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Merge branch 'dev' of https://github.com/vnpy/vnpy into dev

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This commit is contained in:
vn.py 2018-05-21 10:33:27 +08:00
commit ef1ef110a9
39 changed files with 252 additions and 210 deletions
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3
vnpy/api/cshshlp/__init__.py
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@ -1,3 +1,4 @@
# encoding: UTF-8
from vncshshlp import CsHsHlp
from __future__ import absolute_import
from .vncshshlp import CsHsHlp

73
vnpy/api/cshshlp/test/cstest.py
View File

@ -1,5 +1,6 @@
# encoding: UTF-8
from __future__ import print_function
import sys
from time import sleep
@ -14,21 +15,21 @@ branch_no = ''
def print_list(l):
""""""
for d in l:
print d
print(d)
#----------------------------------------------------------------------
def print_dict(d):
"""按照键值打印一个字典"""
for key,value in d.items():
print key + ':' + str(value)
print(key + ':' + str(value))
#----------------------------------------------------------------------
def simple_log(func):
"""简单装饰器用于输出函数名"""
def wrapper(*args, **kw):
print '-' * 20
print str(func.__name__)
print('-' * 20)
print(str(func.__name__))
return func(*args, **kw)
return wrapper
@ -59,18 +60,18 @@ class TestHlp(CsHsHlp):
@simple_log
def onMsg(self, type_, data, reqNo, errorNo, errorInfo):
""""""
print 'type:', type_
print('type:', type_)
# print_list(data)
print 'reqNo:', reqNo
print 'errorNo:', errorNo
print 'errorInfo:', errorInfo
print('reqNo:', reqNo)
print('errorNo:', errorNo)
print('errorInfo:', errorInfo)
'''
for i in data[0].keys():
print "key=%s,value=%s"%(i,data[0][i])
'''
for dd in data:
print dd
print(dd)
self.data = data
@ -101,23 +102,23 @@ class TestHlp(CsHsHlp):
'''
i = self.loadConfig("Hsconfig.ini")
if i:
print u'加载配置失败：', i
print(u'加载配置失败：', i)
return i
print u'加载配置成功'
print(u'加载配置成功')
# 初始化
i = self.init()
if i:
print u'初始化失败：', i
print(u'初始化失败：', i)
return i
print u'初始化成功'
print(u'初始化成功')
# 连接服务器
i = self.connectServer()
if i:
print u'服务器连接失败：', i
print(u'服务器连接失败：', i)
return i
print u'服务器连接成功'
print(u'服务器连接成功')
return int(0)
@ -135,10 +136,10 @@ def test():
# 初始化端口
i = api.init_api()
if i:
print u'初始化端口失败，请检查clog文件', i
print(u'初始化端口失败，请检查clog文件', i)
return
# 登录
print u'尝试登录'
print(u'尝试登录')
i = api.beginParam()
api.setValue("identity_type", "2")
api.setValue("password_type", "2")
@ -150,7 +151,7 @@ def test():
api.setValue('option_fund_account', account['id'])
api.setValue('op_station', '<yangxs><vnpy><test>')
i = api.bizCallAndCommit(331100)
print u'尝试登录返回', i
print(u'尝试登录返回', i)
sleep(3)
#---------------------------------------------------------
# 配置self的变量
@ -170,34 +171,34 @@ def test():
api.request_num = '500'
api.op_station = '<yangxs><vnpy><test>'
else:
print 'error in set the value'
print('error in set the value')
#------------------------------------------
# 订阅 620001 成交回报 33011
# 订阅 620001 委托回写 33012
# api.setNessaryParam()
print u'订阅 33011'
print(u'订阅 33011')
api.beginParam()
acc_info = '~' .join([api.branch_no, api.fund_account])
api.setValue('issue_type', "33011")
api.setValue('acc_info', acc_info)
i = api.subscribeData(620001)
print i
print(i)
sleep(1)
print u'订阅 33012'
print(u'订阅 33012')
api.beginParam()
acc_info = '~' .join([api.branch_no, api.fund_account])
api.setValue('issue_type', "33012")
api.setValue('acc_info', acc_info)
i = api.subscribeData(620001)
print i
print(i)
sleep(1)
print u'配置参数，进行下单'
print(u'配置参数，进行下单')
# 配置
api.setNessaryParam()
# 下单参数 338011
@ -211,22 +212,22 @@ def test():
api.setValue('entrust_prop', '0')
api.setValue('covered_flag', '')
i = api.bizCallAndCommit(338011)
print u'尝试下单返回', i
print(u'尝试下单返回', i)
sleep(3)
print u'查询持仓'
print(u'查询持仓')
# 查询持仓
# api.beginParam()
api.setNessaryParam()
i = api.bizCallAndCommit(338023)
sleep(3)
print u'查询持仓返回',i
print(u'查询持仓返回',i)
if(len(api.data)):
for dd in api.data:
print "-----------------------"
print("-----------------------")
for i in dd.keys():
print "key=%s,value=%s"%(i,api.data[0][i])
print("key=%s,value=%s"%(i,api.data[0][i]))
# --------------------------------------------------------------------------
# 测试撤单 338012,先下单，间隔后撤单
@ -241,7 +242,7 @@ def test():
api.setValue('entrust_prop', '0')
api.setValue('covered_flag', '')
i = api.bizCallAndCommit(338011)
print u'尝试下单返回', i
print(u'尝试下单返回', i)
sleep(3)
# print api.data
@ -251,16 +252,16 @@ def test():
e_no = tt['entrust_no']
api.order[e_no] = tt
print api.order
print(api.order)
api.setNessaryParam()
api.setValue('exchange_type','1')
for kk in api.order.keys():
api.setValue('entrust_no', kk)
i = api.bizCallAndCommit(338012)
print u'尝试撤单', kk
print(u'尝试撤单', kk)
sleep(1)
#pop or del
print api.data
print(api.data)
#-----------------------------------
@ -271,15 +272,15 @@ def test():
api.setValue('locate_entrust_no', kk)
i = api.bizCallAndCommit(338020)
print u'查询指定订单', kk
print(u'查询指定订单', kk)
sleep(1)
print api.data
print(api.data)
api.setNessaryParam()
api.setValue('query_kind', '1')
i = api.bizCallAndCommit(338020)
sleep(1)
print api.data
print(api.data)

7
vnpy/api/ctp/__init__.py
View File

@ -1,5 +1,6 @@
# encoding: UTF-8
from vnctpmd import MdApi
from vnctptd import TdApi
from ctp_data_type import defineDict
from __future__ import absolute_import
from .vnctpmd import MdApi
from .vnctptd import TdApi
from .ctp_data_type import defineDict

5
vnpy/api/ctp/py3/pyscript/generate_data_type.py
View File

@ -1,5 +1,6 @@
# encoding: UTF-8
from __future__ import print_function
__author__ = 'CHENXY'
# C++和python类型的映射字典
@ -92,9 +93,9 @@ def main():
fcpp.close()
fpy.close()
print u'data_type.py生成过程完成'
print(u'data_type.py生成过程完成')
except:
print u'data_type.py生成过程出错'
print(u'data_type.py生成过程出错')
if __name__ == '__main__':

3
vnpy/api/ctp/py3/pyscript/generate_td_functions.py
View File

@ -1,5 +1,6 @@
# encoding: UTF-8
from __future__ import print_function
__author__ = 'CHENXY'
from ctp_struct import structDict
@ -257,7 +258,7 @@ def createFunction(fcName, fcArgsTypeList, fcArgsValueList):
ffunction.write(line)
if type_ == 'CThostFtdcInputOrderField':
print(key, value)
print((key, value))
print(line)
ffunction.write('\tint i = this->api->' + fcName + '(&myreq, nRequestID);\n')

5
vnpy/api/ctp/pyscript/generate_data_type.py
View File

@ -1,5 +1,6 @@
# encoding: UTF-8
from __future__ import print_function
__author__ = 'CHENXY'
# C++和python类型的映射字典
@ -92,9 +93,9 @@ def main():
fcpp.close()
fpy.close()
print u'data_type.py生成过程完成'
print(u'data_type.py生成过程完成')
except:
print u'data_type.py生成过程出错'
print(u'data_type.py生成过程出错')
if __name__ == '__main__':

5
vnpy/api/ctp/pyscript/generate_td_functions.py
View File

@ -1,5 +1,6 @@
# encoding: UTF-8
from __future__ import print_function
__author__ = 'CHENXY'
from string import join
@ -250,8 +251,8 @@ def createFunction(fcName, fcArgsTypeList, fcArgsValueList):
ffunction.write(line)
if type_ == 'CThostFtdcInputOrderField':
print key, value
print line
print(key, value)
print(line)
ffunction.write('\tint i = this->api->' + fcName + '(&myreq, nRequestID);\n')
ffunction.write('\treturn i;\n')

11
vnpy/api/ctp/vnctpmd/test/mdtest.py
View File

@ -1,5 +1,6 @@
# encoding: UTF-8
from __future__ import print_function
import sys
from time import sleep
@ -12,15 +13,15 @@ from vnctpmd import *
def print_dict(d):
"""按照键值打印一个字典"""
for key,value in d.items():
print key + ':' + str(value)
print(key + ':' + str(value))
#----------------------------------------------------------------------
def simple_log(func):
"""简单装饰器用于输出函数名"""
def wrapper(*args, **kw):
print ""
print str(func.__name__)
print("")
print(str(func.__name__))
return func(*args, **kw)
return wrapper
@ -44,13 +45,13 @@ class TestMdApi(MdApi):
@simple_log
def onFrontDisconnected(self, n):
"""服务器断开"""
print n
print(n)
#----------------------------------------------------------------------
@simple_log
def onHeartBeatWarning(self, n):
"""心跳报警"""
print n
print(n)
#----------------------------------------------------------------------
@simple_log

15
vnpy/api/ctp/vnctptd/test/tdtest.py
View File

@ -1,5 +1,6 @@
# encoding: UTF-8
from __future__ import print_function
import sys
from time import sleep
@ -11,15 +12,15 @@ from vnctptd import *
def print_dict(d):
"""按照键值打印一个字典"""
for key,value in d.items():
print key + ':' + str(value)
print(key + ':' + str(value))
#----------------------------------------------------------------------
def simple_log(func):
"""简单装饰器用于输出函数名"""
def wrapper(*args, **kw):
print ""
print str(func.__name__)
print("")
print(str(func.__name__))
return func(*args, **kw)
return wrapper
@ -43,13 +44,13 @@ class TestTdApi(TdApi):
@simple_log
def onFrontDisconnected(self, n):
"""服务器断开"""
print n
print(n)
#----------------------------------------------------------------------
@simple_log
def onHeartBeatWarning(self, n):
"""心跳报警"""
print n
print(n)
#----------------------------------------------------------------------
@simple_log
@ -95,8 +96,8 @@ class TestTdApi(TdApi):
"""查询合约回报"""
print_dict(data)
print_dict(error)
print n
print last
print(n)
print(last)
#----------------------------------------------------------------------

7
vnpy/api/femas/__init__.py
View File

@ -1,5 +1,6 @@
# encoding: UTF-8
from vnfemasmd import MdApi
from vnfemastd import TdApi
from femas_data_type import defineDict
from __future__ import absolute_import
from .vnfemasmd import MdApi
from .vnfemastd import TdApi
from .femas_data_type import defineDict

5
vnpy/api/femas/pyscript/generate_data_type.py
View File

@ -1,5 +1,6 @@
# encoding: UTF-8
from __future__ import print_function
__author__ = 'CHENXY'
# C++和python类型的映射字典
@ -88,9 +89,9 @@ def main():
fcpp.close()
fpy.close()
print u'data_type.py生成过程完成'
print(u'data_type.py生成过程完成')
except:
print u'data_type.py生成过程出错'
print(u'data_type.py生成过程出错')
if __name__ == '__main__':

11
vnpy/api/femas/vnfemasmd/test/mdtest.py
View File

@ -1,5 +1,6 @@
# encoding: UTF-8
from __future__ import print_function
import sys
from time import sleep
@ -12,15 +13,15 @@ from vnfemasmd import *
def print_dict(d):
"""按照键值打印一个字典"""
for key,value in d.items():
print key + ':' + str(value)
print(key + ':' + str(value))
#----------------------------------------------------------------------
def simple_log(func):
"""简单装饰器用于输出函数名"""
def wrapper(*args, **kw):
print ""
print str(func.__name__)
print("")
print(str(func.__name__))
return func(*args, **kw)
return wrapper
@ -44,13 +45,13 @@ class TestMdApi(MdApi):
@simple_log
def onFrontDisconnected(self, n):
"""服务器断开"""
print n
print(n)
#----------------------------------------------------------------------
@simple_log
def onHeartBeatWarning(self, n):
"""心跳报警"""
print n
print(n)
#----------------------------------------------------------------------
@simple_log

15
vnpy/api/femas/vnfemastd/test/tdtest.py
View File

@ -1,5 +1,6 @@
# encoding: UTF-8
from __future__ import print_function
import sys
from time import sleep
@ -11,15 +12,15 @@ from vnfemastd import *
def print_dict(d):
"""按照键值打印一个字典"""
for key,value in d.items():
print key + ':' + str(value)
print(key + ':' + str(value))
#----------------------------------------------------------------------
def simple_log(func):
"""简单装饰器用于输出函数名"""
def wrapper(*args, **kw):
print ""
print str(func.__name__)
print("")
print(str(func.__name__))
return func(*args, **kw)
return wrapper
@ -43,13 +44,13 @@ class TestTdApi(TdApi):
@simple_log
def onFrontDisconnected(self, n):
"""服务器断开"""
print n
print(n)
#----------------------------------------------------------------------
@simple_log
def onHeartBeatWarning(self, n):
"""心跳报警"""
print n
print(n)
#----------------------------------------------------------------------
@simple_log
@ -95,8 +96,8 @@ class TestTdApi(TdApi):
"""查询合约回报"""
print_dict(data)
print_dict(error)
print n
print last
print(n)
print(last)
#----------------------------------------------------------------------

3
vnpy/api/fxcm/__init__.py
View File

@ -1,3 +1,4 @@
# encoding: UTF-8
from vnfxcm import FxcmApi
from __future__ import absolute_import
from .vnfxcm import FxcmApi

8
vnpy/api/fxcm/test.py
View File

@ -1,8 +1,10 @@
# encoding: UTF-8
from __future__ import print_function
from __future__ import absolute_import
from time import sleep
from vnfxcm import FxcmApi
from .vnfxcm import FxcmApi
url = 'https://api-demo.fxcm.com:443'
port = 443
@ -10,10 +12,10 @@ token = '48055b5d9afac0a300143ac067ce04cd2430a434'
proxy = 'https://localhost:1080'
api = FxcmApi()
print 'api created'
print('api created')
api.connect(url, port, token, proxy)
print api.bearer
print(api.bearer)
sleep(20)
#api.getInstruments()

39
vnpy/api/fxcm/vnfxcm.py
View File

@ -1,5 +1,6 @@
# encoding: UTF-8
from __future__ import print_function
import json
import requests
from socketIO_client import SocketIO
@ -334,32 +335,32 @@ class FxcmApi(object):
#----------------------------------------------------------------------
def onConnect(self):
"""连接回调"""
print 'onConnect'
print('onConnect')
#----------------------------------------------------------------------
def onDisconnect(self):
"""断开回调"""
print 'onClose'
print('onClose')
#----------------------------------------------------------------------
def onError(self, error, reqid):
"""错误回调"""
print 'onError', error
print('onError', error)
#----------------------------------------------------------------------
def onGetInstruments(self, data, reqid):
"""查询合约代码回调"""
print data, reqid
print(data, reqid)
#----------------------------------------------------------------------
def onGetModel(self, data, reqid):
"""查询表回调"""
print '*' * 30
print data
print('*' * 30)
print(data)
for d in data['offers']:
#if str(d['currency']) == 'EUR/USD':
# print d
print d['currency']#, d['visible']
print(d['currency'])#, d['visible']
#print len(data['summary'])
#print data
@ -367,47 +368,47 @@ class FxcmApi(object):
#----------------------------------------------------------------------
def onSubscribe(self, data, reqid):
"""订阅行情回调"""
print data, reqid
print(data, reqid)
#----------------------------------------------------------------------
def onUnsubscribe(self, data, reqid):
"""退订行情回调"""
print data, reqid
print(data, reqid)
#----------------------------------------------------------------------
def onSubscribeModel(self, data, reqid):
"""订阅表回调"""
print data, reqid
print(data, reqid)
#----------------------------------------------------------------------
def onUnsubscribeModel(self, data, reqid):
"""退订表回调"""
print data, reqid
print(data, reqid)
#----------------------------------------------------------------------
def onUpdateSubscriptions(self, data, reqid):
"""订阅报价表回调"""
print data, reqid
print(data, reqid)
#----------------------------------------------------------------------
def onOpenTrade(self, data, reqid):
"""开仓回调"""
print data, reqid
print(data, reqid)
#----------------------------------------------------------------------
def onCloseTrade(self, data, reqid):
"""平仓回调"""
print data, reqid
print(data, reqid)
#----------------------------------------------------------------------
def onChangeOrder(self, data, reqid):
"""改单回调"""
print data, reqid
print(data, reqid)
#----------------------------------------------------------------------
def onDeleteOrder(self, data, reqid):
"""撤单回调"""
print data, reqid
print(data, reqid)
#----------------------------------------------------------------------
def processPriceUpdate(self, msg):
@ -418,19 +419,19 @@ class FxcmApi(object):
#----------------------------------------------------------------------
def processModelUpdate(self, msg):
"""表推送"""
print msg
print(msg)
data = json.loads(msg)
self.onModelUpdate(data)
#----------------------------------------------------------------------
def onPriceUpdate(self, data):
"""行情推送"""
print data
print(data)
#----------------------------------------------------------------------
def onModelUpdate(self, data):
"""表推送"""
print data
print(data)
#print '*' * 30
#fsubscribeModel
#print len(data), data.get('isTotal', None), data

5
vnpy/api/ksgold/__init__.py
View File

@ -1,4 +1,5 @@
# encoding: UTF-8
from vnksgoldtd import TdApi
from ksgold_data_type import defineDict
from __future__ import absolute_import
from .vnksgoldtd import TdApi
from .ksgold_data_type import defineDict

13
vnpy/api/ksgold/pyscript/generate_data_type.py
View File

@ -1,5 +1,6 @@
# encoding: UTF-8
from __future__ import print_function
__author__ = 'CHENXY'
# C++和python类型的映射字典
@ -48,7 +49,7 @@ def process_typedef(line):
else:
keyword = content[-1]
keyword = keyword.replace(';\n', '')
print content, keyword
print(content, keyword)
if '[' in keyword:
i = keyword.index('[')
@ -91,15 +92,15 @@ def main():
py_line = process_line(line)
if py_line:
fpy.write(py_line.decode('gbk').encode('utf-8'))
print n
print(n)
fcpp.close()
fpy.close()
print u'data_type.py生成过程完成'
except Exception, e:
print u'data_type.py生成过程出错'
print e
print(u'data_type.py生成过程完成')
except Exception as e:
print(u'data_type.py生成过程出错')
print(e)
if __name__ == '__main__':

3
vnpy/api/ksgold/pyscript/generate_struct.py
View File

@ -1,5 +1,6 @@
# encoding: UTF-8
from __future__ import print_function
__author__ = 'CHENXY'
from ksgold_data_type import *
@ -47,7 +48,7 @@ def main():
n = line.index('//')
line = line[:n]
print no, ':', line
print(no, ':', line)
content = line.split('\t')

7
vnpy/api/ksotp/__init__.py
View File

@ -1,5 +1,6 @@
# encoding: UTF-8
from vnksotpmd import MdApi
from vnksotptd import TdApi
from ksotp_data_type import defineDict
from __future__ import absolute_import
from .vnksotpmd import MdApi
from .vnksotptd import TdApi
from .ksotp_data_type import defineDict

5
vnpy/api/ksotp/pyscript/generate_data_type.py
View File

@ -1,5 +1,6 @@
# encoding: UTF-8
from __future__ import print_function
__author__ = 'CHENXY'
# C++和python类型的映射字典
@ -88,9 +89,9 @@ def main():
fcpp.close()
fpy.close()
print u'data_type.py生成过程完成'
print(u'data_type.py生成过程完成')
except:
print u'data_type.py生成过程出错'
print(u'data_type.py生成过程出错')
if __name__ == '__main__':

7
vnpy/api/ksotp/pyscript/generate_struct.py
View File

@ -1,5 +1,6 @@
# encoding: UTF-8
from __future__ import print_function
__author__ = 'CHENXY'
from ksotp_data_type import *
@ -15,7 +16,7 @@ def main():
fpy.write('\n')
for n, line in enumerate(fcpp):
print n
print(n)
# 结构体申明注释
if '///' in line and '\t' not in line:
py_line = '#' + line[3:]
@ -38,8 +39,8 @@ def main():
try:
type_ = typedefDict[typedef]
except KeyError:
print content
print typedef
print(content)
print(typedef)
variable = content[2].replace(';\n', "")
py_line = '%s["%s"] = "%s"\n' % (name, variable, type_)

9
vnpy/api/ksotp/vnksotpmd/test/mdtest.py
View File

@ -1,5 +1,6 @@
# encoding: UTF-8
from __future__ import print_function
import sys
from time import sleep
@ -12,15 +13,15 @@ from vnksotpmd import *
def print_dict(d):
"""按照键值打印一个字典"""
for key,value in d.items():
print key + ':' + str(value)
print(key + ':' + str(value))
#----------------------------------------------------------------------
def simple_log(func):
"""简单装饰器用于输出函数名"""
def wrapper(*args, **kw):
print ""
print str(func.__name__)
print("")
print(str(func.__name__))
return func(*args, **kw)
return wrapper
@ -44,7 +45,7 @@ class TestMdApi(MdApi):
@simple_log
def onFrontDisconnected(self, n):
"""服务器断开"""
print n
print(n)
#----------------------------------------------------------------------
@simple_log

13
vnpy/api/ksotp/vnksotptd/test/tdtest.py
View File

@ -1,5 +1,6 @@
# encoding: UTF-8
from __future__ import print_function
import sys
from time import sleep
@ -11,15 +12,15 @@ from vnksotptd import *
def print_dict(d):
"""按照键值打印一个字典"""
for key,value in d.items():
print key + ':' + str(value)
print(key + ':' + str(value))
#----------------------------------------------------------------------
def simple_log(func):
"""简单装饰器用于输出函数名"""
def wrapper(*args, **kw):
print ""
print str(func.__name__)
print("")
print(str(func.__name__))
return func(*args, **kw)
return wrapper
@ -43,7 +44,7 @@ class TestTdApi(TdApi):
@simple_log
def onFrontDisconnected(self, n):
"""服务器断开"""
print n
print(n)
#----------------------------------------------------------------------
@simple_log
@ -89,8 +90,8 @@ class TestTdApi(TdApi):
"""查询合约回报"""
print_dict(data)
print_dict(error)
print n
print last
print(n)
print(last)
#----------------------------------------------------------------------

3
vnpy/api/lbank/__init__.py
View File

@ -1,3 +1,4 @@
# encoding: UTF-8
from vnlbank import LbankApi
from __future__ import absolute_import
from .vnlbank import LbankApi

7
vnpy/api/lbank/test.py
View File

@ -1,8 +1,11 @@
# encoding: utf-8
from __future__ import absolute_import
from time import time, sleep
from vnlbank import LbankApi
from six.moves import input
from .vnlbank import LbankApi
if __name__ == '__main__':
@ -44,4 +47,4 @@ if __name__ == '__main__':
#api.getOrdersInfoHistory('btc_cny', '0', '1', '100')
# 阻塞
raw_input()
input()

23
vnpy/api/lbank/vnlbank.py
View File

@ -1,5 +1,6 @@
# encoding: utf-8
from __future__ import print_function
import urllib
import hashlib
@ -120,7 +121,7 @@ class LbankApi(object):
# 请求成功
else:
if self.DEBUG:
print callback.__name__
print(callback.__name__)
callback(data, req, reqID)
# 流控等待
@ -149,7 +150,7 @@ class LbankApi(object):
#----------------------------------------------------------------------
def onError(self, error, req, reqID):
"""错误推送"""
print error, req, reqID
print(error, req, reqID)
###############################################
# 行情接口
@ -203,22 +204,22 @@ class LbankApi(object):
#----------------------------------------------------------------------
def onGetTicker(self, data, req, reqID):
"""查询行情回调"""
print data, reqID
print(data, reqID)
# ----------------------------------------------------------------------
def onGetDepth(self, data, req, reqID):
"""查询深度回调"""
print data, reqID
print(data, reqID)
# ----------------------------------------------------------------------
def onGetTrades(self, data, req, reqID):
"""查询历史成交"""
print data, reqID
print(data, reqID)
# ----------------------------------------------------------------------
def onGetKline(self, data, req, reqID):
"""查询Ｋ线回报"""
print data, reqID
print(data, reqID)
###############################################
# 交易接口
@ -283,25 +284,25 @@ class LbankApi(object):
# ----------------------------------------------------------------------
def onGetUserInfo(self, data, req, reqID):
"""查询账户信息"""
print data, reqID
print(data, reqID)
# ----------------------------------------------------------------------
def onCreateOrder(self, data, req, reqID):
"""委托回报"""
print data, reqID
print(data, reqID)
# ----------------------------------------------------------------------
def onCancelOrder(self, data, req, reqID):
"""撤单回报"""
print data, reqID
print(data, reqID)
# ----------------------------------------------------------------------
def onGetOrdersInfo(self, data, req, reqID):
"""查询委托回报"""
print data, reqID
print(data, reqID)
# ----------------------------------------------------------------------
def onGetOrdersInfoHistory(self, data, req, reqID):
"""撤单回报"""
print data, reqID
print(data, reqID)

9
vnpy/api/lts/__init__.py
View File

@ -1,6 +1,7 @@
# encoding: UTF-8
from vnltsmd import MdApi
from vnltstd import TdApi
from vnltsqry import QryApi
from lts_data_type import defineDict
from __future__ import absolute_import
from .vnltsmd import MdApi
from .vnltstd import TdApi
from .vnltsqry import QryApi
from .lts_data_type import defineDict

5
vnpy/api/lts/pyscript/generate_data_type.py
View File

@ -1,5 +1,6 @@
# encoding: UTF-8
from __future__ import print_function
__author__ = 'CHENXY'
# C++和python类型的映射字典
@ -88,9 +89,9 @@ def main():
fcpp.close()
fpy.close()
print u'data_type.py生成过程完成'
print(u'data_type.py生成过程完成')
except:
print u'data_type.py生成过程出错'
print(u'data_type.py生成过程出错')
if __name__ == '__main__':

5
vnpy/api/lts/pyscript/l2/generate_data_type.py
View File

@ -1,5 +1,6 @@
# encoding: UTF-8
from __future__ import print_function
__author__ = 'CHENXY'
# C++和python类型的映射字典
@ -88,9 +89,9 @@ def main():
fcpp.close()
fpy.close()
print u'data_type.py生成过程完成'
print(u'data_type.py生成过程完成')
except:
print u'data_type.py生成过程出错'
print(u'data_type.py生成过程出错')
if __name__ == '__main__':

13
vnpy/api/lts/vnltsmd/test/mdtest.py
View File

@ -1,6 +1,7 @@
# encoding: UTF-8
# 内置模块
from __future__ import print_function
import sys
from time import sleep
@ -11,15 +12,15 @@ from vnltsmd import *
def print_dict(d):
"""按照键值打印一个字典"""
for key,value in d.items():
print key + ':' + str(value)
print(key + ':' + str(value))
#----------------------------------------------------------------------
def simple_log(func):
"""简单装饰器用于输出函数名"""
def wrapper(*args, **kw):
print ""
print str(func.__name__)
print("")
print(str(func.__name__))
return func(*args, **kw)
return wrapper
@ -43,13 +44,13 @@ class TestMdApi(MdApi):
@simple_log
def onFrontDisconnected(self, n):
"""服务器断开"""
print n
print(n)
#----------------------------------------------------------------------
@simple_log
def onHeartBeatWarning(self, n):
"""心跳报警"""
print n
print(n)
#----------------------------------------------------------------------
@simple_log
@ -124,7 +125,7 @@ def main():
#获取交易日，测试通过
day = api.getTradingDay()
print 'Trading Day is:' + str(day)
print('Trading Day is:' + str(day))
sleep(0.5)
# 订阅合约，测试通过

11
vnpy/api/lts/vnltsqry/test/qrytest.py
View File

@ -1,6 +1,7 @@
# encoding: UTF-8
# 内置模块
from __future__ import print_function
import sys
from time import sleep
@ -12,15 +13,15 @@ from lts_data_type import defineDict
def print_dict(d):
"""按照键值打印一个字典"""
for key,value in d.items():
print key + ':' + str(value)
print(key + ':' + str(value))
#----------------------------------------------------------------------
def simple_log(func):
"""简单装饰器用于输出函数名"""
def wrapper(*args, **kw):
print ""
print str(func.__name__)
print("")
print(str(func.__name__))
return func(*args, **kw)
return wrapper
@ -44,13 +45,13 @@ class TestQryApi(QryApi):
@simple_log
def onFrontDisconnected(self, n):
"""服务器断开"""
print n
print(n)
#----------------------------------------------------------------------
@simple_log
def onHeartBeatWarning(self, n):
"""心跳报警"""
print n
print(n)
#----------------------------------------------------------------------
@simple_log

11
vnpy/api/lts/vnltstd/test/tdtest.py
View File

@ -1,6 +1,7 @@
# encoding: UTF-8
# 内置模块
from __future__ import print_function
import sys
from time import sleep
@ -12,15 +13,15 @@ from lts_data_type import defineDict
def print_dict(d):
"""按照键值打印一个字典"""
for key,value in d.items():
print key + ':' + str(value)
print(key + ':' + str(value))
#----------------------------------------------------------------------
def simple_log(func):
"""简单装饰器用于输出函数名"""
def wrapper(*args, **kw):
print ""
print str(func.__name__)
print("")
print(str(func.__name__))
return func(*args, **kw)
return wrapper
@ -44,13 +45,13 @@ class TestTdApi(TdApi):
@simple_log
def onFrontDisconnected(self, n):
"""服务器断开"""
print n
print(n)
#----------------------------------------------------------------------
@simple_log
def onHeartBeatWarning(self, n):
"""心跳报警"""
print n
print(n)
#----------------------------------------------------------------------
@simple_log

3
vnpy/api/oanda/__init__.py
View File

@ -1,3 +1,4 @@
# encoding: UTF-8
from vnoanda import OandaApi
from __future__ import absolute_import
from .vnoanda import OandaApi

3
vnpy/api/oanda/test.py
View File

@ -1,6 +1,7 @@
# encoding: utf-8
from vnoanda import OandaApi
from __future__ import absolute_import
from .vnoanda import OandaApi
if __name__ == '__main__':

75
vnpy/api/oanda/vnoanda.py
View File

@ -1,5 +1,6 @@
# encoding: utf-8
from __future__ import print_function
import json
import requests
from Queue import Queue, Empty
@ -208,7 +209,7 @@ class OandaApi(object):
try:
r = self.session.send(pre, stream=stream)
except Exception, e:
except Exception as e:
error = e
return r, error
@ -228,9 +229,9 @@ class OandaApi(object):
try:
data = r.json()
if self.DEBUG:
print callback.__name__
print(callback.__name__)
callback(data, reqID)
except Exception, e:
except Exception as e:
self.onError(str(e), reqID)
else:
self.onError(error, reqID)
@ -260,7 +261,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onError(self, error, reqID):
"""错误信息回调"""
print error, reqID
print(error, reqID)
#----------------------------------------------------------------------
def getInstruments(self, params):
@ -270,7 +271,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetInstruments(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def getPrices(self, params):
@ -280,7 +281,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetPrices(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def getPriceHisory(self, params):
@ -290,7 +291,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetPriceHistory(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def getAccounts(self):
@ -300,7 +301,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetAccounts(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def getAccountInfo(self):
@ -310,7 +311,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetAccountInfo(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def getOrders(self, params):
@ -320,7 +321,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetOrders(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def sendOrder(self, params):
@ -330,7 +331,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onSendOrder(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def getOrderInfo(self, optional):
@ -340,7 +341,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetOrderInfo(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def modifyOrder(self, params, optional):
@ -350,7 +351,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onModifyOrder(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def cancelOrder(self, optional):
@ -360,7 +361,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onCancelOrder(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def getTrades(self, params):
@ -370,7 +371,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetTrades(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def getTradeInfo(self, optional):
@ -380,7 +381,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetTradeInfo(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def modifyTrade(self, params, optional):
@ -390,7 +391,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onModifyTrade(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def closeTrade(self, optional):
@ -400,7 +401,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onCloseTrade(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def getPositions(self):
@ -410,7 +411,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetPositions(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def getPositionInfo(self, optional):
@ -420,7 +421,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetPositionInfo(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def closePosition(self, optional):
@ -430,7 +431,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onClosePosition(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
@ -441,7 +442,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetTransactions(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def getTransactionInfo(self, optional):
@ -451,7 +452,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetTransactionInfo(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def getAccountHistory(self):
@ -461,7 +462,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetAccountHistory(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def getCalendar(self, params):
@ -471,7 +472,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetCalendar(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def getPositionRatios(self, params):
@ -481,7 +482,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetPositionRatios(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def getSpreads(self, params):
@ -491,7 +492,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetSpreads(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def getCommitments(self, params):
@ -501,7 +502,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetCommitments(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def getOrderbook(self, params):
@ -511,7 +512,7 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetOrderbook(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def getAutochartist(self, params):
@ -521,17 +522,17 @@ class OandaApi(object):
#----------------------------------------------------------------------
def onGetAutochartist(self, data, reqID):
"""回调函数"""
print data, reqID
print(data, reqID)
#----------------------------------------------------------------------
def onPrice(self, data):
"""行情推送"""
print data
print(data)
#----------------------------------------------------------------------
def onEvent(self, data):
"""事件推送（成交等）"""
print data
print(data)
#----------------------------------------------------------------------
def processStreamPrices(self):
@ -546,7 +547,7 @@ class OandaApi(object):
try:
data = r.json()
symbols = [d['instrument'] for d in data['instruments']]
except Exception, e:
except Exception as e:
self.onError(e, -1)
return
else:
@ -570,10 +571,10 @@ class OandaApi(object):
msg = json.loads(line)
if self.DEBUG:
print self.onPrice.__name__
print(self.onPrice.__name__)
self.onPrice(msg)
except Exception, e:
except Exception as e:
self.onError(e, -1)
if not self.active:
@ -597,10 +598,10 @@ class OandaApi(object):
msg = json.loads(line)
if self.DEBUG:
print self.onEvent.__name__
print(self.onEvent.__name__)
self.onEvent(msg)
except Exception, e:
except Exception as e:
self.onError(e, -1)
if not self.active:

7
vnpy/api/qdp/__init__.py
View File

@ -1,5 +1,6 @@
# encoding: UTF-8
from vnqdpmd import MdApi
from vnqdptd import TdApi
from qdp_data_type import defineDict
from __future__ import absolute_import
from .vnqdpmd import MdApi
from .vnqdptd import TdApi
from .qdp_data_type import defineDict

5
vnpy/api/qdp/pyscript/generate_data_type.py
View File

@ -1,5 +1,6 @@
# encoding: UTF-8
from __future__ import print_function
__author__ = 'CHENXY'
# C++和python类型的映射字典
@ -92,9 +93,9 @@ def main():
fcpp.close()
fpy.close()
print u'data_type.py生成过程完成'
print(u'data_type.py生成过程完成')
except:
print u'data_type.py生成过程出错'
print(u'data_type.py生成过程出错')
if __name__ == '__main__':

5
vnpy/api/qdp/pyscript/generate_td_functions.py
View File

@ -1,5 +1,6 @@
# encoding: UTF-8
from __future__ import print_function
__author__ = 'CHENXY'
from string import join
@ -250,8 +251,8 @@ def createFunction(fcName, fcArgsTypeList, fcArgsValueList):
ffunction.write(line)
if type_ == 'CQdpFtdcInputOrderField':
print key, value
print line
print(key, value)
print(line)
ffunction.write('\tint i = this->api->' + fcName + '(&myreq, nRequestID);\n')
ffunction.write('\treturn i;\n')