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[Mod] complete test of mini_gateway

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vn.py 2019-07-16 12:31:01 +08:00
parent c7621cbfa3
commit cf7b89365a
1 changed files with 41 additions and 44 deletions
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85
vnpy/gateway/mini/mini_gateway.py
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@ -469,50 +469,47 @@ class MiniTdApi(TdApi):
def onRspQryInvestorPosition(self, data: dict, error: dict, reqid: int, last: bool):
""""""
if not data:
print(data, error, reqid, last)
return
# Get buffered position object
key = f"{data['InstrumentID'], data['PosiDirection']}"
position = self.positions.get(key, None)
if not position:
position = PositionData(
symbol=data["InstrumentID"],
exchange=symbol_exchange_map[data["InstrumentID"]],
direction=DIRECTION_MINI2VT[data["PosiDirection"]],
gateway_name=self.gateway_name
)
self.positions[key] = position
# For SHFE position data update
if position.exchange == Exchange.SHFE:
if data["YdPosition"] and not data["TodayPosition"]:
position.yd_volume = data["Position"]
# For other exchange position data update
else:
position.yd_volume = data["Position"] - data["TodayPosition"]
# Get contract size (spread contract has no size value)
size = symbol_size_map.get(position.symbol, 0)
# Calculate previous position cost
cost = position.price * position.volume * size
# Update new position volume
position.volume += data["Position"]
position.pnl += data["PositionProfit"]
# Calculate average position price
if position.volume and size:
cost += data["PositionCost"]
position.price = cost / (position.volume * size)
# Get frozen volume
if position.direction == Direction.LONG:
position.frozen += data["ShortFrozen"]
else:
position.frozen += data["LongFrozen"]
if data:
# Get buffered position object
key = f"{data['InstrumentID'], data['PosiDirection']}"
position = self.positions.get(key, None)
if not position:
position = PositionData(
symbol=data["InstrumentID"],
exchange=symbol_exchange_map[data["InstrumentID"]],
direction=DIRECTION_MINI2VT[data["PosiDirection"]],
gateway_name=self.gateway_name
)
self.positions[key] = position
# For SHFE position data update
if position.exchange == Exchange.SHFE:
if data["YdPosition"] and not data["TodayPosition"]:
position.yd_volume = data["Position"]
# For other exchange position data update
else:
position.yd_volume = data["Position"] - data["TodayPosition"]
# Get contract size (spread contract has no size value)
size = symbol_size_map.get(position.symbol, 0)
# Calculate previous position cost
cost = position.price * position.volume * size
# Update new position volume
position.volume += data["Position"]
position.pnl += data["PositionProfit"]
# Calculate average position price
if position.volume and size:
cost += data["PositionCost"]
position.price = cost / (position.volume * size)
# Get frozen volume
if position.direction == Direction.LONG:
position.frozen += data["ShortFrozen"]
else:
position.frozen += data["LongFrozen"]
if last:
for position in self.positions.values():