[Add] Add trader constant definition

This commit is contained in:
vn.py 2019-01-06 20:13:50 +08:00
parent 9d3ec12695
commit e32b76d243
6 changed files with 65 additions and 2 deletions

2
.gitignore vendored
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# IDE
.vscode
.idea
*.wpr
*.wpu
# Temp
build

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@ -139,7 +139,7 @@ bad-names=foo,
tata
# Naming style matching correct class attribute names.
class-attribute-naming-style=camelCase
class-attribute-naming-style=snake_case
# Regular expression matching correct class attribute names. Overrides class-
# attribute-naming-style.

2
requirements.txt Normal file
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pyqt
qdarkstyle

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from engine import Event, EventEngine, EVENT_TIMER
from .engine import Event, EventEngine, EVENT_TIMER

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"""
Event-driven framework of vn.py framework.
"""
from queue import Queue, Empty
from threading import Thread, Timer
from collections import defaultdict

55
vnpy/trader/constant.py Normal file
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"""
General constant string used in VN Trader.
"""
DIRECTION_LONG = ''
DIRECTION_SHORT = ''
DIRECTION_NET = ''
OFFSET_OPEN = ''
OFFSET_CLOSE = ''
OFFSET_CLOSETODAY = '平今'
OFFSET_CLOSEYESTERDAY = '平昨'
STATUS_SUBMITTING = '提交中'
STATUS_NOTTRADED = '未成交'
STATUS_PARTTRADED = '部分成交'
STATUS_ALLTRADED = '全部成交'
STATUS_CANCELLED = '已撤销'
STATUS_REJECTED = '拒单'
PRODUCT_EQUITY = '股票'
PRODUCT_FUTURES = '期货'
PRODUCT_OPTION = '期权'
PRODUCT_INDEX = '指数'
PRODUCT_FOREX = '外汇'
PRODUCT_SPOT = '现货'
PRICETYPE_LIMIT = '限价'
PRICETYPE_MARKET = '市价'
PRICETYPE_FAK = 'FAK'
PRICETYPE_FOK = 'FOK'
OPTION_CALL = '看涨期权'
OPTION_PUT = '看跌期权'
EXCHANGE_SSE = 'SSE'
EXCHANGE_SZSE = 'SZSE'
EXCHANGE_CFFEX = 'CFFEX'
EXCHANGE_SHFE = 'SHFE'
EXCHANGE_CZCE = 'CZCE'
EXCHANGE_DCE = 'DCE'
EXCHANGE_INE = 'INE'
EXCHANGE_SGE = 'SGE'
CURRENCY_USD = 'USD'
CURRENCY_HKD = 'HKD'
INTERVAL_1M = '1分钟'
INTERVAL_5M = '5分钟'
INTERVAL_15M = '15分钟'
INTERVAL_30M = '30分钟'
INTERVAL_1H = '1小时'
INTERVAL_4H = '4小时'
INTERVAL_DAILY = '日线'
INTERVAL_WEEKLY = '周线'