交易优化

admin

2023-08-04 ca310f014336d93eba73ed5010c1c5645424a1e0

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
B  
O}}d#rã@stdd
lZdd
l
Z
dd
lZdd
lZddlmZ
dZdZdZdZ    dZ
dZdZGd    d
„d
ej ƒZdd„Zed krpeƒ
d
S)éN)
Ú    traderapiÚ00043201Ú45249973Ú11160150Ú0003Ú    A00043201Ú    700043201c@sˆ
eZ
dZd
d„Zddœ
dd„Zdddœd    d
„Zddddd œdd„Zdddddœdd„Zdddddœdd„Zdddddœdd„Z    dddddœdd„Z
d dddd!œd"d#„Zd$dddd%œd&d'„Zd(dd)œd*d+„Z d,dd-œd.d/„Zd0dd1œd2d3„Zd4ddd5dd6œd7d8„Zd9ddd5dd:œd;d<„Zd=ddd5dd>œd?d@„ZdAddd5ddBœdCdD„Zd(ddd5ddEœdFdG„ZdHddd5ddIœdJdK„Zd,ddd5ddLœdMdN„ZdOS)PÚ    TraderSpicCs(tj
 |¡

|
|_d
|_d
|_d
|_dS)Nr
)rÚCTORATstpTraderSpiÚ__init__Ú_TraderSpi__apiÚ_TraderSpi__req_idÚ_TraderSpi__front_idÚ_TraderSpi__session_id)ÚselfÚapi©rú)D:\workspace\GP\trade_desk\huaxin\test.pyr,s





zTraderSpi.__init__Úvoid)
Úreturnc
Cs<td
ƒ

|j
d7_
|j |j
¡
}
|
dkr8td|
ƒ

dS)NÚOnFrontConnectedé
r
z"ReqGetConnectionInfo fail, ret[%d])Úprintr rÚReqGetConnectionInfo)rÚretrrrr3s




zTraderSpi.OnFrontConnectedÚint)ÚnReasonrcCstd
|
ƒ

dS)NzOnFrontDisconnected: [%d])
r)rrrrrÚOnFrontDisconnected<s
zTraderSpi.OnFrontDisconnectedÚCTORATstpConnectionInfoFieldÚCTORATstpRspInfoField)ÚpConnectionInfoFieldÚ pRspInfoFieldÚ
nRequestIDrcCsÆ|jd
kr¬t
d|
jƒ

t
d|
jƒ

t
d|
jƒ

t
d|
jƒ

t
d|
jƒ

t ¡}t    |_
tj|_t |_ d|_d|_|jd    7_|j ||j¡}|d
krÂt
d
|ƒ

nt
d||j|jfƒ

dS)Nr
zinner_ip_address[%s]zinner_port[%d]zouter_ip_address[%s]zouter_port[%d]zmac_address[%s]Ú    pyapidemozRPC;IIP=000.000.000.000;IPORT=00000;LIP=x.xx.xxx.xxx;MAC=123ABC456DEF;HD=XXXXXXXXXXrzReqUserLogin fail, ret[%d]z)GetConnectionInfo fail, [%d] [%d] [%s]!!!)ÚErrorIDrÚInnerIPAddressÚ    InnerPortÚOuterIPAddressÚ    OuterPortÚ
MacAddressrÚCTORATstpReqUserLoginFieldÚUserIDÚLogInAccountÚTORA_TSTP_LACT_UserIDÚLogInAccountTypeÚPasswordÚUserProductInfoÚTerminalInfor rÚReqUserLoginÚErrorMsg)rr r!r"Ú    login_reqrrrrÚOnRspGetConnectionInfo?s$






    



z TraderSpi.OnRspGetConnectionInfoz$traderapi.CTORATstpRspUserLoginField)ÚpRspUserLoginFieldr!r"rcCsî|jd
krÔt
d|ƒ

|
j|_|
j|_t ¡}|jd7_|j     
||j¡}|d
kr`t
d|ƒ

t ¡}|jd7_|j     ||j¡}|d
kršt
d|ƒ

t  ¡}|jd7_t ||j¡}|d
krêtd|ƒ
‚
nt
d||j|jfƒ

dS)Nr
zLogin success! [%d]rzReqQryInvestor fail, ret[%d]z&ReqQryShareholderAccount fail, ret[%d]zReqQryTrade fail, ret[%d]zLogin fail!!! [%d] [%d] [%s])r$rÚFrontIDrÚ    SessionIDrrZCTORATstpQryInvestorFieldr rZReqQryInvestorÚ#CTORATstpQryShareholderAccountFieldÚReqQryShareholderAccountÚCTORATstpQryTradeFieldrÚReqQryTradeÚ    Exceptionr3)rr6r!r"Ú    req_fieldrrrrÚOnRspUserLoginxs0








.





zTraderSpi.OnRspUserLoginÚ CTORATstpUserPasswordUpdateField)ÚpUserPasswordUpdateFieldr!r"rcCs2|jd
krt
d|ƒ

nt
d||j|jfƒ

dS)Nr
z!OnRspUserPasswordUpdate: OK! [%d]z.OnRspUserPasswordUpdate: Error! [%d] [%d] [%s])r$rr3)rrAr!r"rrrÚOnRspUserPasswordUpdatey
s


z!TraderSpi.OnRspUserPasswordUpdateÚCTORATstpInputOrderField)ÚpInputOrderFieldr!r"rcCs8|jd
krt
d||
jfƒ

nt
d||j|jfƒ

dS)Nr
zOnRspOrderInsert: OK! [%d] [%s]z'OnRspOrderInsert: Error! [%d] [%d] [%s])r$rÚSInfor3)rrDr!r"rrrÚOnRspOrderInsert
s


zTraderSpi.OnRspOrderInsertÚCTORATstpInputOrderActionField)ÚpInputOrderActionFieldr!r"rcCs2|jd
krt
d|ƒ

nt
d||j|jfƒ

dS)Nr
zOnRspOrderAction: OK! [%d]z'OnRspOrderAction: Error! [%d] [%d] [%s])r$rr3)rrHr!r"rrrÚOnRspOrderAction‰
s


zTraderSpi.OnRspOrderActionÚCTORATstpRspInquiryJZFundField)ÚpRspInquiryJZFundFieldr!r"rcCs<|jd
kr"t
d||
j|
jfƒ

nt
d||j|jfƒ

dS)Nr
z*OnRspInquiryJZFund: OK! [%d] [%.2f] [%.2f]z)OnRspInquiryJZFund: Error! [%d] [%d] [%s])r$rÚUsefulMoneyÚ
FetchLimitr3)rrKr!r"rrrÚOnRspInquiryJZFund‘
s
 



zTraderSpi.OnRspInquiryJZFundÚCTORATstpInputTransferFundField)ÚpInputTransferFundFieldr!r"rcCs2|jd
krt
d|ƒ

nt
d||j|jfƒ

dS)Nr
zOnRspTransferFund: OK! [%d]z(OnRspTransferFund: Error! [%d] [%d] [%s])r$rr3)rrPr!r"rrrÚOnRspTransferFundš
s


zTraderSpi.OnRspTransferFundÚCTORATstpOrderField)ÚpOrderFieldrcCs>td
t
t ¡dƒ
|
j|
j|
j|
j|
j|
j|
j    |
j
f    ƒ

dS)Nz•[%d]  OnRtnOrder: InvestorID[%s] SecurityID[%s] OrderRef[%d] OrderLocalID[%s] LimitPrice[%.2f] VolumeTotalOriginal[%d] OrderSysID[%s] OrderStatus[%s]iè)rÚroundÚtimeÚ
InvestorIDÚ
SecurityIDÚOrderRefÚOrderLocalIDÚ
LimitPriceÚVolumeTotalOriginalÚ
OrderSysIDÚOrderStatus)rrSrrrÚ
OnRtnOrder¢
s





zTraderSpi.OnRtnOrderÚCTORATstpTradeField)ÚpTradeFieldrc    Cs,td
|
j
|
j|
j|
j|
j|
j|
jfƒ

dS)NzjOnRtnTrade: TradeID[%s] InvestorID[%s] SecurityID[%s] OrderRef[%d] OrderLocalID[%s] Price[%.2f] Volume[%d])rÚTradeIDrVrWrXrYÚPriceÚVolume)rr`rrrÚ
OnRtnTradeª
s



zTraderSpi.OnRtnTradeÚCTORATstpMarketStatusField)ÚpMarketStatusFieldrcCstd
|
j
|
jfƒ

dS)Nz0OnRtnMarketStatus: MarketID[%s] MarketStatus[%s])rÚMarketIDÚMarketStatus)rrfrrrÚOnRtnMarketStatus°
s

zTraderSpi.OnRtnMarketStatusÚCTORATstpSecurityFieldÚbool)ÚpSecurityFieldr!r"ÚbIsLastrc
CsN|d
kr4td||
j
|
j|
j|
j|
j|
j|
jfƒ

ntd||j|j    fƒ

dS)Nrz‰OnRspQrySecurity[%d]: SecurityID[%s] SecurityName[%s] MarketID[%s] OrderUnit[%s] OpenDate[%s] UpperLimitPrice[%.2f] LowerLimitPrice[%.2f]u/查询合约结束[%d] ErrorID[%d] ErrorMsg[%s])
rrWÚSecurityNamergÚ    OrderUnitÚOpenDateÚUpperLimitPriceÚLowerLimitPricer$r3)rrlr!r"rmrrrÚOnRspQrySecurity´
s





zTraderSpi.OnRspQrySecurityÚCTORATstpInvestorField)ÚpInvestorFieldr!r"rmrcCs:|d
kr td||
j
|
jfƒ

ntd||j|jfƒ

dS)Nrz2OnRspQryInvestor[%d]: InvestorID[%s]  Operways[%s]u2查询投资者结束[%d] ErrorID[%d] ErrorMsg[%s])rrVÚOperwaysr$r3)rrur!r"rmrrrÚOnRspQryInvestorÀ
s



zTraderSpi.OnRspQryInvestorÚ CTORATstpShareholderAccountField)ÚpShareholderAccountFieldr!r"rmrcCs>|d
kr$td||
j
|
j|
jfƒ

ntd||j|jfƒ

dS)NrzOOnRspQryShareholderAccount[%d]: InvestorID[%s] ExchangeID[%s] ShareholderID[%s]u5查询股东账户结束[%d] ErrorID[%d] ErrorMsg[%s])rrVÚ
ExchangeIDÚ ShareholderIDr$r3)rryr!r"rmrrrÚOnRspQryShareholderAccountÊ
s




z$TraderSpi.OnRspQryShareholderAccountÚCTORATstpTradingAccountField)ÚpTradingAccountFieldr!r"rmrc    CsJ|d
kr0td||
j
|
j|
j|
j|
j|
jfƒ

ntd||j|jfƒ

dS)Nrz{OnRspQryTradingAccount[%d]: DepartmentID[%s] InvestorID[%s] AccountID[%s] CurrencyID[%s] UsefulMoney[%.2f] FetchLimit[%.2f]u5查询资金账号结束[%d] ErrorID[%d] ErrorMsg[%s])    rÚDepartmentIDrVÚ    AccountIDÚ
CurrencyIDrLrMr$r3)rr~r!r"rmrrrÚOnRspQryTradingAccountÕ
s






z TraderSpi.OnRspQryTradingAccount)rSr!r"rmrcCsR|d
kr8td||
j
|
j|
j|
j|
j|
j|
j|
jf    ƒ

ntd||j    |j
fƒ

dS)Nrz”OnRspQryOrder[%d]: SecurityID[%s] OrderLocalID[%s] OrderRef[%d] OrderSysID[%s] VolumeTraded[%d] OrderStatus[%s] OrderSubmitStatus[%s], StatusMsg[%s]u/查询报单结束[%d] ErrorID[%d] ErrorMsg[%s])rrWrYrXr\ÚVolumeTradedr]ÚOrderSubmitStatusÚ    StatusMsgr$r3)rrSr!r"rmrrrÚ OnRspQryOrderá
s






zTraderSpi.OnRspQryOrderÚCTORATstpPositionField)ÚpPositionFieldr!r"rmrcCsF|d
kr,td||
j
|
j|
j|
j|
jfƒ

ntd||j|jfƒ

dS)Nrz`OnRspQryPosition[%d]: InvestorID[%s] SecurityID[%s] HistoryPos[%d] TodayBSPos[%d] TodayPRPos[%d]u/查询持仓结束[%d] ErrorID[%d] ErrorMsg[%s])rrVrWÚ
HistoryPosÚ
TodayBSPosÚ
TodayPRPosr$r3)rrˆr!r"rmrrrÚOnRspQryPositionî
s



zTraderSpi.OnRspQryPosition)r`r!r"rmrcCstd
ƒ

|st|
j
ƒ

ndS)Nu查询成交响应)rr\)rr`r!r"rmrrrÚ OnRspQryTradeú
s

zTraderSpi.OnRspQryTradeN)Ú__name__Ú
__module__Ú__qualname__rrrr5r?rBrFrIrNrQr^rdrirsrwr|r‚r†rŒrrrrrr    +sJ
    
8







    

    



r    c    Cs¼d
}t ¡}
xšt
dƒ
D]Ž}t ¡}| |¡

ddt dd¡›t dddd    œ¡
d
œ}| t |¡
     d¡
¡

| 
d¡
}td t |  d¡
¡
tt ¡|
dƒ
ƒ
| ¡
qWxt d¡

qªWdS)N)z    127.0.0.1i*#rr
ztest-i'Z002229édg®GázîA@)ÚcodeÚcountÚprice)ÚtypeÚreq_idÚdatazutf-8i
u 返回数据:Úgbkiè)rUÚrangeÚsocketÚconnectÚrandomÚrandintÚjsonÚdumpsÚsendÚencodeÚrecvrÚloadsÚdecoderTÚcloseÚsleep)Zip_portZ
start_timeÚ
iZclientr—ÚrecrrrÚsend_msgs




 

(

r©Ú__main__)ržrœršrUÚhuaxinrr+r/rVrr€ÚSSE_ShareHolderIDÚSZSE_ShareHolderIDr
r    r©rŽrrrrÚ<module>s$


[