def order_action(self, orderref):
reqid = self.get_requestid()
req = ApiStruct.InputOrderAction(BrokerID=self.broker_id,\
InvestorID=self.investor_id,\
OrderRef=orderref,\
ActionFlag=ApiStruct.AF_Delete,\
RequestID=reqid)
print("OrderAction: ", req)
self.ReqOrderAction(req, reqid)
def refer(self, instrument_id, exchange_id, order_sys_id):
order_action = ApiStruct.InputOrderAction(
BrokerID=self.broker_id,
InvestorID=self.user_id,
InstrumentID=instrument_id,
ActionFlag=ApiStruct.AF_Delete,
ExchangeID=exchange_id,
OrderSysID=order_sys_id)
self.request_id += 1
return self.api.ReqOrderAction(order_action, self.request_id) == 0
def refer_local(self, instrument_id, order_ref):
order_action = ApiStruct.InputOrderAction(
BrokerID=self.broker_id,
InvestorID=self.user_id,
InstrumentID=instrument_id,
ActionFlag=ApiStruct.AF_Delete,
FrontID=self.front_id,
SessionID=self.session_id,
OrderRef=order_ref)
self.request_id += 1
return self.api.ReqOrderAction(order_action, self.request_id) == 0
def get_col_type(col_value):
val_type = type(col_value)
if val_type == bytes:
col_type = VARBINARY(20)
elif val_type == float:
col_type = Float
elif val_type == int:
col_type = Integer
else:
raise TypeError('unsupported type of %s' % val_type)
return col_type
def create_table(metadata, base_struct_obj):
logger.debug(base_struct_obj.__class__.__name__)
table_name = base_struct_obj.__class__.__name__
# [print(col_name, getattr( base_struct_obj, col_name)) for col_name, col_type in base_struct_obj._fields_]
col_attr = (Column(col_name,
get_col_type(getattr(base_struct_obj, col_name)))
for col_name, col_value in base_struct_obj._fields_)
table_obj = Table(table_name, metadata, *col_attr)
if __name__ == "__main__":
engine = Config.get_db_engine(Config.DB_SCHEMA_MD)
metadata = MetaData()
create_table(metadata, ApiStruct.InputOrderAction())
create_table(metadata, ApiStruct.DepthMarketData())
metadata.create_all(engine) # 创建表结构