Skip to content

Commit

Permalink
Merge pull request #9 from noranhe/main
Browse files Browse the repository at this point in the history
[Mod] 调整加载顺序 + replace pytz + 更新版本号到4.8.4
  • Loading branch information
vnpy committed Aug 1, 2022
2 parents 818d5d2 + d4f57a5 commit 1eb9396
Show file tree
Hide file tree
Showing 6 changed files with 42 additions and 40 deletions.
5 changes: 5 additions & 0 deletions CHANGELOG.md
@@ -1,3 +1,8 @@
# 4.8.4版本

1. 使用zoneinfo替换pytz库
2. 调整安装脚本setup.cfg,添加Python版本限制

# 4.8.3版本

1. 调整接口初始化时,接口名称的赋值方式
4 changes: 2 additions & 2 deletions README.md
Expand Up @@ -4,7 +4,7 @@
</p>

<p align="center">
<img src ="https://img.shields.io/badge/version-4.8.3-blueviolet.svg"/>
<img src ="https://img.shields.io/badge/version-4.8.4-blueviolet.svg"/>
<img src ="https://img.shields.io/badge/platform-linux-yellow.svg"/>
<img src ="https://img.shields.io/badge/python-3.7|3.8|3.9|3.10-blue.svg" />
<img src ="https://img.shields.io/github/license/vnpy/vnpy.svg?color=orange"/>
Expand All @@ -16,7 +16,7 @@

## 安装

安装环境推荐基于3.0.0版本以上的【[**VeighNa Studio**](https://www.vnpy.com)】。
安装环境推荐基于3.3.0版本以上的【[**VeighNa Studio**](https://www.vnpy.com)】。

直接使用pip命令:

Expand Down
3 changes: 2 additions & 1 deletion setup.cfg
@@ -1,6 +1,6 @@
[metadata]
name = vnpy_sgit
version = 4.8.3
version = 4.8.4
url = https://www.vnpy.com
license = MIT
author = Xiaoyou Chen
Expand Down Expand Up @@ -31,6 +31,7 @@ classifiers =
packages = find:
include_package_data = True
zip_safe = False
python_requires = >=3.7
install_requires =
importlib_metadata

Expand Down
Binary file removed vnpy_sgit/.DS_Store
Binary file not shown.
Binary file removed vnpy_sgit/gateway/.DS_Store
Binary file not shown.
70 changes: 33 additions & 37 deletions vnpy_sgit/gateway/sgit_gateway.py
@@ -1,8 +1,32 @@
from pathlib import Path
import sys
import pytz
from datetime import datetime
from typing import Dict, List
from pathlib import Path

from vnpy.event import Event
from vnpy.trader.constant import (
Direction,
Offset,
Exchange,
OrderType,
Product,
Status,
OptionType
)
from vnpy.trader.gateway import BaseGateway
from vnpy.trader.object import (
TickData,
OrderData,
TradeData,
PositionData,
AccountData,
ContractData,
OrderRequest,
CancelRequest,
SubscribeRequest,
)
from vnpy.trader.utility import get_folder_path, ZoneInfo
from vnpy.trader.event import EVENT_TIMER

from ..api import (
MdApi,
Expand Down Expand Up @@ -39,30 +63,7 @@
THOST_FTDC_VC_CV,
THOST_FTDC_AF_Delete
)
from vnpy.event.engine import Event
from vnpy.trader.constant import (
Direction,
Offset,
Exchange,
OrderType,
Product,
Status,
OptionType
)
from vnpy.trader.gateway import BaseGateway
from vnpy.trader.object import (
TickData,
OrderData,
TradeData,
PositionData,
AccountData,
ContractData,
OrderRequest,
CancelRequest,
SubscribeRequest,
)
from vnpy.trader.utility import get_folder_path
from vnpy.trader.event import EVENT_TIMER


# 委托状态映射
STATUS_SGIT2VT: Dict[str, Status] = {
Expand Down Expand Up @@ -132,8 +133,8 @@
}

# 其他常量
MAX_FLOAT: float = sys.float_info.max
CHINA_TZ = pytz.timezone("Asia/Shanghai")
MAX_FLOAT: float = sys.float_info.max # 浮点数极限值
CHINA_TZ = ZoneInfo("Asia/Shanghai") # 中国时区

# 全局缓存字典
symbol_exchange_map: Dict[str, Exchange] = {}
Expand Down Expand Up @@ -232,7 +233,7 @@ def process_timer_event(self, event: Event) -> None:
def init_query(self) -> None:
"""初始化查询任务"""
self.count: int = 0
self.query_functions = [self.query_account, self.query_position]
self.query_functions: list = [self.query_account, self.query_position]
self.event_engine.register(EVENT_TIMER, self.process_timer_event)


Expand Down Expand Up @@ -297,7 +298,7 @@ def onRtnDepthMarketData(self, data: dict) -> None:

timestamp: str = f"{data['TradingDay']} {data['UpdateTime']}.{int(data['UpdateMillisec']/100)}"
dt: datetime = datetime.strptime(timestamp, "%Y%m%d %H:%M:%S.%f")
dt: datetime = CHINA_TZ.localize(dt)
dt: datetime = dt.replace(tzinfo=CHINA_TZ)

tick: TickData = TickData(
symbol=symbol,
Expand Down Expand Up @@ -419,7 +420,6 @@ def __init__(self, gateway: SgitGateway) -> None:
def onFrontConnected(self) -> None:
"""服务器连接成功回报"""
self.gateway.write_log("交易服务器连接成功")

self.login()

def onFrontDisconnected(self, reason: int) -> None:
Expand Down Expand Up @@ -482,10 +482,6 @@ def onRspOrderAction(self, data: dict, error: dict, reqid: int, last: bool) -> N
if error["ErrorID"] != 0:
self.gateway.write_error("交易撤单失败", error)

def onRspQueryMaxOrderVolume(self, data: dict, error: dict, reqid: int, last: bool) -> None:
"""查询最大报单数量响应"""
pass

def onRspSettlementInfoConfirm(self, data: dict, error: dict, reqid: int, last: bool) -> None:
"""结算信息确认回报"""
self.gateway.write_log("结算信息确认成功")
Expand Down Expand Up @@ -625,7 +621,7 @@ def onRtnOrder(self, data: dict) -> None:
else:
timestamp: str = f"{data['InsertTime']}"
dt: datetime = datetime.strptime(timestamp, "%H:%M:%S")
dt: datetime = CHINA_TZ.localize(dt)
dt: datetime = dt.replace(tzinfo=CHINA_TZ)

order: OrderData = OrderData(
symbol=symbol,
Expand Down Expand Up @@ -661,7 +657,7 @@ def onRtnTrade(self, data: dict) -> None:
else:
timestamp: str = f"{data['TradeTime']}"
dt: datetime = datetime.strptime(timestamp, "%H:%M:%S")
dt: datetime = CHINA_TZ.localize(dt)
dt: datetime = dt.replace(tzinfo=CHINA_TZ)

trade: TradeData = TradeData(
symbol=symbol,
Expand Down

0 comments on commit 1eb9396

Please sign in to comment.