vnpy/vn.lts/vnltsmd/test/mdtest.py
2016-07-02 11:12:56 +08:00

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# encoding: UTF-8
# 内置模块
import sys
from time import sleep
# 测试模块
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)
#----------------------------------------------------------------------
@simple_log
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'] = '2011'
reqid = reqid + 1 # 请求数必须保持唯一性
i = api.reqUserLogin(loginReq, 1)
sleep(0.5)
## 安全退出,测试通过
#i = api.exit()
#获取交易日,测试通过
day = api.getTradingDay()
print 'Trading Day is:' + str(day)
sleep(0.5)
# 订阅合约,测试通过
subReq = {}
subReq['InstrumentID'] = '510050'
subReq['ExchangeID'] = 'SSE'
i = api.subscribeMarketData(subReq)
## 退订合约,测试通过
#i = api.unSubscribeMarketData(subReq)
while 1:
sleep(1)
if __name__ == '__main__':
main()