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Merge pull request #877 from cclauss/modernize-vnpy_api_o_and_q

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Modernize vnpy/api/o* and q*
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vn.py 2018-05-19 22:33:18 +08:00 committed by GitHub
commit d0c04ac4fb
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GPG Key ID: 4AEE18F83AFDEB23
6 changed files with 52 additions and 46 deletions
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3
vnpy/api/oanda/__init__.py
View File

@ -1,3 +1,4 @@
# encoding: UTF-8
from vnoanda import OandaApi
from __future__ import absolute_import
from .vnoanda import OandaApi

3
vnpy/api/oanda/test.py
View File

@ -1,6 +1,7 @@
# encoding: utf-8
from vnoanda import OandaApi
from __future__ import absolute_import
from .vnoanda import OandaApi
if __name__ == '__main__':

75
vnpy/api/oanda/vnoanda.py
View File

@ -1,5 +1,6 @@
# encoding: utf-8
from __future__ import print_function
import json
import requests
from Queue import Queue, Empty
@ -208,7 +209,7 @@ class OandaApi(object):
try:
r = self.session.send(pre, stream=stream)
except Exception, e:
except Exception as e:
error = e
return r, error
@ -228,9 +229,9 @@ class OandaApi(object):
try:
data = r.json()
if self.DEBUG:
print callback.__name__
print(callback.__name__)
callback(data, reqID)
except Exception, e:
except Exception as e:
self.onError(str(e), reqID)
else:
self.onError(error, reqID)
@ -260,7 +261,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onError(self, error, reqID):
"""错误信息回调"""
print error, reqID
print(error, reqID)
#----------------------------------------------------------------------
def getInstruments(self, params):
@ -270,7 +271,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetInstruments(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def getPrices(self, params):
@ -280,7 +281,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetPrices(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def getPriceHisory(self, params):
@ -290,7 +291,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetPriceHistory(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def getAccounts(self):
@ -300,7 +301,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetAccounts(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def getAccountInfo(self):
@ -310,7 +311,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetAccountInfo(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def getOrders(self, params):
@ -320,7 +321,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetOrders(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def sendOrder(self, params):
@ -330,7 +331,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onSendOrder(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def getOrderInfo(self, optional):
@ -340,7 +341,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetOrderInfo(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def modifyOrder(self, params, optional):
@ -350,7 +351,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onModifyOrder(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def cancelOrder(self, optional):
@ -360,7 +361,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onCancelOrder(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def getTrades(self, params):
@ -370,7 +371,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetTrades(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def getTradeInfo(self, optional):
@ -380,7 +381,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetTradeInfo(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def modifyTrade(self, params, optional):
@ -390,7 +391,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onModifyTrade(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def closeTrade(self, optional):
@ -400,7 +401,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onCloseTrade(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def getPositions(self):
@ -410,7 +411,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetPositions(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def getPositionInfo(self, optional):
@ -420,7 +421,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetPositionInfo(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def closePosition(self, optional):
@ -430,7 +431,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onClosePosition(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
@ -441,7 +442,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetTransactions(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def getTransactionInfo(self, optional):
@ -451,7 +452,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetTransactionInfo(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def getAccountHistory(self):
@ -461,7 +462,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetAccountHistory(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def getCalendar(self, params):
@ -471,7 +472,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetCalendar(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def getPositionRatios(self, params):
@ -481,7 +482,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetPositionRatios(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def getSpreads(self, params):
@ -491,7 +492,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetSpreads(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def getCommitments(self, params):
@ -501,7 +502,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetCommitments(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def getOrderbook(self, params):
@ -511,7 +512,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetOrderbook(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def getAutochartist(self, params):
@ -521,17 +522,17 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetAutochartist(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def onPrice(self, data):
"""行情推送"""
print data
print(data)
#----------------------------------------------------------------------
def onEvent(self, data):
"""事件推送（成交等）"""
print data
print(data)
#----------------------------------------------------------------------
def processStreamPrices(self):
@ -546,7 +547,7 @@ class OandaApi(object):
try:
data = r.json()
symbols = [d['instrument'] for d in data['instruments']]
except Exception, e:
except Exception as e:
self.onError(e, -1)
return
else:
@ -570,10 +571,10 @@ class OandaApi(object):
msg = json.loads(line)
if self.DEBUG:
print self.onPrice.__name__
print(self.onPrice.__name__)
self.onPrice(msg)
except Exception, e:
except Exception as e:
self.onError(e, -1)
if not self.active:
@ -597,10 +598,10 @@ class OandaApi(object):
msg = json.loads(line)
if self.DEBUG:
print self.onEvent.__name__
print(self.onEvent.__name__)
self.onEvent(msg)
except Exception, e:
except Exception as e:
self.onError(e, -1)
if not self.active:

7
vnpy/api/qdp/__init__.py
View File

@ -1,5 +1,6 @@
# encoding: UTF-8
from vnqdpmd import MdApi
from vnqdptd import TdApi
from qdp_data_type import defineDict
from __future__ import absolute_import
from .vnqdpmd import MdApi
from .vnqdptd import TdApi
from .qdp_data_type import defineDict

5
vnpy/api/qdp/pyscript/generate_data_type.py
View File

@ -1,5 +1,6 @@
# encoding: UTF-8
from __future__ import print_function
__author__ = 'CHENXY'
# C++和python类型的映射字典
@ -92,9 +93,9 @@ def main():
fcpp.close()
fpy.close()
print u'data_type.py生成过程完成'
print(u'data_type.py生成过程完成')
except:
print u'data_type.py生成过程出错'
print(u'data_type.py生成过程出错')
if __name__ == '__main__':

5
vnpy/api/qdp/pyscript/generate_td_functions.py
View File

@ -1,5 +1,6 @@
# encoding: UTF-8
from __future__ import print_function
__author__ = 'CHENXY'
from string import join
@ -250,8 +251,8 @@ def createFunction(fcName, fcArgsTypeList, fcArgsValueList):
ffunction.write(line)
if type_ == 'CQdpFtdcInputOrderField':
print key, value
print line
print(key, value)
print(line)
ffunction.write('\tint i = this->api->' + fcName + '(&myreq, nRequestID);\n')
ffunction.write('\treturn i;\n')