def Req_OrderInsert(self, broker_id, investor_id):
data = KSUserApiStruct.CThostFtdcInputOrderField()
#经纪公司代码
data.BrokerID = broker_id
#投资者代码
data.InvestorID = investor_id
#合约代码
data.InstrumentID = "IF1312" #instrument_id
#报单引用
data.OrderRef = "9"
#报单价格条件: 限价
data.OrderPriceType = KSUserApiType.THOST_FTDC_OPT_LimitPrice
#买卖方向:
data.Direction = KSUserApiType.THOST_FTDC_D_Buy
#组合开平标志: 开仓
data.CombOffsetFlag = KSUserApiType.THOST_FTDC_OF_Open
#组合投机套保标志
data.CombHedgeFlag = KSUserApiType.THOST_FTDC_HF_Speculation
#价格
data.LimitPrice = 2450
#数量: 1
data.VolumeTotalOriginal = 1
#有效期类型: 当日有效
data.TimeCondition = KSUserApiType.THOST_FTDC_TC_GFD
#成交量类型: 任何数量
data.VolumeCondition = KSUserApiType.THOST_FTDC_VC_AV
#最小成交量: 0
data.MinVolume = 0
#触发条件: 立即
data.ContingentCondition = KSUserApiType.THOST_FTDC_CC_Immediately
#强平原因: 非强平
data.ForceCloseReason = KSUserApiType.THOST_FTDC_FCC_NotForceClose
#自动挂起标志: 否
data.IsAutoSuspend = 0
#请求编号
data.RequestID = self.requestid
#用户强评标志: 否
data.UserForceClose = 0
self.requestid += 1
print repr(data)
r = self.api.ReqOrderInsert(data, self.requestid)
if r == 0: print u"报单录入请求: 成功\n"
else: print u"报单录入请求: 失败\n"
def inputOrderField(self, broker_id, investor_id, instrument_id, volume,
limitPrice, orderPriceType, direction, combOffSetFlag,
combHedgeFlag):
data = KSUserApiStruct.CThostFtdcInputOrderField()
#经纪公司代码
data.BrokerID = broker_id
#投资者代码
data.InvestorID = investor_id
#合约代码
data.InstrumentID = instrument_id
#instrument_id
#报单引用
data.OrderRef = self.orderRef
#报单价格条件: 限价
data.OrderPriceType = orderPriceType
#买卖方向:
data.Direction = direction
#组合开平标志: 开仓
data.CombOffsetFlag = combOffSetFlag
#组合投机套保标志
data.CombHedgeFlag = combHedgeFlag
#价格
data.LimitPrice = limitPrice
#数量: 1
data.VolumeTotalOriginal = volume
#有效期类型: 当日有效
data.TimeCondition = KSUserApiType.THOST_FTDC_TC_GFD
#成交量类型: 任何数量
data.VolumeCondition = KSUserApiType.THOST_FTDC_VC_AV
#最小成交量: 0
data.MinVolume = 0
#触发条件: 立即
data.ContingentCondition = KSUserApiType.THOST_FTDC_CC_Immediately
#强平原因: 非强平
data.ForceCloseReason = KSUserApiType.THOST_FTDC_FCC_NotForceClose
#自动挂起标志: 否
data.IsAutoSuspend = 0
#请求编号
self.spi.requestid += 1
data.RequestID = self.spi.requestid
#用户强评标志: 否
data.UserForceClose = 0
#用户强评标志: 否
data.UserForceClose = 0
#continue to insert to the table of tradingRecord
connection = pymongo.Connection('localhost', 27017)
db = connection.commodityTrading
res = {
"InvestorID": data.InvestorID,
"BrokerID": data.BrokerID,
"StrategyName": self.strategyName,
"OrderRef": self.orderRef,
"TradingDay": self.tradingDay,
"Volume": data.VolumeTotalOriginal,
"InstrumentID": data.InstrumentID,
"Direction": data.Direction,
"OrderPriceType": data.OrderPriceType,
"CombOffsetFlag": data.CombOffsetFlag
}
db.tradingRecord.insert(res)
return data