[Mod]修改平今、平昨自动转换中的逻辑实现

vnpy/trader/app/spreadTrading/stEngine.py

@@ -356,6 +356,7 @@ class StAlgoEngine(object):
         req = VtOrderReq()
         req.symbol = contract.symbol
         req.exchange = contract.exchange
+        req.vtSymbol = contract.vtSymbol
         req.direction = direction
         req.offset = offset
         req.volume = int(volume)

vnpy/trader/language/chinese/constant.py

@@ -41,6 +41,9 @@ PRODUCT_FOREX = u'外汇'
 PRODUCT_UNKNOWN = u'未知'
 PRODUCT_SPOT = u'现货'
 PRODUCT_DEFER = u'延期'
+PRODUCT_ETF = u'ETF'
+PRODUCT_WARRANT = u'权证'
+PRODUCT_BOND = u'债券'
 PRODUCT_NONE = ''
 
 # 价格类型常量

vnpy/trader/uiBasicWidget.py

@@ -1046,6 +1046,7 @@ class TradingWidget(QtWidgets.QFrame):
         req = VtOrderReq()
         req.symbol = symbol
         req.exchange = exchange
+        req.vtSymbol = contract.vtSymbol
         req.price = self.spinPrice.value()
         req.volume = self.spinVolume.value()
         req.direction = unicode(self.comboDirection.currentText())

vnpy/trader/vtEngine.py

@@ -477,6 +477,8 @@ class DataEngine(object):
             contract = self.getContract(vtSymbol)
             
             if contract:
+                detail.exchange = contract.exchange
+                
                 # 上期所合约
                 if contract.exchange is EXCHANGE_SHFE:
                     detail.mode = detail.MODE_SHFE
@@ -491,10 +493,7 @@ class DataEngine(object):
     #----------------------------------------------------------------------
     def updateOrderReq(self, req, vtOrderID):
         """委托请求更新"""
-        if req.exchange:
-            vtSymbol = '.'.join([req.symbol, req.exchange])
-        else:
-            vtSymbol = req.symbol
+        vtSymbol = req.vtSymbol
             
         detail = self.getPositionDetail(vtSymbol)
         detail.updateOrderReq(req, vtOrderID)
@@ -637,6 +636,7 @@ class PositionDetail(object):
         self.shortTdFrozen = EMPTY_INT
         
         self.mode = self.MODE_NORMAL
+        self.exchange = EMPTY_STRING
         
         self.workingOrderDict = {}
         
@@ -714,10 +714,7 @@ class PositionDetail(object):
     #----------------------------------------------------------------------
     def updateOrderReq(self, req, vtOrderID):
         """发单更新"""
-        if req.exchange:
-            vtSymbol = '.'.join([req.symbol, req.exchange])
-        else:
-            vtSymbol = req.symbol        
+        vtSymbol = req.vtSymbol        
             
         # 基于请求生成委托对象
         order = VtOrderData()
@@ -794,7 +791,7 @@ class PositionDetail(object):
             self.longPosFrozen = self.longYdFrozen + self.longTdFrozen
             self.shortPosFrozen = self.shortYdFrozen + self.shortTdFrozen
         
-        #self.output()
+        self.output()
             
     #----------------------------------------------------------------------
     def output(self):
@@ -867,12 +864,18 @@ class PositionDetail(object):
                 return [req]
             # 如果平仓量小于昨可用，全部平昨
             elif req.volume <= ydAvailable:
-                req.offset = OFFSET_CLOSE       # OFFSET_CLOSE在上期所等于平昨
+                if self.exchange is EXCHANGE_SHFE:
+                    req.offset = OFFSET_CLOSEYESTERDAY
+                else:
+                    req.offset = OFFSET_CLOSE
                 return [req]
             # 平仓量大于昨可用，平仓再反向开仓
             else:
                 reqClose = copy(req)
-                reqClose.offset = OFFSET_CLOSE
+                if self.exchange is EXCHANGE_SHFE:
+                    req.offset = OFFSET_CLOSEYESTERDAY
+                else:
+                    req.offset = OFFSET_CLOSE
                 reqClose.volume = ydAvailable
                 
                 reqOpen = copy(req)

vnpy/trader/vtObject.py

@@ -292,6 +292,7 @@ class VtOrderReq(object):
         """Constructor"""
         self.symbol = EMPTY_STRING              # 代码
         self.exchange = EMPTY_STRING            # 交易所
+        self.vtSymbol = EMPTY_STRING            # VT合约代码
         self.price = EMPTY_FLOAT                # 价格
         self.volume = EMPTY_INT                 # 数量
     
@@ -318,6 +319,7 @@ class VtCancelOrderReq(object):
         """Constructor"""
         self.symbol = EMPTY_STRING              # 代码
         self.exchange = EMPTY_STRING            # 交易所
+        self.vtSymbol = EMPTY_STRING            # VT合约代码
         
         # 以下字段主要和CTP、LTS类接口相关
         self.orderID = EMPTY_STRING             # 报单号