From d0bb68fc479f2775616b7d2433fddaa419f8a772 Mon Sep 17 00:00:00 2001 From: "vn.py" Date: Wed, 26 Jun 2019 21:43:06 +0800 Subject: [PATCH] [Mod] complete test of ToraGateway --- examples/vn_trader/run.py | 10 ++-- vnpy/gateway/tora/md.py | 18 +++++- vnpy/gateway/tora/td.py | 91 ++++++++++++++++++++++++------- vnpy/gateway/tora/tora_gateway.py | 12 ++-- vnpy/trader/ui/mainwindow.py | 1 + 5 files changed, 99 insertions(+), 33 deletions(-) diff --git a/examples/vn_trader/run.py b/examples/vn_trader/run.py index c7cd65c5..aaab4352 100644 --- a/examples/vn_trader/run.py +++ b/examples/vn_trader/run.py @@ -9,7 +9,7 @@ from vnpy.gateway.futu import FutuGateway from vnpy.gateway.ib import IbGateway from vnpy.gateway.ctp import CtpGateway # from vnpy.gateway.ctptest import CtptestGateway -from vnpy.gateway.femas import FemasGateway +# from vnpy.gateway.femas import FemasGateway from vnpy.gateway.tiger import TigerGateway # from vnpy.gateway.oes import OesGateway from vnpy.gateway.okex import OkexGateway @@ -19,7 +19,8 @@ from vnpy.gateway.onetoken import OnetokenGateway from vnpy.gateway.okexf import OkexfGateway # from vnpy.gateway.xtp import XtpGateway from vnpy.gateway.hbdm import HbdmGateway -from vnpy.gateway.tap import TapGateway +# from vnpy.gateway.tap import TapGateway +from vnpy.gateway.tora import ToraGateway from vnpy.app.cta_strategy import CtaStrategyApp from vnpy.app.csv_loader import CsvLoaderApp @@ -40,7 +41,7 @@ def main(): main_engine.add_gateway(BinanceGateway) main_engine.add_gateway(CtpGateway) # main_engine.add_gateway(CtptestGateway) - main_engine.add_gateway(FemasGateway) + # main_engine.add_gateway(FemasGateway) main_engine.add_gateway(IbGateway) main_engine.add_gateway(FutuGateway) main_engine.add_gateway(BitmexGateway) @@ -53,7 +54,8 @@ def main(): main_engine.add_gateway(OkexfGateway) main_engine.add_gateway(HbdmGateway) # main_engine.add_gateway(XtpGateway) - main_engine.add_gateway(TapGateway) + # main_engine.add_gateway(TapGateway) + main_engine.add_gateway(ToraGateway) main_engine.add_app(CtaStrategyApp) main_engine.add_app(CtaBacktesterApp) diff --git a/vnpy/gateway/tora/md.py b/vnpy/gateway/tora/md.py index b35a5b51..ef10176c 100644 --- a/vnpy/gateway/tora/md.py +++ b/vnpy/gateway/tora/md.py @@ -23,22 +23,28 @@ def parse_datetime(date: str, time: str): class ToraMdSpi(CTORATstpMdSpi): + """""" def __init__(self, api: "ToraMdApi", gateway: "BaseGateway"): + """""" super().__init__() self.gateway = gateway self._api = api def OnFrontConnected(self) -> Any: + """""" self.gateway.write_log("行情服务器连接成功") def OnFrontDisconnected(self, error_code: int) -> Any: - self.gateway.write_log(f"行情服务器连接断开({error_code}):{get_error_msg(error_code)}") + """""" + self.gateway.write_log( + f"行情服务器连接断开({error_code}):{get_error_msg(error_code)}") def OnRspError( self, error_info: CTORATstpRspInfoField, request_id: int, is_last: bool ) -> Any: + """""" error_id = error_info.ErrorID error_msg = error_info.ErrorMsg self.gateway.write_log(f"行情服务收到错误消息({error_id})：{error_msg}") @@ -50,6 +56,7 @@ class ToraMdSpi(CTORATstpMdSpi): request_id: int, is_last: bool, ) -> Any: + """""" error_id = error_info.ErrorID if error_id != 0: error_msg = error_info.ErrorMsg @@ -64,6 +71,7 @@ class ToraMdSpi(CTORATstpMdSpi): request_id: int, is_last: bool, ) -> Any: + """""" error_id = error_info.ErrorID if error_id != 0: error_msg = error_info.ErrorMsg @@ -72,6 +80,7 @@ class ToraMdSpi(CTORATstpMdSpi): self.gateway.write_log("行情服务器登出成功") def OnRtnDepthMarketData(self, data: CTORATstpMarketDataField) -> Any: + """""" if data.ExchangeID not in EXCHANGE_TORA2VT: return tick_data = TickData( @@ -114,8 +123,10 @@ class ToraMdSpi(CTORATstpMdSpi): class ToraMdApi: + """""" def __init__(self, gateway: BaseGateway): + """""" self.gateway = gateway self.md_address = "" @@ -151,10 +162,13 @@ class ToraMdApi: return True def subscribe(self, symbols: List[str], exchange: Exchange): - err = self._native_api.SubscribeMarketData(symbols, EXCHANGE_VT2TORA[exchange]) + """""" + err = self._native_api.SubscribeMarketData( + symbols, EXCHANGE_VT2TORA[exchange]) self._if_error_write_log(err, "subscribe") def _if_error_write_log(self, error_code: int, function_name: str): + """""" if error_code != 0: error_msg = get_error_msg(error_code) msg = f'在执行 {function_name} 时发生错误({error_code}): {error_msg}' diff --git a/vnpy/gateway/tora/td.py b/vnpy/gateway/tora/td.py index db3b3e44..1d0926af 100644 --- a/vnpy/gateway/tora/td.py +++ b/vnpy/gateway/tora/td.py @@ -47,7 +47,8 @@ def _check_error(none_return: bool = True, def wrapped(self, info, error_info, *args): function_name = func.__name__ if print_function_name: - print(function_name, "info" if info else "None", error_info.ErrorID) + print(function_name, "info" if info else "None", + error_info.ErrorID) # print if errors error_code = error_info.ErrorID @@ -72,8 +73,10 @@ def _check_error(none_return: bool = True, class QueryLoop: + """""" def __init__(self, gateway: "BaseGateway"): + """""" self.event_engine = gateway.event_engine self._seconds_left = 0 @@ -84,6 +87,7 @@ class QueryLoop: self.event_engine.register(EVENT_TIMER, self._process_timer_event) def stop(self): + """""" self.event_engine.unregister(EVENT_TIMER, self._process_timer_event) def _process_timer_event(self, event): @@ -96,7 +100,8 @@ class QueryLoop: self._seconds_left = 2 # get the last one and re-queue it - func = self._query_functions.pop(0) # works fine if there is no so much items + # works fine if there is no so much items + func = self._query_functions.pop(0) self._query_functions.append(func) # call it @@ -107,11 +112,13 @@ OrdersType = Dict[str, "OrderInfo"] class ToraTdSpi(CTORATstpTraderSpi): + """""" def __init__(self, session_info: "SessionInfo", api: "ToraTdApi", gateway: "BaseGateway", orders: OrdersType): + """""" super().__init__() self.session_info = session_info self.gateway = gateway @@ -120,6 +127,7 @@ class ToraTdSpi(CTORATstpTraderSpi): self._api: "ToraTdApi" = api def OnRtnTrade(self, info: CTORATstpTradeField) -> None: + """""" try: trade_data = TradeData( gateway_name=self.gateway.gateway_name, @@ -138,6 +146,7 @@ class ToraTdSpi(CTORATstpTraderSpi): return def OnRtnOrder(self, info: CTORATstpOrderField) -> None: + """""" self._api.update_last_local_order_id(int(info.OrderRef)) try: @@ -155,6 +164,7 @@ class ToraTdSpi(CTORATstpTraderSpi): @_check_error(error_return=False, write_log=False, print_function_name=False) def OnErrRtnOrderInsert(self, info: CTORATstpInputOrderField, error_info: CTORATstpRspInfoField) -> None: + """""" try: self._api.update_last_local_order_id(int(info.OrderRef)) except ValueError: @@ -173,24 +183,27 @@ class ToraTdSpi(CTORATstpTraderSpi): @_check_error(error_return=False, write_log=False, print_function_name=False) def OnErrRtnOrderAction(self, info: CTORATstpOrderActionField, error_info: CTORATstpRspInfoField) -> None: + """""" pass @_check_error() def OnRtnCondOrder(self, info: CTORATstpConditionOrderField) -> None: + """""" pass @_check_error() def OnRspOrderAction(self, info: CTORATstpInputOrderActionField, error_info: CTORATstpRspInfoField, request_id: int, is_last: bool) -> None: - print("order action succeed!") + pass @_check_error() def OnRspOrderInsert(self, info: CTORATstpInputOrderField, error_info: CTORATstpRspInfoField, request_id: int, is_last: bool) -> None: + """""" try: order_data = self.parse_order_field(info) except KeyError: - self.gateway.write_log(f"收到无法识别的下单回执({info.OrderRef})！") + self.gateway.write_log(f"收到无法识别的下单回执({info.OrderRef})") return self.gateway.on_order(order_data) @@ -208,14 +221,17 @@ class ToraTdSpi(CTORATstpTraderSpi): @_check_error(print_function_name=False) def OnRspQryPosition(self, info: CTORATstpPositionField, error_info: CTORATstpRspInfoField, request_id: int, is_last: bool) -> None: + """""" if info.InvestorID != self.session_info.investor_id: - self.gateway.write_log("OnRspQryPosition:收到其他账户的仓位信息！") + self.gateway.write_log("OnRspQryPosition:收到其他账户的仓位信息") return if info.ExchangeID not in EXCHANGE_TORA2VT: - self.gateway.write_log(f"OnRspQryPosition:忽略不支持的交易所：{info.ExchangeID}") + self.gateway.write_log( + f"OnRspQryPosition:忽略不支持的交易所：{info.ExchangeID}") return volume = info.CurrentPosition - frozen = info.HistoryPosFrozen + info.TodayBSFrozen + info.TodayPRFrozen + info.TodaySMPosFrozen + frozen = info.HistoryPosFrozen + info.TodayBSFrozen + \ + info.TodayPRFrozen + info.TodaySMPosFrozen position_data = PositionData( gateway_name=self.gateway.gateway_name, symbol=info.SecurityID, @@ -224,7 +240,8 @@ class ToraTdSpi(CTORATstpTraderSpi): volume=volume, # verify this: which one should vnpy use? frozen=frozen, # verify this: which one should i use? price=info.TotalPosCost / volume, - pnl=info.LastPrice * volume - info.TotalPosCost, # verify this: is this formula correct + # verify this: is this formula correct + pnl=info.LastPrice * volume - info.TotalPosCost, yd_volume=info.HistoryPos, ) self.gateway.on_position(position_data) @@ -233,7 +250,7 @@ class ToraTdSpi(CTORATstpTraderSpi): def OnRspQryTradingAccount(self, info: CTORATstpTradingAccountField, error_info: CTORATstpRspInfoField, request_id: int, is_last: bool) -> None: - + """""" self.session_info.account_id = info.AccountID account_data = AccountData( gateway_name=self.gateway.gateway_name, @@ -247,19 +264,22 @@ class ToraTdSpi(CTORATstpTraderSpi): def OnRspQryShareholderAccount(self, info: CTORATstpShareholderAccountField, error_info: CTORATstpRspInfoField, request_id: int, is_last: bool) -> None: + """""" exchange = EXCHANGE_TORA2VT[info.ExchangeID] self.session_info.shareholder_ids[exchange] = info.ShareholderID @_check_error(print_function_name=False) def OnRspQryInvestor(self, info: CTORATstpInvestorField, error_info: CTORATstpRspInfoField, request_id: int, is_last: bool) -> None: + """""" self.session_info.investor_id = info.InvestorID @_check_error(none_return=False, print_function_name=False) def OnRspQrySecurity(self, info: CTORATstpSecurityField, error_info: CTORATstpRspInfoField, request_id: int, is_last: bool) -> None: + """""" if is_last: - self.gateway.write_log("合约信息查询成功!") + self.gateway.write_log("合约信息查询成功") if not info: return @@ -283,12 +303,14 @@ class ToraTdSpi(CTORATstpTraderSpi): self.gateway.on_contract(contract_data) def OnFrontConnected(self) -> None: + """""" self.gateway.write_log("交易服务器连接成功") self._api.login() @_check_error(print_function_name=False) def OnRspUserLogin(self, info: CTORATstpRspUserLoginField, error_info: CTORATstpRspInfoField, request_id: int, is_last: bool) -> None: + """""" self._api.update_last_local_order_id(int(info.MaxOrderRef)) self.session_info.front_id = info.FrontID self.session_info.session_id = info.SessionID @@ -298,7 +320,9 @@ class ToraTdSpi(CTORATstpTraderSpi): self._api.start_query_loop() # stop at ToraTdApi.stop() def OnFrontDisconnected(self, error_code: int) -> None: - self.gateway.write_log(f"交易服务器连接断开({error_code}):{get_error_msg(error_code)}") + """""" + self.gateway.write_log( + f"交易服务器连接断开({error_code}):{get_error_msg(error_code)}") def parse_order_field(self, info): """ @@ -330,6 +354,7 @@ class ToraTdSpi(CTORATstpTraderSpi): class ToraTdApi: def __init__(self, gateway: BaseGateway): + """""" self.gateway = gateway self.username = "" @@ -347,13 +372,16 @@ class ToraTdApi: self._next_local_order_id = int(1e5) def get_shareholder_id(self, exchange: Exchange): + """""" return self.session_info.shareholder_ids[exchange] def update_last_local_order_id(self, new_val: int): + """""" cur = self._next_local_order_id self._next_local_order_id = max(cur, new_val + 1) def _if_error_write_log(self, error_code: int, function_name: str): + """""" if error_code != 0: error_msg = get_error_msg(error_code) msg = f'在执行 {function_name} 时发生错误({error_code}): {error_msg}' @@ -361,21 +389,25 @@ class ToraTdApi: return True def _get_new_req_id(self): + """""" req_id = self._last_req_id self._last_req_id += 1 return req_id def _get_new_order_id(self) -> str: + """""" order_id = self._next_local_order_id self._next_local_order_id += 1 return str(order_id) def query_contracts(self): + """""" info = CTORATstpQrySecurityField() err = self._native_api.ReqQrySecurity(info, self._get_new_req_id()) self._if_error_write_log(err, "query_contracts") def query_exchange(self, exchange: Exchange): + """""" info = CTORATstpQryExchangeField() info.ExchangeID = EXCHANGE_VT2TORA[exchange] err = self._native_api.ReqQryExchange(info, self._get_new_req_id()) @@ -383,6 +415,7 @@ class ToraTdApi: self._if_error_write_log(err, "query_exchange") def query_market_data(self, symbol: str, exchange: Exchange): + """""" info = CTORATstpQryMarketDataField() info.ExchangeID = EXCHANGE_VT2TORA[exchange] info.SecurityID = symbol @@ -390,6 +423,7 @@ class ToraTdApi: self._if_error_write_log(err, "query_market_data") def stop(self): + """""" self.stop_query_loop() if self._native_api: @@ -419,16 +453,21 @@ class ToraTdApi: :return: """ flow_path = str(get_folder_path(self.gateway.gateway_name.lower())) - self._native_api = CTORATstpTraderApi.CreateTstpTraderApi(flow_path, True) - self._spi = ToraTdSpi(self.session_info, self, self.gateway, self.orders) + self._native_api = CTORATstpTraderApi.CreateTstpTraderApi( + flow_path, True) + self._spi = ToraTdSpi(self.session_info, self, + self.gateway, self.orders) self._native_api.RegisterSpi(self._spi) self._native_api.RegisterFront(self.td_address) - self._native_api.SubscribePublicTopic(TORA_TE_RESUME_TYPE.TORA_TERT_RESTART) - self._native_api.SubscribePrivateTopic(TORA_TE_RESUME_TYPE.TORA_TERT_RESTART) + self._native_api.SubscribePublicTopic( + TORA_TE_RESUME_TYPE.TORA_TERT_RESTART) + self._native_api.SubscribePrivateTopic( + TORA_TE_RESUME_TYPE.TORA_TERT_RESTART) self._native_api.Init() return True def send_order(self, req: OrderRequest): + """""" if req.type is OrderType.STOP: raise NotImplementedError() if req.type is OrderType.FAK or req.type is OrderType.FOK: @@ -465,16 +504,19 @@ class ToraTdApi: self.session_info.session_id, self.session_info.front_id, ) - self.gateway.on_order(req.create_order_data(order_id, self.gateway.gateway_name)) + self.gateway.on_order(req.create_order_data( + order_id, self.gateway.gateway_name)) # err = self._native_api.ReqCondOrderInsert(info, self._get_new_req_id()) err = self._native_api.ReqOrderInsert(info, self._get_new_req_id()) self._if_error_write_log(err, "send_order:ReqOrderInsert") def cancel_order(self, req: CancelRequest): + """""" info = CTORATstpInputOrderActionField() info.InvestorID = self.session_info.investor_id - info.ExchangeID = EXCHANGE_VT2TORA[req.exchange] # 没有的话：(16608)：VIP:未知的交易所代码 + # 没有的话：(16608)：VIP:未知的交易所代码 + info.ExchangeID = EXCHANGE_VT2TORA[req.exchange] info.SecurityID = req.symbol # info.OrderActionRef = str(self._get_new_req_id()) @@ -491,6 +533,7 @@ class ToraTdApi: self._if_error_write_log(err, "cancel_order:ReqOrderAction") def query_initialize_status(self): + """""" self.query_contracts() self.query_investors() self.query_shareholder_ids() @@ -500,41 +543,51 @@ class ToraTdApi: self.query_trades() def query_accounts(self): + """""" info = CTORATstpQryTradingAccountField() - err = self._native_api.ReqQryTradingAccount(info, self._get_new_req_id()) + err = self._native_api.ReqQryTradingAccount( + info, self._get_new_req_id()) self._if_error_write_log(err, "query_accounts") def query_shareholder_ids(self): + """""" info = CTORATstpQryShareholderAccountField() - err = self._native_api.ReqQryShareholderAccount(info, self._get_new_req_id()) + err = self._native_api.ReqQryShareholderAccount( + info, self._get_new_req_id()) self._if_error_write_log(err, "query_shareholder_ids") def query_investors(self): + """""" info = CTORATstpQryInvestorField() err = self._native_api.ReqQryInvestor(info, self._get_new_req_id()) self._if_error_write_log(err, "query_investors") def query_positions(self): + """""" info = CTORATstpQryPositionField() err = self._native_api.ReqQryPosition(info, self._get_new_req_id()) self._if_error_write_log(err, "query_positions") def query_orders(self): + """""" info = CTORATstpQryOrderField() err = self._native_api.ReqQryOrder(info, self._get_new_req_id()) self._if_error_write_log(err, "query_orders") def query_trades(self): + """""" info = CTORATstpQryTradeField() err = self._native_api.ReqQryTrade(info, self._get_new_req_id()) self._if_error_write_log(err, "query_trades") def start_query_loop(self): + """""" if not self._query_loop: self._query_loop = QueryLoop(self.gateway) self._query_loop.start() def stop_query_loop(self): + """""" if self._query_loop: self._query_loop.stop() self._query_loop = None diff --git a/vnpy/gateway/tora/tora_gateway.py b/vnpy/gateway/tora/tora_gateway.py index 76501a94..c09acee3 100644 --- a/vnpy/gateway/tora/tora_gateway.py +++ b/vnpy/gateway/tora/tora_gateway.py @@ -5,7 +5,8 @@ TODO: * Linux support """ -from vnpy.api.tora.vntora import (AsyncDispatchException, set_async_callback_exception_handler) +from vnpy.api.tora.vntora import ( + AsyncDispatchException, set_async_callback_exception_handler) from vnpy.event import EventEngine from vnpy.trader.gateway import BaseGateway @@ -20,6 +21,8 @@ def is_valid_front_address(address: str): class ToraGateway(BaseGateway): + """""" + default_setting = { "账号": "", "密码": "", @@ -86,13 +89,6 @@ class ToraGateway(BaseGateway): """""" self._td_api.query_positions() - def write_log(self, msg: str): - """ - for easier test - """ - print(msg) - super().write_log(msg) - def _async_callback_exception_handler(self, e: AsyncDispatchException): error_str = f"发生内部错误：\n" f"位置：{e.instance}.{e.function_name}" f"详细信息：{e.what}" self.write_log(error_str) diff --git a/vnpy/trader/ui/mainwindow.py b/vnpy/trader/ui/mainwindow.py index 3313c780..8d2ab6c5 100644 --- a/vnpy/trader/ui/mainwindow.py +++ b/vnpy/trader/ui/mainwindow.py @@ -163,6 +163,7 @@ class MainWindow(QtWidgets.QMainWindow): def init_toolbar(self): """""" self.toolbar = QtWidgets.QToolBar(self) + self.toolbar.setObjectName("工具栏") self.toolbar.setFloatable(False) self.toolbar.setMovable(False)