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_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