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('A:查询保证金率, 函数发出返回值:%s' % r)
def fetch_instrument_marginrate(self, instrument_id): req = ApiStruct.QryInstrumentMarginRate( BrokerID=self.broker_id, InvestorID=self.investor_id, InstrumentID=instrument_id, HedgeFlag=ApiStruct.HF_Speculation) self.requestid += 1 r = self.ReqQryInstrumentMarginRate(req, self.requestid) print u'A:查询保证金率%s, 函数发出返回值:%s' % (instrument_id, r)
def QryInstrumentMarginRate(self, instrument): pQryInstrumentMarginRate = ApiStruct.QryInstrumentMarginRate( BrokerID=self.userinfo.BrokerID, InvestorID=self.userinfo.UserID, InstrumentID=instrument, HedgeFlag=ApiStruct.HF_Speculation) self.IncReqid() self.ReqQryInstrumentMarginRate(pQryInstrumentMarginRate, self.requestid)
def fetch_instrument_marginrate(self, instrument_id): req = UStruct.QryInstrumentMarginRate(BrokerID=self._broker, InvestorID = self._investor, InstrumentID=instrument_id, HedgeFlag = UType.HF_Speculation ) ref_id = self.inc_request_id() ret= self.ReqQryInstrumentMarginRate(req, self.inc_request_id()) logging.info('A:查询保证金率, 函数发出返回值:%s' % ret) return ret