87 lines
2.3 KiB
Python
87 lines
2.3 KiB
Python
# encoding: UTF-8
|
||
|
||
# 默认空值
|
||
EMPTY_STRING = ''
|
||
EMPTY_UNICODE = u''
|
||
EMPTY_INT = 0
|
||
EMPTY_FLOAT = 0.0
|
||
|
||
# k线颜色
|
||
COLOR_RED = u'Red' # 上升K线
|
||
COLOR_BLUE = u'Blue' # 下降K线
|
||
COLOR_EQUAL = u'Equal' # 平K线
|
||
|
||
# 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_FORCECLOSE = u'强平'
|
||
OFFSET_CLOSETODAY = u'平今'
|
||
OFFSET_CLOSEYESTERDAY = u'平昨'
|
||
OFFSET_FORCECOFF = u'强减'
|
||
OFFSET_LOCALFORCECLOSE = u'本地强平'
|
||
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'
|
||
PRODUCT_SPOT = u'现货'
|
||
PRODUCT_DEFER = u'延期'
|
||
PRODUCT_NONE = ''
|
||
|
||
# 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_SGE = 'SGE' # 上金所
|
||
EXCHANGE_UNKNOWN = 'UNKNOWN'# 未知交易所
|
||
EXCHANGE_NONE = '' # 空交易所
|
||
EXCHANGE_HKEX = 'HKEX' # 港交所
|
||
|
||
EXCHANGE_SMART = 'SMART' # IB智能路由（股票、期权）
|
||
EXCHANGE_NYMEX = 'NYMEX' # IB 期货
|
||
EXCHANGE_GLOBEX = 'GLOBEX' # CME电子交易平台
|
||
EXCHANGE_IDEALPRO = 'IDEALPRO' # IB外汇ECN
|
||
|
||
EXCHANGE_OANDA = 'OANDA' # OANDA外汇做市商
|
||
EXCHANGE_OKCOIN = 'OKCOIN' # OKCOIN比特币交易所
|
||
|
||
# 货币类型
|
||
CURRENCY_USD = 'USD' # 美元
|
||
CURRENCY_CNY = 'CNY' # 人民币
|
||
CURRENCY_UNKNOWN = 'UNKNOWN' # 未知货币
|
||
CURRENCY_NONE = '' # 空货币 |