def fetch_instruments_by_exchange(self, exchange_id):
'''不能单独用exchange_id,因此没有意义
'''
req = ApiStruct.QryInstrument(ExchangeID=exchange_id, )
self.requestid += 1
r = self.ReqQryInstrument(req, self.requestid)
print u'A:查询合约, 函数发出返回值:%s' % r
def fetch_investor_position(self, instrument_id):
#获取合约的当前持仓
print u'A:获取合约%s的当前持仓..' % (instrument_id, )
req = ApiStruct.QryInvestorPosition(BrokerID=self.broker_id,
InvestorID=self.investor_id,
InstrumentID=instrument_id)
self.requestid += 1
r = self.ReqQryInvestorPosition(req, self.requestid)
def sendOrder(self, req):
"""发单"""
self.requestid += 1
req['InvestorID'] = self.investor_id
req['UserID'] = self.investor_id
req['BrokerID'] = self.broker_id
req_data = ApiStruct.InputOrder(**req)
self.ReqOrderInsert(req_data, self.requestid)
def fetch_trading_account(self):
#获取资金帐户
print u'A:获取资金帐户..'
req = ApiStruct.QryTradingAccount(BrokerID=self.broker_id,
InvestorID=self.investor_id)
self.requestid += 1
r = self.ReqQryTradingAccount(req, self.requestid)
def fetch_instrument_marginrate(self, instrument_id):
req = ApiStruct.QryInstrumentMarginRate(
BrokerID=self.broker_id,
InvestorID=self.investor_id,
InstrumentID=instrument_id,
HedgeFlag=ApiStruct.HF_Speculation)
self.requestid += 1
r = self.ReqQryInstrumentMarginRate(req, self.requestid)
print u'A:查询保证金率%s, 函数发出返回值:%s' % (instrument_id, r)
def query_settlement_info(self):
#不填日期表示取上一天结算单,并在响应函数中确认
#print u'TD:取上一日结算单信息并确认,BrokerID=%s,investorID=%s' % (self.broker_id,self.investor_id)
req = ApiStruct.QrySettlementInfo(BrokerID=self.broker_id,
InvestorID=self.investor_id,
TradingDay=u'')
#print req.BrokerID,req.InvestorID,req.TradingDay
#time.sleep(0.5)
self.requestid += 1
self.ReqQrySettlementInfo(req, self.requestid)
def fetch_investor_position_detail(self, instrument_id):
'''
获取合约的当前持仓明细，目前没用
'''
print u'A:获取合约%s的当前持仓..' % (instrument_id, )
req = ApiStruct.QryInvestorPositionDetail(BrokerID=self.broker_id,
InvestorID=self.investor_id,
InstrumentID=instrument_id)
self.requestid += 1
r = self.ReqQryInvestorPositionDetail(req, self.requestid)
def fetch_trade(self, t_start='09:00:00', t_end='15:15:00'):
req = ApiStruct.QryTrade(
BrokerID=self.broker_id,
InvestorID=self.investor_id,
InstrumentID='',
ExchangeID='', #交易所代码, char[9]
#TradeID = '', #报单编号, char[21]
TradeTimeStart='', #开始时间, char[9]
TradeTimeEnd='', #结束时间, char[9]
)
self.requestid += 1
r = self.ReqQryTrade(req, self.requestid)
def fetch_order(self, t_start='09:00:00', t_end='15:15:00'):
req = ApiStruct.QryOrder(
BrokerID=self.broker_id,
InvestorID=self.investor_id,
InstrumentID='',
ExchangeID='', #交易所代码, char[9]
#OrderSysID = '', #报单编号, char[21]
InsertTimeStart='', #开始时间, char[9]
InsertTimeEnd='', #结束时间, char[9]
)
self.requestid += 1
r = self.ReqQryOrder(req, self.requestid)
def query_settlement_confirm(self):
req = ApiStruct.QrySettlementInfoConfirm(BrokerID=self.broker_id,
InvestorID=self.investor_id)
self.requestid += 1
self.ReqQrySettlementInfoConfirm(req, self.requestid)
def user_login(self, broker_id, investor_id, passwd):
req = ApiStruct.ReqUserLogin(BrokerID=broker_id,
UserID=investor_id,
Password=passwd)
self.requestid += 1
r = self.ReqUserLogin(req, self.requestid)
def fetch_instrument(self, instrument_id):
req = ApiStruct.QryInstrument(InstrumentID=instrument_id, )
self.requestid += 1
r = self.ReqQryInstrument(req, self.requestid)
print u'A:查询合约, 函数发出返回值:%s' % r
def queryDepthMarketData(self, instrument):
req = ApiStruct.QryDepthMarketData(InstrumentID=instrument)
self.requestid = self.requestid + 1
self.ReqQryDepthMarketData(req, self.requestid)
def confirm_settlement_info(self):
#print u'TD-CSI:准备确认结算单'
req = ApiStruct.SettlementInfoConfirm(BrokerID=self.broker_id,
InvestorID=self.investor_id)
self.requestid += 1
self.ReqSettlementInfoConfirm(req, self.requestid)
def user_login(self, broker_id, investor_id, passwd):
req = ApiStruct.ReqUserLogin(BrokerID=broker_id,
UserID=investor_id,
Password=passwd)
r = self.ReqUserLogin(req, self.inc_request_id())
