def test_insert_one_2_db_2(self):
price = np.random.random(1)[0] * 10000
p_struct = ApiStruct.InputOrder(
BrokerID=b'123', # 这一项作为标示，用于完成assert后的删除操作，因此要前后一致
InvestorID=b'',
InstrumentID=b'rb1710',
UserID=b'asdf',
OrderPriceType=ApiStruct.OPT_LimitPrice,
Direction=ApiStruct.D_Buy,
CombOffsetFlag=ApiStruct.OF_Open,
CombHedgeFlag=ApiStruct.HF_Speculation,
LimitPrice=price,
VolumeTotalOriginal=1,
TimeCondition=ApiStruct.TC_GFD)
with_mongo_collection(lambda c: c.delete_many({'BrokerID': '123'}),
'InputOrder')
dic = ApiBase.insert_one_2_db(p_struct, **{
'FrontID': 1,
'SessionID': 423
})
def check(collection):
n = -1
for n, raw in enumerate(collection.find({'LimitPrice': price})):
print(raw)
self.assertEqual(raw['FrontID'], 1)
self.assertEqual(raw['SessionID'], 423)
self.assertEqual(n, 0)
with_mongo_collection(check, 'InputOrder')
with_mongo_collection(lambda c: c.delete_many({'BrokerID': '123'}),
'InputOrder')
def test_insert_one_2_db(self):
price = np.random.random(1)[0] * 10000
p_struct = ApiStruct.InputOrder(
BrokerID=b'123', # 这一项作为标示，用于完成assert后的删除操作，因此要前后一致
InvestorID=b'',
InstrumentID=b'rb1710',
UserID=b'asdf',
OrderPriceType=ApiStruct.OPT_LimitPrice,
Direction=ApiStruct.D_Buy,
CombOffsetFlag=ApiStruct.OF_Open,
CombHedgeFlag=ApiStruct.HF_Speculation,
LimitPrice=price,
VolumeTotalOriginal=1,
TimeCondition=ApiStruct.TC_GFD)
with_mongo_collection(lambda c: c.delete_many({'BrokerID': '123'}),
'InputOrder')
dic = ApiBase.insert_one_2_db(p_struct)
# deal_with_mongo_collection(lambda c:c.insert_one(json_str),'InputOrder')
with_mongo_collection(
lambda c: self.assertEqual(
len([raw for raw in c.find({'LimitPrice': price})]), 1),
'InputOrder')
with_mongo_collection(lambda c: c.delete_many({'BrokerID': '123'}),
'InputOrder')
def order_insert(self,
orderref,
tkr,
side,
ocflag,
qty,
prc,
hedging,
pct=1):
reqid = self.get_requestid()
qty = int(max(qty * pct, 1))
ocflag = ApiStruct.OF_Open if ocflag == 'O' else (
ApiStruct.OF_Close if ocflag == 'C' else ApiStruct.OF_CloseToday)
side = ApiStruct.D_Buy if side == 'B' else ApiStruct.D_Sell
hedging = ApiStruct.HF_Hedge if hedging == 'hedging' else ApiStruct.HF_Speculation
req = ApiStruct.InputOrder(BrokerID=self.broker_id, InvestorID=self.investor_id, \
InstrumentID=tkr, \
OrderRef=orderref, \
OrderPriceType=ApiStruct.OPT_AnyPrice, \
Direction=side, \
CombOffsetFlag=ocflag, \
LimitPrice=0.0, \
VolumeTotalOriginal=qty, \
TimeCondition=ApiStruct.TC_IOC, \
MinVolume=1, \
CombHedgeFlag=hedging, \
RequestID=reqid)
self.order_status[orderref] = ''
self.order_eqty[orderref] = 0
print("OrderInsert: ", req)
self.ReqOrderInsert(req, reqid)
def ReqOrderInsert(self,
instrumentid,
comboffsetflag,
direction,
limitprice,
volumetotaloriginal=1):
#instrumentid = raw_input('请输入合约号:')
#orderpricetype = raw_input('任意价1 限价2 最优价3 最新价4:')
#comboffsetflag = raw_input('开仓0平仓1平今3平昨4：')
#direction = raw_input('买0 卖1:')
#limitprice = input('价格：')
#volumetotaloriginal = raw_input('数量:')
req = ApiStruct.InputOrder(
BrokerID=self.brokerID,
InvestorID=self.userID,
InstrumentID=instrumentid,
UserID=self.userID,
OrderPriceType=str(2),
Direction=str(direction),
CombOffsetFlag=str(comboffsetflag),
CombHedgeFlag='1',
LimitPrice=float(limitprice),
VolumeTotalOriginal=int(volumetotaloriginal),
TimeCondition='3',
VolumeCondition='1',
MinVolume=0,
ContingentCondition='1',
StopPrice=0.0,
ForceCloseReason='0',
IsAutoSuspend=0)
self.requestID += 1
TraderApi.ReqOrderInsert(self, req, self.requestID)
def _make_order(self, instrument_id, direction, volume):
self.max_order_ref += 1
return ApiStruct.InputOrder(
BrokerID=self.broker_id,
InvestorID=self.user_id,
InstrumentID=instrument_id,
OrderRef=str(self.max_order_ref),
Direction=direction,
CombOffsetFlag=ApiStruct.OF_Open,
CombHedgeFlag=ApiStruct.HF_Speculation,
VolumeTotalOriginal=volume,
ContingentCondition=ApiStruct.CC_Immediately,
VolumeCondition=ApiStruct.VC_AV,
MinVolume=1,
ForceCloseReason=ApiStruct.FCC_NotForceClose,
IsAutoSuspend=0,
UserForceClose=0)
