claude_dev
70d72f35bb
vnpy_qmt 是唯一券商交易 gateway（关键路径），社区包断更有风险。 按 vnpy_v4.4.0 同一套约定 vendor 源码、sys.path 引用、不 pip install。 - vnpy_qmt_v0.3.3/vnpy_qmt/ (5文件587行) + LICENSE(Apache-2.0) + README - run_web.py 加 if-exists 路径块，import 方式不变 (from vnpy_qmt import QmtGateway) Mac 验证: py_compile 全过 + import 解析到 vendor 副本(仅卡 xtquant Win-only，符合预期) VPS 生产切换(Part B: rsync+pip uninstall+重启+实证) 待确认
118 lines
3.0 KiB
Python
118 lines
3.0 KiB
Python
# -*- coding:utf-8 -*-
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"""
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@FileName :qmt_gateway.py
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@Time :2022/11/8 16:49
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@Author :fsksf
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"""
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from typing import Dict, List
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from vnpy.event import Event, EventEngine
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from vnpy.trader.event import (
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EVENT_TIMER,
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EVENT_TICK
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)
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from vnpy.trader.constant import (
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Product, Direction, OrderType, Exchange
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)
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from vnpy.trader.gateway import BaseGateway
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from vnpy.trader.object import (
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OrderRequest,
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CancelRequest,
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SubscribeRequest,
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ContractData,
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)
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from vnpy_qmt.md import MD
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from vnpy_qmt.td import TD
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class QmtGateway(BaseGateway):
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default_name = "QMT"
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default_setting: Dict[str, str] = {
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"交易账号": "",
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"mini路径": ""
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}
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TRADE_TYPE = (Product.ETF, Product.EQUITY, Product.BOND, Product.INDEX)
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exchanges = (Exchange.SSE, Exchange.SZSE)
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def __init__(self, event_engine: EventEngine, gateway_name: str = 'QMT'):
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super(QmtGateway, self).__init__(event_engine, gateway_name)
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self.contracts: Dict[str, ContractData] = {}
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self.md = MD(self)
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self.td = TD(self)
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self.count = -1
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self.event_engine.register(EVENT_TIMER, self.process_timer_event)
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def connect(self, setting: dict) -> None:
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self.md.connect(setting)
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self.td.connect(setting)
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def close(self) -> None:
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self.md.close()
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def subscribe(self, req: SubscribeRequest) -> None:
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return self.md.subscribe(req)
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def send_order(self, req: OrderRequest) -> str:
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return self.td.send_order(req)
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def cancel_order(self, req: CancelRequest) -> None:
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return self.td.cancel_order(req.orderid)
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def query_account(self) -> None:
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self.td.query_account()
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def query_position(self) -> None:
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self.td.query_position()
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def query_order(self):
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self.td.query_order()
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def query_trade(self):
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self.td.query_trade()
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def on_contract(self, contract):
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self.contracts[contract.vt_symbol] = contract
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super(QmtGateway, self).on_contract(contract)
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def get_contract(self, vt_symbol):
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return self.contracts.get(vt_symbol)
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def process_timer_event(self, event) -> None:
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if not self.td.inited:
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return
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if self.count == -1:
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self.query_trade()
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self.count += 1
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if self.count % 5 == 0:
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self.query_order()
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if self.count % 7 == 0:
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self.query_account()
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self.query_position()
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if self.count < 21:
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return
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self.count = 0
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def write_log(self, msg):
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super(QmtGateway, self).write_log(f"[QMT] {msg}")
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if __name__ == '__main__':
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qmt = QmtGateway(None)
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qmt.subscribe(SubscribeRequest(symbol='000001', exchange=Exchange.SZSE))
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qmt.md.get_contract()
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import threading
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import time
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def slp():
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while True:
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time.sleep(0.1)
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t = threading.Thread(target=slp)
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t.start()
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t.join() |