def unsubscribe(self, unifiedSymbol, gatewayId=None):
logger.info("策略%s取消订阅合约%s", self.strategyId, unifiedSymbol)
contract = ClientTradeCacheService.getContractByUnifiedSymbol(
unifiedSymbol)
if contract is not None:
if unifiedSymbol in self.subscribedUnifiedSymbolSet:
self.subscribedUnifiedSymbolSet.remove(unifiedSymbol)
RpcClientApiService.unsubscribe(contract, gatewayId, sync=True)
else:
logger.error("策略%s退订行情错误,未能找到合约%s", self.strategyId, unifiedSymbol)
def submitOrder(self,
unifiedSymbol,
orderPriceType,
direction,
offsetFlag,
accountId,
price,
volume,
originOrderId=None,
sync=True):
if self.initSwitch and self.tradingSwitch:
submitOrderReq = SubmitOrderReqField()
submitOrderReq.contract.CopyFrom(
ClientTradeCacheService.getContractByUnifiedSymbol(
unifiedSymbol))
submitOrderReq.direction = direction
submitOrderReq.offsetFlag = offsetFlag
submitOrderReq.orderPriceType = orderPriceType
submitOrderReq.timeCondition = TimeConditionEnum.TC_GFD
submitOrderReq.price = price
submitOrderReq.minVolume = 1
submitOrderReq.stopPrice = 0.0
submitOrderReq.volumeCondition = VolumeConditionEnum.VC_AV
submitOrderReq.contingentCondition = ContingentConditionEnum.CC_Immediately
submitOrderReq.hedgeFlag = HedgeFlagEnum.HF_Speculation
submitOrderReq.forceCloseReason = ForceCloseReasonEnum.FCR_NotForceClose
submitOrderReq.volume = volume
account = ClientTradeCacheService.getAccountByAccountId(accountId)
submitOrderReq.gatewayId = account.gatewayId
submitOrderReq.accountCode = account.code
submitOrderReq.currency = account.currency
if originOrderId is None:
submitOrderReq.originOrderId = str(uuid.uuid4())
else:
submitOrderReq.originOrderId = originOrderId
self.originOrderIdSet.add(submitOrderReq.originOrderId)
logger.info("策略%s提交定单 %s", MessageToJson(submitOrderReq),
self.strategyId)
if sync:
orderId = RpcClientApiService.submitOrder(submitOrderReq,
sync=True)
return orderId
else:
RpcClientApiService.submitOrder(submitOrderReq, sync=False)
return None
else:
logger.error("策略尚未初始化或未处于交易状态")
return None
def subscribe(self, unifiedSymbol, gatewayId=None):
logger.info("策略%s订阅合约%s", self.strategyId, unifiedSymbol)
contract = ClientTradeCacheService.getContractByUnifiedSymbol(
unifiedSymbol)
if contract is not None:
self.subscribedUnifiedSymbolSet.add(unifiedSymbol)
if gatewayId is not None:
contract.gatewayId = gatewayId
else:
contract.gatewayId = ""
RpcClientApiService.subscribe(contract, None, sync=True)
else:
logger.error("策略%s订阅行情错误,未能找到合约%s", self.strategyId, unifiedSymbol)