# encoding: UTF-8 # 默认空值 EMPTY_STRING = '' EMPTY_UNICODE = u'' EMPTY_INT = 0 EMPTY_FLOAT = 0.0 # 方向常量 DIRECTION_NONE = u'无方向' DIRECTION_LONG = u'多' DIRECTION_SHORT = u'空' DIRECTION_UNKNOWN = u'未知' DIRECTION_NET = u'净' DIRECTION_SELL = u'卖出' # IB接口 # 开平常量 OFFSET_NONE = u'无开平' OFFSET_OPEN = u'开仓' OFFSET_CLOSE = u'平仓' OFFSET_CLOSETODAY = u'平今' OFFSET_CLOSEYESTERDAY = u'平昨' OFFSET_UNKNOWN = u'未知' # 状态常量 STATUS_NOTTRADED = u'未成交' STATUS_PARTTRADED = u'部分成交' STATUS_ALLTRADED = u'全部成交' STATUS_CANCELLED = u'已撤销' STATUS_UNKNOWN = u'未知' # 合约类型常量 PRODUCT_EQUITY = u'股票' PRODUCT_FUTURES = u'期货' PRODUCT_OPTION = u'期权' PRODUCT_INDEX = u'指数' PRODUCT_COMBINATION = u'组合' PRODUCT_FOREX = u'外汇' PRODUCT_UNKNOWN = u'未知' # 价格类型常量 PRICETYPE_LIMITPRICE = u'限价' PRICETYPE_MARKETPRICE = u'市价' PRICETYPE_FAK = u'FAK' PRICETYPE_FOK = u'FOK' # 期权类型 OPTION_CALL = u'看涨期权' OPTION_PUT = u'看跌期权' # 交易所类型 EXCHANGE_SSE = 'SSE' # 上交所 EXCHANGE_SZSE = 'SZSE' # 深交所 EXCHANGE_CFFEX = 'CFFEX' # 中金所 EXCHANGE_SHFE = 'SHFE' # 上期所 EXCHANGE_CZCE = 'CZCE' # 郑商所 EXCHANGE_DCE = 'DCE' # 大商所 EXCHANGE_UNKNOWN = 'UNKNOWN'# 未知交易所 EXCHANGE_NONE = '' # 空交易所 EXCHANGE_SMART = 'SMART' # IB智能路由(股票、期权) EXCHANGE_GLOBEX = 'GLOBEX' # CME电子交易平台 EXCHANGE_IDEALPRO = 'IDEALPRO' # IB外汇ECN # 货币类型 CURRENCY_USD = 'USD' # 美元 CURRENCY_CNY = 'CNY' # 人民币 CURRENCY_UNKNOWN = 'UNKNOWN' # 未知货币