def sendOrder(self, vtSymbol, direction, offset, price, volume, payup=0):
"""发单"""
contract = self.mainEngine.getContract(vtSymbol)
if not contract:
return ''
req = VtOrderReq()
req.symbol = contract.symbol
req.exchange = contract.exchange
req.vtSymbol = contract.vtSymbol
req.direction = direction
req.offset = offset
req.volume = int(volume)
req.priceType = PRICETYPE_LIMITPRICE
if direction == DIRECTION_LONG:
req.price = price + payup * contract.priceTick
else:
req.price = price - payup * contract.priceTick
# 委托转换
reqList = self.mainEngine.convertOrderReq(req)
vtOrderIDList = []
for req in reqList:
vtOrderID = self.mainEngine.sendOrder(req, contract.gatewayName)
vtOrderIDList.append(vtOrderID)
return vtOrderIDList
def sendOrder(self, vtSymbol, direction, offset, price, volume, payup=0):
"""发单"""
contract = self.mainEngine.getContract(vtSymbol)
if not contract:
return ''
req = VtOrderReq()
req.symbol = contract.symbol
req.exchange = contract.exchange
req.vtSymbol = contract.vtSymbol
req.direction = direction
req.offset = offset
req.volume = int(volume)
req.priceType = PRICETYPE_LIMITPRICE
if direction == DIRECTION_LONG:
req.price = price + payup * contract.priceTick
else:
req.price = price - payup * contract.priceTick
# 委托转换
reqList = self.mainEngine.convertOrderReq(req)
vtOrderIDList = []
for req in reqList:
vtOrderID = self.mainEngine.sendOrder(req, contract.gatewayName)
vtOrderIDList.append(vtOrderID)
return vtOrderIDList
def sendOrder(self, algo, vtSymbol, direction, price, volume,
priceType=None, offset=None):
"""发单"""
contract = self.mainEngine.getContract(vtSymbol)
if not contract:
self.writeLog(u'%s委托下单失败，找不到合约：%s' %(algo.algoName, vtSymbol))
req = VtOrderReq()
req.vtSymbol = vtSymbol
req.symbol = contract.symbol
req.exchange = contract.exchange
req.direction = direction
req.offset = OFFSET_CLOSETODAY
req.price = price
req.volume = volume
if priceType:
req.priceType = priceType
else:
req.priceType = PRICETYPE_LIMITPRICE
if offset:
req.offset = offset
else:
req.offset = OFFSET_OPEN
vtOrderID = self.mainEngine.sendOrder(req, contract.gatewayName)
self.orderAlgoDict[vtOrderID] = algo
return vtOrderID
def sendOrder(self, vtSymbol, direction, offset, price, volume):
"""发单"""
contract = self.mainEngine.getContract(vtSymbol)
if not contract:
return ''
req = VtOrderReq()
req.symbol = contract.symbol
req.exchange = contract.exchange
req.vtSymbol = vtSymbol
req.price = price
req.volume = volume
req.direction = direction
req.offset = offset
req.priceType = PRICETYPE_LIMITPRICE
return self.mainEngine.sendOrder(req, contract.gatewayName)
def sendOrder(self, vtSymbol, direction, offset, price, volume):
"""发单"""
contract = self.mainEngine.getContract(vtSymbol)
if not contract:
return ''
req = VtOrderReq()
req.symbol = contract.symbol
req.exchange = contract.exchange
req.vtSymbol = vtSymbol
req.price = price
req.volume = volume
req.direction = direction
req.offset = offset
req.priceType = PRICETYPE_LIMITPRICE
return self.mainEngine.sendOrder(req, contract.gatewayName)
def sendOrder(self, algo, vtSymbol, direction, price, volume):
"""发单"""
contract = self.mainEngine.getContract(vtSymbol)
if not contract:
self.writeLog(u'%s委托下单失败，找不到合约：%s' % (algo.algoName, vtSymbol))
req = VtOrderReq()
req.vtSymbol = vtSymbol
req.symbol = contract.symbol
req.exchange = contract.exchange
req.direction = direction
req.priceType = PRICETYPE_LIMITPRICE
req.offset = OFFSET_CLOSETODAY
req.price = price
req.volume = volume
vtOrderID = self.mainEngine.sendOrder(req, contract.gatewayName)
return vtOrderID
def sendOrder(self,
algo,
vtSymbol,
direction,
price,
volume,
priceType=None,
offset=None):
"""发单"""
contract = self.mainEngine.getContract(vtSymbol)
if not contract:
self.writeLog(u'%s委托下单失败，找不到合约：%s' % (algo.algoName, vtSymbol))
vtSymbol = '.'.join([contract.symbol, contract.exchange])
req = VtOrderReq()
req.vtSymbol = vtSymbol
req.symbol = contract.symbol
req.exchange = contract.exchange
req.direction = direction
req.offset = OFFSET_CLOSETODAY
req.price = price
req.volume = volume
if priceType:
req.priceType = priceType
else:
req.priceType = PRICETYPE_LIMITPRICE
if offset:
req.offset = offset
else:
req.offset = OFFSET_OPEN
strData = 'symbol %s exchange %s price %.2f volume %d direction %s offset %s vtSymbol %s gatewayName %s'\
%(req.symbol,req.exchange,req.price,req.volume,req.direction,req.offset,req.vtSymbol,contract.gatewayName)
print 'currency productClass ', req.currency, req.productClass
# print 'sendOrder req:'
# print strData
vtOrderID = self.mainEngine.sendOrder(req, contract.gatewayName)
self.orderAlgoDict[vtOrderID] = algo
return vtOrderID
def sendOrder(self,
algo,
vtSymbol,
direction,
price,
volume,
priceType=None,
offset=None):
logger.info(f"{algo.algoName}")
print(f"进入发单")
print(vtSymbol)
"""发单"""
contract = self.mainEngine.getContract(vtSymbol)
if not contract:
self.writeLog(u'%s委托下单失败，找不到合约：%s' % (algo.algoName, vtSymbol))
req = VtOrderReq()
req.vtSymbol = vtSymbol
req.symbol = contract.symbol
req.exchange = contract.exchange
req.direction = direction
req.offset = OFFSET_CLOSETODAY
req.price = price
req.volume = volume
if priceType:
req.priceType = priceType
else:
req.priceType = PRICETYPE_LIMITPRICE
if offset:
req.offset = offset
else:
req.offset = OFFSET_OPEN
vtOrderID = self.mainEngine.sendOrder(req, contract.gatewayName)
self.orderAlgoDict[vtOrderID] = algo
logger.info(f"{vtOrderID}")
return vtOrderID
def sendOrder(self, symbol, orderType, price, volume, strategy):
try:
req = VtOrderReq()
req.symbol = symbol
req.vtSymbol = symbol
req.price = price
req.volume = volume
req.priceType = PRICETYPE_LIMITPRICE
gatewayName = "TradeDllAShare"
# CTA委托类型映射
if orderType == CTAORDER_BUY:
req.direction = DIRECTION_LONG
elif orderType == CTAORDER_SELL:
req.direction = DIRECTION_SHORT
else:
self.writeLog(u"不支持订单方向类型:" + orderType)
VtOrderID = self.mainEngine.sendOrder(req, gatewayName)
if VtOrderID:
# 下单成功，添加orderid和策略对应关系
# self.orderStrategyDict[VtOrderID] = strategy # 保存order和策略的映射关系
# self.strategyDict[strategy.strategyID].addOrder(VtOrderID) # 添加到策略委托号集合中
self.writeLog(u'策略%s发送委托成功，%s，%s，%s@%s' %
(strategy.strategyID, symbol, req.direction,
volume, price))
else:
self.writeLog(u"策略%s发送委托失败，%s，%s，%s@%s" %
(strategy.strategyID, symbol, req.direction,
volume, price))
return VtOrderID
except:
traceback.print_exc()
return VtOrderID
def sendOrder(self, symbol, orderType, price, volume):
try:
req = VtOrderReq()
req.symbol = symbol
req.vtSymbol = symbol
req.price = price
req.volume = volume
req.priceType = PRICETYPE_LIMITPRICE
gatewayName = "FUTU"
req.direction = orderType
orderID = self.mainEngine.sendOrder(req, gatewayName)
if orderID:
self.writeLog(u'委托成功 %s, %s，%s@%s %s' %
(symbol, orderType, volume, price, orderID))
else:
self.writeLog(u'委托失败 %s, %s，%s@%s %s' %
(symbol, orderType, volume, price, orderID))
return orderID
except:
traceback.print_exc()