def test_TraderChannelStartupStressTest():
'''
TraderChannel的启动压力测试
1.测试反复重新创建TraderChannel对象是否能正常运行
2.反复创建TraderChannel对象是否能够正常回收进程
'''
pidList = []
# 启动调用测试
for i in range(10):
traderChannel = TraderChannel(frontAddress, brokerID, userID, password)
data = CThostFtdcQryTradingAccountField()
result = traderChannel.QryTradingAccount(data)
assert result[0] == 0
pid = traderChannel.traderProcess.pid
assert pid and pid != 0
pidList.append(pid)
# 进程清理测试
traderChannel = None
process = psutil.Process()
sleep(1)
for pid in pidList:
assert pid not in [child.pid for child in process.children()]
def test_QueryApiDelayMechanismBasicTest():
'''
测试query api的延迟机制
'''
queryInterval = 1.1
traderChannel = TraderChannel(frontAddress,
brokerID,
userID,
password,
queryInterval=queryInterval)
data = CThostFtdcQryTradingAccountField()
# 第1次调用api
result = traderChannel.QryTradingAccount(data)
assert result[0] == 0, u'调用api返回错误(result[0]=%d,result[1]=%s)' % (
result[0], result[1])
# 第2次调用api
queryWaitTime = traderChannel.getQueryWaitTime()
print 'queryWaitTime=', queryWaitTime
beginTime = datetime.now()
result = traderChannel.QryTradingAccount(data)
endTime = datetime.now()
executeTime = (endTime - beginTime).total_seconds()
print 'executeTime=', executeTime
assert executeTime > queryWaitTime
#assert executeTime - queryWaitTime < .1
# 确定第2次调用进行了延迟操作
#assert executeTime > (queryInterval * 0.9) ,u'延迟调用没有生效'
# 检查返回是否成功
assert result[0] == 0, u'调用api返回错误(result[0]=%d,result[1]=%s)' % (
result[0], result[1])
def test_SettlementInfoConfirm():
'''
测试结算确认
'''
traderChannel = TraderChannel(frontAddress, brokerID, userID, password)
requestData = CThostFtdcSettlementInfoConfirmField()
requestData.BrokerID = brokerID
requestData.InvestorID = userID
requestData.ConfirmDate = ''
requestData.ConfirmTime = ''
result = traderChannel.SettlementInfoConfirm(requestData)
assert result[0] == 0
responseData = result[2][0]
assert responseData.BrokerID == brokerID
assert responseData.InvestorID == userID
def test_OutputFileDirectoryIsolation():
'''
测试通道目录的隔离
'''
# 测试交易通道
with TraderChannel(frontAddress, brokerID, userID,
password) as traderChannel:
assert traderChannel
assert os.path.exists(traderChannel.workdir)
filenameList = os.listdir(traderChannel.workdir)
print filenameList
assert 'QueryRsp.con' in filenameList
assert 'DialogRsp.con' in filenameList
assert 'TradingDay.con' in filenameList
assert 'Private.con' in filenameList
assert 'Public.con' in filenameList
assert 'trader.log' in filenameList
# 测试行情通道
instrumentID = datetime.strftime(datetime.now() + relativedelta(months=1),
"IF%y%m")
with MdChannel(mdFrontAddress, brokerID, userID, password,
[instrumentID]) as mdChannel:
assert mdChannel
assert os.path.exists(mdChannel.workdir)
filenameList = os.listdir(mdChannel.workdir)
print filenameList
assert 'QueryRsp.con' in filenameList
assert 'DialogRsp.con' in filenameList
assert 'TradingDay.con' in filenameList
assert 'md.log' in filenameList
def test_OrderInsert_WithInvalidValue():
'''
测试报单
'''
traderChannel = TraderChannel(frontAddress,
brokerID,
userID,
password,
timeout=1)
print u'日志文件输出到:%s/trader.log' % traderChannel.workdir
# 尝试提交订单
requestData = getDefaultInputOrderField_buyOpen()
requestData.VolumeTotalOriginal = 0 # 手数=0 使表单无效
result = traderChannel.OrderInsert(requestData)
print result
assert result[0] == 15
assert result[1] == u'CTP:报单字段有误'
def test_SystemHighLoadWithoutTraderQueryIntervalOption():
'''
测试在系统高负荷情况下不使用转换器的流量控制选项,可能间歇性的出现错误
'''
traderChannel = TraderChannel(frontAddress,
brokerID,
userID,
password,
timeout=10)
data = CThostFtdcQryTradingAccountField()
# 模拟系统过载的情况
commandLine = shlex.split('stress --cpu 3 --io 3 --vm 10 --timeout 10')
subprocess.Popen(commandLine, stdout=open('/dev/null'))
# 连续调用10次查询api
for i in range(10):
result = traderChannel.QryTradingAccount(data)
if result[0] != 0:
print result[1]
assert result[0] == 0
def test_TraderChannelPoolForFaster():
'''
测试使用TraderChannelPool为查询api加速
'''
queryInterval = 1.1
# 使用TraderChannel
traderChannel = TraderChannel(frontAddress,
brokerID,
userID,
password,
queryInterval=queryInterval)
data = CThostFtdcQryTradingAccountField()
beginTime = datetime.now()
for i in range(5):
result = traderChannel.QryTradingAccount(data)
assert result[0] == 0
endTime = datetime.now()
executeTime = (endTime - beginTime).total_seconds()
print 'TraderChannel:executeTime=', executeTime
assert executeTime > 5
# 使用TraderChannelPool
traderChannelPool = TraderChannelPool(frontAddress,
brokerID,
userID,
password,
nChannel=5,
queryInterval=queryInterval)
data = CThostFtdcQryTradingAccountField()
beginTime = datetime.now()
for i in range(5):
result = traderChannelPool.QryTradingAccount(data)
assert result[0] == 0
endTime = datetime.now()
executeTime = (endTime - beginTime).total_seconds()
print 'TraderChannelPool:executeTime=', executeTime
assert executeTime < 1.5
def test_QueryApiDelayMechanismCounterExample():
'''
延迟机制的反向测试用例
'''
traderChannel = TraderChannel(frontAddress,
brokerID,
userID,
password,
queryInterval=0)
data = CThostFtdcQryTradingAccountField()
sleep(1)
# 第1次调用api
result = traderChannel.QryTradingAccount(data)
assert result[0] == 0, u'调用api返回错误(result[0]=%d,result[1]=%s)' % (
result[0], result[1])
# 第1次调用api
for i in range(10):
result = traderChannel.QryTradingAccount(data)
# 由于没有延迟设置所以调用不成功
if result[0] == -3:
break
else:
raise Exception(u'没有发生预期的流量控制错误')
def __init__(self,frontAddress,brokerID,userID,password,nChannel=2,queryInterval=1):
'''
参数:
frontAddress ctp服务器地址
brokerID 代理商编号
userID 用户编号
password 密码
nChannel 要建立的通道数,默认情况下为2
fileOutput ctp trader通讯进程的日志信息的保存路径,默认抛弃('/dev/null')
'''
self.pool = []
for i in range(nChannel):
traderPool = TraderChannel(frontAddress,brokerID,userID,password,
queryInterval=queryInterval)
self.pool.append(traderPool)
def setup():
'''
所有用例的公共初始化代码
'''
global traderChannel,frontAddress,brokerID,userID,password
# 读取环境变量中的信息
frontAddress = os.environ.get('CTP_FRONT_ADDRESS')
assert frontAddress,u'必须定义环境变量:CTP_FRONT_ADDRESS'
brokerID = os.environ.get('CTP_BROKER_ID')
assert brokerID,u'必须定义环境变量:CTP_BROKER_ID'
userID = os.environ.get('CTP_USER_ID')
assert userID,u'必须定义环境变量:CTP_USER_ID'
password = os.environ.get('CTP_PASSWORD')
assert password,u'必须定义环境变量:CTP_PASSWORD'
traderChannel = TraderChannel(frontAddress,brokerID,userID,password)
def test_ChannelClassUseWithStatment():
'''
确认Channel相关对象可以使用with语句
'''
with TraderChannel(frontAddress, brokerID, userID,
password) as traderChannel:
assert traderChannel
with TraderChannelPool(frontAddress, brokerID, userID,
password) as traderChannelPool:
assert traderChannelPool
instrumentID = datetime.strftime(datetime.now() + relativedelta(months=1),
"IF%y%m")
with MdChannel(mdFrontAddress, brokerID, userID, password,
[instrumentID]) as mdChannel:
assert mdChannel
def test_ConverterQueryApiDelayMechanism():
'''
'''
# 模拟两个查询请求同时到达队列,但没有启用转换器的流量控制功能
# NOTE 默认情况下转换器流量控制延迟和queryInterval一致
traderChannel = TraderChannel(frontAddress,
brokerID,
userID,
password,
queryInterval=0)
data = CThostFtdcQryTradingAccountField()
# 由于将queryInterval设为0,破坏查询等待机制,需要等待一下,否则连第1个查询都会出错
sleep(1)
# 连续调用2次查询api
result = traderChannel.QryTradingAccount(data)
assert result[0] == 0
for i in range(10):
result = traderChannel.QryTradingAccount(data)
# 由于没有延迟设置所以调用不成功
if result[0] == -3:
break
else:
raise Exception(u'没有发生预期的流量控制错误')
# 启动转换器的流量控制功能调用就能成功
traderChannel = TraderChannel(frontAddress,
brokerID,
userID,
password,
queryInterval=0,
timeout=5,
converterQueryInterval=1)
data = CThostFtdcQryTradingAccountField()
# 连续调用2次查询api
result = traderChannel.QryTradingAccount(data)
if result[0] != 0:
print result[1]
assert result[0] == 0
result = traderChannel.QryTradingAccount(data)
if result[0] != 0:
print result[1]
assert result[0] == 0
def test_TraderChannelCleanCTPProcess():
'''
测试TraderChannel是否能正常清理进程
'''
process = psutil.Process()
# 没有创建TraderChannel对象前应该没有trader进程
#assert 'trader' not in [child.name() for child in process.children() ]
# 创建后可以找到一个trader进程
traderChannel = TraderChannel(frontAddress, brokerID, userID, password)
pid = traderChannel.traderProcess.pid
assert pid and pid != 0
assert pid in [child.pid for child in process.children()]
# 将变量指向None迫使垃圾回收,确认进程被清理了
traderChannel = None
sleep(1)
assert pid not in [child.pid for child in process.children()]
def test_OrderInsert_OpenAndClose():
'''
测试报单
'''
# 创建交易通道
traderChannel = TraderChannel(frontAddress,
brokerID,
userID,
password,
timeout=1)
print u'日志文件输出到:%s/trader.log' % traderChannel.workdir
# 交易确认
requestData = CThostFtdcSettlementInfoConfirmField()
requestData.BrokerID = brokerID
requestData.InvestorID = userID
result = traderChannel.SettlementInfoConfirm(requestData)
assert result[0] == 0
# 尝试提交订单
requestData = getDefaultInputOrderField_buyOpen()
result = traderChannel.OrderInsert(requestData)
print result[0], result[1]
assert result[0] in (0, -2003)
if result[0] == -2003: # 非交易时段提交订单报此错误
return
# 程序能到这里说明开仓成功
responseDataList = result[2]
assert len(responseDataList) == 1
price0 = responseDataList[0].Price
# 查询头寸
requestData = CThostFtdcQryInvestorPositionField()
requestData.InstrumentID = getDefaultInstrumentID()
requestData.Direction = '0' # 做多
result = traderChannel.QryInvestorPosition(requestData)
print result[0], result[1]
responseDataList = result[2]
assert len(responseDataList) == 1 # 指定了品种和头寸方,应该只有一条记录
openVolume0 = responseDataList[0].OpenVolume
closeVolume0 = responseDataList[0].CloseVolume
print 'openVolume0=', openVolume0, ',closeVolume0=', closeVolume0
assert openVolume0 > 0
assert openVolume0 > closeVolume0
# 尝试进行平仓
requestData = getDefaultInputOrderField_buyClose()
result = traderChannel.OrderInsert(requestData)
assert result[0] == 0
responseDataList = result[2]
assert len(responseDataList) == 1
price1 = responseDataList[0].Price
# 查询头寸
requestData = CThostFtdcQryInvestorPositionField()
requestData.InstrumentID = getDefaultInstrumentID()
requestData.Direction = '0' # 做多
result = traderChannel.QryInvestorPosition(requestData)
print result[0], result[1]
responseData = result[2]
assert len(responseData) == 1 # 指定了品种和头寸方,应该只有一条记录
openVolume1 = responseData[0].OpenVolume
closeVolume1 = responseData[0].CloseVolume
print 'openVolume1=', openVolume1, ',closeVolume1=', closeVolume1
assert openVolume0 == openVolume1
assert closeVolume1 - closeVolume0 == 1
print 'price0=', price0, 'price1=', price1
print 'diff=', price1 - price0
from datetime import datetime
os.chdir(u'/home/duhan/github/pyctp')
from CTPChannel import TraderChannel
from CTPStruct import *
from time import sleep
frontAddress = os.environ.get('CTP_FRONT_ADDRESS')
assert frontAddress
brokerID = os.environ.get('CTP_BROKER_ID')
assert brokerID
userID = os.environ.get('CTP_USER_ID')
assert userID
password = os.environ.get('CTP_PASSWORD')
assert password
ch = TraderChannel(frontAddress,brokerID,userID,password,'/tmp/trader.log',1.1)
data = CThostFtdcQryTradingAccountField()
print ch.getQueryWaitTime()
print ch.QryTradingAccount(data)
#sleep(1)
#print ch.QryTradingAccount(data)
#print ch.QryTradingAccount(data)
#print ch.QryTradingAccount(data)
#print ch.QryTradingAccount(data)
#print ch.QryTradingAccount(data)
#(datetime.now() - ch.lastQueryTime).total_seconds()
#for i in range(10):
# print ch.QryTradingAccount(data)
#%% 测试TraderChannelPool
import os