def __get_order_list(account_id, order_array):
order_list = []
order_dict = dict()
for order_info in order_array:
order_db = Order()
order_db.sys_id = getattr(order_info, 'OrderSysID', '')
# sys_id为空表示交易未到达交易所即被打回
if order_db.sys_id == '':
continue
order_db.account = account_id
order_db.symbol = getattr(order_info, 'InstrumentID', '')
if local_server_name == 'huabao':
if not ('IH' in order_db.symbol or 'IC' in order_db.symbol or 'IF' in order_db.symbol):
continue
if local_server_name == 'zhongxin':
if 'IH' in order_db.symbol or 'IC' in order_db.symbol or 'IF' in order_db.symbol:
continue
# 0:买，1：卖
order_db.direction = getattr(order_info, 'Direction', '')
# 0:开仓 1:平仓 3:平今 4:平昨
order_db.trade_type = getattr(order_info, 'CombOffsetFlag', '')
# 全部成交:'0' 部分成交还在队列中:'1',部分成交不在队列中:'2',未成交还在队列中:'3',
# 未成交不在队列中:'4',撤单:'5',未知:'a',尚未触发:'b',已触发:'c'
order_db.status = getattr(order_info, 'OrderStatus', '')
# 已经提交:'0',撤单已经提交:'1',修改已经提交:'2',已经接受:'3',报单已经被拒绝:'4',撤单已经被拒绝:'5',改单已经被拒绝:'6'
order_db.submit_status = getattr(order_info, 'OrderSubmitStatus', '')
trading_day = getattr(order_info, 'InsertDate', '')
insert_time = getattr(order_info, 'InsertTime', '')
if (trading_day != '') and (insert_time != ''):
insert_time_str = '%s-%s-%s %s' % (trading_day[0:4], trading_day[4:6], trading_day[6:8], insert_time)
if insert_time > now_datetime_str:
insert_time_str = '%s %s' % (last_trading_day, insert_time)
else:
insert_time_str = '%s 00:00:00' % (now_date_str,)
order_db.insert_time = insert_time_str
qty = getattr(order_info, 'VolumeTotalOriginal', '')
if order_db.direction == '0':
order_db.qty = qty
elif order_db.direction == '1':
order_db.qty = 0 - int(qty)
order_db.price = getattr(order_info, 'LimitPrice', '')
order_db.ex_qty = getattr(order_info, 'VolumeTraded', '')
order_list.append(order_db)
order_dict[order_db.sys_id] = order_db
return order_list, order_dict
def __get_order_list(account_id, order_array):
order_list = []
order_dict = dict()
for order_info in order_array:
order_db = Order()
order_db.sys_id = getattr(order_info, 'm_strOrderSysID', '')
# sys_id为空表示交易未到达交易所即被打回
if order_db.sys_id == '':
continue
order_db.account = account_id
order_db.symbol = getattr(order_info, 'm_strInstrumentID', '')
# 48:买，49：卖
order_db.direction = getattr(order_info, 'm_nDirection', '')
# 0:开仓 1:平仓 3:平今 4:平昨
order_db.trade_type = getattr(order_info, 'm_eOffsetFlag', '')
# 全部成交:'0' 部分成交还在队列中:'1',部分成交不在队列中:'2',未成交还在队列中:'3',
# 未成交不在队列中:'4',撤单:'5',未知:'a',尚未触发:'b',已触发:'c'
order_db.status = getattr(order_info, 'EEntrustStatus', '')
# 已经提交:'0',撤单已经提交:'1',修改已经提交:'2',已经接受:'3',报单已经被拒绝:'4',撤单已经被拒绝:'5',改单已经被拒绝:'6'
order_db.submit_status = getattr(order_info, 'EEntrustSubmitStatus',
'')
trading_day = getattr(order_info, 'm_strInsertDate', '')
insert_time = getattr(order_info, 'm_strInsertTime', '')
if (trading_day != '') and (insert_time != ''):
insert_time_str = '%s-%s-%s %s' % (trading_day[0:4],
trading_day[4:6],
trading_day[6:8], insert_time)
if insert_time > now_datetime_str:
insert_time_str = '%s %s' % (last_trading_day, insert_time)
else:
insert_time_str = '%s 00:00:00' % (now_date_str, )
order_db.insert_time = insert_time_str
qty = getattr(order_info, 'm_nTotalVolume', '')
if order_db.direction == '0':
order_db.qty = qty
elif order_db.direction == '1':
order_db.qty = 0 - int(qty)
order_db.price = getattr(order_info, 'm_dAveragePrice', '')
order_db.ex_qty = getattr(order_info, 'm_nTradedVolume', '')
order_list.append(order_db)
order_dict[order_db.sys_id] = order_db
return order_list, order_dict
def save_order(account_id, order_array):
for order_info in order_array:
order_db = Order()
order_db.sys_id = getattr(order_info, 'OrderSysID', '')
order_db.account = account_id
order_db.symbol = getattr(order_info, 'InstrumentID', '')
order_db.direction = getattr(order_info, 'Direction', '')
order_db.trade_type = getattr(order_info, 'OffsetFlag', '')
order_db.status = getattr(order_info, 'OrderStatus', '')
order_submit_status = getattr(order_info, 'OrderSubmitStatus', '')
if order_submit_status == '':
order_submit_status = order_db.status
order_db.submit_status = order_submit_status
trading_day = getattr(order_info, 'TradingDay', '')
insert_time = getattr(order_info, 'InsertTime', '')
if (trading_day != '') and (insert_time != ''):
insert_time_str = '%s-%s-%s %s' % (trading_day[0:4], trading_day[4:6], trading_day[6:8], insert_time)
else:
insert_time_str = '%s 00:00:00' % (today_str,)
order_db.insert_time = insert_time_str
order_db.qty = getattr(order_info, 'Volume', '')
order_db.price = getattr(order_info, 'LimitPrice', '')
order_db.ex_qty = getattr(order_info, 'VolumeTraded', '')
order_list.append(order_db)
def __get_order_list(account_id, order_array):
order_list = []
order_dict = dict()
for order_info in order_array:
order_db = Order()
order_db.sys_id = getattr(order_info, 'report_no', '')
# sys_id为空表示交易未到达交易所即被打回
if order_db.sys_id == '':
continue
order_db.account = account_id
order_db.symbol = getattr(order_info, 'stock_code', '')
# 48:买，49：卖
order_db.direction = getattr(order_info, 'entrust_bs', '')
# # 0:开仓 1:平仓 3:平今 4:平昨
# order_db.trade_type = getattr(order_info, 'm_eOffsetFlag', '')
order_db.trade_type = 0
# 全部成交:'0' 部分成交还在队列中:'1',部分成交不在队列中:'2',未成交还在队列中:'3',
# 未成交不在队列中:'4',撤单:'5',未知:'a',尚未触发:'b',已触发:'c'
order_db.status = getattr(order_info, 'entrust_status', '')
# # 已经提交:'0',撤单已经提交:'1',修改已经提交:'2',已经接受:'3',报单已经被拒绝:'4',撤单已经被拒绝:'5',改单已经被拒绝:'6'
# order_db.submit_status = getattr(order_info, 'EEntrustSubmitStatus', '')
order_db.submit_status = 0
trading_day = getattr(order_info, 'entrust_date', '')
insert_time = getattr(order_info, 'entrust_time', '').zfill(6)
if (trading_day != '') and (insert_time != ''):
insert_time_str = '%s-%s-%s %s:%s:%s' % (trading_day[0:4], trading_day[4:6], trading_day[6:8], \
insert_time[:2], insert_time[2:4], insert_time[4:6])
else:
insert_time_str = '%s 00:00:00' % (now_date_str, )
order_db.insert_time = insert_time_str
qty = getattr(order_info, 'entrust_amount', '')
if order_db.direction == '0':
order_db.qty = qty
elif order_db.direction == '1':
order_db.qty = 0 - float(qty)
order_db.price = getattr(order_info, 'entrust_price', '')
order_db.ex_qty = getattr(order_info, 'business_amount', '')
order_list.append(order_db)
order_dict[order_db.sys_id] = order_db
return order_list, order_dict
def __build_order_trade(account_id, order_message_list):
order_list = []
trade_list = []
order_dict = dict()
for order_info in order_message_list:
order_db = Order()
order_db.sys_id = getattr(order_info, 'ORDER_ID', '')
# sys_id为空表示交易未到达交易所即被打回
# if order_db.sys_id == '':
# continue
order_db.account = account_id
message_symbol = getattr(order_info, 'SYMBOL', 'NULL').split('.')[0]
if message_symbol not in instrument_dict:
continue
instrumet_db = instrument_dict[message_symbol]
order_db.symbol = instrumet_db.ticker
# 成交量
filled_quantity = getattr(order_info, 'FILLED_QUANTITY', '')
if filled_quantity >= 0:
# 0:买，1：卖
order_db.direction = 0
else:
order_db.direction = 1
action = getattr(order_info, 'ACTION', '')
if action == 'BUYTOOPEN':
# 0:开仓 1:平仓 3:平今 4:平昨
order_db.trade_type = 0
elif action == 'BUYTOCLOSE':
if 'yd' in order_db.sys_id:
order_db.trade_type = 4
else:
order_db.trade_type = 1
elif action == 'SELLTOOPEN':
order_db.trade_type = 0
elif action == 'SELLTOCLOSE':
if 'yd' in order_db.sys_id:
order_db.trade_type = 4
else:
order_db.trade_type = 1
elif action == 'BUY':
order_db.direction = 0
order_db.trade_type = 2
elif action == 'SELL':
order_db.direction = 1
order_db.trade_type = 2
status = getattr(order_info, 'STATUS', '')
if status == 'RECEIVED':
# 全部成交:'0' 部分成交还在队列中:'1',部分成交不在队列中:'2',未成交还在队列中:'3',
# 未成交不在队列中:'4',撤单:'5',未知:'a',尚未触发:'b',已触发:'c'
continue
elif status == 'CANCELED':
order_db.status = 5
elif status == 'FILLED':
order_db.status = 0
elif status == 'PARTIALLYFILLED':
order_db.status = 1
# # 已经提交:'0',撤单已经提交:'1',修改已经提交:'2',已经接受:'3',报单已经被拒绝:'4',撤单已经被拒绝:'5',改单已经被拒绝:'6'
# order_db.submit_status = getattr(order_info, 'OrderSubmitStatus', '')
insert_time_str = getattr(order_info, 'ENTERED_TIME', '')
order_db.insert_time = insert_time_str.replace('/', '-')
order_db.qty = getattr(order_info, 'ENTERED_QUANTITY', 0)
order_db.price = getattr(order_info, 'LIMIT_PRICE', 0)
# order_db.ex_qty = getattr(order_info, 'VolumeTraded', '')
order_list.append(order_db)
if status == 'FILLED':
trade_db = __build_trade(account_id, order_info)
trade_list.append(trade_db)
order_dict[order_db.sys_id] = order_db
order_list = sorted(order_list,
cmp=lambda x, y: cmp(x.insert_time, y.insert_time),
reverse=False)
trade_list = sorted(trade_list,
cmp=lambda x, y: cmp(x.time, y.time),
reverse=False)
return order_list, trade_list