[Mod] 统一格式，隐藏内部变量

vnpy/gateway/oes/oes_gateway.py

@@ -38,6 +38,7 @@ class OesGateway(BaseGateway):
         self.td_api = OesTdApi(self)
 
     def connect(self, setting: dict):
+        """"""
         return self._connect_async(setting)
 
     def _connect_sync(self, setting: dict):
@@ -89,6 +90,7 @@ class OesGateway(BaseGateway):
             self.write_log(_("无法连接到交易服务器，请检查你的配置"))
 
     def _connect_async(self, setting: dict):
+        """"""
         Thread(target=self._connect_sync, args=(setting,)).start()
 
     def subscribe(self, req: SubscribeRequest):

vnpy/gateway/oes/oes_md.py

@@ -9,7 +9,7 @@ from vnpy.api.oes.vnoes import MdsApiClientEnvT, MdsApi_DestoryAll, MdsApi_InitA
     MdsApi_IsValidQryChannel, MdsApi_IsValidTcpChannel, MdsApi_LogoutAll, MdsApi_SetThreadPassword, \
     MdsApi_SetThreadUsername, MdsApi_SubscribeMarketData, MdsApi_WaitOnMsg, MdsL2StockSnapshotBodyT, \
     MdsMktDataRequestEntryT, MdsMktDataRequestReqT, MdsMktRspMsgBodyT, MdsStockSnapshotBodyT, \
-    SGeneralClientChannelT, SMsgHeadT, SPlatform_IsNegEpipe, SPlatform_IsNegEtimeout, cast, \
+    SGeneralClientChannelT, SMsgHeadT, SPlatform_IsNegEpipe, cast, \
     eMdsExchangeIdT, eMdsMktSubscribeFlagT, eMdsMsgTypeT, eMdsSecurityTypeT, eMdsSubscribeDataTypeT, \
     eMdsSubscribeModeT, eMdsSubscribedTickExpireTypeT, eSMsgProtocolTypeT
 
@@ -28,11 +28,12 @@ EXCHANGE_VT2MDS = {v: k for k, v in EXCHANGE_MDS2VT.items()}
 class OesMdMessageLoop:
 
     def __init__(self, gateway: BaseGateway, md: "OesMdApi", env: MdsApiClientEnvT):
+        """"""
         self.gateway = gateway
         self.env = env
         self.alive = False
         self.md = md
-        self.th = Thread(target=self.message_loop)
+        self.th = Thread(target=self._message_loop)
 
         self.message_handlers: Dict[int, Callable[[dict], None]] = {
             # tick & orderbook
@@ -58,9 +59,29 @@ class OesMdMessageLoop:
         self.symbol_to_exchange: Dict[str, Exchange] = {}
 
     def register_symbol(self, symbol: str, exchange: Exchange):
+        """"""
         self.symbol_to_exchange[symbol] = exchange
 
-    def get_last_tick(self, symbol):
+    def start(self):
+        """"""
+        self.alive = True
+        self.th.start()
+
+    def stop(self):
+        """"""
+        self.alive = False
+
+    def join(self):
+        """"""
+        self.th.join()
+
+    def reconnect(self):
+        """"""
+        self.gateway.write_log(_("正在尝试重新连接到行情服务器。"))
+        return self.md.connect()
+
+    def _get_last_tick(self, symbol):
+        """"""
         try:
             return self.last_tick[symbol]
         except KeyError:
@@ -68,25 +89,15 @@ class OesMdMessageLoop:
                 gateway_name=self.gateway.gateway_name,
                 symbol=symbol,
                 exchange=self.symbol_to_exchange[symbol],
-                # todo: use cache of something else to resolve exchange
                 datetime=datetime.utcnow()
             )
             self.last_tick[symbol] = tick
             return tick
 
-    def start(self):
+    def _on_message(self, session_info: SGeneralClientChannelT,
-        self.alive = True
+                    head: SMsgHeadT,
-        self.th.start()
+                    body: Any):
-
+        """"""
-    def stop(self):
-        self.alive = False
-
-    def join(self):
-        self.th.join()
-
-    def on_message(self, session_info: SGeneralClientChannelT,
-                   head: SMsgHeadT,
-                   body: Any):
         if session_info.protocolType == eSMsgProtocolTypeT.SMSG_PROTO_BINARY:
             b = cast.toMdsMktRspMsgBodyT(body)
             if head.msgId in self.message_handlers:
@@ -100,19 +111,16 @@ class OesMdMessageLoop:
             self.gateway.write_log(f"unknown prototype : {session_info.protocolType}")
         return 1
 
-    def reconnect(self):
+    def _message_loop(self):
-        self.gateway.write_log(_("正在尝试重新连接到行情服务器。"))
+        """"""
-        return self.md.connect()
-
-    def message_loop(self):
         tcp_channel = self.env.tcpChannel
         timeout_ms = 1000
-        is_timeout = SPlatform_IsNegEtimeout
+        # is_timeout = SPlatform_IsNegEtimeout
         is_disconnected = SPlatform_IsNegEpipe
         while self.alive:
             ret = MdsApi_WaitOnMsg(tcp_channel,
                                    timeout_ms,
-                                   self.on_message)
+                                   self._on_message)
             if ret < 0:
                 # if is_timeout(ret):
                 #     pass  # just no message
@@ -123,9 +131,10 @@ class OesMdMessageLoop:
         return
 
     def on_l2_market_data_snapshot(self, d: MdsMktRspMsgBodyT):
+        """"""
         data: MdsL2StockSnapshotBodyT = d.mktDataSnapshot.l2Stock
         symbol = str(data.SecurityID)
-        tick = self.get_last_tick(symbol)
+        tick = self._get_last_tick(symbol)
         tick.open_price = data.OpenPx / 10000
         tick.pre_close = data.ClosePx / 10000
         tick.high_price = data.HighPx / 10000
@@ -138,9 +147,10 @@ class OesMdMessageLoop:
         self.gateway.on_tick(tick)
 
     def on_market_full_refresh(self, d: MdsMktRspMsgBodyT):
+        """"""
         data: MdsStockSnapshotBodyT = d.mktDataSnapshot.stock
         symbol = data.SecurityID
-        tick = self.get_last_tick(symbol)
+        tick = self._get_last_tick(symbol)
         tick.open_price = data.OpenPx / 10000
         tick.pre_close = data.ClosePx / 10000
         tick.high_price = data.HighPx / 10000
@@ -153,42 +163,52 @@ class OesMdMessageLoop:
         self.gateway.on_tick(tick)
 
     def on_l2_trade(self, d: MdsMktRspMsgBodyT):
+        """"""
         data = d.trade
         symbol = data.SecurityID
-        tick = self.get_last_tick(symbol)
+        tick = self._get_last_tick(symbol)
         tick.datetime = datetime.utcnow()
         tick.volume = data.TradeQty
         tick.last_price = data.TradePrice / 10000
         self.gateway.on_tick(tick)
 
     def on_market_data_request(self, d: MdsMktRspMsgBodyT):
+        """"""
         pass
 
     def on_trading_session_status(self, d: MdsMktRspMsgBodyT):
+        """"""
         pass
 
     def on_l2_market_overview(self, d: MdsMktRspMsgBodyT):
+        """"""
         pass
 
     def on_index_snapshot_full_refresh(self, d: MdsMktRspMsgBodyT):
+        """"""
         pass
 
     def on_option_snapshot_ful_refresh(self, d: MdsMktRspMsgBodyT):
+        """"""
         pass
 
     def on_best_orders_snapshot(self, d: MdsMktRspMsgBodyT):
+        """"""
         pass
 
     def on_l2_order(self, d: MdsMktRspMsgBodyT):
+        """"""
         pass
 
     def on_security_status(self, d: MdsMktRspMsgBodyT):
+        """"""
         pass
 
 
 class OesMdApi:
 
     def __init__(self, gateway: BaseGateway):
+        """"""
         self.gateway = gateway
         self.config_path: str = ''
         self.username: str = ''
@@ -198,6 +218,7 @@ class OesMdApi:
         self._message_loop = OesMdMessageLoop(gateway, self, self._env)
 
     def connect(self) -> bool:
+        """"""
         """Connect to trading server.
         :note set config_path before calling this function
         """
@@ -214,18 +235,22 @@ class OesMdApi:
         return True
 
     def start(self):
+        """"""
         self._message_loop.start()
 
     def stop(self):
+        """"""
         self._message_loop.stop()
         MdsApi_LogoutAll(self._env, True)
         MdsApi_DestoryAll(self._env)
 
     def join(self):
+        """"""
         self._message_loop.join()
 
     # why isn't arg a ContractData?
     def subscribe(self, req: SubscribeRequest):
+        """"""
         mds_req = MdsMktDataRequestReqT()
         entry = MdsMktDataRequestEntryT()
         mds_req.subMode = eMdsSubscribeModeT.MDS_SUB_MODE_APPEND

vnpy/gateway/oes/oes_td.py

@@ -3,7 +3,7 @@ from datetime import datetime, timedelta, timezone
 from gettext import gettext as _
 from threading import Lock, Thread
 # noinspection PyUnresolvedReferences
-from typing import Any, Callable, Dict, Tuple
+from typing import Any, Callable, Dict
 
 from vnpy.api.oes.vnoes import OesApiClientEnvT, OesApi_DestoryAll, OesApi_InitAllByConvention, \
     OesApi_IsValidOrdChannel, OesApi_IsValidQryChannel, OesApi_IsValidRptChannel, OesApi_LogoutAll, \
@@ -95,6 +95,7 @@ class InternalOrder:
 
 
 def parse_oes_datetime(date: int, time: int):
+    """convert oes datetime to python datetime"""
     # YYYYMMDD
     year = int(date / 10000)
     month = int((date % 10000) / 100)
@@ -115,13 +116,14 @@ class OesTdMessageLoop:
                  env: OesApiClientEnvT,
                  td: "OesTdApi"
                  ):
+        """"""
         self.gateway = gateway
 
         self._env = env
         self._td = td
 
         self._alive = False
-        self._th = Thread(target=self.message_loop)
+        self._th = Thread(target=self._message_loop)
 
         self.message_handlers: Dict[int, Callable[[dict], None]] = {
             eOesMsgTypeT.OESMSG_RPT_BUSINESS_REJECT: self.on_order_rejected,
@@ -137,18 +139,27 @@ class OesTdMessageLoop:
         }
 
     def start(self):
+        """"""
         self._alive = True
         self._th.start()
 
     def stop(self):
+        """"""
         self._alive = False
 
     def join(self):
+        """"""
         self._th.join()
 
-    def on_message(self, session_info: SGeneralClientChannelT,
+    def reconnect(self):
-                   head: SMsgHeadT,
+        """"""
-                   body: Any):
+        self.gateway.write_log(_("正在尝试重新连接到交易服务器。"))
+        self._td.connect()
+
+    def _on_message(self, session_info: SGeneralClientChannelT,
+                    head: SMsgHeadT,
+                    body: Any):
+        """"""
         if session_info.protocolType == SMSG_PROTO_BINARY:
             b = cast.toOesRspMsgBodyT(body)
             if head.msgId in self.message_handlers:
@@ -160,11 +171,8 @@ class OesTdMessageLoop:
             self.gateway.write_log(f"unknown prototype : {session_info.protocolType}")
         return 1
 
-    def reconnect(self):
+    def _message_loop(self):
-        self.gateway.write_log(_("正在尝试重新连接到交易服务器。"))
+        """"""
-        self._td.connect()
-
-    def message_loop(self):
         rpt_channel = self._env.rptChannel
         timeout_ms = 1000
         is_disconnected = SPlatform_IsNegEpipe
@@ -172,7 +180,7 @@ class OesTdMessageLoop:
         while self._alive:
             ret = OesApi_WaitReportMsg(rpt_channel,
                                        timeout_ms,
-                                       self.on_message)
+                                       self._on_message)
             if ret < 0:
                 # if is_timeout(ret):
                 #     pass  # just no message
@@ -183,6 +191,7 @@ class OesTdMessageLoop:
         return
 
     def on_order_rejected(self, d: OesRspMsgBodyT):
+        """"""
         error_code = d.rptMsg.rptHead.ordRejReason
         error_string = error_to_str(error_code)
         data: OesOrdRejectT = d.rptMsg.rptBody.ordRejectRsp
@@ -202,6 +211,7 @@ class OesTdMessageLoop:
             self.gateway.write_log(f"撤单失败，订单号： {data.origClSeqNo}。原因：{error_string}")
 
     def on_order_inserted(self, d: OesRspMsgBodyT):
+        """"""
         data = d.rptMsg.rptBody.ordInsertRsp
 
         if not data.origClSeqNo:
@@ -217,6 +227,7 @@ class OesTdMessageLoop:
         self.gateway.on_order(vt_order)
 
     def on_order_report(self, d: OesRspMsgBodyT):
+        """"""
         data: OesOrdCnfmT = d.rptMsg.rptBody.ordCnfm
 
         if not data.origClSeqNo:
@@ -233,6 +244,7 @@ class OesTdMessageLoop:
         self.gateway.on_order(vt_order)
 
     def on_trade_report(self, d: OesRspMsgBodyT):
+        """"""
         data: OesTrdCnfmT = d.rptMsg.rptBody.trdCnfm
 
         i = self._td.get_order(data.clSeqNo)
@@ -258,9 +270,11 @@ class OesTdMessageLoop:
         self.gateway.on_order(vt_order)
 
     def on_option_holding(self, d: OesRspMsgBodyT):
+        """"""
         pass
 
     def on_stock_holding(self, d: OesRspMsgBodyT):
+        """"""
         data = d.rptMsg.rptBody.stkHoldingRpt
         position = PositionData(
             gateway_name=self.gateway.gateway_name,
@@ -277,6 +291,7 @@ class OesTdMessageLoop:
         self.gateway.on_position(position)
 
     def on_cash(self, d: OesRspMsgBodyT):
+        """"""
         data = d.rptMsg.rptBody.cashAssetRpt
 
         balance = data.currentTotalBal
@@ -296,6 +311,7 @@ class OesTdMessageLoop:
 class OesTdApi:
 
     def __init__(self, gateway: BaseGateway):
+        """"""
         self.config_path: str = None
         self.username: str = ''
         self.password: str = ''
@@ -333,14 +349,17 @@ class OesTdApi:
         return True
 
     def start(self):
+        """"""
         self._message_loop.start()
 
     def stop(self):
+        """"""
         self._message_loop.stop()
         OesApi_LogoutAll(self._env, True)
         OesApi_DestoryAll(self._env)
 
     def join(self):
+        """"""
         self._message_loop.join()
 
     def _get_new_seq_index(self):
@@ -351,6 +370,7 @@ class OesTdApi:
             return index
 
     def query_account(self):
+        """"""
         OesApi_QueryCashAsset(self._env.qryChannel,
                               OesQryCashAssetFilterT(),
                               self.on_query_asset
@@ -362,6 +382,7 @@ class OesTdApi:
                        body: Any,
                        cursor: OesQryCursorT,
                        ):
+        """"""
         data = cast.toOesCashAssetItemT(body)
         balance = data.currentTotalBal / 10000
         availiable = data.currentAvailableBal / 10000
@@ -377,10 +398,12 @@ class OesTdApi:
         return 1
 
     def query_stock(self, ) -> bool:
+        """"""
         # Thread(target=self._query_stock, ).start()
         return self._query_stock()
 
     def _query_stock(self, ) -> bool:
+        """"""
         f = OesQryStockFilterT()
         ret = OesApi_QueryStock(self._env.qryChannel, f, self.on_query_stock)
         return ret >= 0
@@ -391,6 +414,7 @@ class OesTdApi:
                        body: Any,
                        cursor: OesQryCursorT,
                        ):
+        """"""
         data: OesStockBaseInfoT = cast.toOesStockItemT(body)
         contract = ContractData(
             gateway_name=self.gateway.gateway_name,
@@ -405,6 +429,7 @@ class OesTdApi:
         return 1
 
     def query_option(self) -> bool:
+        """"""
         f = OesQryOptionFilterT()
         ret = OesApi_QueryOption(self._env.qryChannel,
                                  f,
@@ -418,6 +443,7 @@ class OesTdApi:
                         body: Any,
                         cursor: OesQryCursorT,
                         ):
+        """"""
         data = cast.toOesOptionItemT(body)
         contract = ContractData(
             gateway_name=self.gateway.gateway_name,
@@ -432,6 +458,7 @@ class OesTdApi:
         return 1
 
     def query_stock_holding(self) -> bool:
+        """"""
         f = OesQryStkHoldingFilterT()
         ret = OesApi_QueryStkHolding(self._env.qryChannel,
                                      f,
@@ -445,6 +472,7 @@ class OesTdApi:
                                body: Any,
                                cursor: OesQryCursorT,
                                ):
+        """"""
         data = cast.toOesStkHoldingItemT(body)
 
         position = PositionData(
@@ -463,6 +491,7 @@ class OesTdApi:
         return 1
 
     def query_option_holding(self) -> bool:
+        """"""
         f = OesQryStkHoldingFilterT()
         f.mktId = eOesMarketIdT.OES_MKT_ID_UNDEFINE
         f.userInfo = 0
@@ -478,6 +507,7 @@ class OesTdApi:
                          body: Any,
                          cursor: OesQryCursorT,
                          ):
+        """"""
         data = cast.toOesOptHoldingItemT(body)
 
         # 权利
@@ -513,15 +543,18 @@ class OesTdApi:
         return 1
 
     def query_contracts(self):
+        """"""
         self.query_stock()
         # self.query_option()
         # self.query_issue()
 
     def query_position(self):
+        """"""
         self.query_stock_holding()
         self.query_option_holding()
 
     def send_order(self, vt_req: OrderRequest):
+        """"""
         seq_id = self._get_new_seq_index()
         order_id = seq_id
 
@@ -551,6 +584,7 @@ class OesTdApi:
         return order.vt_orderid
 
     def cancel_order(self, vt_req: CancelRequest):
+        """"""
         seq_id = self._get_new_seq_index()
 
         oes_req = OesOrdCancelReqT()
@@ -565,11 +599,13 @@ class OesTdApi:
                                   oes_req)
 
     def schedule_query_order(self, internal_order: InternalOrder) -> Thread:
+        """"""
         th = Thread(target=self.query_order, args=(internal_order,))
         th.start()
         return th
 
     def query_order(self, internal_order: InternalOrder) -> bool:
+        """"""
         f = OesQryOrdFilterT()
         f.mktId = EXCHANGE_VT2OES[internal_order.vt_order.exchange]
         f.clSeqNo = internal_order.order_id
@@ -584,6 +620,7 @@ class OesTdApi:
                        head: SMsgHeadT,
                        body: Any,
                        cursor: OesQryCursorT):
+        """"""
         data: OesOrdCnfmT = cast.toOesOrdItemT(body)
 
         i = self._td.get_order(data.clSeqNo)
@@ -612,6 +649,7 @@ class OesTdApi:
                              body: Any,
                              cursor: OesQryCursorT,
                              ):
+        """"""
         data: OesOrdCnfmT = cast.toOesOrdItemT(body)
         try:
             i = self.get_order(data.clSeqNo)
@@ -649,11 +687,12 @@ class OesTdApi:
         return 1
 
     def save_order(self, order_id: int, order: OrderData):
+        """"""
         self._orders[order_id] = InternalOrder(
             order_id=order_id,
             vt_order=order,
         )
 
     def get_order(self, order_id: int):
+        """"""
         return self._orders[order_id]
-