def writeNotification(self, content):
"""快速发出通知日志事件"""
log = VtLogData()
log.logContent = content
event = vn_event(type_=EVENT_NOTIFICATION)
event.dict_['data'] = log
self.eventEngine.put(event)
# 发出邮件
if globalSetting.get('activate_email', False):
try:
sendmail(subject=u'{0} Notification'.format('_'.join(
self.connected_gw_names)),
msgcontent=content)
except Exception as ex:
print(
u'vtEngine.writeNotification sendmail Exception:{}'.format(
str(ex)),
file=sys.stderr)
print(u'{}'.format(traceback.format_exc()), file=sys.stderr)
# 发出微信
if globalSetting.get('activate_wx_ft', False):
try:
from huafu.util.util_wx_ft import sendWxMsg
sendWxMsg(text=content)
except Exception as ex:
print(u'vtEngine.writeNotification sendWxMsg Exception:{}'.
format(str(ex)),
file=sys.stderr)
print(u'{}'.format(traceback.format_exc()), file=sys.stderr)
def initRqData(self):
"""初始化RQData客户端"""
# 检查是否填写了RQData配置
username = globalSetting.get('rqUsername', None)
password = globalSetting.get('rqPassword', None)
if not username or not password:
return
# 加载RQData
try:
import rqdatac as rq
except ImportError:
return
# 登录RQData
self.rq = rq
self.rq.init(username, password)
# 获取本日可交易合约代码
try:
df = self.rq.all_instruments(type='Future', date=datetime.now())
for ix, row in df.iterrows():
self.rqSymbolSet.add(row['order_book_id'])
except RuntimeError:
pass
def initRqData(self):
"""初始化RQData客户端"""
# 检查是否填写了RQData配置
username = globalSetting.get('rqUsername', None)
password = globalSetting.get('rqPassword', None)
if not username or not password:
return
# 加载RQData
try:
import rqdatac as rq
except ImportError:
return
# 登录RQData
self.rq = rq
self.rq.init(username, password)
# 获取本日可交易合约代码
try:
df = self.rq.all_instruments(type='Future', date=datetime.now())
for ix, row in df.iterrows():
self.rqSymbolSet.add(row['order_book_id'])
except RuntimeError:
pass
def writeCritical(self, content):
"""快速发出严重错误日志事件"""
log = VtLogData()
log.logContent = content
event = vn_event(type_=EVENT_CRITICAL)
event.dict_['data'] = log
self.eventEngine.put(event)
print('{}'.format(datetime.now()), file=sys.stderr)
print(content, file=sys.stderr)
# 写入本地log日志
if self.logger:
self.logger.critical(content)
else:
self.createLogger()
# 发出邮件
if globalSetting.get('activate_email',False):
# 发出邮件
try:
sendmail(subject=u'{0} Critical'.format('_'.join(self.connected_gw_names)), msgcontent=content)
except Exception as ex:
print(u'vtEngine.writeCritical sendmail Exception:{}'.format(str(ex)), file=sys.stderr)
print(u'{}'.format(traceback.format_exc()), file=sys.stderr)
# 发出微信
if globalSetting.get('activate_wx_ft',False):
try:
from huafu.util.util_wx_ft import sendWxMsg
sendWxMsg(text=content)
except Exception as ex:
print(u'vtEngine.writeCritical sendWxMsg Exception:{}'.format(str(ex)), file=sys.stderr)
print(u'{}'.format(traceback.format_exc()), file=sys.stderr)
def _create_notifier():
ding = globalSetting.get("dingding", None)
mail = globalSetting.get('mailAccount', None) and globalSetting.get('mailPass', None) \
and globalSetting.get('mailServer', None) and globalSetting.get('mailPort', None)
if ding:
return MultiprocessEmailHelper(notify_class=DingSender)
elif mail:
return MultiprocessEmailHelper(notify_class=MailSender)
return LoggingNotifier()
def initLogEngine(self):
"""初始化日志引擎"""
if not globalSetting["logActive"]:
return
# 创建引擎
self.logEngine = LogEngine()
# 设置日志级别
levelDict = {
"debug": LogEngine.LEVEL_DEBUG,
"info": LogEngine.LEVEL_INFO,
"warn": LogEngine.LEVEL_WARN,
"error": LogEngine.LEVEL_ERROR,
"critical": LogEngine.LEVEL_CRITICAL,
}
level = levelDict.get(globalSetting["logLevel"],
LogEngine.LEVEL_CRITICAL)
self.logEngine.setLogLevel(level)
stream_setting = globalSetting.get("streamLevel", "info")
streamLevel = levelDict.get(stream_setting, LogEngine.LEVEL_CRITICAL)
self.logEngine.setStreamLevel(streamLevel)
# 设置输出
if globalSetting['logConsole']:
self.logEngine.addConsoleHandler()
if globalSetting['logFile']:
self.logEngine.addFileHandler()
# 注册事件监听
self.registerLogEvent(EVENT_LOG)
def get_contracts(self):
"""获取所有合约信息"""
d = {}
for k,v in self.setting.items():
contract = VtContractData()
contract.gatewayName = v.get('gateway_name',None)
if contract.gatewayName is None and globalSetting.get('gateway_name',None) is not None:
contract.gatewayName = globalSetting.get('gateway_name')
contract.symbol = k
contract.exchange = v.get('exchange',None)
contract.vtSymbol = contract.symbol
contract.name = v.get('name',contract.symbol)
contract.size = v.get('size',100)
contract.priceTick = v.get('minDiff',0.01) # 最小跳动
contract.strikePrice = v.get('strike_price',None)
contract.underlyingSymbol = v.get('underlying_symbol')
contract.longMarginRatio = v.get('margin_rate',0.1)
contract.shortMarginRatio = v.get('margin_rate',0.1)
contract.productClass = v.get('product_class',None)
d[contract.vtSymbol] = contract
return d
def writeError(self, content):
"""快速发出错误日志事件"""
log = VtErrorData()
log.errorMsg = content
event = vn_event(type_=EVENT_ERROR)
event.dict_['data'] = log
self.eventEngine.put(event)
# 写入本地log日志
if self.logger is not None:
self.logger.error(content)
else:
self.createLogger()
# 发出邮件
if globalSetting.get('activate_email', False):
try:
sendmail(subject=u'{0} Error'.format('_'.join(
self.connected_gw_names)),
msgcontent=content)
except Exception as ex:
print(u'vtEngine.writeError sendmail Exception:{}'.format(
str(ex)),
file=sys.stderr)
print(u'{}'.format(traceback.format_exc()), file=sys.stderr)
# 发出微信
if globalSetting.get('activate_wx_ft', False):
try:
from huafu.util.util_wx_ft import sendWxMsg
sendWxMsg(text=content)
except Exception as ex:
print(u'vtEngine.writeError sendWxMsg Exception:{}'.format(
str(ex)),
file=sys.stderr)
print(u'{}'.format(traceback.format_exc()), file=sys.stderr)
def init_client(self):
fileName = globalSetting.get('gateway_name', '') + '_connect.json'
filePath = getJsonPath(fileName, __file__)
try:
with open(filePath, 'r') as f:
# 解析json文件
setting = json.load(f)
apiKey = setting.get('accessKey',None)
secretKey = setting.get('secretKey',None)
if apiKey is not None and secretKey is not None:
self.client = Client(apiKey, secretKey)
except IOError:
self.strategy.writeCtaError(u'BINANCE读取连接配置{}出错，请检查'.format(filePath))
return
def init_client(self):
fileName = globalSetting.get('gateway_name', '') + '_connect.json'
filePath = getJsonPath(fileName, __file__)
try:
with open(filePath, 'r') as f:
# 解析json文件
setting = json.load(f)
apiKey = setting.get('accessKey', None)
secretKey = setting.get('secretKey', None)
if apiKey is not None and secretKey is not None:
self.client = Client(apiKey, secretKey)
except IOError:
self.strategy.writeCtaError(
u'BINANCE读取连接配置{}出错，请检查'.format(filePath))
return
# encoding: UTF-8
print('load vnpy/languange')
# 默认设置
from .chinese import text, constant
# 是否要使用英文
from vnpy.trader.vtGlobal import globalSetting
if globalSetting.get('language', None) == 'english':
from vnpy.trader.language.english import text, constant
def __init__(self):
self.token = globalSetting.get("dingding", "")
def __init__(self):
self.token = globalSetting.get(
"dingding",
"5cc1fc681a060c3fbd4804d27d4b0659ad2268295050909aa263ea3467cec845")
