claude_dev
3fbe6c9be5
- 添加 vnpy_v4.4.0/ 目录到版本控制 - 删除嵌入的 .git 目录避免嵌套仓库 - 添加 README_SANGUO.md 说明来源和用途 - 更新 .gitignore 移除 vnpy_v4.4.0/ 忽略规则 上游代码信息: - 项目: VeighNa 量化交易平台 - 版本: 4.4.0 - 来源: https://github.com/vnpy/vnpy 用途: 版本参考、代码学习、差异对比、离线开发 Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
161 lines
4.3 KiB
Python
161 lines
4.3 KiB
Python
"""
|
|
General constant enums used in the trading platform.
|
|
"""
|
|
|
|
from enum import Enum
|
|
|
|
from .locale import _
|
|
|
|
|
|
class Direction(Enum):
|
|
"""
|
|
Direction of order/trade/position.
|
|
"""
|
|
LONG = _("多")
|
|
SHORT = _("空")
|
|
NET = _("净")
|
|
|
|
|
|
class Offset(Enum):
|
|
"""
|
|
Offset of order/trade.
|
|
"""
|
|
NONE = ""
|
|
OPEN = _("开")
|
|
CLOSE = _("平")
|
|
CLOSETODAY = _("平今")
|
|
CLOSEYESTERDAY = _("平昨")
|
|
|
|
|
|
class Status(Enum):
|
|
"""
|
|
Order status.
|
|
"""
|
|
SUBMITTING = _("提交中")
|
|
NOTTRADED = _("未成交")
|
|
PARTTRADED = _("部分成交")
|
|
ALLTRADED = _("全部成交")
|
|
CANCELLED = _("已撤销")
|
|
REJECTED = _("拒单")
|
|
|
|
|
|
class Product(Enum):
|
|
"""
|
|
Product class.
|
|
"""
|
|
EQUITY = _("股票")
|
|
FUTURES = _("期货")
|
|
OPTION = _("期权")
|
|
INDEX = _("指数")
|
|
FOREX = _("外汇")
|
|
SPOT = _("现货")
|
|
ETF = "ETF"
|
|
BOND = _("债券")
|
|
WARRANT = _("权证")
|
|
SPREAD = _("价差")
|
|
FUND = _("基金")
|
|
CFD = "CFD"
|
|
SWAP = _("互换")
|
|
|
|
|
|
class OrderType(Enum):
|
|
"""
|
|
Order type.
|
|
"""
|
|
LIMIT = _("限价")
|
|
MARKET = _("市价")
|
|
STOP = "STOP"
|
|
FAK = "FAK"
|
|
FOK = "FOK"
|
|
RFQ = _("询价")
|
|
ETF = "ETF"
|
|
|
|
|
|
class OptionType(Enum):
|
|
"""
|
|
Option type.
|
|
"""
|
|
CALL = _("看涨期权")
|
|
PUT = _("看跌期权")
|
|
|
|
|
|
class Exchange(Enum):
|
|
"""
|
|
Exchange.
|
|
"""
|
|
# Chinese
|
|
CFFEX = "CFFEX" # China Financial Futures Exchange
|
|
SHFE = "SHFE" # Shanghai Futures Exchange
|
|
CZCE = "CZCE" # Zhengzhou Commodity Exchange
|
|
DCE = "DCE" # Dalian Commodity Exchange
|
|
INE = "INE" # Shanghai International Energy Exchange
|
|
GFEX = "GFEX" # Guangzhou Futures Exchange
|
|
SSE = "SSE" # Shanghai Stock Exchange
|
|
SZSE = "SZSE" # Shenzhen Stock Exchange
|
|
BSE = "BSE" # Beijing Stock Exchange
|
|
SHHK = "SHHK" # Shanghai-HK Stock Connect
|
|
SZHK = "SZHK" # Shenzhen-HK Stock Connect
|
|
SGE = "SGE" # Shanghai Gold Exchange
|
|
WXE = "WXE" # Wuxi Steel Exchange
|
|
CFETS = "CFETS" # CFETS Bond Market Maker Trading System
|
|
XBOND = "XBOND" # CFETS X-Bond Anonymous Trading System
|
|
|
|
# Global
|
|
SMART = "SMART" # Smart Router for US stocks
|
|
NYSE = "NYSE" # New York Stock Exchnage
|
|
NASDAQ = "NASDAQ" # Nasdaq Exchange
|
|
ARCA = "ARCA" # ARCA Exchange
|
|
EDGEA = "EDGEA" # Direct Edge Exchange
|
|
ISLAND = "ISLAND" # Nasdaq Island ECN
|
|
BATS = "BATS" # Bats Global Markets
|
|
IEX = "IEX" # The Investors Exchange
|
|
AMEX = "AMEX" # American Stock Exchange
|
|
TSE = "TSE" # Toronto Stock Exchange
|
|
NYMEX = "NYMEX" # New York Mercantile Exchange
|
|
COMEX = "COMEX" # COMEX of CME
|
|
GLOBEX = "GLOBEX" # Globex of CME
|
|
IDEALPRO = "IDEALPRO" # Forex ECN of Interactive Brokers
|
|
CME = "CME" # Chicago Mercantile Exchange
|
|
ICE = "ICE" # Intercontinental Exchange
|
|
SEHK = "SEHK" # Stock Exchange of Hong Kong
|
|
HKFE = "HKFE" # Hong Kong Futures Exchange
|
|
SGX = "SGX" # Singapore Global Exchange
|
|
CBOT = "CBOT" # Chicago Board of Trade
|
|
CBOE = "CBOE" # Chicago Board Options Exchange
|
|
CFE = "CFE" # CBOE Futures Exchange
|
|
DME = "DME" # Dubai Mercantile Exchange
|
|
EUREX = "EUX" # Eurex Exchange
|
|
APEX = "APEX" # Asia Pacific Exchange
|
|
LME = "LME" # London Metal Exchange
|
|
BMD = "BMD" # Bursa Malaysia Derivatives
|
|
TOCOM = "TOCOM" # Tokyo Commodity Exchange
|
|
EUNX = "EUNX" # Euronext Exchange
|
|
KRX = "KRX" # Korean Exchange
|
|
OTC = "OTC" # OTC Product (Forex/CFD/Pink Sheet Equity)
|
|
IBKRATS = "IBKRATS" # Paper Trading Exchange of IB
|
|
|
|
# Special Function
|
|
LOCAL = "LOCAL" # For local generated data
|
|
GLOBAL = "GLOBAL" # For those exchanges not supported yet
|
|
|
|
|
|
class Currency(Enum):
|
|
"""
|
|
Currency.
|
|
"""
|
|
USD = "USD"
|
|
HKD = "HKD"
|
|
CNY = "CNY"
|
|
CAD = "CAD"
|
|
|
|
|
|
class Interval(Enum):
|
|
"""
|
|
Interval of bar data.
|
|
"""
|
|
MINUTE = "1m"
|
|
HOUR = "1h"
|
|
DAILY = "d"
|
|
WEEKLY = "w"
|
|
TICK = "tick"
|