# encoding: UTF-8 import sys from time import sleep from PyQt4 import QtGui from vnltsmd import * #---------------------------------------------------------------------- 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 TestMdApi(MdApi): """测试用实例""" #---------------------------------------------------------------------- def __init__(self): """Constructor""" super(TestMdApi, 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) #---------------------------------------------------------------------- def onRspUserLogin(self, data, error, n, last): """登陆回报""" print_dict(data) print_dict(error) #---------------------------------------------------------------------- @simple_log def onRspUserLogout(self, data, error, n, last): """登出回报""" print_dict(data) print_dict(error) #---------------------------------------------------------------------- @simple_log def onRspSubMarketData(self, data, error, n, last): """订阅合约回报""" print_dict(data) print_dict(error) #---------------------------------------------------------------------- @simple_log def onRspUnSubMarketData(self, data, error, n, last): """退订合约回报""" print_dict(data) print_dict(error) #---------------------------------------------------------------------- @simple_log def onRtnDepthMarketData(self, data): """行情推送""" print_dict(data) #---------------------------------------------------------------------- def main(): """主测试函数,出现堵塞时可以考虑使用sleep""" reqid = 0 # 创建Qt应用对象,用于事件循环 app = QtGui.QApplication(sys.argv) # 创建API对象 api = TestMdApi() # 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 api.createFtdcMdApi('') # 注册前置机地址 api.registerFront("tcp://211.144.195.163:34513") # 初始化api,连接前置机 api.init() sleep(0.5) # 登陆 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'] = '' reqid = reqid + 1 # 请求数必须保持唯一性 i = api.reqUserLogin(loginReq, 1) sleep(0.5) ## 登出 #reqid = reqid + 1 #i = api.reqUserLogout({}, 1) #sleep(0.5) # 获取交易日,目前输出为空 #day = api.getTradingDay() #print 'Trading Day is:' + str(day) #sleep(0.5) # 订阅合约 subReq = {} subReq['InstrumentID'] = '11000061' subReq['ExchangeID'] = 'SSE' i = api.subscribeMarketData(subReq) ## 退订合约 #i = api.unSubscribeMarketData(subReq) # 连续运行,用于输出行情 app.exec_() if __name__ == '__main__': main()