def __init__(self):
"""Constructor"""
self.eventEngine = EventEngine() # 创建事件驱动引擎
self.md = DemoMdApi(self.eventEngine) # 创建API接口
# self.md = DemoL2Api(self.ee) # 如果使用L2行情就改为这行
self.td = DemoTdApi(self.eventEngine)
self.eventEngine.start() # 启动事件驱动引擎
self.dataEngine = DataEngine(self, self.eventEngine)
# 循环查询持仓和账户相关
self.countGet = 0 # 查询延时计数
self.lastGet = 'Account' # 上次查询的性质
self.eventEngine.register(EVENT_TDLOGIN, self.initGet) # 登录成功后开始初始化查询
# 合约储存相关
# self.dictInstrument = {} # 字典（保存合约查询数据）
# self.eventEngine.register(EVENT_INSTRUMENT, self.insertInstrument)
# 接口实例
self.gatewayDict = OrderedDict()
self.gatewayDetailList = []
# 应用模块实例
self.appDict = OrderedDict()
self.appDetailList = []
# 风控引擎实例（特殊独立对象）
self.rmEngine = None
def __init__(self):
"""Constructor
:type self: object
"""
self.ee = EventEngine() # 创建事件驱动引擎
self.md = DemoMdApi(self.ee) # 创建API接口
self.td = DemoTdApi(self.ee)
self.ee.start() # 启动事件驱动引擎
self.havedposi = False
self.position = {}
self.todayposition = {}
self.__orders = {}
self.__retry = 0
# 循环查询持仓和账户相关
self.countGet = 0 # 查询延时计数
self.lastGet = 'Account' # 上次查询的性质
self.ee.register(EVENT_TDLOGIN, self.initGet) # 登录成功后开始初始化查询
# 合约储存相关
self.dictInstrument = {} # 字典（保存合约查询数据）
self.ee.register(EVENT_INSTRUMENT, self.insertInstrument)
self.ee.register(EVENT_TRADE_DATA, self.get_trade)
self.ee.register(EVENT_ORDER_DATA, self.get_order)
self.ee.register(EVENT_ERROR, self.get_error)
self.ee.register(EVENT_MARKETDATA_DATA, self.get_data)
self.ee.register(EVENT_POSITION_DATA, self.get_position)
def __init__(self, event_engine:EventEngine=None):
if event_engine:
self.event_engine = event_engine
else:
self.event_engine = EventEngine()
self.event_engine.start()
self.gateways: dict[str, BaseGateway] = {}
self.engines: dict[str, BaseEngine] = {}
def main(argv):
ee = EventEngine()
me = MainEngine(ee)
me.add_gateway(Mt4Gateway)
me.connect("Mt4Gateway")
#ee.register("tick", debug_print)
myEngine = me.add_engine(MyTestEngine)
myEngine.init_engine()
print("main...")
def __init__(self):
"""Constructor"""
self.ee = EventEngine() # 创建事件驱动引擎
self.ee.start() # 启动事件驱动引擎
# 循环查询持仓和账户相关
self.countGet = 0 # 查询延时计数
self.lastGet = 'Account' # 上次查询的性质
# 合约储存相关
self.dictInstrument = {} # 字典（保存合约查询数据）
def __init__(self):
"""Constructor"""
self.ee = EventEngine() # 创建事件驱动引擎
self.md = DemoMdApi(self.ee) # 创建API接口
self.td = DemoTdApi(self.ee)
self.ee.start() # 启动事件驱动引擎
# 循环查询持仓和账户相关
self.countGet = 0 # 查询延时计数
self.lastGet = 'Account' # 上次查询的性质
self.ee.register(EVENT_TDLOGIN, self.initGet) # 登录成功后开始初始化查询
# 合约储存相关
self.dictInstrument = {} # 字典（保存合约查询数据）
self.ee.register(EVENT_INSTRUMENT, self.insertInstrument)
def __init__(self):
"""Constructor"""
self.ee = EventEngine() # 创建事件驱动引擎
self.dsa = DemoStockApi(('192.168.16.59', 9991), self.ee) # 现货报单
self.dma = DemoMarketApi(('10.10.1.186', 9101), self.ee) # 现货报单
# self.md = DemoL2Api(self.ee) # 如果使用L2行情就改为这行
# self.td = DemoTdApi(self.ee)
self.ee.start() # 启动事件驱动引擎
# 循环查询持仓和账户相关
self.countGet = 0 # 查询延时计数
self.lastGet = 'Account' # 上次查询的性质
# self.ee.register(EVENT_TDLOGIN, self.initGet) # 登录成功后开始初始化查询
# 合约储存相关
self.dictInstrument = {} # 字典（保存合约查询数据）
def __init__(self,
ws,
account,
_plus_path,
justCopySignal=False,
useZmq=False,
zmqServer="tcp://192.168.1.234:9999"):
"""Constructor
:type self: object
"""
self.ee = EventEngine(account) # 创建事件驱动引擎
self.justCopySignal = justCopySignal
self.userid = str(account['userid'])
self.password = str(account['password'])
self.brokerid = str(account['brokerid'])
self.mdaddress = str(account['mdfront'])
self.tdaddress = str(account['tdfront'])
self.pluspath = _plus_path
self.symbol = None
self.socket = None
self.websocket = ws # websocket list to send msg
if useZmq:
context = zmq.Context()
socket = context.socket(zmq.REQ)
socket.connect(zmqServer)
self.socket = socket
self.ee.start() # 启动事件驱动引擎
self.havedposi = False
self.position = {}
self.todayposition = {}
self.lastError = 0
self.lastTodo = 0
self.__timer = time() + 60
self.__orders = {}
self.__retry = 0
self.__maxRetry = 5
# 循环查询持仓和账户相关
self.countGet = 0 # 查询延时计数
self.lastGet = 'Account' # 上次查询的性质
self.ee.register(EVENT_TDLOGIN, self.initGet) # 登录成功后开始初始化查询
# 合约储存相关
self.dictInstrument = {} # 字典（保存合约查询数据）
self.dictProduct = {} # 字典（保存合约查询数据）
self.dictExchange = {}
self.volInstrument = {}
self.subInstrument = set()
self.subedInst = set()
self.todo = 0
self.ee.register(EVENT_ERROR, self.get_error)
self.ee.register(EVENT_INSTRUMENT, self.insertInstrument)
self.ee.register(EVENT_TIMER, self.getAccountPosition)
self.ee.register(EVENT_TRADE, self.get_trade)
self.ee.register(EVENT_ORDER, self.get_order)
self.ee.register(EVENT_TICK, self.get_tick)
self.ee.register(EVENT_POSITION, self.get_position)
import eventType
for k, v in eventType.__dict__.items():
if 'EVENT_' in k and v[0] != '_':
self.ee.register(v, self.websocket_send)
self.md = DemoMdApi(self.ee,
self.mdaddress,
self.userid,
self.password,
self.brokerid,
plus_path=_plus_path) # 创建API接口
self.td = DemoTdApi(self.ee,
self.tdaddress,
self.userid,
self.password,
self.brokerid,
plus_path=_plus_path)
def __init__(self, account, _plus_path, bg):
self.ee = EventEngine(account) # 创建事件驱动引擎
self.bridge = bg
self.__lock = Lock()
self.userid = str(account['userid'])
self.password = str(account['password'])
self.brokerid = str(account['brokerid'])
self.mdaddress = str(account['mdfront'])
self.tdaddress = str(account['tdfront'])
self.instrument = account['instrument'] # sub list str
self.pluspath = _plus_path
self.dictInstrument = {} # 字典（保存合约查询数据）
self.dictProduct = {} # 字典（保存合约查询数据）
self.dictExchange = {}
self.tmpInstrument = {} # 字典（保存合约查询数据）
self.tmpProduct = {} # 字典（保存合约查询数据）
self.tmpExchange = {}
self.dictUpdate = None
self.subInstrument = set()
self.subedInstrument = set()
self.master = {} # 记录主力合约对应关系
self.masterSubed = False
self.subedMaster = {}
self.tickpass = set()
self.now = datetime.now()
self.socket = None
self.coreServer = str(account['zmqserver'])
self.corefunc = passit
if int(account['usezmq']) > 0:
if self.coreServer[:4] == 'tcp:':
context = zmq.Context()
socket = context.socket(zmq.REQ)
socket.connect(self.coreServer)
self.socket = socket
self.corefunc = tcpfunc
elif self.coreServer[:5] == 'http:':
self.socket = True
self.corefunc = httpfunc
self.ee.start() # 启动事件驱动引擎
self.som = {}
self.lastError = 0
self.lastTodo = 0
self.eq = 0
# 循环查询持仓和账户相关
self.countGet = 0 # 查询延时计数
self.lastGet = 'Account' # 上次查询的性质
self.ee.register(EVENT_TDLOGIN, self.initGet, True) # 登录成功后开始初始化查询
self.__timer = time() + 3
self.__readySubscribe = {}
# 合约储存相关
self.get_instrument()
self.get_subscribe(self.instrument)
self.ee.register(EVENT_MDLOGIN, self.ready_subscribe, True)
self.ee.register(EVENT_TDLOGIN, self.ready_subscribe, True)
self.ee.register(EVENT_ERROR, self.get_error, False)
self.ee.register(EVENT_INSTRUMENT, self.insertInstrument, True)
self.ee.register(EVENT_TIMER, self.getAccountPosition, False)
self.ee.register(EVENT_TRADE, self.get_trade, False)
self.ee.register(EVENT_ORDER, self.get_order, False)
self.ee.register(EVENT_TICK, self.get_tick, True)
self.ee.register(EVENT_POSITION, self.get_position, True)
self.ee.register(EVENT_ACCOUNT, self.get_account, False)
self.ee.register(EVENT_TICK, self.check_timer, False)
import eventType
for k, v in eventType.__dict__.items():
if 'EVENT_' in k and v[0] != '_':
self.ee.register(v, self.websocket_send, False)
self.md = ctpMdApi(self,
self.mdaddress,
self.userid,
self.password,
self.brokerid,
plus_path=_plus_path) # 创建API接口
self.td = ctpTdApi(self,
self.tdaddress,
self.userid,
self.password,
self.brokerid,
plus_path=_plus_path)
from eventType import *
from eventEngine import EventEngine
import os
import tdxApi
def timer_fun(event):
print("test_func:{}".format(event.type_))
if __name__ == "__main__":
engine = EventEngine()
engine.register(EVENT_TIMER, timer_fun)
engine.start()
