def qryPosition(self, InstrumentID=''):
self.request_id += 1
if InstrumentID:
req = ApiStruct.QryInvestorPosition(BrokerID=self.broker_id, InvestorID=self.investor_id,
InstrumentID=InstrumentID)
else:
req = ApiStruct.QryInvestorPosition(BrokerID=self.broker_id, InvestorID=self.investor_id)
self.ReqQryInvestorPosition(req, self.request_id)
def OnRspUserLogin(self, pRspUserLogin, pRspInfo, nRequestID, bIsLast):
print('系统登录完成。user login done.')
print datetime.datetime.now(
), u"登录交易服务器...", bIsLast, pRspInfo.ErrorMsg.decode('gbk')
print datetime.datetime.now(), 'user_login:'******'交易服务器登录成功。', pRspUserLogin.BrokerID, pRspUserLogin.UserID
# Logger.info('OnRspUserLogin %s' % is_last)
print datetime.datetime.now(), u'请求确认结算单。'
req = ApiStruct.SettlementInfoConfirm(BrokerID=self.broker_id,
InvestorID=self.investor_id)
self.ReqSettlementInfoConfirm(req, self.inc_request_id())
print datetime.datetime.now(
), 'SettlementInfo Confirm Requested，结算单确认申请已提交.'
print datetime.datetime.now(), "get today's trading day:", repr(
self.GetTradingDay())
else:
print('something wrong, connect failed....')
def user_login(self, broker_id, investor_id, passwd):
req = ApiStruct.ReqUserLogin(BrokerID=broker_id,
UserID=investor_id,
Password=passwd)
self.requestid += 1
r = self.ReqUserLogin(req, self.requestid)
def fetch_instrument_marginrate(self, instrument_id):
req = ApiStruct.QryInstrumentMarginRate(
BrokerID=self.cuser.broker_id,
InvestorID=self.cuser.investor_id,
InstrumentID=instrument_id,
HedgeFlag=ApiStruct.HF_Speculation)
r = self.trader.ReqQryInstrumentMarginRate(req, self.inc_request_id())
logging.info(u'A:查询保证金率, 函数发出返回值:%s' % r)
def QrySettlementInfo(self):
"""请求查询投资者结算结果"""
req = ApiStruct.QrySettlementInfo()
req.BrokerID = self.broker_id
req.InvestorID = self.investor_id
req.TradingDay = self.GetTradingDay()
p = self.ReqQrySettlementInfo(req, self.request_id)
print(p)
def fetch_investor_position_detail(self, instrument_id):
'''
获取合约的当前持仓明细，目前没用
'''
# logging.info(u'A:获取合约%s的当前持仓..' % (instrument_id,))
print
'get posi'
req = ApiStruct.QryInvestorPositionDetail(BrokerID=self.broker_id, InvestorID=self.investor_id,
InstrumentID=instrument_id)
self.ReqQryInvestorPositionDetail(req, self.inc_request_id())
def OnRspAuthenticate(self, pRspAuthenticateField, pRspInfo, nRequestID,
bIsLast):
# print(pRspAuthenticateField.AppType)
info.append(copy.deepcopy(pRspAuthenticateField))
print('client authenticate done. Req User login...客户端认证完成，请求用户登录.')
time.sleep(3)
req = ApiStruct.ReqUserLogin(BrokerID=self.broker_id,
UserID=self.investor_id,
Password=self.password)
r = self.ReqUserLogin(req, self.inc_request_id())
print(r)
def OnFrontConnected(self):
print('Front connected....')
req = ApiStruct.ReqAuthenticate(BrokerID=self.broker_id,
UserID=self.investor_id,
UserProductInfo =self.productinfo,
# Password=self.password,
AppID=self.appid,
AuthCode=self.authcode)
r=self.ReqAuthenticate(req, self.inc_request_id())
print(r)
print('Req Authenticate finished..申请客户端认证提交完成.')
time.sleep(3)
def formatOrder(self, inst, direc, open_close, volume, price):
orderp = ApiStruct.InputOrder(
InstrumentID=inst,
Direction=direc, # ApiStruct.D_Buy or ApiStruct.D_Sell
OrderRef=str(self.inc_request_id()),
LimitPrice=price,
VolumeTotalOriginal=volume,
OrderPriceType=ApiStruct.OPT_LimitPrice,
BrokerID=self.broker_id,
InvestorID=self.investor_id,
UserID=self.investor_id,
CombOffsetFlag=open_close, # OF_Open, OF_Close, OF_CloseToday
CombHedgeFlag=ApiStruct.HF_Speculation,
VolumeCondition=ApiStruct.VC_AV,
MinVolume=1,
ForceCloseReason=ApiStruct.FCC_NotForceClose,
IsAutoSuspend=1,
UserForceClose=0,
TimeCondition=ApiStruct.TC_GFD)
# print orderp
return orderp
def fetch_instrument(self, instrument_id):
req = ApiStruct.QryInstrument(InstrumentID=instrument_id, )
time.sleep(1)
r = self.trader.ReqQryInstrument(req, self.inc_request_id())
logging.info(u'A:查询合约, 函数发出返回值:%s' % r)
def fetch_instrument(self, instrument_id):
req = ApiStruct.QryInstrument(InstrumentID=instrument_id)
# req = ApiStruct.QryInstrument()
time.sleep(1)
r = self.ReqQryInstrument(req, self.inc_request_id())
print(('A:查询合约, 函数发出返回值:%s' % r))
def fetch_all_instruments(self):
# req = ApiStruct.QryInstrument(InstrumentID=instrument_id)
req = ApiStruct.QryInstrument()
time.sleep(1)
r = self.ReqQryInstrument(req, self.inc_request_id())
print(u'A:查询合约, 函数发出返回值:%s' % r)
