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IB增加获取合约详情

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This commit is contained in:
Bian Jiang 2016-05-04 22:00:57 +08:00
parent ef639ecff6
commit e204af935d
1 changed files with 30 additions and 4 deletions
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34
vn.trader/ibGateway/ibGateway.py
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@ -184,6 +184,9 @@ class IbGateway(VtGateway):
self.connection.reqMktData(self.tickerId, contract, '', False) self.connection.reqMktData(self.tickerId, contract, '', False)
# 获取合约详细信息
self.connection.reqContractDetails(self.tickerId, contract)
# 创建Tick对象并保存到字典中 # 创建Tick对象并保存到字典中
tick = VtTickData() tick = VtTickData()
tick.symbol = subscribeReq.symbol tick.symbol = subscribeReq.symbol
@ -429,17 +432,40 @@ class IbWrapper(EWrapper):
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def contractDetails(self, reqId, contractDetails): def contractDetails(self, reqId, contractDetails):
""" generated source for method contractDetails """ """合约查询回报"""
pass contract = VtContractData()
contract.gatewayName = self.gatewayName
contract.symbol = contractDetails.m_summary.m_symbol
contract.exchange = contractDetails.m_summary.m_exchange
contract.vtSymbol = '.'.join([contract.symbol, contract.exchange])
contract.name = contractDetails.m_marketName.decode('UTF-8')
# 合约类型
if contractDetails.m_summary.m_secType == 'STK':
contract.productClass = PRODUCT_EQUITY
elif contractDetails.m_summary.m_secType == 'CASH':
contract.productClass = PRODUCT_FOREX
elif contractDetails.m_summary.m_secType == 'FUT':
contract.productClass = PRODUCT_FUTURES
elif contractDetails.m_summary.m_secType == 'OPT':
contract.productClass = PRODUCT_OPTION
else:
contract.productClass = PRODUCT_UNKNOWN
# 推送
self.gateway.onContract(contract)
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def bondContractDetails(self, reqId, contractDetails): def bondContractDetails(self, reqId, contractDetails):
""" generated source for method bondContractDetails """ """ generated source for method bondContractDetails """
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def contractDetailsEnd(self, reqId): def contractDetailsEnd(self, reqId):
""" generated source for method contractDetailsEnd """ """ 获取合约结束 """
pass log = VtLogData()
log.gatewayName = self.gatewayName
log.logContent = u'交易合约信息获取完成'
self.gateway.onLog(log)
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def execDetails(self, reqId, contract, execution): def execDetails(self, reqId, contract, execution):