vnpy/vn.strategy/strategydemo/vtConstant.py
2015-10-18 00:23:24 +08:00

57 lines
1.3 KiB
Python

# 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''
DIRECTION_SHORT = u''
DIRECTION_UNKNOWN = u'未知'
DIRECTION_NET = u''
# 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_CLOSESYESTERDAY = 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_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 = u'SSE' # 上交所
EXCHANGE_SZSE = u'SZSE' # 深交所
EXCHANGE_CFFEX = u'CFFEX' # 中金所
EXCHANGE_SHFE = u'SHFE' # 上期所
EXCHANGE_CZCE = u'CZCE' # 郑商所
EXCHANGE_DCE = u'DCE' # 大商所
EXCHANGE_UNKNOWN = 'UNKNOWN'# 未知交易所
EXCHANGE_NONE = '' # 空交易所