def test_trader_process_create_and_clean():
"""
测试trader转换器进程的创建和清理
"""
global frontAddress, mdFrontAddress, brokerID, userID, password
process = psutil.Process()
# 没有创建Trader对象前应该没有trader进程
# assert 'trader' not in [child.name() for child in process.children() ]
# 创建后可以找到一个trader进程
trader = Trader(frontAddress, brokerID, userID, password)
pid = trader.getConverterPid()
assert pid and pid != 0
assert pid in [child.pid for child in process.children()]
# 将变量指向None迫使垃圾回收,确认进程被清理了
trader = None
sleep(1)
assert pid not in [child.pid for child in process.children()]
def test_trader_process_create_and_clean():
"""
测试trader转换器进程的创建和清理
"""
global frontAddress, mdFrontAddress, brokerID, userID, password
process = psutil.Process()
# 没有创建Trader对象前应该没有trader进程
# assert 'trader' not in [child.name() for child in process.children() ]
# 创建后可以找到一个trader进程
trader = Trader(frontAddress, brokerID, userID, password)
pid = trader.getConverterPid()
assert pid and pid != 0
assert pid in [child.pid for child in process.children()]
# 将变量指向None迫使垃圾回收,确认进程被清理了
trader = None
sleep(1)
assert pid not in [child.pid for child in process.children()]
def test_qry_trading_account():
# 创建trader对象
global frontAddress, mdFrontAddress, brokerID, userID, password
trader = Trader(frontAddress, brokerID, userID, password)
# 定义测试标志
f1 = []
f2 = []
# 定义回调函数,并将其绑定
def OnRspQryTradingAccount1(RequestID, RspInfo, Data, IsLast):
# print 'OnRspQryTradingAccount1 is called'
# print kwargs.keys()
f1.append(1)
trader.bind(callback.OnRspQryTradingAccount, OnRspQryTradingAccount1)
def OnRspQryTradingAccount2(**kwargs):
# print 'OnRspQryTradingAccount2 is called'
# print kwargs.keys()
if 'ResponseMethod' in kwargs.keys():
f2.append(1)
f1.append(1)
trader.bind(callback.OnRspQryTradingAccount, OnRspQryTradingAccount2)
# 发送一个请求并等待回调函数被调用
data = struct.CThostFtdcQryTradingAccountField()
result = trader.ReqQryTradingAccount(data)
assert result[0] == 0
# 等待回调函数被调用
i = 0
while len(f1) < 2:
sleep(.01)
i += 1
if i > 300:
raise Exception(u'等待回调超时...')
assert len(f2) > 0
def test_qry_trading_account():
# 创建trader对象
global frontAddress, mdFrontAddress, brokerID, userID, password
trader = Trader(frontAddress, brokerID, userID, password)
# 定义测试标志
f1 = []
f2 = []
# 定义回调函数,并将其绑定
def OnRspQryTradingAccount1(RequestID, RspInfo, Data, IsLast):
# print 'OnRspQryTradingAccount1 is called'
# print kwargs.keys()
f1.append(1)
trader.bind(callback.OnRspQryTradingAccount, OnRspQryTradingAccount1)
def OnRspQryTradingAccount2(**kwargs):
# print 'OnRspQryTradingAccount2 is called'
# print kwargs.keys()
if 'ResponseMethod' in kwargs.keys():
f2.append(1)
f1.append(1)
trader.bind(callback.OnRspQryTradingAccount, OnRspQryTradingAccount2)
# 发送一个请求并等待回调函数被调用
data = struct.CThostFtdcQryTradingAccountField()
result = trader.ReqQryTradingAccount(data)
assert result[0] == 0
# 等待回调函数被调用
i = 0
while len(f1) < 2:
sleep(.01)
i += 1
if i > 300:
raise Exception(u'等待回调超时...')
assert len(f2) > 0
def test_open_and_close_position():
"""
测试开仓和平仓
"""
def settlement_info_confirm():
"""
交易结果确认
"""
result = []
def OnRspSettlementInfoConfirm(**kwargs):
print 'OnRspSettlementInfoConfirm() is called ...'
result.append(kwargs)
trader.bind(callback.OnRspSettlementInfoConfirm,
OnRspSettlementInfoConfirm)
data = struct.CThostFtdcSettlementInfoConfirmField()
data.BrokerID = brokerID
data.InvestorID = userID
data.ConfirmDate = ''
data.ConfirmTime = ''
trader.ReqSettlementInfoConfirm(data)
while len(result) == 0:
sleep(.01)
print result
sequence = []
onRspOrderInsertResult = []
def OnRspOrderInsert(**kwargs):
print 'OnRspOrderInsert() is called ...'
onRspOrderInsertResult.append(kwargs)
sequence.append('onRspOrderInsert')
onErrRtnOrderInsertResult = []
def OnErrRtnOrderInsert(**kwargs):
print 'OnErrRtnOrderInsert() is called ...'
onErrRtnOrderInsertResult.append(kwargs)
sequence.append('onErrRtnOrderInsert')
onRtnOrderResult = []
def OnRtnOrder(**kwargs):
print 'OnRtnOrder() is called ...'
onRtnOrderResult.append(kwargs)
sequence.append('onRtnOrder')
OnRtnTradeResult = []
def OnRtnTrade(**kwargs):
print 'OnRtnTrade() is called ...'
OnRtnTradeResult.append(kwargs)
sequence.append('OnRtnTrade')
global frontAddress, mdFrontAddress, brokerID, userID, password
trader = Trader(frontAddress, brokerID, userID, password)
trader.bind(callback.OnRspOrderInsert, OnRspOrderInsert)
trader.bind(callback.OnErrRtnOrderInsert, OnErrRtnOrderInsert)
trader.bind(callback.OnRtnOrder, OnRtnOrder)
trader.bind(callback.OnRtnTrade, OnRtnTrade)
# 交易结果确认
settlement_info_confirm()
# 进行开仓测试
data = getInsertOrderField('buy', 'open')
trader.ReqOrderInsert(data)
sleep(1)
assert len(onRspOrderInsertResult) == 0
assert len(onErrRtnOrderInsertResult) == 0
assert len(onRtnOrderResult) > 0
assert len(OnRtnTradeResult) == 1
# 清理数据
onRspOrderInsertResult = []
onErrRtnOrderInsertResult = []
onRtnOrderResult = []
OnRtnTradeResult = []
# 进程平仓测试
data = getInsertOrderField('buy', 'close')
trader.ReqOrderInsert(data)
sleep(1)
assert len(onRspOrderInsertResult) == 0
assert len(onErrRtnOrderInsertResult) == 0
assert len(onRtnOrderResult) > 0
assert len(OnRtnTradeResult) == 1
print sequence
assert sequence[3] == 'OnRtnTrade'
assert sequence[7] == 'OnRtnTrade'
def test_open_and_close_position():
"""
测试开仓和平仓
"""
def settlement_info_confirm():
"""
交易结果确认
"""
result = []
def OnRspSettlementInfoConfirm(**kwargs):
print 'OnRspSettlementInfoConfirm() is called ...'
result.append(kwargs)
trader.bind(callback.OnRspSettlementInfoConfirm, OnRspSettlementInfoConfirm)
data = struct.CThostFtdcSettlementInfoConfirmField()
data.BrokerID = brokerID
data.InvestorID = userID
data.ConfirmDate = ''
data.ConfirmTime = ''
trader.ReqSettlementInfoConfirm(data)
while len(result) == 0:
sleep(.01)
print result
sequence = []
onRspOrderInsertResult = []
def OnRspOrderInsert(**kwargs):
print 'OnRspOrderInsert() is called ...'
onRspOrderInsertResult.append(kwargs)
sequence.append('onRspOrderInsert')
onErrRtnOrderInsertResult = []
def OnErrRtnOrderInsert(**kwargs):
print 'OnErrRtnOrderInsert() is called ...'
onErrRtnOrderInsertResult.append(kwargs)
sequence.append('onErrRtnOrderInsert')
onRtnOrderResult = []
def OnRtnOrder(**kwargs):
print 'OnRtnOrder() is called ...'
onRtnOrderResult.append(kwargs)
sequence.append('onRtnOrder')
OnRtnTradeResult = []
def OnRtnTrade(**kwargs):
print 'OnRtnTrade() is called ...'
OnRtnTradeResult.append(kwargs)
sequence.append('OnRtnTrade')
global frontAddress, mdFrontAddress, brokerID, userID, password
trader = Trader(frontAddress, brokerID, userID, password)
trader.bind(callback.OnRspOrderInsert, OnRspOrderInsert)
trader.bind(callback.OnErrRtnOrderInsert, OnErrRtnOrderInsert)
trader.bind(callback.OnRtnOrder, OnRtnOrder)
trader.bind(callback.OnRtnTrade, OnRtnTrade)
# 交易结果确认
settlement_info_confirm()
# 进行开仓测试
data = getInsertOrderField('buy', 'open')
trader.ReqOrderInsert(data)
sleep(1)
assert len(onRspOrderInsertResult) == 0
assert len(onErrRtnOrderInsertResult) == 0
assert len(onRtnOrderResult) > 0
assert len(OnRtnTradeResult) == 1
# 清理数据
onRspOrderInsertResult = []
onErrRtnOrderInsertResult = []
onRtnOrderResult = []
OnRtnTradeResult = []
# 进程平仓测试
data = getInsertOrderField('buy', 'close')
trader.ReqOrderInsert(data)
sleep(1)
assert len(onRspOrderInsertResult) == 0
assert len(onErrRtnOrderInsertResult) == 0
assert len(onRtnOrderResult) > 0
assert len(OnRtnTradeResult) == 1
print sequence
assert sequence[3] == 'OnRtnTrade'
assert sequence[7] == 'OnRtnTrade'
