修改部分功能

.gitignore

@@ -14,7 +14,6 @@ Release/
 
 # Python编译文件
 *.pyc
-*.pyd
 
 # WingIDE文件
 *.wpr

vn.trader/ctaAlgo/ctaEngine.py

@@ -14,6 +14,7 @@
 from eventEngine import *
 from vtConstant import *
 from vtGateway import VtSubscribeReq, VtOrderReq, VtCancelOrderReq, VtLogData
+from vtFunction import todayDate
 
 
 ########################################################################
@@ -29,7 +30,7 @@ def __init__(self, mainEngine, eventEngine):
         self.eventEngine = eventEngine
 
         # 当前日期
-        self.today = datetime.now().replace(hour=0, minute=0, second=0, microsecond=0)
+        self.today = todayDate()
 
         # 保存策略实例的字典
         # key为策略名称，value为策略实例，注意策略名称不允许重复
@@ -429,5 +430,7 @@ def putStrategyEvent(self, name):
         """触发策略状态变化事件（通常用于通知GUI更新）"""
         event = Event(EVENT_CTA_STRATEGY+name)
         self.eventEngine.put(event)
+
+
 
 

vn.trader/dataRecorder/drEngine.py

@@ -15,6 +15,7 @@
 from eventEngine import *
 from vtGateway import VtSubscribeReq, VtLogData
 from drBase import *
+from vtFunction import todayDate
 
 
 ########################################################################
@@ -31,7 +32,7 @@ def __init__(self, mainEngine, eventEngine):
         self.eventEngine = eventEngine
 
         # 当前日期
-        self.today = datetime.now().replace(hour=0, minute=0, second=0, microsecond=0)
+        self.today = todayDate()
 
         # 主力合约代码映射字典，key为具体的合约代码（如IF1604），value为主力合约代码（如IF0000）
         self.activeSymbolDict = {}

vn.trader/ibGateway/ibGateway.py

@@ -68,6 +68,7 @@
 productClassMap[PRODUCT_FUTURES] = 'FUT'
 productClassMap[PRODUCT_OPTION] = 'OPT'
 productClassMap[PRODUCT_FOREX] = 'CASH'
+productClassMapReverse = {v:k for k,v in productClassMap.items()}
 
 # 期权类型映射
 optionTypeMap = {}
@@ -184,6 +185,7 @@ def subscribe(self, subscribeReq):
         contract.m_strike = subscribeReq.strikePrice
         contract.m_right = optionTypeMap.get(subscribeReq.optionType, '')
 
+        # 考虑设计为针对期货用代码_到期日的方式来代替单纯的代码
         if contract.m_secType == 'FUT' and not subscribeReq.expiry:
             # 期货 如果没有设置过期时间, 默认设置为下个月
             dt_obj = datetime.now()
@@ -469,30 +471,22 @@ def contractDetails(self, reqId, contractDetails):
         contract.name = contractDetails.m_summary.m_localSymbol.decode('UTF-8')
 
         # 合约类型
-        if contractDetails.m_summary.m_secType == 'STK':
-            contract.productClass = PRODUCT_EQUITY
-        elif contractDetails.m_summary.m_secType == 'CASH':
-            contract.productClass = PRODUCT_FOREX
-        elif contractDetails.m_summary.m_secType == 'FUT':
-            contract.productClass = PRODUCT_FUTURES
-        elif contractDetails.m_summary.m_secType == 'OPT':
-            contract.productClass = PRODUCT_OPTION
-        else:
-            contract.productClass = PRODUCT_UNKNOWN
+        contract.productClass = productClassMapReverse.get(contractDetails.m_summary.m_secType, 
+                                                           PRODUCT_UNKNOWN)
+
         # 推送
         self.gateway.onContract(contract)
 
     #----------------------------------------------------------------------
     def bondContractDetails(self, reqId, contractDetails):
         """ generated source for method bondContractDetails """
+        pass
 
     #----------------------------------------------------------------------
     def contractDetailsEnd(self, reqId):
         """ 获取合约结束 """
-        log = VtLogData()
-        log.gatewayName = self.gatewayName
-        log.logContent = u'交易合约信息获取完成'
-        self.gateway.onLog(log)
+        # 因为IB的合约获取是一个个合约进行的，并不会用于触发其他操作，因此无需发出日志
+        pass
 
     #----------------------------------------------------------------------
     def execDetails(self, reqId, contract, execution):

vn.trader/vtFunction.py

@@ -6,6 +6,7 @@
 
 import decimal
 import json
+from datetime import datetime
 
 MAX_NUMBER = 10000000000000
 MAX_DECIMAL = 4
@@ -40,4 +41,9 @@ def loadMongoSetting():
 
     return host, port
 
+#----------------------------------------------------------------------
+def todayDate():
+    """获取当前本机电脑时间的日期"""
+    return datetime.now().replace(hour=0, minute=0, second=0, microsecond=0)    
+