完成演示用的双指数均线策略Demo
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@ -1,11 +1,9 @@
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#vn.strategy介绍
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##2015/5/21
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该模块主要包含了一个适用于CTA类策略（时间序列型）的策略引擎和策略模板。
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目前尚未完成，仅供参考。
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##2015/5/26
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策略引擎目前主要对接测试用的是CTP，LTS的理论上只要稍作修改就可以直接用。
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完成了一个演示性的双指数均线策略，填入账号、密码等信息后直接运行demoStrategy.py就可以启动。
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@ -174,13 +174,20 @@ class StrategyEngine(object):
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# 调用函数
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self.__connectMongo()
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self.createStrategy()
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self.__registerEvent()
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#----------------------------------------------------------------------
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def createStrategy(self):
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def createStrategy(self, strategyName, strategySymbol, strategyClass, strategySetting):
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"""创建策略"""
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pass
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strategy = strategyClass(strategyName, strategySymbol, self)
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self.dictStrategy[strategyName] = strategy
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strategy.loadSetting(strategySetting)
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# 订阅合约行情，注意这里因为是CTP，所以ExchangeID可以忽略
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self.mainEngine.subscribe(strategySymbol, None)
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# 注册策略监听
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self.registerStrategy(strategySymbol, strategy)
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#----------------------------------------------------------------------
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def __connectMongo(self):
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@ -331,7 +338,7 @@ class StrategyEngine(object):
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order.orderRef = data['OrderRef']
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order.direction = data['Direction']
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order.offset = data['ComboOffsetFlag']
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order.offset = data['CombOffsetFlag']
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order.price = data['LimitPrice']
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order.volumeOriginal = data['VolumeTotalOriginal']
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@ -353,8 +360,10 @@ class StrategyEngine(object):
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#----------------------------------------------------------------------
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def __updateTrade(self, event):
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"""成交更新"""
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print 'updateTrade'
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data = event.dict_['data']
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orderRef = data['OrderRef']
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print 'trade:', orderRef
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if orderRef in self.__dictOrderRefStrategy:
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@ -396,6 +405,8 @@ class StrategyEngine(object):
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offset)
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self.__dictOrderRefStrategy[ref] = strategy
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print 'ref:', ref
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print 'strategy:', strategy.name
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return ref
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@ -480,17 +491,29 @@ class StrategyEngine(object):
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except KeyError:
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pass
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#----------------------------------------------------------------------
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def startAll(self):
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"""启动所有策略"""
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for strategy in self.dictStrategy.values():
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strategy.start()
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#----------------------------------------------------------------------
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def stopAll(self):
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"""停止所有策略"""
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for strategy in self.dictStrategy.values():
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strategy.stop()
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########################################################################
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class SimpleStrategyTemplate(object):
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"""简易策略模板"""
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class StrategyTemplate(object):
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"""策略模板"""
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#----------------------------------------------------------------------
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def __init__(self, name, symbol, engine):
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"""Constructor"""
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self.name = name # 策略名称（注意唯一性）
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self.__engine = engine # 策略引擎对象
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self.symbol = symbol # 策略交易的合约
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self.engine = engine # 策略引擎对象
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self.trading = False # 策略是否启动交易
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@ -513,6 +536,11 @@ class SimpleStrategyTemplate(object):
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def onStopOrder(self, orderRef):
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"""停止单更新"""
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raise NotImplementedError
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#----------------------------------------------------------------------
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def onBar(self, o, h, l, c, volume, time):
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"""K线数据更新"""
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raise NotImplementedError
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#----------------------------------------------------------------------
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def start(self):
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@ -522,6 +550,7 @@ class SimpleStrategyTemplate(object):
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有需要可以重新实现更复杂的操作
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"""
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self.trading = True
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self.engine.writeLog(self.name + u'开始运行')
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#----------------------------------------------------------------------
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def stop(self):
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@ -530,75 +559,84 @@ class SimpleStrategyTemplate(object):
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同上
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"""
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self.trading = False
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self.engine.writeLog(self.name + u'停止运行')
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#----------------------------------------------------------------------
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def __buy(self, price, volume, stopOrder=False):
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def loadSetting(self, setting):
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"""
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载入设置
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setting通常是一个包含了参数设置的字典
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"""
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raise NotImplementedError
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#----------------------------------------------------------------------
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def buy(self, price, volume, stopOrder=False):
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"""买入开仓"""
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if self.trading:
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if stopOrder:
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so = self.__engine.placeStopOrder(self.symbol, DIRECTION_BUY,
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so = self.engine.placeStopOrder(self.symbol, DIRECTION_BUY,
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OFFSET_OPEN, price, volume, self)
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return so
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else:
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ref = self.__engine.sendOrder(self.symbol, DIRECTION_BUY,
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ref = self.engine.sendOrder(self.symbol, DIRECTION_BUY,
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OFFSET_OPEN, price, volume, self)
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return ref
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else:
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return None
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#----------------------------------------------------------------------
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def __cover(self, price, volume, StopOrder=False):
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def cover(self, price, volume, StopOrder=False):
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"""买入平仓"""
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if self.trading:
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if stopOrder:
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so = self.__engine.placeStopOrder(self.symbol, DIRECTION_BUY,
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so = self.engine.placeStopOrder(self.symbol, DIRECTION_BUY,
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OFFSET_CLOSE, price, volume, self)
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return so
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else:
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ref = self.__engine.sendOrder(self.symbol, DIRECTION_BUY,
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ref = self.engine.sendOrder(self.symbol, DIRECTION_BUY,
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OFFSET_CLOSE, price, volume, self)
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return ref
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else:
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return None
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#----------------------------------------------------------------------
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def __sell(self, price, volume, stopOrder=False):
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def sell(self, price, volume, stopOrder=False):
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"""卖出平仓"""
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if self.trading:
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if stopOrder:
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so = self.__engine.placeStopOrder(self.symbol, DIRECTION_SELL,
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so = self.engine.placeStopOrder(self.symbol, DIRECTION_SELL,
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OFFSET_CLOSE, price, volume, self)
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return so
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else:
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ref = self.__engine.sendOrder(self.symbol, DIRECTION_SELL,
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ref = self.engine.sendOrder(self.symbol, DIRECTION_SELL,
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OFFSET_CLOSE, price, volume, self)
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return ref
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else:
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return None
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#----------------------------------------------------------------------
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def __short(self, price, volume, stopOrder=False):
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def short(self, price, volume, stopOrder=False):
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"""卖出开仓"""
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if self.trading:
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if stopOrder:
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so = self.__engine.placeStopOrder(self.symbol, DIRECTION_SELL,
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so = self.engine.placeStopOrder(self.symbol, DIRECTION_SELL,
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OFFSET_OPEN, price, volume, self)
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return so
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else:
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ref = self.__engine.sendOrder(self.symbol, DIRECTION_SELL,
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ref = self.engine.sendOrder(self.symbol, DIRECTION_SELL,
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OFFSET_OPEN, price, volume, self)
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return ref
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else:
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return None
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#----------------------------------------------------------------------
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def __cancelOrder(self, orderRef):
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def cancelOrder(self, orderRef):
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"""撤单"""
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self.__engine.cancelOrder(orderRef)
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self.engine.cancelOrder(orderRef)
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#----------------------------------------------------------------------
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def __cancelStopOrder(self, so):
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def cancelStopOrder(self, so):
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"""撤销停止单"""
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self.__engine.cancelStopOrder(so)
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self.engine.cancelStopOrder(so)
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@ -82,7 +82,7 @@ class MainEngine:
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def sendOrder(self, instrumentid, exchangeid, price, pricetype, volume, direction, offset):
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"""发单"""
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ref = self.td.sendOrder(instrumentid, exchangeid, price, pricetype, volume, direction, offset)
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return ref
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return str(ref)
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#----------------------------------------------------------------------
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def cancelOrder(self, instrumentid, exchangeid, orderref, frontid, sessionid):
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@ -1,32 +0,0 @@
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# encoding: UTF-8
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"""
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该文件中包含的是交易平台的主函数，
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将底层、中层、上层的功能导入，并运行。
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"""
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import ctypes
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import sys
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from demoEngine import MainEngine
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from demoUi import *
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#----------------------------------------------------------------------
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def main():
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"""主程序入口"""
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ctypes.windll.shell32.SetCurrentProcessExplicitAppUserModelID('vn.py demo') # win7以下请注释掉该行
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app = QtGui.QApplication(sys.argv)
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app.setWindowIcon(QtGui.QIcon('vnpy.ico'))
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me = MainEngine()
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mw = MainWindow(me.ee, me)
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mw.showMaximized()
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sys.exit(app.exec_())
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if __name__ == '__main__':
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main()
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@ -1,18 +1,306 @@
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# encoding: UTF-8
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from strategyEngine import StrategyTemplate
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# 首先写系统内置模块
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import sys
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from datetime import datetime, timedelta, time
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from time import sleep
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# 然后是第三方库模块（如PyQt4等）
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import sip
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from PyQt4 import QtCore
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# 然后是自己编写的模块
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from demoEngine import MainEngine
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from strategyEngine import *
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########################################################################
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class SimpleEmaStrategy(StrategyTemplate):
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"""简单双指数移动均线策略"""
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"""简单双指数移动均线EMA策略"""
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#----------------------------------------------------------------------
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def __init__(self, name, symbol, engine):
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"""Constructor"""
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super(SimpleEmaStrategy, self).__init__(name, symbol, engine)
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# 策略在外部设置的参数
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self.fastAlpha = 0.2 # 快速EMA的参数
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self.slowAlpha = 0.05 # 慢速EMA的参数
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# 最新TICK数据（市场报价）
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self.currentTick = None
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# K线缓存对象
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self.barOpen = 0
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self.barHigh = 0
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self.barLow = 0
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self.barClose = 0
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self.barVolume = 0
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self.barTime = None
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# 保存K线数据的列表对象
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self.listOpen = []
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self.listHigh = []
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self.listLow = []
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self.listClose = []
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self.listVolume = []
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self.listTime = []
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# 持仓
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self.pos = 0
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# 报单代码列表
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self.listOrderRef = [] # 报单号列表
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self.listStopOrder = [] # 停止单对象列表
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# EMA均线
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self.fastEMA = 0 # 快速EMA的数值
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self.slowEMA = 0 # 慢速EMA的数值
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# 是否完成了初始化
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self.initCompleted = False
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# 初始化时读取的历史数据的起始日期(可以选择外部设置)
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self.startDate = None
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#----------------------------------------------------------------------
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def loadSetting(self, setting):
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"""读取参数设定"""
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try:
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self.fastAlpha = setting['fastAlpha']
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self.slowAlpha = setting['slowAlpha']
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self.engine.writeLog(self.name + u'读取参数成功')
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except KeyError:
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self.engine.writeLog(self.name + u'读取参数设定出错，请检查参数字典')
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self.initStrategy()
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#----------------------------------------------------------------------
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def initStrategy(self):
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"""初始化"""
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td = timedelta(days=3) # 读取3天的历史TICK数据
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today = datetime.today().replace(hour=0, minute=0, second=0, microsecond=0)
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cx = self.engine.loadTick(self.symbol, today-td)
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if cx:
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for data in cx:
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tick = Tick(data['InstrumentID'])
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tick.openPrice = data['OpenPrice']
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tick.highPrice = data['HighestPrice']
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tick.lowPrice = data['LowestPrice']
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tick.lastPrice = data['LastPrice']
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tick.volume = data['Volume']
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tick.openInterest = data['OpenInterest']
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tick.upperLimit = data['UpperLimitPrice']
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tick.lowerLimit = data['LowerLimitPrice']
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tick.time = data['UpdateTime']
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tick.ms = data['UpdateMillisec']
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tick.bidPrice1 = data['BidPrice1']
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tick.bidPrice2 = data['BidPrice2']
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tick.bidPrice3 = data['BidPrice3']
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tick.bidPrice4 = data['BidPrice4']
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tick.bidPrice5 = data['BidPrice5']
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tick.askPrice1 = data['AskPrice1']
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tick.askPrice2 = data['AskPrice2']
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tick.askPrice3 = data['AskPrice3']
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tick.askPrice4 = data['AskPrice4']
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tick.askPrice5 = data['AskPrice5']
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tick.bidVolume1 = data['BidVolume1']
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tick.bidVolume2 = data['BidVolume2']
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tick.bidVolume3 = data['BidVolume3']
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tick.bidVolume4 = data['BidVolume4']
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tick.bidVolume5 = data['BidVolume5']
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tick.askVolume1 = data['AskVolume1']
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tick.askVolume2 = data['AskVolume2']
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tick.askVolume3 = data['AskVolume3']
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tick.askVolume4 = data['AskVolume4']
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tick.askVolume5 = data['AskVolume5']
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self.onTick(tick)
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self.initCompleted = True
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self.engine.writeLog(self.name + u'初始化完成')
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#----------------------------------------------------------------------
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def onTick(self, tick):
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"""行情更新"""
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# 保存最新的TICK
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self.currentTick = tick
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# 首先生成datetime.time格式的时间（便于比较）
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ticktime = self.strToTime(tick.time, tick.ms)
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# 假设是收到的第一个TICK
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if self.barOpen == 0:
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# 初始化新的K线数据
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self.barOpen = tick.lastPrice
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self.barHigh = tick.lastPrice
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self.barLow = tick.lastPrice
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self.barClose = tick.lastPrice
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self.barVolume = tick.volume
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self.barTime = ticktime
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else:
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# 如果是当前一分钟内的数据
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if ticktime.minute == self.barTime.minute:
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# 汇总TICK生成K线
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self.barHigh = max(self.barHigh, tick.lastPrice)
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self.barLow = min(self.barLow, tick.lastPrice)
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self.barClose = tick.lastPrice
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self.barVolume = self.barVolume + tick.volume
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self.barTime = ticktime
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# 如果是新一分钟的数据
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else:
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# 首先推送K线数据
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self.onBar(self.barOpen, self.barHigh, self.barLow, self.barClose,
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self.barVolume, self.barTime)
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# 初始化新的K线数据
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self.barOpen = tick.lastPrice
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self.barHigh = tick.lastPrice
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self.barLow = tick.lastPrice
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self.barClose = tick.lastPrice
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self.barVolume = tick.volume
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self.barTime = ticktime
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#----------------------------------------------------------------------
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def onTrade(self, trade):
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"""交易更新"""
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if trade.direction == DIRECTION_BUY:
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self.pos = self.pos + trade.volume
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else:
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self.pos = self.pos - trade.volume
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log = self.name + u'当前持仓：' + str(self.pos)
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self.engine.writeLog(log)
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#----------------------------------------------------------------------
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def onOrder(self, order):
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"""报单更新"""
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pass
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#----------------------------------------------------------------------
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def onStopOrder(self, orderRef):
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"""停止单更新"""
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pass
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#----------------------------------------------------------------------
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def onBar(self, o, h, l, c, volume, time):
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"""K线数据更新"""
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# 保存K线序列数据
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self.listOpen.append(o)
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self.listHigh.append(h)
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self.listLow.append(l)
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self.listClose.append(c)
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self.listVolume.append(volume)
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self.listTime.append(time)
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# 计算EMA
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if self.fastEMA:
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self.fastEMA = c*self.fastAlpha + self.fastEMA*(1-self.fastAlpha)
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self.slowEMA = c*self.slowAlpha + self.slowEMA*(1-self.slowAlpha)
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else:
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self.fastEMA = c
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self.slowEMA = c
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# 交易逻辑
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if self.initCompleted: # 首先检查是否是实盘运行还是数据预处理阶段
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# 快速EMA在慢速EMA上方，做多
|
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if self.fastEMA > self.slowEMA:
|
||||
# 如果当前手头无仓位，则直接做多
|
||||
if self.pos == 0:
|
||||
# 涨停价买入开仓
|
||||
self.buy(self.currentTick.upperLimit, 1)
|
||||
# 手头有空仓，则先平空，再开多
|
||||
elif self.pos < 0:
|
||||
self.cover(self.currentTick.upperLimit, 1)
|
||||
self.buy(self.currentTick.upperLimit, 1)
|
||||
|
||||
# 反之，做空
|
||||
elif self.fastEMA < self.slowEMA:
|
||||
if self.pos == 0:
|
||||
self.short(self.currentTick.lowerLimit, 1)
|
||||
elif self.pos > 0:
|
||||
self.sell(self.currentTick.lowerLimit, 1)
|
||||
self.short(self.currentTick.lowerLimit, 1)
|
||||
|
||||
# 记录日志
|
||||
log = self.name + u'当前时间：' + str(time) + \
|
||||
u'，快速EMA：' + str(self.fastEMA) + u'，慢速EMA：' + \
|
||||
str(self.slowEMA)
|
||||
self.engine.writeLog(log)
|
||||
|
||||
print 'onBar', o, h, l, c, time
|
||||
print 'fastEMA:', self.fastEMA, '|slowEMA:', self.slowEMA
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def strToTime(self, t, ms):
|
||||
"""从字符串时间转化为time格式的时间"""
|
||||
hh, mm, ss = t.split(':')
|
||||
tt = time(int(hh), int(mm), int(ss), microsecond=ms)
|
||||
return tt
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def print_log(event):
|
||||
"""打印日志"""
|
||||
log = event.dict_['log']
|
||||
print str(datetime.now()), ':', log
|
||||
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def main():
|
||||
"""运行在CMD中的演示程度"""
|
||||
# 创建PyQt4应用对象
|
||||
app = QtCore.QCoreApplication(sys.argv)
|
||||
|
||||
# 创建主引擎对象
|
||||
me = MainEngine()
|
||||
|
||||
# 注册事件监听
|
||||
me.ee.register(EVENT_LOG, print_log)
|
||||
|
||||
# 登录
|
||||
userid = ''
|
||||
password = ''
|
||||
brokerid = ''
|
||||
mdAddress = ''
|
||||
tdAddress = ''
|
||||
|
||||
me.login(userid, password, brokerid, mdAddress, tdAddress)
|
||||
|
||||
# 等待10秒钟（初始化合约数据等）
|
||||
sleep(10)
|
||||
|
||||
# 创建策略引擎对象
|
||||
se = StrategyEngine(me.ee, me)
|
||||
|
||||
# 创建策略对象
|
||||
setting = {}
|
||||
setting['fastAlpha'] = 0.2
|
||||
setting['slowAlpha'] = 0.05
|
||||
se.createStrategy(u'EMA演示策略', 'IF1506', SimpleEmaStrategy, setting)
|
||||
|
||||
# 启动所有策略
|
||||
se.startAll()
|
||||
|
||||
# 让程序连续运行
|
||||
sys.exit(app.exec_())
|
||||
|
||||
|
||||
if __name__ == '__main__':
|
||||
main()
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
File diff suppressed because it is too large
Load Diff
@ -174,7 +174,6 @@ class StrategyEngine(object):
|
||||
|
||||
# 调用函数
|
||||
self.__connectMongo()
|
||||
self.createStrategy()
|
||||
self.__registerEvent()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@ -182,7 +181,13 @@ class StrategyEngine(object):
|
||||
"""创建策略"""
|
||||
strategy = strategyClass(strategyName, strategySymbol, self)
|
||||
self.dictStrategy[strategyName] = strategy
|
||||
strategy.initSetting(strategySetting)
|
||||
strategy.loadSetting(strategySetting)
|
||||
|
||||
# 订阅合约行情，注意这里因为是CTP，所以ExchangeID可以忽略
|
||||
self.mainEngine.subscribe(strategySymbol, None)
|
||||
|
||||
# 注册策略监听
|
||||
self.registerStrategy(strategySymbol, strategy)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __connectMongo(self):
|
||||
@ -333,7 +338,7 @@ class StrategyEngine(object):
|
||||
|
||||
order.orderRef = data['OrderRef']
|
||||
order.direction = data['Direction']
|
||||
order.offset = data['ComboOffsetFlag']
|
||||
order.offset = data['CombOffsetFlag']
|
||||
|
||||
order.price = data['LimitPrice']
|
||||
order.volumeOriginal = data['VolumeTotalOriginal']
|
||||
@ -355,8 +360,10 @@ class StrategyEngine(object):
|
||||
#----------------------------------------------------------------------
|
||||
def __updateTrade(self, event):
|
||||
"""成交更新"""
|
||||
print 'updateTrade'
|
||||
data = event.dict_['data']
|
||||
orderRef = data['OrderRef']
|
||||
print 'trade:', orderRef
|
||||
|
||||
if orderRef in self.__dictOrderRefStrategy:
|
||||
|
||||
@ -398,6 +405,8 @@ class StrategyEngine(object):
|
||||
offset)
|
||||
|
||||
self.__dictOrderRefStrategy[ref] = strategy
|
||||
print 'ref:', ref
|
||||
print 'strategy:', strategy.name
|
||||
|
||||
return ref
|
||||
|
||||
@ -504,7 +513,7 @@ class StrategyTemplate(object):
|
||||
"""Constructor"""
|
||||
self.name = name # 策略名称（注意唯一性）
|
||||
self.symbol = symbol # 策略交易的合约
|
||||
self.__engine = engine # 策略引擎对象
|
||||
self.engine = engine # 策略引擎对象
|
||||
|
||||
self.trading = False # 策略是否启动交易
|
||||
|
||||
@ -541,6 +550,7 @@ class StrategyTemplate(object):
|
||||
有需要可以重新实现更复杂的操作
|
||||
"""
|
||||
self.trading = True
|
||||
self.engine.writeLog(self.name + u'开始运行')
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def stop(self):
|
||||
@ -549,83 +559,84 @@ class StrategyTemplate(object):
|
||||
同上
|
||||
"""
|
||||
self.trading = False
|
||||
self.engine.writeLog(self.name + u'停止运行')
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def initSetting(self, setting):
|
||||
def loadSetting(self, setting):
|
||||
"""
|
||||
初始化设置
|
||||
载入设置
|
||||
setting通常是一个包含了参数设置的字典
|
||||
"""
|
||||
raise NotImplementedError
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __buy(self, price, volume, stopOrder=False):
|
||||
def buy(self, price, volume, stopOrder=False):
|
||||
"""买入开仓"""
|
||||
if self.trading:
|
||||
if stopOrder:
|
||||
so = self.__engine.placeStopOrder(self.symbol, DIRECTION_BUY,
|
||||
so = self.engine.placeStopOrder(self.symbol, DIRECTION_BUY,
|
||||
OFFSET_OPEN, price, volume, self)
|
||||
return so
|
||||
else:
|
||||
ref = self.__engine.sendOrder(self.symbol, DIRECTION_BUY,
|
||||
ref = self.engine.sendOrder(self.symbol, DIRECTION_BUY,
|
||||
OFFSET_OPEN, price, volume, self)
|
||||
return ref
|
||||
else:
|
||||
return None
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __cover(self, price, volume, StopOrder=False):
|
||||
def cover(self, price, volume, StopOrder=False):
|
||||
"""买入平仓"""
|
||||
if self.trading:
|
||||
if stopOrder:
|
||||
so = self.__engine.placeStopOrder(self.symbol, DIRECTION_BUY,
|
||||
so = self.engine.placeStopOrder(self.symbol, DIRECTION_BUY,
|
||||
OFFSET_CLOSE, price, volume, self)
|
||||
return so
|
||||
else:
|
||||
ref = self.__engine.sendOrder(self.symbol, DIRECTION_BUY,
|
||||
ref = self.engine.sendOrder(self.symbol, DIRECTION_BUY,
|
||||
OFFSET_CLOSE, price, volume, self)
|
||||
return ref
|
||||
else:
|
||||
return None
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __sell(self, price, volume, stopOrder=False):
|
||||
def sell(self, price, volume, stopOrder=False):
|
||||
"""卖出平仓"""
|
||||
if self.trading:
|
||||
if stopOrder:
|
||||
so = self.__engine.placeStopOrder(self.symbol, DIRECTION_SELL,
|
||||
so = self.engine.placeStopOrder(self.symbol, DIRECTION_SELL,
|
||||
OFFSET_CLOSE, price, volume, self)
|
||||
return so
|
||||
else:
|
||||
ref = self.__engine.sendOrder(self.symbol, DIRECTION_SELL,
|
||||
ref = self.engine.sendOrder(self.symbol, DIRECTION_SELL,
|
||||
OFFSET_CLOSE, price, volume, self)
|
||||
return ref
|
||||
else:
|
||||
return None
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __short(self, price, volume, stopOrder=False):
|
||||
def short(self, price, volume, stopOrder=False):
|
||||
"""卖出开仓"""
|
||||
if self.trading:
|
||||
if stopOrder:
|
||||
so = self.__engine.placeStopOrder(self.symbol, DIRECTION_SELL,
|
||||
so = self.engine.placeStopOrder(self.symbol, DIRECTION_SELL,
|
||||
OFFSET_OPEN, price, volume, self)
|
||||
return so
|
||||
else:
|
||||
ref = self.__engine.sendOrder(self.symbol, DIRECTION_SELL,
|
||||
ref = self.engine.sendOrder(self.symbol, DIRECTION_SELL,
|
||||
OFFSET_OPEN, price, volume, self)
|
||||
return ref
|
||||
else:
|
||||
return None
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __cancelOrder(self, orderRef):
|
||||
def cancelOrder(self, orderRef):
|
||||
"""撤单"""
|
||||
self.__engine.cancelOrder(orderRef)
|
||||
self.engine.cancelOrder(orderRef)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __cancelStopOrder(self, so):
|
||||
def cancelStopOrder(self, so):
|
||||
"""撤销停止单"""
|
||||
self.__engine.cancelStopOrder(so)
|
||||
self.engine.cancelStopOrder(so)
|
||||
|
||||
|
||||
Loading…
Reference in New Issue
Block a user