add backtesting

snowtigersoft · snowtigersoft · commit 26e7f04b4b19 · 2015-05-27T17:04:33.000+08:00
diff --git a/Python/xapi.py b/Python/xapi.py
@@ -64,7 +64,7 @@ def get_api_version(self):
             func.restype = c_char_p
             func.argtypes = [c_void_p]
             ptr = func(self.p_fun)
-            return ptr.value
+            return ptr
 
     def get_api_name(self):
         self.invoke_log('on_invoke_get_api_name')
diff --git a/Python/xapi_backtesting.py b/Python/xapi_backtesting.py
@@ -0,0 +1,156 @@
+# -*- coding: utf-8 -*-
+import os
+from base.abstract_xapi import AbstractXApi
+from base.comm import *
+
+__author__ = 'Chunyou<snowtigersoft@126.com>'
+
+os.environ['PATH'] = ';'.join([os.path.dirname(__file__) + "\\include",
+                               os.path.dirname(__file__) + "\\include\\LTS\\win32",
+                               os.environ['PATH']])
+
+
+class XApiBacktesting(AbstractXApi):
+    def __init__(self, lib_path, is_market=True):
+        super(XApiBacktesting, self).__init__("QuantBox_XAPI", lib_path, is_market)
+
+    def init(self):
+        """
+        load the lib
+        :return:
+        """
+        self.invoke_log('on_invoke_init')
+        return True
+
+    def get_last_error(self):
+        self.invoke_log('on_invoke_get_last_error')
+
+    def get_api_type(self):
+        self.invoke_log('on_invoke_get_api_type')
+        return MarketData
+
+    def get_api_version(self):
+        self.invoke_log('on_invoke_get_api_version')
+        return "0.1.0"
+
+    def get_api_name(self):
+        self.invoke_log('on_invoke_get_api_name')
+        return "XApi Backtesing"
+
+    def connect(self, path, server_info, user_info, count=0):
+        """
+        Connect to the server.
+        :param path:
+        :param server_info:
+        :param user_info:
+        :param count:
+        :return:
+        """
+        self.invoke_log('on_invoke_connect', path=path, server_info=server_info, user_info=user_info, count=count)
+        user_login_field = RspUserLoginField()
+        user_login_field.TradingDay = '20150120'
+        user_login_field.SessionID = '565656565'
+        user_login_field.LoginTime = '07:22:07'
+        self.make_response(OnConnectionStatus, p_api2=self, double1=ord(Logined.value), ptr1=user_login_field)
+        self.make_response(OnConnectionStatus, p_api2=self, double1=ord(Done.value))
+
+    def disconnect(self):
+        self.invoke_log('on_invoke_disconnect')
+
+    def subscribe(self, instrument_ids, exchange_id=b''):
+        """
+        Subscribe market data for the given instruments.
+        :param instrument_ids: [string], list of instrument ids.
+        :param exchange_id: string, exchange id
+        """
+        self.invoke_log('on_invoke_subscribe', instrument_ids=instrument_ids, exchange_id=exchange_id)
+
+    def unsubscribe(self, instrument_ids, exchange_id=b''):
+        """
+         Un-subscribe market data for the given instruments.
+        :param instrument_ids: [string], list of instrument ids.
+        :param exchange_id: string, exchange id
+        """
+        self.invoke_log('on_invoke_unsubscribe', instrument_ids=instrument_ids, exchange_id=exchange_id)
+
+    def subscribe_quote(self, instrument_ids, exchange_id=b''):
+        """
+        Subscribe market data for the given instruments.
+        :param instrument_ids: [string], list of instrument ids.
+        :param exchange_id: string, exchange id
+        """
+        self.invoke_log('on_invoke_subscribe_quote', instrument_ids=instrument_ids, exchange_id=exchange_id)
+
+    def unsubscribe_quote(self, instrument_ids, exchange_id=b''):
+        """
+         Un-subscribe market data for the given instruments.
+        :param instrument_ids: [string], list of instrument ids.
+        :param exchange_id: string, exchange id
+        """
+        self.invoke_log('on_invoke_unsubscribe_quote', instrument_ids=instrument_ids, exchange_id=exchange_id)
+
+    def req_qry_instrument(self, instrument_id, exchange_id):
+        """
+        get instrument info
+        :param instrument_id: string
+        :param exchange_id: string, exchange id
+        :return:
+        """
+        self.invoke_log('on_invoke_req_qry_instrument', instrument_id=instrument_id, exchange_id=exchange_id)
+
+    def req_qry_investor_position(self, instrument_id, exchange_id):
+        """
+        get investor position
+        :param instrument_id: string
+        :param exchange_id: string
+        :return:
+        """
+        self.invoke_log('on_invoke_req_qry_investor_position', instrument_id=instrument_id, exchange_id=exchange_id)
+
+    def req_qry_trading_account(self):
+        """
+        get trading account info
+        :return:
+        """
+        self.invoke_log('on_invoke_req_qry_trading_account')
+
+    def send_order(self, order, in_out, count):
+        """
+        create a new order
+        :param order:
+        :param in_out:
+        :param count:
+        :return:
+        """
+        self.invoke_log('on_invoke_send_order', order=order, in_out=in_out, count=count)
+
+    def cancel_order(self, p_in, p_out, count):
+        """
+        cancel an order
+        :param p_in:
+        :param p_out:
+        :param count:
+        :return:
+        """
+        self.invoke_log('on_invoke_cancel_order', p_in=p_in, p_out=p_out, count=count)
+
+    def send_quote(self, quote, ask_out, bid_out, count):
+        """
+        create a new quote
+        :param quote:
+        :param ask_out:
+        :param bid_out:
+        :param count:
+        :return:
+        """
+        self.invoke_log('on_invoke_send_quote', quote=quote, ask_out=ask_out, bid_out=bid_out, count=count)
+
+    def cancel_quote(self, p_in, p_out, count):
+        """
+        cancel a quote
+        :param p_in:
+        :param p_out:
+        :param count:
+        :return:
+        """
+        self.invoke_log('on_invoke_cancel_quote', p_in=p_in, p_out=p_out, count=count)
