[Add] Add trader constant definition
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.gitignore
vendored
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.gitignore
vendored
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# IDE
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.vscode
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.idea
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*.wpr
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*.wpu
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# Temp
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build
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@ -139,7 +139,7 @@ bad-names=foo,
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tata
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# Naming style matching correct class attribute names.
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class-attribute-naming-style=camelCase
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class-attribute-naming-style=snake_case
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# Regular expression matching correct class attribute names. Overrides class-
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# attribute-naming-style.
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requirements.txt
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requirements.txt
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pyqt
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qdarkstyle
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from engine import Event, EventEngine, EVENT_TIMER
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from .engine import Event, EventEngine, EVENT_TIMER
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"""
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Event-driven framework of vn.py framework.
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"""
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from queue import Queue, Empty
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from threading import Thread, Timer
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from collections import defaultdict
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55
vnpy/trader/constant.py
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vnpy/trader/constant.py
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"""
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General constant string used in VN Trader.
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"""
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DIRECTION_LONG = '多'
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DIRECTION_SHORT = '空'
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DIRECTION_NET = '净'
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OFFSET_OPEN = '开'
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OFFSET_CLOSE = '平'
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OFFSET_CLOSETODAY = '平今'
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OFFSET_CLOSEYESTERDAY = '平昨'
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STATUS_SUBMITTING = '提交中'
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STATUS_NOTTRADED = '未成交'
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STATUS_PARTTRADED = '部分成交'
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STATUS_ALLTRADED = '全部成交'
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STATUS_CANCELLED = '已撤销'
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STATUS_REJECTED = '拒单'
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PRODUCT_EQUITY = '股票'
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PRODUCT_FUTURES = '期货'
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PRODUCT_OPTION = '期权'
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PRODUCT_INDEX = '指数'
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PRODUCT_FOREX = '外汇'
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PRODUCT_SPOT = '现货'
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PRICETYPE_LIMIT = '限价'
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PRICETYPE_MARKET = '市价'
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PRICETYPE_FAK = 'FAK'
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PRICETYPE_FOK = 'FOK'
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OPTION_CALL = '看涨期权'
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OPTION_PUT = '看跌期权'
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EXCHANGE_SSE = 'SSE'
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EXCHANGE_SZSE = 'SZSE'
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EXCHANGE_CFFEX = 'CFFEX'
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EXCHANGE_SHFE = 'SHFE'
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EXCHANGE_CZCE = 'CZCE'
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EXCHANGE_DCE = 'DCE'
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EXCHANGE_INE = 'INE'
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EXCHANGE_SGE = 'SGE'
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CURRENCY_USD = 'USD'
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CURRENCY_HKD = 'HKD'
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INTERVAL_1M = '1分钟'
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INTERVAL_5M = '5分钟'
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INTERVAL_15M = '15分钟'
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INTERVAL_30M = '30分钟'
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INTERVAL_1H = '1小时'
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INTERVAL_4H = '4小时'
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INTERVAL_DAILY = '日线'
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INTERVAL_WEEKLY = '周线'
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