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 == 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 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))