def fetch_instrument_marginrate(self, instrument_id):
req = ApiStruct.QryInstrumentMarginRate(
BrokerID=self.cuser.broker_id,
InvestorID=self.cuser.investor_id,
InstrumentID=instrument_id,
HedgeFlag=ApiStruct.HF_Speculation)
r = self.trader.ReqQryInstrumentMarginRate(req, self.inc_request_id())
logging.info('A:查询保证金率, 函数发出返回值:%s' % r)
def fetch_instrument_marginrate(self, instrument_id):
req = ApiStruct.QryInstrumentMarginRate(
BrokerID=self.broker_id,
InvestorID=self.investor_id,
InstrumentID=instrument_id,
HedgeFlag=ApiStruct.HF_Speculation)
self.requestid += 1
r = self.ReqQryInstrumentMarginRate(req, self.requestid)
print u'A:查询保证金率%s, 函数发出返回值:%s' % (instrument_id, r)
def QryInstrumentMarginRate(self, instrument):
pQryInstrumentMarginRate = ApiStruct.QryInstrumentMarginRate(
BrokerID=self.userinfo.BrokerID,
InvestorID=self.userinfo.UserID,
InstrumentID=instrument,
HedgeFlag=ApiStruct.HF_Speculation)
self.IncReqid()
self.ReqQryInstrumentMarginRate(pQryInstrumentMarginRate,
self.requestid)
def fetch_instrument_marginrate(self, instrument_id):
req = UStruct.QryInstrumentMarginRate(BrokerID=self._broker,
InvestorID = self._investor,
InstrumentID=instrument_id,
HedgeFlag = UType.HF_Speculation
)
ref_id = self.inc_request_id()
ret= self.ReqQryInstrumentMarginRate(req, self.inc_request_id())
logging.info('A:查询保证金率, 函数发出返回值:%s' % ret)
return ret
