152 lines
4.3 KiB
Python
152 lines
4.3 KiB
Python
# encoding: UTF-8
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import sys
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from time import sleep
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from PyQt4 import QtGui
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from vnltsmd import *
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#----------------------------------------------------------------------
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def print_dict(d):
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"""按照键值打印一个字典"""
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for key,value in d.items():
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print key + ':' + str(value)
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#----------------------------------------------------------------------
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def simple_log(func):
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"""简单装饰器用于输出函数名"""
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def wrapper(*args, **kw):
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print ""
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print str(func.__name__)
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return func(*args, **kw)
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return wrapper
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########################################################################
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class TestMdApi(MdApi):
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"""测试用实例"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""Constructor"""
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super(TestMdApi, self).__init__()
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#----------------------------------------------------------------------
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@simple_log
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def onFrontConnected(self):
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"""服务器连接"""
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pass
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#----------------------------------------------------------------------
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@simple_log
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def onFrontDisconnected(self, n):
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"""服务器断开"""
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print n
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#----------------------------------------------------------------------
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@simple_log
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def onHeartBeatWarning(self, n):
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"""心跳报警"""
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print n
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#----------------------------------------------------------------------
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@simple_log
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def onRspError(self, error, n, last):
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"""错误"""
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print_dict(error)
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#----------------------------------------------------------------------
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def onRspUserLogin(self, data, error, n, last):
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"""登陆回报"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspUserLogout(self, data, error, n, last):
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"""登出回报"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspSubMarketData(self, data, error, n, last):
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"""订阅合约回报"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspUnSubMarketData(self, data, error, n, last):
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"""退订合约回报"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRtnDepthMarketData(self, data):
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"""行情推送"""
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print_dict(data)
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#----------------------------------------------------------------------
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def main():
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"""主测试函数，出现堵塞时可以考虑使用sleep"""
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reqid = 0
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# 创建Qt应用对象，用于事件循环
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app = QtGui.QApplication(sys.argv)
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# 创建API对象
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api = TestMdApi()
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# 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
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api.createFtdcMdApi('')
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# 注册前置机地址
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api.registerFront("tcp://211.144.195.163:34513")
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# 初始化api，连接前置机
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api.init()
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sleep(0.5)
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# 登陆
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loginReq = {} # 创建一个空字典
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loginReq['UserID'] = '' # 参数作为字典键值的方式传入
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loginReq['Password'] = '' # 键名和C++中的结构体成员名对应
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loginReq['BrokerID'] = ''
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reqid = reqid + 1 # 请求数必须保持唯一性
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i = api.reqUserLogin(loginReq, 1)
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sleep(0.5)
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## 登出
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#reqid = reqid + 1
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#i = api.reqUserLogout({}, 1)
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#sleep(0.5)
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# 获取交易日，目前输出为空
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#day = api.getTradingDay()
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#print 'Trading Day is:' + str(day)
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#sleep(0.5)
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# 订阅合约
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subReq = {}
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subReq['InstrumentID'] = '11000061'
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subReq['ExchangeID'] = 'SSE'
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i = api.subscribeMarketData(subReq)
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## 退订合约
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#i = api.unSubscribeMarketData(subReq)
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# 连续运行，用于输出行情
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app.exec_()
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if __name__ == '__main__':
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main()
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