Beispiel #1
0
 def __init__(self, userid, password, brokerid, RegisterFront, product_info,
              app_id, auth_code):
     # 创建 Trade 的类
     self.t = Trade()
     # 建立好 帐户类
     self.userid = userid
     self.password = password
     self.brokerid = brokerid
     self.product_info = product_info
     self.auth_code = auth_code
     self.app_id = app_id
     api = self.t.CreateApi()
     spi = self.t.CreateSpi()
     self.t.RegisterSpi(spi)
     self.t.OnFrontConnected = self.onFrontConnected  # 交易服务器登陆相应
     self.t.OnFrontDisconnected = self.onFrontDisconnected  # 交易服务器断开连接的情况
     self.t.OnRspAuthenticate = self.onRspAuthenticate  # 申请码检验
     self.t.OnRspUserLogin = self.onRspUserLogin  # 用户登陆
     self.t.OnRspUserLogout = self.onRspUserLogout  # 用户登出
     self.t.OnRspQryDepthMarketData = self.onRspQryDepthMarketData  # 查询涨跌停
     self.t.OnRtnInstrumentStatus = self.onRtnInstrumentStatus
     self.t.OnRspQryInstrument = self.onRspQryInstrument
     self.t.OnErrRtnOrderInsert = self.onErrRtnOrderInsert
     self.t.OnRtnOrder = self.onRtnOrder
     self.t.OnRtnTrade = self.onRtnTrade
     self.t.RegCB()
     self.t.RegisterFront(RegisterFront)
     self.t.Init()
     self.isLogin = False
Beispiel #2
0
 def __init__(self, userid, password, brokerid, RegisterFront, product_info,
              app_id, auth_code):
     # 初始化账号
     self.t = Trade()
     self.userid = userid
     self.password = password
     self.brokerid = brokerid
     self.product_info = product_info
     self.app_id = app_id
     self.auth_code = auth_code
     api = self.t.CreateApi()
     spi = self.t.CreateSpi()
     self.t.RegisterSpi(spi)
     self.t.OnFrontConnected = self.onFrontConnected  # 交易服务器登陆相应
     self.t.OnFrontDisconnected = self.onFrontDisconnected
     self.t.OnRspAuthenticate = self.onRspAuthenticate  # 申请码检验
     self.t.OnRspUserLogin = self.onRspUserLogin  # 用户登陆
     self.t.OnRspUserLogout = self.onRspUserLogout  # 用户登出
     self.t.OnRtnInstrumentStatus = self.onRtnInstrumentStatus
     self.t.OnRspQryInstrument = self.onRspQryInstrument  # 查询全部交易合约
     self.t.OnRspSettlementInfoConfirm = self.onRspSettlementInfoConfirm  # 结算单确认,显示登陆日期
     self.t.OnRspQryTradingAccount = self.onRspQryTradingAccount  # 查询账户
     self.t.OnRtnOrder = self.onRtnOrder  # 报单
     self.t.OnRtnTrade = self.onRtnTrade  # 成交
     # self.t.OnRspParkedOrderInsert = self.onRspParkedOrderInsert
     self.t.OnErrRtnOrderInsert = self.onErrRtnOrderInsert
     self.t.OnRspQryDepthMarketData = self.onRspQryDepthMarketData  # 查询涨跌停
     self.t.RegCB()
     self.t.RegisterFront(RegisterFront)
     self.t.Init()
     self.islogin = False
Beispiel #3
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 def __init__(self):
     self.Session = ''
     self.q = Quote()
     self.t = Trade()
     self.req = 0
     self.ordered = False
     self.needAuth = False
     self.RelogEnable = True
Beispiel #4
0
 def __init__(self, address, broker, investor, passwd):
     self.Session = ''
     dllpath = os.path.join(
         os.path.split(os.path.realpath(__file__))[0], '..', 'dll')
     self.t = Trade(
         os.path.join(
             dllpath, 'ctp_trade.' +
             ('dll' if 'Windows' in platform.system() else 'so')))
     self.address = address
     self.broker = broker
     self.investor = investor
     self.pwd = passwd
     self.RelogEnable = True
     self.req = 0
Beispiel #5
0
 def __init__(self):
     self.Session = ''
     dllpath = os.path.join(
         os.path.split(os.path.realpath(__file__))[0], '..', 'dll')
     self.q = Quote(
         os.path.join(
             dllpath, 'ctp_quote.' +
             ('dll' if 'Windows' in platform.system() else 'so')))
     self.t = Trade(
         os.path.join(
             dllpath, 'ctp_trade.' +
             ('dll' if 'Windows' in platform.system() else 'so')))
     self.req = 0
     self.ordered = False
     self.needAuth = False
     self.RelogEnable = True
Beispiel #6
0
    def __init__(self, dll_relative_path: str = 'dll'):
        self.front_address = ''
        self.investor = ''
        self.password = ''
        self.broker = ''
        self.logined = False
        self.tradingday = ''

        self.instruments = {}
        self.orders = {}
        self.trades = {}
        self.account: TradingAccount = None
        self.positions = {}
        self.instrument_status = {}

        self._req = 0
        self._session = ''
        self._orderid_sysid = {}
        self._posi = []

        self.t = Trade(os.path.join(os.getcwd(), dll_relative_path, 'ctp_trade.' + ('dll' if 'Windows' in platform.system() else 'so')))