def fetch_trading_account(self):
#获取资金帐户
logging.info('A:获取资金帐户..')
req = UStruct.QryTradingAccount(BrokerID=self._broker, InvestorID=self._investor)
ref_id = self.inc_request_id()
ret = self.ReqQryTradingAccount(req, ref_id)
return ret,ref_id
def fetch_trading_account(self):
#获取资金帐户
print u'A:获取资金帐户..'
req = ApiStruct.QryTradingAccount(BrokerID=self.broker_id,
InvestorID=self.investor_id)
self.requestid += 1
r = self.ReqQryTradingAccount(req, self.requestid)
def req_qry_trading_account(self):
"""
获取资金账户
"""
req = ApiStruct.QryTradingAccount(BrokerID=self.broker_id,
InvestorID=self.investor_id,
CurrencyID=b"CNY")
self.req_id += 1
self.ReqQryTradingAccount(req, self.req_id)
self.logger.info("CTPTraderApi.req_qry_trading_account: "
"Finish sending request for trading account")
def OnRspUserLogin(self, userlogin, info, rid, is_last):
self.logger.info('用户登录成功!')
self.logger.info('请求确认投资者结算结果...')
#self.request_id += 1
#self.ReqQrySettlementInfo(ApiStruct.QrySettlementInfo(self.broker_id, self.investor_id), self.request_id)
#time.sleep(1)
self.logger.info('开始账户查询:')
self.request_id += 1
self.ReqQryTradingAccount(
ApiStruct.QryTradingAccount(self.broker_id, self.investor_id),
self.request_id)
time.sleep(1)
self.request_id += 1
self.ReqSettlementInfoConfirm(
ApiStruct.SettlementInfoConfirm(self.broker_id, self.investor_id),
self.request_id)
time.sleep(1)
def have_enough_money(self):
"""
每次套利第一次开仓前判断资金是否充足，以近月最新价的四倍（4次套利）作为所需资金
"""
self.request_id += 1
self.available_capital = 0.0
self.ReqQryTradingAccount(
ApiStruct.QryTradingAccount(BrokerID=self.broker_id,
InvestorID=self.investor_id),
self.request_id)
while self.available_capital == 0.0:
print self.available_capital
time.sleep(0.01)
if self.instruimentIDs[0][:2] == "IC":
need_capital = self.mdapi1.depth_info.LastPrice * 4 * 200 * 0.3
else:
need_capital = self.mdapi1.depth_info.LastPrice * 4 * 300 * 0.2
if self.available_capital > (need_capital + 100000.0):
return True
else:
return False
def QryTradingAccount(self):
pQryTradingAccount = ApiStruct.QryTradingAccount(
BrokerID=self.brokerid, InvestorID=self.investorid)
self.IncReqid()
self.ReqQryTradingAccount(pQryTradingAccount, self.requestid)
