import logging
|
import threading
|
import time
|
|
import qcvalueaddproapi
|
import sys
|
|
global g_userid, g_passwd, g_address, g_port, g_seqnum
|
g_seqnum = 100000
|
|
|
def new_seqnum():
|
global g_seqnum
|
g_seqnum = g_seqnum + 1
|
return g_seqnum
|
|
|
class sampleSpi(qcvalueaddproapi.CQCValueAddProSpi):
|
__result_cache = {}
|
__temp_cache = {}
|
|
def __init__(self, t_tapi):
|
qcvalueaddproapi.CQCValueAddProSpi.__init__(self)
|
self.m_api = t_tapi
|
|
def __create_request_id(self):
|
return new_seqnum()
|
|
def queryTradeCalendar(self):
|
try:
|
queryField = qcvalueaddproapi.CQCVDReqQryShareCalendarField()
|
queryField.BegDate = "20240701"
|
queryField.EndDate = "20240801"
|
queryField.PageCount = 100
|
queryField.PageLocate = 1
|
request_id = self.__create_request_id()
|
results = self.m_api.ReqReqQryShareCalendar(queryField, request_id)
|
for i in range(0, 1000):
|
if request_id in self.__result_cache:
|
return self.__result_cache
|
time.sleep(0.002)
|
|
print("ReqReqQryShareCalendar:", results)
|
except Exception as e:
|
logging.exception(e)
|
|
def OnFrontConnected(self):
|
print("OnFrontConnected")
|
# 连接上后去登录
|
loginfield = qcvalueaddproapi.CQCVDReqUserLoginField()
|
loginfield.LogInAccount = g_userid
|
loginfield.AuthMode = qcvalueaddproapi.QCVD_AM_Password
|
loginfield.Password = g_passwd
|
self.m_api.ReqUserLogin(loginfield, new_seqnum())
|
|
def OnFrontDisconnected(self, nReason):
|
print("OnFrontDisconnected Reason[%d]"
|
% (nReason))
|
|
# 登录请求响应
|
def OnRspUserLogin(self, pRspUserLoginField, pRspInfo, nRequestID, bIsLast):
|
print("OnRspUserLogin LogInAccount[%s] RequestID[%d] ErrorID[%d] ErrorMsg[%s] "
|
% (pRspUserLoginField.LogInAccount,
|
nRequestID,
|
pRspInfo.ErrorID,
|
pRspInfo.ErrorMsg))
|
if (pRspInfo.ErrorID == 0):
|
# 登录成功后直接查询
|
# self.ReqInquiryHistoryDelivery()
|
threading.Thread(target=lambda : print("交易日历：", self.queryTradeCalendar())).start()
|
|
def ReqQryGGTEODPrices(self):
|
QryField = qcvalueaddproapi.CQCVDQryGGTEODPricesField()
|
self.m_api.ReqQryGGTEODPrices(QryField, new_seqnum())
|
|
def ReqQryInvestor(self):
|
QryField = qcvalueaddproapi.CQCVDQryInvestorField()
|
self.m_api.ReqQryInvestor(QryField, new_seqnum())
|
|
def OnRspInquiryShareCalendar(self, pShareCalendar, pRspInfo, nRequestID, bIsPageLast, bIsTotalLast):
|
if nRequestID not in self.__temp_cache:
|
self.__temp_cache[nRequestID] = []
|
|
if pShareCalendar:
|
self.__temp_cache[nRequestID].append(pShareCalendar.TradingDay)
|
else:
|
self.__result_cache[nRequestID] = self.__temp_cache[nRequestID]
|
self.__temp_cache.pop(nRequestID)
|
print("OnRspInquiryShareCalendar:", self.__result_cache[nRequestID])
|
|
|
def main():
|
# if (len(sys.argv)< 5):
|
# ######运行命令行:
|
# ###### ip地址 端口号 用户名 密码
|
# print("usage: ipaddress port userid passwd")
|
# return
|
global g_userid, g_passwd, g_address, g_port
|
g_address = "101.230.90.99"
|
g_port = 25556
|
g_userid = "388000013942"
|
g_passwd = "110808"
|
|
# 回测交易是由历史行情来驱动撮合成交:
|
# 因此必须同时使用traderapi和mdapi，不能单独使用traderapi，并且mdapi至少需要订阅一个以上行情。
|
# 用户可使用回测traderapi的RegisterFront函数来注册此地址去连接上回测服务器
|
print("GetApiVersion():", qcvalueaddproapi.CQCValueAddProApi_GetApiVersion())
|
theapi = qcvalueaddproapi.CQCValueAddProApi_CreateInfoQryApi()
|
thespi = sampleSpi(theapi)
|
theapi.RegisterSpi(thespi)
|
theapi.RegisterFront(g_address, g_port)
|
theapi.Run()
|
return
|
|
|
if __name__ == '__main__':
|
main()
|
