100 lines
3.0 KiB
Python
100 lines
3.0 KiB
Python
# encoding: UTF-8
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# 默认空值
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EMPTY_STRING = ''
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EMPTY_UNICODE = u''
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EMPTY_INT = 0
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EMPTY_FLOAT = 0.0
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# 风控常量
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RISK_OK = 0 # 风控正常
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RISK_ERROR_ORDER_SIZE = 1 # 单笔委托数量超限
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RISK_ERROR_TRADE_COUNT = 2 # 今日总成交合约数量超限
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RISK_ERROR_ORDER_FLOW_COUNT = 3 # 委托流数量超限
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RISK_ERROR_WORKING_ORDER = 4 # 当前活动委托数量超限
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RISK_ERROR_ORDER_SEND = 5 # 当日单品种报撤次数超限
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RISK_MESSAGE = {RISK_ERROR_ORDER_SIZE: u'单笔委托数量超限', RISK_ERROR_TRADE_COUNT: u'今日总成交合约数量超限',
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RISK_ERROR_ORDER_FLOW_COUNT: u'委托流数量超限', RISK_ERROR_WORKING_ORDER: u'当前活动委托数量超限',
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RISK_ERROR_ORDER_SEND: u'当日单品种报撤次数超限'}
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# 方向常量
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DIRECTION_NONE = u'无方向'
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DIRECTION_LONG = u'多'
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DIRECTION_SHORT = u'空'
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DIRECTION_UNKNOWN = u'未知'
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DIRECTION_NET = u'净'
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DIRECTION_SELL = u'卖出' # IB接口
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# 开平常量
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OFFSET_NONE = u'无开平'
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OFFSET_OPEN = u'开仓'
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OFFSET_CLOSE = u'平仓'
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OFFSET_CLOSETODAY = u'平今'
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OFFSET_CLOSEYESTERDAY = u'平昨'
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OFFSET_UNKNOWN = u'未知'
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# 状态常量
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STATUS_NOTTRADED = u'未成交'
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STATUS_PARTTRADED = u'部分成交'
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STATUS_ALLTRADED = u'全部成交'
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STATUS_CANCELLED = u'已撤销'
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STATUS_UNKNOWN = u'未知'
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# 合约类型常量
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PRODUCT_EQUITY = u'股票'
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PRODUCT_FUTURES = u'期货'
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PRODUCT_OPTION = u'期权'
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PRODUCT_INDEX = u'指数'
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PRODUCT_COMBINATION = u'组合'
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PRODUCT_FOREX = u'外汇'
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PRODUCT_UNKNOWN = u'未知'
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PRODUCT_SPOT = u'现货'
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PRODUCT_DEFER = u'延期'
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PRODUCT_NONE = ''
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# 价格类型常量
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PRICETYPE_LIMITPRICE = u'限价'
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PRICETYPE_MARKETPRICE = u'市价'
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PRICETYPE_FAK = u'FAK'
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PRICETYPE_FOK = u'FOK'
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# 期权类型
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OPTION_CALL = u'看涨期权'
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OPTION_PUT = u'看跌期权'
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# 交易所类型
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EXCHANGE_SSE = 'SSE' # 上交所
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EXCHANGE_SZSE = 'SZSE' # 深交所
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EXCHANGE_CFFEX = 'CFFEX' # 中金所
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EXCHANGE_SHFE = 'SHFE' # 上期所
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EXCHANGE_CZCE = 'CZCE' # 郑商所
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EXCHANGE_DCE = 'DCE' # 大商所
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EXCHANGE_SGE = 'SGE' # 上金所
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EXCHANGE_UNKNOWN = 'UNKNOWN'# 未知交易所
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EXCHANGE_NONE = '' # 空交易所
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EXCHANGE_HKEX = 'HKEX' # 港交所
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EXCHANGE_HKFE = 'HKFE' # 香港期货交易所
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EXCHANGE_SMART = 'SMART' # IB智能路由（股票、期权）
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EXCHANGE_NYMEX = 'NYMEX' # IB 期货
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EXCHANGE_GLOBEX = 'GLOBEX' # CME电子交易平台
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EXCHANGE_IDEALPRO = 'IDEALPRO' # IB外汇ECN
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EXCHANGE_CME = 'CME' # CME交易所
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EXCHANGE_ICE = 'ICE' # ICE交易所
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EXCHANGE_OANDA = 'OANDA' # OANDA外汇做市商
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EXCHANGE_OKCOIN = 'OKCOIN' # OKCOIN比特币交易所
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EXCHANGE_HUOBI = 'HUOBI' # 火币比特币交易所
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EXCHANGE_LHANG = 'LHANG' # 链行比特币交易所
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# 货币类型
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CURRENCY_USD = 'USD' # 美元
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CURRENCY_CNY = 'CNY' # 人民币
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CURRENCY_HKD = 'HKD' # 港币
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CURRENCY_UNKNOWN = 'UNKNOWN' # 未知货币
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CURRENCY_NONE = '' # 空货币
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# 数据库
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LOG_DB_NAME = 'VnTrader_Log_Db' |