claude_dev
918bbed0fc
- 修复 deps.py 中 get_vn_service 的引用错误 (vn_service.vn_service -> vn_service) - 移除登录页面上的明文密码提示 - 改进前端错误处理，避免数据加载失败导致登录显示错误
513 lines
17 KiB
Python
513 lines
17 KiB
Python
"""
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数据转换工具
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将 VeighNa 数据对象转换为 API 响应模型
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处理日期时间格式化和枚举类型转换
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"""
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from datetime import datetime
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from typing import Optional, List, Any
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try:
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from vnpy.trader.object import (
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TickData, OrderData, TradeData, PositionData,
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AccountData, ContractData, QuoteData
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)
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from vnpy.trader.constant import Direction, Offset, Status, OrderType, Exchange, Product
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VNPY_AVAILABLE = True
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except ImportError:
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VNPY_AVAILABLE = False
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from ..models import (
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TickData as TickDataModel,
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OrderResponse,
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PositionData as PositionDataModel,
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AccountData as AccountDataModel,
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KlineData,
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)
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# ============================================
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# 枚举值映射
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# ============================================
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# VeighNa Direction (LONG/SHORT) -> API (buy/sell)
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DIRECTION_MAP = {
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"LONG": "buy",
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"SHORT": "sell",
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"NET": "net",
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}
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# VeighNa OrderType -> API
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ORDER_TYPE_MAP = {
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"限价": "limit",
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"LIMIT": "limit",
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"市价": "market",
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"MARKET": "market",
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"STOP": "stop",
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"FAK": "fak",
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"FOK": "fok",
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}
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# VeighNa Status -> API
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STATUS_MAP = {
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"提交中": "submitting",
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"SUBMITTING": "submitting",
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"未成交": "not_traded",
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"NOTTRADED": "not_traded",
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"部分成交": "part_traded",
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"PARTTRADED": "part_traded",
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"全部成交": "all_traded",
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"ALLTRADED": "all_traded",
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"已撤销": "cancelled",
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"CANCELLED": "cancelled",
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"拒单": "rejected",
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"REJECTED": "rejected",
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}
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# VeighNa Exchange -> API
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EXCHANGE_NAMES = {
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"CFFEX": "CFFEX",
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"SHFE": "SHFE",
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"CZCE": "CZCE",
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"DCE": "DCE",
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"INE": "INE",
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"GFEX": "GFEX",
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"SSE": "SSE",
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"SZSE": "SZSE",
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"BSE": "BSE",
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"SMART": "SMART",
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"IBKRATS": "IBKRATS",
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"LOCAL": "LOCAL",
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}
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# ============================================
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# 辅助函数
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# ============================================
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def format_datetime(dt: Optional[datetime]) -> Optional[datetime]:
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"""格式化日期时间"""
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if dt is None:
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return None
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return dt
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def convert_direction(direction: Any) -> str:
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"""转换方向枚举"""
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if direction is None:
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return "unknown"
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if isinstance(direction, str):
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return DIRECTION_MAP.get(direction, direction.lower())
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return DIRECTION_MAP.get(direction.value, "unknown")
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def convert_order_type(order_type: Any) -> str:
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"""转换订单类型枚举"""
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if isinstance(order_type, str):
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return ORDER_TYPE_MAP.get(order_type, order_type.lower())
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return ORDER_TYPE_MAP.get(order_type.value, "unknown")
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def convert_status(status: Any) -> str:
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"""转换状态枚举"""
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if isinstance(status, str):
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return STATUS_MAP.get(status, status.lower())
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return STATUS_MAP.get(status.value, "unknown")
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def convert_exchange(exchange: Any) -> str:
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"""转换交易所枚举"""
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if isinstance(exchange, str):
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return exchange
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return exchange.value if hasattr(exchange, 'value') else str(exchange)
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def safe_float(value: Any, default: float = 0.0) -> float:
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"""安全转换浮点数"""
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try:
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return float(value) if value is not None else default
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except (TypeError, ValueError):
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return default
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def safe_int(value: Any, default: int = 0) -> int:
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"""安全转换整数"""
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try:
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return int(value) if value is not None else default
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except (TypeError, ValueError):
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return default
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# ============================================
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# TickData 转换
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# ============================================
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def convert_tick_data(tick: Any) -> TickDataModel:
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"""转换 TickData 对象"""
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if not VNPY_AVAILABLE:
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# 模拟数据转换
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return TickDataModel(
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symbol=getattr(tick, 'symbol', ''),
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exchange=getattr(tick, 'exchange', ''),
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datetime=getattr(tick, 'datetime', datetime.now()),
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name=getattr(tick, 'name', None),
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last_price=safe_float(getattr(tick, 'last_price', 0)),
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bid_price_1=safe_float(getattr(tick, 'bid_price_1', None)),
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ask_price_1=safe_float(getattr(tick, 'ask_price_1', None)),
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bid_volume_1=safe_float(getattr(tick, 'bid_volume_1', None)),
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ask_volume_1=safe_float(getattr(tick, 'ask_volume_1', None)),
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volume=safe_float(getattr(tick, 'volume', None)),
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open_interest=safe_float(getattr(tick, 'open_interest', None)),
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)
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# VeighNa TickData 转换
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return TickDataModel(
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symbol=tick.symbol,
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exchange=tick.exchange.value,
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datetime=tick.datetime,
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name=tick.name or None,
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last_price=tick.last_price,
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bid_price_1=tick.bid_price_1 or None,
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ask_price_1=tick.ask_price_1 or None,
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bid_volume_1=tick.bid_volume_1 or None,
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ask_volume_1=tick.ask_volume_1 or None,
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volume=tick.volume or None,
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open_interest=tick.open_interest or None,
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)
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def convert_tick_to_dict(tick: Any) -> dict:
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"""转换 TickData 为字典（用于缓存和 WebSocket）"""
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if not VNPY_AVAILABLE:
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return {
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"symbol": getattr(tick, 'symbol', ''),
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"exchange": getattr(tick, 'exchange', ''),
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"datetime": getattr(tick, 'datetime', datetime.now()).isoformat(),
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"name": getattr(tick, 'name', ''),
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"last_price": safe_float(getattr(tick, 'last_price', 0)),
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"bid_price_1": safe_float(getattr(tick, 'bid_price_1', 0)),
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"ask_price_1": safe_float(getattr(tick, 'ask_price_1', 0)),
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"bid_volume_1": safe_float(getattr(tick, 'bid_volume_1', 0)),
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"ask_volume_1": safe_float(getattr(tick, 'ask_volume_1', 0)),
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"volume": safe_float(getattr(tick, 'volume', 0)),
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"open_interest": safe_float(getattr(tick, 'open_interest', 0)),
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}
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return {
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"symbol": tick.symbol,
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"exchange": tick.exchange.value,
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"datetime": tick.datetime.isoformat(),
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"name": tick.name,
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"last_price": tick.last_price,
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"bid_price_1": tick.bid_price_1,
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"ask_price_1": tick.ask_price_1,
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"bid_volume_1": tick.bid_volume_1,
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"ask_volume_1": tick.ask_volume_1,
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"volume": tick.volume,
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"open_interest": tick.open_interest,
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"open_price": tick.open_price,
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"high_price": tick.high_price,
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"low_price": tick.low_price,
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"pre_close": tick.pre_close,
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}
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# ============================================
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# OrderData 转换
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# ============================================
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def convert_order_data(order: Any) -> OrderResponse:
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"""转换 OrderData 对象"""
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if not VNPY_AVAILABLE:
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return OrderResponse(
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order_id=getattr(order, 'vt_orderid', ''),
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symbol=getattr(order, 'symbol', ''),
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exchange=getattr(order, 'exchange', ''),
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direction=convert_direction(getattr(order, 'direction', None)),
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order_type=convert_order_type(getattr(order, 'type', None)),
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volume=safe_float(getattr(order, 'volume', 0)),
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price=safe_float(getattr(order, 'price', None)),
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traded=safe_float(getattr(order, 'traded', 0)),
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status=convert_status(getattr(order, 'status', None)),
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time=format_datetime(getattr(order, 'datetime', None)),
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reference=getattr(order, 'reference', None),
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)
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return OrderResponse(
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order_id=order.vt_orderid,
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symbol=order.symbol,
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exchange=order.exchange.value,
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direction=convert_direction(order.direction),
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order_type=convert_order_type(order.type),
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volume=order.volume,
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price=order.price or None,
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traded=order.traded,
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status=convert_status(order.status),
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time=format_datetime(order.datetime),
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reference=order.reference or None,
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)
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def convert_order_to_dict(order: Any) -> dict:
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"""转换 OrderData 为字典"""
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if not VNPY_AVAILABLE:
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return {
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"order_id": getattr(order, 'vt_orderid', ''),
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"symbol": getattr(order, 'symbol', ''),
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"exchange": getattr(order, 'exchange', ''),
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"direction": convert_direction(getattr(order, 'direction', None)),
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"order_type": convert_order_type(getattr(order, 'type', None)),
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"volume": safe_float(getattr(order, 'volume', 0)),
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"price": safe_float(getattr(order, 'price', 0)),
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"traded": safe_float(getattr(order, 'traded', 0)),
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"status": convert_status(getattr(order, 'status', None)),
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"time": format_datetime(getattr(order, 'datetime', None)),
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"reference": getattr(order, 'reference', ''),
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}
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return {
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"order_id": order.vt_orderid,
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"symbol": order.symbol,
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"exchange": order.exchange.value,
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"direction": convert_direction(order.direction),
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"order_type": convert_order_type(order.type),
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"offset": order.offset.value if order.offset else "",
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"volume": order.volume,
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"price": order.price,
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"traded": order.traded,
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"status": convert_status(order.status),
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"time": format_datetime(order.datetime),
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"reference": order.reference,
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"gateway_name": order.gateway_name,
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}
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# ============================================
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# TradeData 转换
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# ============================================
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def convert_trade_to_dict(trade: Any) -> dict:
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"""转换 TradeData 为字典"""
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if not VNPY_AVAILABLE:
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return {
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"trade_id": getattr(trade, 'vt_tradeid', ''),
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"order_id": getattr(trade, 'vt_orderid', ''),
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"symbol": getattr(trade, 'symbol', ''),
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"exchange": getattr(trade, 'exchange', ''),
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"direction": convert_direction(getattr(trade, 'direction', None)),
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"offset": getattr(trade, 'offset', ''),
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"volume": safe_float(getattr(trade, 'volume', 0)),
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"price": safe_float(getattr(trade, 'price', 0)),
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"time": format_datetime(getattr(trade, 'datetime', None)),
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}
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return {
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"trade_id": trade.vt_tradeid,
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"order_id": trade.vt_orderid,
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"symbol": trade.symbol,
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"exchange": trade.exchange.value,
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"direction": convert_direction(trade.direction),
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"offset": trade.offset.value,
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"volume": trade.volume,
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"price": trade.price,
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"time": format_datetime(trade.datetime),
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"gateway_name": trade.gateway_name,
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}
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# ============================================
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# PositionData 转换
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# ============================================
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def convert_position_data(position: Any) -> PositionDataModel:
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"""转换 PositionData 对象"""
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if not VNPY_AVAILABLE:
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return PositionDataModel(
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symbol=getattr(position, 'symbol', ''),
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exchange=getattr(position, 'exchange', ''),
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direction=convert_direction(getattr(position, 'direction', None)),
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volume=safe_float(getattr(position, 'volume', 0)),
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price=safe_float(getattr(position, 'price', 0)),
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pnl=safe_float(getattr(position, 'pnl', 0)),
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pnl_ratio=safe_float(getattr(position, 'pnl_ratio', 0)),
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frozen=safe_float(getattr(position, 'frozen', 0)),
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yd_volume=safe_float(getattr(position, 'yd_volume', 0)),
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)
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# 计算 pnl_ratio (VeighNa 的 PositionData 没有 pnl_ratio 属性)
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pnl_ratio = 0.0
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if position.volume and position.price:
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try:
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pnl_ratio = (position.pnl / (position.volume * position.price * 100)) if position.volume * position.price else 0.0
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except (ZeroDivisionError, TypeError):
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pnl_ratio = 0.0
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return PositionDataModel(
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symbol=position.symbol,
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exchange=position.exchange.value,
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direction=convert_direction(position.direction),
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volume=position.volume,
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price=position.price,
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pnl=position.pnl,
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pnl_ratio=pnl_ratio,
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frozen=position.frozen,
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yd_volume=position.yd_volume,
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)
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def convert_position_to_dict(position: Any) -> dict:
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"""转换 PositionData 为字典"""
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if not VNPY_AVAILABLE:
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return {
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"symbol": getattr(position, 'symbol', ''),
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"exchange": getattr(position, 'exchange', ''),
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"direction": convert_direction(getattr(position, 'direction', None)),
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"volume": safe_float(getattr(position, 'volume', 0)),
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"price": safe_float(getattr(position, 'price', 0)),
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"pnl": safe_float(getattr(position, 'pnl', 0)),
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"pnl_ratio": safe_float(getattr(position, 'pnl_ratio', 0)),
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"frozen": safe_float(getattr(position, 'frozen', 0)),
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"yd_volume": safe_float(getattr(position, 'yd_volume', 0)),
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}
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pnl_ratio = 0.0
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if position.volume and position.price:
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try:
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pnl_ratio = (position.pnl / (position.volume * position.price * 100)) if position.volume * position.price else 0.0
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except (ZeroDivisionError, TypeError):
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pnl_ratio = 0.0
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return {
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"symbol": position.symbol,
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"exchange": position.exchange.value,
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"direction": convert_direction(position.direction),
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"volume": position.volume,
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"price": position.price,
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"pnl": position.pnl,
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"pnl_ratio": pnl_ratio,
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"frozen": position.frozen,
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"yd_volume": position.yd_volume,
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"gateway_name": position.gateway_name,
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}
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# ============================================
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# AccountData 转换
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# ============================================
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def convert_account_data(account: Any) -> AccountDataModel:
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"""转换 AccountData 对象"""
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if not VNPY_AVAILABLE:
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return AccountDataModel(
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account_id=getattr(account, 'vt_accountid', ''),
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balance=safe_float(getattr(account, 'balance', 0)),
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available=safe_float(getattr(account, 'available', 0)),
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frozen=safe_float(getattr(account, 'frozen', 0)),
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margin=safe_float(getattr(account, 'margin', 0)),
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)
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return AccountDataModel(
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account_id=account.vt_accountid,
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balance=account.balance,
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available=account.available,
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frozen=account.frozen,
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margin=safe_float(getattr(account, 'margin', 0)),
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)
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def convert_account_to_dict(account: Any) -> dict:
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"""转换 AccountData 为字典"""
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if not VNPY_AVAILABLE:
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return {
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"account_id": getattr(account, 'vt_accountid', ''),
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"balance": safe_float(getattr(account, 'balance', 0)),
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"available": safe_float(getattr(account, 'available', 0)),
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"frozen": safe_float(getattr(account, 'frozen', 0)),
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}
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return {
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"account_id": account.vt_accountid,
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"balance": account.balance,
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"available": account.available,
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"frozen": account.frozen,
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"gateway_name": account.gateway_name,
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}
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# ============================================
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# ContractData 转换
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# ============================================
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def convert_contract_to_dict(contract: Any) -> dict:
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"""转换 ContractData 为字典"""
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if not VNPY_AVAILABLE:
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return {
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"symbol": getattr(contract, 'symbol', ''),
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"exchange": getattr(contract, 'exchange', ''),
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"name": getattr(contract, 'name', ''),
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"product": getattr(contract, 'product', ''),
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"size": safe_float(getattr(contract, 'size', 1)),
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"pricetick": safe_float(getattr(contract, 'pricetick', 0)),
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"min_volume": safe_float(getattr(contract, 'min_volume', 1)),
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"max_volume": safe_float(getattr(contract, 'max_volume', None)),
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"vt_symbol": getattr(contract, 'vt_symbol', ''),
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"stop_supported": getattr(contract, 'stop_supported', False),
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"net_position": getattr(contract, 'net_position', False),
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}
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return {
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"symbol": contract.symbol,
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"exchange": contract.exchange.value,
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"name": contract.name,
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"product": contract.product.value,
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"size": contract.size,
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"pricetick": contract.pricetick,
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"min_volume": contract.min_volume,
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"max_volume": contract.max_volume,
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"vt_symbol": contract.vt_symbol,
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"stop_supported": contract.stop_supported,
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"net_position": contract.net_position,
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"history_data": contract.history_data,
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}
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# ============================================
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# 批量转换函数
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# ============================================
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def convert_tick_list(ticks: List[Any]) -> List[TickDataModel]:
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"""批量转换 TickData 列表"""
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return [convert_tick_data(tick) for tick in ticks]
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def convert_order_list(orders: List[Any]) -> List[OrderResponse]:
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"""批量转换 OrderData 列表"""
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return [convert_order_data(order) for order in orders]
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def convert_position_list(positions: List[Any]) -> List[PositionDataModel]:
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"""批量转换 PositionData 列表"""
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return [convert_position_data(pos) for pos in positions]
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def convert_account_list(accounts: List[Any]) -> List[AccountDataModel]:
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"""批量转换 AccountData 列表"""
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return [convert_account_data(acc) for acc in accounts]
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__all__ = [
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"convert_tick_data",
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"convert_order_data",
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"convert_position_data",
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"convert_account_data",
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"convert_tick_to_dict",
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"convert_order_to_dict",
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"convert_trade_to_dict",
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"convert_position_to_dict",
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"convert_account_to_dict",
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"convert_contract_to_dict",
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|
"convert_tick_list",
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|
"convert_order_list",
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|
"convert_position_list",
|
|
"convert_account_list",
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|
]
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