def connect(self, userID, password, brokerID, address, productInfo, authCode):
"""初始化连接"""
self.userID = userID # 账号
self.password = password # 密码
self.brokerID = brokerID # 经纪商代码
self.address = address # 服务器地址
self.productInfo = productInfo
self.authCode = authCode
# 如果尚未建立服务器连接，则进行连接
if not self.connectionStatus:
# 创建C++环境中的API对象，这里传入的参数是需要用来保存.con文件的文件夹路径
path = getTempPath(self.gatewayName + '_')
self.createFtdcTraderApi(path)
# 设置数据同步模式为推送从今日开始所有数据
self.subscribePrivateTopic(0)
self.subscribePublicTopic(0)
# 注册服务器地址
self.registerFront(self.address)
# 初始化连接，成功会调用onFrontConnected
self.init()
# 若已经连接但尚未登录，则进行登录
else:
if not self.loginStatus:
self.login()
def connect(self, userID, password, brokerID, address):
"""初始化连接"""
self.userID = userID # 账号
self.password = password # 密码
self.brokerID = brokerID # 经纪商代码
self.address = address # 服务器地址
# 如果尚未建立服务器连接，则进行连接
if not self.connectionStatus:
# 创建C++环境中的API对象，这里传入的参数是需要用来保存.con文件的文件夹路径
path = getTempPath(self.gatewayName + '_')
self.createFtdcMdApi(path)
# 订阅主题
self.subscribeMarketDataTopic(100, 2)
# 注册服务器地址
self.registerFront(self.address)
# 初始化连接，成功会调用onFrontConnected
self.init()
# 若已经连接但尚未登录，则进行登录
else:
if not self.loginStatus:
self.login()
class HistoryDataDB(HistoryDataTemplate):
"""数据引擎"""
contractFileName = 'ContractData.vt'
contractFilePath = getTempPath(contractFileName)
#----------------------------------------------------------------------
def __init__(self, mainEngine):
"""Constructor"""
self.eventEngine = mainEngine.eventEngine
# MongoDB数据库相关
self.dbClient = None # MongoDB客户端对象
self.dbName = 'mydb' # MongoDB客户端对象
self.collectionName = 'myConllection'
# 注册事件监听
self.registerEvent()
#----------------------------------------------------------------------
def __dbInsert(self, dbName, collectionName, d):
"""向MongoDB中插入数据，d是具体数据"""
if self.dbClient:
db = self.dbClient[dbName]
collection = db[collectionName]
collection.insert_one(d)
else:
self.writeLog(text.DATA_INSERT_FAILED)
#----------------------------------------------------------------------
def __dbQuery(self, dbName, collectionName, d):
"""从MongoDB中读取数据，d是查询要求，返回的是数据库查询的指针"""
if self.dbClient:
db = self.dbClient[dbName]
collection = db[collectionName]
cursor = collection.find(d)
if cursor:
return list(cursor)
else:
return []
else:
self.writeLog(text.DATA_QUERY_FAILED)
return []
#----------------------------------------------------------------------
def __dbUpdate(self, dbName, collectionName, d, flt, upsert=False):
"""向MongoDB中更新数据，d是具体数据，flt是过滤条件，upsert代表若无是否要插入"""
if self.dbClient:
db = self.dbClient[dbName]
collection = db[collectionName]
collection.replace_one(flt, d, upsert)
else:
self.writeLog(text.DATA_UPDATE_FAILED)
#----------------------------------------------------------------------
def dbLogging(self, event):
"""向MongoDB中插入日志"""
log = event.dict_['data']
d = {
'content': log.logContent,
'time': log.logTime,
'gateway': log.gatewayName
}
self.dbInsert(LOG_DB_NAME, self.todayDate, d)
#----------------------------------------------------------------------
def dbConnect(self):
"""连接MongoDB数据库"""
print(__name__, self.__doc__)
if not self.dbClient:
# 读取MongoDB的设置
try:
# 设置MongoDB操作的超时时间为0.5秒
self.dbClient = MongoClient(globalSetting['mongoHost'], globalSetting['mongoPort'], connectTimeoutMS=500)
# 调用server_info查询服务器状态，防止服务器异常并未连接成功
self.dbClient.server_info()
self.writeLog(text.DATABASE_CONNECTING_COMPLETED)
# 如果启动日志记录，则注册日志事件监听函数
if globalSetting['mongoLogging']:
self.eventEngine.register(EVENT_LOG, self.dbLogging)
except ConnectionFailure:
self.writeLog(text.DATABASE_CONNECTING_FAILED)
#----------------------------------------------------------------------
def dbInsert(self, df):
"""向MongoDB中插入数据，df是具体数据, 格式是dataForm"""
self.__dbInsert(self.dbName, self.collectionName, df)
#----------------------------------------------------------------------
def dbQuery(self, dbName, collectionName, df):
"""从MongoDB中读取数据，d是查询要求，返回的是数据库查询的指针"""
self.__dbQuery(self.dbName, self.collectionName, df)
#----------------------------------------------------------------------
def dbUpdate(self, dbName, df):
"""向MongoDB中更新数据，d是具体数据，flt是过滤条件，upsert代表若无是否要插入"""
self.__dbUpdate(self.dbName, self.collectionName, df)
#----------------------------------------------------------------------
def writeLog(self, content):
"""快速发出日志事件"""
log = VtLogData()
log.logContent = content
event = Event(type_=EVENT_LOG)
event.dict_['data'] = log
self.eventEngine.put(event)
#----------------------------------------------------------------------
def registerEvent(self):
"""注册事件监听"""