class Test: def __init__(self): """初始化 运行的目录下需要创建log目录""" """交易前置""" self.front_trade = '' # 行情前置 self.front_quote = '' self.investor = '' self.pwd = '' self.broker = '' self.TradingDay = '' # self.log = open('orders.csv', 'w') # self.log.write('') # 清空内容 self.stra_instances = [] self.Session = '' self.q = Quote() self.t = Trade() self.req = 0 self.ordered = False self.needAuth = False def q_OnFrontConnected(self): print('connected') self.q.ReqUserLogin(BrokerID=self.broker, UserID=self.investor, Password=self.pwd) def q_OnRspUserLogin(self, rsp, info, req, last): print(info) self.q.SubscribeMarketData('rb1805') def q_OnRspSubMarketData( self, pSpecificInstrument=CThostFtdcSpecificInstrumentField, pRspInfo=CThostFtdcRspInfoField, nRequestID=int, bIsLast=bool): pass def q_OnTick(self, tick): f = CThostFtdcMarketDataField() f = tick if not self.ordered: print(tick) _thread.start_new_thread(self.Order, (f, )) self.ordered = True def Order(self, f): print("报单") self.req += 1 self.t.ReqOrderInsert( BrokerID=self.broker, InvestorID=self.investor, InstrumentID=f.getInstrumentID(), OrderRef='{0:>12}'.format(self.req), UserID=self.investor, OrderPriceType=OrderPriceTypeType.LimitPrice, Direction=DirectionType.Buy, CombOffsetFlag=OffsetFlagType.Open.__char__(), CombHedgeFlag=HedgeFlagType.Speculation.__char__(), LimitPrice=f.getLastPrice() - 50, VolumeTotalOriginal=1, TimeCondition=TimeConditionType.GFD, # GTDDate='' VolumeCondition=VolumeConditionType.AV, MinVolume=1, ContingentCondition=ContingentConditionType.Immediately, StopPrice=0, ForceCloseReason=ForceCloseReasonType.NotForceClose, IsAutoSuspend=0, IsSwapOrder=0, UserForceClose=0) def OnFrontConnected(self): print('connected') if self.needAuth: self.t.ReqAuthenticate(self.broker, self.investor, '@haifeng', '8MTL59FK1QGLKQW2') else: self.t.ReqUserLogin(BrokerID=self.broker, UserID=self.investor, Password=self.pwd, UserProductInfo='@haifeng') def OnRspAuthenticate(self, pRspAuthenticateField=CThostFtdcRspAuthenticateField, pRspInfo=CThostFtdcRspInfoField, nRequestID=int, bIsLast=bool): print('auth:{0}:{1}'.format(pRspInfo.getErrorID(), pRspInfo.getErrorMsg())) self.t.ReqUserLogin(BrokerID=self.broker, UserID=self.investor, Password=self.pwd, UserProductInfo='@haifeng') def OnRspUserLogin(self, rsp, info, req, last): print(info) i = CThostFtdcRspInfoField() i = info if i.getErrorID() == 0: self.Session = rsp.getSessionID() self.t.ReqSettlementInfoConfirm(BrokerID=self.broker, InvestorID=self.investor) def OnRspSettlementInfoConfirm( self, pSettlementInfoConfirm=CThostFtdcSettlementInfoConfirmField, pRspInfo=CThostFtdcRspInfoField, nRequestID=int, bIsLast=bool): _thread.start_new_thread(self.StartQuote, ()) _thread.start_new_thread(self.Qry, ()) def StartQuote(self): print('start quote') self.q.CreateApi() spi = self.q.CreateSpi() self.q.RegisterSpi(spi) self.q.OnFrontConnected = self.q_OnFrontConnected self.q.OnRspUserLogin = self.q_OnRspUserLogin self.q.OnRtnDepthMarketData = self.q_OnTick self.q.OnRspSubMarketData = self.q_OnRspSubMarketData self.q.RegCB() self.q.RegisterFront(self.front_quote) self.q.Init() # self.q.Join() def Qry(self): sleep(1.1) self.t.ReqQryInstrument() while True: sleep(1.1) self.t.ReqQryTradingAccount(self.broker, self.investor) sleep(1.1) self.t.ReqQryInvestorPosition(self.broker, self.investor) return def OnRtnInstrumentStatus(self, pInstrumentStatus=CThostFtdcInstrumentStatusField ): pass def OnRspOrderInsert(self, pInputOrder=CThostFtdcInputOrderField, pRspInfo=CThostFtdcRspInfoField, nRequestID=int, bIsLast=bool): print(pRspInfo) print(pInputOrder) print(pRspInfo.getErrorMsg()) def OnRtnOrder(self, pOrder=CThostFtdcOrderField): # print(pOrder) if pOrder.getSessionID() == self.Session and pOrder.getOrderStatus( ) == OrderStatusType.NoTradeQueueing: print("撤单") self.t.ReqOrderAction(self.broker, self.investor, InstrumentID=pOrder.getInstrumentID(), OrderRef=pOrder.getOrderRef(), FrontID=pOrder.getFrontID(), SessionID=pOrder.getSessionID(), ActionFlag=ActionFlagType.Delete) def OnRspInstrument(self, instrument, rspinfo, nreq, last): pass def OnRspPosition(self, pInvestorPosition=CThostFtdcInvestorPositionField, pRspInfo=CThostFtdcRspInfoField, nRequestID=int, bIsLast=bool): pass def OnRspAccount(self, pTradingAccount=CThostFtdcTradingAccountField, pRspInfo=CThostFtdcRspInfoField, nRequestID=int, bIsLast=bool): pass def CTPRun(self, front_trade='tcp://180.168.146.187:10000', front_quote='tcp://180.168.146.187:10010', broker='9999', investor='008109', pwd='1'): """""" self.front_trade = front_trade self.front_quote = front_quote self.broker = broker self.investor = investor self.pwd = pwd self.t.CreateApi() spi = self.t.CreateSpi() self.t.SubscribePrivateTopic(2) self.t.SubscribePublicTopic(2) self.t.RegisterSpi(spi) self.t.OnFrontConnected = self.OnFrontConnected self.t.OnRspUserLogin = self.OnRspUserLogin self.t.OnRspSettlementInfoConfirm = self.OnRspSettlementInfoConfirm self.t.OnRspQryInstrument = self.OnRspInstrument self.t.OnRtnInstrumentStatus = self.OnRtnInstrumentStatus self.t.OnRtnOrder = self.OnRtnOrder self.t.OnRspQryInvestorPosition = self.OnRspPosition self.t.OnRspQryTradingAccount = self.OnRspAccount # self.t.OnRtnTrade = self.OnRtnTrade # self.t.OnRtnCancel = self.OnRtnCancel # self.t.OnRtnErrOrder = self.OnRtnErrOrder self.t.RegCB() self.t.RegisterFront(self.front_trade) self.t.Init()
class CtpTrade(TradeAdapter): """""" def __init__(self): super().__init__() self._req = 0 '''防止重连时启用太多查询线程''' self.qryStart = False self.__dic_orderid_sysid = {} self.__posi = [] self.t = Trade() def __qry(self): """查询帐号相关信息""" self.qryStart = True # restart 模式, 待rtnorder 处理完毕后再进行查询,否则会造成position混乱 ord_cnt = 0 while True: time.sleep(0.5) if len(self.DicOrderField) == ord_cnt: break ord_cnt = len(self.DicOrderField) self.t.ReqQryInstrument() time.sleep(1.1) while not self.Account or self.IsLogin: """查询持仓与权益""" time.sleep(1.1) self.t.ReqQryInvestorPosition(self.BrokerID, self.Investor) time.sleep(1.1) self.t.ReqQryTradingAccount(self.BrokerID, self.Investor) def __OnFrontConnected(self): self.OnFrontConnected() def __OnFrontDisconnected(self, nReason): self.IsLogin = False self.OnFrontDisConnected(nReason) def __OnRspUserLogin(self, pRspUserLogin=CThostFtdcRspUserLoginField(), pRspInfo=CThostFtdcRspInfoField, nRequestID=int, bIsLast=bool): self.Investor = pRspUserLogin.getUserID() self.BrokerID = pRspUserLogin.getBrokerID() self.SessionID = pRspUserLogin.getSessionID() self.TradingDay = pRspUserLogin.getTradingDay() if pRspInfo.getErrorID() != 0: info = InfoField() info.ErrorID = pRspInfo.getErrorID() info.ErrorMsg = pRspInfo.getErrorMsg() self.OnRspUserLogin(info) else: self.t.ReqSettlementInfoConfirm(self.BrokerID, self.Investor) if not self.qryStart: time.sleep(0.5) """查询持仓与权益""" _thread.start_new_thread(self.__qry, ()) # 开启查询 def __OnRspQryInstrument(self, pInstrument=CThostFtdcInstrumentField, pRspInfo=CThostFtdcRspInfoField, nRequestID=int, bIsLast=bool): """""" inst = InstrumentField() inst.InstrumentID = pInstrument.getInstrumentID() inst.ProductID = pInstrument.getProductID() inst.ExchangeID = pInstrument.getExchangeID() inst.VolumeMultiple = pInstrument.getVolumeMultiple() inst.PriceTick = pInstrument.getPriceTick() inst.MaxOrderVolume = pInstrument.getMaxLimitOrderVolume() self.DicInstrument[inst.InstrumentID] = inst def __OnRspQryAccount(self, pTradingAccount=CThostFtdcTradingAccountField, pRspInfo=CThostFtdcRspInfoField, nRequestID=int, bIsLast=bool): """""" if not self.Account: self.Account = TradingAccount() self.Account.Available = pTradingAccount.getAvailable() self.Account.CloseProfit = pTradingAccount.getCloseProfit() self.Account.Commission = pTradingAccount.getCommission() self.Account.CurrMargin = pTradingAccount.getCurrMargin() self.Account.FrozenCash = pTradingAccount.getFrozenCash() self.Account.PositionProfit = pTradingAccount.getPositionProfit() self.Account.PreBalance = pTradingAccount.getPreBalance( ) + pTradingAccount.getDeposit() + pTradingAccount.getWithdraw() self.Account.Fund = self.Account.PreBalance + pTradingAccount.getCloseProfit( ) + pTradingAccount.getPositionProfit( ) - pTradingAccount.getCommission() self.Account.Risk = self.Account.CurrMargin / self.Account.Fund if not self.IsLogin: self.IsLogin = True info = InfoField() info.ErrorID = 0 info.ErrorMsg = '正确' self.OnRspUserLogin(info) def __OnRspQryPosition(self, pInvestorPosition=CThostFtdcInvestorPositionField, pRspInfo=CThostFtdcRspInfoField, nRequestID=int, bIsLast=bool): """""" if pInvestorPosition.getInstrumentID() != '': # 偶尔出现NULL的数据导致数据转换错误 self.__posi.append( pInvestorPosition) # Struct(**f.__dict__)) #dict -> object if bIsLast: # 先排序再group才有效 self.__posi = sorted( self.__posi, key=lambda c: '{0}_{1}'.format( c.getInstrumentID(), DirectType.Buy if c.getPosiDirection( ) == PosiDirectionType.Long else DirectType.Sell)) # direction需从posidiction转换为dictiontype for key, group in itertools.groupby( self.__posi, lambda c: '{0}_{1}'.format( c.getInstrumentID(), DirectType.Buy if c.getPosiDirection() == PosiDirectionType.Long else DirectType.Sell)): pf = self.DicPositionField.get(key) if not pf: pf = PositionField() self.DicPositionField[key] = pf pf.Position = 0 pf.TdPosition = 0 pf.YdPosition = 0 pf.CloseProfit = 0 pf.PositionProfit = 0 pf.Commission = 0 pf.Margin = 0 pf.Price = 0 cost = 0.0 for g in group: if not pf.InstrumentID: pf.InstrumentID = g.getInstrumentID() pf.Direction = DirectType.Buy if g.getPosiDirection( ) == PosiDirectionType.Long else DirectType.Sell pf.Position += g.getPosition() pf.TdPosition += g.getTodayPosition() pf.YdPosition = pf.Position - pf.TdPosition pf.CloseProfit += g.getCloseProfit() pf.PositionProfit += g.getPositionProfit() pf.Commission += g.getCommission() pf.Margin += g.getUseMargin() cost += g.OpenCost # pf.Position <= 0 ? 0 : (g.Sum(n => n.PositionCost) / DicInstrumentField[pf.InstrumentID].VolumeMultiple / pf.Position); vm = self.DicInstrument[pf.InstrumentID].VolumeMultiple pf.Price = 0 if pf.Position <= 0 else cost / vm / pf.Position self.__posi.clear() def __OnRtnOrder(self, pOrder=CThostFtdcOrderField): """""" id = '{0}|{1}|{2}'.format(pOrder.getSessionID(), pOrder.getFrontID(), pOrder.getOrderRef()) # of = OrderField() of = self.DicOrderField.get(id) if not of: of = OrderField() l = int(pOrder.getOrderRef()) of.Custom = l % 1000000 of.InstrumentID = pOrder.getInstrumentID() of.InsertTime = pOrder.getInsertTime() of.Direction = DirectType.Buy if DirectionType(pOrder.getDirection( )) == DirectionType.Buy else DirectType.Sell ot = OffsetFlagType(ord(pOrder.getCombOffsetFlag()[0])) of.Offset = OffsetType.Open if ot == OffsetFlagType.Open else ( OffsetType.CloseToday if ot == OffsetFlagType.CloseToday else OffsetType.Close) of.Status = OrderStatus.Normal of.StatusMsg = pOrder.getStatusMsg() of.IsLocal = pOrder.getSessionID() == self.SessionID of.LimitPrice = pOrder.getLimitPrice() of.OrderID = id of.Volume = pOrder.getVolumeTotalOriginal() of.VolumeLeft = of.Volume self.DicOrderField[id] = of self.OnRtnOrder(of) # _thread.start_new_thread(self.OnRtnOrder, (of,)) # call client OnRtnOrder event elif pOrder.getOrderStatus() == OrderStatusType.Canceled: of.Status = OrderStatus.Canceled of.StatusMsg = pOrder.getStatusMsg() if of.StatusMsg.find('被拒绝') >= 0: info = InfoField() info.ErrorID = -1 info.ErrorMsg = of.StatusMsg self.OnRtnErrOrder(of, info) else: self.OnRtnCancel(of) else: if pOrder.getOrderSysID(): of.SysID = pOrder.getOrderSysID() self.__dic_orderid_sysid[pOrder.getOrderSysID( )] = id # 记录sysid与orderid关联,方便Trade时查找处理 # _thread.start_new_thread(self.OnRtnOrder, (of,)) def __OnRtnTrade(self, f): """""" tf = TradeField() tf.Direction = DirectType.Buy if f.getDirection( ) == DirectionType.Buy else DirectType.Sell tf.ExchangeID = f.getExchangeID() tf.InstrumentID = f.getInstrumentID() tf.Offset = OffsetType.Open if f.getOffsetFlag( ) == OffsetFlagType.Open else OffsetType.Close if f.getOffsetFlag( ) == OffsetFlagType.Close else OffsetType.CloseToday tf.Price = f.getPrice() tf.SysID = f.getOrderSysID() tf.TradeID = f.getTradeID() tf.TradeTime = f.getTradeTime() tf.TradingDay = f.getTradingDay() tf.Volume = f.getVolume() self.DicTradeField[tf.TradeID] = tf id = self.__dic_orderid_sysid[tf.SysID] of = self.DicOrderField[id] tf.OrderID = id # tradeid 与 orderid 关联 of.TradeTime = tf.TradeTime # of.AvgPrice = (of.AvgPrice * (of.Volume - of.VolumeLeft) + pTrade.Price * pTrade.Volume) / (of.Volume - of.VolumeLeft + pTrade.Volume); of.AvgPrice = (of.AvgPrice * (of.Volume - of.VolumeLeft) + tf.Price * tf.Volume) / ( of.Volume - of.VolumeLeft + tf.Volume) of.TradeVolume = tf.Volume of.VolumeLeft -= tf.Volume if of.VolumeLeft == 0: of.Status = OrderStatus.Filled of.StatusMsg = '全部成交' else: of.Status = OrderStatus.Partial of.StatusMsg = '部分成交' # 更新持仓 ***** if tf.Offset == OffsetType.Open: key = '{0}_{1}'.format(tf.InstrumentID, tf.Direction) pf = self.DicPositionField.get(key) if not pf: pf = PositionField() self.DicPositionField[key] = pf pf.InstrumentID = tf.InstrumentID pf.Direction = tf.Direction pf.Price = (pf.Price * pf.Position + tf.Price * tf.Volume) / (pf.Position + tf.Volume) pf.TdPosition += tf.Volume pf.Position += tf.Volume else: key = '{0}_{1}'.format( tf.InstrumentID, DirectType.Sell if tf.Direction == DirectType.Buy else DirectType.Buy) pf = self.DicPositionField.get(key) if pf: # 有可能出现无持仓的情况 if tf.Offset == OffsetType.CloseToday: pf.TdPosition -= tf.Volume else: tdclose = min(pf.TdPosition, tf.Volume) if pf.TdPosition > 0: pf.TdPosition -= tdclose pf.YdPosition -= max(0, tf.Volume - tdclose) pf.Position -= tf.Volume _thread.start_new_thread(self.__onRtn, (of, tf)) # _thread.start_new_thread(self.OnRtnOrder, (of,)) # _thread.start_new_thread(self.OnRtnTrade, (tf,)) def __onRtn(self, of, tf): self.OnRtnOrder(of) self.OnRtnTrade(tf) def __OnRspOrder(self, pInputOrder=CThostFtdcInputOrderField, pRspInfo=CThostFtdcRspInfoField, nRequestID=int, bIsLast=bool): """""" info = InfoField() info.ErrorID = pRspInfo.getErrorID() info.ErrorMsg = pRspInfo.getErrorMsg() id = '{0}|{1}|{2}'.format(self.SessionID, '0', pInputOrder.getOrderRef()) of = self.DicOrderField.get(id) if not of: of = OrderField() l = int(pInputOrder.getOrderRef()) of.Custom = l % 1000000 of.InstrumentID = pInputOrder.getInstrumentID() of.InsertTime = time.strftime('%Y%M%d %H:%M:%S', time.localtime()) # 对direction需特别处理(具体见ctp_struct) of.Direction = DirectType.Buy if DirectionType( pInputOrder.getDirection( )) == DirectionType.Buy else DirectType.Sell ot = OffsetFlagType(ord(pInputOrder.getCombOffsetFlag()[0])) of.Offset = OffsetType.Open if ot == OffsetFlagType.Open else ( OffsetType.CloseToday if ot == OffsetFlagType.CloseToday else OffsetType.Close) # of.Status = OrderStatus.Normal # of.StatusMsg = f.getStatusMsg() of.IsLocal = True of.LimitPrice = pInputOrder.getLimitPrice() of.OrderID = id of.Volume = pInputOrder.getVolumeTotalOriginal() of.VolumeLeft = of.Volume self.DicOrderField[id] = of of.Status = OrderStatus.Error of.StatusMsg = '{0}:{1}'.format(info.ErrorID, info.ErrorMsg) _thread.start_new_thread(self.OnRtnErrOrder, (of, info)) def __OnErrOrder(self, pInputOrder=CThostFtdcInputOrderField, pRspInfo=CThostFtdcRspInfoField): """""" id = '{0}|{1}|{2}'.format(self.SessionID, '0', pInputOrder.getOrderRef()) of = self.DicOrderField.get(id) info = InfoField() info.ErrorID = pRspInfo.getErrorID() info.ErrorMsg = pRspInfo.getErrorMsg() if of and of.IsLocal: of.Status = OrderStatus.Error of.StatusMsg = '{0}:{1}'.format(pRspInfo.getErrorID(), pRspInfo.getErrorMsg()) _thread.start_new_thread(self.OnRtnErrOrder, (of, info)) def __OnRspOrderAction(self, pInputOrderAction=CThostFtdcInputOrderActionField, pRspInfo=CThostFtdcRspInfoField, nRequestID=int, bIsLast=bool): id = "{0}|{1}|{2}".format(pInputOrderAction.getSessionID(), pInputOrderAction.getFrontID(), pInputOrderAction.getOrderRef()) if self.IsLogin and id in self.DicOrderField: info = InfoField() info.ErrorID = pRspInfo.ErrorID info.ErrorMsg = pRspInfo.ErrorMsg self.OnErrCancel(self.DicOrderField[id], info) def __OnRtnInstrumentStatus( self, pInstrumentStatus=CThostFtdcInstrumentStatusField): self.DicInstrumentStatus[pInstrumentStatus.getInstrumentID( )] = pInstrumentStatus.getInstrumentStatus() _thread.start_new_thread(self.OnRtnInstrumentStatus, (pInstrumentStatus.getInstrumentID(), pInstrumentStatus.getInstrumentStatus())) def __OnRspSettlementInfoConfirm( self, pSettlementInfoConfirm=CThostFtdcSettlementInfoConfirmField, pRspInfo=CThostFtdcRspInfoField, nRequestID=int, bIsLast=bool): pass def ReqConnect(self, pAddress=''): self.t.CreateApi() spi = self.t.CreateSpi() self.t.SubscribePrivateTopic(0) # restart 同步处理order trade self.t.SubscribePublicTopic(0) self.t.RegisterSpi(spi) self.t.OnFrontConnected = self.__OnFrontConnected self.t.OnRspUserLogin = self.__OnRspUserLogin self.t.OnFrontDisconnected = self.__OnFrontDisconnected self.t.OnRspSettlementInfoConfirm = self.__OnRspSettlementInfoConfirm self.t.OnRtnOrder = self.__OnRtnOrder self.t.OnRtnTrade = self.__OnRtnTrade self.t.OnRspOrderInsert = self.__OnRspOrder self.t.OnErrRtnOrderInsert = self.__OnErrOrder self.t.OnRspOrderAction = self.__OnRspOrderAction self.t.OnRtnInstrumentStatus = self.__OnRtnInstrumentStatus self.t.OnRspQryInstrument = self.__OnRspQryInstrument self.t.OnRspQryTradingAccount = self.__OnRspQryAccount self.t.OnRspQryInvestorPosition = self.__OnRspQryPosition self.t.RegCB() self.t.RegisterFront(pAddress) self.t.Init() # self.t.Join() def ReqUserLogin(self, user, pwd, broker): self.t.ReqUserLogin(BrokerID=broker, UserID=user, Password=pwd) def ReqOrderInsert(self, pInstrument='', pDirection=DirectType, pOffset=OffsetType, pPrice=0.0, pVolume=1, pType=OrderType.Limit, pCustom=0): """""" OrderPriceType = OrderPriceTypeType.AnyPrice TimeCondition = TimeConditionType.IOC LimitPrice = 0.0 VolumeCondition = VolumeConditionType.AV for case in switch(pType): if case(OrderType.Market): # 市价 OrderPriceType = OrderPriceTypeType.AnyPrice TimeCondition = TimeConditionType.IOC LimitPrice = 0.0 VolumeCondition = VolumeConditionType.AV break if case(OrderType.Limit): # 限价 OrderPriceType = OrderPriceTypeType.LimitPrice TimeCondition = TimeConditionType.GFD LimitPrice = pPrice VolumeCondition = VolumeConditionType.AV break if case(OrderType.FAK): # FAK OrderPriceType = OrderPriceTypeType.LimitPrice TimeCondition = TimeConditionType.IOC LimitPrice = pPrice VolumeCondition = VolumeConditionType.AV break if case(OrderType.FOK): # FOK OrderPriceType = OrderPriceTypeType.LimitPrice TimeCondition = TimeConditionType.IOC LimitPrice = pPrice VolumeCondition = VolumeConditionType.CV # 全部数量 break self._req += 1 self.t.ReqOrderInsert( BrokerID=self.BrokerID, InvestorID=self.Investor, InstrumentID=pInstrument, OrderRef="%06d%06d" % (self._req, pCustom % 1000000), UserID=self.Investor, # 此处ctp_enum与at_struct名称冲突 Direction=DirectionType.Buy if pDirection == DirectType.Buy else DirectionType.Sell, CombOffsetFlag=chr( OffsetFlagType.Open if pOffset == OffsetType.Open else ( OffsetFlagType.CloseToday if pOffset == OffsetType.CloseToday else OffsetFlagType.Close)), CombHedgeFlag=HedgeFlagType.Speculation.__char__(), IsAutoSuspend=0, ForceCloseReason=ForceCloseReasonType.NotForceClose, IsSwapOrder=0, ContingentCondition=ContingentConditionType.Immediately, VolumeCondition=VolumeCondition, MinVolume=1, VolumeTotalOriginal=pVolume, OrderPriceType=OrderPriceType, TimeCondition=TimeCondition, LimitPrice=LimitPrice, ) def ReqOrderAction(self, OrderID=''): """""" of = self.DicOrderField[OrderID] if not of: return -1 else: pOrderId = of.OrderID return self.t.ReqOrderAction(self.BrokerID, self.Investor, OrderRef=pOrderId.split('|')[2], FrontID=int(pOrderId.split('|')[1]), SessionID=int(pOrderId.split('|')[0]), InstrumentID=of.InstrumentID, ActionFlag=ActionFlagType.Delete) def Release(self): self.t.RegisterSpi(None) self.t.Release() def OnFrontConnected(self): """接口连接""" pass def OnFrontDisConnected(self, error=0): """接口断开""" pass def OnRspUserLogin(self, info=InfoField): """登录响应""" pass def OnRtnOrder(self, f=OrderField): """委托返回""" pass def OnRtnTrade(self, f=TradeField): """成交返回""" pass def OnRtnCancel(self, f=OrderField): """撤单响应""" pass def OnErrCancel(self, f=OrderField, info=InfoField): """撤单失败""" pass def OnRtnErrOrder(self, f=OrderField, info=InfoField): """委托错误响应""" print(f) print(info) def OnRtnInstrumentStatus(self, inst, status): pass