先做简单版本，再一步步增加功能
1、简单目的：要实现这样一个功能，能够连接服务器，登录账号，查询账号委托信息，如果有委托信息，撤销委托。
属性(不同账户之间差别)：账户，密码
方法(不同账户之间都要用到功能)：连接服务器、登录账号、查询委托信息、撤销委托
问题1、如何在类方法中写类方法？A类有方法a、b，如何在方法b下面使用方法a呢？
class A: def a(self): print(‘abcd‘) def b(self): self.a() yq=A() yq.b() #abcd
可见在方法前加入self即可。
脚本文件一：
import py_t2sdk class StockTrade: def __init__(self,fund_account,password,connect=None): self.fund_account=fund_account self.password=password self.connect=connect def StockEntrustPack(self): pStockEntrustPack = py_t2sdk.pyIF2Packer() pStockEntrustPack.BeginPack() pStockEntrustPack.AddField("op_entrust_way", ‘C‘, 1) pStockEntrustPack.AddField("op_station", ‘S‘, 255) pStockEntrustPack.AddField("client_id", ‘S‘, 15) pStockEntrustPack.AddField("input_content", ‘C‘, 1) pStockEntrustPack.AddField("account_content", ‘S‘, 30) pStockEntrustPack.AddField("fund_content", ‘S‘, 30) pStockEntrustPack.AddField("fund_account", ‘S‘, 11) pStockEntrustPack.AddField("stock_code", ‘S‘, 6) pStockEntrustPack.AddField("entrust_amount", ‘I‘, 10) pStockEntrustPack.AddField("entrust_price", ‘F‘, 10, 3) pStockEntrustPack.AddField("entrust_bs", ‘S‘, 1) pStockEntrustPack.AddField("entrust_prop", ‘S‘, 3) pStockEntrustPack.AddField("content_type", ‘S‘, 6) pStockEntrustPack.AddField("password", ‘S‘, 10) pStockEntrustPack.AddField("password_type", ‘C‘) pStockEntrustPack.AddField("exchange_type", ‘S‘, 4) pStockEntrustPack.AddStr(‘Z‘) # op_entrust_way pStockEntrustPack.AddStr(‘123456‘) # op_station pStockEntrustPack.AddStr(‘10080156‘) # client_id pStockEntrustPack.AddStr(‘1‘) # input_content pStockEntrustPack.AddStr(‘10080156‘) # account_content pStockEntrustPack.AddStr(‘10080156‘) # fund_content pStockEntrustPack.AddStr(self.fund_account) # fund_account pStockEntrustPack.AddStr(‘601398‘) # stock_code pStockEntrustPack.AddStr(‘100‘) # entrust_amount pStockEntrustPack.AddStr(‘7.50‘) # entrust_price pStockEntrustPack.AddStr(‘1‘) # 1买入 2 卖出 #entrust_bs pStockEntrustPack.AddStr(‘0‘) # entrust_prop pStockEntrustPack.AddStr(‘0‘) # content_type pStockEntrustPack.AddStr(self.password) # password pStockEntrustPack.AddStr(‘2‘) # password_type pStockEntrustPack.AddStr(‘1‘) # exchange_type 0资金 1上海 2深圳 pStockEntrustPack.EndPack() return pStockEntrustPack def ConnectServer(self): config = py_t2sdk.pyCConfigInterface() config.Load(‘t2sdk.ini‘) self.connect = py_t2sdk.pyConnectionInterface(config) pCallBack = py_t2sdk.pyCallbackInterface(‘pyCallBack‘, ‘pyCallBack‘) pCallBack.InitInstance() ret = self.connect.Create2BizMsg(pCallBack) # ret = connect.Create(pCallBack) if ret != 0: print(‘creat faild!!‘) exit() ret = self.connect.Connect(9000) if ret != 0: print(‘connect faild:‘) ErrMsg = self.connect.GetErrorMsg(ret) print(ErrMsg) exit() print(‘YES‘) def Login(self): # pLoginPack = GetLoginPack() # pAccountPack = GetAccountPack() pLoginPack = self.StockEntrustPack() pBizMsg = py_t2sdk.pyIBizMessage() # pBizMsg.SetFunction(10001) pBizMsg.SetFunction(332255) # pBizMsg.SetFunction(333002) iPacklen = pLoginPack.GetPackLen() iPackBuff = pLoginPack.GetPackBuf() pBizMsg.SetPacketType(0) pBizMsg.SetContent(iPackBuff, iPacklen) # ret = connect.SendBiz(10001,pLoginPack,1) ret = self.connect.SendBizMsg(pBizMsg, 1) print(ret) def QueryEntrust(self): pass def CheckEntrust(self): pass def QueryAccountCash(self): pass def GetEntrustInfo(self): pass def StockEntrust(self): pass def StockTrade(self): pass
#报错 注册超时。
解决：应该是连接多了，第一次连接上了，继续第二次再连接会报注册超时，连接一次就好了，不能多连。此外，应该说如果连接断了，t2sdk会自动连接上去。
#问题：没有触发回调
解决：因为主程序在触发回调之前进程结束了，可以在主程序后面加上sleep(100)
2、增加功能：
原来：要实现这样一个功能，能够连接服务器，登录账号，查询账号委托信息，如果有委托信息，撤销委托。
新增：查询账户资金、查询账户持仓
思考：1、我看登录账号不是必须流程，连接服务器后可以直接查询账号信息、或查询持仓等操作(不用先登录账号)
可以直接查询，这个可以在后台设置。
2、有很多功能之间的差别在于功能号不同，可以设置不同功能号为类中方法的参数，一个类方法即可解决。
3、原来想用字典来存储数据，估计不行。因为有些数据是重复的，但是字典只保留一个。
因为字典中键值对是一一对应的。
下面是字典保留信息：
{‘init_date‘: ‘20180124‘, ‘fund_account‘: ‘10080156‘, ‘batch_no‘: ‘700011‘, ‘entrust_no‘: ‘700011‘, ‘exchange_type‘: ‘1‘, ‘stock_account‘: ‘S010080156‘, ‘stock_code‘: ‘601398‘, ‘entrust_bs‘: ‘1‘, ‘entrust_price‘: ‘7.380‘, ‘entrust_amount‘: ‘100.00‘, ‘business_amount‘: ‘0.00‘, ‘business_price‘: ‘0.000‘, ‘report_no‘: ‘700011‘, ‘report_time‘: ‘155330‘, ‘entrust_type‘: ‘0‘, ‘entrust_status‘: ‘2‘, ‘entrust_time‘: ‘155330‘, ‘entrust_date‘: ‘20180124‘, ‘entrust_prop‘: ‘0‘, ‘stock_name‘: ‘工商银行‘, ‘position_str‘: ‘000000004‘, ‘entrust_price2‘: ‘7.380‘, ‘cancel_info‘: ‘‘, ‘entrust_way‘: ‘7‘, ‘business_balance‘: ‘0.00‘, ‘withdraw_amount‘: ‘0.00‘, ‘curr_milltime‘: ‘155330129‘, ‘report_milltime‘: ‘155330135‘, ‘order_id‘: ‘700011‘, ‘orig_order_id‘: ‘700011‘}
------------------------------------------------------------
认真研究后发现可以通过字典加DataFrame格式来保存数据，现在有个问题如下：多结果集？该如何处理？
咨询后：现在这边产品暂时没有多结果集，恒生资管部门那边会用到。
4、存储在DataFrame中打印不出来，不知道是不是设置缓存不够原因？
5、在交易类中写解包功能函数，用来存储服务器返回数据，是否可以在回调函数中使用主函数中的交易类的函数？
不这样做呢？还有哪些方法？我现在的问题是主函数如何获得回调函数中返回数据？以前是在回调函数中直接打印出来，没有传到主函数。
6、运行时回调函数没有打印出DataFrame，什么原因？
代码一：在回调函数中打印
# coding=utf-8 import py_t2sdk import pandas as pd from pandas import Series,DataFrame def PrintUnpack(lpUnpack): iDataSetCount = lpUnpack.GetDatasetCount() index = 0 while index < iDataSetCount : lpUnpack.SetCurrentDatasetByIndex(index) iRowCount = lpUnpack.GetRowCount() RowIndex = 0 while RowIndex < iRowCount: iColCount = lpUnpack.GetColCount() iColIndex = 0 while iColIndex < iColCount: ColType = lpUnpack.GetColType(iColIndex) if ColType == ‘S‘: print(lpUnpack.GetColName(iColIndex) + ‘:‘ + lpUnpack.GetStrByIndex(iColIndex)) elif ColType == ‘I‘: print(lpUnpack.GetColName(iColIndex) + ‘:‘ + str(lpUnpack.GetIntByIndex(iColIndex))) elif ColType == ‘C‘: print(lpUnpack.GetColName(iColIndex) + ‘:‘ + lpUnpack.GetCharByIndex(iColIndex)) elif ColType == ‘F‘: print(lpUnpack.GetColName(iColIndex) + ‘:‘ + str(lpUnpack.GetDoubleByIndex(iColIndex))) iColIndex += 1 lpUnpack.Next() RowIndex += 1 index += 1 def StoreUnpack(lpUnpack): iDataSetCount = lpUnpack.GetDatasetCount();print(‘iDataSetCount:‘,iDataSetCount) index = 0 while index < iDataSetCount : print(‘index:‘,index) StoreUnpackDataFrame=DataFrame() lpUnpack.SetCurrentDatasetByIndex(index) iRowCount = lpUnpack.GetRowCount();print(‘iRowCount:‘,iRowCount) RowIndex = 0 while RowIndex < iRowCount: print(‘RowIndex:‘,RowIndex) StoreUnpack = {} #存放一列的数据 iColCount = lpUnpack.GetColCount();print(‘iColCount:‘,iColCount) iColIndex = 0 while iColIndex < iColCount: print(‘iColIndex:‘,iColCount) ColType = lpUnpack.GetColType(iColIndex) if ColType == ‘S‘: print(lpUnpack.GetColName(iColIndex) + ‘:‘ + lpUnpack.GetStrByIndex(iColIndex)) StoreUnpack.update({lpUnpack.GetColName(iColIndex):lpUnpack.GetStrByIndex(iColIndex)}) elif ColType == ‘I‘: print(lpUnpack.GetColName(iColIndex) + ‘:‘ + str(lpUnpack.GetIntByIndex(iColIndex))) StoreUnpack.update({lpUnpack.GetColName(iColIndex): lpUnpack.GetStrByIndex(iColIndex)}) elif ColType == ‘C‘: print(lpUnpack.GetColName(iColIndex) + ‘:‘ + lpUnpack.GetCharByIndex(iColIndex)) StoreUnpack.update({lpUnpack.GetColName(iColIndex): lpUnpack.GetStrByIndex(iColIndex)}) elif ColType == ‘F‘: print(lpUnpack.GetColName(iColIndex) + ‘:‘ + str(lpUnpack.GetDoubleByIndex(iColIndex))) StoreUnpack.update({lpUnpack.GetColName(iColIndex): lpUnpack.GetStrByIndex(iColIndex)}) iColIndex += 1 StoreUnpackRow = DataFrame(StoreUnpack, index=RowIndex) StoreUnpackDataFrame=pd.concat((StoreUnpackDataFrame,StoreUnpackRow)) lpUnpack.Next() RowIndex += 1 index += 1 print(StoreUnpackDataFrame) return StoreUnpackDataFrame class pyCallBack: def __init__(self): print(‘init‘) def OnConnect(self): print(‘OnConnect‘) def OnSafeConnect(self): print(‘OnSafeConnect‘) def OnRegister(self): print(‘OnRegister‘) def OnSent(self): print(‘OnSent‘) def OnClose(self): print(‘OnClose‘) def OnReceivedBiz(self,hResult,hSend,sBuff,iLenght): print(‘OnReceivedBiz‘) if hResult == 0 or hResult == 1: lppUnpack = py_t2sdk.pyIF2UnPacker() lppUnpack.SetPackBuff(sBuff,iLenght) PrintUnpack(lppUnpack) else: print(sBuff) def OnReceivedBizEx(self,hResult,hSend,sBuff,iLenght): print(‘OnReceivedBizEx‘) if hResult == 0 or hResult == 1: lppUnpack = py_t2sdk.pyIF2UnPacker() lppUnpack.SetPackBuff(sBuff,iLenght) PrintUnpack(lppUnpack) else: print(sBuff) def OnReceivedBizMsg(self,hResult,hSend,sBuff,iLenght): print(‘OnReceivedBizMsg‘) if hResult == 0 or hResult == 1: lpBizMsg = py_t2sdk.pyIBizMessage() lpBizMsg.SetBuff(sBuff,iLenght) print(‘funcid:‘,lpBizMsg.GetFunction()) lppUnpack = py_t2sdk.pyIF2UnPacker() iPackBuff,iPackLen = lpBizMsg.GetContent() lppUnpack.SetPackBuff(iPackBuff,iPackLen) #PrintUnpack(lppUnpack) StoreUnpack(lppUnpack) print(‘------------------------------------------------------------‘) #StoreUnpack=StoreUnpack(lppUnpack) # print(‘StoreUnpack:‘,StoreUnpack) else: print(sBuff)
D:\Anaconda3\python.exe E:/UFXAPIForPython0119/demo/strategy_test.py
init
OnSafeConnect!
OnRegister!
OnConnect
OnSafeConnect
OnRegister
YES
1
OnReceivedBizMsg!
Process finished with exit code 0
代码二：在主函数中打印
# def PrintUnpack(lpUnpack): # iDataSetCount = lpUnpack.GetDatasetCount() # index = 0 # while index < iDataSetCount: # lpUnpack.SetCurrentDatasetByIndex(index) # iRowCount = lpUnpack.GetRowCount() # RowIndex = 0 # while RowIndex < iRowCount: # StoreUnpack = {} # 存放一列的数据 # iColCount = lpUnpack.GetColCount() # iColIndex = 0 # while iColIndex < iColCount: # ColType = lpUnpack.GetColType(iColIndex) # if ColType == ‘S‘: # print(lpUnpack.GetColName(iColIndex) + ‘:‘ + lpUnpack.GetStrByIndex(iColIndex)) # StoreUnpack.update({lpUnpack.GetColName(iColIndex): lpUnpack.GetStrByIndex(iColIndex)}) # elif ColType == ‘I‘: # print(lpUnpack.GetColName(iColIndex) + ‘:‘ + str(lpUnpack.GetIntByIndex(iColIndex))) # StoreUnpack.update({lpUnpack.GetColName(iColIndex): lpUnpack.GetStrByIndex(iColIndex)}) # elif ColType == ‘C‘: # print(lpUnpack.GetColName(iColIndex) + ‘:‘ + lpUnpack.GetCharByIndex(iColIndex)) # StoreUnpack.update({lpUnpack.GetColName(iColIndex): lpUnpack.GetStrByIndex(iColIndex)}) # elif ColType == ‘F‘: # print(lpUnpack.GetColName(iColIndex) + ‘:‘ + str(lpUnpack.GetDoubleByIndex(iColIndex))) # StoreUnpack.update({lpUnpack.GetColName(iColIndex): lpUnpack.GetStrByIndex(iColIndex)}) # iColIndex += 1 # print(StoreUnpack) # lpUnpack.Next() # RowIndex += 1 # index += 1
D:\Anaconda3\python.exe E:/UFXAPIForPython0119/demo/strategy_test.py
init
OnSafeConnect!
OnRegister!
OnConnect
OnSafeConnect
OnRegister
YES
1
OnReceivedBizMsg!
OnReceivedBizMsg
funcid: 333101
init unpacker,591
iDataSetCount: 1
index: 0
iRowCount: 0
Empty DataFrame
Columns: []
Index: []
------------------------------------------------------------
Process finished with exit code 0
这两个是什么原因造成的？
