def setUpClass(cls):
config = AppConfig.get_config()
cls.hk_ctx = ft.OpenHKTradeContext(config.get('ftserver', 'host'),
int(config.get('ftserver', 'port')))
cls.us_ctx = ft.OpenUSTradeContext(config.get('ftserver', 'host'),
int(config.get('ftserver', 'port')))
cls.hk_trade = Trade(cls.hk_ctx)
cls.us_trade = Trade(cls.us_ctx)
cls.hk_trade.unlock_trade(None, config.get('ftserver', 'decipher'))
cls.us_trade.unlock_trade(None, config.get('ftserver', 'decipher'))
def connectTrade(self):
"""连接交易功能"""
# 连接交易接口
if self.market == 'US':
self.tradeCtx = ft.OpenUSTradeContext(self.host, self.port)
OrderHandlerBase = USTradeOrderHandlerBase
DealHandlerBase = USTradeDealHandlerBase
else:
self.tradeCtx = ft.OpenHKTradeContext(self.host, self.port)
OrderHandlerBase = HKTradeOrderHandlerBase
DealHandlerBase = HKTradeDealHandlerBase
# 继承实现处理器类
class OrderHandler(OrderHandlerBase):
"""委托处理器"""
gateway = self # 缓存Gateway对象
def on_recv_rsp(self, rsp_str):
ret_code, content = super(OrderHandler,
self).on_recv_rsp(rsp_str)
if ret_code != RET_OK:
return RET_ERROR, content
self.gateway.processOrder(content)
return RET_OK, content
class DealHandler(DealHandlerBase):
"""订单簿处理器"""
gateway = self
def on_recv_rsp(self, rsp_str):
ret_code, content = super(DealHandler,
self).on_recv_rsp(rsp_str)
if ret_code != RET_OK:
return RET_ERROR, content
self.gateway.processDeal(content)
return RET_OK, content
# 只有港股实盘交易才需要解锁
if self.market == 'HK' and self.env == 0:
self.tradeCtx.unlock_trade(self.password)
# 设置回调处理对象
self.tradeCtx.set_handler(OrderHandler())
self.tradeCtx.set_handler(DealHandler())
# 启动交易接口
self.tradeCtx.start()
# 订阅委托推送
self.tradeCtx.subscribe_order_deal_push([],
order_deal_push=True,
envtype=self.env)
self.writeLog(u'交易接口连接成功')
def main():
global hk_ctx
global us_ctx
config = AppConfig.get_config()
total = config.get('quota', 'total')
kline = config.get('quota', 'kline')
tiker = config.get('quota', 'ticker')
quote = config.get('quota', 'quote')
order_book = config.get('quota', 'order_book')
rt_data = config.get('quota', 'rt_data')
broker = config.get('quota', 'broker')
hk_ctx = ft.OpenHKTradeContext(config.get('ftserver', 'host'), int(config.get('ftserver', 'port')))
hk_trade = Trade(hk_ctx)
hk_trade.unlock_trade(None,config.get('ftserver', 'decipher'))
hk_trade_task(hk_trade)
us_ctx = ft.OpenUSTradeContext(config.get('ftserver', 'host'), int(config.get('ftserver', 'port')))
us_trade = Trade(us_ctx)
us_trade.unlock_trade(None, config.get('ftserver', 'decipher'))
us_trade_task(us_trade)
def main():
global lf_ctx
global hf_ctx
global hk_ctx
global us_ctx
config = AppConfig.get_config()
total = config.get('quota', 'total')
kline = config.get('quota', 'kline')
tiker = config.get('quota', 'ticker')
quote = config.get('quota', 'quote')
order_book = config.get('quota', 'order_book')
rt_data = config.get('quota', 'rt_data')
broker = config.get('quota', 'broker')
lf_ctx = ft.OpenQuoteContext(config.get('ftserver', 'host'),
int(config.get('ftserver', 'port')))
lf_ctx.start()
lf = LF(lf_ctx)
#lf_task(lf)
hf_ctx = ft.OpenQuoteContext(config.get('ftserver', 'host'),
int(config.get('ftserver', 'port')))
hf_ctx.start()
sub = Subscribe(hf_ctx, total, kline, tiker, quote, order_book, rt_data,
broker)
hf = HF(hf_ctx, sub)
hf_task(hf)
hk_ctx = ft.OpenHKTradeContext(config.get('ftserver', 'host'),
int(config.get('ftserver', 'port')))
hk_trade = Trade(hk_ctx)
hk_trade.unlock_trade(None, config.get('ftserver', 'decipher'))
#hk_trade_task(hk_trade)
us_ctx = ft.OpenUSTradeContext(config.get('ftserver', 'host'),
int(config.get('ftserver', 'port')))
us_trade = Trade(us_ctx)
us_trade.unlock_trade(None, config.get('ftserver', 'decipher'))
def __init__(self):
'''
QE Engine Init
'''
config = AppConfig.get_config()
self.config = config
quote_ctx = ft.OpenQuoteContext(config.get('ftserver', 'host'),
int(config.get('ftserver', 'port')))
self.quote_ctx = quote_ctx
self.tradehk_ctx = ft.OpenHKTradeContext(
config.get('ftserver', 'host'), int(config.get('ftserver',
'port')))
self.tradeus_ctx = ft.OpenUSTradeContext(
config.get('ftserver', 'host'), int(config.get('ftserver',
'port')))
self.decipher = config.get('ftserver', 'decipher')
total = config.get('quota', 'total')
kline = config.get('quota', 'kline')
tiker = config.get('quota', 'ticker')
quote = config.get('quota', 'quote')
order_book = config.get('quota', 'order_book')
rt_data = config.get('quota', 'rt_data')
broker = config.get('quota', 'broker')
quote_ctx.start()
self.lf = LF(quote_ctx)
self.sub = Subscribe(quote_ctx, total, kline, tiker, quote, order_book,
rt_data, broker)
self.hf = HF(quote_ctx, self.sub)
self.hktrade = Trade(self.tradehk_ctx)
self.hktrade.unlock_trade(self.decipher)
self.ustrade = Trade(self.tradeus_ctx)
self.ustrade.unlock_trade(self.decipher)
self.queryhistory = QueryHistory(quote_ctx)
self.mysqlService = MysqlService()