd(self): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def verifyMessageAPI(self, apiData): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def verifyCompleted(self, isSuccessful, errorText): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def displayGroupList(self, reqId, groups): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def displayGroupUpdated(self, reqId, contractInfo): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def verifyAndAuthMessageAPI(self, apiData, xyzChallange): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def verifyAndAuthCompleted(self, isSuccessful, errorText): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def positionMulti(self, reqId, account, modelCode, contract, pos, avgCost): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def positionMultiEnd(self, reqId): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def accountUpdateMulti(self, reqId, account, modelCode, key, value, currency): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def accountUpdateMultiEnd(self, reqId): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def securityDefinitionOptionalParameter(self, reqId, exchange, underlyingConId, tradingClass, multiplier, expirations, strikes): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def securityDefinitionOptionalParameterEnd(self, reqId): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) #---------------------------------------------------------------------- def softDollarTiers(self, reqId, tiers): - print sys._getframe().f_code.co_name - print locals() + print(sys._getframe().f_code.co_name) + print(locals()) @@ -302,14 +305,14 @@ if __name__ == '__main__': api = TestApi() n = api.eConnect('127.0.0.1', 7497, 123, False) - print n + print(n) #t = api.TwsConnectionTime() #print t # sleep(1) - print 'req time' + print('req time') api.reqCurrentTime() # @@ -319,6 +322,6 @@ if __name__ == '__main__': #print 'disconnect' #api.eDisconnect() - raw_input() + input() + - \ No newline at end of file