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
88 lines
2.2 KiB
Python
88 lines
2.2 KiB
Python
# -*- coding:utf-8 -*-
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"""
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@FileName :utils.py
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@Time :2022/11/8 17:07
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@Author :fsksf
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"""
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import datetime
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from vnpy.trader.object import OrderRequest
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from vnpy.trader.constant import Exchange, Product, OrderType, Direction, Status
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from xtquant import xtconstant
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From_VN_Exchange_map = {
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Exchange.CFFEX: 'CFF',
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Exchange.SSE: 'SH',
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Exchange.SZSE: 'SZ',
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Exchange.SHFE: 'SHF',
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Exchange.CZCE: 'CZC',
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Exchange.DCE: 'DCE',
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}
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TO_VN_Exchange_map = {v: k for k, v in From_VN_Exchange_map.items()}
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From_VN_Trade_Type = {
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Direction.LONG: xtconstant.STOCK_BUY,
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Direction.SHORT: xtconstant.STOCK_SELL,
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}
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TO_VN_Trade_Type = {v: k for k, v in From_VN_Trade_Type.items()}
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TO_VN_ORDER_STATUS = {
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xtconstant.ORDER_UNREPORTED: Status.SUBMITTING,
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xtconstant.ORDER_WAIT_REPORTING: Status.SUBMITTING,
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xtconstant.ORDER_REPORTED: Status.NOTTRADED,
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xtconstant.ORDER_REPORTED_CANCEL: Status.NOTTRADED,
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xtconstant.ORDER_PARTSUCC_CANCEL: Status.PARTTRADED,
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xtconstant.ORDER_PART_CANCEL: Status.CANCELLED,
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xtconstant.ORDER_CANCELED: Status.CANCELLED,
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xtconstant.ORDER_PART_SUCC: Status.PARTTRADED,
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xtconstant.ORDER_SUCCEEDED: Status.ALLTRADED,
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xtconstant.ORDER_JUNK: Status.REJECTED,
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xtconstant.ORDER_UNKNOWN: Status.REJECTED
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}
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def from_vn_price_type(req: OrderRequest):
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if req.type == OrderType.LIMIT:
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return xtconstant.FIX_PRICE
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elif req.type == OrderType.MARKET:
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return xtconstant.LATEST_PRICE
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def to_vn_contract(symbol):
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code, suffix = symbol.rsplit('.')
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exchange = TO_VN_Exchange_map[suffix]
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return code, exchange
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TO_VN_Product = {
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'index': Product.INDEX,
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'stock': Product.EQUITY,
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'fund': Product.FUND,
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'etf': Product.ETF,
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}
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def to_vn_product(dic: dict):
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if dic.get('etf'):
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return Product.ETF
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for k, v in dic.items():
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if v:
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break
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return TO_VN_Product[k]
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def to_qmt_code(symbol, exchange):
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suffix = From_VN_Exchange_map[exchange]
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return f'{symbol}.{suffix}'
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def timestamp_to_datetime(tint):
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st = len(str(tint))
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if st != 10:
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p = st - 10
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tint = tint / 10**p
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return datetime.datetime.fromtimestamp(tint) |