58 lines
1.7 KiB
Python
58 lines
1.7 KiB
Python
# encoding: UTF-8
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'''
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本文件中包含了CTA模块中用到的一些基础设置、类和常量等。
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'''
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# CTA引擎中涉及的数据类定义
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from vnpy.trader.vtConstant import EMPTY_UNICODE, EMPTY_STRING, EMPTY_FLOAT, EMPTY_INT
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# 常量定义
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# CTA引擎中涉及到的交易方向类型
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CTAORDER_BUY = u'买开'
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CTAORDER_SELL = u'卖平'
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CTAORDER_SHORT = u'卖开'
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CTAORDER_COVER = u'买平'
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# 本地停止单状态
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STOPORDER_WAITING = u'等待中'
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STOPORDER_CANCELLED = u'已撤销'
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STOPORDER_TRIGGERED = u'已触发'
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# 本地停止单前缀
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STOPORDERPREFIX = 'CtaStopOrder.'
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# 数据库名称
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SETTING_DB_NAME = 'VnTrader_Setting_Db'
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POSITION_DB_NAME = 'VnTrader_Position_Db'
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TICK_DB_NAME = 'VnTrader_Tick_Db'
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DAILY_DB_NAME = 'VnTrader_Daily_Db'
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MINUTE_DB_NAME = 'VnTrader_1Min_Db'
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# 引擎类型，用于区分当前策略的运行环境
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ENGINETYPE_BACKTESTING = 'backtesting' # 回测
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ENGINETYPE_TRADING = 'trading' # 实盘
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# CTA模块事件
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EVENT_CTA_LOG = 'eCtaLog' # CTA相关的日志事件
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EVENT_CTA_STRATEGY = 'eCtaStrategy.' # CTA策略状态变化事件
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########################################################################
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class StopOrder(object):
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"""本地停止单"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""Constructor"""
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self.vtSymbol = EMPTY_STRING
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self.orderType = EMPTY_UNICODE
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self.direction = EMPTY_UNICODE
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self.offset = EMPTY_UNICODE
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self.price = EMPTY_FLOAT
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self.volume = EMPTY_INT
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self.strategy = None # 下停止单的策略对象
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self.stopOrderID = EMPTY_STRING # 停止单的本地编号
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self.status = EMPTY_STRING # 停止单状态 |