vnpy/vn.qdp/pyscript/qdp_td_function.cpp
chenxy123 b91f0dba61 增加vn.qdp模块,感谢国富期货的贡献!
QDP相关的代码尚未测试完成
2016-12-07 21:11:34 +08:00

433 lines
16 KiB
C++

int TdApi::reqUserLogin(dict req, int nRequestID)
{
CQdpFtdcReqUserLoginField myreq = CQdpFtdcReqUserLoginField();
memset(&myreq, 0, sizeof(myreq));
getStr(req, "MacAddress", myreq.MacAddress);
getStr(req, "UserProductInfo", myreq.UserProductInfo);
getStr(req, "UserID", myreq.UserID);
getInt(req, "DataCenterID", &myreq.DataCenterID);
getStr(req, "TradingDay", myreq.TradingDay);
getStr(req, "InterfaceProductInfo", myreq.InterfaceProductInfo);
getStr(req, "BrokerID", myreq.BrokerID);
getStr(req, "ClientIPAddress", myreq.ClientIPAddress);
getStr(req, "OneTimePassword", myreq.OneTimePassword);
getStr(req, "ProtocolInfo", myreq.ProtocolInfo);
getStr(req, "Password", myreq.Password);
getStr(req, "IPAddress", myreq.IPAddress);
int i = this->api->ReqUserLogin(&myreq, nRequestID);
return i;
};
int TdApi::reqUserLogout(dict req, int nRequestID)
{
CQdpFtdcReqUserLogoutField myreq = CQdpFtdcReqUserLogoutField();
memset(&myreq, 0, sizeof(myreq));
getStr(req, "UserID", myreq.UserID);
getStr(req, "BrokerID", myreq.BrokerID);
int i = this->api->ReqUserLogout(&myreq, nRequestID);
return i;
};
int TdApi::reqUserPasswordUpdate(dict req, int nRequestID)
{
CQdpFtdcUserPasswordUpdateField myreq = CQdpFtdcUserPasswordUpdateField();
memset(&myreq, 0, sizeof(myreq));
getStr(req, "UserID", myreq.UserID);
getStr(req, "NewPassword", myreq.NewPassword);
getStr(req, "OldPassword", myreq.OldPassword);
getStr(req, "BrokerID", myreq.BrokerID);
int i = this->api->ReqUserPasswordUpdate(&myreq, nRequestID);
return i;
};
int TdApi::reqOrderInsert(dict req, int nRequestID)
{
CQdpFtdcInputOrderField myreq = CQdpFtdcInputOrderField();
memset(&myreq, 0, sizeof(myreq));
getInt(req, "IsAutoSuspend", &myreq.IsAutoSuspend);
getChar(req, "HedgeFlag", &myreq.HedgeFlag);
getDouble(req, "LimitPrice", &myreq.LimitPrice);
getChar(req, "Direction", &myreq.Direction);
getChar(req, "OffsetFlag", &myreq.OffsetFlag);
getStr(req, "UserOrderLocalID", myreq.UserOrderLocalID);
getInt(req, "Volume", &myreq.Volume);
getChar(req, "OrderPriceType", &myreq.OrderPriceType);
getChar(req, "TimeCondition", &myreq.TimeCondition);
getStr(req, "OrderSysID", myreq.OrderSysID);
getDouble(req, "StopPrice", &myreq.StopPrice);
getStr(req, "InstrumentID", myreq.InstrumentID);
getStr(req, "ExchangeID", myreq.ExchangeID);
getInt(req, "MinVolume", &myreq.MinVolume);
getChar(req, "ForceCloseReason", &myreq.ForceCloseReason);
getStr(req, "UserID", myreq.UserID);
getStr(req, "BrokerID", myreq.BrokerID);
getChar(req, "BusinessType", &myreq.BusinessType);
getStr(req, "GTDDate", myreq.GTDDate);
getStr(req, "BranchID", myreq.BranchID);
getStr(req, "BusinessUnit", myreq.BusinessUnit);
getStr(req, "UserCustom", myreq.UserCustom);
getStr(req, "InvestorID", myreq.InvestorID);
getChar(req, "VolumeCondition", &myreq.VolumeCondition);
getInt(req, "RecNum", &myreq.RecNum);
int i = this->api->ReqOrderInsert(&myreq, nRequestID);
return i;
};
int TdApi::reqOrderAction(dict req, int nRequestID)
{
CQdpFtdcOrderActionField myreq = CQdpFtdcOrderActionField();
memset(&myreq, 0, sizeof(myreq));
getStr(req, "InstrumentID", myreq.InstrumentID);
getStr(req, "ExchangeID", myreq.ExchangeID);
getChar(req, "ActionFlag", &myreq.ActionFlag);
getStr(req, "UserOrderActionLocalID", myreq.UserOrderActionLocalID);
getStr(req, "UserOrderLocalID", myreq.UserOrderLocalID);
getStr(req, "UserID", myreq.UserID);
getDouble(req, "LimitPrice", &myreq.LimitPrice);
getStr(req, "InvestorID", myreq.InvestorID);
getInt(req, "SessionID", &myreq.SessionID);
getStr(req, "BrokerID", myreq.BrokerID);
getInt(req, "VolumeChange", &myreq.VolumeChange);
getStr(req, "OrderSysID", myreq.OrderSysID);
getInt(req, "FrontID", &myreq.FrontID);
getInt(req, "RecNum", &myreq.RecNum);
int i = this->api->ReqOrderAction(&myreq, nRequestID);
return i;
};
int TdApi::reqFromBankToFutureByFuture(dict req, int nRequestID)
{
CQdpFtdcReqTransferField myreq = CQdpFtdcReqTransferField();
memset(&myreq, 0, sizeof(myreq));
getStr(req, "VerifyCertNoFlag", myreq.VerifyCertNoFlag);
getStr(req, "BrokerBranchID", myreq.BrokerBranchID);
getStr(req, "UserID", myreq.UserID);
getStr(req, "BankPassWord", myreq.BankPassWord);
getInt(req, "FutureSerial", &myreq.FutureSerial);
getStr(req, "BankBrchID", myreq.BankBrchID);
getInt(req, "TID", &myreq.TID);
getStr(req, "AccountID", myreq.AccountID);
getStr(req, "BankAccount", myreq.BankAccount);
getInt(req, "InstallID", &myreq.InstallID);
getStr(req, "CustomerName", myreq.CustomerName);
getStr(req, "Currency", myreq.Currency);
getStr(req, "TradeCode", myreq.TradeCode);
getInt(req, "SessionID", &myreq.SessionID);
getStr(req, "BankID", myreq.BankID);
getInt(req, "PlateSerial", &myreq.PlateSerial);
getChar(req, "BankPwdFlag", &myreq.BankPwdFlag);
getInt(req, "RequestID", &myreq.RequestID);
getStr(req, "CustType", myreq.CustType);
getStr(req, "BankCodingForFuture", myreq.BankCodingForFuture);
getStr(req, "IdentifiedCardNo", myreq.IdentifiedCardNo);
getChar(req, "FeePayFlag", &myreq.FeePayFlag);
getStr(req, "BankSerial", myreq.BankSerial);
getStr(req, "OperNo", myreq.OperNo);
getStr(req, "TradingDay", myreq.TradingDay);
getStr(req, "BankSecuAcc", myreq.BankSecuAcc);
getStr(req, "BrokerID", myreq.BrokerID);
getStr(req, "DeviceID", myreq.DeviceID);
getChar(req, "TransferStatus", &myreq.TransferStatus);
getStr(req, "IdCardType", myreq.IdCardType);
getStr(req, "Password", myreq.Password);
getDouble(req, "FutureFetchAmount", &myreq.FutureFetchAmount);
getStr(req, "TradeDate", myreq.TradeDate);
getDouble(req, "BrokerFee", &myreq.BrokerFee);
getChar(req, "BankAccType", &myreq.BankAccType);
getChar(req, "LastFragment", &myreq.LastFragment);
getStr(req, "TradingTime", myreq.TradingTime);
getStr(req, "InvestorID", myreq.InvestorID);
getChar(req, "BankSecuAccType", &myreq.BankSecuAccType);
getChar(req, "SecuPwdFlag", &myreq.SecuPwdFlag);
getStr(req, "Message", myreq.Message);
getDouble(req, "CustFee", &myreq.CustFee);
getDouble(req, "TradeAmount", &myreq.TradeAmount);
getStr(req, "Digest", myreq.Digest);
int i = this->api->ReqFromBankToFutureByFuture(&myreq, nRequestID);
return i;
};
int TdApi::reqFromFutureToBankByFuture(dict req, int nRequestID)
{
CQdpFtdcReqTransferField myreq = CQdpFtdcReqTransferField();
memset(&myreq, 0, sizeof(myreq));
getStr(req, "VerifyCertNoFlag", myreq.VerifyCertNoFlag);
getStr(req, "BrokerBranchID", myreq.BrokerBranchID);
getStr(req, "UserID", myreq.UserID);
getStr(req, "BankPassWord", myreq.BankPassWord);
getInt(req, "FutureSerial", &myreq.FutureSerial);
getStr(req, "BankBrchID", myreq.BankBrchID);
getInt(req, "TID", &myreq.TID);
getStr(req, "AccountID", myreq.AccountID);
getStr(req, "BankAccount", myreq.BankAccount);
getInt(req, "InstallID", &myreq.InstallID);
getStr(req, "CustomerName", myreq.CustomerName);
getStr(req, "Currency", myreq.Currency);
getStr(req, "TradeCode", myreq.TradeCode);
getInt(req, "SessionID", &myreq.SessionID);
getStr(req, "BankID", myreq.BankID);
getInt(req, "PlateSerial", &myreq.PlateSerial);
getChar(req, "BankPwdFlag", &myreq.BankPwdFlag);
getInt(req, "RequestID", &myreq.RequestID);
getStr(req, "CustType", myreq.CustType);
getStr(req, "BankCodingForFuture", myreq.BankCodingForFuture);
getStr(req, "IdentifiedCardNo", myreq.IdentifiedCardNo);
getChar(req, "FeePayFlag", &myreq.FeePayFlag);
getStr(req, "BankSerial", myreq.BankSerial);
getStr(req, "OperNo", myreq.OperNo);
getStr(req, "TradingDay", myreq.TradingDay);
getStr(req, "BankSecuAcc", myreq.BankSecuAcc);
getStr(req, "BrokerID", myreq.BrokerID);
getStr(req, "DeviceID", myreq.DeviceID);
getChar(req, "TransferStatus", &myreq.TransferStatus);
getStr(req, "IdCardType", myreq.IdCardType);
getStr(req, "Password", myreq.Password);
getDouble(req, "FutureFetchAmount", &myreq.FutureFetchAmount);
getStr(req, "TradeDate", myreq.TradeDate);
getDouble(req, "BrokerFee", &myreq.BrokerFee);
getChar(req, "BankAccType", &myreq.BankAccType);
getChar(req, "LastFragment", &myreq.LastFragment);
getStr(req, "TradingTime", myreq.TradingTime);
getStr(req, "InvestorID", myreq.InvestorID);
getChar(req, "BankSecuAccType", &myreq.BankSecuAccType);
getChar(req, "SecuPwdFlag", &myreq.SecuPwdFlag);
getStr(req, "Message", myreq.Message);
getDouble(req, "CustFee", &myreq.CustFee);
getDouble(req, "TradeAmount", &myreq.TradeAmount);
getStr(req, "Digest", myreq.Digest);
int i = this->api->ReqFromFutureToBankByFuture(&myreq, nRequestID);
return i;
};
int TdApi::reqQryOrder(dict req, int nRequestID)
{
CQdpFtdcQryOrderField myreq = CQdpFtdcQryOrderField();
memset(&myreq, 0, sizeof(myreq));
getStr(req, "InstrumentID", myreq.InstrumentID);
getStr(req, "ExchangeID", myreq.ExchangeID);
getStr(req, "UserID", myreq.UserID);
getStr(req, "InvestorID", myreq.InvestorID);
getStr(req, "BrokerID", myreq.BrokerID);
getStr(req, "OrderSysID", myreq.OrderSysID);
int i = this->api->ReqQryOrder(&myreq, nRequestID);
return i;
};
int TdApi::reqQryTrade(dict req, int nRequestID)
{
CQdpFtdcQryTradeField myreq = CQdpFtdcQryTradeField();
memset(&myreq, 0, sizeof(myreq));
getStr(req, "InstrumentID", myreq.InstrumentID);
getStr(req, "ExchangeID", myreq.ExchangeID);
getStr(req, "TradeID", myreq.TradeID);
getStr(req, "UserID", myreq.UserID);
getStr(req, "InvestorID", myreq.InvestorID);
getStr(req, "BrokerID", myreq.BrokerID);
int i = this->api->ReqQryTrade(&myreq, nRequestID);
return i;
};
int TdApi::reqQryUserInvestor(dict req, int nRequestID)
{
CQdpFtdcQryUserInvestorField myreq = CQdpFtdcQryUserInvestorField();
memset(&myreq, 0, sizeof(myreq));
getStr(req, "UserID", myreq.UserID);
getStr(req, "BrokerID", myreq.BrokerID);
int i = this->api->ReqQryUserInvestor(&myreq, nRequestID);
return i;
};
int TdApi::reqQryInvestorAccount(dict req, int nRequestID)
{
CQdpFtdcQryInvestorAccountField myreq = CQdpFtdcQryInvestorAccountField();
memset(&myreq, 0, sizeof(myreq));
getStr(req, "UserID", myreq.UserID);
getStr(req, "BrokerID", myreq.BrokerID);
getStr(req, "InvestorID", myreq.InvestorID);
int i = this->api->ReqQryInvestorAccount(&myreq, nRequestID);
return i;
};
int TdApi::reqQryInstrument(dict req, int nRequestID)
{
CQdpFtdcQryInstrumentField myreq = CQdpFtdcQryInstrumentField();
memset(&myreq, 0, sizeof(myreq));
getStr(req, "InstrumentID", myreq.InstrumentID);
getStr(req, "ExchangeID", myreq.ExchangeID);
getStr(req, "ProductID", myreq.ProductID);
int i = this->api->ReqQryInstrument(&myreq, nRequestID);
return i;
};
int TdApi::reqQryExchange(dict req, int nRequestID)
{
CQdpFtdcQryExchangeField myreq = CQdpFtdcQryExchangeField();
memset(&myreq, 0, sizeof(myreq));
getStr(req, "ExchangeID", myreq.ExchangeID);
int i = this->api->ReqQryExchange(&myreq, nRequestID);
return i;
};
int TdApi::reqQryInvestorPosition(dict req, int nRequestID)
{
CQdpFtdcQryInvestorPositionField myreq = CQdpFtdcQryInvestorPositionField();
memset(&myreq, 0, sizeof(myreq));
getStr(req, "InstrumentID", myreq.InstrumentID);
getStr(req, "UserID", myreq.UserID);
getStr(req, "ExchangeID", myreq.ExchangeID);
getStr(req, "BrokerID", myreq.BrokerID);
getStr(req, "InvestorID", myreq.InvestorID);
int i = this->api->ReqQryInvestorPosition(&myreq, nRequestID);
return i;
};
int TdApi::reqSubscribeTopic(dict req, int nRequestID)
{
CQdpFtdcDisseminationField myreq = CQdpFtdcDisseminationField();
memset(&myreq, 0, sizeof(myreq));
getInt(req, "SequenceNo", &myreq.SequenceNo);
getInt(req, "SequenceSeries", &myreq.SequenceSeries);
int i = this->api->ReqSubscribeTopic(&myreq, nRequestID);
return i;
};
int TdApi::reqQryTopic(dict req, int nRequestID)
{
CQdpFtdcDisseminationField myreq = CQdpFtdcDisseminationField();
memset(&myreq, 0, sizeof(myreq));
getInt(req, "SequenceNo", &myreq.SequenceNo);
getInt(req, "SequenceSeries", &myreq.SequenceSeries);
int i = this->api->ReqQryTopic(&myreq, nRequestID);
return i;
};
int TdApi::reqQryInvestorFee(dict req, int nRequestID)
{
CQdpFtdcQryInvestorFeeField myreq = CQdpFtdcQryInvestorFeeField();
memset(&myreq, 0, sizeof(myreq));
getStr(req, "InstrumentID", myreq.InstrumentID);
getStr(req, "ExchangeID", myreq.ExchangeID);
getChar(req, "HedgeFlag", &myreq.HedgeFlag);
getStr(req, "UserID", myreq.UserID);
getStr(req, "InvestorID", myreq.InvestorID);
getStr(req, "BrokerID", myreq.BrokerID);
int i = this->api->ReqQryInvestorFee(&myreq, nRequestID);
return i;
};
int TdApi::reqQryInvestorMargin(dict req, int nRequestID)
{
CQdpFtdcQryInvestorMarginField myreq = CQdpFtdcQryInvestorMarginField();
memset(&myreq, 0, sizeof(myreq));
getStr(req, "InstrumentID", myreq.InstrumentID);
getStr(req, "ExchangeID", myreq.ExchangeID);
getChar(req, "HedgeFlag", &myreq.HedgeFlag);
getStr(req, "UserID", myreq.UserID);
getStr(req, "InvestorID", myreq.InvestorID);
getStr(req, "BrokerID", myreq.BrokerID);
int i = this->api->ReqQryInvestorMargin(&myreq, nRequestID);
return i;
};
int TdApi::reqQryExchangeDiffTime(dict req, int nRequestID)
{
CQdpFtdcQryExchangeDiffTimeField myreq = CQdpFtdcQryExchangeDiffTimeField();
memset(&myreq, 0, sizeof(myreq));
getStr(req, "ExchangeID", myreq.ExchangeID);
int i = this->api->ReqQryExchangeDiffTime(&myreq, nRequestID);
return i;
};
int TdApi::reqQryContractBank(dict req, int nRequestID)
{
CQdpFtdcQryContractBankField myreq = CQdpFtdcQryContractBankField();
memset(&myreq, 0, sizeof(myreq));
getStr(req, "InvestorID", myreq.InvestorID);
getStr(req, "UserID", myreq.UserID);
getStr(req, "Currency", myreq.Currency);
getStr(req, "BrokerID", myreq.BrokerID);
getStr(req, "BankBrchID", myreq.BankBrchID);
getStr(req, "BankID", myreq.BankID);
int i = this->api->ReqQryContractBank(&myreq, nRequestID);
return i;
};
int TdApi::reqQueryBankAccountMoneyByFuture(dict req, int nRequestID)
{
CQdpFtdcReqQueryAccountField myreq = CQdpFtdcReqQueryAccountField();
memset(&myreq, 0, sizeof(myreq));
getStr(req, "VerifyCertNoFlag", myreq.VerifyCertNoFlag);
getStr(req, "BrokerBranchID", myreq.BrokerBranchID);
getStr(req, "UserID", myreq.UserID);
getStr(req, "BankPassWord", myreq.BankPassWord);
getStr(req, "TradeTime", myreq.TradeTime);
getStr(req, "BankBrchID", myreq.BankBrchID);
getInt(req, "TID", &myreq.TID);
getStr(req, "AccountID", myreq.AccountID);
getStr(req, "BankAccount", myreq.BankAccount);
getInt(req, "InstallID", &myreq.InstallID);
getStr(req, "CustomerName", myreq.CustomerName);
getStr(req, "Currency", myreq.Currency);
getStr(req, "TradeCode", myreq.TradeCode);
getInt(req, "SessionID", &myreq.SessionID);
getStr(req, "BankID", myreq.BankID);
getStr(req, "Password", myreq.Password);
getChar(req, "BankPwdFlag", &myreq.BankPwdFlag);
getInt(req, "RequestID", &myreq.RequestID);
getStr(req, "CustType", myreq.CustType);
getStr(req, "BankCodingForFuture", myreq.BankCodingForFuture);
getStr(req, "IdentifiedCardNo", myreq.IdentifiedCardNo);
getStr(req, "BankSerial", myreq.BankSerial);
getStr(req, "OperNo", myreq.OperNo);
getStr(req, "TradingDay", myreq.TradingDay);
getStr(req, "BankSecuAcc", myreq.BankSecuAcc);
getStr(req, "BrokerID", myreq.BrokerID);
getStr(req, "DeviceID", myreq.DeviceID);
getStr(req, "IdCardType", myreq.IdCardType);
getInt(req, "PlateSerial", &myreq.PlateSerial);
getStr(req, "TradeDate", myreq.TradeDate);
getChar(req, "BankAccType", &myreq.BankAccType);
getChar(req, "LastFragment", &myreq.LastFragment);
getInt(req, "FutureSerial", &myreq.FutureSerial);
getStr(req, "InvestorID", myreq.InvestorID);
getChar(req, "BankSecuAccType", &myreq.BankSecuAccType);
getChar(req, "SecuPwdFlag", &myreq.SecuPwdFlag);
getStr(req, "Digest", myreq.Digest);
int i = this->api->ReqQueryBankAccountMoneyByFuture(&myreq, nRequestID);
return i;
};
int TdApi::reqQryTransferSerial(dict req, int nRequestID)
{
CQdpFtdcQryTransferSerialField myreq = CQdpFtdcQryTransferSerialField();
memset(&myreq, 0, sizeof(myreq));
getStr(req, "InvestorID", myreq.InvestorID);
getStr(req, "UserID", myreq.UserID);
getStr(req, "Currency", myreq.Currency);
getStr(req, "BrokerID", myreq.BrokerID);
getStr(req, "BankID", myreq.BankID);
getStr(req, "AccountID", myreq.AccountID);
int i = this->api->ReqQryTransferSerial(&myreq, nRequestID);
return i;
};
int TdApi::reqQrySGEDeferRate(dict req, int nRequestID)
{
CQdpFtdcQrySGEDeferRateField myreq = CQdpFtdcQrySGEDeferRateField();
memset(&myreq, 0, sizeof(myreq));
getStr(req, "InstrumentID", myreq.InstrumentID);
int i = this->api->ReqQrySGEDeferRate(&myreq, nRequestID);
return i;
};
int TdApi::reqQryMarketData(dict req, int nRequestID)
{
CQdpFtdcQryMarketDataField myreq = CQdpFtdcQryMarketDataField();
memset(&myreq, 0, sizeof(myreq));
getStr(req, "InstrumentID", myreq.InstrumentID);
getStr(req, "ExchangeID", myreq.ExchangeID);
int i = this->api->ReqQryMarketData(&myreq, nRequestID);
return i;
};