# encoding: UTF-8 # 内置模块 import sys from time import sleep # 测试模块 from vnltstd import * 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) #---------------------------------------------------------------------- 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__) return func(*args, **kw) return wrapper ######################################################################## class TestTdApi(TdApi): """测试用实例""" #---------------------------------------------------------------------- def __init__(self): """Constructor""" super(TestTdApi, self).__init__() #---------------------------------------------------------------------- @simple_log def onFrontConnected(self): """服务器连接""" pass #---------------------------------------------------------------------- @simple_log def onFrontDisconnected(self, n): """服务器断开""" print n #---------------------------------------------------------------------- @simple_log def onHeartBeatWarning(self, n): """心跳报警""" print n #---------------------------------------------------------------------- @simple_log def onRspError(self, error, n, last): """错误""" print_dict(error) #---------------------------------------------------------------------- @simple_log def onRspUserLogin(self, data, error, n, last): """登陆回报""" print_dict(data) print_dict(error) self.brokerID = data['BrokerID'] self.userID = data['UserID'] self.frontID = data['FrontID'] self.sessionID = data['SessionID'] #---------------------------------------------------------------------- @simple_log def onRspUserLogout(self, data, error, n, last): """登出回报""" print_dict(data) print_dict(error) #---------------------------------------------------------------------- @simple_log def onRspFetchAuthRandCode(self, data, error, n, last): """请求随机认证码""" self.randCode = data['RandCode'] print_dict(data) print_dict(error) #---------------------------------------------------------------------- @simple_log def onRspOrderInsert(self, data, error, n, last): """发单错误（柜台）""" print_dict(data) print_dict(error) #---------------------------------------------------------------------- @simple_log def onRspOrderAction(self, data, error, n, last): """撤单错误（柜台）""" print_dict(data) print_dict(error) #---------------------------------------------------------------------- @simple_log def onRspUserPasswordUpdate(self, data, error, n, last): """用户密码更新错误""" print_dict(data) print_dict(error) #---------------------------------------------------------------------- @simple_log def onRspTradingAccountPasswordUpdate(self, data, error, n, last): """交易账户密码更新错误""" print_dict(data) print_dict(error) #---------------------------------------------------------------------- @simple_log def onRspQryExchange(self, data, error, n, last): """交易所查询回报""" print_dict(data) print_dict(error) #---------------------------------------------------------------------- @simple_log def onRspQryInstrument(self, data, error, n, last): """合约查询回报""" if len(data['InstrumentID']) == 8 and '510180' in data['ExchangeInstID']: print_dict(data) print_dict(error) #---------------------------------------------------------------------- @simple_log def onRspQryInvestor(self, data, error, n, last): """投资者查询回报""" print_dict(data) print_dict(error) #---------------------------------------------------------------------- @simple_log def onRspQryTradingCode(self, data, error, n, last): """交易编码查询回报""" print_dict(data) print_dict(error) #---------------------------------------------------------------------- @simple_log def onRspQryTradingAccount(self, data, error, n, last): """资金账户查询回报""" print_dict(data) print_dict(error) self.accountID = data['AccountID'] #---------------------------------------------------------------------- @simple_log def onRspQryDepthMarketData(self, data, error, n, last): """行情查询回报""" print_dict(data) print_dict(error) #---------------------------------------------------------------------- @simple_log def onRspQryBondInterest(self, data, error, n, last): """债券利息查询回报""" print_dict(data) print_dict(error) #---------------------------------------------------------------------- @simple_log def onRspQryMarketRationInfo(self, data, error, n, last): """市值配售查询回报""" print_dict(data) print_dict(error) #---------------------------------------------------------------------- @simple_log def onRspQryInstrumentCommissionRate(self, data, error, n, last): """合约手续费查询回报""" print_dict(data) print_dict(error) #---------------------------------------------------------------------- @simple_log def onRspQryETFInstrument(self, data, error, n, last): """ETF基金查询回报""" print_dict(data) print_dict(error) #---------------------------------------------------------------------- @simple_log def onRspQryETFBasket(self, data, error, n, last): """ETF股票篮查询回报""" print_dict(data) print_dict(error) #---------------------------------------------------------------------- @simple_log def onRspQryOFInstrument(self, data, error, n, last): """OF合约查询回报""" print_dict(data) print_dict(error) #---------------------------------------------------------------------- @simple_log def onRspQrySFInstrument(self, data, error, n, last): """SF合约查询回报""" print_dict(data) print_dict(error) #---------------------------------------------------------------------- @simple_log def onRspQryOrder(self, data, error, n, last): """报单查询回报""" print_dict(data) print_dict(error) #---------------------------------------------------------------------- @simple_log def onRspQryTrade(self, data, error, n, last): """成交查询回报""" print_dict(data) print_dict(error) #---------------------------------------------------------------------- @simple_log def onRspQryInvestorPosition(self, data, error, n, last): """持仓查询回报""" print_dict(data) print_dict(error) #---------------------------------------------------------------------- @simple_log def onRtnOrder(self, data): """报单回报""" print_dict(data) #---------------------------------------------------------------------- @simple_log def onRtnTrade(self, data): """成交回报""" print_dict(data) #---------------------------------------------------------------------- @simple_log def onErrRtnOrderInsert(self, data, error): """发单错误回报（交易所）""" print_dict(data) print_dict(error) #---------------------------------------------------------------------- @simple_log def onErrRtnOrderAction(self, data, error): """撤单错误回报（交易所）""" print_dict(data) print_dict(error) #---------------------------------------------------------------------- @simple_log def onRspFundOutByLiber(self, data, error, n, last): """LTS发起出金应答""" print_dict(data) print_dict(error) #---------------------------------------------------------------------- @simple_log def onRtnFundOutByLiber(self, data): """LTS发起出金通知""" print_dict(data) #---------------------------------------------------------------------- @simple_log def onErrRtnFundOutByLiber(self, data, error): """LTS发起出金错误回报""" print_dict(data) print_dict(error) #---------------------------------------------------------------------- @simple_log def onRtnFundInByBank(self, data): """银行发起入金通知""" print_dict(data) #---------------------------------------------------------------------- @simple_log def onRspQryFundTransferSerial(self, data, error, n, last): """资金转账查询应答""" print_dict(data) print_dict(error) #---------------------------------------------------------------------- @simple_log def onRspFundInterTransfer(self, data, error, n, last): """资金内转应答""" print_dict(data) print_dict(error) #---------------------------------------------------------------------- @simple_log def onRspQryFundInterTransferSerial(self, data, error, n, last): """资金内转流水查询应答""" print_dict(data) print_dict(error) #---------------------------------------------------------------------- @simple_log def onRtnFundInterTransferSerial(self, data): """资金内转流水通知""" print_dict(data) #---------------------------------------------------------------------- @simple_log def onErrRtnFundInterTransfer(self, data, error): """资金内转错误回报""" print_dict(data) print_dict(error) #---------------------------------------------------------------------- def main(): """主测试函数，出现堵塞时可以考虑使用sleep""" reqid = 0 # 创建API对象，测试通过 api = TestTdApi() # 在C++环境中创建MdApi对象，传入参数是希望用来保存.con文件的地址，测试通过 api.createFtdcTraderApi('') # 设置数据流重传方式，测试通过 api.subscribePrivateTopic(1) api.subscribePublicTopic(1) # 注册前置机地址，测试通过 api.registerFront("tcp://211.144.195.163:34505") # 初始化api，连接前置机，测试通过 api.init() sleep(0.5) # 获取随机认证码 reqid = reqid + 1 api.reqFetchAuthRandCode({}, reqid) sleep(0.5) # 登陆，测试通过 loginReq = {} # 创建一个空字典 loginReq['UserID'] = '' # 参数作为字典键值的方式传入 loginReq['Password'] = '' # 键名和C++中的结构体成员名对应 loginReq['BrokerID'] = '2011' loginReq['RandCode'] = api.randCode loginReq['UserProductInfo'] = 'LTS-Test' loginReq['AuthCode'] = 'N3EHKP4CYHZGM9VJ' reqid = reqid + 1 # 请求数必须保持唯一性 i = api.reqUserLogin(loginReq, reqid) sleep(0.5) ## 登出，测试通过 #reqid = reqid + 1 #i = api.reqUserLogout({}, 1) #sleep(0.5) ## 安全退出，测试通过 #i = api.exit() ## 获取交易日，目前输出为空，测试通过 #day = api.getTradingDay() #print 'Trading Day is:' + str(day) #sleep(0.5) ############################################### # 发单测试, 测试通过 reqid = reqid + 1 req = {} req['InvestorID'] = api.userID req['UserID'] = api.userID req['BrokerID'] = api.brokerID req['InstrumentID'] = '510050' req['ExchangeID'] = 'SSE' req['OrderPriceType'] = defineDict['SECURITY_FTDC_OPT_LimitPrice'] req['LimitPrice'] = '0.1850' req['VolumeTotalOriginal'] = 1 req['Direction'] = defineDict['SECURITY_FTDC_D_Buy'] req['CombOffsetFlag'] = defineDict['SECURITY_FTDC_OF_Open'] req['OrderRef'] = '10' req['CombHedgeFlag'] = defineDict['SECURITY_FTDC_HF_Speculation'] req['ContingentCondition'] = defineDict['SECURITY_FTDC_CC_Immediately'] req['ForceCloseReason'] = defineDict['SECURITY_FTDC_FCC_NotForceClose'] req['IsAutoSuspend'] = 0 req['UserForceClose'] = 0 req['TimeCondition'] = defineDict['SECURITY_FTDC_TC_GFD'] req['VolumeCondition'] = defineDict['SECURITY_FTDC_VC_AV'] req['MinVolume'] = 1 i = api.reqOrderInsert(req, reqid) sleep(1.0) # 撤单测试，测试通过 #reqid = reqid + 1 #req = {} #req['InstrumentID'] = '11000061' #req['ExchangeID'] = 'SSE' #req['OrderRef'] = '1' #req['ActionFlag'] = defineDict['SECURITY_FTDC_AF_Delete'] #req['BrokerID'] = api.brokerID #req['InvestorID'] = api.userID #req['FrontID'] = api.frontID #req['SessionID'] = api.sessionID #i = api.reqOrderAction(req, reqid) # 连续运行 while 1: sleep(1) if __name__ == '__main__': main()