# encoding: UTF-8 from vnctpmd import MdApi from vnctptd import TdApi from gateway import * import os ######################################################################## class CtpGateway(VtGateway): """CTP接口""" #---------------------------------------------------------------------- def __init__(self, eventEngine): """Constructor""" super(CtpGateway, self).__init__(eventEngine) self.mdApi = None # 行情API self.tdApi = None # 交易API self.mdConnected = False # 行情API连接状态 self.tdConnected = False # 交易API连接状态 ######################################################################## class CtpMdApi(MdApi): """CTP行情API实现""" #---------------------------------------------------------------------- def __init__(self, gateway, userID, password, brokerID, address): """Constructor""" super(CtpMdApi, self).__init__() self.gateway = gateway # gateway对象 self.gatewayName = gateway.gatewayName # gateway对象名称 self.reqID = EMPTY_INT # 操作请求编号 self.connectionStatus = False # 连接状态 self.loginStatus = False # 登录状态 self.userID = userID # 账号 self.password = password # 密码 self.brokerID = brokerID # 经纪商代码 self.address = address # 服务器地址 self.subscribedSymbols = set() # 已订阅合约代码 #---------------------------------------------------------------------- def onFrontConnected(self): """服务器连接""" self.connectionStatus = True log = VtLogData() log.gatewayName = self.gatewayName log.logContent = u'行情服务器连接成功' self.gateway.onLog(log) self.login() #---------------------------------------------------------------------- def onFrontDisconnected(self, n): """服务器断开""" self.connectionStatus = False self.loginStatus = False self.gateway.mdConnected = False log = VtLogData() log.gatewayName = self.gatewayName log.logContent = u'行情服务器连接断开' self.gateway.onLog(log) #---------------------------------------------------------------------- def onHeartBeatWarning(self, n): """心跳报警""" # 因为API的心跳报警比较常被触发，且与API工作关系不大，因此选择忽略 pass #---------------------------------------------------------------------- def onRspError(self, error, n, last): """错误回报""" err = VtErrorData() err.gatewayName = self.gatewayName err.errorID = error['ErrorID'] err.errorMsg = error['ErrorMsg'].decode('gbk') self.gateway.onError(err) #---------------------------------------------------------------------- def onRspUserLogin(self, data, error, n, last): """登陆回报""" # 如果登录成功，推送日志信息 if error['ErrorID'] == 0: self.loginStatus = True self.gateway.mdConnected = True log = VtLogData() log.logContent = u'行情服务器登录完成' self.gateway.onLog(log) # 重新订阅之前订阅的合约 for subscribeReq in self.subscribedSymbols: self.subscribe(subscribeReq) # 否则，推送错误信息 else: err = VtErrorData() err.gatewayName = self.gatewayName err.errorID = error['ErrorID'] err.errorMsg = error['ErrorMsg'].decode('gbk') self.gateway.onError(err) #---------------------------------------------------------------------- def onRspUserLogout(self, data, error, n, last): """登出回报""" # 如果登出成功，推送日志信息 if error['ErrorID'] == 0: self.loginStatus = False self.gateway.tdConnected = False log = VtLogData() log.gatewayName = self.gatewayName log.logContent = u'行情服务器登出完成' self.gateway.onLog(log) # 否则，推送错误信息 else: err = VtErrorData() err.gatewayName = self.gatewayName err.errorID = error['ErrorID'] err.errorMsg = error['ErrorMsg'].decode('gbk') self.gateway.onError(err) #---------------------------------------------------------------------- def onRspSubMarketData(self, data, error, n, last): """订阅合约回报""" # 通常不在乎订阅错误，选择忽略 pass #---------------------------------------------------------------------- def onRspUnSubMarketData(self, data, error, n, last): """退订合约回报""" # 同上 pass #---------------------------------------------------------------------- def onRtnDepthMarketData(self, data): """行情推送""" tick = VtTickData() tick.symbol = data['InstrumentID'] tick.vtSymbol = '.'.join([self.gatewayName, tick.symbol]) tick.lastPrice = data['LastPrice'] tick.volume = data['Volume'] tick.openInterest = data['OpenInterest'] tick.tickTime = '.'.join([data['UpdateTime'], str(data['UpdateMillisec']/100])) # CTP只有一档行情 tick.bidPrice1 = data['BidPrice1'] tick.bidVolume1 = data['BidVolume1'] tick.askPrice1 = data['AskPrice1'] tick.askVolume1 = data['AskVolume1'] self.gateway.onTick(tick) #---------------------------------------------------------------------- def onRspSubForQuoteRsp(self, data, error, n, last): """订阅期权询价""" pass #---------------------------------------------------------------------- def onRspUnSubForQuoteRsp(self, data, error, n, last): """退订期权询价""" pass #---------------------------------------------------------------------- def onRtnForQuoteRsp(self, data): """期权询价推送""" pass #---------------------------------------------------------------------- def connect(self): """初始化连接""" # 如果尚未建立服务器连接，则进行连接 if not self.connectionStatus: # 创建C++环境中的API对象，这里传入的参数是需要用来保存.con文件的文件夹路径 path = os.getcwd() + '\\temp\\' + self.gatewayName + '\\' if not os.path.exists(path): os.makedirs(path) self.createFtdcMdApi(path) # 注册服务器地址 self.registerFront(self.address) # 初始化连接，成功会调用onFrontConnected self.init() # 若已经连接但尚未登录，则进行登录 else: if not self.loginStatus: self.login() #---------------------------------------------------------------------- def subscribe(self, subscribeReq): """订阅合约""" self.subscribeMarketData(subscribeReq.symbol) self.subscribedSymbols.add(subscribeReq) #---------------------------------------------------------------------- def login(self): """登录""" # 如果填入了用户名密码等，则登录 if self.userID and self.password and self.brokerID: req = {} req['UserID'] = self.userID req['Password'] = self.password req['BrokerID'] = self.brokerID self.reqID += 1 self.reqUserLogin(req, self.reqID) ######################################################################## class CtpTdApi(TdApi): """CTP交易API实现""" #---------------------------------------------------------------------- def __init__(self, gateway, userID, password, brokerID, address): """API对象的初始化函数""" super(CtpTdApi, self).__init__() self.gateway = gateway # gateway对象 self.gatewayName = gateway.gatewayName # gateway对象名称 self.reqID = EMPTY_INT # 操作请求编号 self.orderRef = EMPTY_INT # 订单编号 self.connectionStatus = False # 连接状态 self.loginStatus = False # 登录状态 self.userID = userID # 账号 self.password = password # 密码 self.brokerID = brokerID # 经纪商代码 self.address = address # 服务器地址 #---------------------------------------------------------------------- def onFrontConnected(self): """服务器连接""" self.connectionStatus = True log = VtLogData() log.gatewayName = self.gatewayName log.logContent = u'交易服务器连接成功' self.gateway.onLog(log) self.login() #---------------------------------------------------------------------- def onFrontDisconnected(self, n): """服务器断开""" self.connectionStatus = False self.loginStatus = False self.gateway.tdConnected = False log = VtLogData() log.gatewayName = self.gatewayName log.logContent = u'交易服务器连接断开' self.gateway.onLog(log) #---------------------------------------------------------------------- def onHeartBeatWarning(self, n): """""" pass #---------------------------------------------------------------------- def onRspAuthenticate(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspUserLogin(self, data, error, n, last): """登陆回报""" # 如果登录成功，推送日志信息 if error['ErrorID'] == 0: self.loginStatus = True self.gateway.mdConnected = True log = VtLogData() log.gatewayName = self.gatewayName log.logContent = u'交易服务器登录完成' self.gateway.onLog(log) # 确认结算信息 req = {} req['BrokerID'] = self.brokerID req['InvestorID'] = self.userID self.reqID += 1 self.reqSettlementInfoConfirm(req, self.reqID) # 否则，推送错误信息 else: err = VtErrorData() err.gatewayName = self.gateway err.errorID = error['ErrorID'] err.errorMsg = error['ErrorMsg'].decode('gbk') self.gateway.onError(err) #---------------------------------------------------------------------- def onRspUserLogout(self, data, error, n, last): """登出回报""" # 如果登出成功，推送日志信息 if error['ErrorID'] == 0: self.loginStatus = False self.gateway.tdConnected = False log = VtLogData() log.gatewayName = self.gatewayName log.logContent = u'交易服务器登出完成' self.gateway.onLog(log) # 否则，推送错误信息 else: err = VtErrorData() err.gatewayName = self.gatewayName err.errorID = error['ErrorID'] err.errorMsg = error['ErrorMsg'].decode('gbk') self.gateway.onError(err) #---------------------------------------------------------------------- def onRspUserPasswordUpdate(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspTradingAccountPasswordUpdate(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspOrderInsert(self, data, error, n, last): """发单错误（柜台）""" err = VtErrorData() err.gatewayName = self.gatewayName err.errorID = error['ErrorID'] err.errorMsg = error['ErrorMsg'].decode('gbk') self.gateway.onError(err) #---------------------------------------------------------------------- def onRspParkedOrderInsert(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspParkedOrderAction(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspOrderAction(self, data, error, n, last): """撤单错误（柜台）""" err = VtErrorData() err.gatewayName = self.gatewayName err.errorID = error['ErrorID'] err.errorMsg = error['ErrorMsg'].decode('gbk') self.gateway.onError(err) #---------------------------------------------------------------------- def onRspQueryMaxOrderVolume(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspSettlementInfoConfirm(self, data, error, n, last): """确认结算信息回报""" log = VtLogData() log.gatewayName = self.gatewayName log.logContent = u'结算信息确认完成' self.gateway.onLog(log) # 查询合约代码 self.reqID += 1 self.reqQryInstrument({}, self.reqID) #---------------------------------------------------------------------- def onRspRemoveParkedOrder(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspRemoveParkedOrderAction(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspExecOrderInsert(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspExecOrderAction(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspForQuoteInsert(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspQuoteInsert(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspQuoteAction(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspQryOrder(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspQryTrade(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspQryInvestorPosition(self, data, error, n, last): """持仓查询回报""" if error['ErrorID'] == 0: event = Event(type_=EVENT_POSITION) event.dict_['data'] = data self.__eventEngine.put(event) else: event = Event(type_=EVENT_LOG) log = u'持仓查询回报，错误代码：' + unicode(error['ErrorID']) + u',' + u'错误信息：' + error['ErrorMsg'].decode('gbk') event.dict_['log'] = log self.__eventEngine.put(event) #---------------------------------------------------------------------- def onRspQryTradingAccount(self, data, error, n, last): """资金账户查询回报""" if error['ErrorID'] == 0: event = Event(type_=EVENT_ACCOUNT) event.dict_['data'] = data self.__eventEngine.put(event) else: event = Event(type_=EVENT_LOG) log = u'账户查询回报，错误代码：' + unicode(error['ErrorID']) + u',' + u'错误信息：' + error['ErrorMsg'].decode('gbk') event.dict_['log'] = log self.__eventEngine.put(event) #---------------------------------------------------------------------- def onRspQryInvestor(self, data, error, n, last): """投资者查询回报""" pass #---------------------------------------------------------------------- def onRspQryTradingCode(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspQryInstrumentMarginRate(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspQryInstrumentCommissionRate(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspQryExchange(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspQryProduct(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspQryInstrument(self, data, error, n, last): """ 合约查询回报 由于该回报的推送速度极快，因此不适合全部存入队列中处理， 选择先储存在一个本地字典中，全部收集完毕后再推送到队列中 （由于耗时过长目前使用其他进程读取） """ if error['ErrorID'] == 0: event = Event(type_=EVENT_INSTRUMENT) event.dict_['data'] = data event.dict_['last'] = last self.__eventEngine.put(event) else: event = Event(type_=EVENT_LOG) log = u'合约投资者回报，错误代码：' + unicode(error['ErrorID']) + u',' + u'错误信息：' + error['ErrorMsg'].decode('gbk') event.dict_['log'] = log self.__eventEngine.put(event) #---------------------------------------------------------------------- def onRspQryDepthMarketData(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspQrySettlementInfo(self, data, error, n, last): """查询结算信息回报""" pass #---------------------------------------------------------------------- def onRspQryTransferBank(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspQryInvestorPositionDetail(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspQryNotice(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspQrySettlementInfoConfirm(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspQryInvestorPositionCombineDetail(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspQryCFMMCTradingAccountKey(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspQryEWarrantOffset(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspQryInvestorProductGroupMargin(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspQryExchangeMarginRate(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspQryExchangeMarginRateAdjust(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspQryExchangeRate(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspQrySecAgentACIDMap(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspQryOptionInstrTradeCost(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspQryOptionInstrCommRate(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspQryExecOrder(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspQryForQuote(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspQryQuote(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspQryTransferSerial(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspQryAccountregister(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspError(self, error, n, last): """错误回报""" err = VtErrorData() err.gatewayName = self.gatewayName err.errorID = error['ErrorID'] err.errorMsg = error['ErrorMsg'].decode('gbk') self.gateway.onError(err) #---------------------------------------------------------------------- def onRtnOrder(self, data): """报单回报""" # 更新最大报单编号 newref = data['OrderRef'] self.orderRef = max(self.orderRef, int(newref)) # 创建报单数据对象 order = VtOrderData() order.gatewayName = self.gatewayName # 保存代码和报单号 order.symbol = data['InstrumentID'] order.vtSymbol = '.'.join([self.gatewayName, order.symbol]) order.orderID = data['OrderRef'] order.vtOrderID = '.'.join([self.gatewayName, order.orderID]) # 方向 if data['Direction'] == '0': order.direction = DIRECTION_LONG elif data['Direction'] == '1': order.direction = DIRECTION_SHORT else: order.direction = DIRECTION_UNKNOWN # 多空 if data[''] #---------------------------------------------------------------------- def onRtnTrade(self, data): """成交回报""" # 常规成交事件 event1 = Event(type_=EVENT_TRADE) event1.dict_['data'] = data self.__eventEngine.put(event1) # 特定合约成交事件 event2 = Event(type_=(EVENT_TRADE_CONTRACT+data['InstrumentID'])) event2.dict_['data'] = data self.__eventEngine.put(event2) #---------------------------------------------------------------------- def onErrRtnOrderInsert(self, data, error): """发单错误回报（交易所）""" err = VtErrorData() err.gatewayName = self.gatewayName err.errorID = error['ErrorID'] err.errorMsg = error['ErrorMsg'].decode('gbk') self.gateway.onError(err) #---------------------------------------------------------------------- def onErrRtnOrderAction(self, data, error): """撤单错误回报（交易所）""" err = VtErrorData() err.gatewayName = self.gatewayName err.errorID = error['ErrorID'] err.errorMsg = error['ErrorMsg'].decode('gbk') self.gateway.onError(err) #---------------------------------------------------------------------- def onRtnInstrumentStatus(self, data): """""" pass #---------------------------------------------------------------------- def onRtnTradingNotice(self, data): """""" pass #---------------------------------------------------------------------- def onRtnErrorConditionalOrder(self, data): """""" pass #---------------------------------------------------------------------- def onRtnExecOrder(self, data): """""" pass #---------------------------------------------------------------------- def onErrRtnExecOrderInsert(self, data, error): """""" pass #---------------------------------------------------------------------- def onErrRtnExecOrderAction(self, data, error): """""" pass #---------------------------------------------------------------------- def onErrRtnForQuoteInsert(self, data, error): """""" pass #---------------------------------------------------------------------- def onRtnQuote(self, data): """""" pass #---------------------------------------------------------------------- def onErrRtnQuoteInsert(self, data, error): """""" pass #---------------------------------------------------------------------- def onErrRtnQuoteAction(self, data, error): """""" pass #---------------------------------------------------------------------- def onRtnForQuoteRsp(self, data): """""" pass #---------------------------------------------------------------------- def onRspQryContractBank(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspQryParkedOrder(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspQryParkedOrderAction(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspQryTradingNotice(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspQryBrokerTradingParams(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspQryBrokerTradingAlgos(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRtnFromBankToFutureByBank(self, data): """""" pass #---------------------------------------------------------------------- def onRtnFromFutureToBankByBank(self, data): """""" pass #---------------------------------------------------------------------- def onRtnRepealFromBankToFutureByBank(self, data): """""" pass #---------------------------------------------------------------------- def onRtnRepealFromFutureToBankByBank(self, data): """""" pass #---------------------------------------------------------------------- def onRtnFromBankToFutureByFuture(self, data): """""" pass #---------------------------------------------------------------------- def onRtnFromFutureToBankByFuture(self, data): """""" pass #---------------------------------------------------------------------- def onRtnRepealFromBankToFutureByFutureManual(self, data): """""" pass #---------------------------------------------------------------------- def onRtnRepealFromFutureToBankByFutureManual(self, data): """""" pass #---------------------------------------------------------------------- def onRtnQueryBankBalanceByFuture(self, data): """""" pass #---------------------------------------------------------------------- def onErrRtnBankToFutureByFuture(self, data, error): """""" pass #---------------------------------------------------------------------- def onErrRtnFutureToBankByFuture(self, data, error): """""" pass #---------------------------------------------------------------------- def onErrRtnRepealBankToFutureByFutureManual(self, data, error): """""" pass #---------------------------------------------------------------------- def onErrRtnRepealFutureToBankByFutureManual(self, data, error): """""" pass #---------------------------------------------------------------------- def onErrRtnQueryBankBalanceByFuture(self, data, error): """""" pass #---------------------------------------------------------------------- def onRtnRepealFromBankToFutureByFuture(self, data): """""" pass #---------------------------------------------------------------------- def onRtnRepealFromFutureToBankByFuture(self, data): """""" pass #---------------------------------------------------------------------- def onRspFromBankToFutureByFuture(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspFromFutureToBankByFuture(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRspQueryBankAccountMoneyByFuture(self, data, error, n, last): """""" pass #---------------------------------------------------------------------- def onRtnOpenAccountByBank(self, data): """""" pass #---------------------------------------------------------------------- def onRtnCancelAccountByBank(self, data): """""" pass #---------------------------------------------------------------------- def onRtnChangeAccountByBank(self, data): """""" pass #---------------------------------------------------------------------- def login(self, address, userid, password, brokerid): """连接服务器""" self.__userid = userid self.__password = password self.__brokerid = brokerid # 数据重传模式设为从本日开始 self.subscribePrivateTopic(0) self.subscribePublicTopic(0) # 注册服务器地址 self.registerFront(address) # 初始化连接，成功会调用onFrontConnected self.init() #---------------------------------------------------------------------- def getInstrument(self): """查询合约""" self.__reqid = self.__reqid + 1 self.reqQryInstrument({}, self.__reqid) #---------------------------------------------------------------------- def getAccount(self): """查询账户""" self.__reqid = self.__reqid + 1 self.reqQryTradingAccount({}, self.__reqid) #---------------------------------------------------------------------- def getInvestor(self): """查询投资者""" self.__reqid = self.__reqid + 1 self.reqQryInvestor({}, self.__reqid) #---------------------------------------------------------------------- def getPosition(self): """查询持仓""" self.__reqid = self.__reqid + 1 req = {} req['BrokerID'] = self.__brokerid req['InvestorID'] = self.__userid self.reqQryInvestorPosition(req, self.__reqid) #---------------------------------------------------------------------- def sendOrder(self, instrumentid, exchangeid, price, pricetype, volume, direction, offset): """发单""" self.__reqid = self.__reqid + 1 req = {} req['InstrumentID'] = instrumentid req['OrderPriceType'] = pricetype req['LimitPrice'] = price req['VolumeTotalOriginal'] = volume req['Direction'] = direction req['CombOffsetFlag'] = offset self.__orderref = self.__orderref + 1 req['OrderRef'] = str(self.__orderref) req['InvestorID'] = self.__userid req['UserID'] = self.__userid req['BrokerID'] = self.__brokerid req['CombHedgeFlag'] = defineDict['THOST_FTDC_HF_Speculation'] # 投机单 req['ContingentCondition'] = defineDict['THOST_FTDC_CC_Immediately'] # 立即发单 req['ForceCloseReason'] = defineDict['THOST_FTDC_FCC_NotForceClose'] # 非强平 req['IsAutoSuspend'] = 0 # 非自动挂起 req['TimeCondition'] = defineDict['THOST_FTDC_TC_GFD'] # 今日有效 req['VolumeCondition'] = defineDict['THOST_FTDC_VC_AV'] # 任意成交量 req['MinVolume'] = 1 # 最小成交量为1 self.reqOrderInsert(req, self.__reqid) # 返回订单号，便于某些算法进行动态管理 return self.__orderref #---------------------------------------------------------------------- def cancelOrder(self, instrumentid, exchangeid, orderref, frontid, sessionid): """撤单""" self.__reqid = self.__reqid + 1 req = {} req['InstrumentID'] = instrumentid req['ExchangeID'] = exchangeid req['OrderRef'] = orderref req['FrontID'] = frontid req['SessionID'] = sessionid req['ActionFlag'] = defineDict['THOST_FTDC_AF_Delete'] req['BrokerID'] = self.__brokerid req['InvestorID'] = self.__userid self.reqOrderAction(req, self.__reqid) #---------------------------------------------------------------------- def getSettlement(self): """查询结算信息""" self.__reqid = self.__reqid + 1 req = {} req['BrokerID'] = self.__brokerid req['InvestorID'] = self.__userid self.reqQrySettlementInfo(req, self.__reqid) #---------------------------------------------------------------------- def confirmSettlement(self): """确认结算信息""" self.__reqid = self.__reqid + 1 req = {} req['BrokerID'] = self.__brokerid req['InvestorID'] = self.__userid self.reqSettlementInfoConfirm(req, self.__reqid)