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pyctp's Issues

当期货账户无策略时,点击删除,后台报错

期货账户无策略，鼠标右击删除，后台报错。

log:

Traceback (most recent call last):
File "C:\Users\yuanpengfei\Desktop\PyCTP-PyCTP_Dev\PyCTP_Client\PyCTP_ClientCore\QAccountWidget.py", line 711, in slot_action_del_strategy
print(">>> QAccountWidget.slot_action_del_strategy() i_strategy.get_user_id()=", i_strategy.get_user_id(), "i_strategy.get_strategy_id()=", i_strategy.get_strategy_id(), "self.__clicked_status['user_id']=", self.__clicked_status['user_id'], "self.__clicked_status['strategy_id']=", self.__clicked_status['strategy_id'])
AttributeError: 'QAccountWidget' object has no attribute '_QAccountWidget__clicked_status'

issue2
issue21

小蜜蜂客户端期货账户开关未开,服务端便可以发单

小蜜蜂账户策略总开关与TS端策略状态不一致。

测试步骤：
1：打开小蜜蜂客户端，设置某个期货账户策略参数，开启总开关，期货账户策略总开关，然后TS端开始发单，快期可以看到有报单；
2：小蜜蜂不做任何操作直接退出（账户策略总开关已经是打开状态），然后退出TS端，快期终端手动平仓，清空持仓；
3：重启TS端，发现启动后上次账户立马开启发单；
4：打开小蜜蜂客户端，发现账户下策略总开关显示还是未开启状态，其实已经打开。

新开报单小蜜蜂不显示

盘中交易，快期已经有报单，但是小蜜蜂不显示新开的报单。
退出小蜜蜂重启小蜜蜂之后又显示了。

建议修改开始策略开关文字

总账户和单账户下的开始策略文字使人困惑，容易引发误操作。
建议总账户下改名：交易员开关
期货账户改名：账户开关

小蜜蜂初始化报错User.py中commodity_id未定义先使用

如题，User.py代码中get_commission方法：

    def get_commission(self, instrument_id, exchange_id):

        # 获取品种代码，例如cu、zn
        if exchange_id in ['SHFE', 'CFFEX', 'DZCE']:
            commodity_id = instrument_id[:2]
        elif exchange_id in ['DCE']:
            commodity_id = instrument_id[:1]
        if commodity_id not in self.__dict_commission:
            ...

假如前两种判断都不成立，第三种逻辑判断，commodity_id属于直接使用变量，那么启动过程将会报错。

UnboundLocalError: local variable 'commodity_id' referenced before assignment

我修改如下,将变量变为self变量，然后bug不存在，系统正常启动：

    def get_commission(self, instrument_id, exchange_id):

        # 获取品种代码，例如cu、zn
        if exchange_id in ['SHFE', 'CFFEX', 'DZCE']:
            self.commodity_id = instrument_id[:2]
        elif exchange_id in ['DCE']:
            self.commodity_id = instrument_id[:1]
        if self.commodity_id not in self.__dict_commission:

server crash,客户端无任何提示

server socket crash, 客户端应当提示用户网络连接故障。
当客户端遇到如下socket异常：
SocketManager.RecvN() [WinError 10053] 你的主机中的软件中止了一个已建立的连接。
客户端理应弹窗提示。

获取CTP trade记录类型错误

b'063802' 连接交易前置 0
b'063802' 登陆交易账号 0
b'063802' 交易日 20161228
b'063802' 投资者代码 063802
Exception in thread Thread-1:
Traceback (most recent call last):
File "D:\Python34\lib\threading.py", line 920, in _bootstrap_inner
self.run()
File "D:\Python34\lib\threading.py", line 868, in run
self._target(*self._args, **self._kwargs)
File "C:\Users\yuanpengfei\Desktop\PyCTP-PyCTP_Dev\PyCTP_Client\PyCTP_ClientCore\CTPManager.py", line 75, in start_init
self.create_user(i)
File "C:\Users\yuanpengfei\Desktop\PyCTP-PyCTP_Dev\PyCTP_Client\PyCTP_ClientCore\CTPManager.py", line 115, in create_user
obj_user = User(dict_arguments, ctp_manager=self)
File "C:\Users\yuanpengfei\Desktop\PyCTP-PyCTP_Dev\PyCTP_Client\PyCTP_ClientCore\User.py", line 84, in init
self.QryTrade() # 获取user的Trade记录
File "C:\Users\yuanpengfei\Desktop\PyCTP-PyCTP_Dev\PyCTP_Client\PyCTP_ClientCore\User.py", line 284, in QryTrade
print(">>> User.QryTrade() self.__listQryTrade=", self.__listQryTrade, type(self.__listQryTrade), len(self.__listQryTrade))
TypeError: object of type 'int' has no len()

小蜜蜂部署问题

小蜜蜂在某些windows系统上一运行就报错，现象为黑窗口一闪而过。

该问题如下所示：
qq 20170511125253

经过分析是缺少某些动态链接库导致。

小蜜蜂新建策略后启动报错KeyError: 'ProfitPosition'

测试环境：TS端从来没操作过包含cu1707,cu1709两个合约相关的策略
现象：启动TS端，小蜜蜂新建策略，合约id为：cu1707, cu1709，关闭小蜜蜂，重新启动，发现报错。

报错日志：

Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade
Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤，跳过持仓量统计
Exception in thread Thread-4:
Traceback (most recent call last):
  File "D:\Python34\lib\threading.py", line 920, in _bootstrap_inner
    self.run()
  File "D:\Python34\lib\threading.py", line 868, in run
    self._target(*self._args, **self._kwargs)
  File "D:\CTP\PyCTP\PyCTP_Client\PyCTP_ClientCore\User.py", line 908, in timer_queue_put
    'DataMain': self.get_table_widget_data()  # 进程通信:发送策略信息
  File "D:\CTP\PyCTP\PyCTP_Client\PyCTP_ClientCore\User.py", line 772, in get_table_widget_data
    strategy_statistics = self.__dict_strategy[strategy_id].get_statistics()
  File "D:\CTP\PyCTP\PyCTP_Client\PyCTP_ClientCore\Strategy.py", line 1916, in get_statistics
    'profit_position': self.count_profit_position(),  # 持仓盈亏
  File "D:\CTP\PyCTP\PyCTP_Client\PyCTP_ClientCore\Strategy.py", line 1890, in count_profit_position
    self.__profit_position += trade['ProfitPosition']
KeyError: 'ProfitPosition'

Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤，跳过持仓量统计
Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade

log日志：
bee_start_error.txt

[优化]创建期货账户多进程方式代码结构

示例代码是一个主进程,两个期货账户进程.

在主进程里通过multiprocessing.Process创建两个账户进程,每个进程进行轮询即可,轮询可以采用Queue方式进行读取,有消息就处理

# -*- coding: utf-8 -*-
"""
Created on Tue Jan 12 00:31:14 2016
"""

import sys
import time
import os
import threading
import chardet
import pandas as pd
from pandas import Series, DataFrame
import FunctionLog
from Trade import PyCTP_Trader
from Market import PyCTP_Market
import Utils
import uuid
import multiprocessing

#多进程函数
def my_function(x):
    # time.sleep(1)
    # print('My Unique Id: {0}'.format(uuid.uuid1()))
    print(">>> process name = ", multiprocessing.current_process())
    print("x = ", x)
    if x == 0:
        BrokerID = b'9999'
        UserID = b'058176'  # 063802
        Password = b'669822'  # 123456
        ExchangeID = b'SHFE'
        listInstrumentID = [b'cu1706', b'cu1709']
        InstrumentID = b'cu1701'
        trader = PyCTP_Trader.CreateFtdcTraderApi(b'tmp/_tmp_t_')  # Trade实例
        market = PyCTP_Market.CreateFtdcMdApi(b'tmp/_tmp_m_')  # Market实例
        print('连接交易前置', Utils.code_transform(trader.Connect(b'tcp://180.168.146.187:10000')))
        print('连接行情前置', Utils.code_transform(market.Connect(b'tcp://180.168.146.187:10010')))
        print('交易账号登陆', Utils.code_transform(trader.Login(BrokerID, UserID, Password)))
        print('交易账号登陆', Utils.code_transform(market.Login(BrokerID, UserID, Password)))
        print('交易日', Utils.code_transform(trader.GetTradingDay()))
        print('设置投资者代码', Utils.code_transform(trader.setInvestorID(UserID)))
        time.sleep(1)
        print('查询账户信息\n', Utils.code_transform(trader.QryInvestor()))
        while True:
            # print('查询账户信息')
            print("In process ", multiprocessing.current_process(), '查询账户信息', Utils.code_transform(trader.QryInvestor()))
            print("\n")
            time.sleep(2)

    elif x == 1:
        BrokerID = b'9999'
        UserID = b'063802'  # 063802
        Password = b'123456'  # 123456
        ExchangeID = b'SHFE'
        listInstrumentID = [b'cu1706', b'cu1709']
        InstrumentID = b'cu1701'
        trader = PyCTP_Trader.CreateFtdcTraderApi(b'tmp/_tmp_t_')  # Trade实例
        market = PyCTP_Market.CreateFtdcMdApi(b'tmp/_tmp_m_')  # Market实例
        print('连接交易前置', Utils.code_transform(trader.Connect(b'tcp://180.168.146.187:10000')))
        print('连接行情前置', Utils.code_transform(market.Connect(b'tcp://180.168.146.187:10010')))
        print('交易账号登陆', Utils.code_transform(trader.Login(BrokerID, UserID, Password)))
        print('交易账号登陆', Utils.code_transform(market.Login(BrokerID, UserID, Password)))
        print('交易日', Utils.code_transform(trader.GetTradingDay()))
        print('设置投资者代码', Utils.code_transform(trader.setInvestorID(UserID)))
        time.sleep(1)
        while True:
            # print('查询账户信息')
            print("In process ", multiprocessing.current_process(), '查询账户信息', Utils.code_transform(trader.QryInvestor()))
            print("\n")
            time.sleep(2)


def __main__():
    print("\n\n>>> In process ", multiprocessing.current_process())
    for x in range(2):
        process = multiprocessing.Process(target=my_function, args=(x,))
        process.daemon = True
        process.start()
        # process.join()

    BrokerID = b'9999'
    UserID = b'063802'  # 063802
    Password = b'123456'  # 123456
    ExchangeID = b'SHFE'
    listInstrumentID = [b'cu1706', b'cu1709']
    InstrumentID = b'cu1701'
    trader = PyCTP_Trader.CreateFtdcTraderApi(b'tmp/_tmp_t_')  # Trade实例
    market = PyCTP_Market.CreateFtdcMdApi(b'tmp/_tmp_m_')  # Market实例
    print('连接交易前置', Utils.code_transform(trader.Connect(b'tcp://180.168.146.187:10000')))
    print('连接行情前置', Utils.code_transform(market.Connect(b'tcp://180.168.146.187:10011')))
    print('交易账号登陆', Utils.code_transform(trader.Login(BrokerID, UserID, Password)))
    print('交易账号登陆', Utils.code_transform(market.Login(BrokerID, UserID, Password)))
    print('交易日', Utils.code_transform(trader.GetTradingDay()))
    print('设置投资者代码', Utils.code_transform(trader.setInvestorID(UserID)))

    # 调试OrderInsert
    while True:
        print(">>> In process ", multiprocessing.current_process())
        time.sleep(2)

    time.sleep(2.0)
    print('退订行情:', market.UnSubMarketData(listInstrumentID))
    print('交易账号登出', trader.Logout())
    print('行情账号登出', market.Logout())


if __name__ == '__main__':
    __main__()

没有止损

价差止损设置为1，价差偏离2个跳，程序没有止损，快期没有报单

删除策略id后,添加同一策略id,界面无响应

测试步骤:
1:添加策略id:"06",
2:删除策略id“06”，
3:添加策略id:"06"
结果：
界面无响应，Python后台提示重复创建id
期望结果：
可以添加进去,如果遇到重复添加,应该消息框提示.

添加新策略报错

鼠标右击添加新策略，发现报错。
log：
Traceback (most recent call last):
File "C:\Users\yuanpengfei\Desktop\PyCTP-PyCTP_Dev\PyCTP_Client\PyCTP_ClientCore\QNewStrategy.py", line 123, in on_pushButton_ok_clicked
'order_algorithm': self.__socket_manager.get_list_algorithm_info()[0]['name'], # 下单算法
IndexError: list index out of range

issue3
issue31

设置持仓错误

中金所品种跨期套利的策略有持仓，将策略设置持仓为非零，TS正常接收和处理了修改持仓指令，TS发给小蜜蜂的设置持仓回报消息的值也是正确的，小蜜蜂界面和内核将设置持仓的各个持仓值全部为0.

校正持仓数据后,列表持仓明细未更新

测试步骤：
1：:手工在策略参数表中设置持仓，设置A总卖，B总买，A总买，B总卖...均为0，点击发送持仓；
2：检查服务端数据库，发现已经修改，但是客户端策略列表界面未更新。

期望：
策略列表应该实时更新最新数据。

qq 20170109111158

非上期所的手续费计算

非上期所的平今平昨标志注意：
通过小蜜蜂套利系统发单，平今和平仓标志分别为3、4，如果是通过快期平仓或平今，标志都是1.
小蜜蜂需要处理平仓标志为1、3、4的所有情况。

小蜜蜂布局policy有问题

小蜜蜂布局，size policy设置存在问题。

  • 参数面板不该被遮挡
  • 期货账户tabbar不该被遮挡
  • 其他空间size policy都要检查下，符合布局需求

qq 20170414230648

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