class InputOrderAction(unittest.TestCase):
"""
测试InputOrderAction中的相关信息
"""
def setUp(self):
self.InvestorID = b'071001'
self.InstrumentID = b'rb1712'
self.traderapi = MyTraderApi()
self.InputOrderAction=ApiStruct.InputOrderAction
def tearDown(self):
self.traderapi.Release()
def test_login(self):
"""
检查接口 OnFrontConnected
:return:
"""
logger.info(sys._getframe().f_code.co_name)
OnFrontConnected = Mock()
with patch.object(self.traderapi, 'OnFrontConnected', OnFrontConnected):
self.traderapi.RegisterFront()
self.traderapi.Init()
time.sleep(1)
OnFrontConnected.assert_called_once_with()
def test_init(self):
logger.info(sys._getframe().f_code.co_name)
def replaced_method(self, BrokerID, InvestorID, OrderActionRef):
"""替代模块内相应函数"""
logger.info('init called with: %s %s %s %s %s', BrokerID, InvestorID, OrderActionRef, nRequestID, bIsLast)
self.assertEqual(mock_method.call_count, 1)
self.assertEqual(init.BrokerID, b'9999')
self.assertEqual(init.InvestorID, b'071001')
self.assertEqual(init.OrderActionRef, 0)
#self.assertEqual(OrderRef, '')
#self.assertEqual(pRspInfo.ErrorID, 0)
#self.assertEqual(pRspInfo.ErrorMsg, b'CTP:No Error')
self.assertEqual(nRequestID, 0)
self.assertEqual(bIsLast, True)
# mock test
with patch.object(self.InputOrderAction, 'init', Mock(wraps=replaced_method)) as mock_method:
self.traderapi.RegisterFront()
self.traderapi.Init()
time.sleep(1)
self.assertEqual(mock_method.call_count, 1)
class TestMyTraderApi(unittest.TestCase):
"""
MyTraderApi class 的自动化测试案例
"""
def setUp(self):
self.InvestorID = b'071001'
self.InstrumentID = b'rb1712'
self.traderapi = MyTraderApi()
def tearDown(self):
self.traderapi.Release()
def test_OnRspOrderInsert(self):
"""
检查 是否发出报单录入请求
:param pInputOrder:
:param pRspInfo:
:param nRequestID:
:param bIsLast:
:return:
"""
logger.info(sys._getframe().f_code.co_name)
def replaced_method(pInputOrder, pRspInfo, nRequestID, bIsLast):
"""替代模块内相应函数"""
logger.info('OnRspOrderInsert called with: %s %s %s %s', pInputOrder, pRspInfo,
nRequestID, bIsLast)
self.assertEqual(pRspInfo.ErrorID, 0)
self.assertEqual(str(pRspInfo.ErrorMsg, encoding='GBK'), '正确')
self.assertEqual(nRequestID, 1)
self.assertEqual(bIsLast, True)
with patch.object(self.traderapi, 'OnRspOrderInsert', Mock(wraps=replaced_method)) as mock_method:
self.traderapi.RegisterFront()
self.traderapi.Init()
time.sleep(1)
InputOrder=ApiStruct.InputOrder
# RequestID=InputOrder.RequestID
self.traderapi.ReqOrderInsert()
# [InputOrder], [InputOrder.RequestID])
time.sleep(1)
self.assertEqual(mock_method.call_count, 1)
def get_trader_api_and_login():
import logging
from pyctp_api import MyTraderApi
from ctp import ApiStruct
import time
logger = logging.getLogger(__name__)
trader_api = MyTraderApi()
trader_api.RegisterFront()
trader_api.SubscribePrivateTopic(ApiStruct.TERT_QUICK)
trader_api.SubscribePublicTopic(ApiStruct.TERT_QUICK)
trader_api.Init()
# 检查交易端登录情况
logger.info("等待 登录确认")
for _ in range(5):
if trader_api.has_login:
# logger.info("交易端登录成功")
break
else:
time.sleep(1)
else:
logging.warning('交易端登录超时，交易所时间同步可能不准，导致分钟线存在误差')
raise ConnectionRefusedError("登录错误，无法执行后续测试")
return trader_api
def setUp(self):
self.InvestorID = b'071001'
self.InstrumentID = b'rb1712'
self.traderapi = MyTraderApi()
class TestMyTraderApi(unittest.TestCase):
"""
MyTraderApi class 的自动化测试案例
"""
def setUp(self):
self.InvestorID = b'071001'
self.InstrumentID = b'rb1712'
self.traderapi = MyTraderApi()
def tearDown(self):
self.traderapi.Release()
def test_login(self):
"""
检查接口 OnFrontConnected
:return:
"""
logger.info(sys._getframe().f_code.co_name)
OnFrontConnected = Mock()
with patch.object(self.traderapi, 'OnFrontConnected',
OnFrontConnected):
self.traderapi.RegisterFront()
self.traderapi.Init()
time.sleep(1)
OnFrontConnected.assert_called_once_with()
# 交易初始化
def test_OnFrontConnected(self):
"""
检查接口 OnRspUserLogin
:return:
"""
logger.info(sys._getframe().f_code.co_name)
def replaced_method(pRspUserLogin, pRspInfo, nRequestID, bIsLast):
"""替代模块内相应函数"""
logger.info('OnRspUserLogin called with: %s %s %s %s',
pRspUserLogin, pRspInfo, nRequestID, bIsLast)
self.assertEqual(pRspInfo.ErrorID, 0)
# self.assertEqual(str(pRspInfo.ErrorMsg, encoding='GBK'), '正确')
self.assertEqual(nRequestID, 1)
self.assertEqual(bIsLast, True)
# mock test
with patch.object(self.traderapi, 'OnRspUserLogin',
Mock(wraps=replaced_method)) as mock_method:
self.traderapi.RegisterFront()
self.traderapi.Init()
time.sleep(1)
self.traderapi.ReqUserLogin()
time.sleep(0.5)
self.assertEqual(mock_method.call_count, 1)
def test_OnRspError(self):
"""
检查接口 OnRspError
:return:
"""
logger.info(sys._getframe().f_code.co_name)
def replaced_method(pRspInfo, nRequestID, bIsLast):
"""替代模块内相应函数"""
logger.info('OnRspError called with: %s %s %s ', pRspInfo,
nRequestID, bIsLast)
self.assertEqual(self.InstrumentID)
self.assertEqual(pRspInfo.ErrorID, 0)
self.assertEqual(str(pRspInfo.ErrorMsg, encoding='GBK'), '正确')
self.assertEqual(nRequestID, 1)
self.assertEqual(bIsLast, True)
with patch.object(self.traderapi, 'OnRspError',
Mock(wraps=replaced_method)) as mock_method:
self.traderapi.RegisterFront()
self.traderapi.Init()
time.sleep(1)
self.assertEqual(mock_method.call_count, 0) # 这里调用次数为0的时候，可以正常运行
def test_OnRspQrySettlementInfoConfirm(self):
"""
检查 查询结算单确认的日期响应
:return:
"""
logger.info(sys._getframe().f_code.co_name)
def replaced_method(pSettlementInfoConfirm, pRspInfo, nRequestID,
bIsLast):
"""替代模块内相应函数"""
logger.info(
'OnRspQrySettlementInfoConfirm called with: %s %s %s %s',
pSettlementInfoConfirm, pRspInfo, nRequestID, bIsLast)
# Sself.assertEqual(pRspInfo.ErrorID, 0)
# self.assertEqual(str(pRspInfo.ErrorMsg, encoding='GBK'), '正确')
self.assertEqual(nRequestID, 2) # nRequestID 2或是3
self.assertEqual(bIsLast, True)
with patch.object(self.traderapi, 'OnRspQrySettlementInfoConfirm',
Mock(wraps=replaced_method)) as mock_method:
self.traderapi.RegisterFront()
self.traderapi.Init()
time.sleep(1)
self.traderapi.ReqQrySettlementInfoConfirm()
time.sleep(1)
self.assertEqual(mock_method.call_count, 1)
def test_OnRspQrySettlementInfo(self):
"""
检查 查询投资者结算信息响应
:return:
"""
logger.info(sys._getframe().f_code.co_name)
def replaced_method(pSettlementInfo, pRspInfo, nRequestID, bIsLast):
"""替代模块内相应函数"""
logger.info('OnRspQrySettlementInfo called with: %s %s %s %s',
pSettlementInfo, pRspInfo, nRequestID, bIsLast)
# self.assertEqual(pRspInfo.ErrorID, 0)
# self.assertEqual(str(pRspInfo.ErrorMsg, encoding='GBK'), '正确')
self.assertEqual(nRequestID, 3)
self.assertEqual(bIsLast, True)
with patch.object(self.traderapi, 'OnRspQrySettlementInfo',
Mock(wraps=replaced_method)) as mock_method:
self.traderapi.RegisterFront()
self.traderapi.Init()
time.sleep(1)
self.traderapi.ReqQrySettlementInfo()
time.sleep(1)
self.assertEqual(mock_method.call_count, 21) # 调用次数每次都有变化
def test_OnRspSettlementInfoConfirm(self):
"""
检查 投资者结算结果确认响应
:return:
"""
logger.info(sys._getframe().f_code.co_name)
def replaced_method(pSettlementInfoConfirm, pRspInfo, nRequestID,
bIsLast):
"""替代模块内相应函数"""
logger.info('OnRspSettlementInfoConfirm called with: %s %s %s %s',
pSettlementInfoConfirm, pRspInfo, nRequestID, bIsLast)
# self.assertEqual(pRspInfo.ErrorID, 0)
self.assertEqual(str(pRspInfo.ErrorMsg, encoding='GBK'), '正确')
self.assertEqual(nRequestID, 3)
self.assertEqual(bIsLast, True)
if test_OnRspSettlementInfoConfirm:
with patch.object(self.traderapi, 'OnRspSettlementInfoConfirm',
Mock(wraps=replaced_method)) as mock_method:
self.traderapi.RegisterFront()
self.traderapi.Init()
time.sleep(1)
self.traderapi.ReqSettlementInfoConfirm()
time.sleep(1)
self.assertEqual(mock_method.call_count, 1)
# 交易准备
def test_OnRspQryInstrumentMarginRate(self):
"""
检查 查询合约保证金率响应
:return:
"""
logger.info(sys._getframe().f_code.co_name)
def replaced_method(pInstrumentMarginRate, pRspInfo, nRequestID,
bIsLast):
"""替代模块内相应函数"""
logger.info(
'OnRspQryInstrumentMarginRate called with: %s %s %s %s',
pInstrumentMarginRate, pRspInfo, nRequestID, bIsLast)
#self.assertEqual(pRspInfo.ErrorID, 0)
# self.assertEqual(str(pRspInfo.ErrorMsg, encoding='GBK'), '正确')
self.assertEqual(nRequestID, 2)
self.assertEqual(bIsLast, True)
with patch.object(self.traderapi, 'OnRspQryInstrumentMarginRate',
Mock(wraps=replaced_method)) as mock_method:
self.traderapi.RegisterFront()
self.traderapi.Init()
time.sleep(1)
self.traderapi.ReqQryInstrumentMarginRate()
time.sleep(1)
self.assertEqual(mock_method.call_count, 1)
def test_OnRspQryInstrument(self):
"""
检查 查询合约响应
:return:
"""
logger.info(sys._getframe().f_code.co_name)
def replaced_method(pInstrument, pRspInfo, nRequestID, bIsLast):
"""替代模块内相应函数"""
logger.info('OnRspQryInstrument called with: %s %s %s %s',
pInstrument, pRspInfo, nRequestID, bIsLast)
#self.assertEqual(pRspInfo.ErrorID, 0)
#self.assertEqual(str(pRspInfo.ErrorMsg, encoding='GBK'), '正确')
self.assertEqual(nRequestID, 3)
self.assertEqual(bIsLast, False)
with patch.object(self.traderapi, 'OnRspQryInstrument',
Mock(wraps=replaced_method)) as mock_method:
self.traderapi.RegisterFront()
self.traderapi.Init()
time.sleep(1)
self.traderapi.ReqQryInstrument(b'rb17')
time.sleep(1)
self.assertEqual(mock_method.call_count, 6) # 以'rb17'开头的合约有6个
def test_OnRspQryTradingAccount(self):
"""
检查 查询资金账户响应
:return:
"""
logger.info(sys._getframe().f_code.co_name)
def replaced_method(pTradingAccount, pRspInfo, nRequestID, bIsLast):
"""替代模块内相应函数"""
logger.info('OnRspQryTradingAccount called with: %s %s %s %s',
pTradingAccount, pRspInfo, nRequestID, bIsLast)
# self.assertEqual(pRspInfo.ErrorID, 0)
# self.assertEqual(str(pRspInfo.ErrorMsg, encoding='GBK'), '正确')
self.assertEqual(nRequestID, 3)
self.assertEqual(bIsLast, True)
with patch.object(self.traderapi, 'OnRspQryTradingAccount',
Mock(wraps=replaced_method)) as mock_method:
self.traderapi.RegisterFront()
self.traderapi.Init()
time.sleep(1)
self.traderapi.ReqQryTradingAccount()
time.sleep(1)
self.assertEqual(mock_method.call_count, 1)
def test_OnRspQryInvestorPosition(self):
"""
检查 查询投资者持仓响应'
:return:
"""
logger.info(sys._getframe().f_code.co_name)
def replaced_method(pInvestorPosition, pRspInfo, nRequestID, bIsLast):
"""替代模块内相应函数"""
logger.info('OnRspQryInvestorPosition called with: %s %s %s %s',
pInvestorPosition, pRspInfo, nRequestID, bIsLast)
#self.assertEqual(pRspInfo.ErrorID, 0)
#self.assertEqual(str(pRspInfo.ErrorMsg, encoding='GBK'), '正确')
self.assertEqual(nRequestID, 1)
self.assertEqual(bIsLast, True)
with patch.object(self.traderapi, 'OnRspQryInvestorPosition',
Mock(wraps=replaced_method)) as mock_method:
self.traderapi.RegisterFront()
self.traderapi.Init()
time.sleep(1)
self.traderapi.ReqQryInvestorPosition()
time.sleep(0.5)
self.assertEqual(mock_method.call_count, 1)
def test_OnRspQryInvestorPositionDetail(self):
"""
检查 查询投资者持仓明细响应
:return:
"""
logger.info(sys._getframe().f_code.co_name)
def replaced_method(pInvestorPositionDetail, pRspInfo, nRequestID,
bIsLast):
"""替代模块内相应函数"""
logger.info(
'OnRspQryInvestorPositionDetail called with: %s %s %s %s',
pInvestorPositionDetail, pRspInfo, nRequestID, bIsLast)
#self.assertEqual(pRspInfo.ErrorID, 0)
#self.assertEqual(str(pRspInfo.ErrorMsg, encoding='GBK'), '正确')
self.assertEqual(nRequestID, 3)
self.assertEqual(bIsLast, True)
with patch.object(self.traderapi, 'OnRspQryInvestorPositionDetail',
Mock(wraps=replaced_method)) as mock_method:
self.traderapi.RegisterFront()
self.traderapi.Init()
time.sleep(1)
self.traderapi.ReqQryInvestorPositionDetail()
time.sleep(1)
self.assertEqual(mock_method.call_count, 9)
def broadcast_md():
"""
对mdapi 进行创建、登录、订阅等操作
:return:
"""
# 环境检查，全部通过后方可继续
if not check():
logger.error("检测未通过")
return
# 开启 api
trader_api = MyTraderApi(enable_background_thread=True,
auto_update_instrument_list=True,
auto_update_position=False)
trader_api.RegisterFront()
trader_api.SubscribePrivateTopic(ApiStruct.TERT_QUICK)
trader_api.SubscribePublicTopic(ApiStruct.TERT_QUICK)
trader_api.Init()
# 检查交易端登录情况
logger.info("等待 登录确认")
for _ in range(5):
if trader_api.has_login:
# logger.info("交易端登录成功")
break
else:
time.sleep(1)
else:
logging.warning('交易端登录超时，交易所时间同步可能不准，导致分钟线存在误差')
return
# 检查合约信息更新情况
logger.info("等待 合约列表 更新")
for _ in range(60):
if trader_api.has_login and trader_api.has_update_instruemnt:
logger.info("合约列表 更新成功")
break
else:
time.sleep(1)
else:
logging.warning('合约列表 更新超时')
return
# 初始化 md_api
# Config.load_instrument_list()
# subscribe_instrument_list = Config.subscribe_instrument_list
instrument_type_set = {
"IF", "IH", "IC", "rb", "i", "jm", "j", "pb", "ru", "au", "ag", "cu",
"al", "zn", "hc", "ni", "sn", "cf", "sr", "zc", "ap"
}
# 测试使用少订阅几个合约
# instrument_type_set = {"IF", "IH", "IC",
# "rb", "i", "jm", "j",
# "cf", "ap"}
re_pattern_instrument_type = re.compile(r"^[A-Za-z]+(?=\d{3,4}$)")
instrument_list_all = list(Config.instrument_info_dic.keys())
instrument_type_match_list = [
re_pattern_instrument_type.match(instrument_id)
for instrument_id in instrument_list_all
]
subscribe_instrument_list = [
str_2_bytes(instrument_id) for instrument_id, instrument_type in zip(
instrument_list_all, instrument_type_match_list)
if instrument_type is not None
and instrument_type.group() in instrument_type_set
]
# subscribe_instrument_list = [b'ru1801', b'rb1805', b'i1805', b'IF1801']
logger.info('订阅合约列表[%d]：%s', len(subscribe_instrument_list),
subscribe_instrument_list)
md_api = MyMdApi(subscribe_instrument_list) # [b'rb1710', b'rb1712']
# 3． 向 API 实例注册前置地址。交易接口需要注册交易前置地址，行情接口需要注册行情前置地址。
md_api.RegisterFront()
md_api.Init()
time.sleep(1)
try:
max_count = 20
date_time_now = datetime.now()
min_exch_timedelta = Config.exch_timedelta
# 流出1分钟时间防止出现本地时间与服务器时间偏差
trade_time_range = [
(datetime(date_time_now.year, date_time_now.month,
date_time_now.day, 8) + min_exch_timedelta,
datetime(date_time_now.year, date_time_now.month,
date_time_now.day, 15, 3) + min_exch_timedelta),
(datetime(date_time_now.year, date_time_now.month,
date_time_now.day, 20) + min_exch_timedelta,
datetime(date_time_now.year, date_time_now.month,
date_time_now.day, 2, 33) + timedelta(days=1) +
min_exch_timedelta),
]
# for n in range(max_count):
logger.info("服务器运行时间范围：")
for n, (datetime_from, datetime_to) in enumerate(trade_time_range):
logger.info("%d) %s ~ %s", n + 1,
datetime_from.strftime("%Y-%m-%d %H:%M:%S.%f"),
datetime_to.strftime("%Y-%m-%d %H:%M:%S.%f"))
# 用于一次性更新合约手续费信息
do_once = True
while md_api.has_login:
time.sleep(1)
datetime_curr = datetime.now()
is_in_time_range = False
for datetime_from, datetime_to in trade_time_range:
if datetime_from < datetime_curr < datetime_to:
is_in_time_range = True
break
if not is_in_time_range:
logger.info('行情时段结束 %s', datetime_curr)
break
if do_once and Config.update_instrument_finished:
trader_api.req_qry_instrument_commission_rate_all()
do_once = False
# if n == 1:
# md_api.UnSubscribeMarketData([b'rb1712'])
except KeyboardInterrupt:
pass
finally:
md_api.ReqUserLogout()
md_api.Release()
trader_api.ReqUserLogout()
trader_api.Release()
def get_account_info():
"""
获取当前账户权益，保证金，风险度等信息
:return:
"""
trader_api = MyTraderApi(enable_background_thread=False,
auto_update_instrument_list=False,
auto_update_position=False)
trader_api.RegisterFront()
trader_api.SubscribePrivateTopic(ApiStruct.TERT_QUICK)
trader_api.SubscribePublicTopic(ApiStruct.TERT_QUICK)
trader_api.Init()
# 检查交易端登录情况
logger.info("等待 登录确认")
for _ in range(5):
if trader_api.has_login:
logger.info("交易端登录成功")
break
else:
time.sleep(1)
else:
logging.warning('交易端登录超时，交易所时间同步可能不准，导致分钟线存在误差')
return
# trader_api.trading_day
job_info = {"done": False}
def replaced_method(pTradingAccount: ApiStruct.TradingAccount, pRspInfo,
nRequestID, bIsLast):
"""替代模块内相应函数"""
logger.info('OnRspQryTradingAccount called with: %s %s %s %s',
pTradingAccount, pRspInfo, nRequestID, bIsLast)
status = trader_api.resp_common(pRspInfo, nRequestID, bIsLast)
if status < 0:
return
# trading_account_dic = ApiBase.struct_2_dic(pTradingAccount)
trading_day = bytes_2_str(pTradingAccount.TradingDay)
trading_account_dic = {
"日期":
"%s-%s-%s" % (trading_day[:4], trading_day[4:6], trading_day[6:8]),
"累计净值":
"",
"静态权益":
pTradingAccount.PreBalance,
"动态权益":
pTradingAccount.Balance,
"占用保证金":
pTradingAccount.CurrMargin, # pTradingAccount.ExchangeMargin,
"总盈亏":
"",
"持仓盈亏":
pTradingAccount.PositionProfit,
"可用资金":
pTradingAccount.Available,
"手续费":
pTradingAccount.Commission,
"风险度": (pTradingAccount.CurrMargin / pTradingAccount.Balance)
if pTradingAccount.Balance != 0 else np.nan,
# 期货风险度=持仓保证金/客户权益
}
logger.info("trading_account_dic:%s", trading_account_dic)
cur_df = pd.DataFrame([trading_account_dic])
logger.info("当前账户信息：%s", cur_df)
job_info["cur_df"] = cur_df
job_info["done"] = True
try:
with patch.object(trader_api, 'OnRspQryTradingAccount',
Mock(wraps=replaced_method)) as mock_method:
trader_api.ReqQryTradingAccount()
for n_times in range(10):
if job_info["done"]:
break
time.sleep(0.5 * n_times)
# logger.info("waiting")
finally:
trader_api.ReqUserLogout()
trader_api.Release()
return job_info.setdefault("cur_df", None)
def __init__(self, stg_run_id, run_mode_params: dict):
super().__init__(stg_run_id, run_mode_params)
self.trader_api = MyTraderApi(auto_update_position=True,
enable_background_thread=True)
class RealTimeTraderAgent(TraderAgent):
"""
供调用实时交易接口使用
"""
def __init__(self, stg_run_id, run_mode_params: dict):
super().__init__(stg_run_id, run_mode_params)
self.trader_api = MyTraderApi(auto_update_position=True,
enable_background_thread=True)
def connect(self):
self.trader_api.RegisterFront()
self.trader_api.SubscribePrivateTopic(ApiStruct.TERT_QUICK)
self.trader_api.SubscribePublicTopic(ApiStruct.TERT_QUICK)
self.trader_api.Init()
for _ in range(5):
if self.trader_api.has_login:
self.logger.info("MyTraderApi 登录确认成功")
break
else:
time.sleep(1)
else:
self.logger.warning('trade api 登录超时，交易所时间同步可能不准，导致分钟线存在误差')
for _ in range(10):
if self.trader_api.is_settlement_info_confirmed:
self.logger.info("MyTraderApi 结算信息确认成功")
break
else:
time.sleep(1)
else:
self.logger.warning('trade api 查询结算信息确认超时，可能导致交易请求无法发送')
def open_long(self, instrument_id, price, vol):
self.trader_api.open_long(instrument_id, price, vol)
def close_long(self,
instrument_id,
price,
vol,
offset_flag=ApiStruct.OF_Close):
self.trader_api.close_long(instrument_id, price, vol, offset_flag)
def open_short(self, instrument_id, price, vol):
self.trader_api.open_short(instrument_id, price, vol)
def close_short(self,
instrument_id,
price,
vol,
offset_flag=ApiStruct.OF_Close):
self.trader_api.close_short(instrument_id, price, vol, offset_flag)
def get_position(self, instrument_id) -> dict:
position_date_inv_pos_dic = self.trader_api.get_position(instrument_id)
# TODO: 临时使用 PosStatusInfo 作为返回对象，以后需要重新设计一个相应对象（不是所有属性都能够对应上）
if position_date_inv_pos_dic is None:
position_date_pos_info_dic = None
else:
position_date_pos_info_dic = PosStatusInfo.create_by_dic(
position_date_inv_pos_dic)
return position_date_pos_info_dic
@property
def datetime_last_update_position(self) -> datetime:
return self.trader_api.datetime_last_update_position
@property
def datetime_last_rtn_trade_dic(self) -> dict:
return self.trader_api.datetime_last_rtn_trade_dic
@property
def datetime_last_update_position_dic(self) -> dict:
return self.trader_api.datetime_last_update_position_dic
@property
def datetime_last_send_order_dic(self) -> dict:
return self.trader_api.datetime_last_send_order_dic
def get_order(self, instrument_id) -> list:
order_dic_list = self.trader_api.get_order(instrument_id)
# TODO: 临时使用 OrderInfo 作为返回对象，以后需要重新设计一个相应对象（不是所有属性都能够对应上）
if order_dic_list is None or len(order_dic_list) == 0:
order_info_list = None
else:
order_info_list = [
OrderInfo.create_by_dic(order_dic)
for order_dic in order_dic_list
]
return order_info_list
def cancel_order(self, instrument_id):
return self.trader_api.cancel_order(instrument_id)
def release(self):
self.trader_api.ReqUserLogout()
self.trader_api.Release()
def setUp(self):
self.InvestorID = b'071001'
self.InstrumentID = b'rb1712'
self.traderapi = MyTraderApi()
self.InputOrderAction=ApiStruct.InputOrderAction