def cancelOrder(self, vtOrderID):
"""撤单"""
# 查询报单对象
# 1.调用主引擎接口，查询委托单对象
order = self.mainEngine.getOrder(vtOrderID)
# 如果查询成功
if order:
# 2.检查是否报单（委托单）还有效，只有有效时才发出撤单指令
orderFinished = (order.status == STATUS_ALLTRADED
or order.status == STATUS_CANCELLED)
if not orderFinished:
req = VtCancelOrderReq()
req.symbol = order.symbol
req.exchange = order.exchange
req.frontID = order.frontID
req.sessionID = order.sessionID
req.orderID = order.orderID
self.mainEngine.cancelOrder(req, order.gatewayName)
else:
if order.status == STATUS_ALLTRADED:
self.writeCtaLog(u'委托单({0}已执行，无法撤销'.format(vtOrderID))
if order.status == STATUS_CANCELLED:
self.writeCtaLog(u'委托单({0}已撤销，无法再次撤销'.format(vtOrderID))
# 查询不成功
else:
self.writeCtaLog(u'委托单({0}不存在'.format(vtOrderID))
def cancelOrders(self, symbol, offset=EMPTY_STRING):
"""撤销所有单"""
# Symbol参数:指定合约的撤单；
# OFFSET参数:指定Offset的撤单,缺省不填写时，为所有
l = self.mainEngine.getAllWorkingOrders()
self.writeCtaLog(u'从所有订单{0}中撤销{1}'.format(len(l), symbol))
for order in l:
if symbol == EMPTY_STRING:
symbolCond = True
else:
symbolCond = order.symbol == symbol
if offset == EMPTY_STRING:
offsetCond = True
else:
offsetCond = order.offset == offset
if symbolCond and offsetCond:
req = VtCancelOrderReq()
req.symbol = order.symbol
req.exchange = order.exchange
req.frontID = order.frontID
req.sessionID = order.sessionID
req.orderID = order.orderID
self.writeCtaLog(u'撤单:{0}/{1},{2}{3}手'.format(
order.symbol, order.orderID, order.offset,
order.totalVolume - order.tradedVolume))
self.mainEngine.cancelOrder(req, order.gatewayName)
def cancelOrder(self, vtOrderID):
"""撤单"""
# 查询报单对象
order = self.mainEngine.getOrder(vtOrderID)
# 如果查询成功
if order:
# 检查是否报单还有效，只有有效时才发出撤单指令
orderFinished = (order.status == constant.STATUS_ALLTRADED
or order.status == constant.STATUS_CANCELLED
or order.status == constant.STATUS_REJECTED
or order.status == constant.STATUS_CANCELLING)
if not orderFinished:
req = VtCancelOrderReq()
req.vtSymbol = order.vtSymbol
req.symbol = order.symbol
req.exchange = order.exchange
req.frontID = order.frontID
req.sessionID = order.sessionID
req.orderID = order.orderID
self.mainEngine.cancelOrder(req, order.gatewayName)
self.writeCtaLog('策略%s: 对本地订单%s，品种%s发送撤单委托' %
(order.byStrategy, vtOrderID, order.vtSymbol))
def batchCancelOrder(self, vtOrderIDList):
"""批量撤单"""
# 查询报单对象
reqList = []
for vtOrderID in vtOrderIDList:
order = self.mainEngine.getOrder(vtOrderID)
# 如果查询成功
if order:
# 检查是否报单还有效，只有有效时才发出撤单指令
orderFinished = (order.status == STATUS_ALLTRADED
or order.status == STATUS_CANCELLED
or order.status == STATUS_REJECTED
or order.status == STATUS_CANCELLING
or order.status == STATUS_CANCELINPROGRESS)
if not orderFinished:
req = VtCancelOrderReq()
req.vtSymbol = order.vtSymbol
req.symbol = order.symbol
req.exchange = order.exchange
req.frontID = order.frontID
req.sessionID = order.sessionID
req.orderID = order.orderID
reqList.append(req)
self.mainEngine.batchCancelOrder(reqList, order.gatewayName)
self.writeCtaLog('策略%s: 对本地订单%s，发送批量撤单委托，实际发送单量%s' %
(order.byStrategy, vtOrderIDList, len(reqList)))
def cancelOrder(self, vtOrderID):
"""撤单"""
# 查询报单对象
order = self.mainEngine.getOrder(vtOrderID)
# 如果查询成功
if order:
# 检查是否报单还有效，只有有效时才发出撤单指令
orderFinished = (order.status == STATUS_ALLTRADED
or order.status == STATUS_CANCELLED)
if not orderFinished:
req = VtCancelOrderReq()
str = order.symbol.split('.')
if len(str) > 2:
req.symbol = str[0]
req.contracttype = str[1]
else:
req.symbol = order.symbol
req.exchange = order.exchange
req.frontID = order.frontID
req.sessionID = order.sessionID
req.orderID = order.orderID
self.mainEngine.cancelOrder(req, order.gatewayName)
def cancelOrder(self, vtOrderID):
"""撤单"""
# 查询报单对象
order = self.mainEngine.getOrder(vtOrderID)
# self.writeCtaLog('cancelAll 2 %s' % order)
# 如果查询成功
if order:
# 检查是否报单还有效，只有有效时才发出撤单指令
orderFinished = (order.status==STATUS_ALLTRADED or order.status==STATUS_CANCELLED)
if not orderFinished:
req = VtCancelOrderReq()
req.symbol = order.symbol
req.exchange = order.exchange
req.frontID = order.frontID
req.sessionID = order.sessionID
req.orderID = order.orderID
self.mainEngine.cancelOrder(req, order.gatewayName)
def cancelOrder(self, vtOrderID):
"""撤单"""
# 查询报单对象
order = self.mainEngine.getOrder(vtOrderID)
# 如果查询成功
if order:
# 检查是否报单还有效，只有有效时才发出撤单指令
orderFinished = (order.status==STATUS_ALLTRADED or order.status==STATUS_CANCELLED)
if not orderFinished:
req = VtCancelOrderReq()
req.symbol = order.symbol
req.exchange = order.exchange
req.frontID = order.frontID
req.sessionID = order.sessionID
req.orderID = order.orderID
self.mainEngine.cancelOrder(req, order.gatewayName)
def cancelOrder(self, vtOrderID):
"""撤单"""
print "%s.%s.%s" % (__name__, self.__class__.__name__, get_current_function_name()) # 查询报单对象
order = self.mainEngine.getOrder(vtOrderID)
# 如果查询成功
if order:
# 检查是否报单还有效，只有有效时才发出撤单指令
orderFinished = (order.status == STATUS_ALLTRADED or order.status == STATUS_CANCELLED)
if not orderFinished:
req = VtCancelOrderReq()
req.symbol = order.symbol
req.exchange = order.exchange
req.frontID = order.frontID
req.sessionID = order.sessionID
req.orderID = order.orderID
self.mainEngine.cancelOrder(req, order.gatewayName)
def cancelOrder(self, vtOrderID):
"""撤单"""
# 查询报单对象
order = self.mainEngine.getOrder(vtOrderID)
# 如果查询成功
if order:
# 检查是否报单还有效，只有有效时才发出撤单指令
orderFinished = (order.status == STATUS_ALLTRADED
or order.status == STATUS_CANCELLED)
if not orderFinished:
req = VtCancelOrderReq()
req.vtSymbol = order.vtSymbol
req.symbol = order.symbol
if order.contractType: # 如果该品种是OKEX期货
req.contractType = order.contractType
req.exchange = order.exchange
req.frontID = order.frontID
req.sessionID = order.sessionID
req.orderID = order.orderID
self.mainEngine.cancelOrder(req, order.gatewayName)
self.writeCtaLog('策略:%s 对订单%s，品种%s发送撤单委托' %
(order.bystrategy, vtOrderID, order.vtSymbol))