599 lines
18 KiB
Python
599 lines
18 KiB
Python
# encoding: UTF-8
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# 修改编码
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import sys
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reload(sys)
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sys.setdefaultencoding('utf8')
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# 创建主引擎代理对象
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from vnpy.event import EventEngine2
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from vnpy.trader.vtEvent import (EVENT_TICK, EVENT_ORDER, EVENT_TRADE,
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EVENT_ACCOUNT, EVENT_POSITION, EVENT_LOG,
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EVENT_ERROR, EVENT_CONTRACT)
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from vnpy.trader.vtObject import VtSubscribeReq, VtOrderReq, VtCancelOrderReq
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from vnpy.trader.app.rpcService.rsClient import MainEngineProxy
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reqAddress = 'tcp://localhost:6688'
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subAddress = 'tcp://localhost:8866'
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ee = EventEngine2()
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me = MainEngineProxy(ee)
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me.init(reqAddress, subAddress)
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#----------------------------------------------------------------------
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def printLog(event):
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"""打印日志"""
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log = event.dict_['data']
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print log.logTime, log.logContent
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ee.register(EVENT_LOG, printLog)
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# 载入Web密码
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import json
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import base64
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import datetime
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TODAY = str(datetime.datetime.now().date())
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with open("WEB_setting.json") as f:
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setting = json.load(f)
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USERNAME = setting['username']
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PASSWORD = setting['password']
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TOKEN = base64.encodestring(TODAY+PASSWORD).replace('\n', '')
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# 创建Flask对象
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from flask import Flask
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from flask.ext.restful import Api, Resource, reqparse
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from flask.ext.socketio import SocketIO
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app = Flask(__name__)
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api = Api(app)
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socketio = SocketIO(app)
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# 创建资源
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########################################################################
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class Token(Resource):
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"""登录验证"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""初始化"""
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self.parser = reqparse.RequestParser()
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self.parser.add_argument('username')
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self.parser.add_argument('password')
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super(Token, self).__init__()
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#----------------------------------------------------------------------
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def get(self):
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"""查询"""
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args = self.parser.parse_args()
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username = args['username']
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password = args['password']
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if username == USERNAME and password == PASSWORD:
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return TOKEN
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else:
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return ''
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########################################################################
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class Gateway(Resource):
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"""接口"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""初始化"""
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self.parser = reqparse.RequestParser()
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self.parser.add_argument('gatewayName')
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self.parser.add_argument('token')
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super(Gateway, self).__init__()
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#----------------------------------------------------------------------
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def get(self):
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"""查询"""
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args = self.parser.parse_args()
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token = args['token']
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if token != TOKEN:
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return None
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l = me.getAllGatewayDetails()
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return l
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#----------------------------------------------------------------------
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def post(self):
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"""连接"""
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args = self.parser.parse_args()
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token = args['token']
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if token != TOKEN:
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return None
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gatewayName = args['gatewayName']
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me.connect(gatewayName)
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########################################################################
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class Order(Resource):
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"""委托"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""初始化"""
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self.getParser = reqparse.RequestParser()
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self.getParser.add_argument('token')
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self.postParser = reqparse.RequestParser()
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self.postParser.add_argument('vtSymbol')
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self.postParser.add_argument('price')
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self.postParser.add_argument('volume')
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self.postParser.add_argument('priceType')
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self.postParser.add_argument('direction')
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self.postParser.add_argument('offset')
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self.postParser.add_argument('token')
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self.deleteParser = reqparse.RequestParser()
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self.deleteParser.add_argument('vtOrderID')
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self.deleteParser.add_argument('token')
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super(Order, self).__init__()
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#----------------------------------------------------------------------
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def get(self):
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"""查询"""
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args = self.getParser.parse_args()
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token = args['token']
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if token != TOKEN:
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return None
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data = me.getAllOrders()
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l = [o.__dict__ for o in data]
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return l
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#----------------------------------------------------------------------
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def post(self):
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"""发单"""
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args = self.deleteParser.parse_args()
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token = args['token']
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if token != TOKEN:
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return None
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vtSymbol = args['vtSymbol']
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price = args['price']
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volume = args['volume']
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priceType = args['priceType']
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direction = args['direction']
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offset = args['offset']
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contract = me.getContract(vtSymbol)
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if not contract:
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return ''
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req = VtOrderReq()
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req.symbol = contract.symbol
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req.exchange = contract.exchange
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req.price = float(price)
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req.volume = int(symbol)
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req.priceType = priceType
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req.direction = direction
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req.offset = offset
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vtOrderID = me.sendOrder(req, contract.gatewayName)
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return vtOrderID
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#----------------------------------------------------------------------
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def delete(self):
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"""撤单"""
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args = self.deleteParser.parse_args()
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token = args['token']
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if token != TOKEN:
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return None
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vtOrderID = args['vtOrderID']
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order = me.getOrder(vtOrderID)
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if not order:
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return False
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req = VtCancelOrderReq()
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req.orderID = order.orderID
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req.exchange = order.exchange
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req.symbol = order.symbol
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me.cancelOrder(req, order.gatewayName)
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########################################################################
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class Trade(Resource):
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"""成交"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""初始化"""
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self.parser = reqparse.RequestParser()
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self.parser.add_argument('token')
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super(Trade, self).__init__()
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#----------------------------------------------------------------------
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def get(self):
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"""查询"""
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args = self.parser.parse_args()
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token = args['token']
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if token != TOKEN:
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return None
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data = me.getAllTrades()
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l = [o.__dict__ for o in data]
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return l
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########################################################################
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class Account(Resource):
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"""账户"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""初始化"""
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self.parser = reqparse.RequestParser()
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self.parser.add_argument('token')
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super(Account, self).__init__()
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#----------------------------------------------------------------------
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def get(self):
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"""查询"""
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args = self.parser.parse_args()
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token = args['token']
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if token != TOKEN:
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return None
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data = me.getAllAccounts()
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l = [o.__dict__ for o in data]
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return l
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########################################################################
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class Position(Resource):
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"""持仓"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""初始化"""
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self.parser = reqparse.RequestParser()
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self.parser.add_argument('token')
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super(Position, self).__init__()
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#----------------------------------------------------------------------
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def get(self):
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"""查询"""
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args = self.parser.parse_args()
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token = args['token']
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if token != TOKEN:
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return None
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data = me.getAllPositions()
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l = [o.__dict__ for o in data]
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return l
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########################################################################
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class Contract(Resource):
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"""合约"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""初始化"""
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self.parser = reqparse.RequestParser()
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self.parser.add_argument('token')
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super(Contract, self).__init__()
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#----------------------------------------------------------------------
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def get(self):
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"""查询"""
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args = self.parser.parse_args()
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token = args['token']
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if token != TOKEN:
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return None
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data = me.getAllContracts()
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l = [o.__dict__ for o in data]
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return l
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########################################################################
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class Log(Resource):
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"""日志"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""初始化"""
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self.parser = reqparse.RequestParser()
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self.parser.add_argument('token')
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super(Log, self).__init__()
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#----------------------------------------------------------------------
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def get(self):
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"""查询"""
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args = self.parser.parse_args()
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token = args['token']
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if token != TOKEN:
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return None
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data = me.getLog()
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l = [o.__dict__ for o in data]
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return l
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########################################################################
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class Error(Resource):
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"""错误"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""初始化"""
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self.parser = reqparse.RequestParser()
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self.parser.add_argument('token')
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super(Error, self).__init__()
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#----------------------------------------------------------------------
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def get(self):
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"""查询"""
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args = self.parser.parse_args()
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token = args['token']
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if token != TOKEN:
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return None
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data = me.getError()
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l = [o.__dict__ for o in data]
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return l
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########################################################################
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class Tick(Resource):
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"""行情"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""初始化"""
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self.parser = reqparse.RequestParser()
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self.parser.add_argument('vtSymbol')
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self.parser.add_argument('token')
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super(Tick, self).__init__()
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#----------------------------------------------------------------------
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def post(self):
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"""订阅"""
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args = self.parser.parse_args()
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token = args['token']
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if token != TOKEN:
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return None
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vtSymbol = args['vtSymbol']
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contract = me.getContract(vtSymbol)
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if not contract:
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return False
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req = VtSubscribeReq()
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req.symbol = contract.symbol
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req.exchange = contract.exchange
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req.vtSymbol = contract.vtSymbol
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me.subscribe(req, contract.gatewayName)
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return True
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########################################################################
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class CtaStrategyInit(Resource):
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"""初始化策略"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""初始化"""
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self.parser = reqparse.RequestParser()
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self.parser.add_argument('name')
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self.parser.add_argument('token')
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super(CtaStrategyInit, self).__init__()
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#----------------------------------------------------------------------
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def post(self):
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"""订阅"""
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args = self.parser.parse_args()
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token = args['token']
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if token != TOKEN:
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return None
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name = args['name']
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engine = me.getApp('CtaStrategy')
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if not name:
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engine.initAll()
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else:
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engine.initStrategy(name)
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########################################################################
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class CtaStrategyStart(Resource):
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"""启动策略"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""初始化"""
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self.parser = reqparse.RequestParser()
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self.parser.add_argument('name')
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self.parser.add_argument('token')
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super(CtaStrategyStart, self).__init__()
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#----------------------------------------------------------------------
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def post(self):
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"""订阅"""
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args = self.parser.parse_args()
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token = args['token']
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if token != TOKEN:
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return None
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name = args['name']
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engine = me.getApp('CtaStrategy')
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if not name:
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engine.startAll()
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else:
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engine.startStrategy(name)
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########################################################################
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class CtaStrategyStop(Resource):
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"""停止策略"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""初始化"""
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self.parser = reqparse.RequestParser()
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self.parser.add_argument('name')
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self.parser.add_argument('token')
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super(CtaStrategyStop, self).__init__()
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#----------------------------------------------------------------------
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def post(self):
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"""订阅"""
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args = self.parser.parse_args()
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token = args['token']
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if token != TOKEN:
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return None
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name = args['name']
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engine = me.getApp('CtaStrategy')
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if not name:
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engine.stopAll()
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else:
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engine.stopStrategy(name)
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########################################################################
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class CtaStrategyLoad(Resource):
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"""加载策略"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""初始化"""
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self.parser = reqparse.RequestParser()
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self.parser.add_argument('token')
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super(CtaStrategyLoad, self).__init__()
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#----------------------------------------------------------------------
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def post(self):
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"""订阅"""
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args = self.parser.parse_args()
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token = args['token']
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if token != TOKEN:
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return None
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engine = me.getApp('CtaStrategy')
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engine.loadSetting()
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l = engine.getStrategyNames()
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return l
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########################################################################
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class CtaStrategyParam(Resource):
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"""查询策略参数"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""初始化"""
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self.parser = reqparse.RequestParser()
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self.parser.add_argument('name')
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self.parser.add_argument('token')
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super(CtaStrategyParam, self).__init__()
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#----------------------------------------------------------------------
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def get(self):
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"""订阅"""
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args = self.parser.parse_args()
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token = args['token']
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if token != TOKEN:
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return None
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name = args['name']
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engine = me.getApp('CtaStrategy')
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return engine.getStrategyParam(name)
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########################################################################
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class CtaStrategyVar(Resource):
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"""查询策略变量"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""初始化"""
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self.parser = reqparse.RequestParser()
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self.parser.add_argument('name')
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self.parser.add_argument('token')
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super(CtaStrategyVar, self).__init__()
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#----------------------------------------------------------------------
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def get(self):
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"""订阅"""
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args = self.parser.parse_args()
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token = args['token']
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if token != TOKEN:
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return None
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name = args['name']
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engine = me.getApp('CtaStrategy')
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return engine.getStrategyVar(name)
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# 注册资源
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api.add_resource(Token, '/token')
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api.add_resource(Gateway, '/gateway')
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api.add_resource(Order, '/order')
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api.add_resource(Trade, '/trades')
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api.add_resource(Account, '/account')
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api.add_resource(Position, '/position')
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api.add_resource(Contract, '/contract')
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api.add_resource(Log, '/log')
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api.add_resource(Error, '/error')
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api.add_resource(Tick, '/tick')
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api.add_resource(CtaStrategyLoad, '/ctastrategy/load')
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api.add_resource(CtaStrategyInit, '/ctastrategy/init')
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api.add_resource(CtaStrategyStart, '/ctastrategy/start')
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api.add_resource(CtaStrategyStop, '/ctastrategy/stop')
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api.add_resource(CtaStrategyParam, '/ctastrategy/param')
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api.add_resource(CtaStrategyVar, '/ctastrategy/var')
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# SocketIO
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#----------------------------------------------------------------------
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def handleEvent(event):
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"""处理事件"""
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eventType = event.type_
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eventData = event.dict_['data'].__dict__
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socketio.emit(eventType, eventData)
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#print eventData
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ee.register(EVENT_TICK, handleEvent)
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ee.register(EVENT_ORDER, handleEvent)
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ee.register(EVENT_TRADE, handleEvent)
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ee.register(EVENT_ACCOUNT, handleEvent)
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ee.register(EVENT_POSITION, handleEvent)
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ee.register(EVENT_CONTRACT, handleEvent)
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ee.register(EVENT_LOG, handleEvent)
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ee.register(EVENT_ERROR, handleEvent)
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if __name__ == '__main__':
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socketio.run(app) |