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Modernize vnpy/api/xtp

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This commit is contained in:
cclauss 2018-05-29 12:47:36 +02:00
parent 481797cea7
commit fc4699bc39
8 changed files with 66 additions and 56 deletions
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7
vnpy/api/xtp/__init__.py
View File

@ -1,5 +1,6 @@
# encoding: UTF-8
from vnxtpquote import QuoteApi
from vnxtptrader import TraderApi
from xtp_data_type import *
from __future__ import absolute_import
from .vnxtpquote import QuoteApi
from .vnxtptrader import TraderApi
from .xtp_data_type import *

3
vnpy/api/xtp/pyscript/generate_data_type.py
View File

@ -1,5 +1,6 @@
# encoding: UTF-8
from __future__ import print_function
__author__ = u'用Python的交易员'
# C++和python类型的映射字典
@ -128,7 +129,7 @@ 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')
if __name__ == '__main__':

3
vnpy/api/xtp/pyscript/generate_md_functions.py
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@ -1,5 +1,6 @@
# encoding: UTF-8
from __future__ import print_function
__author__ = 'CHENXY'
from string import join
@ -331,4 +332,4 @@ fheaderon.close()
fheaderfunction.close()
fwrap.close()
print 'md functions done'
print('md functions done')

5
vnpy/api/xtp/pyscript/generate_struct_oms.py
View File

@ -1,5 +1,6 @@
# encoding: UTF-8
from __future__ import print_function
__author__ = 'CHENXY'
from xtp_data_type import *
@ -27,7 +28,7 @@ def main():
fpy.write('\n')
for row, line in enumerate(fcpp):
print row
print(row)
# 结构体申明注释
if '///' in line and '\t' not in line:
py_line = '#' + line[3:]
@ -38,7 +39,7 @@ def main():
# 结构体申明
elif 'struct ' in line:
print line
print(line)
content = line.split(' ')
name = content[1].replace('\n','')
name = name.replace('\r', '')

3
vnpy/api/xtp/pyscript/generate_struct_quote.py
View File

@ -1,5 +1,6 @@
# encoding: UTF-8
from __future__ import print_function
__author__ = 'CHENXY'
from xtp_data_type import *
@ -38,7 +39,7 @@ def main():
lcpp = replaceTabs(fcpp)
for n, line in enumerate(lcpp):
print n
print(n)
# 结构体申明注释
if '///' in line and '\t' not in line:
py_line = '#' + line[3:]

7
vnpy/api/xtp/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
@ -194,7 +195,7 @@ def createProcess(cbName, cbArgsTypeList, cbArgsValueList):
fprocess.write(" PyLock lock;\n")
onArgsList = []
print cbName, cbArgsTypeList
print(cbName, cbArgsTypeList)
for i, type_ in enumerate(cbArgsTypeList):
if 'XTPRI' in type_:
@ -258,7 +259,7 @@ def processFunction(line):
fcArgs = fcArgs.replace(')', '')
fcArgsList = fcArgs.split(', ') # 将每个参数转化为列表
print fcArgsList
print(fcArgsList)
fcArgsTypeList = []
fcArgsValueList = []
@ -352,4 +353,4 @@ fheaderon.close()
fheaderfunction.close()
fwrap.close()
print 'td functions done'
print('td functions done')

17
vnpy/api/xtp/test/quotetest.py
View File

@ -1,5 +1,6 @@
# encoding: UTF-8
from __future__ import print_function
import os
from time import sleep
@ -8,11 +9,11 @@ from vnxtpquote import *
#----------------------------------------------------------------------
def printDict(d):
""""""
print '-' * 50
print('-' * 50)
l = d.keys()
l.sort()
for k in l:
print k, d[k]
print(k, d[k])
@ -28,32 +29,32 @@ class TestApi(QuoteApi):
#----------------------------------------------------------------------
def onDisconnected(self, reason):
""""""
print 'disconnect', reason
print('disconnect', reason)
#----------------------------------------------------------------------
def onError(self, data):
""""""
print 'error'
print('error')
printDict(data)
#----------------------------------------------------------------------
def onSubMarketData(self, data, error, last):
""""""
print 'sub market data'
print('sub market data')
printDict(data)
printDict(error)
#----------------------------------------------------------------------
def onUnSubMarketData(self, data, error, last):
""""""
print 'unsub market data'
print('unsub market data')
printDict(data)
printDict(error)
#----------------------------------------------------------------------
def onMarketData(self, data):
""""""
print 'new market data'
print('new market data')
printDict(data)
#----------------------------------------------------------------------
@ -75,7 +76,7 @@ if __name__ == '__main__':
# 登录
n = api.login(ip, port, user, password, 1)
print 'login result', n
print('login result', n)
# 订阅行情
api.subscribeMarketData('000001', 2)

77
vnpy/api/xtp/test/tradertest.py
View File

@ -1,20 +1,23 @@
# encoding: UTF-8
from __future__ import print_function
import os
from time import sleep
from six.moves import input
from vnxtptrader import *
#----------------------------------------------------------------------
def printDict(d):
""""""
print '-' * 50
print('-' * 50)
l = d.keys()
l.sort()
for k in l:
print k, d[k]
print(k, d[k])
########################################################################
class TestApi(TraderApi):
@ -28,79 +31,79 @@ class TestApi(TraderApi):
#----------------------------------------------------------------------
def onDisconnected(self, reason):
""""""
print '-' * 30
print 'onDisconnected'
print reason
print('-' * 30)
print('onDisconnected')
print(reason)
#----------------------------------------------------------------------
def onError(self, data):
""""""
print '-' * 30
print 'onError'
print('-' * 30)
print('onError')
printDict(data)
#----------------------------------------------------------------------
def onOrderEvent(self, data, error):
""""""
print '-' * 30
print 'onOrderEvent'
print('-' * 30)
print('onOrderEvent')
printDict(data)
printDict(error)
#----------------------------------------------------------------------
def onTradeEvent(self, data):
""""""
print '-' * 30
print 'onTradeEvent'
print('-' * 30)
print('onTradeEvent')
printDict(data)
#----------------------------------------------------------------------
def onCancelOrderError(self, data, error):
""""""
print '-' * 30
print 'onCancelOrderError'
print('-' * 30)
print('onCancelOrderError')
printDict(data)
printDict(error)
#----------------------------------------------------------------------
def onQueryOrder(self, data, error, reqid, last):
""""""
print '-' * 30
print 'onQueryOrder'
print('-' * 30)
print('onQueryOrder')
printDict(data)
printDict(error)
print reqid
print last
print(reqid)
print(last)
#----------------------------------------------------------------------
def onQueryTrade(self, data, error, reqid, last):
""""""
print '-' * 30
print 'onQueryTrade'
print('-' * 30)
print('onQueryTrade')
printDict(data)
printDict(error)
print reqid
print last
print(reqid)
print(last)
#----------------------------------------------------------------------
def onQueryPosition(self, data, error, reqid, last):
""""""
print '-' * 30
print 'onQueryPosition'
print('-' * 30)
print('onQueryPosition')
printDict(data)
printDict(error)
print reqid
print last
print(reqid)
print(last)
#----------------------------------------------------------------------
def onQueryAsset(self, data, error, reqid, last):
""""""
print '-' * 30
print 'onQueryAsset'
print('-' * 30)
print('onQueryAsset')
printDict(data)
printDict(error)
print reqid
print last
print(reqid)
print(last)
@ -121,12 +124,12 @@ if __name__ == '__main__':
# 登录
session = api.login(ip, port, user, password, 1)
print 'login result', session
print('login result', session)
# 调用同步函数查询一些信息
print 'trading day is:', api.getTradingDay()
print 'api version is:', api.getApiVersion()
print 'last error is:', api.getApiLastError()
print('trading day is:', api.getTradingDay())
print('api version is:', api.getApiVersion())
print('last error is:', api.getApiLastError())
# 查询资产
sleep(2)
@ -166,7 +169,7 @@ if __name__ == '__main__':
# 登出
sleep(5)
print 'logout:', api.logout(session)
print('logout:', api.logout(session))
# 阻塞
raw_input()
input()