531 lines
17 KiB
Python
531 lines
17 KiB
Python
# encoding: UTF-8
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import sys
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from time import sleep
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from PyQt4 import QtGui
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from vnltstd import *
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from lts_data_type import defineDict
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#----------------------------------------------------------------------
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def print_dict(d):
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"""按照键值打印一个字典"""
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for key,value in d.items():
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print key + ':' + str(value)
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#----------------------------------------------------------------------
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def simple_log(func):
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"""简单装饰器用于输出函数名"""
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def wrapper(*args, **kw):
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print ""
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print str(func.__name__)
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return func(*args, **kw)
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return wrapper
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########################################################################
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class TestTdApi(TdApi):
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"""测试用实例"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""Constructor"""
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super(TestTdApi, self).__init__()
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#----------------------------------------------------------------------
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@simple_log
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def onFrontConnected(self):
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"""服务器连接"""
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pass
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#----------------------------------------------------------------------
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@simple_log
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def onFrontDisconnected(self, n):
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"""服务器断开"""
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print n
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#----------------------------------------------------------------------
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@simple_log
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def onHeartBeatWarning(self, n):
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"""心跳报警"""
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print n
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#----------------------------------------------------------------------
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@simple_log
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def onRspError(self, error, n, last):
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"""错误"""
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspUserLogin(self, data, error, n, last):
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"""登陆回报"""
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print_dict(data)
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print_dict(error)
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self.brokerID = data['BrokerID']
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self.userID = data['UserID']
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self.frontID = data['FrontID']
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self.sessionID = data['SessionID']
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#----------------------------------------------------------------------
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@simple_log
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def onRspUserLogout(self, data, error, n, last):
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"""登出回报"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspOrderInsert(self, data, error, n, last):
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"""发单错误（柜台）"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspOrderAction(self, data, error, n, last):
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"""撤单错误（柜台）"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspUserPasswordUpdate(self, data, error, n, last):
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"""用户密码更新错误"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspTradingAccountPasswordUpdate(self, data, error, n, last):
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"""交易账户密码更新错误"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspQryExchange(self, data, error, n, last):
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"""交易所查询回报"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspQryInstrument(self, data, error, n, last):
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"""合约查询回报"""
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if len(data['InstrumentID']) == 8 and '510180' in data['ExchangeInstID']:
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspQryInvestor(self, data, error, n, last):
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"""投资者查询回报"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspQryTradingCode(self, data, error, n, last):
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"""交易编码查询回报"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspQryTradingAccount(self, data, error, n, last):
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"""资金账户查询回报"""
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print_dict(data)
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print_dict(error)
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self.accountID = data['AccountID']
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#----------------------------------------------------------------------
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@simple_log
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def onRspQryDepthMarketData(self, data, error, n, last):
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"""行情查询回报"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspQryBondInterest(self, data, error, n, last):
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"""债券利息查询回报"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspQryMarketRationInfo(self, data, error, n, last):
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"""市值配售查询回报"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspQryInstrumentCommissionRate(self, data, error, n, last):
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"""合约手续费查询回报"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspQryETFInstrument(self, data, error, n, last):
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"""ETF基金查询回报"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspQryETFBasket(self, data, error, n, last):
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"""ETF股票篮查询回报"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspQryOFInstrument(self, data, error, n, last):
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"""OF合约查询回报"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspQrySFInstrument(self, data, error, n, last):
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"""SF合约查询回报"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspQryOrder(self, data, error, n, last):
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"""报单查询回报"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspQryTrade(self, data, error, n, last):
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"""成交查询回报"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspQryInvestorPosition(self, data, error, n, last):
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"""持仓查询回报"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRtnOrder(self, data):
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"""报单回报"""
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print_dict(data)
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#----------------------------------------------------------------------
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@simple_log
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def onRtnTrade(self, data):
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"""成交回报"""
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print_dict(data)
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#----------------------------------------------------------------------
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@simple_log
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def onErrRtnOrderInsert(self, data, error):
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"""发单错误回报（交易所）"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onErrRtnOrderAction(self, data, error):
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"""撤单错误回报（交易所）"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspFundOutByLiber(self, data, error, n, last):
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"""LTS发起出金应答"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRtnFundOutByLiber(self, data):
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"""LTS发起出金通知"""
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print_dict(data)
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#----------------------------------------------------------------------
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@simple_log
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def onErrRtnFundOutByLiber(self, data, error):
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"""LTS发起出金错误回报"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRtnFundInByBank(self, data):
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"""银行发起入金通知"""
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print_dict(data)
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#----------------------------------------------------------------------
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@simple_log
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def onRspQryFundTransferSerial(self, data, error, n, last):
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"""资金转账查询应答"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspFundInterTransfer(self, data, error, n, last):
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"""资金内转应答"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspQryFundInterTransferSerial(self, data, error, n, last):
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"""资金内转流水查询应答"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRtnFundInterTransferSerial(self, data):
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"""资金内转流水通知"""
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print_dict(data)
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#----------------------------------------------------------------------
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@simple_log
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def onErrRtnFundInterTransfer(self, data, error):
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"""资金内转错误回报"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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def main():
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"""主测试函数，出现堵塞时可以考虑使用sleep"""
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reqid = 0
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# 创建Qt应用对象，用于事件循环
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app = QtGui.QApplication(sys.argv)
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# 创建API对象，测试通过
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api = TestTdApi()
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# 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，测试通过
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api.createFtdcTraderApi('')
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# 设置数据流重传方式，测试通过
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api.subscribePrivateTopic(1)
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api.subscribePublicTopic(1)
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# 注册前置机地址，测试通过
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api.registerFront("tcp://211.144.195.163:34505")
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# 初始化api，连接前置机，测试通过
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api.init()
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sleep(0.5)
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# 登陆，测试通过
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loginReq = {} # 创建一个空字典
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loginReq['UserID'] = '' # 参数作为字典键值的方式传入
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loginReq['Password'] = '' # 键名和C++中的结构体成员名对应
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loginReq['BrokerID'] = ''
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reqid = reqid + 1 # 请求数必须保持唯一性
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i = api.reqUserLogin(loginReq, reqid)
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sleep(0.5)
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## 登出，测试通过
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#reqid = reqid + 1
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#i = api.reqUserLogout({}, 1)
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#sleep(0.5)
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## 安全退出，测试通过
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#i = api.exit()
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## 获取交易日，目前输出为空，测试通过
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#day = api.getTradingDay()
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#print 'Trading Day is:' + str(day)
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#sleep(0.5)
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##########################################################
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## 查询交易所，测试通过
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#reqid = reqid + 1
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#i = api.reqQryExchange({}, reqid)
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## 查询合约列表，测试通过
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#reqid = reqid + 1
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#i = api.reqQryInstrument({}, reqid)
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## 查询投资者，测试通过
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#reqid = reqid + 1
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#i = api.reqQryInvestor({}, reqid)
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## 查询交易编码，测试通过
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#reqid = reqid + 1
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#i = api.reqQryTradingCode({}, reqid)
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## 查询交易账户，测试通过
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#reqid = reqid + 1
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#i = api.reqQryTradingAccount({}, reqid)
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#sleep(1.0)
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## 查询行情, 测试失败，C++环境中返回空指针
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#reqid = reqid + 1
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#req = {}
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#req['InstrumentID'] = '600000'
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#i = api.reqQryDepthMarketData(req, reqid)
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## 查询债券利率，测试通过
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#reqid = reqid + 1
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#i = api.reqQryBondInterest({}, reqid)
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## 查询市值配售，测试无反应
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#reqid = reqid + 1
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#i = api.reqQryMarketRationInfo({}, reqid)
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## 查询手续费率, 测试失败，C++环境中返回空指针
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#reqid = reqid + 1
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#req = {}
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#req['InstrumentID'] = '600000'
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#req['ExchangeID'] = 'SSE'
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#req['InvestorID'] = api.userID
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#req['BrokerID'] = api.brokerID
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#i = api.reqQryInstrumentCommissionRate(req, reqid)
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## 查询ETF合约，测试通过
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#reqid = reqid + 1
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#i = api.reqQryETFInstrument({}, reqid)
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## 查询ETF组合，测试通过
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#reqid = reqid + 1
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#i = api.reqQryETFBasket({}, reqid)
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## 查询OF合约，测试通过
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#reqid = reqid + 1
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#i = api.reqQryOFInstrument({}, reqid)
|
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|
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## 查询SF合约，测试通过
|
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#reqid = reqid + 1
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#i = api.reqQrySFInstrument({}, reqid)
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######################################################
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# 以下三个未测试
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## 查询发单, 测试通过
|
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#reqid = reqid + 1
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#req = {}
|
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#req['BrokerID'] = api.brokerID
|
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#req['InvestorID'] = api.userID
|
||
#i = api.reqQryOrder(req, reqid)
|
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#sleep(2.0)
|
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|
||
## 查询成交, 测试通过
|
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#reqid = reqid + 1
|
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#req = {}
|
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#req['BrokerID'] = api.brokerID
|
||
#req['InvestorID'] = api.userID
|
||
#i = api.reqQryTrade(req, reqid)
|
||
#sleep(2.0)
|
||
|
||
## 查询持仓，测试通过
|
||
#reqid = reqid + 1
|
||
#req = {}
|
||
#req['BrokerID'] = api.brokerID
|
||
#req['InvestorID'] = api.userID
|
||
#i = api.reqQryInvestorPosition(req, reqid)
|
||
#sleep(2.0)
|
||
|
||
################################################
|
||
## 更新行情密码，测试通过
|
||
#reqid = reqid + 1
|
||
#req = {}
|
||
#req['UserID'] = api.userID
|
||
#req['BrokerID'] = api.brokerID
|
||
#req['NewPassword'] = "624001X"
|
||
#req['OldPassword'] = "624001X"
|
||
#i = api.reqUserPasswordUpdate(req, reqid)
|
||
|
||
## 更新交易密码，测试有反应，但报错
|
||
## 应当无需更新，因为登陆直接使用user密码
|
||
## 获取api.accountID需要先查询交易账户reqQryTradingAccount
|
||
#reqid = reqid + 1
|
||
#req = {}
|
||
#req['AccountID'] = api.accountID
|
||
#req['BrokerID'] = api.brokerID
|
||
#req['NewPassword'] = "624001X"
|
||
#req['OldPassword'] = "624001X"
|
||
#i = api.reqTradingAccountPasswordUpdate(req, reqid)
|
||
|
||
################################################
|
||
## 发单测试, 测试通过
|
||
#reqid = reqid + 1
|
||
#req = {}
|
||
#req['InvestorID'] = api.userID
|
||
#req['UserID'] = api.userID
|
||
#req['BrokerID'] = api.brokerID
|
||
#req['InstrumentID'] = '11000061'
|
||
#req['ExchangeID'] = 'SSE'
|
||
#req['OrderPriceType'] = defineDict['SECURITY_FTDC_OPT_LimitPrice']
|
||
#req['LimitPrice'] = '0.1850'
|
||
#req['VolumeTotalOriginal'] = 1
|
||
#req['Direction'] = defineDict['SECURITY_FTDC_D_Buy']
|
||
#req['CombOffsetFlag'] = defineDict['SECURITY_FTDC_OF_Open']
|
||
#req['OrderRef'] = '1'
|
||
#req['CombHedgeFlag'] = defineDict['SECURITY_FTDC_HF_Speculation']
|
||
#req['ContingentCondition'] = defineDict['SECURITY_FTDC_CC_Immediately']
|
||
#req['ForceCloseReason'] = defineDict['SECURITY_FTDC_FCC_NotForceClose']
|
||
#req['IsAutoSuspend'] = 0
|
||
#req['UserForceClose'] = 0
|
||
#req['TimeCondition'] = defineDict['SECURITY_FTDC_TC_GFD']
|
||
#req['VolumeCondition'] = defineDict['SECURITY_FTDC_VC_AV']
|
||
#req['MinVolume'] = 1
|
||
#i = api.reqOrderInsert(req, reqid)
|
||
#sleep(1.0)
|
||
|
||
## 撤单测试，测试通过
|
||
#reqid = reqid + 1
|
||
#req = {}
|
||
#req['InstrumentID'] = '11000061'
|
||
#req['ExchangeID'] = 'SSE'
|
||
#req['OrderRef'] = '1'
|
||
#req['ActionFlag'] = defineDict['SECURITY_FTDC_AF_Delete']
|
||
#req['BrokerID'] = api.brokerID
|
||
#req['InvestorID'] = api.userID
|
||
#req['FrontID'] = api.frontID
|
||
#req['SessionID'] = api.sessionID
|
||
#i = api.reqOrderAction(req, reqid)
|
||
|
||
################################################
|
||
## 测试资金转出，未测试
|
||
#reqid = reqid + 1
|
||
#i = api.reqFundOutByLiber({}, reqid)
|
||
|
||
## 测试资金内转，未测试
|
||
#reqid = reqid + 1
|
||
#i = api. reqFundInterTransfer({}, reqid)
|
||
|
||
## 测试查询账户转账流水，未测试
|
||
#reqid = reqid + 1
|
||
#i = api.reqQryFundTransferSerial({}, reqid)
|
||
|
||
## 测试查询内部账户转账流水，未测试
|
||
#reqid = reqid + 1
|
||
#i = api.reqQryFundInterTransferSerial({}, reqid)
|
||
|
||
|
||
|
||
|
||
|
||
# 连续运行
|
||
app.exec_()
|
||
|
||
|
||
|
||
if __name__ == '__main__':
|
||
main()
|