上期技术CTPAPI封装COM组件ctp开放平台openctp环境7_24小时x64组件python_delphi调用演示程序
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上期技术CTPAPI封装COM组件ctp开放平台openctp环境7_24小时x64组件python_delphi调用演示程序
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源碼下載地址：https://gitee.com/topview999/TopViewQHTCtpCom
新修改后的python調(diào)用COM組件，pyside2制作的UI界面。體驗(yàn)一下遠(yuǎn)超VeighNaStation(VNPY)的訂單及持倉(cāng)刷新速度。陽(yáng)了的時(shí)候無(wú)聊，攻了攻pyside2，算是入了門(mén)。pyside2界面簡(jiǎn)潔大方，功能強(qiáng)大，性能不錯(cuò)。源代碼全部公開(kāi)，COM組件免費(fèi)，所有涉及到的代碼都免費(fèi)，拿去簡(jiǎn)單修改就可以搭建自己的量化平臺(tái)。代碼中大量的使用線程多任務(wù)用以更新界面、操作開(kāi)平倉(cāng)，性能、速度、穩(wěn)定性沒(méi)的說(shuō)。話說(shuō)python pyside2的性能有時(shí)確實(shí)不俗，查詢?nèi)袌?chǎng)合約時(shí)，python pyside2界面下線程幾秒鐘完成。
# -*- coding: utf-8 -*-# Form implementation generated from reading ui file 'TvQhtCtpComPYClient.ui' # # Created by: PyQt5 UI code generator 5.15.7 # # WARNING: Any manual changes made to this file will be lost when pyuic5 is # run again. Do not edit this file unless you know what you are doing.import win32com.client.CLSIDToClass, pythoncom, pywintypes import win32com.client.util from pywintypes import IID from win32com.client import Dispatch from threading import Thread import random import time import datetime import ctypes import numpy as np import traceback #import tracemalloc #進(jìn)行內(nèi)存分析追蹤from TVQHTCTPCOM import * from TVQHTCTPCOM import ITVQhtICtpClientAPI from PySide2.QtWidgets import QApplication,QWidget,QLabel,QProgressBar,QTableView,QTextEdit,QLabel #引用的 是pyside6時(shí)，線程無(wú)法觸及信號(hào)發(fā)送。不知為何。 from PySide2.QtUiTools import QUiLoader from PySide2.QtCore import QFile,QTimer from PySide2.QtGui import QStandardItemModel from PySide2.QtGui import QStandardItem from PySide2.QtCore import Signal,QObject # 導(dǎo)入信號(hào)類(lèi) DescendingOrder import sys class TMyPostion:def __init__(self):self.LongPostion = 0 self.LongYDPostion = 0 self.LongFrozen = 0 self.LongOrder = 0self.LongOrder1 = 0 self.LongOrderFlag = 0 self.ShortPostion = 0 self.ShortYDPostion = 0 self.ShortFrozen = 9self.ShortOrder = 0self.ShortOrder1 = 0 self.ShortOrderFlag = 0 class TvMyUseVar:def __init__(self):self.sInstrumentID = 'IF2212' self.sUserId = '4100' self.sPassWord = '750' self.iRefMin = 0 self.iMin = 0 self.IsDoit = 0 self.iBeginTest = 0 self.iVolT = 9self.vloop = 0 #循環(huán)時(shí)循環(huán)步驟標(biāo)志self.vWaitOrderInt= 60 #下訂單時(shí)間間隔self.vWaitInOrder =0 #下訂單時(shí)間計(jì)數(shù)器self.vWaitInCancle = 0 #撤單后時(shí)間計(jì)數(shù)器self.vWaitCancleInt = 6 #撤單后時(shí)間間隔self.RunFlag = 0self.Interval = 1 #循環(huán)時(shí)間間隔self.RefSec = -1 #上一秒數(shù)self.BeginOpenClose = 0 #開(kāi)始進(jìn)行循環(huán)開(kāi)平倉(cāng)測(cè)試self.vMyBidPrice = .0self.vMyAskPrice = .0self.vIsCanC = 0self.vIsCanC1 = 0self.vIsCanC2 = 0self.vIsCanC3 = 0self.MinDouble = -99999.99self.MyPostion = TMyPostion() MyUseVar = TvMyUseVar()class MySignals(QObject):# 定義一種信號(hào)，因?yàn)橛形谋究蚝瓦M(jìn)度條兩個(gè)類(lèi)，此處要四個(gè)參數(shù)，類(lèi)型分別是： QPlainTextEdit 、 QProgressBar、字符串和整形數(shù)字# 調(diào)用 emit方法發(fā)信號(hào)時(shí)，傳入?yún)?shù)必須是這里指定的參數(shù)類(lèi)型# 此處也可分開(kāi)寫(xiě)兩個(gè)函數(shù)，一個(gè)是文本框輸出的，一個(gè)是給進(jìn)度條賦值的text_print = Signal(QLabel,QProgressBar,str,int) #刷新登錄獲取數(shù)據(jù)信息進(jìn)度信號(hào) text_MarketData = Signal(QTableView,str,float,int,float,int,float,int,float,int,float,int,str)#行情信息信號(hào)text_Account = Signal(ITVQhtICtpClientAPI,QTableView,QLabel) #每秒刷新賬戶資金信號(hào)text_PositionProfit = Signal(ITVQhtICtpClientAPI,QTableView) # 每秒刷新持倉(cāng)盈虧數(shù)據(jù)信號(hào)text_OnOrder = Signal(ITVQhtICtpClientAPI,QTableView,str) #ITVQhtICtpClientAPI 訂單信號(hào)text_OnOrderLst = Signal(QTableView,int,str,str,int,str,int,int,int,int,int,float,int,str,str) #訂單推送后將訂單信息添加到表格信號(hào)text_OpenClose = Signal(ITVQhtICtpClientAPI,QTextEdit) #開(kāi)平倉(cāng)循環(huán)測(cè)試信號(hào)text_OutBars = Signal(ITVQhtICtpClientAPI,QTextEdit,str,int,int,float,float,float,float,str) #輸出K線Bars數(shù)據(jù)時(shí) ,InstrumentID,Period,Counts,Hight,Low,Open,Close,CreatTimetext_OuttextEdit = Signal(QTextEdit,str) ##一個(gè)參數(shù)要寫(xiě)成元數(shù)組的形式class myevents:# Event Handlers 事件回調(diào)函數(shù)列表 ，執(zhí)行操作后的響應(yīng)事件 都在以下函數(shù)中操作。# If you create handlers, they should have the following prototypes:def OnMarketData(self, InstrumentID=defaultNamedNotOptArg, BidPrice1=defaultNamedNotOptArg, BidVolume1=defaultNamedNotOptArg, AskPrice1=defaultNamedNotOptArg, AskVolume1=defaultNamedNotOptArg, OpenPrice=defaultNamedNotOptArg, HighestPrice=defaultNamedNotOptArg, LowestPrice=defaultNamedNotOptArg, LastPrice=defaultNamedNotOptArg, OpenInterest=defaultNamedNotOptArg, Volume=defaultNamedNotOptArg, UpperLimitPrice=defaultNamedNotOptArg, LowerLimitPrice=defaultNamedNotOptArg, PreSettlementPrice=defaultNamedNotOptArg, AveragePrice=defaultNamedNotOptArg, UpdateTime=defaultNamedNotOptArg, UpdateMilliSecond=defaultNamedNotOptArg):MyUseVar.vMyBidPrice = BidPrice1MyUseVar.vMyAskPrice = AskPrice1 for row in range(2):j = 0 for column in [InstrumentID,LastPrice,Volume,BidPrice1,BidVolume1,AskPrice1,AskVolume1,BidPrice1,-99999,AskPrice1,-99999,UpdateTime]:item = QStandardItem(f"{column}")Mui.model4.setItem(row,j,item)j = j+1Mui.AppText([j,column])def OnEventsInfo(self, InfoID=defaultNamedNotOptArg, MsgInfo=defaultNamedNotOptArg):thread = Thread(target=Mui.printFunc_OuttextEdit,args=(str(["OnEventsInfo：",InfoID,MsgInfo]),))#一個(gè)參數(shù)要寫(xiě)成元數(shù)組的形式thread.start()def OnInstrumentStatus(self, InstrumentID=defaultNamedNotOptArg, ExchangeID=defaultNamedNotOptArg, EnterTime=defaultNamedNotOptArg, NewState=defaultNamedNotOptArg):Mui.AppText2(["OnInstrumentStatus：",InstrumentID, ExchangeID, EnterTime,NewState])def OnTradeConnected(self):Mui.AppText2(["OnTradeConnected"])def OnTradeDisconnected(self):Mui.AppText2(["OnTradeDisconnected"])def OnMDConnected(self):Mui.AppText2(["OnMDConnected"])def OnMDDisconnected(self):Mui.AppText2(["OnMDDisconnected"])def OnOrder(self, OrderID=defaultNamedNotOptArg, InstrumentID=defaultNamedNotOptArg, IsBuy=defaultNamedNotOptArg, IsOpen=defaultNamedNotOptArg, Volume=defaultNamedNotOptArg, Price=defaultNamedNotOptArg, TradedVolume=defaultNamedNotOptArg, AvgTradePrice=defaultNamedNotOptArg, OrderStatus=defaultNamedNotOptArg, OrderSysID=defaultNamedNotOptArg, BrokerOrderSeq=defaultNamedNotOptArg, OrderLocalID=defaultNamedNotOptArg, InsertTime=defaultNamedNotOptArg, ErrorID=defaultNamedNotOptArg, ErrorMsg=defaultNamedNotOptArg, HedgeType=defaultNamedNotOptArg):threadOnOrder = Thread(target=Mui.printFunc_OnOrder,args=(InstrumentID,)) # 訂單信號(hào)線程threadOnOrder.start()threadOnOrderLst = Thread(target=Mui.printFunc_OnOrderLst,args=(OrderID,OrderLocalID,OrderSysID,BrokerOrderSeq,InstrumentID,IsBuy,IsOpen,OrderStatus, Volume,TradedVolume,Price,ErrorID,InsertTime,ErrorMsg))threadOnOrderLst.start() #訂單推送后將訂單信息添加到表格信號(hào)線程def OnTrade(self, OrderID=defaultNamedNotOptArg, OrderSysID=defaultNamedNotOptArg, OrderLocalID=defaultNamedNotOptArg, TradeID=defaultNamedNotOptArg, InstrumentID=defaultNamedNotOptArg, IsBuy=defaultNamedNotOptArg, IsOpen=defaultNamedNotOptArg, Volume=defaultNamedNotOptArg, ThisTradePrice=defaultNamedNotOptArg, TradeTime=defaultNamedNotOptArg, OrderStatus=defaultNamedNotOptArg):thread = Thread(target=Mui.printFunc_OuttextEdit,args=(str(["OnTrade：",TradeTime,OrderID,OrderLocalID,OrderSysID,InstrumentID,IsBuy, IsOpen, Volume,ThisTradePrice]),))#一個(gè)參數(shù)要寫(xiě)成元數(shù)組的形式thread.start()def OnRtnQuote(self, BrokerID=defaultNamedNotOptArg, UserID=defaultNamedNotOptArg, InstrumentID=defaultNamedNotOptArg, ExchangeInstID=defaultNamedNotOptArg):print("OnRtnQuote")def OnOrderCanceled(self, OrderID=defaultNamedNotOptArg, ErrorID=defaultNamedNotOptArg, ErrorMsg=defaultNamedNotOptArg):thread = Thread(target=Mui.printFunc_OuttextEdit,args=(str([OrderID,ErrorID,ErrorMsg]),))#一個(gè)參數(shù)要寫(xiě)成元數(shù)組的形式thread.start()def OnOrderActionFailed(self, OrderID=defaultNamedNotOptArg, ErrorID=defaultNamedNotOptArg, ErrorMsg=defaultNamedNotOptArg):thread = Thread(target=Mui.printFunc_OuttextEdit,args=(str(["OnOrderActionFailed：",OrderID,ErrorID,ErrorMsg]),))#一個(gè)參數(shù)要寫(xiě)成元數(shù)組的形式thread.start()def OnInitFinished(self):Mui.AppText2(["OnInitFinished：","初始化完成！"])MyUseVar.RunFlag = 1thread_OpenClose = Thread(target=Mui.printFunc_OpenClose) #進(jìn)行每秒刷新賬戶資金 持倉(cāng)盈虧數(shù)據(jù)線程 登錄完成后開(kāi)始thread_OpenClose.start() def OnGetPositionDetail(self, InstrumentID=defaultNamedNotOptArg, OpenDate=defaultNamedNotOptArg, OrderID=defaultNamedNotOptArg, TradeID=defaultNamedNotOptArg, Direction=defaultNamedNotOptArg, Volume=defaultNamedNotOptArg, CloseVolume=defaultNamedNotOptArg, OpenPrice=defaultNamedNotOptArg, PositionProfitByDate=defaultNamedNotOptArg, PositionProfitByTrade=defaultNamedNotOptArg, Margin=defaultNamedNotOptArg, LastSettlementPrice=defaultNamedNotOptArg, SettlementPrice=defaultNamedNotOptArg,CloseProfitByDate=defaultNamedNotOptArg, CloseProfitByTrade=defaultNamedNotOptArg, CloseAmount=defaultNamedNotOptArg, TimeFirstVolume=defaultNamedNotOptArg,MarginRateByMoney=defaultNamedNotOptArg, MarginRateByVolume=defaultNamedNotOptArg):Mui.AppText3(["OnGetPositionDetail：",InstrumentID, OpenDate, TradeID, Direction,Volume,CloseVolume, OpenPrice, PositionProfitByDate, PositionProfitByTrade,Margin,LastSettlementPrice,SettlementPrice,CloseProfitByDate,CloseProfitByTrade, CloseAmount, TimeFirstVolume,MarginRateByMoney, MarginRateByVolume])def OnGetInstrument(self, ExchangeID=defaultNamedNotOptArg, InstrumentID=defaultNamedNotOptArg, ExchangeInstID=defaultNamedNotOptArg, InstrumentName=defaultNamedNotOptArg, ProductClass=defaultNamedNotOptArg, MaxMarketOrderVolume=defaultNamedNotOptArg, MinMarketOrderVolume=defaultNamedNotOptArg, MaxLimitOrderVolume=defaultNamedNotOptArg, MinLimitOrderVolume=defaultNamedNotOptArg, VolumeMultiple=defaultNamedNotOptArg, PriceTick=defaultNamedNotOptArg, ExpireDate=defaultNamedNotOptArg, IsTrading=defaultNamedNotOptArg, LongMarginRatio=defaultNamedNotOptArg, ShortMarginRatio=defaultNamedNotOptArg, OptionsType=defaultNamedNotOptArg, ProductID=defaultNamedNotOptArg, CombinationType=defaultNamedNotOptArg, bIsLast=defaultNamedNotOptArg):thread = Thread(target=Mui.printFunc_OuttextEdit,args=(str(["OnGetInstrument：",ExchangeID,InstrumentID,InstrumentName,ExpireDate,IsTrading]),))#一個(gè)參數(shù)要寫(xiě)成元數(shù)組的形式thread.start()def OnRspError(self, ErrorID=defaultNamedNotOptArg, ErrorMsg=defaultNamedNotOptArg):thread = Thread(target=Mui.printFunc_OuttextEdit,args=(str(["OnRspError：",ErrorID,ErrorMsg]),))#一個(gè)參數(shù)要寫(xiě)成元數(shù)組的形式thread.start()def OnRspQryTrade(self, OrderID=defaultNamedNotOptArg, TradeID=defaultNamedNotOptArg, InstrumentID=defaultNamedNotOptArg, OrderSysID=defaultNamedNotOptArg, OrderLocalID=defaultNamedNotOptArg, BrokerOrderSeq=defaultNamedNotOptArg, IsBuy=defaultNamedNotOptArg, IsOpen=defaultNamedNotOptArg, Volume=defaultNamedNotOptArg, Price=defaultNamedNotOptArg, TradeDate=defaultNamedNotOptArg, TradeTime=defaultNamedNotOptArg):thread = Thread(target=Mui.printFunc_OuttextEdit,args=(str(["OnRspQryTrade：",TradeDate,TradeTime,InstrumentID,OrderID,TradeID,BrokerOrderSeq,OrderLocalID,OrderSysID,IsBuy, IsOpen, Volume,Price]),))#一個(gè)參數(shù)要寫(xiě)成元數(shù)組的形式thread.start()def OnOutPosition(self, InstrumentID=defaultNamedNotOptArg, LongPostion=defaultNamedNotOptArg, LongYDPostion=defaultNamedNotOptArg, LongFrozen=defaultNamedNotOptArg, LongSuspendPostion=defaultNamedNotOptArg, LongPositionPrice=defaultNamedNotOptArg, LongProfit=defaultNamedNotOptArg, ShortPostion=defaultNamedNotOptArg, ShortYDPostion=defaultNamedNotOptArg, ShortFrozen=defaultNamedNotOptArg, ShortSuspendPostion=defaultNamedNotOptArg, ShortPositionPrice=defaultNamedNotOptArg, ShortProfit=defaultNamedNotOptArg):finded = 0findrow = -1tmpmodel = Mui.ui.gridpositions.model()j = tmpmodel.rowCount()#print("tmpmodel.rowCount ",j)#print("tmpmodel.rowCount ",tmpmodel.item(0,0).text())for row in range(j):#print("row ",row)if ((tmpmodel.item(row,0).text()==InstrumentID and tmpmodel.item(row,1).text()==" 賣(mài)") or tmpmodel.item(row,0).text()==""):#print("tmpmodel.item(row,0).text() ",tmpmodel.item(row,0).text())finded = 1findrow = rowbreakbidprice = 0.0askprice =0.0 if (finded==1):j = 0for column in [InstrumentID," 賣(mài)",ShortPostion,ShortYDPostion,ShortFrozen,ShortSuspendPostion,ShortPositionPrice,ShortProfit,bidprice,askprice]:item = QStandardItem(f"{column}")tmpmodel.setItem(findrow,j,item)j = j+1j = 0for column in [InstrumentID,"買(mǎi) ",LongPostion, LongYDPostion, LongFrozen, LongSuspendPostion,LongPositionPrice,LongProfit,bidprice,askprice]:item = QStandardItem(f"{column}")tmpmodel.setItem(findrow+1,j,item)j = j+1else:item0 = QStandardItem('%s' % InstrumentID)item1 = QStandardItem('%s' % " 賣(mài)")item2 = QStandardItem('%d' % ShortPostion)item3 = QStandardItem('%d' % ShortYDPostion)item4 = QStandardItem('%d' % ShortFrozen)item5 = QStandardItem('%d' % ShortSuspendPostion)item6 = QStandardItem('%.2f' % ShortPositionPrice)item7 = QStandardItem('%.2f' % ShortProfit)item8 = QStandardItem('%.2f' % bidprice)item9 = QStandardItem('%.2f' % askprice)tmpmodel.appendRow([item0,item1,item2,item3,item4,item5,item6,item7,item8,item9])item0 = QStandardItem('%s' % InstrumentID)item1 = QStandardItem('%s' % "買(mǎi) ")item2 = QStandardItem('%d' % LongPostion)item3 = QStandardItem('%d' % LongYDPostion)item4 = QStandardItem('%d' % LongFrozen)item5 = QStandardItem('%d' % LongSuspendPostion)item6 = QStandardItem('%.2f' % LongPositionPrice)item7 = QStandardItem('%.2f' % LongProfit)item8 = QStandardItem('%.2f' % bidprice)item9 = QStandardItem('%.2f' % askprice)tmpmodel.appendRow([item0,item1,item2,item3,item4,item5,item6,item7,item8,item9])def OnDepthMarketData(self, InstrumentID=defaultNamedNotOptArg, BidPrice1=defaultNamedNotOptArg, BidVolume1=defaultNamedNotOptArg, AskPrice1=defaultNamedNotOptArg, AskVolume1=defaultNamedNotOptArg, BidPrice2=defaultNamedNotOptArg, BidVolume2=defaultNamedNotOptArg, AskPrice2=defaultNamedNotOptArg, AskVolume2=defaultNamedNotOptArg, BidPrice3=defaultNamedNotOptArg, BidVolume3=defaultNamedNotOptArg, AskPrice3=defaultNamedNotOptArg, AskVolume3=defaultNamedNotOptArg, BidPrice4=defaultNamedNotOptArg, BidVolume4=defaultNamedNotOptArg, AskPrice4=defaultNamedNotOptArg, AskVolume4=defaultNamedNotOptArg, BidPrice5=defaultNamedNotOptArg, BidVolume5=defaultNamedNotOptArg, AskPrice5=defaultNamedNotOptArg, AskVolume5=defaultNamedNotOptArg, OpenPrice=defaultNamedNotOptArg, HighestPrice=defaultNamedNotOptArg, LowestPrice=defaultNamedNotOptArg, LastPrice=defaultNamedNotOptArg, OpenInterest=defaultNamedNotOptArg, Volume=defaultNamedNotOptArg, UpperLimitPrice=defaultNamedNotOptArg, LowerLimitPrice=defaultNamedNotOptArg, PreSettlementPrice=defaultNamedNotOptArg, AveragePrice=defaultNamedNotOptArg, UpdateTime=defaultNamedNotOptArg, UpdateMilliSecond=defaultNamedNotOptArg):threadDepthMarketData = Thread(target=Mui.printFunc_MarketData,args=(InstrumentID,LastPrice,Volume,BidPrice1,BidVolume1,AskPrice1,AskVolume1,BidPrice5,BidVolume5,AskPrice5,AskVolume5,UpdateTime))threadDepthMarketData.start() #行情信息 刷新到表格線程MyUseVar.vMyBidPrice = BidPrice1MyUseVar.vMyAskPrice = AskPrice1def OnPushCancleOrder(self, OrderID=defaultNamedNotOptArg, InsertTime=defaultNamedNotOptArg, InstrumentID=defaultNamedNotOptArg, IsBuy=defaultNamedNotOptArg, IsOpen=defaultNamedNotOptArg, Volume=defaultNamedNotOptArg, TradedVolume=defaultNamedNotOptArg, Price=defaultNamedNotOptArg, OrderStatus=defaultNamedNotOptArg):thread = Thread(target=Mui.printFunc_OuttextEdit,args=(str(["OnPushCancleOrder",InsertTime,InstrumentID,OrderID,IsBuy,IsOpen, Volume,TradedVolume,Price,OrderStatus]),))#一個(gè)參數(shù)要寫(xiě)成元數(shù)組的形式thread.start()def OnOutProgress(self, ProFlag=defaultNamedNotOptArg, MaxInt=defaultNamedNotOptArg, Position=defaultNamedNotOptArg):str1 = ""if (ProFlag==1):str1 = "獲取全市場(chǎng)合約信息進(jìn)度"elif (ProFlag==2):str1 = "獲取歷史訂單信息進(jìn)度"elif (ProFlag==3):str1 = "獲取持倉(cāng)信息進(jìn)度"elif (ProFlag==4):str1 = "獲取持倉(cāng)明細(xì)信息進(jìn)度"elif (ProFlag==5):str1 = "讀取歷史K線數(shù)據(jù)進(jìn)度"elif (ProFlag==9):str1 = "登錄初始化完成"thread = Thread(target=Mui.printFunc,args=(str1,((Position-1) % 100) +1))#登錄獲取數(shù)據(jù)進(jìn)度信息 刷新到progress線程thread.start()def OnOutBars(self, InstrumentID=defaultNamedNotOptArg, Period=defaultNamedNotOptArg, Counts=defaultNamedNotOptArg, Hight=defaultNamedNotOptArg, Low=defaultNamedNotOptArg, Open=defaultNamedNotOptArg, Close=defaultNamedNotOptArg, CreatTime=defaultNamedNotOptArg):thread = Thread(target=Mui.printFunc_OutBars,args=(InstrumentID,Period,Counts,Hight,Low,Open,Close,CreatTime))thread.start()def OnOutExchangeTradeTimes(self, ExchangeID=defaultNamedNotOptArg, InstrumentID=defaultNamedNotOptArg, OpenTime=defaultNamedNotOptArg, CloseTime=defaultNamedNotOptArg, TradeMins=defaultNamedNotOptArg, Flag=defaultNamedNotOptArg):Mui.AppText3("ExchangeID:{0} InstrumentID:{1} OpenTime:{2} CloseTime:{3} TradeMins:{4} Flag:{5}\n".format(ExchangeID,InstrumentID, OpenTime, CloseTime,TradeMins,Flag))thread = Thread(target=Mui.printFunc_OuttextEdit,args=("ExchangeID:{0} InstrumentID:{1} OpenTime:{2} CloseTime:{3} TradeMins:{4} Flag:{5}\n".format(ExchangeID,InstrumentID, OpenTime, CloseTime,TradeMins,Flag),))#一個(gè)參數(shù)要寫(xiě)成元數(shù)組的形式thread.start()class Ui_UiMainWindow(QWidget): #objectdef __init__(self):super(Ui_UiMainWindow,self).__init__()#先導(dǎo)入.ui文件，存在qfile_UIUI。然后關(guān)閉qfile_UIUI = QFile("TvQhtCtpComPYClient.ui")qfile_UIUI.open(QFile.ReadOnly)qfile_UIUI.close()# 導(dǎo)入加載的UI類(lèi)（返回的就是UI界面對(duì)應(yīng)的QWidget窗體對(duì)象）self.ui = QUiLoader().load(qfile_UIUI) # 界面對(duì)象if not self.ui:print(QUiLoader().errorString())print("LoadO error")sys.exit(-1)else:print("LoadOk")# 加入界面按鈕點(diǎn)擊事件對(duì)應(yīng)的過(guò)程回調(diào)映射。self.ui.BtnLogin.clicked.connect(self.Login) # type: ignoreself.ui.SubIns.clicked.connect(self.bSubIns) # type: ignore bUnSubInsself.ui.UnSubIns.clicked.connect(self.bUnSubIns) # type: ignoreself.ui.BtnRSQ.clicked.connect(self.callbacklog) # LogOutself.ui.BtnLogout.clicked.connect(self.LogOut) # LogOutself.ui.btnorder.clicked.connect(self.btnorder) # LogOutself.ui.rb0_4.clicked.connect(self.rb0_4click) # LogOutself.ui.rb1_4.clicked.connect(self.rb0_4click) # LogOutself.ui.rb0_5.clicked.connect(self.rb0_5click) # LogOutself.ui.rb1_5.clicked.connect(self.rb0_5click) # LogOut self.ui.btnopenclose.clicked.connect(self.btnopencloseclick) # LogOut global BeginOpenClose #開(kāi)始進(jìn)行循環(huán)開(kāi)平倉(cāng)測(cè)試 self.ui.btnChinv.clicked.connect(self.btnChinvclick) # LogOut global BeginOpenClose #開(kāi)始進(jìn)行循環(huán)開(kāi)平倉(cāng)測(cè)試 self.ms = MySignals() #引入信號(hào)函數(shù)self.ms.text_print.connect(self.pF) #將信號(hào)傳遞給主程序中pF函數(shù)進(jìn)行處理self.ms.text_MarketData.connect(self.pF_MarketData) #將信號(hào)傳遞給主程序中pF函數(shù)進(jìn)行處理self.ms.text_Account.connect(self.pF_Account) #將信號(hào)傳遞給主程序中pF函數(shù)進(jìn)行處理self.ms.text_PositionProfit.connect(self.pF_PositionProfit) #將信號(hào)傳遞給主程序中pF函數(shù)進(jìn)行處理self.ms.text_OnOrder.connect(self.pF_OnOrder) #將信號(hào)傳遞給主程序中pF函數(shù)進(jìn)行處理 self.ms.text_OnOrderLst.connect(self.pF_OnOrderLst) #將信號(hào)傳遞給主程序中pF函數(shù)進(jìn)行處理self.ms.text_OpenClose.connect(self.pF_OpenClose) #將信號(hào)傳遞給主程序中pF函數(shù)進(jìn)行處理self.ms.text_OutBars.connect(self.pF_OutBars) #將信號(hào)傳遞給主程序中pF函數(shù)進(jìn)行處理 self.ms.text_OuttextEdit.connect(self.pF_OuttextEdit) #將信號(hào)傳遞給主程序中pF函數(shù)進(jìn)行處理 self.model4 = QStandardItemModel(1, 12) # 行情信息表格 設(shè)置行數(shù) 列數(shù)self.model4.setHorizontalHeaderLabels(['合約名稱(chēng)','最新','數(shù)量','買(mǎi)一','買(mǎi)量','賣(mài)一','賣(mài)量','買(mǎi)五','買(mǎi)量','賣(mài)五','賣(mài)量','時(shí)間'])self.ui.tableView_4.setModel(self.model4)for row in range(1):for column in range(12):item = QStandardItem("") #如果不開(kāi)始進(jìn)行表格賦值，.item(row,0).text()會(huì)提示錯(cuò)誤 無(wú)text()這個(gè)屬性。self.model4.setItem(row,column,item)self.model = QStandardItemModel(1, 8) #賬戶資金表格設(shè)置行數(shù) 列數(shù)self.model.setHorizontalHeaderLabels(["靜態(tài)權(quán)益","結(jié)算準(zhǔn)備金","占用保證金","可用資金","可取資金","交易所保證金","浮動(dòng)[持倉(cāng)]盈虧","平倉(cāng)盈虧"])self.ui.tableView.setModel(self.model)for row in range(1):for column in range(8):item = QStandardItem("") #如果不開(kāi)始進(jìn)行表格賦值，.item(row,0).text()會(huì)提示錯(cuò)誤 無(wú)text()這個(gè)屬性。self.model.setItem(row,column,item)self.model1 = QStandardItemModel(2, 10) #持倉(cāng)數(shù)據(jù)表格 設(shè)置行數(shù) 列數(shù)self.model1.setHorizontalHeaderLabels(["合約名稱(chēng)","買(mǎi)賣(mài)","總持倉(cāng)","昨倉(cāng)","平倉(cāng)凍結(jié)","開(kāi)倉(cāng)掛起","開(kāi)倉(cāng)均價(jià)","持倉(cāng)盈虧","BidPrice","AskPrice"])self.ui.gridpositions.setModel(self.model1)for row in range(2):for column in range(10):item = QStandardItem("") #如果不開(kāi)始進(jìn)行表格賦值，.item(row,0).text()會(huì)提示錯(cuò)誤 無(wú)text()這個(gè)屬性。self.model1.setItem(row,column,item)self.model2 = QStandardItemModel(1, 10) #訂單列表表格 設(shè)置行數(shù) 列數(shù)self.model2.setHorizontalHeaderLabels(["訂單編號(hào)","合約名稱(chēng)","買(mǎi)賣(mài)","開(kāi)平","手?jǐn)?shù)","已成交","報(bào)單價(jià)格","成交均價(jià)","報(bào)單時(shí)間","報(bào)單狀態(tài)"])self.ui.tableView_2.setModel(self.model2)for row in range(1):for column in range(10):item = QStandardItem("") #如果不開(kāi)始進(jìn)行表格賦值，.item(row,0).text()會(huì)提示錯(cuò)誤 無(wú)text()這個(gè)屬性。self.model2.setItem(row,column,item)MyUseVar.RunFlag = 0MyUseVar.Interval = 1MyUseVar.vWaitOrderInt = 60MyUseVar.RefSec = -1MyUseVar.vloop = 0MyUseVar.vWaitCancleInt = 6MyUseVar.vVolT = 9MyUseVar.BeginOpenClose = 0MyUseVar.vWaitInOrder = 0#tracemalloc.start() #啟用內(nèi)存分析追蹤#self.snapshot1 = tracemalloc.take_snapshot() #建立一個(gè)內(nèi)存快照def rb0_4click(self):errid = 0if (self.ui.rb0_4.isChecked()):tvapi1.SetOrderCloseMode(0,errid) #"設(shè)置登錄模式為：0 設(shè)置返回值:{0} 0設(shè)置成功 1設(shè)置失敗\n".format(errid)self.ui.textEdit_3.append("設(shè)置平倉(cāng)時(shí)的優(yōu)先順序模式為：0 【0 先平昨再平今 1 先平今再平昨】 設(shè)置返回值:{0} 【0設(shè)置成功 1設(shè)置失敗】\n".format(errid))else:tvapi1.SetOrderCloseMode(1,errid) #"設(shè)置登錄模式為：0 設(shè)置返回值:{0} 0設(shè)置成功 1設(shè)置失敗\n".format(errid)self.ui.textEdit_3.append("設(shè)置平倉(cāng)時(shí)的優(yōu)先順序模式為：1 【0 先平昨再平今 1 先平今再平昨】 設(shè)置返回值:{0} 【0設(shè)置成功 1設(shè)置失敗】\n".format(errid))def btnChinvclick(self): if (self.ui.rb0_5.isChecked()):MyUseVar.vWaitOrderInt = self.ui.spinBox.value()if (MyUseVar.vWaitOrderInt<1):MyUseVar.vWaitOrderInt = 1self.ui.spinBox.setValue(1)else:MyUseVar.vWaitOrderInt = self.ui.spinBox.value()/50if (MyUseVar.vWaitOrderInt<1):MyUseVar.vWaitOrderInt = 1self.ui.spinBox.setValue(50)self.ui.textEdit.append("設(shè)置開(kāi)平倉(cāng)循環(huán)測(cè)試時(shí)的時(shí)間間隔:{0} {1}\n".format(self.ui.spinBox.value(),self.ui.label_9.text()))def rb0_5click(self): if (self.ui.rb0_5.isChecked()): #設(shè)置刷新時(shí)間間隔 毫秒為單位MyUseVar.Interval = 1self.ui.label_9.setText("秒")else:MyUseVar.Interval = 0.05self.ui.label_9.setText("毫秒")def btnorder(self): #自定義一下 單按鈕事件isopen = -1isbuy = -1#//IsBuy 0.多頭 1.空頭#//IsOpen 0.開(kāi)倉(cāng) 1.平倉(cāng) 2.強(qiáng)平 3.平今 4.平昨 5.強(qiáng)減 6.本地強(qiáng)平;vol = int(self.ui.edtvol.text())if (vol<=0):vol = 1 if (self.ui.rb0_2.isChecked()):isopen = 0elif (self.ui.rb1_2.isChecked()):isopen = 1elif (self.ui.rb3_2.isChecked()):isopen = 3elif (self.ui.rb4_2.isChecked()):isopen = 4if (self.ui.rb0_3.isChecked()):isbuy = 0elif (self.ui.rb1_3.isChecked()):isbuy = 1vMyBidPrice=0.0if (isbuy>=0 and isbuy<=1 and isopen>=0 and isopen<=6):MyUseVar.MyPostion.LongOrder = tvapi1.PlaceOrder(self.ui.edtIns.text(),isbuy,isopen,vol,vMyBidPrice,MyUseVar.MyPostion.LongOrder)self.ui.textEdit_3.append("{} 下訂單 order: {} Price:{} \n".format(self.ui.edtIns.text(),MyUseVar.MyPostion.LongOrder,vMyBidPrice))# 查詢操作代碼def callbacklog(self):if (self.ui.rb0.isChecked()):vMultiply = 0vPriceUnit = 0vMarginRate = 0vExpireDate = ''vMultiply, vPriceUnit, vMarginRate, vExpireDate = tvapi1.GetInstrumentInfo(self.ui.edtIns.text(), vMultiply, vPriceUnit, vMarginRate, vExpireDate)self.ui.textEdit_3.append("查詢合約：{} 合約乘數(shù):{} 最小變動(dòng)單位:{} 保證金比率:{} 合約到期日:{}\n".format(self.ui.edtIns.text(),vMultiply, vPriceUnit, vMarginRate, vExpireDate))elif (self.ui.rb1.isChecked()):tvapi1.GetPositionDetail(self.ui.edtIns.text())self.ui.textEdit_3.append("查詢合約：%s 持倉(cāng)成交明細(xì)\n".format(self.ui.edtIns.text()))elif (self.ui.rb2.isChecked()):PreBalance = .0Balance = .0PreMargin =.0Available =.0WithdrawQuota =.0ExchangeMargin =.0CloseProfit =.0PositionProfit =.0PreBalance,Balance,PreMargin,Available,WithdrawQuota,ExchangeMargin,CloseProfit,PositionProfit = tvapi1.GetAccount(PreBalance,Balance,PreMargin,Available,WithdrawQuota,ExchangeMargin,CloseProfit ,PositionProfit)self.ui.textEdit_3.append("靜態(tài)權(quán)益:{0} 結(jié)算保證金:{1} 占用保證金:{2} 可用資金:{3} 可取資金:{4} 交易所保證金:{5} 平倉(cāng)盈虧:{6} 持倉(cāng)盈虧:{7}\n".format(PreBalance, Balance, PreMargin, Available, WithdrawQuota, ExchangeMargin,CloseProfit,PositionProfit))elif (self.ui.rb3.isChecked()):tvapi1.GetTradeInfo(self.ui.edtIns.text())self.ui.textEdit_3.append("查詢：{0} 成交信息\n".format(self.ui.edtIns.text()))elif (self.ui.rb4.isChecked()):tvapi1.SettlementInfoConfirm()self.ui.textEdit_3.append("確認(rèn)結(jié)算單 ！\n")elif (self.ui.rb5.isChecked()):vMultiply=0vPriceUnit=0vMarginRate=0vExpireDate=""tvapi1.GetInstrumentInfo("",vMultiply, vPriceUnit, vMarginRate, vExpireDate)self.ui.textEdit_3.append("查詢?nèi)袌?chǎng)合約\n")elif (self.ui.rb6.isChecked()):if (len(self.ui.edtorderid.text())==0):vOrderId = 0else:vOrderId = int(self.ui.edtorderid.text())vIsCanC = 0vIsCanC = tvapi1.IsOrderOpen(vOrderId,vIsCanC)self.ui.textEdit_3.append("訂單:{0} 是否可撤:{1} （0 ：不可撤 1：可撤）\n".format(vOrderId,vIsCanC))elif (self.ui.rb7.isChecked()):lsp = 0ssp = 0lpp = .0spp=.0vd1=.0vd2=.0bid=.0ask=.0MyUseVar.MyPostion.LongPostion,MyUseVar.MyPostion.LongYDPostion,MyUseVar.MyPostion.LongFrozen,lsp,vd1,lpp,MyUseVar.MyPostion.ShortPostion,MyUseVar.MyPostion.ShortYDPostion,\MyUseVar.MyPostion.ShortFrozen,ssp,vd2,spp,bid,ask = tvapi1.GetPositionPlus(self.ui.edtIns.text(),\MyUseVar.MyPostion.LongPostion,MyUseVar.MyPostion.LongYDPostion,MyUseVar.MyPostion.LongFrozen,lsp,vd1,lpp,MyUseVar.MyPostion.ShortPostion,MyUseVar.MyPostion.ShortYDPostion,\MyUseVar.MyPostion.ShortFrozen,ssp,vd2,spp,bid,ask)self.ui.textEdit_3.append("{12} 多頭倉(cāng)位:{0} 昨倉(cāng):{1} 凍結(jié)倉(cāng)位:{2} 開(kāi)倉(cāng)掛起:{3} 持倉(cāng)價(jià)格:{4} 持倉(cāng)盈虧:{5} bid:{13} 空頭倉(cāng)位:{6} 昨倉(cāng):{7} 凍結(jié)倉(cāng)位:{8} 開(kāi)倉(cāng)掛起:{9} 持倉(cāng)價(jià)格:{10} 持倉(cāng)盈虧:{11} ask:{14}\n".\format(MyUseVar.MyPostion.LongPostion,MyUseVar.MyPostion.LongYDPostion,MyUseVar.MyPostion.LongFrozen,lsp,vd1,lpp,MyUseVar.MyPostion.ShortPostion,MyUseVar.MyPostion.ShortYDPostion,\MyUseVar.MyPostion.ShortFrozen,ssp,vd2,spp,self.ui.edtIns.text(),bid,ask))elif (self.ui.rb8.isChecked()):vi1=0vi1 = tvapi1.GetHisOrderList("",vi1)#查詢歷史訂單信息 不為空查詢指定合約。self.ui.textEdit_3.append("查詢歷史訂單信息，返回值:{0} （0 ：成功 1：查詢歷史訂單不成功 2：查詢?nèi)袌?chǎng)合約不成功）\n".format(vi1))elif (self.ui.rb9.isChecked()):YdClose = 0YdSettlement = 0Open = 0Last = 0Bid1 = 0Ask1 = 0Bid1Volume = 0Ask1Volume = 0Highest = 0Lowest = 0TradedVolume = 0TradedAmmount = 0YdClose, YdSettlement,Open,Last,Bid1,Ask1,Bid1Volume, Ask1Volume,Highest,Lowest,TradedVolume,TradedAmmount = tvapi1.GetMarketData(self.ui.edtIns.text(), YdClose, \YdSettlement,Open,Last,Bid1,Ask1,Bid1Volume, Ask1Volume,Highest,Lowest,TradedVolume,TradedAmmount)self.ui.textEdit_3.append("{0} YdClose:{1:.2f} YdSettlement:{2:.2f} Open:{3:.2f} Last:{4:.2f} Bid1:{5:.2f} Ask1:{6:.2f} Bid1Volume:{7} Ask1Volume:{8} Highest:{9:.2f} Lowest:{10:.2f} TradedVolume:{11} TradedAmmount:{12:.2f}\n".format(MyUseVar.sInstrumentID,YdClose, YdSettlement, Open, Last, Bid1, Ask1, Bid1Volume,Ask1Volume, Highest, Lowest,TradedVolume, TradedAmmount))elif (self.ui.rb10.isChecked()):tvapi1.PrintOrderInfo ()self.ui.textEdit_3.append("輸出信息到：{0} 目錄的{0}.txt文件中完成！\n".format(self.ui.UserName.text()))elif (self.ui.rb11.isChecked()):OpenRatioByMoney = 0.0OpenRatioByVolume = 0.0 CloseRatioByMoney = 0.0 CloseRatioByVolume = 0.0 CloseTodayRatioByMoney = 0.0 CloseTodayRatioByVolume = 0.0 OpenRatioByMoney,OpenRatioByVolume, CloseRatioByMoney, CloseRatioByVolume,CloseTodayRatioByMoney , CloseTodayRatioByVolume = tvapi1.GetInstrumentRatio(self.ui.edtIns.text(), OpenRatioByMoney,OpenRatioByVolume, CloseRatioByMoney,\CloseRatioByVolume,CloseTodayRatioByMoney , CloseTodayRatioByVolume)self.ui.textEdit_3.append('{0} OpenRatioByMoney:{1:.7f} OpenRatioByVolume:{2:.7f} CloseRatioByMoney:{3:.7f} CloseRatioByVolume:{4:.7f} CloseTodayRatioByMoney :{5:.7f} CloseTodayRatioByVolume:{6:.7f}'.format(self.ui.edtIns.text(), OpenRatioByMoney,OpenRatioByVolume, CloseRatioByMoney, CloseRatioByVolume, CloseTodayRatioByMoney , CloseTodayRatioByVolume))elif (self.ui.rb12.isChecked()):PreBalance = .0Balance = .0PreMargin =.0Available =.0WithdrawQuota =.0ExchangeMargin =.0CloseProfit =.0PositionProfit =.0PreBalance,Balance,PreMargin,Available,WithdrawQuota,ExchangeMargin,CloseProfit,PositionProfit = tvapi1.GetRealAccount(PreBalance,Balance,PreMargin,Available,WithdrawQuota,ExchangeMargin,CloseProfit ,PositionProfit)self.ui.textEdit_3.append("靜態(tài)權(quán)益:{0} 結(jié)算保證金:{1} 占用保證金:{2} 可用資金:{3} 可取資金:{4} 交易所保證金:{5} 平倉(cāng)盈虧:{6} 持倉(cāng)盈虧:{7}\n".format(PreBalance, Balance, PreMargin, Available, WithdrawQuota, ExchangeMargin,CloseProfit,PositionProfit))elif (self.ui.rb13.isChecked()):lsp = 0ssp = 0lpp = .0spp=.0vd1=.0vd2=.0bid=.0ask=.0MyUseVar.MyPostion.LongPostion,MyUseVar.MyPostion.LongYDPostion,MyUseVar.MyPostion.LongFrozen,lsp,MyUseVar.MyPostion.ShortPostion,MyUseVar.MyPostion.ShortYDPostion,\MyUseVar.MyPostion.ShortFrozen,ssp = tvapi1.GetRealPosition(self.ui.edtIns.text(),\MyUseVar.MyPostion.LongPostion,MyUseVar.MyPostion.LongYDPostion,MyUseVar.MyPostion.LongFrozen,lsp,MyUseVar.MyPostion.ShortPostion,MyUseVar.MyPostion.ShortYDPostion,\MyUseVar.MyPostion.ShortFrozen,ssp)self.ui.textEdit_3.append("{0} 多頭倉(cāng)位:{1} 昨倉(cāng):{2} 凍結(jié)倉(cāng)位:{3} 持倉(cāng)價(jià)格:{4} 空頭倉(cāng)位:{5} 昨倉(cāng):{6} 凍結(jié)倉(cāng)位:{7} 持倉(cāng)價(jià)格:{8} \n".\format(self.ui.edtIns.text(),MyUseVar.MyPostion.LongPostion,MyUseVar.MyPostion.LongYDPostion,MyUseVar.MyPostion.LongFrozen,lsp,MyUseVar.MyPostion.ShortPostion,MyUseVar.MyPostion.ShortYDPostion,\MyUseVar.MyPostion.ShortFrozen,ssp))elif (self.ui.rb14.isChecked()):vOrderId = int(self.ui.edtorderid.text())vIsCanC = 0vIsCanC = tvapi1.CancelOrder(vOrderId, vIsCanC)self.ui.textEdit_3.append("訂單:{0} 撤單狀態(tài):{1}【0：撤單成功 其它：撤單不成功】\n".format(vOrderId,vIsCanC))elif (self.ui.rb15.isChecked()):IsOk = 0Period = 1IsOk = tvapi1.CreateBars(self.ui.edtIns.text(),Period,IsOk)self.ui.textEdit_3.append("合約：{0} 創(chuàng)建{1}分鐘周期BARS完成：{2} 【1：創(chuàng)建成功 2:此周期已創(chuàng)建 -1：創(chuàng)建不成功】\n".format(self.ui.edtIns.text(),Period,IsOk))if (IsOk==2):IsOk = tvapi1.DeleteBars(self.ui.edtIns.text(),Period,IsOk)self.ui.textEdit_3.append("合約：{0} 刪除{1}分鐘周期BARS完成：{2} 【1：刪除成功 -1：刪除不成功】\n".format(self.ui.edtIns.text(),Period,IsOk))elif (self.ui.rb16.isChecked()):vMultiply = 0vPriceUnit = 0vMarginRate = 0vExpireDate = ''vMultiply, vPriceUnit, vMarginRate, vExpireDate = tvapi1.GetInstrumentInfoOut(self.ui.edtIns.text(), vMultiply, vPriceUnit, vMarginRate, vExpireDate)self.ui.textEdit_3.append("查詢合約：{} 合約乘數(shù):{} 最小變動(dòng)單位:{} 保證金比率:{} 合約到期日:{}\n".format(self.ui.edtIns.text(),vMultiply, vPriceUnit, vMarginRate, vExpireDate))elif (self.ui.rb17.isChecked()):vmaxi=0vopen=.0vhight=.0vclose=.0vlow=.0vvloumes=0vuptime=""tmppe=1counts=0vmaxi,vopen,vclose,vhight,vlow,vvloumes,counts,vuptime = tvapi1.GetBars(self.ui.edtIns.text(),tmppe,0,vmaxi,vopen,vclose,vhight,vlow,vvloumes,counts,vuptime)self.ui.textEdit_3.append("合約{}K線數(shù)據(jù) 周期:{} 計(jì)數(shù)器:{} 長(zhǎng)度:{} 序號(hào):{} open:{} vclose:{} vhight:{} vlow:{} vvloumes:{} counts{} vuptime:{}\n".format(self.ui.edtIns.text(),tmppe,counts,vmaxi,0,vopen,vclose,vhight,vlow,vvloumes,counts,vuptime))if (vmaxi>=1):for row in range(vmaxi):vmaxi,vopen,vclose,vhight,vlow,vvloumes,counts,vuptime = tvapi1.GetBars(self.ui.edtIns.text(),tmppe,row,vmaxi,vopen,vclose,vhight,vlow,vvloumes,counts,vuptime)self.ui.textEdit_3.append("合約{}K線數(shù)據(jù) 周期:{} 計(jì)數(shù)器:{} 長(zhǎng)度:{} 序號(hào):{} open:{} vclose:{} vhight:{} vlow:{} vvloumes:{} counts{} vuptime:{}\n".format(self.ui.edtIns.text(),tmppe,counts,vmaxi,row,vopen,vclose,vhight,vlow,vvloumes,counts,vuptime))elif (self.ui.rb18.isChecked()):vinfoid=0vinfo =""self.ui.textEdit_3.append("==========CZCE======添加蘋(píng)果AP2305合約交易時(shí)間段=========================\n")vinfoid,vinfo = tvapi1.AppendExchangeTradeTimes("CZCE","AP2305",9,0,75,0,vinfoid,vinfo); #開(kāi)盤(pán)時(shí)間段 標(biāo)志位是 0 收盤(pán)時(shí)間段標(biāo)志位是9 其他為1self.ui.textEdit_3.append("添加{} 合約{}交易時(shí)間段{}:{} :{} vinfoid:{}\n".format("CZCE","AP2305",9,0,vinfo,vinfoid)) vinfoid,vinfo = tvapi1.AppendExchangeTradeTimes("CZCE","AP2305",10,30,60,1,vinfoid,vinfo); #開(kāi)盤(pán)時(shí)間段 標(biāo)志位是 0 收盤(pán)時(shí)間段標(biāo)志位是9 其他為1self.ui.textEdit_3.append("添加{} 合約{}交易時(shí)間段{}:{} :{} vinfoid:{}\n".format("CZCE","AP2305",9,0,vinfo,vinfoid))vinfoid,vinfo = tvapi1.AppendExchangeTradeTimes("CZCE","AP2305",13,30,90,9,vinfoid,vinfo); #開(kāi)盤(pán)時(shí)間段 標(biāo)志位是 0 收盤(pán)時(shí)間段標(biāo)志位是9 其他為1self.ui.textEdit_3.append("添加{} 合約{}交易時(shí)間段{}:{} :{} vinfoid:{}\n".format("CZCE","AP2305",9,0,vinfo,vinfoid)) self.ui.textEdit_3.append("==========CZCE======添加蘋(píng)果所有合約交易時(shí)間段=========================\n")vinfoid,vinfo = tvapi1.AppendExchangeTradeTimes("CZCE","AP999",9,0,75,0,vinfoid,vinfo); #開(kāi)盤(pán)時(shí)間段 標(biāo)志位是 0 收盤(pán)時(shí)間段標(biāo)志位是9 其他為1self.ui.textEdit_3.append("添加{} 合約{}交易時(shí)間段{}:{} :{} vinfoid:{}\n".format("CZCE","AP999",9,0,vinfo,vinfoid)) vinfoid,vinfo = tvapi1.AppendExchangeTradeTimes("CZCE","AP999",10,30,60,1,vinfoid,vinfo); #開(kāi)盤(pán)時(shí)間段 標(biāo)志位是 0 收盤(pán)時(shí)間段標(biāo)志位是9 其他為1self.ui.textEdit_3.append("添加{} 合約{}交易時(shí)間段{}:{} :{} vinfoid:{}\n".format("CZCE","AP999",9,0,vinfo,vinfoid))vinfoid,vinfo = tvapi1.AppendExchangeTradeTimes("CZCE","AP999",13,30,90,9,vinfoid,vinfo); #開(kāi)盤(pán)時(shí)間段 標(biāo)志位是 0 收盤(pán)時(shí)間段標(biāo)志位是9 其他為1self.ui.textEdit_3.append("添加{} 合約{}交易時(shí)間段{}:{} :{} vinfoid:{}\n".format("CZCE","AP999",9,0,vinfo,vinfoid))self.ui.textEdit_3.append("==========CZCE======刪除合約蘋(píng)果2305交易時(shí)間段=========================\n")vinfoid,vinfo = tvapi1.DeleteExchangeTradeTimes("CZCE","AP2305",vinfoid,vinfo)self.ui.textEdit_3.append("刪除{} 合約{}交易時(shí)間段{}:{} :{} vinfoid:{}\n".format("CZCE","AP999",9,0,vinfo,vinfoid))elif (self.ui.rb19.isChecked()):self.ui.textEdit_3.append("==========SHFE======螺紋合約交易時(shí)間段=========================\n")tvapi1.GetOutExchangeTradeTimes("SHFE","rb9999") self.ui.textEdit_3.append('================獲取全部交易所全部合約交易時(shí)間段=========================')tvapi1.GetOutExchangeTradeTimes("","")# 查詢操作結(jié)束def printFunc_OuttextEdit(self,vstr): self.ms.text_OuttextEdit.emit(self.ui.textEdit_3,vstr)def pF_OuttextEdit(self,pt,vstr):#pt.append(vstr)def printFunc(self,vstr,vint): #登錄過(guò)程中查詢相關(guān)信息時(shí)的進(jìn)度條顯示 線程調(diào)用顯示進(jìn)度條。self.ms.text_print.emit(self.ui.label_7,self.ui.progressBar,vstr,vint)def pF(self,pt,pb,vstr,int1):pt.setText(vstr)pb.setValue(int1)def printFunc_MarketData(self,InstrumentID,LastPrice,Volume,BidPrice1,BidVolume1,AskPrice1,AskVolume1,BidPrice5,BidVolume5,AskPrice5,AskVolume5,UpdateTime): #訂閱行情推送信息的 線程調(diào)用刷新行情表格。self.ms.text_MarketData.emit(self.ui.tableView_4,InstrumentID,LastPrice,Volume,BidPrice1,BidVolume1,AskPrice1,AskVolume1,BidPrice5,BidVolume5,AskPrice5,AskVolume5,UpdateTime)def pF_MarketData(self,ptv,InstrumentID,LastPrice,Volume,BidPrice1,BidVolume1,AskPrice1,AskVolume1,BidPrice5,BidVolume5,AskPrice5,AskVolume5,UpdateTime):finded = 0findrow = -1tmpmodel = ptv.model()j = tmpmodel.rowCount()for row in range(j):if (tmpmodel.item(row,0).text()==InstrumentID or tmpmodel.item(row,0).text()==""):k = 0 for column in [InstrumentID,LastPrice,Volume,BidPrice1,BidVolume1,AskPrice1,AskVolume1,BidPrice5,BidVolume5,AskPrice5,AskVolume5,UpdateTime]:#item = QStandardItem(f"{column}")#tmpmodel.setItem(findrow,k,QStandardItem(f"{column}"))tmpmodel.item(row,k).setText(f"{column}")k = k+1finded = 1breakj = 0if (finded==0):item0 = QStandardItem('%s' % InstrumentID)item1 = QStandardItem('%.2f' % LastPrice)item2 = QStandardItem('%d' % Volume)item3 = QStandardItem('%.2f' % BidPrice1)item4 = QStandardItem('%d' % BidVolume1)item5 = QStandardItem('%.2f' % AskPrice1)item6 = QStandardItem('%d' % AskVolume1)item7 = QStandardItem('%.2f' % BidPrice5)item8 = QStandardItem('%d' % BidVolume5)item9 = QStandardItem('%.2f' % AskPrice5)item10 = QStandardItem('%d' % AskVolume5)item11 = QStandardItem('%s' % UpdateTime)tmpmodel.appendRow([item0,item1,item2,item3,item4,item5,item6,item7,item8,item9,item10,item11])def AppText(self,*args):try:self.ui.textEdit_3.append(str(args))except BaseException as e:traceback.print_exc()def AppText2(self,*args):try:self.ui.textEdit_3.append(str(args))except BaseException as e:traceback.print_exc()def AppText3(self,*args):try:self.ui.textEdit_3.append(str(args))except BaseException as e:traceback.print_exc()def Login(self): #登錄按鈕事件errmsg=""errid = 1errid,errmsg = tvapi1.Login("config.ini",self.ui.UserName.text(),self.ui.PassWord.text(),errid,errmsg)Mui.AppText([errid,errmsg])def LogOut(self):#退出登錄按鈕事件tvapi1.LogOut()self.ui.textEdit_3.clear()def bSubIns(self):tvapi1.SubscribeDepthMD(self.ui.edtIns.text());#訂閱深度五檔行情def bUnSubIns(self):tvapi1.UnSubscribeMD(self.ui.edtIns.text());#訂閱深度五檔行情def printFunc_OnOrder(self,vins): #根據(jù)訂單回報(bào)推送的合約信息 線程調(diào)用刷新此合約持倉(cāng)數(shù)據(jù)表格。self.ms.text_OnOrder.emit(tvapi1,self.ui.gridpositions,vins)def pF_OnOrder(self,vtv,ptv,vins):LongPostion = 0LongYdPostion = 0LongFrozen = 0LongSuspendPostion = 0LPrice = 0.0LongProfit =0.0ShortPostion =0ShortYDPostion = 0ShortFrozen = 0ShortSuspendPostion = 0SPrice= 0.0shortfit= 0.0bidprice= 0.0askprice =0.0try:LongPostion, LongYdPostion, LongFrozen, LongSuspendPostion,LPrice,LongProfit,ShortPostion,ShortYDPostion,ShortFrozen,\ShortSuspendPostion,SPrice,shortfit,bidprice,askprice = vtv.GetPositionPlus(vins,LongPostion,\LongYdPostion, LongFrozen,LongSuspendPostion,LPrice,LongProfit,ShortPostion,ShortYDPostion,ShortFrozen,ShortSuspendPostion,SPrice,shortfit,bidprice,askprice)finded = 0findrow = -1tmpmodel = ptv.model()j = tmpmodel.rowCount()finded = 0for row in range(j):if (tmpmodel.item(row,0).text()==vins and tmpmodel.item(row,1).text()==" 賣(mài)"):k = 2for column in [ShortPostion,ShortYDPostion,ShortFrozen,ShortSuspendPostion,SPrice,shortfit]:#item = QStandardItem(f"{column}") #持續(xù)增加內(nèi)存 不采用。#tmpmodel.setItem(row,k,item)tmpmodel.item(row,k).setText(f"{column}")k = k+1m = 2for column in [LongPostion, LongYdPostion, LongFrozen, LongSuspendPostion,LPrice,LongProfit]:#item = QStandardItem(f"{column}") #持續(xù)增加內(nèi)存 不采用。#tmpmodel.setItem(row+1,m,item)tmpmodel.item(row+1,m).setText(f"{column}")m = m+1finded = 1breakif (tmpmodel.item(row,0).text()==""):k = 0for column in [vins," 賣(mài)",ShortPostion,ShortYDPostion,ShortFrozen,ShortSuspendPostion,SPrice,shortfit]:#item = QStandardItem(f"{column}") #持續(xù)增加內(nèi)存 不采用。#tmpmodel.setItem(row,k,item)tmpmodel.item(row,k).setText(f"{column}")k = k+1m = 0for column in [vins,"買(mǎi) ",LongPostion, LongYdPostion, LongFrozen, LongSuspendPostion,LPrice,LongProfit]:#item = QStandardItem(f"{column}") #持續(xù)增加內(nèi)存 不采用。#tmpmodel.setItem(row+1,m,item)tmpmodel.item(row+1,m).setText(f"{column}")m = m+1finded = 1breakif (finded==0):item0 = QStandardItem('%s' % vins)item1 = QStandardItem('%s' % " 賣(mài)")item2 = QStandardItem('%d' % ShortPostion)item3 = QStandardItem('%d' % ShortYDPostion)item4 = QStandardItem('%d' % ShortFrozen)item5 = QStandardItem('%d' % ShortSuspendPostion)item6 = QStandardItem('%.2f' % SPrice)item7 = QStandardItem('%.2f' % shortfit)item8 = QStandardItem('%.2f' % bidprice)item9 = QStandardItem('%.2f' % askprice)tmpmodel.appendRow([item0,item1,item2,item3,item4,item5,item6,item7,item8,item9])item0 = QStandardItem('%s' % vins)item1 = QStandardItem('%s' % "買(mǎi) ")item2 = QStandardItem('%d' % LongPostion)item3 = QStandardItem('%d' % LongYdPostion)item4 = QStandardItem('%d' % LongFrozen)item5 = QStandardItem('%d' % LongSuspendPostion)item6 = QStandardItem('%.2f' % LPrice)item7 = QStandardItem('%.2f' % LongProfit)item8 = QStandardItem('%.2f' % bidprice)item9 = QStandardItem('%.2f' % askprice)tmpmodel.appendRow([item0,item1,item2,item3,item4,item5,item6,item7,item8,item9])except BaseException as e:traceback.print_exc()def printFunc_PositionProfit(self): #每秒定時(shí)刷新持倉(cāng)盈虧的 線程調(diào)用刷新持倉(cāng)表格。self.ms.text_PositionProfit.emit(tvapi1,self.ui.gridpositions)def pF_PositionProfit(self,vtv,ptv):finded = 0findrow = -1tmpmodel = ptv.model()j = tmpmodel.rowCount()LongPostion = 0LongYdPostion = 0LongFrozen = 0LongSuspendPostion = 0LPrice = 0.0LongProfit =0.0ShortPostion =0ShortYDPostion = 0ShortFrozen = 0ShortSuspendPostion = 0SPrice= 0.0shortfit= 0.0bidprice= 0.0askprice =0.0for row in range(j):if (tmpmodel.item(row,1).text()==" 賣(mài)"):LongPostion, LongYdPostion, LongFrozen, LongSuspendPostion,LPrice,LongProfit,ShortPostion,ShortYDPostion,ShortFrozen,\ShortSuspendPostion,SPrice,shortfit,bidprice,askprice = vtv.GetPositionPlus(tmpmodel.item(row,0).text(),LongPostion,\LongYdPostion, LongFrozen,LongSuspendPostion,LPrice,LongProfit,ShortPostion,ShortYDPostion,ShortFrozen,ShortSuspendPostion,SPrice,shortfit,bidprice,askprice)k = 6for column in [SPrice,shortfit,bidprice,askprice]:#item = QStandardItem(f"{column}") #持續(xù)增加內(nèi)存 不采用。#tmpmodel.setItem(row,k,item)tmpmodel.item(row,k).setText(f"{column}")k = k+1m = 6for column in [LPrice,LongProfit,bidprice,askprice]:#item = QStandardItem(f"{column}") #持續(xù)增加內(nèi)存 不采用。#tmpmodel.setItem(row+1,m,item)tmpmodel.item(row+1,m).setText(f"{column}")m = m+1def printFunc_OnOrderLst(self,OrderID,OrderLocalID,OrderSysID,BrokerOrderSeq,InstrumentID,IsBuy,IsOpen,OrderStatus, Volume,TradedVolume,Price,ErrorID,InsertTime,ErrorMsg): #訂單回報(bào)信息推送后添加到訂單列表表格 的線程調(diào)用刷新訂單列表表格self.ms.text_OnOrderLst.emit(self.ui.tableView_2,OrderID,OrderLocalID,OrderSysID,BrokerOrderSeq,InstrumentID,IsBuy,IsOpen,OrderStatus, Volume,TradedVolume,Price,ErrorID,InsertTime,ErrorMsg)def pF_OnOrderLst(self,ptv,OrderID,OrderLocalID,OrderSysID,BrokerOrderSeq,InstrumentID,IsBuy,IsOpen,OrderStatus, Volume,TradedVolume,Price,ErrorID,InsertTime,ErrorMsg):if (IsBuy==0):tmpbuy = '買(mǎi) 'else:tmpbuy = ' 賣(mài)'if (IsOpen==0):tmpopen = '開(kāi) 'else:tmpopen = ' 平'tmpmodel = ptv.model()j = tmpmodel.rowCount()finded = 0for row in range(j):if (tmpmodel.item(row,0).text()==""):k = 0for column in [OrderID,InstrumentID,IsBuy,IsOpen,Volume,TradedVolume,Price,Price,InsertTime,ErrorMsg]:#item = QStandardItem(f"{column}") #持續(xù)增加內(nèi)存 不采用。#tmpmodel.setItem(row,k,item)tmpmodel.item(row,k).setText(f"{column}")k = k+1finded = 1breakif (tmpmodel.item(row,0).text()==str(OrderID)):k = 4for column in [Volume,TradedVolume,Price,Price,InsertTime,ErrorMsg]:#item = QStandardItem(f"{column}") #持續(xù)增加內(nèi)存 不采用。#tmpmodel.setItem(row,k,item)tmpmodel.item(row,k).setText(f"{column}")k = k+1finded = 1breakif (finded==0):"""item0 = QStandardItem('%d' % OrderID)item1 = QStandardItem('%s' % InstrumentID)item2 = QStandardItem('%s' % tmpbuy)item3 = QStandardItem('%s' % tmpopen)item4 = QStandardItem('%d' % Volume)item5 = QStandardItem('%d' % TradedVolume)item6 = QStandardItem('%.2f' % Price)item7 = QStandardItem('%.2f' % Price)item8 = QStandardItem('%s' % InsertTime)item9 = QStandardItem('%s' % ErrorMsg)"""#tmpmodel.appendRow([item0,item1,item2,item3,item4,item5,item6,item7,item8,item9])tmpmodel.insertRow(0,[QStandardItem('%d' % OrderID),QStandardItem('%s' % InstrumentID),QStandardItem('%s' % tmpbuy),QStandardItem('%s' % tmpopen),\QStandardItem('%d' % Volume),QStandardItem('%d' % TradedVolume),QStandardItem('%.2f' % Price),QStandardItem('%.2f' % Price),\QStandardItem('%s' % InsertTime),QStandardItem('%s' % ErrorMsg)])def printFunc_OutBars(self,InstrumentID,Period,Counts,Hight,Low,Open,Close,CreatTime): #獲取賬戶資金信息的線程調(diào)用賬戶資金表格self.ms.text_OutBars.emit(tvapi1,self.ui.textEdit_3,InstrumentID,Period,Counts,Hight,Low,Open,Close,CreatTime)def pF_OutBars(self,vtv,vedt3,InstrumentID,Period,Counts,Hight,Low,Open,Close,CreatTime):vedt3.append(str(["OnOutBars：",InstrumentID,"周期",Period,"計(jì)數(shù)器",Counts,"最高",Hight,"最低",Low,"開(kāi)",Open,"平",Close,"時(shí)間",CreatTime]))ma10 = .0 ma10 = vtv.MA(InstrumentID,Period,10,ma10);ema12 = .0 ema12 = vtv.EMA(InstrumentID,Period,12,ema12);ema26 = .0 ema26 = vtv.EMA(InstrumentID,Period,26,ema26);diff1 = .0dea1 = .0macd1 = MyUseVar.MinDoublediff1,dea1 = vtv.MACD(InstrumentID,Period,diff1,dea1);if ((diff1>MyUseVar.MinDouble) and (dea1>MyUseVar.MinDouble)):macd1 = 2*(diff1-dea1)Defdiff1 = .0Defdea1 = .0Defmacd1 = MyUseVar.MinDoubleDefdiff1,Defdea1 = vtv.DefMACD(InstrumentID,Period,12,26,9,Defdiff1,Defdea1);if ((Defdiff1>MyUseVar.MinDouble) and (Defdea1>MyUseVar.MinDouble)):Defmacd1 = 2*(Defdiff1-Defdea1)vedt3.append("InstrumentID:{0} Period:{1} Ma10:{2} ---macd:{3} ---diff:{4} ---dea:{5} ema12:{6} ema26:{7}\n".format(InstrumentID, Period, ma10,macd1,diff1,dea1,ema12,ema26))vedt3.append("InstrumentID:{0} Period:{1} Ma10:{2} Defmacd:{3} Defdiff:{4} Defdea:{5} ema12:{6} ema26:{7}\n".format(InstrumentID, Period, ma10, Defmacd1,Defdiff1,Defdea1,ema12,ema26))def printFunc_Account(self): #獲取賬戶資金信息的線程調(diào)用賬戶資金表格self.ms.text_Account.emit(tvapi1,self.ui.tableView,self.ui.label_10)def pF_Account(self,vtv,ptv,vlab):vlab.setText("當(dāng)前時(shí)間:%s" % time.strftime("%Y-%m_%d %H:%M:%S",time.localtime()))PreBalance = .0Balance = .0PreMargin =.0Available =.0WithdrawQuota =.0ExchangeMargin =.0CloseProfit =.0PositionProfit =.0tmpmodel = ptv.model()j = 0PreBalance,Balance,PreMargin,Available,WithdrawQuota,ExchangeMargin,CloseProfit,PositionProfit = vtv.GetAccount(PreBalance,Balance,PreMargin,Available,WithdrawQuota,ExchangeMargin,CloseProfit ,PositionProfit)for column in [PreBalance,Balance,PreMargin,Available,WithdrawQuota,ExchangeMargin ,PositionProfit,CloseProfit]:#item = QStandardItem(f"{column}") #持續(xù)增加內(nèi)存 不采用。#tmpmodel.setItem(0,j,item)tmpmodel.item(0,j).setText(f"{column}")j = j+1ptv.resizeColumnsToContents()def btnopencloseclick(self):MyUseVar.BeginOpenClose = 1 - MyUseVar.BeginOpenClose if (MyUseVar.BeginOpenClose==0):self.ui.btnopenclose.setText("開(kāi)始進(jìn)行循環(huán)開(kāi)平倉(cāng)測(cè)試")else:self.ui.btnopenclose.setText("停止進(jìn)行循環(huán)開(kāi)平倉(cāng)測(cè)試")tvapi1.SubscribeDepthMD(self.ui.edtIns.text());#訂閱深度五檔行情#=============OnTmr()===================以下代碼為定時(shí)刷新賬戶資金、持倉(cāng)盈虧數(shù)據(jù)及循環(huán)開(kāi)平倉(cāng)操作代碼====================================================#def OnInitFinished(self):事件中啟用printFunc_OpenClose線程循環(huán)def printFunc_OpenClose(self): #登錄過(guò)程中查詢相關(guān)信息時(shí)的進(jìn)度條顯示 線程調(diào)用顯示進(jìn)度條。while True:#print("Interval:",MyUseVar.Interval,"BeginOpenClose:",MyUseVar.BeginOpenClose,"RunFlag:",MyUseVar.RunFlag,"vWaitCancleInt:",MyUseVar.vWaitCancleInt,"vWaitOrderInt:",MyUseVar.vWaitOrderInt)time.sleep(MyUseVar.Interval)#延時(shí)1秒 #延時(shí)50毫秒#print("vWaitInOrder:",MyUseVar.vWaitInOrder,"BeginOpenClose:",MyUseVar.BeginOpenClose,"RunFlag:",MyUseVar.RunFlag,"vWaitCancleInt:",MyUseVar.vWaitCancleInt,"vWaitOrderInt:",MyUseVar.vWaitOrderInt)if (MyUseVar.RunFlag==1 and MyUseVar.BeginOpenClose==1):self.ms.text_OpenClose.emit(tvapi1,self.ui.textEdit) #加入此代碼后循環(huán)中占用內(nèi)存會(huì)逐步增大，不知為何NewSec = time.strftime("%S",time.localtime())if (MyUseVar.RefSec!=NewSec):MyUseVar.RefSec = NewSecif (MyUseVar.RunFlag==1):self.ms.text_Account.emit(tvapi1,self.ui.tableView,self.ui.label_10) #加入此代碼后循環(huán)中占用內(nèi)存會(huì)逐步增大，不知為何self.ms.text_PositionProfit.emit(tvapi1,self.ui.gridpositions) #加入此代碼后循環(huán)中占用內(nèi)存會(huì)逐步增大，不知為何#self.snapshot2 = tracemalloc.take_snapshot() #建立一個(gè)新的內(nèi)存快照#self.top_stats = self.snapshot2.compare_to(self.snapshot1, 'lineno') #比較兩個(gè)內(nèi)存快照#for stat in self.top_stats[:10]: #打印內(nèi)存快照區(qū)別# print(stat)def pF_OpenClose(self,vtv,vte):MyUseVar.sInstrumentID = self.ui.edtIns.text()if (MyUseVar.vloop==0): #獲取持倉(cāng)倉(cāng)位 訂單是否可撤 vd1=.0vd2=.0vte.append("===================================================================================")MyUseVar.MyPostion.LongPostion,MyUseVar.MyPostion.LongYDPostion,MyUseVar.MyPostion.LongFrozen,\vd1,MyUseVar.MyPostion.ShortPostion,MyUseVar.MyPostion.ShortYDPostion,\MyUseVar.MyPostion.ShortFrozen,vd2 = vtv.GetPosition(MyUseVar.sInstrumentID,\MyUseVar.MyPostion.LongPostion,MyUseVar.MyPostion.LongYDPostion,\MyUseVar.MyPostion.LongFrozen,vd1,MyUseVar.MyPostion.ShortPostion,MyUseVar.MyPostion.ShortYDPostion,\MyUseVar.MyPostion.ShortFrozen,vd2)vte.append("{6} 多頭倉(cāng)位:{0} 昨倉(cāng):{1} 凍結(jié)倉(cāng)位:{2} 空頭倉(cāng)位:{3} 昨倉(cāng):{4} 凍結(jié)倉(cāng)位:{5}".\format(MyUseVar.MyPostion.LongPostion,MyUseVar.MyPostion.LongYDPostion,MyUseVar.MyPostion.LongFrozen,\MyUseVar.MyPostion.ShortPostion,MyUseVar.MyPostion.ShortYDPostion,\MyUseVar.MyPostion.ShortFrozen,MyUseVar.sInstrumentID))MyUseVar.vIsCanC = 0MyUseVar.vIsCanC1 = 0MyUseVar.vIsCanC2 = 0MyUseVar.vIsCanC3 = 0if (MyUseVar.MyPostion.LongOrder > 0 or MyUseVar.MyPostion.LongOrder1 > 0 orMyUseVar.MyPostion.ShortOrder > 0 or MyUseVar.MyPostion.ShortOrder1 > 0 ): #有訂單號(hào)時(shí) 判斷是否有可撤訂單if (MyUseVar.MyPostion.LongOrder>0):MyUseVar.vIsCanC = vtv.IsOrderOpen(MyUseVar.MyPostion.LongOrder,MyUseVar.vIsCanC);vte.append("LongOrder訂單:{0} 是否可撤:{1} （0 ：不可撤 1：可撤）".format(MyUseVar.MyPostion.LongOrder,MyUseVar.vIsCanC))if (MyUseVar.MyPostion.LongOrder1>0):MyUseVar.vIsCanC1 = vtv.IsOrderOpen(MyUseVar.MyPostion.LongOrder1,MyUseVar.vIsCanC1);vte.append("LongOrder1訂單:{0} 是否可撤:{1} （0 ：不可撤 1：可撤）".format(MyUseVar.MyPostion.LongOrder1,MyUseVar.vIsCanC1))if (MyUseVar.MyPostion.ShortOrder>0):MyUseVar.vIsCanC2 = vtv.IsOrderOpen(MyUseVar.MyPostion.ShortOrder,MyUseVar.vIsCanC2);vte.append("ShortOrder訂單:{0} 是否可撤:{1} （0 ：不可撤 1：可撤）".format(MyUseVar.MyPostion.ShortOrder,MyUseVar.vIsCanC2))if (MyUseVar.MyPostion.ShortOrder1>0):MyUseVar.vIsCanC3 = vtv.IsOrderOpen(MyUseVar.MyPostion.ShortOrder1,MyUseVar.vIsCanC3);vte.append("ShortOrder1訂單:{0} 是否可撤:{1} （0 ：不可撤 1：可撤）".format(MyUseVar.MyPostion.ShortOrder1,MyUseVar.vIsCanC3))#結(jié)束判斷訂單是否可撤if (MyUseVar.vIsCanC==1 or MyUseVar.vIsCanC1==1 or MyUseVar.vIsCanC2==1 or MyUseVar.vIsCanC3==1 ):MyUseVar.vloop = 1else:MyUseVar.vloop = 4#結(jié)束vloop=0 步驟if (MyUseVar.vloop==1): #有訂單可撤時(shí) 等待時(shí)間MyUseVar.vWaitInCancle = MyUseVar.vWaitInCancle +1if (MyUseVar.vWaitInCancle>=MyUseVar.vWaitCancleInt):MyUseVar.vWaitInCancle = 0MyUseVar.vloop = 2#結(jié)束判斷撤單后時(shí)間間隔#結(jié)束vloop=1 步驟if (MyUseVar.vloop==2): #有訂單可撤 撤單if (MyUseVar.vIsCanC==1): #longorder可撤vtv.CancelOrder(MyUseVar.MyPostion.LongOrder, MyUseVar.vIsCanC)vte.append("LongOrder訂單:{0} 空頭撤單 狀態(tài):{1}【0：撤單成功 其它：撤單不成功】".format(MyUseVar.MyPostion.LongOrder,MyUseVar.vIsCanC))if (MyUseVar.vIsCanC1==1): #longorder可撤vtv.CancelOrder(MyUseVar.MyPostion.LongOrder1, MyUseVar.vIsCanC)vte.append("LongOrder1訂單:{0} 空頭撤單 狀態(tài):{1}【0：撤單成功 其它：撤單不成功】".format(MyUseVar.MyPostion.LongOrder1,MyUseVar.vIsCanC))if (MyUseVar.vIsCanC2==1): #longorder可撤vtv.CancelOrder(MyUseVar.MyPostion.ShortOrder, MyUseVar.vIsCanC)vte.append("ShortOrder訂單:{0} 空頭撤單 狀態(tài):{1}【0：撤單成功 其它：撤單不成功】".format(MyUseVar.MyPostion.ShortOrder,MyUseVar.vIsCanC))if (MyUseVar.vIsCanC3==1): #longorder可撤vtv.CancelOrder(MyUseVar.MyPostion.ShortOrder1, MyUseVar.vIsCanC)vte.append("ShortOrder1訂單:{0} 空頭撤單 狀態(tài):{1}【0：撤單成功 其它：撤單不成功】".format(MyUseVar.MyPostion.ShortOrder1,MyUseVar.vIsCanC))MyUseVar.vloop=3#有訂單可撤 撤單結(jié)束 vloop==2if (MyUseVar.vloop==3): #有訂單可撤時(shí) 等待時(shí)間MyUseVar.vWaitInCancle = MyUseVar.vWaitInCancle +1if (MyUseVar.vWaitInCancle>=MyUseVar.vWaitCancleInt):MyUseVar.vWaitInCancle = 0MyUseVar.vloop = 4#結(jié)束判斷撤單后時(shí)間間隔#結(jié)束vloop=1 步驟if (MyUseVar.vloop==4): #循環(huán)開(kāi)平倉(cāng)開(kāi)始 random.randint(1,10)vrandtvol = random.randint(1,MyUseVar.vVolT) # 產(chǎn)生隨機(jī)開(kāi)平倉(cāng)手?jǐn)?shù)量#==================多頭開(kāi)平倉(cāng)操作=================================if (MyUseVar.MyPostion.LongPostion>0 and MyUseVar.MyPostion.LongPostion<vrandtvol):if (MyUseVar.MyPostion.LongOrderFlag == 1 ) :#上次平倉(cāng)vrandvol = random.randint(1,MyUseVar.MyPostion.LongPostion); # 產(chǎn)生隨機(jī)開(kāi)平倉(cāng)手?jǐn)?shù)量MyUseVar.MyPostion.LongOrder, MyUseVar.MyPostion.LongOrder1 = vtv.Sell(MyUseVar.sInstrumentID, vrandvol,MyUseVar.vMyBidPrice, MyUseVar.MyPostion.LongOrder, MyUseVar.MyPostion.LongOrder1)vte.append("訂單:{0} 訂單:{2} 繼續(xù)平多頭倉(cāng)位:{1} 價(jià)格:{3:.2f}".format(MyUseVar.MyPostion.LongOrder,vrandvol, MyUseVar.MyPostion.LongOrder1,MyUseVar.vMyBidPrice))else: # MyPostion.LongOrderFlag != 1時(shí)vrandvol = random.randint(1,MyUseVar.vVolT); # 產(chǎn)生隨機(jī)開(kāi)平倉(cāng)手?jǐn)?shù)量MyUseVar.MyPostion.LongOrder = vtv.Buy(MyUseVar.sInstrumentID, vrandvol,MyUseVar.vMyAskPrice, MyUseVar.MyPostion.LongOrder)vte.append("訂單:{0} 繼續(xù)多頭買(mǎi)開(kāi)倉(cāng):{1} 價(jià)格:{2:.2f}".format(MyUseVar.MyPostion.LongOrder,vrandvol,MyUseVar.vMyAskPrice))#結(jié)束 上次平倉(cāng) MyPostion.LongOrderFlag = 1else: # 條件：MyPostion.LongPostion>0 and MyPostion.LongPostion<vrandtvol不成立 時(shí)if (MyUseVar.MyPostion.LongPostion>vrandtvol):# 持倉(cāng)量多 平多頭多余倉(cāng)位vrandvol = random.randint(1,vrandtvol);MyUseVar.MyPostion.LongOrder, MyUseVar.MyPostion.LongOrder1 = vtv.Sell(MyUseVar.sInstrumentID, vrandvol,MyUseVar.vMyBidPrice,MyUseVar.MyPostion.LongOrder, MyUseVar.MyPostion.LongOrder1)vte.append("訂單:{0} 訂單:{2} 平多頭多余倉(cāng)位:{1} 價(jià)格:{3:.2f}".format(MyUseVar.MyPostion.LongOrder,vrandvol, MyUseVar.MyPostion.LongOrder1,MyUseVar.vMyBidPrice))# 結(jié)束 MyPostion.LongPostion>vrandtvolif (MyUseVar.MyPostion.LongPostion<=0): #無(wú)持倉(cāng)時(shí)vrandvol = random.randint(1,MyUseVar.vVolT);MyUseVar.MyPostion.LongOrder = vtv.Buy(MyUseVar.sInstrumentID, vrandvol ,MyUseVar.vMyAskPrice, MyUseVar.MyPostion.LongOrder)vte.append("訂單:{0} 多頭買(mǎi)開(kāi)倉(cāng):{1} 價(jià)格:{2:.2f}".format(MyUseVar.MyPostion.LongOrder,vrandvol,MyUseVar.vMyAskPrice ))# 結(jié)束 無(wú)持倉(cāng)時(shí)if ((MyUseVar.MyPostion.LongPostion<=vrandtvol) and (MyUseVar.MyPostion.LongPostion>0)):vrandvol = random.randint(1,MyUseVar.MyPostion.LongPostion);MyUseVar.MyPostion.LongOrder, MyUseVar.MyPostion.LongOrder1 = vtv.Sell(MyUseVar.sInstrumentID, vrandvol,MyUseVar.vMyBidPrice, MyUseVar.MyPostion.LongOrder, MyUseVar.MyPostion.LongOrder1)MyUseVar.MyPostion.LongOrderFlag = 1;vte.append("訂單:{0} 訂單:{2} 多頭平倉(cāng):{1} 價(jià)格:{3:.2f}".format(MyUseVar.MyPostion.LongOrder,vrandvol , MyUseVar.MyPostion.LongOrder1,MyUseVar.vMyBidPrice))# 結(jié)束 持倉(cāng)時(shí)#結(jié)束 (MyPostion.LongPostion>0 and MyPostion.LongPostion<vrandtvol):#==================多頭開(kāi)平倉(cāng)操作=================================#==================空頭開(kāi)平倉(cāng)操作=================================if (MyUseVar.MyPostion.ShortPostion>0 and MyUseVar.MyPostion.ShortPostion<vrandtvol):if (MyUseVar.MyPostion.ShortOrderFlag == 1 ) :#上次平倉(cāng)vrandvol = random.randint(1,MyUseVar.MyPostion.ShortPostion); # 產(chǎn)生隨機(jī)開(kāi)平倉(cāng)手?jǐn)?shù)量MyUseVar.MyPostion.ShortOrder, MyUseVar.MyPostion.ShortOrder1 = vtv.Cover(MyUseVar.sInstrumentID, vrandvol,MyUseVar.vMyAskPrice, MyUseVar.MyPostion.ShortOrder, MyUseVar.MyPostion.ShortOrder1)vte.append("訂單:{0} 訂單:{2} 繼續(xù)平空頭倉(cāng)位:{1} 價(jià)格:{3:.2f}".format(MyUseVar.MyPostion.ShortOrder,vrandvol, MyUseVar.MyPostion.ShortOrder1,MyUseVar.vMyAskPrice))else: # MyPostion.ShortOrderFlag != 1時(shí)vrandvol = random.randint(1,MyUseVar.vVolT); # 產(chǎn)生隨機(jī)開(kāi)平倉(cāng)手?jǐn)?shù)量MyUseVar.MyPostion.ShortOrder = vtv.Short(MyUseVar.sInstrumentID, vrandvol,MyUseVar.vMyBidPrice, MyUseVar.MyPostion.ShortOrder)vte.append("訂單:{0} 繼續(xù)空頭賣(mài)開(kāi)倉(cāng):{1} 價(jià)格:{2:.2f}".format(MyUseVar.MyPostion.ShortOrder,vrandvol,MyUseVar.vMyBidPrice))#結(jié)束 上次平倉(cāng) MyPostion.ShortOrderFlag = 1else: # 條件：MyPostion.ShortPostion>0 and MyPostion.ShortPostion<vrandtvol不成立 時(shí)if (MyUseVar.MyPostion.ShortPostion>vrandtvol):# 持倉(cāng)量多 平多頭多余倉(cāng)位vrandvol = random.randint(1,vrandtvol);MyUseVar.MyPostion.ShortOrder, MyUseVar.MyPostion.ShortOrder1 = vtv.Cover(MyUseVar.sInstrumentID, vrandvol,MyUseVar.vMyAskPrice,MyUseVar.MyPostion.ShortOrder, MyUseVar.MyPostion.ShortOrder1)vte.append("訂單:{0} 訂單:{2} 平空頭多余倉(cāng)位:{1} 價(jià)格:{3:.2f}".format(MyUseVar.MyPostion.ShortOrder,vrandvol, MyUseVar.MyPostion.ShortOrder1,MyUseVar.vMyAskPrice))# 結(jié)束 MyPostion.ShortPostion>vrandtvolif (MyUseVar.MyPostion.ShortPostion<=0): #無(wú)持倉(cāng)時(shí)vrandvol = random.randint(1,MyUseVar.vVolT);MyUseVar.MyPostion.ShortOrder = vtv.Short(MyUseVar.sInstrumentID, vrandvol ,MyUseVar.vMyBidPrice, MyUseVar.MyPostion.ShortOrder)vte.append("訂單:{0} 空頭賣(mài)開(kāi)倉(cāng):{1} 價(jià)格:{2:.2f}".format(MyUseVar.MyPostion.ShortOrder,vrandvol,MyUseVar.vMyBidPrice ))# 結(jié)束 無(wú)持倉(cāng)時(shí)if ((MyUseVar.MyPostion.ShortPostion<=vrandtvol) and (MyUseVar.MyPostion.ShortPostion>0)):vrandvol = random.randint(1,MyUseVar.MyPostion.ShortPostion);MyUseVar.MyPostion.ShortOrder, MyUseVar.MyPostion.ShortOrder1 = vtv.Cover(MyUseVar.sInstrumentID, vrandvol,MyUseVar.vMyAskPrice, MyUseVar.MyPostion.ShortOrder, MyUseVar.MyPostion.ShortOrder1)MyUseVar.MyPostion.ShortOrderFlag = 1;vte.append("訂單:{0} 訂單:{2} 空頭平倉(cāng):{1} 價(jià)格:{3:.2f}".format(MyUseVar.MyPostion.ShortOrder,vrandvol , MyUseVar.MyPostion.ShortOrder1,MyUseVar.vMyAskPrice))# 結(jié)束 持倉(cāng)時(shí)#結(jié)束 (MyPostion.ShortPostion>0 and MyPostion.ShortPostion<vrandtvol):#==================空頭開(kāi)平倉(cāng)操作=================================MyUseVar.vloop = 5#結(jié)束循環(huán)開(kāi)平倉(cāng) vloop=4 步驟if (MyUseVar.vloop==5): #有等待時(shí)間MyUseVar.vWaitInOrder = MyUseVar.vWaitInOrder +1if (MyUseVar.vWaitInOrder>=MyUseVar.vWaitOrderInt):MyUseVar.vWaitInOrder = 0MyUseVar.vloop = 0vte.append("===================================================================================")#結(jié)束時(shí)間間隔#結(jié)束vloop=5 步驟 pass#try:#except BaseException as e:# traceback.print_exc()#=============OnTmr()===================以上代碼為定時(shí)刷新賬戶資金、持倉(cāng)盈虧數(shù)據(jù)及循環(huán)開(kāi)平倉(cāng)操作代碼====================================================if __name__ == "__main__":app = QApplication([])#sys.argv#MainWindow = QtWidgets.QMainWindow()Mui = Ui_UiMainWindow()Mui.ui.show()Mui.ui.textEdit_3.append("QQ:426075")tvapi1 = win32com.client.DispatchWithEvents("TVQhtICtpClientAPI.com.1",myevents) #創(chuàng)建CTPCOM組件實(shí)例 并將事件回調(diào)映射到自定義類(lèi)事件中sys.exit(app.exec_())#app.exec_() # -*- coding: mbcs -*- # Created by makepy.py version 0.5.01 # By python version 3.10.1 (tags/v3.10.1:2cd268a, Dec 6 2021, 19:10:37) [MSC v.1929 64 bit (AMD64)] # From type library 'TopViewQHTCtpCom.dll' # On Mon Jan 16 09:54:20 2023 '' makepy_version = '0.5.01' python_version = 0x30a01f0import win32com.client.CLSIDToClass, pythoncom, pywintypes import win32com.client.util from pywintypes import IID from win32com.client import Dispatch# The following 3 lines may need tweaking for the particular server # Candidates are pythoncom.Missing, .Empty and .ArgNotFound defaultNamedOptArg=pythoncom.Empty defaultNamedNotOptArg=pythoncom.Empty defaultUnnamedArg=pythoncom.EmptyCLSID = IID('{22113AE6-06DA-4875-AE8A-1F4AE4219D3B}') MajorVersion = 1 MinorVersion = 0 LibraryFlags = 8 LCID = 0x0from win32com.client import DispatchBaseClass class ITVQhtICtpClientAPI(DispatchBaseClass):CLSID = IID('{FD3E2400-1A18-45E4-8DAF-DE8840F22C8D}')coclass_clsid = IID('{4F356EF1-932E-48D1-B7A4-CFDE79752627}')def About(self):return self._oleobj_.InvokeTypes(20, LCID, 1, (24, 0), (),)def AppendExchangeTradeTimes(self, ExchangeID=defaultNamedNotOptArg, InstrumentID=defaultNamedNotOptArg, hour=defaultNamedNotOptArg, minute=defaultNamedNotOptArg, TradeTimes=defaultNamedNotOptArg, Flag=defaultNamedNotOptArg, InfoID=pythoncom.Missing, InfoMsg=pythoncom.Missing):return self._ApplyTypes_(40, 1, (24, 0), ((8, 1), (8, 1), (3, 1), (3, 1), (3, 1), (3, 1), (16387, 2), (16392, 2)), 'AppendExchangeTradeTimes', None,ExchangeID, InstrumentID, hour, minute, TradeTimes, Flag, InfoID, InfoMsg)def Buy(self, pszInstrumentID=defaultNamedNotOptArg, Volume=defaultNamedNotOptArg, Price=defaultNamedNotOptArg, OrderID=pythoncom.Missing):return self._ApplyTypes_(6, 1, (24, 0), ((8, 1), (3, 1), (5, 1), (16387, 2)), 'Buy', None,pszInstrumentID, Volume, Price, OrderID)def CancelOrder(self, OrderID=defaultNamedNotOptArg, Status=pythoncom.Missing):return self._ApplyTypes_(2, 1, (24, 0), ((3, 1), (16387, 2)), 'CancelOrder', None,OrderID, Status)def Cover(self, pszInstrumentID=defaultNamedNotOptArg, Volume=defaultNamedNotOptArg, Price=defaultNamedNotOptArg, OrderID=pythoncom.Missing, OrderID1=pythoncom.Missing):return self._ApplyTypes_(8, 1, (24, 0), ((8, 1), (3, 1), (5, 1), (16387, 2), (16387, 2)), 'Cover', None,pszInstrumentID, Volume, Price, OrderID, OrderID1)def CreateBars(self, InstrumentID=defaultNamedNotOptArg, Period=defaultNamedNotOptArg, Counts=pythoncom.Missing, IsOk=pythoncom.Missing):return self._ApplyTypes_(32, 1, (24, 0), ((8, 1), (3, 1), (16387, 2), (16387, 2)), 'CreateBars', None,InstrumentID, Period, Counts, IsOk)def DefMACD(self, InstrumentID=defaultNamedNotOptArg, Period=defaultNamedNotOptArg, Fast=defaultNamedNotOptArg, Slow=defaultNamedNotOptArg, Signal=defaultNamedNotOptArg, Diff=pythoncom.Missing, Dea=pythoncom.Missing):return self._ApplyTypes_(38, 1, (24, 0), ((8, 1), (3, 1), (3, 1), (3, 1), (3, 1), (16389, 2), (16389, 2)), 'DefMACD', None,InstrumentID, Period, Fast, Slow, Signal, Diff, Dea)def DeleteBars(self, InstrumentID=defaultNamedNotOptArg, Period=defaultNamedNotOptArg, IsOk=pythoncom.Missing):return self._ApplyTypes_(33, 1, (24, 0), ((8, 1), (3, 1), (16387, 2)), 'DeleteBars', None,InstrumentID, Period, IsOk)def DeleteExchangeTradeTimes(self, ExchangeID=defaultNamedNotOptArg, InstrumentID=defaultNamedNotOptArg, InfoID=pythoncom.Missing, InfoMsg=pythoncom.Missing):return self._ApplyTypes_(41, 1, (24, 0), ((8, 1), (8, 1), (16387, 2), (16392, 2)), 'DeleteExchangeTradeTimes', None,ExchangeID, InstrumentID, InfoID, InfoMsg)def EMA(self, InstrumentID=defaultNamedNotOptArg, Period=defaultNamedNotOptArg, Counts=defaultNamedNotOptArg, EMA=pythoncom.Missing):return self._ApplyTypes_(35, 1, (24, 0), ((8, 1), (3, 1), (3, 1), (16389, 2)), 'EMA', None,InstrumentID, Period, Counts, EMA)def Free(self):return self._oleobj_.InvokeTypes(22, LCID, 1, (24, 0), (),)def GetAPIVersion(self):# Result is a Unicode objectreturn self._oleobj_.InvokeTypes(3, LCID, 1, (8, 0), (),)def GetAccount(self, PreBalance=pythoncom.Missing, Balance=pythoncom.Missing, PreMargin=pythoncom.Missing, Available=pythoncom.Missing, WithdrawQuota=pythoncom.Missing, ExchangeMargin=pythoncom.Missing, CloseProfit=pythoncom.Missing, PositionProfit=pythoncom.Missing):return self._ApplyTypes_(14, 1, (24, 0), ((16389, 2), (16389, 2), (16389, 2), (16389, 2), (16389, 2), (16389, 2), (16389, 2), (16389, 2)), 'GetAccount', None,PreBalance, Balance, PreMargin, Available, WithdrawQuota, ExchangeMargin, CloseProfit, PositionProfit)def GetBars(self, InstrumentID=defaultNamedNotOptArg, Period=defaultNamedNotOptArg, index=defaultNamedNotOptArg, Max=pythoncom.Missing, Open=pythoncom.Missing, Close=pythoncom.Missing, Hight=pythoncom.Missing, Low=pythoncom.Missing, Volume=pythoncom.Missing, Counts=pythoncom.Missing, UpdateTime=pythoncom.Missing):return self._ApplyTypes_(39, 1, (24, 0), ((8, 1), (3, 1), (3, 1), (16387, 2), (16389, 2), (16389, 2), (16389, 2), (16389, 2), (16387, 2), (16387, 2), (16392, 2)), 'GetBars', None,InstrumentID, Period, index, Max, Open, Close, Hight, Low, Volume, Counts, UpdateTime)def GetHisOrderList(self, InstrumentID=defaultNamedNotOptArg, GetFlag=pythoncom.Missing):return self._ApplyTypes_(18, 1, (24, 0), ((8, 1), (16387, 2)), 'GetHisOrderList', None,InstrumentID, GetFlag)def GetInstrumentInfo(self, InstrumentID=defaultNamedNotOptArg, Multiply=pythoncom.Missing, PriceUnit=pythoncom.Missing, MarginRate=pythoncom.Missing, ExpireDate=pythoncom.Missing):return self._ApplyTypes_(12, 1, (24, 0), ((8, 1), (16389, 2), (16389, 2), (16389, 2), (16392, 2)), 'GetInstrumentInfo', None,InstrumentID, Multiply, PriceUnit, MarginRate, ExpireDate)def GetInstrumentInfoOut(self, InstrumentID=defaultNamedNotOptArg, Multiply=pythoncom.Missing, PriceUnit=pythoncom.Missing, MarginRate=pythoncom.Missing, ExpireDate=pythoncom.Missing):return self._ApplyTypes_(37, 1, (24, 0), ((8, 1), (16389, 2), (16389, 2), (16389, 2), (16392, 2)), 'GetInstrumentInfoOut', None,InstrumentID, Multiply, PriceUnit, MarginRate, ExpireDate)def GetInstrumentRatio(self, InstrumentID=defaultNamedNotOptArg, OpenRatioByMoney=pythoncom.Missing, OpenRatioByVolume=pythoncom.Missing, CloseRatioByMoney=pythoncom.Missing, CloseRatioByVolume=pythoncom.Missing, CloseTodayRatioByMoney=pythoncom.Missing, CloseTodayRatioByVolume=pythoncom.Missing):return self._ApplyTypes_(26, 1, (24, 0), ((8, 1), (16389, 2), (16389, 2), (16389, 2), (16389, 2), (16389, 2), (16389, 2)), 'GetInstrumentRatio', None,InstrumentID, OpenRatioByMoney, OpenRatioByVolume, CloseRatioByMoney, CloseRatioByVolume, CloseTodayRatioByMoney, CloseTodayRatioByVolume)def GetMarketData(self, InstrumentID=defaultNamedNotOptArg, YdClose=pythoncom.Missing, YdSettlement=pythoncom.Missing, Open=pythoncom.Missing, Last=pythoncom.Missing, Bid1=pythoncom.Missing, Ask1=pythoncom.Missing, Bid1Volume=pythoncom.Missing, Ask1Volume=pythoncom.Missing, Highest=pythoncom.Missing, Lowest=pythoncom.Missing, TradedVolume=pythoncom.Missing, TradedAmmount=pythoncom.Missing):return self._ApplyTypes_(23, 1, (24, 0), ((8, 1), (16389, 2), (16389, 2), (16389, 2), (16389, 2), (16389, 2), (16389, 2), (16387, 2), (16387, 2), (16389, 2), (16389, 2), (16387, 2), (16389, 2)), 'GetMarketData', None,InstrumentID, YdClose, YdSettlement, Open, Last, Bid1, Ask1, Bid1Volume, Ask1Volume, Highest, Lowest, TradedVolume, TradedAmmount)def GetOutExchangeTradeTimes(self, ExchangeID=defaultNamedNotOptArg, InstrumentID=defaultNamedNotOptArg):return self._oleobj_.InvokeTypes(42, LCID, 1, (24, 0), ((8, 1), (8, 1)),ExchangeID, InstrumentID)def GetPosition(self, InstrumentID=defaultNamedNotOptArg, LongPosition=pythoncom.Missing, LongYdPosition=pythoncom.Missing, LongFrozen=pythoncom.Missing, LongPositionPrice=pythoncom.Missing, ShortPosition=pythoncom.Missing, ShortYdPosition=pythoncom.Missing, ShortFrozen=pythoncom.Missing, ShortPositionPrice=pythoncom.Missing):return self._ApplyTypes_(17, 1, (24, 0), ((8, 1), (16387, 2), (16387, 2), (16387, 2), (16389, 2), (16387, 2), (16387, 2), (16387, 2), (16389, 2)), 'GetPosition', None,InstrumentID, LongPosition, LongYdPosition, LongFrozen, LongPositionPrice, ShortPosition, ShortYdPosition, ShortFrozen, ShortPositionPrice)def GetPositionDetail(self, InstrumentID=defaultNamedNotOptArg):return self._oleobj_.InvokeTypes(13, LCID, 1, (24, 0), ((8, 1),),InstrumentID)def GetPositionPlus(self, InstrumentID=defaultNamedNotOptArg, LongPosition=pythoncom.Missing, LongYdPosition=pythoncom.Missing, LongFrozen=pythoncom.Missing, LongSuspendPostion=pythoncom.Missing, LongPositionPrice=pythoncom.Missing, LongPositionProfit=pythoncom.Missing, ShortPosition=pythoncom.Missing, ShortYdPosition=pythoncom.Missing, ShortFrozen=pythoncom.Missing, ShortSuspendPostion=pythoncom.Missing, ShortPositionPrice=pythoncom.Missing, ShortPositionProfit=pythoncom.Missing, BidPrice=pythoncom.Missing, AskPrice=pythoncom.Missing):return self._ApplyTypes_(31, 1, (24, 0), ((8, 1), (16387, 2), (16387, 2), (16387, 2), (16387, 2), (16389, 2), (16389, 2), (16387, 2), (16387, 2), (16387, 2), (16387, 2), (16389, 2), (16389, 2), (16389, 2), (16389, 2)), 'GetPositionPlus', None,InstrumentID, LongPosition, LongYdPosition, LongFrozen, LongSuspendPostion, LongPositionPrice, LongPositionProfit, ShortPosition, ShortYdPosition, ShortFrozen, ShortSuspendPostion, ShortPositionPrice, ShortPositionProfit, BidPrice, AskPrice)def GetRealAccount(self, PreBalance=pythoncom.Missing, Balance=pythoncom.Missing, PreMargin=pythoncom.Missing, Available=pythoncom.Missing, WithdrawQuota=pythoncom.Missing, ExchangeMargin=pythoncom.Missing, CloseProfit=pythoncom.Missing, PositionProfit=pythoncom.Missing):return self._ApplyTypes_(27, 1, (24, 0), ((16389, 2), (16389, 2), (16389, 2), (16389, 2), (16389, 2), (16389, 2), (16389, 2), (16389, 2)), 'GetRealAccount', None,PreBalance, Balance, PreMargin, Available, WithdrawQuota, ExchangeMargin, CloseProfit, PositionProfit)def GetRealPosition(self, InstrumentID=defaultNamedNotOptArg, LongPosition=pythoncom.Missing, LongYdPosition=pythoncom.Missing, LongFrozen=pythoncom.Missing, LongPositionPrice=pythoncom.Missing, ShortPosition=pythoncom.Missing, ShortYdPosition=pythoncom.Missing, ShortFrozen=pythoncom.Missing, ShortPositionPrice=pythoncom.Missing):return self._ApplyTypes_(28, 1, (24, 0), ((8, 1), (16387, 2), (16387, 2), (16387, 2), (16389, 2), (16387, 2), (16387, 2), (16387, 2), (16389, 2)), 'GetRealPosition', None,InstrumentID, LongPosition, LongYdPosition, LongFrozen, LongPositionPrice, ShortPosition, ShortYdPosition, ShortFrozen, ShortPositionPrice)def GetTradeInfo(self, InstrumentID=defaultNamedNotOptArg):return self._oleobj_.InvokeTypes(15, LCID, 1, (24, 0), ((8, 1),),InstrumentID)def GetTradingDay(self):# Result is a Unicode objectreturn self._oleobj_.InvokeTypes(10, LCID, 1, (8, 0), (),)def IsOrderOpen(self, OrderID=defaultNamedNotOptArg, CanCacel=pythoncom.Missing):return self._ApplyTypes_(11, 1, (24, 0), ((3, 1), (16387, 2)), 'IsOrderOpen', None,OrderID, CanCacel)def LogOut(self):return self._oleobj_.InvokeTypes(21, LCID, 1, (24, 0), (),)def Login(self, vConfigIiniFile=defaultNamedNotOptArg, vuserid=defaultNamedNotOptArg, vpassword=defaultNamedNotOptArg, ErrorID=pythoncom.Missing, RegResultInfo=pythoncom.Missing):return self._ApplyTypes_(1, 1, (24, 0), ((8, 1), (8, 1), (8, 1), (16387, 2), (16392, 2)), 'Login', None,vConfigIiniFile, vuserid, vpassword, ErrorID, RegResultInfo)def MA(self, InstrumentID=defaultNamedNotOptArg, Period=defaultNamedNotOptArg, Counts=defaultNamedNotOptArg, MA=pythoncom.Missing):return self._ApplyTypes_(34, 1, (24, 0), ((8, 1), (3, 1), (3, 1), (16389, 2)), 'MA', None,InstrumentID, Period, Counts, MA)def MACD(self, InstrumentID=defaultNamedNotOptArg, Period=defaultNamedNotOptArg, Diff=pythoncom.Missing, Dea=pythoncom.Missing):return self._ApplyTypes_(36, 1, (24, 0), ((8, 1), (3, 1), (16389, 2), (16389, 2)), 'MACD', None,InstrumentID, Period, Diff, Dea)def PasswordUpdate(self, NewPassWord=defaultNamedNotOptArg):return self._oleobj_.InvokeTypes(24, LCID, 1, (24, 0), ((8, 1),),NewPassWord)def PlaceOrder(self, pszInstrumentID=defaultNamedNotOptArg, IsBuy=defaultNamedNotOptArg, IsOpen=defaultNamedNotOptArg, Volume=defaultNamedNotOptArg, Price=defaultNamedNotOptArg, OrderID=pythoncom.Missing):return self._ApplyTypes_(19, 1, (24, 0), ((8, 1), (3, 1), (3, 1), (3, 1), (5, 1), (16387, 2)), 'PlaceOrder', None,pszInstrumentID, IsBuy, IsOpen, Volume, Price, OrderID)def PrintOrderInfo(self):return self._oleobj_.InvokeTypes(25, LCID, 1, (24, 0), (),)def Sell(self, pszInstrumentID=defaultNamedNotOptArg, Volume=defaultNamedNotOptArg, Price=defaultNamedNotOptArg, OrderID=pythoncom.Missing, OrderID1=pythoncom.Missing):return self._ApplyTypes_(9, 1, (24, 0), ((8, 1), (3, 1), (5, 1), (16387, 2), (16387, 2)), 'Sell', None,pszInstrumentID, Volume, Price, OrderID, OrderID1)def SetOrderCloseMode(self, CloseMode=defaultNamedNotOptArg, SetOk=pythoncom.Missing):return self._ApplyTypes_(30, 1, (24, 0), ((3, 1), (16387, 2)), 'SetOrderCloseMode', None,CloseMode, SetOk)def SettlementInfoConfirm(self):return self._oleobj_.InvokeTypes(16, LCID, 1, (24, 0), (),)def Short(self, pszInstrumentID=defaultNamedNotOptArg, Volume=defaultNamedNotOptArg, Price=defaultNamedNotOptArg, OrderID=pythoncom.Missing):return self._ApplyTypes_(7, 1, (24, 0), ((8, 1), (3, 1), (5, 1), (16387, 2)), 'Short', None,pszInstrumentID, Volume, Price, OrderID)def SubscribeDepthMD(self, InstrumentID=defaultNamedNotOptArg):return self._oleobj_.InvokeTypes(29, LCID, 1, (24, 0), ((8, 1),),InstrumentID)def SubscribeMD(self, InstrumentID=defaultNamedNotOptArg):return self._oleobj_.InvokeTypes(4, LCID, 1, (24, 0), ((8, 1),),InstrumentID)def UnSubscribeMD(self, InstrumentID=defaultNamedNotOptArg):return self._oleobj_.InvokeTypes(5, LCID, 1, (24, 0), ((8, 1),),InstrumentID)_prop_map_get_ = {}_prop_map_put_ = {}def __iter__(self):"Return a Python iterator for this object"try:ob = self._oleobj_.InvokeTypes(-4,LCID,3,(13, 10),())except pythoncom.error:raise TypeError("This object does not support enumeration")return win32com.client.util.Iterator(ob, None)class _ITVQhtICtpClientAPIEvents:CLSID = CLSID_Sink = IID('{BF886C94-57F1-4532-B4A4-3ADA86317BDC}')coclass_clsid = IID('{4F356EF1-932E-48D1-B7A4-CFDE79752627}')_public_methods_ = [] # For COM Server support_dispid_to_func_ = {1 : "OnMarketData",2 : "OnEventsInfo",3 : "OnInstrumentStatus",4 : "OnTradeConnected",5 : "OnTradeDisconnected",6 : "OnMDConnected",7 : "OnMDDisconnected",8 : "OnOrder",9 : "OnTrade",10 : "OnOrderCanceled",11 : "OnOrderActionFailed",12 : "OnInitFinished",13 : "OnGetPositionDetail",14 : "OnGetInstrument",15 : "OnRspError",16 : "OnOutPosition",17 : "OnDepthMarketData",18 : "OnPushCancleOrder",19 : "OnRspQryOrder",20 : "OnRspQryTrade",21 : "OnOutProgress",22 : "OnOutBars",23 : "OnOutExchangeTradeTimes",}def __init__(self, oobj = None):if oobj is None:self._olecp = Noneelse:import win32com.server.utilfrom win32com.server.policy import EventHandlerPolicycpc=oobj._oleobj_.QueryInterface(pythoncom.IID_IConnectionPointContainer)cp=cpc.FindConnectionPoint(self.CLSID_Sink)cookie=cp.Advise(win32com.server.util.wrap(self, usePolicy=EventHandlerPolicy))self._olecp,self._olecp_cookie = cp,cookiedef __del__(self):try:self.close()except pythoncom.com_error:passdef close(self):if self._olecp is not None:cp,cookie,self._olecp,self._olecp_cookie = self._olecp,self._olecp_cookie,None,Nonecp.Unadvise(cookie)def _query_interface_(self, iid):import win32com.server.utilif iid==self.CLSID_Sink: return win32com.server.util.wrap(self)# Event Handlers# If you create handlers, they should have the following prototypes: # def OnMarketData(self, InstrumentID=defaultNamedNotOptArg, BidPrice1=defaultNamedNotOptArg, BidVolume1=defaultNamedNotOptArg, AskPrice1=defaultNamedNotOptArg # , AskVolume1=defaultNamedNotOptArg, OpenPrice=defaultNamedNotOptArg, HighestPrice=defaultNamedNotOptArg, LowestPrice=defaultNamedNotOptArg, LastPrice=defaultNamedNotOptArg # , OpenInterest=defaultNamedNotOptArg, Volume=defaultNamedNotOptArg, UpperLimitPrice=defaultNamedNotOptArg, LowerLimitPrice=defaultNamedNotOptArg, PreSettlementPrice=defaultNamedNotOptArg # , AveragePrice=defaultNamedNotOptArg, UpdateTime=defaultNamedNotOptArg, UpdateMilliSecond=defaultNamedNotOptArg): # def OnEventsInfo(self, InfoID=defaultNamedNotOptArg, MsgInfo=defaultNamedNotOptArg): # def OnInstrumentStatus(self, InstrumentID=defaultNamedNotOptArg, ExchangeID=defaultNamedNotOptArg, EnterTime=defaultNamedNotOptArg, NewState=defaultNamedNotOptArg): # def OnTradeConnected(self): # def OnTradeDisconnected(self): # def OnMDConnected(self): # def OnMDDisconnected(self): # def OnOrder(self, OrderID=defaultNamedNotOptArg, InstrumentID=defaultNamedNotOptArg, IsBuy=defaultNamedNotOptArg, IsOpen=defaultNamedNotOptArg # , Volume=defaultNamedNotOptArg, Price=defaultNamedNotOptArg, TradedVolume=defaultNamedNotOptArg, AvgTradePrice=defaultNamedNotOptArg, OrderStatus=defaultNamedNotOptArg # , OrderSysID=defaultNamedNotOptArg, BrokerOrderSeq=defaultNamedNotOptArg, OrderLocalID=defaultNamedNotOptArg, InsertTime=defaultNamedNotOptArg, ErrorID=defaultNamedNotOptArg # , ErrorMsg=defaultNamedNotOptArg, HedgeType=defaultNamedNotOptArg): # def OnTrade(self, OrderID=defaultNamedNotOptArg, OrderSysID=defaultNamedNotOptArg, OrderLocalID=defaultNamedNotOptArg, TradeID=defaultNamedNotOptArg # , InstrumentID=defaultNamedNotOptArg, IsBuy=defaultNamedNotOptArg, IsOpen=defaultNamedNotOptArg, Volume=defaultNamedNotOptArg, ThisTradePrice=defaultNamedNotOptArg # , TradeTime=defaultNamedNotOptArg, OrderStatus=defaultNamedNotOptArg): # def OnOrderCanceled(self, OrderID=defaultNamedNotOptArg, ErrorID=defaultNamedNotOptArg, ErrorMsg=defaultNamedNotOptArg): # def OnOrderActionFailed(self, OrderID=defaultNamedNotOptArg, ErrorID=defaultNamedNotOptArg, ErrorMsg=defaultNamedNotOptArg): # def OnInitFinished(self): # def OnGetPositionDetail(self, InstrumentID=defaultNamedNotOptArg, OpenDate=defaultNamedNotOptArg, OrderID=defaultNamedNotOptArg, TradeID=defaultNamedNotOptArg # , Direction=defaultNamedNotOptArg, Volume=defaultNamedNotOptArg, CloseVolume=defaultNamedNotOptArg, OpenPrice=defaultNamedNotOptArg, PositionProfitByDate=defaultNamedNotOptArg # , PositionProfitByTrade=defaultNamedNotOptArg, Margin=defaultNamedNotOptArg, LastSettlementPrice=defaultNamedNotOptArg, SettlementPrice=defaultNamedNotOptArg, CloseProfitByDate=defaultNamedNotOptArg # , CloseProfitByTrade=defaultNamedNotOptArg, CloseAmount=defaultNamedNotOptArg, TimeFirstVolume=defaultNamedNotOptArg, MarginRateByMoney=defaultNamedNotOptArg, MarginRateByVolume=defaultNamedNotOptArg): # def OnGetInstrument(self, ExchangeID=defaultNamedNotOptArg, InstrumentID=defaultNamedNotOptArg, ExchangeInstID=defaultNamedNotOptArg, InstrumentName=defaultNamedNotOptArg # , ProductClass=defaultNamedNotOptArg, MaxMarketOrderVolume=defaultNamedNotOptArg, MinMarketOrderVolume=defaultNamedNotOptArg, MaxLimitOrderVolume=defaultNamedNotOptArg, MinLimitOrderVolume=defaultNamedNotOptArg # , VolumeMultiple=defaultNamedNotOptArg, PriceTick=defaultNamedNotOptArg, ExpireDate=defaultNamedNotOptArg, IsTrading=defaultNamedNotOptArg, LongMarginRatio=defaultNamedNotOptArg # , ShortMarginRatio=defaultNamedNotOptArg, OptionsType=defaultNamedNotOptArg, ProductID=defaultNamedNotOptArg, CombinationType=defaultNamedNotOptArg, bIsLast=defaultNamedNotOptArg): # def OnRspError(self, ErrorID=defaultNamedNotOptArg, ErrorMsg=defaultNamedNotOptArg): # def OnOutPosition(self, InstrumentID=defaultNamedNotOptArg, LongPostion=defaultNamedNotOptArg, LongYDPostion=defaultNamedNotOptArg, LongFrozen=defaultNamedNotOptArg # , LongSuspendPostion=defaultNamedNotOptArg, LongPositionPrice=defaultNamedNotOptArg, LongProfit=defaultNamedNotOptArg, ShortPostion=defaultNamedNotOptArg, ShortYDPostion=defaultNamedNotOptArg # , ShortFrozen=defaultNamedNotOptArg, ShortSuspendPostion=defaultNamedNotOptArg, ShortPositionPrice=defaultNamedNotOptArg, ShortProfit=defaultNamedNotOptArg): # def OnDepthMarketData(self, InstrumentID=defaultNamedNotOptArg, BidPrice1=defaultNamedNotOptArg, BidVolume1=defaultNamedNotOptArg, AskPrice1=defaultNamedNotOptArg # , AskVolume1=defaultNamedNotOptArg, BidPrice2=defaultNamedNotOptArg, BidVolume2=defaultNamedNotOptArg, AskPrice2=defaultNamedNotOptArg, AskVolume2=defaultNamedNotOptArg # , BidPrice3=defaultNamedNotOptArg, BidVolume3=defaultNamedNotOptArg, AskPrice3=defaultNamedNotOptArg, AskVolume3=defaultNamedNotOptArg, BidPrice4=defaultNamedNotOptArg # , BidVolume4=defaultNamedNotOptArg, AskPrice4=defaultNamedNotOptArg, AskVolume4=defaultNamedNotOptArg, BidPrice5=defaultNamedNotOptArg, BidVolume5=defaultNamedNotOptArg # , AskPrice5=defaultNamedNotOptArg, AskVolume5=defaultNamedNotOptArg, OpenPrice=defaultNamedNotOptArg, HighestPrice=defaultNamedNotOptArg, LowestPrice=defaultNamedNotOptArg # , LastPrice=defaultNamedNotOptArg, OpenInterest=defaultNamedNotOptArg, Volume=defaultNamedNotOptArg, UpperLimitPrice=defaultNamedNotOptArg, LowerLimitPrice=defaultNamedNotOptArg # , PreSettlementPrice=defaultNamedNotOptArg, AveragePrice=defaultNamedNotOptArg, UpdateTime=defaultNamedNotOptArg, UpdateMilliSecond=defaultNamedNotOptArg): # def OnPushCancleOrder(self, OrderID=defaultNamedNotOptArg, InsertTime=defaultNamedNotOptArg, InstrumentID=defaultNamedNotOptArg, IsBuy=defaultNamedNotOptArg # , IsOpen=defaultNamedNotOptArg, Volume=defaultNamedNotOptArg, TradedVolume=defaultNamedNotOptArg, Price=defaultNamedNotOptArg, OrderStatus=defaultNamedNotOptArg): # def OnRspQryOrder(self, OrderID=defaultNamedNotOptArg, InstrumentID=defaultNamedNotOptArg, IsBuy=defaultNamedNotOptArg, IsOpen=defaultNamedNotOptArg # , Volume=defaultNamedNotOptArg, Price=defaultNamedNotOptArg, TradedVolume=defaultNamedNotOptArg, AvgTradePrice=defaultNamedNotOptArg, OrderStatus=defaultNamedNotOptArg # , OrderSysID=defaultNamedNotOptArg, BrokerOrderSeq=defaultNamedNotOptArg, OrderLocalID=defaultNamedNotOptArg, InsertTime=defaultNamedNotOptArg, ErrorID=defaultNamedNotOptArg # , ErrorMsg=defaultNamedNotOptArg, HedgeType=defaultNamedNotOptArg): # def OnRspQryTrade(self, OrderID=defaultNamedNotOptArg, TradeID=defaultNamedNotOptArg, InstrumentID=defaultNamedNotOptArg, OrderSysID=defaultNamedNotOptArg # , OrderLocalID=defaultNamedNotOptArg, BrokerOrderSeq=defaultNamedNotOptArg, IsBuy=defaultNamedNotOptArg, IsOpen=defaultNamedNotOptArg, Volume=defaultNamedNotOptArg # , Price=defaultNamedNotOptArg, TradeDate=defaultNamedNotOptArg, TradeTime=defaultNamedNotOptArg): # def OnOutProgress(self, ProFlag=defaultNamedNotOptArg, MaxInt=defaultNamedNotOptArg, Position=defaultNamedNotOptArg): # def OnOutBars(self, InstrumentID=defaultNamedNotOptArg, Period=defaultNamedNotOptArg, Counts=defaultNamedNotOptArg, Hight=defaultNamedNotOptArg # , Low=defaultNamedNotOptArg, Open=defaultNamedNotOptArg, Close=defaultNamedNotOptArg, CreatTime=defaultNamedNotOptArg): # def OnOutExchangeTradeTimes(self, ExchangeID=defaultNamedNotOptArg, InstrumentID=defaultNamedNotOptArg, OpenTime=defaultNamedNotOptArg, CloseTime=defaultNamedNotOptArg # , TradeMins=defaultNamedNotOptArg, Flag=defaultNamedNotOptArg):from win32com.client import CoClassBaseClass # This CoClass is known by the name 'TVQhtICtpClientAPI.com.1' class TVQhtICtpClientAPI(CoClassBaseClass): # A CoClassCLSID = IID('{4F356EF1-932E-48D1-B7A4-CFDE79752627}')coclass_sources = [_ITVQhtICtpClientAPIEvents,]default_source = _ITVQhtICtpClientAPIEventscoclass_interfaces = [ITVQhtICtpClientAPI,]default_interface = ITVQhtICtpClientAPIITVQhtICtpClientAPI_vtables_dispatch_ = 1 ITVQhtICtpClientAPI_vtables_ = [(( 'Login' , 'vConfigIiniFile' , 'vuserid' , 'vpassword' , 'ErrorID' , 'RegResultInfo' , ), 1, (1, (), [ (8, 1, None, None) , (8, 1, None, None) , (8, 1, None, None) , (16387, 2, None, None) , (16392, 2, None, None) , ], 1 , 1 , 4 , 0 , 56 , (3, 0, None, None) , 0 , )),(( 'CancelOrder' , 'OrderID' , 'Status' , ), 2, (2, (), [ (3, 1, None, None) , (16387, 2, None, None) , ], 1 , 1 , 4 , 0 , 64 , (3, 0, None, None) , 0 , )),(( 'GetAPIVersion' , 'vVersion' , ), 3, (3, (), [ (16392, 10, None, None) , ], 1 , 1 , 4 , 0 , 72 , (3, 0, None, None) , 0 , )),(( 'SubscribeMD' , 'InstrumentID' , ), 4, (4, (), [ (8, 1, None, None) , ], 1 , 1 , 4 , 0 , 80 , (3, 0, None, None) , 0 , )),(( 'UnSubscribeMD' , 'InstrumentID' , ), 5, (5, (), [ (8, 1, None, None) , ], 1 , 1 , 4 , 0 , 88 , (3, 0, None, None) , 0 , )),(( 'Buy' , 'pszInstrumentID' , 'Volume' , 'Price' , 'OrderID' , ), 6, (6, (), [ (8, 1, None, None) , (3, 1, None, None) , (5, 1, None, None) , (16387, 2, None, None) , ], 1 , 1 , 4 , 0 , 96 , (3, 0, None, None) , 0 , )),(( 'Short' , 'pszInstrumentID' , 'Volume' , 'Price' , 'OrderID' , ), 7, (7, (), [ (8, 1, None, None) , (3, 1, None, None) , (5, 1, None, None) , (16387, 2, None, None) , ], 1 , 1 , 4 , 0 , 104 , (3, 0, None, None) , 0 , )),(( 'Cover' , 'pszInstrumentID' , 'Volume' , 'Price' , 'OrderID' , 'OrderID1' , ), 8, (8, (), [ (8, 1, None, None) , (3, 1, None, None) , (5, 1, None, None) , (16387, 2, None, None) , (16387, 2, None, None) , ], 1 , 1 , 4 , 0 , 112 , (3, 0, None, None) , 0 , )),(( 'Sell' , 'pszInstrumentID' , 'Volume' , 'Price' , 'OrderID' , 'OrderID1' , ), 9, (9, (), [ (8, 1, None, None) , (3, 1, None, None) , (5, 1, None, None) , (16387, 2, None, None) , (16387, 2, None, None) , ], 1 , 1 , 4 , 0 , 120 , (3, 0, None, None) , 0 , )),(( 'GetTradingDay' , 'TradingDay' , ), 10, (10, (), [ (16392, 10, None, None) , ], 1 , 1 , 4 , 0 , 128 , (3, 0, None, None) , 0 , )),(( 'IsOrderOpen' , 'OrderID' , 'CanCacel' , ), 11, (11, (), [ (3, 1, None, None) , (16387, 2, None, None) , ], 1 , 1 , 4 , 0 , 136 , (3, 0, None, None) , 0 , )),(( 'GetInstrumentInfo' , 'InstrumentID' , 'Multiply' , 'PriceUnit' , 'MarginRate' , 'ExpireDate' , ), 12, (12, (), [ (8, 1, None, None) , (16389, 2, None, None) , (16389, 2, None, None) , (16389, 2, None, None) , (16392, 2, None, None) , ], 1 , 1 , 4 , 0 , 144 , (3, 0, None, None) , 0 , )),(( 'GetPositionDetail' , 'InstrumentID' , ), 13, (13, (), [ (8, 1, None, None) , ], 1 , 1 , 4 , 0 , 152 , (3, 0, None, None) , 0 , )),(( 'GetAccount' , 'PreBalance' , 'Balance' , 'PreMargin' , 'Available' , 'WithdrawQuota' , 'ExchangeMargin' , 'CloseProfit' , 'PositionProfit' , ), 14, (14, (), [ (16389, 2, None, None) , (16389, 2, None, None) , (16389, 2, None, None) , (16389, 2, None, None) , (16389, 2, None, None) , (16389, 2, None, None) , (16389, 2, None, None) , (16389, 2, None, None) , ], 1 , 1 , 4 , 0 , 160 , (3, 0, None, None) , 0 , )),(( 'GetTradeInfo' , 'InstrumentID' , ), 15, (15, (), [ (8, 1, None, None) , ], 1 , 1 , 4 , 0 , 168 , (3, 0, None, None) , 0 , )),(( 'SettlementInfoConfirm' , ), 16, (16, (), [ ], 1 , 1 , 4 , 0 , 176 , (3, 0, None, None) , 0 , )),(( 'GetPosition' , 'InstrumentID' , 'LongPosition' , 'LongYdPosition' , 'LongFrozen' , 'LongPositionPrice' , 'ShortPosition' , 'ShortYdPosition' , 'ShortFrozen' , 'ShortPositionPrice' , ), 17, (17, (), [ (8, 1, None, None) , (16387, 2, None, None) , (16387, 2, None, None) , (16387, 2, None, None) , (16389, 2, None, None) , (16387, 2, None, None) , (16387, 2, None, None) , (16387, 2, None, None) , (16389, 2, None, None) , ], 1 , 1 , 4 , 0 , 184 , (3, 0, None, None) , 0 , )),(( 'GetHisOrderList' , 'InstrumentID' , 'GetFlag' , ), 18, (18, (), [ (8, 1, None, None) , (16387, 2, None, None) , ], 1 , 1 , 4 , 0 , 192 , (3, 0, None, None) , 0 , )),(( 'PlaceOrder' , 'pszInstrumentID' , 'IsBuy' , 'IsOpen' , 'Volume' , 'Price' , 'OrderID' , ), 19, (19, (), [ (8, 1, None, None) , (3, 1, None, None) , (3, 1, None, None) , (3, 1, None, None) , (5, 1, None, None) , (16387, 2, None, None) , ], 1 , 1 , 4 , 0 , 200 , (3, 0, None, None) , 0 , )),(( 'About' , ), 20, (20, (), [ ], 1 , 1 , 4 , 0 , 208 , (3, 0, None, None) , 0 , )),(( 'LogOut' , ), 21, (21, (), [ ], 1 , 1 , 4 , 0 , 216 , (3, 0, None, None) , 0 , )),(( 'Free' , ), 22, (22, (), [ ], 1 , 1 , 4 , 0 , 224 , (3, 0, None, None) , 0 , )),(( 'GetMarketData' , 'InstrumentID' , 'YdClose' , 'YdSettlement' , 'Open' , 'Last' , 'Bid1' , 'Ask1' , 'Bid1Volume' , 'Ask1Volume' , 'Highest' , 'Lowest' , 'TradedVolume' , 'TradedAmmount' , ), 23, (23, (), [ (8, 1, None, None) , (16389, 2, None, None) , (16389, 2, None, None) , (16389, 2, None, None) , (16389, 2, None, None) , (16389, 2, None, None) , (16389, 2, None, None) , (16387, 2, None, None) , (16387, 2, None, None) , (16389, 2, None, None) , (16389, 2, None, None) , (16387, 2, None, None) , (16389, 2, None, None) , ], 1 , 1 , 4 , 0 , 232 , (3, 0, None, None) , 0 , )),(( 'PasswordUpdate' , 'NewPassWord' , ), 24, (24, (), [ (8, 1, None, None) , ], 1 , 1 , 4 , 0 , 240 , (3, 0, None, None) , 0 , )),(( 'PrintOrderInfo' , ), 25, (25, (), [ ], 1 , 1 , 4 , 0 , 248 , (3, 0, None, None) , 0 , )),(( 'GetInstrumentRatio' , 'InstrumentID' , 'OpenRatioByMoney' , 'OpenRatioByVolume' , 'CloseRatioByMoney' , 'CloseRatioByVolume' , 'CloseTodayRatioByMoney' , 'CloseTodayRatioByVolume' , ), 26, (26, (), [ (8, 1, None, None) , (16389, 2, None, None) , (16389, 2, None, None) , (16389, 2, None, None) , (16389, 2, None, None) , (16389, 2, None, None) , (16389, 2, None, None) , ], 1 , 1 , 4 , 0 , 256 , (3, 0, None, None) , 0 , )),(( 'GetRealAccount' , 'PreBalance' , 'Balance' , 'PreMargin' , 'Available' , 'WithdrawQuota' , 'ExchangeMargin' , 'CloseProfit' , 'PositionProfit' , ), 27, (27, (), [ (16389, 2, None, None) , (16389, 2, None, None) , (16389, 2, None, None) , (16389, 2, None, None) , (16389, 2, None, None) , (16389, 2, None, None) , (16389, 2, None, None) , (16389, 2, None, None) , ], 1 , 1 , 4 , 0 , 264 , (3, 0, None, None) , 0 , )),(( 'GetRealPosition' , 'InstrumentID' , 'LongPosition' , 'LongYdPosition' , 'LongFrozen' , 'LongPositionPrice' , 'ShortPosition' , 'ShortYdPosition' , 'ShortFrozen' , 'ShortPositionPrice' , ), 28, (28, (), [ (8, 1, None, None) , (16387, 2, None, None) , (16387, 2, None, None) , (16387, 2, None, None) , (16389, 2, None, None) , (16387, 2, None, None) , (16387, 2, None, None) , (16387, 2, None, None) , (16389, 2, None, None) , ], 1 , 1 , 4 , 0 , 272 , (3, 0, None, None) , 0 , )),(( 'SubscribeDepthMD' , 'InstrumentID' , ), 29, (29, (), [ (8, 1, None, None) , ], 1 , 1 , 4 , 0 , 280 , (3, 0, None, None) , 0 , )),(( 'SetOrderCloseMode' , 'CloseMode' , 'SetOk' , ), 30, (30, (), [ (3, 1, None, None) , (16387, 2, None, None) , ], 1 , 1 , 4 , 0 , 288 , (3, 0, None, None) , 0 , )),(( 'GetPositionPlus' , 'InstrumentID' , 'LongPosition' , 'LongYdPosition' , 'LongFrozen' , 'LongSuspendPostion' , 'LongPositionPrice' , 'LongPositionProfit' , 'ShortPosition' , 'ShortYdPosition' , 'ShortFrozen' , 'ShortSuspendPostion' , 'ShortPositionPrice' , 'ShortPositionProfit' , 'BidPrice' , 'AskPrice' , ), 31, (31, (), [ (8, 1, None, None) , (16387, 2, None, None) , (16387, 2, None, None) , (16387, 2, None, None) , (16387, 2, None, None) , (16389, 2, None, None) , (16389, 2, None, None) , (16387, 2, None, None) , (16387, 2, None, None) , (16387, 2, None, None) , (16387, 2, None, None) , (16389, 2, None, None) , (16389, 2, None, None) , (16389, 2, None, None) , (16389, 2, None, None) , ], 1 , 1 , 4 , 0 , 296 , (3, 0, None, None) , 0 , )),(( 'CreateBars' , 'InstrumentID' , 'Period' , 'Counts' , 'IsOk' , ), 32, (32, (), [ (8, 1, None, None) , (3, 1, None, None) , (16387, 2, None, None) , (16387, 2, None, None) , ], 1 , 1 , 4 , 0 , 304 , (3, 0, None, None) , 0 , )),(( 'DeleteBars' , 'InstrumentID' , 'Period' , 'IsOk' , ), 33, (33, (), [ (8, 1, None, None) , (3, 1, None, None) , (16387, 2, None, None) , ], 1 , 1 , 4 , 0 , 312 , (3, 0, None, None) , 0 , )),(( 'MA' , 'InstrumentID' , 'Period' , 'Counts' , 'MA' , ), 34, (34, (), [ (8, 1, None, None) , (3, 1, None, None) , (3, 1, None, None) , (16389, 2, None, None) , ], 1 , 1 , 4 , 0 , 320 , (3, 0, None, None) , 0 , )),(( 'EMA' , 'InstrumentID' , 'Period' , 'Counts' , 'EMA' , ), 35, (35, (), [ (8, 1, None, None) , (3, 1, None, None) , (3, 1, None, None) , (16389, 2, None, None) , ], 1 , 1 , 4 , 0 , 328 , (3, 0, None, None) , 0 , )),(( 'MACD' , 'InstrumentID' , 'Period' , 'Diff' , 'Dea' , ), 36, (36, (), [ (8, 1, None, None) , (3, 1, None, None) , (16389, 2, None, None) , (16389, 2, None, None) , ], 1 , 1 , 4 , 0 , 336 , (3, 0, None, None) , 0 , )),(( 'GetInstrumentInfoOut' , 'InstrumentID' , 'Multiply' , 'PriceUnit' , 'MarginRate' , 'ExpireDate' , ), 37, (37, (), [ (8, 1, None, None) , (16389, 2, None, None) , (16389, 2, None, None) , (16389, 2, None, None) , (16392, 2, None, None) , ], 1 , 1 , 4 , 0 , 344 , (3, 0, None, None) , 0 , )),(( 'DefMACD' , 'InstrumentID' , 'Period' , 'Fast' , 'Slow' , 'Signal' , 'Diff' , 'Dea' , ), 38, (38, (), [ (8, 1, None, None) , (3, 1, None, None) , (3, 1, None, None) , (3, 1, None, None) , (3, 1, None, None) , (16389, 2, None, None) , (16389, 2, None, None) , ], 1 , 1 , 4 , 0 , 352 , (3, 0, None, None) , 0 , )),(( 'GetBars' , 'InstrumentID' , 'Period' , 'index' , 'Max' , 'Open' , 'Close' , 'Hight' , 'Low' , 'Volume' , 'Counts' , 'UpdateTime' , ), 39, (39, (), [ (8, 1, None, None) , (3, 1, None, None) , (3, 1, None, None) , (16387, 2, None, None) , (16389, 2, None, None) , (16389, 2, None, None) , (16389, 2, None, None) , (16389, 2, None, None) , (16387, 2, None, None) , (16387, 2, None, None) , (16392, 2, None, None) , ], 1 , 1 , 4 , 0 , 360 , (3, 0, None, None) , 0 , )),(( 'AppendExchangeTradeTimes' , 'ExchangeID' , 'InstrumentID' , 'hour' , 'minute' , 'TradeTimes' , 'Flag' , 'InfoID' , 'InfoMsg' , ), 40, (40, (), [ (8, 1, None, None) , (8, 1, None, None) , (3, 1, None, None) , (3, 1, None, None) , (3, 1, None, None) , (3, 1, None, None) , (16387, 2, None, None) , (16392, 2, None, None) , ], 1 , 1 , 4 , 0 , 368 , (3, 0, None, None) , 0 , )),(( 'DeleteExchangeTradeTimes' , 'ExchangeID' , 'InstrumentID' , 'InfoID' , 'InfoMsg' , ), 41, (41, (), [ (8, 1, None, None) , (8, 1, None, None) , (16387, 2, None, None) , (16392, 2, None, None) , ], 1 , 1 , 4 , 0 , 384 , (3, 0, None, None) , 0 , )),(( 'GetOutExchangeTradeTimes' , 'ExchangeID' , 'InstrumentID' , ), 42, (42, (), [ (8, 1, None, None) , (8, 1, None, None) , ], 1 , 1 , 4 , 0 , 392 , (3, 0, None, None) , 0 , )), ]RecordMap = {###'tagMyStructField1': '{00000000-0000-0000-0000-000000000000}', # Record disabled because it doesn't have a non-null GUID }CLSIDToClassMap = {'{BF886C94-57F1-4532-B4A4-3ADA86317BDC}' : _ITVQhtICtpClientAPIEvents,'{FD3E2400-1A18-45E4-8DAF-DE8840F22C8D}' : ITVQhtICtpClientAPI,'{4F356EF1-932E-48D1-B7A4-CFDE79752627}' : TVQhtICtpClientAPI, } CLSIDToPackageMap = {} win32com.client.CLSIDToClass.RegisterCLSIDsFromDict( CLSIDToClassMap ) VTablesToPackageMap = {} VTablesToClassMap = {'{FD3E2400-1A18-45E4-8DAF-DE8840F22C8D}' : 'ITVQhtICtpClientAPI', }NamesToIIDMap = {'_ITVQhtICtpClientAPIEvents' : '{BF886C94-57F1-4532-B4A4-3ADA86317BDC}','ITVQhtICtpClientAPI' : '{FD3E2400-1A18-45E4-8DAF-DE8840F22C8D}', }總結(jié)
以上是生活随笔為你收集整理的上期技术CTPAPI封装COM组件ctp开放平台openctp环境7_24小时x64组件python_delphi调用演示程序的全部?jī)?nèi)容，希望文章能夠幫你解決所遇到的問(wèn)題。
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