xtquant.xtconstant

  1#coding=utf-8
  2
  3
  4"""
  5常量定义模块
  6"""
  7
  8
  9"""
 10账号类型
 11"""
 12# 期货
 13FUTURE_ACCOUNT = 1
 14# 股票
 15SECURITY_ACCOUNT = 2
 16# 信用
 17CREDIT_ACCOUNT = 3
 18# 期货期权
 19FUTURE_OPTION_ACCOUNT = 5
 20# 股票期权
 21STOCK_OPTION_ACCOUNT = 6
 22# 沪港通
 23HUGANGTONG_ACCOUNT = 7
 24# 深港通
 25SHENGANGTONG_ACCOUNT = 11
 26
 27"""
 28委托类型
 29"""
 30#/ *期货六键风格 * /
 31FUTURE_OPEN_LONG = 0 # 开多
 32FUTURE_CLOSE_LONG_HISTORY = 1 # 平昨多
 33FUTURE_CLOSE_LONG_TODAY = 2 # 平今多
 34FUTURE_OPEN_SHORT = 3 # 开空
 35FUTURE_CLOSE_SHORT_HISTORY = 4 # 平昨空
 36FUTURE_CLOSE_SHORT_TODAY = 5 # 平今空
 37# / *期货四键风格 * /
 38FUTURE_CLOSE_LONG_TODAY_FIRST = 6 # 平多，优先平今
 39FUTURE_CLOSE_LONG_HISTORY_FIRST = 7 # 平多，优先平昨
 40FUTURE_CLOSE_SHORT_TODAY_FIRST = 8 # 平空，优先平今
 41FUTURE_CLOSE_SHORT_HISTORY_FIRST = 9 # 平空，优先平昨
 42
 43# / *期货两键风格 * /
 44FUTURE_CLOSE_LONG_TODAY_HISTORY_THEN_OPEN_SHORT = 10 # 卖出，如有多仓，优先平仓，优先平今，如有余量，再开空
 45FUTURE_CLOSE_LONG_HISTORY_TODAY_THEN_OPEN_SHORT = 11 # 卖出，如有多仓，优先平仓，优先平昨，如有余量，再开空
 46FUTURE_CLOSE_SHORT_TODAY_HISTORY_THEN_OPEN_LONG = 12 # 买入，如有空仓，优先平仓，优先平今，如有余量，再开多
 47FUTURE_CLOSE_SHORT_HISTORY_TODAY_THEN_OPEN_LONG = 13 # 买入，如有空仓，优先平仓，优先平昨，如有余量，再开多
 48FUTURE_OPEN = 14 # 买入，不优先平仓
 49FUTURE_CLOSE = 15 # 卖出，不优先平仓
 50
 51# / *期货 - 跨商品套利 * /
 52FUTURE_ARBITRAGE_OPEN = 16 # 开仓
 53FUTURE_ARBITRAGE_CLOSE_HISTORY_FIRST = 17 # 平, 优先平昨
 54FUTURE_ARBITRAGE_CLOSE_TODAY_FIRST = 18 # 平, 优先平今
 55
 56# / *期货展期 * /
 57FUTURE_RENEW_LONG_CLOSE_HISTORY_FIRST = 19 # 看多, 优先平昨
 58FUTURE_RENEW_LONG_CLOSE_TODAY_FIRST = 20 # 看多，优先平今
 59FUTURE_RENEW_SHORT_CLOSE_HISTORY_FIRST = 21 # 看空，优先平昨
 60FUTURE_RENEW_SHORT_CLOSE_TODAY_FIRST = 22 # 看空，优先平今
 61
 62# / *股票期权 * /
 63STOCK_OPTION_BUY_OPEN = 48 # 买入开仓，以下用于个股期权交易业务
 64STOCK_OPTION_SELL_CLOSE = 49 # 卖出平仓
 65STOCK_OPTION_SELL_OPEN = 50 # 卖出开仓
 66STOCK_OPTION_BUY_CLOSE = 51 # 买入平仓
 67STOCK_OPTION_COVERED_OPEN = 52 # 备兑开仓
 68STOCK_OPTION_COVERED_CLOSE = 53 # 备兑平仓
 69STOCK_OPTION_CALL_EXERCISE = 54 # 认购行权
 70STOCK_OPTION_PUT_EXERCISE = 55 # 认沽行权
 71STOCK_OPTION_SECU_LOCK = 56 # 证券锁定
 72STOCK_OPTION_SECU_UNLOCK = 57 # 证券解锁
 73
 74# /*期货期权*/
 75OPTION_FUTURE_OPTION_EXERCISE = 100 # 期货期权行权
 76
 77STOCK_BUY = 23
 78STOCK_SELL = 24
 79CREDIT_BUY = 23    #担保品买入
 80CREDIT_SELL = 24   #担保品卖出
 81CREDIT_FIN_BUY = 27 #融资买入
 82CREDIT_SLO_SELL  = 28 #融券卖出
 83CREDIT_BUY_SECU_REPAY = 29 #买券还券
 84CREDIT_DIRECT_SECU_REPAY = 30 #直接还券
 85CREDIT_SELL_SECU_REPAY  = 31 #卖券还款
 86CREDIT_DIRECT_CASH_REPAY = 32 #直接还款
 87CREDIT_FIN_BUY_SPECIAL = 40 #专项融资买入
 88CREDIT_SLO_SELL_SPECIAL  = 41 #专项融券卖出
 89CREDIT_BUY_SECU_REPAY_SPECIAL = 42 #专项买券还券
 90CREDIT_DIRECT_SECU_REPAY_SPECIAL = 43 #专项直接还券
 91CREDIT_SELL_SECU_REPAY_SPECIAL  = 44 #专项卖券还款
 92CREDIT_DIRECT_CASH_REPAY_SPECIAL = 45 #专项直接还款
 93
 94ORDER_TYPE_SET = {
 95    STOCK_BUY
 96    , STOCK_SELL
 97    , CREDIT_BUY
 98    , CREDIT_SELL
 99    , CREDIT_FIN_BUY
100    , CREDIT_SLO_SELL
101    , CREDIT_BUY_SECU_REPAY
102    , CREDIT_DIRECT_SECU_REPAY
103    , CREDIT_SELL_SECU_REPAY
104    , CREDIT_DIRECT_CASH_REPAY
105    , CREDIT_FIN_BUY_SPECIAL
106    , CREDIT_SLO_SELL_SPECIAL
107    , CREDIT_BUY_SECU_REPAY_SPECIAL
108    , CREDIT_DIRECT_SECU_REPAY_SPECIAL
109    , CREDIT_SELL_SECU_REPAY_SPECIAL
110    , CREDIT_DIRECT_CASH_REPAY_SPECIAL
111}
112
113"""
114报价类型
115"""
116# 最新价
117LATEST_PRICE = 5
118# 指定价/限价
119FIX_PRICE = 11
120# 最优五档即时成交剩余撤销[上交所][股票]
121MARKET_SH_CONVERT_5_CANCEL = 42
122# 最优五档即时成交剩转限价[上交所][股票]
123MARKET_SH_CONVERT_5_LIMIT = 43
124# 对手方最优价格委托[上交所[股票]][深交所[股票][期权]]
125MARKET_PEER_PRICE_FIRST = 44
126# 本方最优价格委托[上交所[股票]][深交所[股票][期权]]
127MARKET_MINE_PRICE_FIRST = 45
128# 即时成交剩余撤销委托[深交所][股票][期权]
129MARKET_SZ_INSTBUSI_RESTCANCEL = 46
130# 最优五档即时成交剩余撤销[深交所][股票][期权]
131MARKET_SZ_CONVERT_5_CANCEL = 47
132# 全额成交或撤销委托[深交所][股票][期权]
133MARKET_SZ_FULL_OR_CANCEL = 48
134
135
136"""
137市场类型
138"""
139# 上海市场
140SH_MARKET = 0
141# 深圳市场
142SZ_MARKET = 1
143
144
145"""
146委托状态
147"""
148# 未报
149ORDER_UNREPORTED = 48
150# 待报
151ORDER_WAIT_REPORTING = 49
152# 已报
153ORDER_REPORTED = 50
154# 已报待撤
155ORDER_REPORTED_CANCEL = 51
156# 部成待撤
157ORDER_PARTSUCC_CANCEL = 52
158# 部撤
159ORDER_PART_CANCEL = 53
160# 已撤
161ORDER_CANCELED = 54
162# 部成
163ORDER_PART_SUCC = 55
164# 已成
165ORDER_SUCCEEDED = 56
166# 废单
167ORDER_JUNK = 57
168# 未知
169ORDER_UNKNOWN = 255
170
171
172"""
173账号状态
174"""
175#无效
176ACCOUNT_STATUS_INVALID = -1
177#正常
178ACCOUNT_STATUS_OK = 0
179#连接中
180ACCOUNT_STATUS_WAITING_LOGIN = 1
181#登陆中
182ACCOUNT_STATUSING = 2
183#失败
184ACCOUNT_STATUS_FAIL = 3
185#初始化中
186ACCOUNT_STATUS_INITING = 4
187#数据刷新校正中
188ACCOUNT_STATUS_CORRECTING = 5
189#收盘后
190ACCOUNT_STATUS_CLOSED = 6
191#穿透副链接断开 
192ACCOUNT_STATUS_ASSIS_FAIL = 7
193#系统停用（总线使用-密码错误超限）
194ACCOUNT_STATUS_DISABLEBYSYS = 8
195#用户停用（总线使用）
196ACCOUNT_STATUS_DISABLEBYUSER = 9