# encoding: UTF-8 # 修改编码 import sys reload(sys) sys.setdefaultencoding('utf8') # 创建主引擎代理对象 from vnpy.event import EventEngine2 from vnpy.trader.vtEvent import (EVENT_TICK, EVENT_ORDER, EVENT_TRADE, EVENT_ACCOUNT, EVENT_POSITION, EVENT_LOG, EVENT_ERROR, EVENT_CONTRACT) from vnpy.trader.vtObject import VtSubscribeReq, VtOrderReq, VtCancelOrderReq from vnpy.trader.app.rpcService.rsClient import MainEngineProxy reqAddress = 'tcp://localhost:6688' subAddress = 'tcp://localhost:8866' ee = EventEngine2() me = MainEngineProxy(ee) me.init(reqAddress, subAddress) #---------------------------------------------------------------------- def printLog(event): """打印日志""" log = event.dict_['data'] print log.logTime, log.logContent ee.register(EVENT_LOG, printLog) # 载入Web密码 import json import base64 import datetime TODAY = str(datetime.datetime.now().date()) with open("WEB_setting.json") as f: setting = json.load(f) USERNAME = setting['username'] PASSWORD = setting['password'] TOKEN = base64.encodestring(TODAY+PASSWORD).replace('\n', '') # 创建Flask对象 from flask import Flask from flask.ext.restful import Api, Resource, reqparse from flask.ext.socketio import SocketIO app = Flask(__name__) api = Api(app) socketio = SocketIO(app) # 创建资源 ######################################################################## class Token(Resource): """登录验证""" #---------------------------------------------------------------------- def __init__(self): """初始化""" self.parser = reqparse.RequestParser() self.parser.add_argument('username') self.parser.add_argument('password') super(Token, self).__init__() #---------------------------------------------------------------------- def get(self): """查询""" args = self.parser.parse_args() username = args['username'] password = args['password'] if username == USERNAME and password == PASSWORD: return TOKEN else: return '' ######################################################################## class Gateway(Resource): """接口""" #---------------------------------------------------------------------- def __init__(self): """初始化""" self.parser = reqparse.RequestParser() self.parser.add_argument('gatewayName') self.parser.add_argument('token') super(Gateway, self).__init__() #---------------------------------------------------------------------- def get(self): """查询""" args = self.parser.parse_args() token = args['token'] if token != TOKEN: return None l = me.getAllGatewayDetails() return l #---------------------------------------------------------------------- def post(self): """连接""" args = self.parser.parse_args() token = args['token'] if token != TOKEN: return None gatewayName = args['gatewayName'] me.connect(gatewayName) ######################################################################## class Order(Resource): """委托""" #---------------------------------------------------------------------- def __init__(self): """初始化""" self.getParser = reqparse.RequestParser() self.getParser.add_argument('token') self.postParser = reqparse.RequestParser() self.postParser.add_argument('vtSymbol') self.postParser.add_argument('price') self.postParser.add_argument('volume') self.postParser.add_argument('priceType') self.postParser.add_argument('direction') self.postParser.add_argument('offset') self.postParser.add_argument('token') self.deleteParser = reqparse.RequestParser() self.deleteParser.add_argument('vtOrderID') self.deleteParser.add_argument('token') super(Order, self).__init__() #---------------------------------------------------------------------- def get(self): """查询""" args = self.getParser.parse_args() token = args['token'] if token != TOKEN: return None data = me.getAllOrders() l = [o.__dict__ for o in data] return l #---------------------------------------------------------------------- def post(self): """发单""" args = self.deleteParser.parse_args() token = args['token'] if token != TOKEN: return None vtSymbol = args['vtSymbol'] price = args['price'] volume = args['volume'] priceType = args['priceType'] direction = args['direction'] offset = args['offset'] contract = me.getContract(vtSymbol) if not contract: return '' req = VtOrderReq() req.symbol = contract.symbol req.exchange = contract.exchange req.price = float(price) req.volume = int(symbol) req.priceType = priceType req.direction = direction req.offset = offset vtOrderID = me.sendOrder(req, contract.gatewayName) return vtOrderID #---------------------------------------------------------------------- def delete(self): """撤单""" args = self.deleteParser.parse_args() token = args['token'] if token != TOKEN: return None vtOrderID = args['vtOrderID'] order = me.getOrder(vtOrderID) if not order: return False req = VtCancelOrderReq() req.orderID = order.orderID req.exchange = order.exchange req.symbol = order.symbol me.cancelOrder(req, order.gatewayName) ######################################################################## class Trade(Resource): """成交""" #---------------------------------------------------------------------- def __init__(self): """初始化""" self.parser = reqparse.RequestParser() self.parser.add_argument('token') super(Trade, self).__init__() #---------------------------------------------------------------------- def get(self): """查询""" args = self.parser.parse_args() token = args['token'] if token != TOKEN: return None data = me.getAllTrades() l = [o.__dict__ for o in data] return l ######################################################################## class Account(Resource): """账户""" #---------------------------------------------------------------------- def __init__(self): """初始化""" self.parser = reqparse.RequestParser() self.parser.add_argument('token') super(Account, self).__init__() #---------------------------------------------------------------------- def get(self): """查询""" args = self.parser.parse_args() token = args['token'] if token != TOKEN: return None data = me.getAllAccounts() l = [o.__dict__ for o in data] return l ######################################################################## class Position(Resource): """持仓""" #---------------------------------------------------------------------- def __init__(self): """初始化""" self.parser = reqparse.RequestParser() self.parser.add_argument('token') super(Position, self).__init__() #---------------------------------------------------------------------- def get(self): """查询""" args = self.parser.parse_args() token = args['token'] if token != TOKEN: return None data = me.getAllPositions() l = [o.__dict__ for o in data] return l ######################################################################## class Contract(Resource): """合约""" #---------------------------------------------------------------------- def __init__(self): """初始化""" self.parser = reqparse.RequestParser() self.parser.add_argument('token') super(Contract, self).__init__() #---------------------------------------------------------------------- def get(self): """查询""" args = self.parser.parse_args() token = args['token'] if token != TOKEN: return None data = me.getAllContracts() l = [o.__dict__ for o in data] return l ######################################################################## class Log(Resource): """日志""" #---------------------------------------------------------------------- def __init__(self): """初始化""" self.parser = reqparse.RequestParser() self.parser.add_argument('token') super(Log, self).__init__() #---------------------------------------------------------------------- def get(self): """查询""" args = self.parser.parse_args() token = args['token'] if token != TOKEN: return None data = me.getLog() l = [o.__dict__ for o in data] return l ######################################################################## class Error(Resource): """错误""" #---------------------------------------------------------------------- def __init__(self): """初始化""" self.parser = reqparse.RequestParser() self.parser.add_argument('token') super(Error, self).__init__() #---------------------------------------------------------------------- def get(self): """查询""" args = self.parser.parse_args() token = args['token'] if token != TOKEN: return None data = me.getError() l = [o.__dict__ for o in data] return l ######################################################################## class Tick(Resource): """行情""" #---------------------------------------------------------------------- def __init__(self): """初始化""" self.parser = reqparse.RequestParser() self.parser.add_argument('vtSymbol') self.parser.add_argument('token') super(Tick, self).__init__() #---------------------------------------------------------------------- def post(self): """订阅""" args = self.parser.parse_args() token = args['token'] if token != TOKEN: return None vtSymbol = args['vtSymbol'] contract = me.getContract(vtSymbol) if not contract: return False req = VtSubscribeReq() req.symbol = contract.symbol req.exchange = contract.exchange req.vtSymbol = contract.vtSymbol me.subscribe(req, contract.gatewayName) return True ######################################################################## class CtaStrategyInit(Resource): """初始化策略""" #---------------------------------------------------------------------- def __init__(self): """初始化""" self.parser = reqparse.RequestParser() self.parser.add_argument('name') self.parser.add_argument('token') super(CtaStrategyInit, self).__init__() #---------------------------------------------------------------------- def post(self): """订阅""" args = self.parser.parse_args() token = args['token'] if token != TOKEN: return None name = args['name'] engine = me.getApp('CtaStrategy') if not name: engine.initAll() else: engine.initStrategy(name) ######################################################################## class CtaStrategyStart(Resource): """启动策略""" #---------------------------------------------------------------------- def __init__(self): """初始化""" self.parser = reqparse.RequestParser() self.parser.add_argument('name') self.parser.add_argument('token') super(CtaStrategyStart, self).__init__() #---------------------------------------------------------------------- def post(self): """订阅""" args = self.parser.parse_args() token = args['token'] if token != TOKEN: return None name = args['name'] engine = me.getApp('CtaStrategy') if not name: engine.startAll() else: engine.startStrategy(name) ######################################################################## class CtaStrategyStop(Resource): """停止策略""" #---------------------------------------------------------------------- def __init__(self): """初始化""" self.parser = reqparse.RequestParser() self.parser.add_argument('name') self.parser.add_argument('token') super(CtaStrategyStop, self).__init__() #---------------------------------------------------------------------- def post(self): """订阅""" args = self.parser.parse_args() token = args['token'] if token != TOKEN: return None name = args['name'] engine = me.getApp('CtaStrategy') if not name: engine.stopAll() else: engine.stopStrategy(name) ######################################################################## class CtaStrategyLoad(Resource): """加载策略""" #---------------------------------------------------------------------- def __init__(self): """初始化""" self.parser = reqparse.RequestParser() self.parser.add_argument('token') super(CtaStrategyLoad, self).__init__() #---------------------------------------------------------------------- def post(self): """订阅""" args = self.parser.parse_args() token = args['token'] if token != TOKEN: return None engine = me.getApp('CtaStrategy') engine.loadSetting() l = engine.getStrategyNames() return l ######################################################################## class CtaStrategyParam(Resource): """查询策略参数""" #---------------------------------------------------------------------- def __init__(self): """初始化""" self.parser = reqparse.RequestParser() self.parser.add_argument('name') self.parser.add_argument('token') super(CtaStrategyParam, self).__init__() #---------------------------------------------------------------------- def get(self): """订阅""" args = self.parser.parse_args() token = args['token'] if token != TOKEN: return None name = args['name'] engine = me.getApp('CtaStrategy') return engine.getStrategyParam(name) ######################################################################## class CtaStrategyVar(Resource): """查询策略变量""" #---------------------------------------------------------------------- def __init__(self): """初始化""" self.parser = reqparse.RequestParser() self.parser.add_argument('name') self.parser.add_argument('token') super(CtaStrategyVar, self).__init__() #---------------------------------------------------------------------- def get(self): """订阅""" args = self.parser.parse_args() token = args['token'] if token != TOKEN: return None name = args['name'] engine = me.getApp('CtaStrategy') return engine.getStrategyVar(name) # 注册资源 api.add_resource(Token, '/token') api.add_resource(Gateway, '/gateway') api.add_resource(Order, '/order') api.add_resource(Trade, '/trades') api.add_resource(Account, '/account') api.add_resource(Position, '/position') api.add_resource(Contract, '/contract') api.add_resource(Log, '/log') api.add_resource(Error, '/error') api.add_resource(Tick, '/tick') api.add_resource(CtaStrategyLoad, '/ctastrategy/load') api.add_resource(CtaStrategyInit, '/ctastrategy/init') api.add_resource(CtaStrategyStart, '/ctastrategy/start') api.add_resource(CtaStrategyStop, '/ctastrategy/stop') api.add_resource(CtaStrategyParam, '/ctastrategy/param') api.add_resource(CtaStrategyVar, '/ctastrategy/var') # SocketIO #---------------------------------------------------------------------- def handleEvent(event): """处理事件""" eventType = event.type_ eventData = event.dict_['data'].__dict__ socketio.emit(eventType, eventData) #print eventData ee.register(EVENT_TICK, handleEvent) ee.register(EVENT_ORDER, handleEvent) ee.register(EVENT_TRADE, handleEvent) ee.register(EVENT_ACCOUNT, handleEvent) ee.register(EVENT_POSITION, handleEvent) ee.register(EVENT_CONTRACT, handleEvent) ee.register(EVENT_LOG, handleEvent) ee.register(EVENT_ERROR, handleEvent) if __name__ == '__main__': socketio.run(app)