def ReqOrderAction(self, corder, request_id):
'''撤单请求'''
#print u'in cancel'
oid = corder.OrderRef
rorder = ApiStruct.Order(
InstrumentID=corder.InstrumentID,
OrderRef=corder.OrderRef,
OrderStatus=ApiStruct.OST_Canceled,
)
#self.myagent.rtn_order(rorder)
self.myagent.err_order_action(rorder.OrderRef, rorder.InstrumentID,
u'26', u'测试撤单--报单已成交')
def ReqOrderInsert(self, pInputOrder, nRequestID):
'''报单录入请求
设定: (与实际不符, 只为了测试相关分支)
普通合约名错误 CTP_REJECT
特定合约名(CERROR)错误 EXCHANGE_REJECT
保证金错误 EXCHANGE_REJECT
'''
#print("ROI:direction:",pInputOrder.Direction)
self.logger.info("TAStub-ROI:%s" % (str(pInputOrder), ))
print("TAStub-ROI:%s" % (str(pInputOrder), ))
#print("ROI:1:",pInputOrder.InstrumentID)
if pInputOrder.InstrumentID[:2] == "XH": #测试CTP_REJECT专用通道
#调用CTP_REJECT
self.OnRspOrderInsert(pInputOrder, self._failureRspInfo,
nRequestID, True)
return
self._orders.append(pInputOrder)
last_tick = self._last_tick_map[pInputOrder.InstrumentID]
pOrder = UStruct.Order(
InstrumentID=pInputOrder.InstrumentID,
LimitPrice=pInputOrder.LimitPrice,
Direction=pInputOrder.Direction,
VolumeTotalOriginal=pInputOrder.VolumeTotalOriginal,
#TradingDay = self.trading_day,
TradingDay=last_tick.date,
UpdateTime=last_tick.time,
OrderRef=nRequestID,
FrontID=self._front_id,
SessionID=self._session_id,
OrderStatus=UType.OST_Unknown,
CombOffsetFlag=pInputOrder.CombOffsetFlag,
)
#print(pOrder)
#efunc = self._exchange.add if pInputOrder.CombOffsetFlag == UType.OF_Open else self._exchange.remove
efunc = self._exchange.lock if pInputOrder.CombOffsetFlag == UType.OF_Open else self._exchange.check_holding
if not efunc(self._contracts[pInputOrder.InstrumentID],
pInputOrder.Direction, pInputOrder.VolumeTotalOriginal,
pOrder.LimitPrice):
#保证金或平仓数不够, CTP拒绝
logging.warning("TAStub-ROI:CTP拒绝")
#print("TAStub-ROI:CTP拒绝")
self.OnErrRtnOrderInsert(pInputOrder, self._failureRspInfo)
pOrder.OrderSubmitStatus = UType.OSS_InsertRejected
self.OnRtnOrder(pOrder)
return
#print("TAStub-ROI:CTP ACCEPT")
#CTP_ACCEPT
pOrder.OrderSubmitStatus = UType.OSS_InsertSubmitted
self.OnRtnOrder(pOrder)
#print("ROI CTP ACCEPTED: ",pInputOrder.InstrumentID)
if pInputOrder.InstrumentID[:2] == "XX":
#调用EXCHANGE_REJECT,
self.OnErrRtnOrderInsert(pInputOrder, self._failureRspInfo)
pOrder.OrderSubmitStatus = UType.OSS_InsertRejected
self.OnRtnOrder(pOrder) #理论上应该有两次reject调用
return
#EXCHANGE_ACCEPT
#print("ROI EXCHANGE ACCEPTED: ",pInputOrder.InstrumentID)
pOrder.ExchangeID = self._exchange_id
pOrder.OrderSysID = self.inc_order_sys_id()
pOrder.OrderSubmitStatus = UType.OSS_Accepted
self.OnRtnOrder(pOrder) #
pOrder.volume_wanted = pInputOrder.VolumeTotalOriginal
self._wlist.setdefault(pOrder.InstrumentID, []).append(pOrder)
#print("TAStub-ROI last_tick:",last_tick,last_tick.instrument,pOrder.InstrumentID,last_tick.price,pOrder.LimitPrice)
self._check_trade(last_tick)
#print("ExchangeStub.available:",self.exchange.available)
#self._account.update_available(self.exchange.available)
self._account.update(self._account._stamp + 1, self.exchange.balance,
self.exchange.available, self.exchange.margin,
self.exchange.locked)
#print(self._account.available,self.exchange.available)
print("ExchangeStub.available:", self.exchange.available)
