def writeDrLog(self, content):
"""快速发出日志事件"""
log = VtLogData()
log.logContent = content
event = Event(type_=EVENT_DATARECORDER_LOG)
event.dict_['data'] = log
self.eventEngine.put(event)
def writeError(self, content, algo=None):
"""
输出错误日志
:param content:
:param algo:
:return:
"""
log = VtLogData()
log.logContent = content
if algo:
log.gatewayName = algo.algoName
event = Event(EVENT_ALGO_LOG)
event.dict_['data'] = log
self.eventEngine.put(event)
if algo is not None:
if algo.algoName in self.strategy_loggers:
self.strategy_loggers[algo.algoName].error(content)
else:
self.createLogger(strategy_name=algo.algoName)
try:
self.strategy_loggers[algo.algoName].error(content)
except Exception as ex:
pass
self.mainEngine.writeError(content)
def writeDrLog(self, content):
"""快速发出日志事件"""
log = VtLogData()
log.logContent = content
event = Event(type_=EVENT_DATARECORDER_LOG)
event.dict_['data'] = log
self.eventEngine.put(event)
def writeLog(self, content):
"""快速发出日志事件"""
log = VtLogData()
log.logContent = content
log.gatewayName = 'SLIPPERY_GRID_ENGINE'
event = Event(type_=EVENT_LOG)
event.dict_['data'] = log
self.eventEngine.put(event)
def writeLog(self, msg):
""""""
log = VtLogData()
log.logContent = msg
event = Event(EVENT_TC_LOG)
event.dict_['data'] = log
self.eventEngine.put(event)
def writeLog(self, content):
"""发出日志事件"""
log = VtLogData()
log.logContent = content
log.gatewayName = 'JAQS_SERVICE'
event = Event(type_=EVENT_JS_LOG)
event.dict_['data'] = log
self.eventEngine.put(event)
def writeLog(self, content):
"""发出日志 """
log = VtLogData()
log.logContent = content
event = Event(EVENT_OM_LOG)
event.dict_['data'] = log
self.eventEngine.put(event)
def writeLog(self, content):
"""快速发出日志事件"""
log = VtLogData()
log.logContent = content
event = Event(EVENT_OM_STRATEGYLOG)
event.dict_['data'] = log
self.eventEngine.put(event)
def writeLog(self, content):
"""发出日志"""
log = VtLogData()
log.logContent = content
event = Event(EVENT_SPREADTRADING_LOG)
event.dict_['data'] = log
self.eventEngine.put(event)
def writeLog(self, msg):
""""""
log = VtLogData()
log.logContent = msg
event = Event(EVENT_TC_LOG)
event.dict_['data'] = log
self.eventEngine.put(event)
def writeLog(self, content):
"""发出日志事件"""
log = VtLogData()
log.logContent = content
log.gatewayName = 'JAQS_SERVICE'
event = Event(type_=EVENT_JS_LOG)
event.dict_['data'] = log
self.eventEngine.put(event)
def writeLog(self, content):
"""记录日志"""
log = VtLogData()
log.logContent = content
log.gatewayName = self.ENGINE_NAME
event = Event(EVENT_RTDSERVICE_LOG)
event.dict_['data'] = log
self.eventEngine.put(event)
def writeLog(self, content):
"""记录日志"""
log = VtLogData()
log.logContent = content
log.gatewayName = self.ENGINE_NAME
event = Event(EVENT_RTDSERVICE_LOG)
event.dict_['data'] = log
self.eventEngine.put(event)
def writeLog(self, content):
"""输出日志"""
log = VtLogData()
log.logContent = content
event = Event(EVENT_SPREADTRADING_ALGOLOG)
event.dict_['data'] = log
self.eventEngine.put(event)
def writeLog(self, content):
try:
log = VtLogData()
log.logContent = content
log.gatewayName = 'OPTION_SELECTOR_ENGINE'
event = Event(type_=EVENT_LOG)
event.dict_['data'] = log
self.eventEngine.put(event)
except:
traceback.print_exc()
def writeLog(self, content):
try:
"""快速发出日志事件"""
log = VtLogData()
log.logContent = content
log.gatewayName = 'STOPORDER_MAIN_WINDOW'
event = Event(type_=EVENT_LOG)
event.dict_['data'] = log
self.eventEngine.put(event)
except:
traceback.print_exc()
def writeLog(self, content, algo=None):
"""输出日志"""
log = VtLogData()
log.logContent = content
if algo:
log.gatewayName = algo.algoName
event = Event(EVENT_ALGO_LOG)
event.dict_['data'] = log
self.eventEngine.put(event)
def writeLog(self, content, algo=None):
"""输出日志"""
log = VtLogData()
log.logContent = content
if algo:
log.gatewayName = algo.algoName
event = Event(EVENT_ALGO_LOG)
event.dict_['data'] = log
self.eventEngine.put(event)
def writeLog(self, content, signal=None):
"""输出日志"""
log = VtLogData()
log.logContent = content
if signal:
log.gatewayName = signal.signalName
event = Event(EVENT_SIGNAL_LOG)
event.dict_['data'] = log
self.eventEngine.put(event)
def writeLog(self, content):
try:
"""快速发出日志事件"""
log = VtLogData()
log.logContent = content
log.gatewayName = 'CATCH_LIMITUP_ENGINE'
event = Event(type_=EVENT_LOG)
event.dict_['data'] = log
self.eventEngine.put(event)
except:
traceback.print_exc()
def __init__(self, mainEngine, eventEngine):
"""Constructor"""
self.mainEngine = mainEngine
self.eventEngine = eventEngine
# 腿、价差相关字典
self.legDict = {} # vtSymbol:TabLeg
self.spreadDict = {} # name:TabSpread
self.vtSymbolSpreadDict = {} # vtSymbol:TabSpread
self.minute = 0
self.lastTick = VtLogData()
self.registerEvent()
def connect(self):
"""连接"""
try:
f = open(self.filePath, "r")
except IOError:
log = VtLogData()
log.gatewayName = self.gatewayName
log.logContent = u'读取连接配置出错，请检查'
self.onLog(log)
return
# 解析json文件
setting = json.load(f)
try:
token = str(setting["token"])
practice = bool(setting.get("practice", True))
symbols = setting.get("symbols", None)
qryEnabled = setting.get("qryEnabled", False)
if symbols:
assert isinstance(
symbols, (str, list)
), "type %s is not valid symbols type, must be list or str" % type(
symbols)
else:
symbols = None
except KeyError:
log = VtLogData()
log.gatewayName = self.gatewayName
log.logContent = u'连接配置缺少字段，请检查'
self.onLog(log)
return
if practice:
self.api = VnOandaPracticeApi(self)
else:
self.api = VnOandaApi(self)
self.setQryEnabled(qryEnabled)
# 创建行情和交易接口对象
self.connected = self.api.connect(token)
if self.connected:
self.api.subscribe(symbols)
self.initQuery()
def writeLog(self, content):
"""发出日志"""
log = VtLogData()
log.gatewayName = self.gateway.gatewayName
log.logContent = content
self.gateway.onLog(log)
