Exemple #1
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def test_TraderChannelStartupStressTest():
    '''
    TraderChannel的启动压力测试
    1.测试反复重新创建TraderChannel对象是否能正常运行
    2.反复创建TraderChannel对象是否能够正常回收进程
    '''

    pidList = []

    # 启动调用测试
    for i in range(10):
        traderChannel = TraderChannel(frontAddress, brokerID, userID, password)
        data = CThostFtdcQryTradingAccountField()
        result = traderChannel.QryTradingAccount(data)
        assert result[0] == 0
        pid = traderChannel.traderProcess.pid
        assert pid and pid != 0
        pidList.append(pid)

    # 进程清理测试
    traderChannel = None
    process = psutil.Process()
    sleep(1)
    for pid in pidList:
        assert pid not in [child.pid for child in process.children()]
Exemple #2
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def test_QueryApiDelayMechanismBasicTest():
    '''
    测试query api的延迟机制
    '''
    queryInterval = 1.1
    traderChannel = TraderChannel(frontAddress,
                                  brokerID,
                                  userID,
                                  password,
                                  queryInterval=queryInterval)
    data = CThostFtdcQryTradingAccountField()
    # 第1次调用api
    result = traderChannel.QryTradingAccount(data)
    assert result[0] == 0, u'调用api返回错误(result[0]=%d,result[1]=%s)' % (
        result[0], result[1])
    # 第2次调用api
    queryWaitTime = traderChannel.getQueryWaitTime()
    print 'queryWaitTime=', queryWaitTime
    beginTime = datetime.now()
    result = traderChannel.QryTradingAccount(data)
    endTime = datetime.now()
    executeTime = (endTime - beginTime).total_seconds()
    print 'executeTime=', executeTime
    assert executeTime > queryWaitTime
    #assert executeTime - queryWaitTime < .1
    # 确定第2次调用进行了延迟操作
    #assert executeTime > (queryInterval * 0.9) ,u'延迟调用没有生效'
    # 检查返回是否成功
    assert result[0] == 0, u'调用api返回错误(result[0]=%d,result[1]=%s)' % (
        result[0], result[1])
Exemple #3
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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
Exemple #4
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def test_OutputFileDirectoryIsolation():
    '''
    测试通道目录的隔离
    '''
    # 测试交易通道
    with TraderChannel(frontAddress, brokerID, userID,
                       password) as traderChannel:
        assert traderChannel
        assert os.path.exists(traderChannel.workdir)
        filenameList = os.listdir(traderChannel.workdir)
        print filenameList
        assert 'QueryRsp.con' in filenameList
        assert 'DialogRsp.con' in filenameList
        assert 'TradingDay.con' in filenameList
        assert 'Private.con' in filenameList
        assert 'Public.con' in filenameList
        assert 'trader.log' in filenameList

    # 测试行情通道
    instrumentID = datetime.strftime(datetime.now() + relativedelta(months=1),
                                     "IF%y%m")
    with MdChannel(mdFrontAddress, brokerID, userID, password,
                   [instrumentID]) as mdChannel:
        assert mdChannel
        assert os.path.exists(mdChannel.workdir)
        filenameList = os.listdir(mdChannel.workdir)
        print filenameList
        assert 'QueryRsp.con' in filenameList
        assert 'DialogRsp.con' in filenameList
        assert 'TradingDay.con' in filenameList
        assert 'md.log' in filenameList
Exemple #5
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def test_OrderInsert_WithInvalidValue():
    '''
    测试报单
    '''
    traderChannel = TraderChannel(frontAddress,
                                  brokerID,
                                  userID,
                                  password,
                                  timeout=1)
    print u'日志文件输出到:%s/trader.log' % traderChannel.workdir

    # 尝试提交订单
    requestData = getDefaultInputOrderField_buyOpen()
    requestData.VolumeTotalOriginal = 0  # 手数=0 使表单无效
    result = traderChannel.OrderInsert(requestData)
    print result
    assert result[0] == 15
    assert result[1] == u'CTP:报单字段有误'
Exemple #6
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def test_SystemHighLoadWithoutTraderQueryIntervalOption():
    '''
    测试在系统高负荷情况下不使用转换器的流量控制选项,可能间歇性的出现错误
    '''
    traderChannel = TraderChannel(frontAddress,
                                  brokerID,
                                  userID,
                                  password,
                                  timeout=10)
    data = CThostFtdcQryTradingAccountField()

    # 模拟系统过载的情况
    commandLine = shlex.split('stress --cpu 3 --io 3 --vm 10 --timeout 10')
    subprocess.Popen(commandLine, stdout=open('/dev/null'))

    # 连续调用10次查询api
    for i in range(10):
        result = traderChannel.QryTradingAccount(data)
        if result[0] != 0:
            print result[1]
        assert result[0] == 0
Exemple #7
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def test_TraderChannelPoolForFaster():
    '''
    测试使用TraderChannelPool为查询api加速
    '''
    queryInterval = 1.1

    # 使用TraderChannel
    traderChannel = TraderChannel(frontAddress,
                                  brokerID,
                                  userID,
                                  password,
                                  queryInterval=queryInterval)
    data = CThostFtdcQryTradingAccountField()
    beginTime = datetime.now()
    for i in range(5):
        result = traderChannel.QryTradingAccount(data)
        assert result[0] == 0
    endTime = datetime.now()
    executeTime = (endTime - beginTime).total_seconds()
    print 'TraderChannel:executeTime=', executeTime
    assert executeTime > 5

    # 使用TraderChannelPool
    traderChannelPool = TraderChannelPool(frontAddress,
                                          brokerID,
                                          userID,
                                          password,
                                          nChannel=5,
                                          queryInterval=queryInterval)
    data = CThostFtdcQryTradingAccountField()
    beginTime = datetime.now()
    for i in range(5):
        result = traderChannelPool.QryTradingAccount(data)
        assert result[0] == 0
    endTime = datetime.now()
    executeTime = (endTime - beginTime).total_seconds()
    print 'TraderChannelPool:executeTime=', executeTime
    assert executeTime < 1.5
Exemple #8
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def test_QueryApiDelayMechanismCounterExample():
    '''
    延迟机制的反向测试用例
    '''
    traderChannel = TraderChannel(frontAddress,
                                  brokerID,
                                  userID,
                                  password,
                                  queryInterval=0)
    data = CThostFtdcQryTradingAccountField()
    sleep(1)
    # 第1次调用api
    result = traderChannel.QryTradingAccount(data)
    assert result[0] == 0, u'调用api返回错误(result[0]=%d,result[1]=%s)' % (
        result[0], result[1])
    # 第1次调用api
    for i in range(10):
        result = traderChannel.QryTradingAccount(data)
        # 由于没有延迟设置所以调用不成功
        if result[0] == -3:
            break
    else:
        raise Exception(u'没有发生预期的流量控制错误')
Exemple #9
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 def __init__(self,frontAddress,brokerID,userID,password,nChannel=2,queryInterval=1):
     '''
     参数:
     frontAddress   ctp服务器地址
     brokerID   代理商编号
     userID   用户编号
     password   密码
     nChannel   要建立的通道数,默认情况下为2
     fileOutput   ctp trader通讯进程的日志信息的保存路径,默认抛弃('/dev/null')
     '''
     self.pool = []
     for i in range(nChannel):
         traderPool = TraderChannel(frontAddress,brokerID,userID,password,
             queryInterval=queryInterval)
         self.pool.append(traderPool)
Exemple #10
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def setup():
    '''
    所有用例的公共初始化代码
    '''
    global traderChannel,frontAddress,brokerID,userID,password
    # 读取环境变量中的信息
    frontAddress = os.environ.get('CTP_FRONT_ADDRESS')
    assert frontAddress,u'必须定义环境变量:CTP_FRONT_ADDRESS'
    brokerID = os.environ.get('CTP_BROKER_ID')
    assert brokerID,u'必须定义环境变量:CTP_BROKER_ID'
    userID = os.environ.get('CTP_USER_ID')
    assert userID,u'必须定义环境变量:CTP_USER_ID'
    password = os.environ.get('CTP_PASSWORD')
    assert password,u'必须定义环境变量:CTP_PASSWORD'

    traderChannel = TraderChannel(frontAddress,brokerID,userID,password)
Exemple #11
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def test_ChannelClassUseWithStatment():
    '''
    确认Channel相关对象可以使用with语句
    '''
    with TraderChannel(frontAddress, brokerID, userID,
                       password) as traderChannel:
        assert traderChannel

    with TraderChannelPool(frontAddress, brokerID, userID,
                           password) as traderChannelPool:
        assert traderChannelPool

    instrumentID = datetime.strftime(datetime.now() + relativedelta(months=1),
                                     "IF%y%m")
    with MdChannel(mdFrontAddress, brokerID, userID, password,
                   [instrumentID]) as mdChannel:
        assert mdChannel
Exemple #12
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def test_ConverterQueryApiDelayMechanism():
    '''

    '''
    # 模拟两个查询请求同时到达队列,但没有启用转换器的流量控制功能
    # NOTE 默认情况下转换器流量控制延迟和queryInterval一致
    traderChannel = TraderChannel(frontAddress,
                                  brokerID,
                                  userID,
                                  password,
                                  queryInterval=0)
    data = CThostFtdcQryTradingAccountField()
    # 由于将queryInterval设为0,破坏查询等待机制,需要等待一下,否则连第1个查询都会出错
    sleep(1)
    # 连续调用2次查询api
    result = traderChannel.QryTradingAccount(data)
    assert result[0] == 0
    for i in range(10):
        result = traderChannel.QryTradingAccount(data)
        # 由于没有延迟设置所以调用不成功
        if result[0] == -3:
            break
    else:
        raise Exception(u'没有发生预期的流量控制错误')

    # 启动转换器的流量控制功能调用就能成功
    traderChannel = TraderChannel(frontAddress,
                                  brokerID,
                                  userID,
                                  password,
                                  queryInterval=0,
                                  timeout=5,
                                  converterQueryInterval=1)
    data = CThostFtdcQryTradingAccountField()
    # 连续调用2次查询api
    result = traderChannel.QryTradingAccount(data)
    if result[0] != 0:
        print result[1]
    assert result[0] == 0
    result = traderChannel.QryTradingAccount(data)
    if result[0] != 0:
        print result[1]
    assert result[0] == 0
Exemple #13
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def test_TraderChannelCleanCTPProcess():
    '''
    测试TraderChannel是否能正常清理进程
    '''
    process = psutil.Process()
    # 没有创建TraderChannel对象前应该没有trader进程
    #assert 'trader' not in [child.name() for child in process.children() ]

    # 创建后可以找到一个trader进程
    traderChannel = TraderChannel(frontAddress, brokerID, userID, password)
    pid = traderChannel.traderProcess.pid
    assert pid and pid != 0
    assert pid in [child.pid for child in process.children()]

    # 将变量指向None迫使垃圾回收,确认进程被清理了
    traderChannel = None
    sleep(1)
    assert pid not in [child.pid for child in process.children()]
Exemple #14
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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
Exemple #15
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from datetime import datetime
os.chdir(u'/home/duhan/github/pyctp')
from CTPChannel import TraderChannel
from CTPStruct import *
from time import sleep

frontAddress = os.environ.get('CTP_FRONT_ADDRESS')
assert frontAddress
brokerID = os.environ.get('CTP_BROKER_ID')
assert brokerID
userID = os.environ.get('CTP_USER_ID')
assert userID
password = os.environ.get('CTP_PASSWORD')
assert password

ch = TraderChannel(frontAddress,brokerID,userID,password,'/tmp/trader.log',1.1)
data = CThostFtdcQryTradingAccountField()
print ch.getQueryWaitTime()
print ch.QryTradingAccount(data)
#sleep(1)
#print ch.QryTradingAccount(data)
#print ch.QryTradingAccount(data)
#print ch.QryTradingAccount(data)
#print ch.QryTradingAccount(data)
#print ch.QryTradingAccount(data)
#(datetime.now() - ch.lastQueryTime).total_seconds()
#for i in range(10):
#    print ch.QryTradingAccount(data)

#%% 测试TraderChannelPool
import os