增加vn.trader中的xspeedGateway接入
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@ -45,6 +45,8 @@ class BacktestingEngine(object):
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self.mode = self.BAR_MODE # 回测模式，默认为K线
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self.slippage = 0 # 回测时假设的滑点
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self.rate = 0 # 回测时假设的佣金比例（适用于百分比佣金）
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self.size = 1 # 合约大小，默认为1
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self.dbClient = None # 数据库客户端
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self.dbCursor = None # 数据库指针
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@ -285,8 +287,10 @@ class BacktestingEngine(object):
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# 3. 则在实际中的成交价会是100而不是105，因为委托发出时市场的最优价格是100
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if buyCross:
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trade.price = min(order.price, bestCrossPrice)
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self.strategy.pos += order.totalVolume
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else:
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trade.price = max(order.price, bestCrossPrice)
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self.strategy.pos -= order.totalVolume
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trade.volume = order.totalVolume
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trade.tradeTime = str(self.dt)
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@ -310,9 +314,11 @@ class BacktestingEngine(object):
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if self.mode == self.BAR_MODE:
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buyCrossPrice = self.bar.high # 若买入方向停止单价格低于该价格，则会成交
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sellCrossPrice = self.bar.low # 若卖出方向限价单价格高于该价格，则会成交
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bestCrossPrice = self.bar.open # 最优成交价，买入停止单不能低于，卖出停止单不能高于
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else:
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buyCrossPrice = self.tick.lastPrice
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sellCrossPrice = self.tick.lastPrice
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bestCrossPrice = self.tick.lastPrice
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# 遍历停止单字典中的所有停止单
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for stopOrderID, so in self.workingStopOrderDict.items():
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@ -330,6 +336,13 @@ class BacktestingEngine(object):
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trade.tradeID = tradeID
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trade.vtTradeID = tradeID
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if buyCross:
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self.strategy.pos += so.volume
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trade.price = max(bestCrossPrice, so.price)
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else:
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self.strategy.pos -= so.volume
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trade.price = min(bestCrossPrice, so.price)
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self.limitOrderCount += 1
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orderID = str(self.limitOrderCount)
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trade.orderID = orderID
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@ -337,7 +350,6 @@ class BacktestingEngine(object):
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trade.direction = so.direction
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trade.offset = so.offset
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trade.price = so.price
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trade.volume = so.volume
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trade.tradeTime = str(self.dt)
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trade.dt = self.dt
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@ -405,6 +417,9 @@ class BacktestingEngine(object):
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longTrade = [] # 未平仓的多头交易
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shortTrade = [] # 未平仓的空头交易
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# 计算滑点，一个来回包括两次
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totalSlippage = self.slippage * 2
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for trade in self.tradeDict.values():
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# 多头交易
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if trade.direction == DIRECTION_LONG:
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@ -414,8 +429,11 @@ class BacktestingEngine(object):
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# 当前多头交易为平空
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else:
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entryTrade = shortTrade.pop(0)
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# 滑点对于交易而言永远是不利的方向，因此每笔交易开平需要减去两倍的滑点
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pnl = (trade.price - entryTrade.price - self.slippage * 2) * trade.volume * (-1)
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# 计算比例佣金
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commission = (trade.price+entryTrade.price) * self.rate
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# 计算盈亏
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pnl = ((trade.price - entryTrade.price)*(-1) - totalSlippage - commission) \
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* trade.volume * self.size
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pnlDict[trade.dt] = pnl
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# 空头交易
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else:
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@ -425,7 +443,11 @@ class BacktestingEngine(object):
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# 当前空头交易为平多
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else:
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entryTrade = longTrade.pop(0)
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pnl = (trade.price - entryTrade.price - self.slippage * 2) * trade.volume
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# 计算比例佣金
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commission = (trade.price+entryTrade.price) * self.rate
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# 计算盈亏
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pnl = ((trade.price - entryTrade.price) - totalSlippage - commission) \
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* trade.volume * self.size
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pnlDict[trade.dt] = pnl
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# 然后基于每笔交易的结果，我们可以计算具体的盈亏曲线和最大回撤等
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@ -449,6 +471,14 @@ class BacktestingEngine(object):
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maxCapitalList.append(maxCapital)
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drawdownList.append(drawdown)
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# 输出
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self.output('-' * 50)
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self.output(u'第一笔交易时间：%s' % timeList[0])
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self.output(u'最后一笔交易时间：%s' % timeList[-1])
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self.output(u'总交易次数：%s' % len(pnlList))
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self.output(u'总盈亏：%s' % capitalList[-1])
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self.output(u'最大回撤: %s' % min(drawdownList))
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# 绘图
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import matplotlib.pyplot as plt
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@ -463,14 +493,8 @@ class BacktestingEngine(object):
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pPnl = plt.subplot(3, 1, 3)
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pPnl.set_ylabel("pnl")
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pPnl.hist(pnlList, bins=20)
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# 输出
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self.output('-' * 50)
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self.output(u'第一笔交易时间：%s' % timeList[0])
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self.output(u'最后一笔交易时间：%s' % timeList[-1])
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self.output(u'总交易次数：%s' % len(pnlList))
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self.output(u'总盈亏：%s' % capitalList[-1])
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self.output(u'最大回撤: %s' % min(drawdownList))
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plt.show()
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#----------------------------------------------------------------------
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def putStrategyEvent(self, name):
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@ -481,6 +505,17 @@ class BacktestingEngine(object):
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def setSlippage(self, slippage):
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"""设置滑点"""
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self.slippage = slippage
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#----------------------------------------------------------------------
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def setSize(self, size):
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"""设置合约大小"""
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self.size = size
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#----------------------------------------------------------------------
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def setRate(self, rate):
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"""设置佣金比例"""
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self.rate = rate
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if __name__ == '__main__':
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@ -494,16 +529,18 @@ if __name__ == '__main__':
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# 设置引擎的回测模式为K线
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engine.setBacktestingMode(engine.BAR_MODE)
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# 设置滑点
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engine.setSlippage(0.2) # 股指1跳
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# 设置回测用的数据起始日期
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engine.setStartDate('20100416')
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engine.setStartDate('20110101')
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# 载入历史数据到引擎中
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engine.loadHistoryData(MINUTE_DB_NAME, 'IF0000')
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# 设置产品相关参数
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engine.setSlippage(0.2) # 股指1跳
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engine.setRate(0.3/10000) # 万0.3
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engine.setSize(300) # 股指合约大小
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# 在引擎中创建策略对象
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engine.initStrategy(DoubleEmaDemo, {})
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@ -28,6 +28,7 @@ STOPORDER_TRIGGERED = u'已触发'
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STOPORDERPREFIX = 'CtaStopOrder.'
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# 数据库名称
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SETTING_DB_NAME = 'VnTrader_Setting_Db'
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TICK_DB_NAME = 'VtTrader_Tick_Db'
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DAILY_DB_NAME = 'VtTrader_Daily_Db'
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MINUTE_DB_NAME = 'VtTrader_1Min_Db'
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@ -285,4 +285,3 @@ class OrderManagementDemo(CtaTemplate):
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"""收到成交推送（必须由用户继承实现）"""
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# 对于无需做细粒度委托控制的策略，可以忽略onOrder
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pass
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@ -10,6 +10,7 @@ vtSymbol直接使用symbol
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import os
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import json
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from copy import copy
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from vnctpmd import MdApi
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from vnctptd import TdApi
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@ -436,6 +437,8 @@ class CtpTdApi(TdApi):
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self.frontID = EMPTY_INT # 前置机编号
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self.sessionID = EMPTY_INT # 会话编号
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self.posDict = {} # 缓存持仓数据的字典
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#----------------------------------------------------------------------
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def onFrontConnected(self):
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"""服务器连接"""
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@ -495,7 +498,7 @@ class CtpTdApi(TdApi):
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# 否则，推送错误信息
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else:
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err = VtErrorData()
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err.gatewayName = self.gateway
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err.gatewayName = self.gatewayName
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err.errorID = error['ErrorID']
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err.errorMsg = error['ErrorMsg'].decode('gbk')
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self.gateway.onError(err)
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@ -624,33 +627,47 @@ class CtpTdApi(TdApi):
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#----------------------------------------------------------------------
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def onRspQryInvestorPosition(self, data, error, n, last):
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"""持仓查询回报"""
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pos = VtPositionData()
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pos.gatewayName = self.gatewayName
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# 获取缓存字典中的持仓对象，若无则创建并初始化
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positionName = '.'.join([data['InstrumentID'], data['PosiDirection']])
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# 保存代码
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pos.symbol = data['InstrumentID']
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pos.vtSymbol = pos.symbol # 这里因为data中没有ExchangeID这个字段
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if positionName in self.posDict:
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pos = self.posDict[positionName]
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else:
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pos = VtPositionData()
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self.posDict[positionName] = pos
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pos.gatewayName = self.gatewayName
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# 方向和持仓冻结数量
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pos.direction = posiDirectionMapReverse.get(data['PosiDirection'], '')
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# 保存代码
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pos.symbol = data['InstrumentID']
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pos.vtSymbol = pos.symbol # 这里因为data中没有ExchangeID这个字段
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# 方向
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pos.direction = posiDirectionMapReverse.get(data['PosiDirection'], '')
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# VT系统持仓名
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pos.vtPositionName = '.'.join([pos.vtSymbol, pos.direction])
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# 持仓冻结数量
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if pos.direction == DIRECTION_NET or pos.direction == DIRECTION_LONG:
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pos.frozen = data['LongFrozen']
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elif pos.direction == DIRECTION_SHORT:
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pos.frozen = data['ShortFrozen']
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# 持仓量
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pos.position = data['Position']
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pos.ydPosition = data['YdPosition']
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if data['Position']:
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pos.position = data['Position']
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if data['YdPosition']:
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pos.ydPosition = data['YdPosition']
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# 持仓均价
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if pos.position:
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pos.price = data['PositionCost'] / pos.position
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# VT系统持仓名
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pos.vtPositionName = '.'.join([pos.vtSymbol, pos.direction])
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# 推送
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self.gateway.onPosition(pos)
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newpos = copy(pos)
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self.gateway.onPosition(newpos)
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#----------------------------------------------------------------------
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def onRspQryTradingAccount(self, data, error, n, last):
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@ -177,8 +177,9 @@ class OandaApi(object):
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#----------------------------------------------------------------------
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def exit(self):
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"""退出接口"""
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self.active = False
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self.reqThread.join()
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if self.active:
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self.active = False
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self.reqThread.join()
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#----------------------------------------------------------------------
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def initFunctionSetting(self, code, setting):
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@ -80,7 +80,10 @@ class MainWindow(QtGui.QMainWindow):
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connectKsotpAction.triggered.connect(self.connectKsotp)
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connectFemasAction = QtGui.QAction(u'连接飞马', self)
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connectFemasAction.triggered.connect(self.connectFemas)
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connectFemasAction.triggered.connect(self.connectFemas)
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connectXspeedAction = QtGui.QAction(u'连接飞创', self)
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connectXspeedAction.triggered.connect(self.connectXspeed)
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connectKsgoldAction = QtGui.QAction(u'连接金仕达黄金', self)
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connectKsgoldAction.triggered.connect(self.connectKsgold)
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@ -122,6 +125,7 @@ class MainWindow(QtGui.QMainWindow):
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sysMenu.addAction(connectCtpAction)
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sysMenu.addAction(connectLtsAction)
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sysMenu.addAction(connectFemasAction)
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sysMenu.addAction(connectXspeedAction)
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sysMenu.addAction(connectKsotpAction)
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sysMenu.addAction(connectKsgoldAction)
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sysMenu.addAction(connectSgitAction)
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@ -195,7 +199,12 @@ class MainWindow(QtGui.QMainWindow):
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def connectFemas(self):
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"""连接飞马接口"""
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self.mainEngine.connect('FEMAS')
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#----------------------------------------------------------------------
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def connectXspeed(self):
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"""连接飞马接口"""
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self.mainEngine.connect('XSPEED')
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#----------------------------------------------------------------------
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def connectKsgold(self):
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"""连接金仕达黄金接口"""
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@ -68,7 +68,14 @@ class MainEngine(object):
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self.gatewayDict['FEMAS'].setQryEnabled(True)
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except Exception, e:
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print e
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try:
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from xspeedGateway.xspeedGateway import XspeedGateway
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self.addGateway(XspeedGateway, 'XSPEED')
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self.gatewayDict['XSPEED'].setQryEnabled(True)
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except Exception, e:
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print e
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try:
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from ksgoldGateway.ksgoldGateway import KsgoldGateway
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self.addGateway(KsgoldGateway, 'KSGOLD')
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@ -6,7 +6,7 @@
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import decimal
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MAX_NUMBER = 1000000000
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MAX_NUMBER = 10000000000000
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MAX_DECIMAL = 4
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#----------------------------------------------------------------------
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BIN
vn.trader/xspeedGateway/DFITCMdApi.dll
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BIN
vn.trader/xspeedGateway/DFITCMdApi.dll
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Binary file not shown.
BIN
vn.trader/xspeedGateway/DFITCTraderApi.dll
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BIN
vn.trader/xspeedGateway/DFITCTraderApi.dll
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Binary file not shown.
6
vn.trader/xspeedGateway/XSPEED_connect.json
Normal file
6
vn.trader/xspeedGateway/XSPEED_connect.json
Normal file
@ -0,0 +1,6 @@
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{
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"tdAddress": "tcp://203.187.171.250:10910",
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"password": "123",
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"mdAddress": "tcp://203.187.171.250:10915",
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"accountID": "000200002874"
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}
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0
vn.trader/xspeedGateway/__init__.py
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0
vn.trader/xspeedGateway/__init__.py
Normal file
BIN
vn.trader/xspeedGateway/vnxspeedmd.pyd
Normal file
BIN
vn.trader/xspeedGateway/vnxspeedmd.pyd
Normal file
Binary file not shown.
BIN
vn.trader/xspeedGateway/vnxspeedtd.pyd
Normal file
BIN
vn.trader/xspeedGateway/vnxspeedtd.pyd
Normal file
Binary file not shown.
954
vn.trader/xspeedGateway/xspeedDataType.py
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954
vn.trader/xspeedGateway/xspeedDataType.py
Normal file
@ -0,0 +1,954 @@
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# encoding: UTF-8
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defineDict = {}
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typedefDict = {}
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#/////////////////////////////////////////////////////////
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#DFITCUserIDType：用户ID数据类型
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#/////////////////////////////////////////////////////////
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typedefDict["DFITCUserIDType"] = "string"
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#/////////////////////////////////////////////////////////
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#DFITCAccountIDType：资金账户数据类型
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#/////////////////////////////////////////////////////////
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typedefDict["DFITCAccountIDType"] = "string"
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#/////////////////////////////////////////////////////////
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#DFITCExecStateType：执行状态数据类型
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#/////////////////////////////////////////////////////////
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typedefDict["DFITCExecStateType"] = "int"
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#成功
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defineDict["DFITC_SUCCESS"] = 0
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#失败
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defineDict["DFITC_FAIL"] = 1
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#/////////////////////////////////////////////////////////
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#DFITCClientIDType：交易编码数据类型
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#/////////////////////////////////////////////////////////
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typedefDict["DFITCClientIDType"] = "string"
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#/////////////////////////////////////////////////////////
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#DFITCClientStatusType：交易编码状态数据类型
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#/////////////////////////////////////////////////////////
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typedefDict["DFITCClientStatusType"] = "int"
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#禁止开新仓
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defineDict["DFITC_PROHIBIT_OPEN"] = 4
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#允许开新仓
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defineDict["DFITC_ALLOW_OPEN"] = 5
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#/////////////////////////////////////////////////////////
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#DFITCInstrumentIDType：合约代码数据类型
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#/////////////////////////////////////////////////////////
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typedefDict["DFITCInstrumentIDType"] = "string"
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#/////////////////////////////////////////////////////////
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#DFITCInstrumentPrefixType：品种名称数据类型
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#/////////////////////////////////////////////////////////
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typedefDict["DFITCInstrumentPrefixType"] = "string"
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#/////////////////////////////////////////////////////////
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#DFITCVarietyNameType：品种名称数据类型
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#/////////////////////////////////////////////////////////
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typedefDict["DFITCVarietyNameType"] = "string"
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#/////////////////////////////////////////////////////////
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#DFITCInstrumentNameType：合约名称数据类型
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#/////////////////////////////////////////////////////////
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typedefDict["DFITCInstrumentNameType"] = "string"
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#/////////////////////////////////////////////////////////
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#DFITCActiveContractType：有效合约数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCActiveContractType"] = "string"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCLocalOrderIDType:本地委托号数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCLocalOrderIDType"] = "long"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCPriceType:价格数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCPriceType"] = "float"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCAmountType:委托数量数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCAmountType"] = "long"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCBuySellTypeType:买卖数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCBuySellTypeType"] = "short"
|
||||
#买
|
||||
defineDict["DFITC_SPD_BUY"] = 1
|
||||
#卖
|
||||
defineDict["DFITC_SPD_SELL"] = 2
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCOpenCloseTypeType：开平标志数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCOpenCloseTypeType"] = "int"
|
||||
#开仓
|
||||
defineDict["DFITC_SPD_OPEN"] = 1
|
||||
#平仓
|
||||
defineDict["DFITC_SPD_CLOSE"] = 2
|
||||
#平今
|
||||
defineDict["DFITC_SPD_CLOSETODAY"] = 4
|
||||
#期权执行
|
||||
defineDict["DFITC_SPD_EXECUTE"] = 6
|
||||
#期权放弃
|
||||
defineDict["DFITC_SPD_GIVEUP"] = 7
|
||||
#期权履约
|
||||
defineDict["DFITC_SPD_PERFORM"] = 8
|
||||
#询价
|
||||
defineDict["DFITC_SPD_OPTQRYPRICE"] = 9
|
||||
#强平
|
||||
defineDict["DFITC_SPD_FORCECLOSE"] = 12
|
||||
#强平今
|
||||
defineDict["DFITC_SPD_FORCECLOSETODAY"] = 14
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCSpeculationValueType:投机保值数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCSpeculationValueType"] = "short"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCExchangeIDType:交易所编码数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCExchangeIDType"] = "string"
|
||||
#大商所
|
||||
defineDict["DFITC_EXCHANGE_DCE"] = "DCE"
|
||||
#郑商所
|
||||
defineDict["DFITC_EXCHANGE_CZCE"] = "CZCE"
|
||||
#上期所
|
||||
defineDict["DFITC_EXCHANGE_SHFE"] = "SHFE"
|
||||
#中金所
|
||||
defineDict["DFITC_EXCHANGE_CFFEX"] = "CFFEX"
|
||||
#上能所
|
||||
defineDict["DFITC_EXCHANGE_INE"] = "INE"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCFrontAddrType:前置机地址数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCFrontAddrType"] = "string"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCCompanyIDType:开发商代码数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCCompanyIDType"] = "short"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCPasswdType:用户密码数据类型
|
||||
#柜台端密码不能为空且有效长度最大为16位
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCPasswdType"] = "string"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCSPDOrderIDType:柜台委托号数据类型
|
||||
#柜台委托号和条件单号使用相同字段表示
|
||||
#当DFITCSPDOrderIDType的取值为正数[最小为1 ]，表示为柜台委
|
||||
#托号，该笔报单已经到柜台
|
||||
#当DFITCSPDOrderIDType的取值为负数[最大为-2]，标示为条件单
|
||||
#号，该笔报单在条件单模块
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCSPDOrderIDType"] = "long"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCOrderSysIDType:报单编号数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCOrderSysIDType"] = "string"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCOrderType:报单类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCOrderTypeType"] = "int"
|
||||
#限价委托
|
||||
defineDict["DFITC_LIMITORDER"] = 1
|
||||
#市价委托
|
||||
defineDict["DFITC_MKORDER"] = 2
|
||||
#套利委托
|
||||
defineDict["DFITC_ARBITRAGE"] = 4
|
||||
#展期互换委托
|
||||
defineDict["DFITC_EXTENSION"] = 8
|
||||
#限价止盈委托
|
||||
defineDict["DFITC_PROFIT_LIMITORDER"] = 32
|
||||
#市价止盈委托
|
||||
defineDict["DFITC_PROFIT_MKORDER"] = 34
|
||||
#限价止损委托
|
||||
defineDict["DFITC_LOSS_LIMITORDER"] = 48
|
||||
#市价止损委托
|
||||
defineDict["DFITC_LOSS_MKORDER"] = 50
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCOrderAnswerStatusType:委托回报类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCOrderAnswerStatusType"] = "short"
|
||||
#全部撤单
|
||||
defineDict["DFITC_SPD_CANCELED"] = 1
|
||||
#全部成交
|
||||
defineDict["DFITC_SPD_FILLED"] = 2
|
||||
#未成交还在队列中
|
||||
defineDict["DFITC_SPD_IN_QUEUE"] = 3
|
||||
#部分成交还在队列中
|
||||
defineDict["DFITC_SPD_PARTIAL"] = 4
|
||||
#部成部撤
|
||||
defineDict["DFITC_SPD_PARTIAL_CANCELED"] = 5
|
||||
#撤单中
|
||||
defineDict["DFITC_SPD_IN_CANCELING"] = 6
|
||||
#错误(废单错误)
|
||||
defineDict["DFITC_SPD_ERROR"] = 7
|
||||
#未成交不在队列中
|
||||
defineDict["DFITC_SPD_PLACED"] = 8
|
||||
#柜台已接收，但尚未到交易所
|
||||
defineDict["DFITC_SPD_TRIGGERED"] = 10
|
||||
|
||||
|
||||
#////////////////////////////////////////////////////////////
|
||||
#基于算法单模块新增
|
||||
#////////////////////////////////////////////////////////////
|
||||
|
||||
#未触发
|
||||
defineDict["DFITC_EXT_UNTRIGGER"] = 13
|
||||
#部分触发
|
||||
defineDict["DFITC_EXT_PART_TRIGGER"] = 14
|
||||
#全部触发
|
||||
defineDict["DFITC_EXT_ALL_TRIGGER"] = 15
|
||||
#已经撤单
|
||||
defineDict["DFITC_EXT_CANCELLED"] = 16
|
||||
#报单失败
|
||||
defineDict[""] = 17
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCMatchIDType:成交编号数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCMatchIDType"] = "string"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCDateType：时间数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCDateType"] = "string"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCMatchType:成交类型数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCMatchType"] = "long"
|
||||
#普通成交
|
||||
defineDict["DFITC_BASIC_TRADE"] = 0
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCSpeculatorType:投保类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCSpeculatorType"] = "int"
|
||||
#投机
|
||||
defineDict["DFITC_SPD_SPECULATOR"] = 0
|
||||
#套保
|
||||
defineDict["DFITC_SPD_HEDGE"] = 1
|
||||
#套利
|
||||
defineDict["DFITC_SPD_ARBITRAGE"] = 2
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCFeeType:手续费数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCFeeType"] = "float"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCErrorIDType:错误数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCErrorIDType"] = "int"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCErrorMsgInfoType:错误信息数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCErrorMsgInfoType"] = "string"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCMsgInfoType:消息信息数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCMsgInfoType"] = "string"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCEquityType:权益数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCEquityType"] = "float"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCProfitLossType:盈亏数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCProfitLossType"] = "float"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCAccountLoginResultType:资金账户登录结果
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCAccountLoginResultType"] = "int"
|
||||
#登录成功
|
||||
defineDict["DFITC_LOGIN_SUCCESS"] = 0
|
||||
#登录失败
|
||||
defineDict["DFITC_LOGIN_FAILED"] = 1
|
||||
#已退出
|
||||
defineDict["DFITC_LOGIN_QUIT"] = 2
|
||||
#未操作
|
||||
defineDict["DFITC_LOGIN_NOT_OPERATE"] = 9
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCSessionIDType:SessionID数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCSessionIDType"] = "long"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCAccountLogoutResultType:资金帐号登出结果
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCAccountLogoutResultType"] = "int"
|
||||
#登出成功
|
||||
defineDict["DFITC_LOGOUT_SUCCESS"] = 0
|
||||
#登出失败
|
||||
defineDict["DFITC_LOGOUT_FAILED"] = 1
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCUserTypeType:用户类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCUserTypeType"] = "int"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCCounterIDType:柜台编号数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCCounterIDType"] = "int"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCRiskDegreeType:风险度数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCRiskDegreeType"] = "float"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCMilliSecType:微秒数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCMilliSecType"] = "int"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCDeltaType:虚实度数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCDeltaType"] = "float"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCVolumeType：数量数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCVolumeType"] = "int"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCFrontIDType:前置机编号数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCFrontIDType"] = "int"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCOfferPriceLimitType:报价数据上限数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCOfferPriceLimitType"] = "int"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCOrderNumType:委托号数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCOrderNumType"] = "short"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCRatioType:比率数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCRatioType"] = "float"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCPremiumType:权利金
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCPremiumType"] = "float"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCMarketValueType:期权市值
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCMarketValueType"] = "float"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCTimeType:交易所时间
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCTimeType"] = "string"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCAbiPolicyCodeType: 套利策略代码数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCAbiPolicyCodeType"] = "string"
|
||||
#跨期套利
|
||||
defineDict["DFITC_SP"] = "SP"
|
||||
#两腿跨品种套利
|
||||
defineDict["DFITC_SP_SPC"] = "SPC"
|
||||
#压榨套利
|
||||
defineDict["DFITC_SP_SPX"] = "SPX"
|
||||
#Call Spread
|
||||
defineDict["DFITC_SP_CALL"] = "CSPR"
|
||||
#Put Spread
|
||||
defineDict["DFITC_SP_PUT"] = "PSPR"
|
||||
#Combo
|
||||
defineDict["DFITC_SP_COMBO"] = "COMBO"
|
||||
#Straddle
|
||||
defineDict["DFITC_SP_STRADDLE"] = "STD"
|
||||
#Strangle
|
||||
defineDict["DFITC_SP_STRANGLE"] = "STG"
|
||||
#Guts
|
||||
defineDict["DFITC_SP_GUTS"] = "GUTS"
|
||||
#Synthetic Underlying
|
||||
defineDict["DFITC_SP_SYNUND"] = "SYN"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCOrderPropertyType:订单属性
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCOrderPropertyType"] = "char"
|
||||
#无订单属性
|
||||
defineDict["DFITC_SP_NON"] = '0'
|
||||
#FAK设置
|
||||
defineDict["DFITC_SP_FAK"] = '1'
|
||||
#FOK设置
|
||||
defineDict["DFITC_SP_FOK"] = '2'
|
||||
#市价任意价
|
||||
defineDict["DFITC_SP_ANYPRICE"] = '3'
|
||||
#市价任意价转限价
|
||||
defineDict["DFITC_SP_ANYPRICE_TO_MKORDER"] = '4'
|
||||
#五档市价
|
||||
defineDict["DFITC_SP_FIVELEVELPRICE"] = '5'
|
||||
#五档市价转限价
|
||||
defineDict["DFITC_SP_FIVELEVELPRICE_TO_LIMIT"] = '6'
|
||||
#最优价
|
||||
defineDict["DFITC_SP_BESTPRICE"] = '7'
|
||||
#最优价转限价
|
||||
defineDict["DFITC_SP_BESTPRICE_TO_LIMIT"] = '8'
|
||||
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCInsertType:委托类别
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCInsertType"] = "int"
|
||||
#普通委托单
|
||||
defineDict["DFITC_BASIC_ORDER"] = 0x0001
|
||||
#自动单
|
||||
defineDict["DFITC_AUTO_ORDER"] = 0x0002
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCOptionTypeType:期权类别数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCOptionTypeType"] = "int"
|
||||
#看涨
|
||||
defineDict["DFITC_OPT_CALL"] = 1
|
||||
#看跌
|
||||
defineDict["DFITC_OPT_PUT"] = 2
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCInstrumentTypeType:合约类型数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCInstrumentTypeType"] = "int"
|
||||
#期货
|
||||
defineDict["DFITC_COMM_TYPE"] = 0
|
||||
#期权
|
||||
defineDict["DFITC_OPT_TYPE"] = 1
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCCancelTypeType:撤销标志数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCCancelTypeType"] = "char"
|
||||
#订单
|
||||
defineDict["DFITC_ORDER_BOOK"] = 'O'
|
||||
#撤销
|
||||
defineDict["DFITC_ORDER_CANCEL"] = 'W'
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCContentType:消息正文数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCContentType"] = "string"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCInstrumentStatusType:合约交易状态数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCInstrumentStatusType"] = "int"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCInstStatusEnterReasonType:进入本状态原因数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCInstStatusEnterReasonType"] = "short"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCCurrencyType:币种数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCCurrencyType"] = "string"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCConfirmType:确认标志数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCConfirmMarkType"] = "int"
|
||||
#确认
|
||||
defineDict["DFITC_CON_CONFIRM"] = 2
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCStanAddrType:备用地址数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCStanAddrType"] = "string"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCCapControlModeType:资金控制方式数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCCapControlModeType"] = "long"
|
||||
#盯市盈亏可用
|
||||
defineDict["DFITC_PPL_USABLE"] = 2
|
||||
#平仓资金T+1可用
|
||||
defineDict[""] = 4
|
||||
#平仓保证金可取
|
||||
defineDict[""] = 8
|
||||
#本日盈亏可取
|
||||
defineDict[""] = 16
|
||||
#取后权益大于本日总入金
|
||||
defineDict[""] = 32
|
||||
#平仓盈亏可取
|
||||
defineDict[""] = 128
|
||||
#权利金收入可取
|
||||
defineDict[""] = 256
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCArchRatioType:转存比例数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCArchRatioType"] = "float"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCSettlementBillTradeType:汇总标志数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCSettlementBillTradeType"] = "int"
|
||||
#汇总成交明细
|
||||
defineDict["DFITC_MATCHDETAIL"] = 2
|
||||
#汇总持仓盈亏
|
||||
defineDict["DFITC_OPGAL"] = 4
|
||||
#汇总平仓盈亏
|
||||
defineDict["DFITC_OFGAL"] = 8
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCFilesFlagType:档案类型数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCFilesFlagType"] = "int"
|
||||
#成交明细打印
|
||||
defineDict["DFITC_PRINT_MATCHDETAIL"] = 4
|
||||
#持仓盈亏打印
|
||||
defineDict["DFITC_PRINT_OPGAL"] = 8
|
||||
#平仓盈亏打印
|
||||
defineDict["DFITC_PRINT_OFGAL"] = 16
|
||||
#资金出入打印
|
||||
defineDict["DFITC_PRINT_ACCESSFUNDS"] = 32
|
||||
#追保声明打印
|
||||
defineDict["DFITC_PRINT_ADDMARGIN"] = 64
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCSoftwareVendorIDType:软件供应商编号数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCSoftwareVendorIDType"] = "string"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCProductOnlineCountType:产品在线数量数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCProductOnlineCountType"] = "long"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCBrokerInfoType:期货公司名称数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCBrokerInfoType"] = "string"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCProductIDType:产品编号数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCProductIDType"] = "string"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCRequestIDType:请求ID数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCRequestIDType"] = "long"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCCustomCategoryType:自定义类别数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCCustomCategoryType"] = "string"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCReservedType:预留字段数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCReservedType"] = "int"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCNoticeType:消息数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCNoticeType"] = "short"
|
||||
#系统广播
|
||||
defineDict["DFITC_SYS_BROADCAST_MSG"] = 1
|
||||
#指定客户
|
||||
defineDict["DFITC_ACCOUNT_ID_MSG"] = 2
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCTradingSegmentSNType:交易阶段编号数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCTradingSegmentSNType"] = "int"
|
||||
|
||||
|
||||
#///////////////////////////////////////////
|
||||
#DFITCExtOrderType:算法单类型数据类型
|
||||
#///////////////////////////////////////////
|
||||
typedefDict["DFITCExtOrderType"] = "int"
|
||||
|
||||
#预埋单
|
||||
defineDict["DFITC_YMORDER"] = 1
|
||||
#条件单
|
||||
defineDict["DFITC_TJORDER"] = 2
|
||||
#跨期套利订单
|
||||
defineDict["DFITC_KQTLDD"] = 3
|
||||
#跨品种套利订单
|
||||
defineDict["DFITC_KPZTLDD"] = 4
|
||||
#蝶式套利订单
|
||||
defineDict["DFITC_DSTLDD"] = 5
|
||||
#自定义套利订单(暂不支持)
|
||||
defineDict["DFITC_ZDYTLDD"] = 6
|
||||
|
||||
#///////////////////////////////////////////
|
||||
#DFITCTriggerTime:触发时间数据类型
|
||||
#///////////////////////////////////////////
|
||||
typedefDict["DFITCTriggerTime"] = "string"
|
||||
|
||||
|
||||
#///////////////////////////////////////////
|
||||
#DFITCPriceReference:价格参照数据类型
|
||||
#///////////////////////////////////////////
|
||||
typedefDict["DFITCPriceReference"] = "int"
|
||||
|
||||
#参照最新价
|
||||
defineDict["DFITC_REF_LASTPRICE"] = 0
|
||||
#参照买一价
|
||||
defineDict["DFITC_REF_BIDPRICE"] = 1
|
||||
#参照卖出价
|
||||
defineDict["DFITC_REF_ASKPRICE"] = 2
|
||||
|
||||
#///////////////////////////////////////////
|
||||
#DFITCCompareFlag:比较标志数据类型
|
||||
#///////////////////////////////////////////
|
||||
typedefDict["DFITCCompareFlag"] = "int"
|
||||
|
||||
#大于
|
||||
defineDict["DFITC_CF_GREATER"] = 0
|
||||
#大于等于
|
||||
defineDict["DFITC_CF_NOTLESS"] = 1
|
||||
#小于
|
||||
defineDict["DFITC_CF_LESS"] = 2
|
||||
#小于等于
|
||||
defineDict["DFITC_CF_NOTGREATER"] = 3
|
||||
|
||||
#///////////////////////////////////////////
|
||||
#DFITCOvernightFlag:隔夜标志数据类型
|
||||
#///////////////////////////////////////////
|
||||
typedefDict["DFITCOvernightFlag"] = "int"
|
||||
|
||||
#隔夜
|
||||
defineDict["DFITC_OVERNIGHT"] = 1
|
||||
#不隔夜
|
||||
defineDict["DFITC_NOT_OVERNIGHT"] = 2
|
||||
|
||||
#///////////////////////////////////////////
|
||||
#DFITCArbitragePrice:套利价格数据类型
|
||||
#///////////////////////////////////////////
|
||||
typedefDict["DFITCArbitragePrice"] = "float"
|
||||
|
||||
|
||||
#///////////////////////////////////////////
|
||||
#DFITCExtTriggerCond:触发条件数据类型
|
||||
#///////////////////////////////////////////
|
||||
typedefDict["DFITCExtTriggerCond"] = "int"
|
||||
|
||||
#价格触发
|
||||
defineDict["DFITC_TRIGGER_PRICE"] = 0
|
||||
#时间触发
|
||||
defineDict["DFITC_TRIGGER_TIME"] = 1
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCInstrumentMaturityType:合约最后交易日
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCInstrumentMaturityType"] = "string"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCInstrumenExpirationDateType:合约到期日
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCInstrumenExpirationDateType"] = "string"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCAdjustmentInfoType:组合或对锁的保证金调整信息
|
||||
#格式:[合约代码,买卖标志,投资类别,调整金额;]
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCAdjustmentInfoType"] = "string"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCQuoteIDType:询价编号
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCQuoteIDType"] = "string"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCSourceType:来源
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCSourceType"] = "short"
|
||||
|
||||
#会员
|
||||
defineDict["DFITC_SOURCE_MEMBER"] = 0
|
||||
#交易所
|
||||
defineDict["DFITC_SOURCE_EXCHANGE"] = 1
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCSeatCodeType:席位代码
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCSeatCodeType"] = "string"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCCloseIDType:平仓执行单号
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCCloseIDType"] = "string"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCEntrusTellerType:委托柜员
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCEntrusTellerType"] = "string"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCStayTimeType：停留时间数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCStayTimeType"] = "int"
|
||||
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCComputeModeType：计算方式数据类型
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCComputeModeType"] = "int"
|
||||
#绝对数值计算
|
||||
defineDict["DFITC_ABSOLUTE_VALUE_COMPUTE"] = 0
|
||||
#交易所保证金标准基础上浮动
|
||||
defineDict["DFITC_EXCHANGE_MARGIN_BASIS_FLOAT"] = 1
|
||||
#交易所保证金结果基础上浮动
|
||||
defineDict["DFITC_EXCHANGE_MARGIN_RESULT_FLOAT"] = 2
|
||||
#期货保证金标准基础上浮动
|
||||
defineDict["DFITC_FUTURES_MARGIN_BASIS_FLOAT"] = 3
|
||||
|
||||
|
||||
#//////////////////////////////////////////////////////////////////////
|
||||
#DFITCPriceNoteType:期权保证金计算方式
|
||||
#//////////////////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCPriceNoteType"] = "int"
|
||||
#按照昨结算价计算
|
||||
defineDict["DFITC_CALC_BY_PRESETTLEMENT"] = 1
|
||||
#按照最新价计算
|
||||
defineDict["DFITC_CALC_BY_LASTPRICE"] = 2
|
||||
|
||||
#//////////////////////////////////////////////////////////////////////
|
||||
#DFITCLargeMarginDirectType:大边保证金方向数据类型
|
||||
#//////////////////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCLargeMarginDirectType"] = "string"
|
||||
|
||||
#//////////////////////////////////////////////////////////////////////
|
||||
#DFITCBankIDType:银行代码类型
|
||||
#//////////////////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCBankIDType"] = "string"
|
||||
|
||||
#//////////////////////////////////////////////////////////////////////
|
||||
#DFITCBankNameType:银行名称类型
|
||||
#//////////////////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCBankNameType"] = "string"
|
||||
|
||||
#//////////////////////////////////////////////////////////////////////
|
||||
#DFITCBankSerialType:银行流水号类型
|
||||
#//////////////////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCBankSerialType"] = "string"
|
||||
|
||||
#//////////////////////////////////////////////////////////////////////
|
||||
#DFITCSerialType:流水号类型
|
||||
#//////////////////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCSerialType"] = "int"
|
||||
|
||||
#//////////////////////////////////////////////////////////////////////
|
||||
#DFITCBankAccountType:银行账户类型
|
||||
#//////////////////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCBankAccountType"] = "string"
|
||||
|
||||
#//////////////////////////////////////////////////////////////////////
|
||||
#DFITCFutureSerialType:期货公司流水号类型
|
||||
#//////////////////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCFutureSerialType"] = "int"
|
||||
|
||||
#//////////////////////////////////////////////////////////////////////
|
||||
#DFITCDigestType:摘要类型
|
||||
#//////////////////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCDigestType"] = "string"
|
||||
|
||||
#//////////////////////////////////////////////////////////////////////
|
||||
#DFITCBankAccTypeType是一个银行帐号类型类型
|
||||
#//////////////////////////////////////////////////////////////////////
|
||||
#银行存折
|
||||
defineDict["DFITC_BAT_BankBook"] = '1'
|
||||
#储蓄卡
|
||||
defineDict["DFITC_BAT_SavingCard"] = '2'
|
||||
#信用卡
|
||||
defineDict["DFITC_BAT_CreditCard"] = '3'
|
||||
typedefDict["DFITCBankAccTypeType"] = "char"
|
||||
|
||||
#//////////////////////////////////////////////////////////////////////
|
||||
#DFITCTransferStatusType:转账交易状态类型
|
||||
#//////////////////////////////////////////////////////////////////////
|
||||
#正常
|
||||
defineDict["DFITC_TRFS_Normal"] = '0'
|
||||
#被冲正
|
||||
defineDict["DFITC_TRFS_Repealed"] = '1'
|
||||
typedefDict["DFITCTransferStatusType"] = "char"
|
||||
|
||||
#//////////////////////////////////////////////////////////////////////
|
||||
#DFITCTransferType:银期转账业务类型
|
||||
#//////////////////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCTransferType"] = "int"
|
||||
|
||||
#//////////////////////////////////////////////////////////////////////
|
||||
#DFITCTransferType:银期转账处理结果类型
|
||||
#//////////////////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCProcResultType"] = "int"
|
||||
#成功
|
||||
defineDict["DFITC_PROC_SUCCESS"] = 0
|
||||
#失败
|
||||
defineDict["DFITC_PROC_FAIL"] = 1
|
||||
#等待回执
|
||||
defineDict["DFITC_PROC_WAIT_RTN"] = 2
|
||||
|
||||
|
||||
#//////////////////////////////////////////////////////////////////////
|
||||
#DFITCApplyNumberType:银期转账申请号类型
|
||||
#//////////////////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCApplyNumberType"] = "int"
|
||||
|
||||
|
||||
|
||||
#//////////////////////////////////////////////////////////////////////
|
||||
#DFITCImpliedVolatilityType:隐含波动率类型
|
||||
#//////////////////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCImpliedVolatilityType"] = "float"
|
||||
|
||||
#//////////////////////////////////////////////////////////////////////
|
||||
#DFITCOptionComputationType:期权计算数据类型
|
||||
#//////////////////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCOptionComputationType"] = "float"
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCFunctionIDType:行情扩展功能号
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCFunctionIDType"] = "string"
|
||||
|
||||
#/////////////////////////////////////////////////////////
|
||||
#DFITCExtMarketDataType:行情扩展功能号
|
||||
#/////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCExtMarketDataType"] = "string"
|
||||
|
||||
|
||||
|
||||
#//////////////////////////////////////////////////////////////////////
|
||||
#DFITCExchangeStatusType:交易所状态数据类型
|
||||
#//////////////////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCExchangeStatusType"] = "int"
|
||||
#开盘前
|
||||
defineDict["DFITC_IS_BEFORETRADING"] = 0
|
||||
#非交易
|
||||
defineDict["DFITC_IS_NOTRADING"] = 1
|
||||
#连续交易
|
||||
defineDict["DFITC_IS_CONTINOUS"] = 2
|
||||
#集合竞价报单
|
||||
defineDict["DFITC_IS_AUCTIONORDERING"] = 3
|
||||
#集合竞价价格平衡
|
||||
defineDict["DFITC_IS_AUCTIONBALANCE"] = 4
|
||||
#集合竞价撮合
|
||||
defineDict["DFITC_IS_AUCTIONMATCH"] = 5
|
||||
#收盘
|
||||
defineDict["DFITC_IS_CLOSED"] = 6
|
||||
|
||||
|
||||
#//////////////////////////////////////////////////////////////////////
|
||||
#DFITCPositionDateType:持仓日期类型
|
||||
#//////////////////////////////////////////////////////////////////////
|
||||
typedefDict["DFITCPositionDateType"] = "int"
|
||||
defineDict["DFITC_PSD_TODAY"] = 1
|
||||
defineDict["DFITC_PSD_HISTORY"] = 2
|
||||
|
||||
|
||||
1116
vn.trader/xspeedGateway/xspeedGateway.py
Normal file
1116
vn.trader/xspeedGateway/xspeedGateway.py
Normal file
File diff suppressed because it is too large
Load Diff
@ -72,6 +72,9 @@ def createWrap(cbName):
|
||||
if 'OnRspError' in cbName:
|
||||
on_line = 'virtual void on' + cbName[2:] + '(dict error)\n'
|
||||
override_line = '("on' + cbName[2:] + '")(error);\n'
|
||||
elif 'OnRspQry' in cbName:
|
||||
on_line = 'virtual void on' + cbName[2:] + '(dict data, dict error, bool last)\n'
|
||||
override_line = '("on' + cbName[2:] + '")(data, error, last);\n'
|
||||
elif 'OnRsp' in cbName:
|
||||
on_line = 'virtual void on' + cbName[2:] + '(dict data, dict error)\n'
|
||||
override_line = '("on' + cbName[2:] + '")(data, error);\n'
|
||||
@ -259,7 +262,8 @@ def createFunction(fcName, fcArgsTypeList, fcArgsValueList):
|
||||
line = '\tgetLong(req, "' + key + '", &myreq.' + key + ');\n'
|
||||
elif value == 'short':
|
||||
line = '\tgetShort(req, "' + key + '", &myreq.' + key + ');\n'
|
||||
elif value == 'double':
|
||||
elif value == 'float':
|
||||
print line
|
||||
line = '\tgetDouble(req, "' + key + '", &myreq.' + key + ');\n'
|
||||
ffunction.write(line)
|
||||
|
||||
@ -305,4 +309,6 @@ fdefine.close()
|
||||
fheaderprocess.close()
|
||||
fheaderon.close()
|
||||
fheaderfunction.close()
|
||||
fwrap.close()
|
||||
fwrap.close()
|
||||
|
||||
input()
|
||||
Binary file not shown.
@ -28,7 +28,7 @@ int TdApi::reqInsertOrder(dict req)
|
||||
getString(req, "instrumentID", myreq.instrumentID);
|
||||
getInt(req, "openCloseType", &myreq.openCloseType);
|
||||
getLong(req, "localOrderID", &myreq.localOrderID);
|
||||
getLong(req, "localOrderID", &myreq.localOrderID);
|
||||
getDouble(req, "insertPrice", &myreq.insertPrice);
|
||||
getChar(req, "orderProperty", myreq.orderProperty);
|
||||
getShort(req, "buySellType", &myreq.buySellType);
|
||||
getInt(req, "orderType", &myreq.orderType);
|
||||
@ -38,7 +38,7 @@ int TdApi::reqInsertOrder(dict req)
|
||||
getInt(req, "reservedType2", &myreq.reservedType2);
|
||||
getInt(req, "insertType", &myreq.insertType);
|
||||
getLong(req, "orderAmount", &myreq.orderAmount);
|
||||
getLong(req, "orderAmount", &myreq.orderAmount);
|
||||
getDouble(req, "profitLossPrice", &myreq.profitLossPrice);
|
||||
getString(req, "customCategory", myreq.customCategory);
|
||||
getInt(req, "instrumentType", &myreq.instrumentType);
|
||||
getString(req, "accountID", myreq.accountID);
|
||||
@ -247,7 +247,7 @@ int TdApi::reqQuoteInsert(dict req)
|
||||
getString(req, "quoteID", myreq.quoteID);
|
||||
getInt(req, "sOpenCloseType", &myreq.sOpenCloseType);
|
||||
getLong(req, "bOrderAmount", &myreq.bOrderAmount);
|
||||
getLong(req, "bOrderAmount", &myreq.bOrderAmount);
|
||||
getDouble(req, "sInsertPrice", &myreq.sInsertPrice);
|
||||
getLong(req, "lRequestID", &myreq.lRequestID);
|
||||
getInt(req, "insertType", &myreq.insertType);
|
||||
getLong(req, "sOrderAmount", &myreq.sOrderAmount);
|
||||
@ -255,7 +255,7 @@ int TdApi::reqQuoteInsert(dict req)
|
||||
getLong(req, "localOrderID", &myreq.localOrderID);
|
||||
getInt(req, "bSpeculator", &myreq.bSpeculator);
|
||||
getString(req, "customCategory", myreq.customCategory);
|
||||
getString(req, "customCategory", myreq.customCategory);
|
||||
getDouble(req, "bInsertPrice", &myreq.bInsertPrice);
|
||||
getInt(req, "instrumentType", &myreq.instrumentType);
|
||||
getString(req, "accountID", myreq.accountID);
|
||||
int i = this->api->ReqQuoteInsert(&myreq);
|
||||
@ -357,7 +357,7 @@ int TdApi::reqFromBankToFutureByFuture(dict req)
|
||||
getLong(req, "lRequestID", &myreq.lRequestID);
|
||||
getString(req, "bankID", myreq.bankID);
|
||||
getString(req, "password", myreq.password);
|
||||
getString(req, "password", myreq.password);
|
||||
getDouble(req, "tradeAmount", &myreq.tradeAmount);
|
||||
getString(req, "accountID", myreq.accountID);
|
||||
int i = this->api->ReqFromBankToFutureByFuture(&myreq);
|
||||
return i;
|
||||
@ -373,7 +373,7 @@ int TdApi::reqFromFutureToBankByFuture(dict req)
|
||||
getLong(req, "lRequestID", &myreq.lRequestID);
|
||||
getString(req, "bankID", myreq.bankID);
|
||||
getString(req, "password", myreq.password);
|
||||
getString(req, "password", myreq.password);
|
||||
getDouble(req, "tradeAmount", &myreq.tradeAmount);
|
||||
getString(req, "accountID", myreq.accountID);
|
||||
int i = this->api->ReqFromFutureToBankByFuture(&myreq);
|
||||
return i;
|
||||
|
||||
@ -94,11 +94,11 @@ virtual void onRtnCancelOrder(dict data)
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryOrderInfo(dict data, dict error)
|
||||
virtual void onRspQryOrderInfo(dict data, dict error, bool last)
|
||||
{
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryOrderInfo")(data, error);
|
||||
this->get_override("onRspQryOrderInfo")(data, error, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
@ -106,11 +106,11 @@ virtual void onRspQryOrderInfo(dict data, dict error)
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryMatchInfo(dict data, dict error)
|
||||
virtual void onRspQryMatchInfo(dict data, dict error, bool last)
|
||||
{
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryMatchInfo")(data, error);
|
||||
this->get_override("onRspQryMatchInfo")(data, error, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
@ -118,11 +118,11 @@ virtual void onRspQryMatchInfo(dict data, dict error)
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryPosition(dict data, dict error)
|
||||
virtual void onRspQryPosition(dict data, dict error, bool last)
|
||||
{
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryPosition")(data, error);
|
||||
this->get_override("onRspQryPosition")(data, error, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
@ -142,11 +142,11 @@ virtual void onRspCustomerCapital(dict data, dict error)
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryExchangeInstrument(dict data, dict error)
|
||||
virtual void onRspQryExchangeInstrument(dict data, dict error, bool last)
|
||||
{
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryExchangeInstrument")(data, error);
|
||||
this->get_override("onRspQryExchangeInstrument")(data, error, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
@ -166,11 +166,11 @@ virtual void onRspArbitrageInstrument(dict data, dict error)
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQrySpecifyInstrument(dict data, dict error)
|
||||
virtual void onRspQrySpecifyInstrument(dict data, dict error, bool last)
|
||||
{
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQrySpecifyInstrument")(data, error);
|
||||
this->get_override("onRspQrySpecifyInstrument")(data, error, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
@ -178,11 +178,11 @@ virtual void onRspQrySpecifyInstrument(dict data, dict error)
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryPositionDetail(dict data, dict error)
|
||||
virtual void onRspQryPositionDetail(dict data, dict error, bool last)
|
||||
{
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryPositionDetail")(data, error);
|
||||
this->get_override("onRspQryPositionDetail")(data, error, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
@ -214,11 +214,11 @@ virtual void onRspResetPassword(dict data, dict error)
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryTradeCode(dict data, dict error)
|
||||
virtual void onRspQryTradeCode(dict data, dict error, bool last)
|
||||
{
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryTradeCode")(data, error);
|
||||
this->get_override("onRspQryTradeCode")(data, error, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
@ -250,11 +250,11 @@ virtual void onRspEquityComputMode(dict data, dict error)
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryBill(dict data, dict error)
|
||||
virtual void onRspQryBill(dict data, dict error, bool last)
|
||||
{
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryBill")(data, error);
|
||||
this->get_override("onRspQryBill")(data, error, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
@ -358,11 +358,11 @@ virtual void onRspCancelAllOrder(dict data, dict error)
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryQuoteNotice(dict data, dict error)
|
||||
virtual void onRspQryQuoteNotice(dict data, dict error, bool last)
|
||||
{
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryQuoteNotice")(data, error);
|
||||
this->get_override("onRspQryQuoteNotice")(data, error, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
@ -394,11 +394,11 @@ virtual void onRtnForQuote(dict data)
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryQuoteOrderInfo(dict data, dict error)
|
||||
virtual void onRspQryQuoteOrderInfo(dict data, dict error, bool last)
|
||||
{
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryQuoteOrderInfo")(data, error);
|
||||
this->get_override("onRspQryQuoteOrderInfo")(data, error, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
@ -406,11 +406,11 @@ virtual void onRspQryQuoteOrderInfo(dict data, dict error)
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryForQuote(dict data, dict error)
|
||||
virtual void onRspQryForQuote(dict data, dict error, bool last)
|
||||
{
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryForQuote")(data, error);
|
||||
this->get_override("onRspQryForQuote")(data, error, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
@ -418,11 +418,11 @@ virtual void onRspQryForQuote(dict data, dict error)
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryTransferBank(dict data, dict error)
|
||||
virtual void onRspQryTransferBank(dict data, dict error, bool last)
|
||||
{
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryTransferBank")(data, error);
|
||||
this->get_override("onRspQryTransferBank")(data, error, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
@ -430,11 +430,11 @@ virtual void onRspQryTransferBank(dict data, dict error)
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryTransferSerial(dict data, dict error)
|
||||
virtual void onRspQryTransferSerial(dict data, dict error, bool last)
|
||||
{
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryTransferSerial")(data, error);
|
||||
this->get_override("onRspQryTransferSerial")(data, error, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
@ -502,11 +502,11 @@ virtual void onRtnRepealFromFutureToBankByBank(dict data)
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryExchangeStatus(dict data, dict error)
|
||||
virtual void onRspQryExchangeStatus(dict data, dict error, bool last)
|
||||
{
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryExchangeStatus")(data, error);
|
||||
this->get_override("onRspQryExchangeStatus")(data, error, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
@ -526,11 +526,11 @@ virtual void onRtnExchangeStatus(dict data)
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryDepthMarketData(dict data, dict error)
|
||||
virtual void onRspQryDepthMarketData(dict data, dict error, bool last)
|
||||
{
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryDepthMarketData")(data, error);
|
||||
this->get_override("onRspQryDepthMarketData")(data, error, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
|
||||
Binary file not shown.
Binary file not shown.
Binary file not shown.
Binary file not shown.
Binary file not shown.
@ -0,0 +1,5 @@
|
||||
<?xml version="1.0"?>
|
||||
<SubscriptionDataContainer xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns="urn:Microsoft.VisualStudio.WindowsAzure.CommonAzureTools.Authentication.CacheManagement">
|
||||
<Items />
|
||||
<TokenCache>AQAAANCMnd8BFdERjHoAwE/Cl+sBAAAAhE4p+D02F0WYPy8qCmMXxAAAAAACAAAAAAAQZgAAAAEAACAAAADdKqCExbfQ0qmV8fAhwxJ3ziOWd8i4kgHKWaahbmhZpwAAAAAOgAAAAAIAACAAAACIs6nje6UjzBQhCRlDYPyT/WvjZ7HWe6fwrCRtdSUF6hAAAABX62nkc+hjHXTxtgPsdkBcQAAAAOlZDGXW8lDNFQGhZ5pLW0aGiuUFyFCyt4EoRQh92KTtiXhOeaxEBfA6MbkxnzyJ4B/ZmwskriS/m0CTVTZFRUY=</TokenCache>
|
||||
</SubscriptionDataContainer>
|
||||
Binary file not shown.
@ -2978,7 +2978,7 @@ int TdApi::reqInsertOrder(dict req)
|
||||
getString(req, "instrumentID", myreq.instrumentID);
|
||||
getInt(req, "openCloseType", &myreq.openCloseType);
|
||||
getLong(req, "localOrderID", &myreq.localOrderID);
|
||||
getLong(req, "localOrderID", &myreq.localOrderID);
|
||||
getDouble(req, "insertPrice", &myreq.insertPrice);
|
||||
getChar(req, "orderProperty", &myreq.orderProperty);
|
||||
getShort(req, "buySellType", &myreq.buySellType);
|
||||
getInt(req, "orderType", &myreq.orderType);
|
||||
@ -2988,7 +2988,7 @@ int TdApi::reqInsertOrder(dict req)
|
||||
getInt(req, "reservedType2", &myreq.reservedType2);
|
||||
getInt(req, "insertType", &myreq.insertType);
|
||||
getLong(req, "orderAmount", &myreq.orderAmount);
|
||||
getLong(req, "orderAmount", &myreq.orderAmount);
|
||||
getDouble(req, "profitLossPrice", &myreq.profitLossPrice);
|
||||
getString(req, "customCategory", myreq.customCategory);
|
||||
getInt(req, "instrumentType", &myreq.instrumentType);
|
||||
getString(req, "accountID", myreq.accountID);
|
||||
@ -3197,7 +3197,7 @@ int TdApi::reqQuoteInsert(dict req)
|
||||
getString(req, "quoteID", myreq.quoteID);
|
||||
getInt(req, "sOpenCloseType", &myreq.sOpenCloseType);
|
||||
getLong(req, "bOrderAmount", &myreq.bOrderAmount);
|
||||
getLong(req, "bOrderAmount", &myreq.bOrderAmount);
|
||||
getDouble(req, "sInsertPrice", &myreq.sInsertPrice);
|
||||
getLong(req, "lRequestID", &myreq.lRequestID);
|
||||
getInt(req, "insertType", &myreq.insertType);
|
||||
getLong(req, "sOrderAmount", &myreq.sOrderAmount);
|
||||
@ -3205,7 +3205,7 @@ int TdApi::reqQuoteInsert(dict req)
|
||||
getLong(req, "localOrderID", &myreq.localOrderID);
|
||||
getInt(req, "bSpeculator", &myreq.bSpeculator);
|
||||
getString(req, "customCategory", myreq.customCategory);
|
||||
getString(req, "customCategory", myreq.customCategory);
|
||||
getDouble(req, "bInsertPrice", &myreq.bInsertPrice);
|
||||
getInt(req, "instrumentType", &myreq.instrumentType);
|
||||
getString(req, "accountID", myreq.accountID);
|
||||
int i = this->api->ReqQuoteInsert(&myreq);
|
||||
@ -3307,7 +3307,7 @@ int TdApi::reqFromBankToFutureByFuture(dict req)
|
||||
getLong(req, "lRequestID", &myreq.lRequestID);
|
||||
getString(req, "bankID", myreq.bankID);
|
||||
getString(req, "password", myreq.password);
|
||||
getString(req, "password", myreq.password);
|
||||
getDouble(req, "tradeAmount", &myreq.tradeAmount);
|
||||
getString(req, "accountID", myreq.accountID);
|
||||
int i = this->api->ReqFromBankToFutureByFuture(&myreq);
|
||||
return i;
|
||||
@ -3323,7 +3323,7 @@ int TdApi::reqFromFutureToBankByFuture(dict req)
|
||||
getLong(req, "lRequestID", &myreq.lRequestID);
|
||||
getString(req, "bankID", myreq.bankID);
|
||||
getString(req, "password", myreq.password);
|
||||
getString(req, "password", myreq.password);
|
||||
getDouble(req, "tradeAmount", &myreq.tradeAmount);
|
||||
getString(req, "accountID", myreq.accountID);
|
||||
int i = this->api->ReqFromFutureToBankByFuture(&myreq);
|
||||
return i;
|
||||
@ -3351,7 +3351,6 @@ int TdApi::reqQryDepthMarketData(dict req)
|
||||
};
|
||||
|
||||
|
||||
|
||||
///-------------------------------------------------------------------------------------
|
||||
///Boost.Python·â×°
|
||||
///-------------------------------------------------------------------------------------
|
||||
@ -3479,11 +3478,11 @@ struct TdApiWrap : TdApi, wrapper < TdApi >
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryOrderInfo(dict data, dict error)
|
||||
virtual void onRspQryOrderInfo(dict data, dict error, bool last)
|
||||
{
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryOrderInfo")(data, error);
|
||||
this->get_override("onRspQryOrderInfo")(data, error, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
@ -3491,11 +3490,11 @@ struct TdApiWrap : TdApi, wrapper < TdApi >
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryMatchInfo(dict data, dict error)
|
||||
virtual void onRspQryMatchInfo(dict data, dict error, bool last)
|
||||
{
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryMatchInfo")(data, error);
|
||||
this->get_override("onRspQryMatchInfo")(data, error, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
@ -3503,11 +3502,11 @@ struct TdApiWrap : TdApi, wrapper < TdApi >
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryPosition(dict data, dict error)
|
||||
virtual void onRspQryPosition(dict data, dict error, bool last)
|
||||
{
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryPosition")(data, error);
|
||||
this->get_override("onRspQryPosition")(data, error, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
@ -3515,11 +3514,11 @@ struct TdApiWrap : TdApi, wrapper < TdApi >
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspCustomerCapital(dict data, dict error)
|
||||
virtual void onRspCustomerCapital(dict data, dict error, bool last)
|
||||
{
|
||||
try
|
||||
{
|
||||
this->get_override("onRspCustomerCapital")(data, error);
|
||||
this->get_override("onRspCustomerCapital")(data, error, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
@ -3527,11 +3526,11 @@ struct TdApiWrap : TdApi, wrapper < TdApi >
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryExchangeInstrument(dict data, dict error)
|
||||
virtual void onRspQryExchangeInstrument(dict data, dict error, bool last)
|
||||
{
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryExchangeInstrument")(data, error);
|
||||
this->get_override("onRspQryExchangeInstrument")(data, error, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
@ -3551,11 +3550,11 @@ struct TdApiWrap : TdApi, wrapper < TdApi >
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQrySpecifyInstrument(dict data, dict error)
|
||||
virtual void onRspQrySpecifyInstrument(dict data, dict error, bool last)
|
||||
{
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQrySpecifyInstrument")(data, error);
|
||||
this->get_override("onRspQrySpecifyInstrument")(data, error, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
@ -3563,11 +3562,11 @@ struct TdApiWrap : TdApi, wrapper < TdApi >
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryPositionDetail(dict data, dict error)
|
||||
virtual void onRspQryPositionDetail(dict data, dict error, bool last)
|
||||
{
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryPositionDetail")(data, error);
|
||||
this->get_override("onRspQryPositionDetail")(data, error, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
@ -3599,11 +3598,11 @@ struct TdApiWrap : TdApi, wrapper < TdApi >
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryTradeCode(dict data, dict error)
|
||||
virtual void onRspQryTradeCode(dict data, dict error, bool last)
|
||||
{
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryTradeCode")(data, error);
|
||||
this->get_override("onRspQryTradeCode")(data, error, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
@ -3635,11 +3634,11 @@ struct TdApiWrap : TdApi, wrapper < TdApi >
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryBill(dict data, dict error)
|
||||
virtual void onRspQryBill(dict data, dict error, bool last)
|
||||
{
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryBill")(data, error);
|
||||
this->get_override("onRspQryBill")(data, error, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
@ -3743,11 +3742,11 @@ struct TdApiWrap : TdApi, wrapper < TdApi >
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryQuoteNotice(dict data, dict error)
|
||||
virtual void onRspQryQuoteNotice(dict data, dict error, bool last)
|
||||
{
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryQuoteNotice")(data, error);
|
||||
this->get_override("onRspQryQuoteNotice")(data, error, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
@ -3779,11 +3778,11 @@ struct TdApiWrap : TdApi, wrapper < TdApi >
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryQuoteOrderInfo(dict data, dict error)
|
||||
virtual void onRspQryQuoteOrderInfo(dict data, dict error, bool last)
|
||||
{
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryQuoteOrderInfo")(data, error);
|
||||
this->get_override("onRspQryQuoteOrderInfo")(data, error, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
@ -3791,11 +3790,11 @@ struct TdApiWrap : TdApi, wrapper < TdApi >
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryForQuote(dict data, dict error)
|
||||
virtual void onRspQryForQuote(dict data, dict error, bool last)
|
||||
{
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryForQuote")(data, error);
|
||||
this->get_override("onRspQryForQuote")(data, error, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
@ -3803,11 +3802,11 @@ struct TdApiWrap : TdApi, wrapper < TdApi >
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryTransferBank(dict data, dict error)
|
||||
virtual void onRspQryTransferBank(dict data, dict error, bool last)
|
||||
{
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryTransferBank")(data, error);
|
||||
this->get_override("onRspQryTransferBank")(data, error, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
@ -3815,11 +3814,11 @@ struct TdApiWrap : TdApi, wrapper < TdApi >
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryTransferSerial(dict data, dict error)
|
||||
virtual void onRspQryTransferSerial(dict data, dict error, bool last)
|
||||
{
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryTransferSerial")(data, error);
|
||||
this->get_override("onRspQryTransferSerial")(data, error, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
@ -3887,11 +3886,11 @@ struct TdApiWrap : TdApi, wrapper < TdApi >
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryExchangeStatus(dict data, dict error)
|
||||
virtual void onRspQryExchangeStatus(dict data, dict error, bool last)
|
||||
{
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryExchangeStatus")(data, error);
|
||||
this->get_override("onRspQryExchangeStatus")(data, error, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
@ -3911,11 +3910,11 @@ struct TdApiWrap : TdApi, wrapper < TdApi >
|
||||
}
|
||||
};
|
||||
|
||||
virtual void onRspQryDepthMarketData(dict data, dict error)
|
||||
virtual void onRspQryDepthMarketData(dict data, dict error, bool last)
|
||||
{
|
||||
try
|
||||
{
|
||||
this->get_override("onRspQryDepthMarketData")(data, error);
|
||||
this->get_override("onRspQryDepthMarketData")(data, error, last);
|
||||
}
|
||||
catch (error_already_set const &)
|
||||
{
|
||||
|
||||
Loading…
Reference in New Issue
Block a user