def login(self, cfg_path = None):
import os
import hashlib
if cfg_path is None:
cfg = util.read_config( os.getcwd() + "/config.json" )
else:
cfg = util.read_config( cfg_path )
username = cfg["xueqiuUsername"]
pwd = cfg["xueqiuPassword"].encode("utf8")
pwd = hashlib.md5( pwd ).hexdigest().upper()
res = self.session.post( url = URL_XUEQIU_LOGIN, data = DATA_XUEQIU_LOGIN(username, pwd), headers = HEADERS_XUEQIU )
res_json = res.json()
if "error_code" in res_json:
self.logger.warning( "{}".format(res_json) )
return res_json()
def __init__(
self,
account="ctp_real.json",
config="CtpMd.json",
instrument_ids=[], # 如果有传入instrument_ids，以传入的为准
simnow=False, # 如果account配置的是simnow的debug账户，请务必将这个flag设置为True
# 以免扰乱依赖此Worker广播数据的数据处理模块
**kwargs):
"""
行情源
:param account:
:param config:
:param instrument_ids:
:param simnow:
:param kwargs:
"""
super().__init__(**kwargs) # You are not supposed to change THIS
self.simnow = simnow
self.mdapi = None
if instrument_ids == []:
cfg = util.read_config(os.path.join("config", config))
self.instrument_ids = cfg["instrument_ids"]
else:
self.instrument_ids = instrument_ids
self.__account__ = account
def init_accounts(self, accounts="easyuncle.json"):
"""
初始化acctouns中配置的所有帐号
@return dict
{
"account_name": {
"type": "ctp/easytrader/other",
"trader": "生成的实例对象",
"timestamp": "对象生成时间",
}
}
"""
result = {}
if accounts[0] != '/':
accounts = os.getcwd() + '/' + accounts
accounts_dict = util.read_config(accounts)
for account in accounts_dict.keys():
result[account] = dict()
result[account]["type"] = accounts_dict[account]["type"]
if result[account]["type"] == "ctp":
result[account]["trader"] = get_vendor(
"CTPTraderApi",
account=copy.deepcopy(accounts_dict[account])
console_log=True, # 关闭它的log
info_log=False,
error_log=False,
)
result[account]["timestamp"] = datetime.now()
return result
def start(worker_name=None, nickname=None):
"""
主要依靠nickname来指定配置文件，通过配置文件传入参数
:param worker_name:
:param nickname:
如果nickname以.json结尾，那么程序会去"./config/"目录下寻找对应配置文件
如果不是以.json结尾，则认为传入的就是nickname，同时会去"./config/"目录下寻找
nickname.json
:return:
"""
kwargs = dict()
kwargs["worker_name"] = worker_name
if nickname[-5:] == ".json":
kwargs["config"] = nickname
kwargs["nickname"] = nickname[0:-5]
else:
kwargs["config"] = nickname + ".json"
kwargs["nickname"] = nickname
config_file = os.path.join(os.getcwd(), "config", kwargs["config"])
if os.path.exists(config_file):
config = util.read_config(config_file)
else:
# 命令指定了配置文件，如果不存在，就结束
print("未能找到配置文件：", config_file)
print("默认无配置启动")
config = {}
for k in config.keys():
kwargs[k] = config[k]
msg = {"type": "sys", "operation_name": "start_worker", "kwargs": kwargs}
__redis__.publish("dHydra.Command", pickle.dumps(msg))
def __init__(self, account="sina.json", login=False, **kwargs):
super().__init__(**kwargs)
config = util.read_config(os.path.join(os.getcwd(), account))
if "username" in config.keys():
self.username = config["username"]
else:
if login:
self.username = input('请输入新浪登录帐号：')
else:
self.username = None
if "password" in config.keys():
self.pwd = config["password"]
else:
if login:
self.pwd = getpass.getpass("输入登录密码（密码不会显示在屏幕上，输入后按回车确定）:")
else:
self.username = None
self.rsa_pubkey = '10001'
self.ip = util.get_client_ip()
self.session = requests.Session()
self.quote = None
self.is_login = False
def __init__(self, account="account/sina.json", login=False, **kwargs):
super().__init__(**kwargs)
config = util.read_config(os.path.join(os.getcwd(), account))
if "username" in config.keys():
self.username = config["username"]
else:
if login:
self.username = input('请输入新浪登录帐号：')
else:
self.username = None
if "password" in config.keys():
self.pwd = config["password"]
else:
if login:
self.pwd = getpass.getpass("输入登录密码（密码不会显示在屏幕上，输入后按回车确定）:")
else:
self.username = None
self.rsa_pubkey = '10001'
self.ip = util.get_client_ip()
self.session = requests.Session()
self.quote = None
self.is_login = False
def __init__(
self,
config="SinaL2.json",
**kwargs
):
super().__init__(**kwargs) # You are not supposed to change THIS
if "/" not in config:
cfg = util.read_config(os.path.join(os.getcwd(), "config", config))
else:
cfg = util.read_config(config)
self.symbols = cfg["symbols"]
self.hq = cfg["hq"]
self.query = cfg["query"]
self.count_transaction = 0
self.count_quotation = 0
self.count_orders = 0
self.trading_date = util.get_trading_date()
def get_redis(self, config="redis.json"):
import os
if "/" in config:
cfg = util.read_config(config)
else:
cfg = util.read_config(os.path.join(os.getcwd(), "config", config))
host = cfg["host"]
port = cfg["port"]
try:
self.logger.info("Trying to connect to redis")
self.redis = redis.StrictRedis(decode_responses=True,
host=host,
port=port)
self.redis.client_list()
return self.redis
except:
self.logger.warning("Failed to connect to redis")
return False
def __init__(
self,
config="CtpMd.json",
**kwargs
):
super().__init__(**kwargs) # You ae not supposed to change THIS
cfg = util.read_config(os.path.join("config", config))
self.instrument_ids = cfg["instrument_ids"]
self.__account__ = cfg["account"]
def __init__(
self,
config="SinaL2.json",
**kwargs
):
super().__init__(**kwargs) # You are not supposed to change THIS
if "/" not in config:
cfg = util.read_config(os.path.join(os.getcwd(), "config", config))
else:
cfg = util.read_config(config)
self.symbols = cfg["symbols"]
self.hq = cfg["hq"]
self.query = cfg["query"]
self.account= cfg["account"]
self.count_transaction = 0
self.count_quotation = 0
self.count_orders = 0
self.trading_date = util.get_trading_date()
def get_mongodb(self, config="mongodb.json", timeout=1500):
import os
if "/" in config:
cfg = util.read_config(config)
else:
cfg = util.read_config(os.path.join(os.getcwd(), "config", config))
host = cfg["host"]
port = cfg["port"]
try:
self.logger.info("尝试连接到Mongodb")
client = MongoClient(host=host,
port=port,
serverSelectionTimeoutMS=timeout,
connect=False)
client.server_info()
self.logger.info("已经成功连接到mongodb")
return client
except:
self.logger.warning(
">>>>>>>>>>>>>>>>>>连接到mongodb失败<<<<<<<<<<<<<<<<<<<")
return False
def discount():
while True:
discount_tier = util.read_config( os.getcwd()+"/data/discount_tier.json" )
print( "利润率\t品种\t卖1贡献总金额" )
print( "> 0.0%\t{}".format( discount_tier["> 0.0%"] ) )
print( "> 0.1%\t{}".format( discount_tier["> 0.1%"] ) )
print( "> 0.2%\t{}".format( discount_tier["> 0.2%"] ) )
print( "> 0.3%\t{}".format( discount_tier["> 0.3%"] ) )
print( "> 0.4%\t{}".format( discount_tier["> 0.4%"] ) )
print( "> 0.5%\t{}".format( discount_tier["> 0.5%"] ) )
print( "> 0.6%\t{}".format( discount_tier["> 0.6%"] ) )
time.sleep(3)
def discount():
while True:
discount_tier = util.read_config(os.getcwd() +
"/data/discount_tier.json")
print("利润率\t品种\t卖1贡献总金额")
print("> 0.0%\t{}".format(discount_tier["> 0.0%"]))
print("> 0.1%\t{}".format(discount_tier["> 0.1%"]))
print("> 0.2%\t{}".format(discount_tier["> 0.2%"]))
print("> 0.3%\t{}".format(discount_tier["> 0.3%"]))
print("> 0.4%\t{}".format(discount_tier["> 0.4%"]))
print("> 0.5%\t{}".format(discount_tier["> 0.5%"]))
print("> 0.6%\t{}".format(discount_tier["> 0.6%"]))
time.sleep(3)
def __init__(
self,
config="CtpMd.json",
instrument_ids=[],
**kwargs
):
super().__init__(**kwargs) # You ae not supposed to change THIS
if instrument_ids == []:
cfg = util.read_config(os.path.join("config",config))
self.instrument_ids = cfg["instrument_ids"]
else:
self.instrument_ids = instrument_ids
def __init__(
self,
broker_id=None,
user_id=None,
password=None,
instrument_ids=None,
register_front=None,
**kwargs
):
super().__init__(**kwargs) # You are not supposed to change THIS
# The following is customized:
# In this case, the worker is listening to itself.
self.__listener__.subscribe([self.redis_key + "Pub"])
# Note (IMPORTANT):
# broker_id, user_id, password, instrument_ids, register_front should
# be bytes
cfg = util.read_config(os.getcwd() + "/ctp.json")
if "broker_id" in cfg:
broker_id = cfg["broker_id"]
if "password" in cfg:
password = cfg["password"]
if "user_id" in cfg:
user_id = cfg["user_id"]
if "register_front" in cfg:
register_front = cfg["register_front"]
if instrument_ids is None:
self.logger.warning("没有初始化订阅的合约品种，将采用默认品种作为演示：")
import pandas
instrument_ids = list(pandas.DataFrame.from_csv(
os.getcwd()+"/data/instruments.csv"
).index)
# instrument_ids = [
# 'IF1609', 'IF1612', 'IF1703', 'IC1609',
# 'IF1610', 'IC1610', 'IC1612', 'IC1703'
# ]
self.logger.warning("{}".format(instrument_ids))
if (broker_id is None) or (user_id is None) or (password is None) \
or (register_front is None):
import sys
self.logger.error("CTP连接信息不完整")
sys.exit(0)
self.broker_id = broker_id.encode()
self.user_id = user_id.encode()
self.password = password.encode()
self.instrument_ids = list()
self.register_front = register_front.encode()
for i in instrument_ids:
self.instrument_ids.append(i.encode())
def get_redis(self, config="redis.json"):
import os
if "/" in config:
cfg = util.read_config(config)
else:
cfg = util.read_config(
os.path.join(os.getcwd(), "config", config)
)
host = cfg["host"]
port = cfg["port"]
try:
self.logger.info("Trying to connect to redis")
self.redis = redis.StrictRedis(
decode_responses=True,
host=host,
port=port
)
self.redis.client_list()
return self.redis
except:
self.logger.warning("Failed to connect to redis")
return False
def get_mongodb(self, config="mongodb.json", timeout=1500):
import os
if "/" in config:
cfg = util.read_config(config)
else:
cfg = util.read_config(
os.path.join(os.getcwd(), "config", config)
)
host = cfg["host"]
port = cfg["port"]
try:
self.logger.info("尝试连接到Mongodb")
client = MongoClient(host=host, port=port,
serverSelectionTimeoutMS=timeout,
connect=False
)
client.server_info()
self.logger.info("已经成功连接到mongodb")
return client
except:
self.logger.warning(
">>>>>>>>>>>>>>>>>>连接到mongodb失败<<<<<<<<<<<<<<<<<<<")
return False
def __init__(self, config="CtpMd.json", **kwargs):
"""
行情源
:param account:
:param config:
:param instrument_ids:
:param simnow:
:param kwargs:
"""
super().__init__(**kwargs) # You are not supposed to change THIS
self.mdapi = None
self.__config__ = config
cfg = util.read_config(os.path.join("config", config))
self.__account__ = cfg["account"]
self.init_config_instrument_ids()
def __init__(
self,
account="ctp.json",
instrument_ids=None,
**kwargs
):
super().__init__(**kwargs)
self.request_id = 0
# Note (IMPORTANT):
# broker_id, user_id, password, instrument_ids, market_front should
# be bytes
cfg = util.read_config(os.getcwd() + "/" + account)
if "broker_id" in cfg:
broker_id = cfg["broker_id"]
if "password" in cfg:
password = cfg["password"]
if "user_id" in cfg:
user_id = cfg["user_id"]
if "market_front" in cfg:
market_front = cfg["market_front"]
if instrument_ids is None:
self.logger.warning("没有初始化订阅的合约品种，将采用默认品种作为演示：")
import pandas
instrument_ids = list(pandas.DataFrame.from_csv(
os.getcwd() + "/data/instruments.csv"
).index)
self.logger.info("订阅品种：{}".format(instrument_ids))
if (broker_id is None) or (user_id is None) or (password is None) \
or (market_front is None):
import sys
self.logger.error("CTP连接信息不完整")
sys.exit(0)
self.broker_id = broker_id.encode()
self.user_id = user_id.encode()
self.password = password.encode()
self.instrument_ids = list()
self.market_front = market_front.encode()
for i in instrument_ids:
self.instrument_ids.append(i.encode())
self.Create()
self.RegisterFront(self.market_front)
t = threading.Thread(target=self.start_listening)
t.setDaemon(True)
t.start()
def __init__(
self,
account="ctp.json",
instrument_ids=None,
**kwargs
):
super().__init__(**kwargs)
self.request_id = 0
# Note (IMPORTANT):
# broker_id, user_id, password, instrument_ids, market_front should
# be bytes
cfg = util.read_config(os.getcwd() + "/" + account)
if "broker_id" in cfg:
broker_id = cfg["broker_id"]
if "password" in cfg:
password = cfg["password"]
if "user_id" in cfg:
user_id = cfg["user_id"]
if "market_front" in cfg:
market_front = cfg["market_front"]
if instrument_ids is None:
self.logger.warning("没有初始化订阅的合约品种，将采用默认品种作为演示：")
import pandas
instrument_ids = list(pandas.DataFrame.from_csv(
os.getcwd() + "/data/instruments.csv"
).index)
self.logger.info("订阅品种：{}".format(instrument_ids))
if (broker_id is None) or (user_id is None) or (password is None) \
or (market_front is None):
import sys
self.logger.error("CTP连接信息不完整")
sys.exit(0)
self.broker_id = broker_id.encode()
self.user_id = user_id.encode()
self.password = password.encode()
self.instrument_ids = list()
self.market_front = market_front.encode()
for i in instrument_ids:
self.instrument_ids.append(i.encode())
self.Create()
self.RegisterFront(self.market_front)
t = threading.Thread(target=self.start_listening)
t.setDaemon(True)
t.start()
def __init__(
self,
config="CtpMd.json",
**kwargs
):
"""
行情源
:param account:
:param config:
:param instrument_ids:
:param simnow:
:param kwargs:
"""
super().__init__(**kwargs) # You are not supposed to change THIS
self.mdapi = None
self.__config__ = config
cfg = util.read_config(os.path.join("config", config))
self.__account__ = cfg["account"]
self.init_config_instrument_ids()
def __init__(self,
user_id=None,
password=None,
broker_id=None,
investor_id=None,
trade_front=None,
**kwargs):
super().__init__(**kwargs)
# Get Api Version
self.api_version = self.GetApiVersion().decode("utf-8")
self.logger.info("API Version:{}".format(self.api_version))
self.trading_day = None
self.req_id = 0 # 操作请求编号
self.is_connected = False # 连接状态
self.is_login = False # 登录状态
cfg = util.read_config(os.getcwd() + "/ctp.json")
try:
if investor_id is None:
self.investor_id = cfg["investor_id"].encode()
if user_id is None:
self.user_id = cfg["user_id"].encode() # 账号
if password is None:
self.password = cfg["password"].encode() # 密码
if broker_id is None:
self.broker_id = cfg["broker_id"].encode() # 经纪商代码
if trade_front is None:
self.trade_front = cfg["trade_front"].encode() # 服务器地址
except Exception as e:
self.logger.error("没有从{}读取到正确格式的配置".format(os.getcwd() +
"/ctp.json"))
return None
self.front_id = None # 前置机编号
self.session_id = None # 会话编号
self.connect(self.user_id, self.password, self.broker_id,
self.trade_front)
def __init__(self, username=None, pwd=None, **kwargs):
super().__init__(**kwargs)
config = util.read_config(os.getcwd() + "/sina.json")
if (username is None):
if "username" in config.keys():
self.username = config["username"]
else:
self.username = input('请输入新浪登录帐号：')
else:
self.username = username
if (pwd is None):
if "password" in config.keys():
self.pwd = config["password"]
else:
self.pwd = getpass.getpass("输入登录密码（密码不会显示在屏幕上，输入后按回车确定）:")
else:
self.pwd = pwd
self.rsa_pubkey = '10001'
self.ip = util.get_client_ip()
self.session = requests.Session()
self.quote = None
self.is_login = False
def start(worker_name=None, nickname=None):
"""
主要依靠nickname来指定配置文件，通过配置文件传入参数
:param worker_name:
:param nickname:
如果nickname以.json结尾，那么程序会去"./config/"目录下寻找对应配置文件
如果不是以.json结尾，则认为传入的就是nickname，同时会去"./config/"目录下寻找
nickname.json
:return:
"""
kwargs = dict()
kwargs["worker_name"] = worker_name
if nickname[-5:] == ".json":
kwargs["config"] = nickname
kwargs["nickname"] = nickname[0:-5]
else:
kwargs["config"] = nickname + ".json"
kwargs["nickname"] = nickname
config_file = os.path.join(os.getcwd(), "config", kwargs["config"])
if os.path.exists(config_file):
config = util.read_config(config_file)
else:
# 命令指定了配置文件，如果不存在，就结束
print("未能找到配置文件：", config_file)
print("默认无配置启动")
config = {}
for k in config.keys():
kwargs[k] = config[k]
msg = {
"type": "sys",
"operation_name": "start_worker",
"kwargs": kwargs
}
__redis__.publish("dHydra.Command", pickle.dumps(msg))
def init_config_instrument_ids(self):
cfg = util.read_config(os.path.join("config", self.__config__))
self.instrument_ids = cfg["instrument_ids"]
def __init__(self, config="CtpMd.json", **kwargs):
super().__init__(**kwargs) # You ae not supposed to change THIS
cfg = util.read_config(os.path.join("config", config))
self.instrument_ids = cfg["instrument_ids"]
self.__account__ = cfg["account"]
def __init__(self, account="ctp.json"):
self.logger = get_logger(
log_path="log", #
console_log=True, # 屏幕打印日志开关，默认True
console_log_level=logging.INFO, # 屏幕打印日志的级别，默认为INFO
critical_log=False, # critical单独写文件日志，默认关闭
error_log=True, # error级别单独写文件日志，默认开启
warning_log=False, # warning级别单独写日志，默认关闭
info_log=True, # info级别单独写日志，默认开启
debug_log=False,
logger_name=self.__class__.__name__,
)
super().__init__()
self.shfe_time = None
self.dce_time = None
self.czce_time = None
self.ffex_time = None
self.ine_time = None
self.login_time = None
# 将语义化的"buy","sell"映射到ApiStruct.D_Buy, ApiStruct.D_Sell
self.direction_map = {
"buy": ApiStruct.D_Buy,
"sell": ApiStruct.D_Sell,
}
self.direction_inverse_map = {
ApiStruct.D_Buy: "buy",
ApiStruct.D_Sell: "sell",
}
self.posi_direction_map = {
"long": ApiStruct.PD_Long,
"short": ApiStruct.PD_Short
}
# 将语义化的"open","close"映射到ApiStruct.OF_Open, ApiStruct.OF_Close
self.offset_flag_map = {
"open": ApiStruct.OF_Open,
"close": ApiStruct.OF_Close,
"force_close": ApiStruct.OF_ForceClose, # 强平
"close_today": ApiStruct.OF_CloseToday, # 平今
"close_yesterday": ApiStruct.OF_CloseYesterday, # 平昨
"force_off": ApiStruct.OF_ForceOff, # 强减
}
self.offset_flag_inverse_map = {
ApiStruct.OF_Open: "open",
ApiStruct.OF_Close: "close",
ApiStruct.OF_CloseToday: "close_today",
ApiStruct.OF_CloseYesterday: "close_yesterday",
}
# Get Api Version
self.api_version = self.GetApiVersion().decode("utf-8")
self.trading_day = None
self.instruments = DataFrame(columns=[
'CombinationType', 'CreateDate', 'DeliveryMonth', 'DeliveryYear',
'EndDelivDate', 'ExchangeID', 'ExchangeInstID', 'ExpireDate',
'InstLifePhase', 'InstrumentName', 'IsTrading', 'LongMarginRatio',
'MaxLimitOrderVolume', 'MaxMarginSideAlgorithm',
'MaxMarketOrderVolume', 'MinLimitOrderVolume',
'MinMarketOrderVolume', 'OpenDate', 'OptionsType',
'PositionDateType', 'PositionType', 'PriceTick', 'ProductClass',
'ProductID', 'ShortMarginRatio', 'StartDelivDate', 'StrikePrice',
'UnderlyingInstrID', 'UnderlyingMultiple', 'VolumeMultiple',
"InstrumentID"
])
self.instruments_last_updated = None
self.instrument_status = dict()
self.position_last_updated = None # 持仓最近更新时间：datetime类型
self.position_updating = False # 用于标记position是否正在更新
self.position_timeout = False # 当获取持仓超时的时候标记，当获取完毕一次持仓以后取消标记
self.position_buffer = list() # list内嵌dict
self.position_latest_request_id = None # 最新的对position的request_id
self.position_buffer_request_id = None # 正在buffer中的request_id
# 委托明细
self.orders = None # DataFrame类型
# 成交明细
self.trade = None # 成交明细，DataFrame类型
self.__request_counter__ = itertools.count() # self.request_ref的迭代器
self.__request_counter__.__next__()
self.__order_counter__ = itertools.count() # self.order_ref的迭代器
self.__order_counter__.__next__()
self.requests_map = defaultdict(Queue)
self.requests_safe_queue = Queue()
self.is_connected = False # 连接状态
self.is_login = False # 登录状态
account_path = ""
if isinstance(account, dict):
cfg = account
else:
if account[0] != '/':
account = '/' + account
account_path = os.getcwd() + "{}".format(account)
cfg = util.read_config(account_path)
try:
self.investor_id = cfg["investor_id"].encode()
self.user_id = cfg["user_id"].encode() # 账号
self.password = cfg["password"].encode() # 密码
self.broker_id = cfg["broker_id"].encode() # 经纪商代码
self.trade_front = cfg["trade_front"].encode() # 服务器地址
except KeyError as e:
self.logger.error("没有从{}读取到正确格式的配置, Error: {}".format(
account_path, e))
raise KeyError
self.front_id = None # 前置机编号
self.session_id = None # 会话编号
self.connect(self.user_id, self.password, self.broker_id,
self.trade_front)
request_sender = threading.Thread(target=self.request_sender,
daemon=True)
request_sender.start()
def init_config_instrument_ids(self):
cfg = util.read_config(os.path.join("config", self.__config__))
self.instrument_ids = cfg["instrument_ids"]
def __init__(
self,
account="ctp.json"
):
self.logger = get_logger(
log_path="log", #
console_log=True, # 屏幕打印日志开关，默认True
console_log_level=logging.INFO, # 屏幕打印日志的级别，默认为INFO
critical_log=False, # critical单独写文件日志，默认关闭
error_log=True, # error级别单独写文件日志，默认开启
warning_log=False, # warning级别单独写日志，默认关闭
info_log=True, # info级别单独写日志，默认开启
debug_log=False,
logger_name=self.__class__.__name__,
)
super().__init__()
self.shfe_time = None
self.dce_time = None
self.czce_time = None
self.ffex_time = None
self.ine_time = None
self.login_time = None
# 将语义化的"buy","sell"映射到ApiStruct.D_Buy, ApiStruct.D_Sell
self.direction_map = {
"buy": ApiStruct.D_Buy,
"sell": ApiStruct.D_Sell,
}
self.direction_inverse_map = {
ApiStruct.D_Buy: "buy",
ApiStruct.D_Sell: "sell",
}
self.posi_direction_map = {
"long": ApiStruct.PD_Long,
"short": ApiStruct.PD_Short
}
# 将语义化的"open","close"映射到ApiStruct.OF_Open, ApiStruct.OF_Close
self.offset_flag_map = {
"open": ApiStruct.OF_Open,
"close": ApiStruct.OF_Close,
"force_close": ApiStruct.OF_ForceClose, # 强平
"close_today": ApiStruct.OF_CloseToday, # 平今
"close_yesterday": ApiStruct.OF_CloseYesterday, # 平昨
"force_off": ApiStruct.OF_ForceOff, # 强减
}
self.offset_flag_inverse_map = {
ApiStruct.OF_Open: "open",
ApiStruct.OF_Close: "close",
ApiStruct.OF_CloseToday: "close_today",
ApiStruct.OF_CloseYesterday: "close_yesterday",
}
# Get Api Version
self.api_version = self.GetApiVersion().decode("utf-8")
self.trading_day = None
self.instruments = DataFrame(
columns=[
'CombinationType', 'CreateDate', 'DeliveryMonth',
'DeliveryYear', 'EndDelivDate', 'ExchangeID',
'ExchangeInstID', 'ExpireDate', 'InstLifePhase',
'InstrumentName', 'IsTrading', 'LongMarginRatio',
'MaxLimitOrderVolume', 'MaxMarginSideAlgorithm',
'MaxMarketOrderVolume', 'MinLimitOrderVolume',
'MinMarketOrderVolume', 'OpenDate', 'OptionsType',
'PositionDateType', 'PositionType', 'PriceTick',
'ProductClass', 'ProductID', 'ShortMarginRatio',
'StartDelivDate', 'StrikePrice', 'UnderlyingInstrID',
'UnderlyingMultiple', 'VolumeMultiple', "InstrumentID"
]
)
self.instruments_last_updated = None
self.instrument_status = dict()
self.position_last_updated = None # 持仓最近更新时间：datetime类型
self.position_updating = False # 用于标记position是否正在更新
self.position_timeout = False # 当获取持仓超时的时候标记，当获取完毕一次持仓以后取消标记
self.position_buffer = list() # list内嵌dict
self.position_latest_request_id = None # 最新的对position的request_id
self.position_buffer_request_id = None # 正在buffer中的request_id
# 委托明细
self.orders = None # DataFrame类型
# 成交明细
self.trade = None # 成交明细，DataFrame类型
self.__request_counter__ = itertools.count() # self.request_ref的迭代器
self.__request_counter__.__next__()
self.__order_counter__ = itertools.count() # self.order_ref的迭代器
self.__order_counter__.__next__()
self.requests_map = defaultdict(Queue)
self.requests_safe_queue = Queue()
self.is_connected = False # 连接状态
self.is_login = False # 登录状态
account_path = ""
if isinstance(account, dict):
cfg = account
else:
if account[0] != '/':
account = '/' + account
account_path = os.getcwd() + "{}".format(account)
cfg = util.read_config(account_path)
try:
self.investor_id = cfg["investor_id"].encode()
self.user_id = cfg["user_id"].encode() # 账号
self.password = cfg["password"].encode() # 密码
self.broker_id = cfg["broker_id"].encode() # 经纪商代码
self.trade_front = cfg["trade_front"].encode() # 服务器地址
except KeyError as e:
self.logger.error(
"没有从{}读取到正确格式的配置, Error: {}"
.format(account_path, e)
)
raise KeyError
self.front_id = None # 前置机编号
self.session_id = None # 会话编号
self.connect(
self.user_id,
self.password,
self.broker_id,
self.trade_front
)
request_sender = threading.Thread(
target=self.request_sender, daemon=True
)
request_sender.start()
