Python DyEvent.data['broker']方法代碼示例

# 需要導入模塊: from EventEngine import DyEvent [as 別名]
# 或者: from EventEngine.DyEvent import data['broker'] [as 別名]
    def _stopAccountManager(self, strategyCls, oneKeyHangUp=False):
        """
            停止策略的賬戶管理者
            @oneKeyHangUp: 一鍵掛機導致的
        """
        if strategyCls.broker is None:
            return

        if strategyCls.broker not in self._accountManagers:
            return

        self._info.print('股票CTA引擎: 賬號[{0}]解除綁定策略[{1}]'.format(self.accountManagerMap[strategyCls.broker].brokerName, strategyCls.chName), DyLogData.ind1)

        # check if other running strategies use the same account manager
        for strategy, _ in self._strategies.values():
            if strategy.name != strategyCls.name and \
                strategyCls.broker == strategy.broker and \
                strategy.state.isState(DyStockStrategyState.running):
                return

        # 退出策略的實盤交易接口
        event = DyEvent(DyEventType.stockLogout)
        event.data['broker'] = strategyCls.broker
        event.data['oneKeyHangUp'] = oneKeyHangUp

        self._eventEngine.put(event)

        # 銷毀券商賬戶管理者
        self._accountManagers[strategyCls.broker].exit()
        del self._accountManagers[strategyCls.broker]

# 需要導入模塊: from EventEngine import DyEvent [as 別名]
# 或者: from EventEngine.DyEvent import data['broker'] [as 別名]
    def _startAccountManager(self, strategyCls):
        """
            啟動策略的賬戶管理者
        """
        if strategyCls.broker is None:
            return True

        if strategyCls.broker not in self._accountManagers:
            # 實例化券商賬戶管理者
            accountManager = self.accountManagerMap[strategyCls.broker](self._eventEngine, self._info)

            # 賬戶管理的開盤前準備
            accountManager.onOpen(datetime.now().strftime("%Y-%m-%d"))

            self._accountManagers[strategyCls.broker] = accountManager

            # 登錄策略的實盤交易接口
            event = DyEvent(DyEventType.stockLogin)
            event.data['broker'] = strategyCls.broker

            self._eventEngine.put(event)

        self._info.print('股票CTA引擎: 賬號[{0}]綁定策略[{1}]'.format(self.accountManagerMap[strategyCls.broker].brokerName, strategyCls.chName), DyLogData.ind1)

        return True

# 需要導入模塊: from EventEngine import DyEvent [as 別名]
# 或者: from EventEngine.DyEvent import data['broker'] [as 別名]
    def _stockPosSyncFromBrokerHandler(self, event):
        """
            收到來自券商接口的持倉同步事件
            !!!如果交易不是通過策略，或者持倉同步不是在開盤時，可能會導致信息不一致或者錯誤。
        """
        # unpack
        header = event.data['header']
        rows = event.data['rows']

        # it's synchronized from broker
        self._curPosSyncData = {}

        for data in rows:
            # unpack from 券商接口持倉數據
            code = DyStockCommon.getDyStockCode(data[header.index(self.headerNameMap['position']['code'])])
            name = data[header.index(self.headerNameMap['position']['name'])]

            totalVolume = float(data[header.index(self.headerNameMap['position']['totalVolume'])])
            availVolume = float(data[header.index(self.headerNameMap['position']['availVolume'])])

            price = float(data[header.index(self.headerNameMap['position']['price'])])
            cost = float(data[header.index(self.headerNameMap['position']['cost'])])

            # get position
            pos = self._curPos.get(code)
            if pos is None:
                continue

            # set sync data firstly
            self._curPosSyncData[code] = {'volumeAdjFactor': totalVolume/pos.totalVolume,
                                          'priceAdjFactor': pos.cost/cost,
                                          'cost': cost
                                          }

            # syn with positions from broker
            pos.price = price
            pos.cost = cost

            pos.totalVolume = totalVolume
            pos.availVolume = availVolume

            pos.priceAdjFactor = self._curPosSyncData[code]['priceAdjFactor']
            pos.volumeAdjFactor = self._curPosSyncData[code]['volumeAdjFactor']

            if pos.priceAdjFactor != 1:
                pos.xrd = True

            pos.sync = True

        # 發送行情監控事件
        self._putStockMarketMonitorEvent()

        # 發送股票持倉同步事件
        event = DyEvent(DyEventType.stockPosSyncFromAccountManager)
        event.data['broker'] = self.broker
        event.data['data'] = self._curPosSyncData

        self._eventEngine.put(event)

# 需要導入模塊: from EventEngine import DyEvent [as 別名]
# 或者: from EventEngine.DyEvent import data['broker'] [as 別名]
    def _stockPositionUpdateHandler(self, event):
        """
            收到來自券商接口的賬戶持倉更新事件
        """
        # unpack
        header = event.data['header']
        rows = event.data['rows']

        # 先前持倉代碼
        codes = list(self._curPos)

        for data in rows:
            # unpack from 券商接口持倉數據
            code = DyStockCommon.getDyStockCode(data[header.index(self.headerNameMap['position']['code'])])
            name = data[header.index(self.headerNameMap['position']['name'])]

            totalVolume = float(data[header.index(self.headerNameMap['position']['totalVolume'])])
            availVolume = float(data[header.index(self.headerNameMap['position']['availVolume'])])

            price = float(data[header.index(self.headerNameMap['position']['price'])])
            cost = float(data[header.index(self.headerNameMap['position']['cost'])])

            # get position
            if code in self._curPos:
                pos = self._curPos[code]
                codes.remove(code)
            else:
                # new pos, we just take time now without accuracy
                if totalVolume > 0:
                    pos = DyStockPos(datetime.now(), None, code, name, price, totalVolume, 0)
                    pos.sync = True
                else:
                    continue

            # syn with positions from broker
            pos.price = price
            pos.cost = cost

            pos.totalVolume = totalVolume
            pos.availVolume = availVolume

            # write back
            self._curPos[code] = pos

        # 刪除不在券商接口數據裏的持倉
        for code in codes:
            del self._curPos[code]

        # 發送行情監控事件
        self._putStockMarketMonitorEvent()

        # 發送券商賬戶股票持倉更新事件
        event = DyEvent(DyEventType.stockOnPos)
        event.data['broker'] = self.broker
        event.data['pos'] = copy.deepcopy(self._curPos)

        self._eventEngine.put(event)