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？

classA:defa(self):print('abcd')defb(self):

self.a()

yq=A()

yq.b()#abcd

可见在方法前加入self即可。

脚本文件一：

importpy_t2sdkclassStockTrade:def __init__(self,fund_account,password,connect=None):

self.fund_account=fund_account

self.password=password

self.connect=connectdefStockEntrustPack(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()returnpStockEntrustPackdefConnectServer(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')defLogin(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)defQueryEntrust(self):pass

defCheckEntrust(self):pass

defQueryAccountCash(self):pass

defGetEntrustInfo(self):pass

defStockEntrust(self):pass

defStockTrade(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

importpy_t2sdkimportpandas as pdfrom pandas importSeries,DataFramedefPrintUnpack(lpUnpack):

iDataSetCount=lpUnpack.GetDatasetCount()

index=0while index

lpUnpack.SetCurrentDatasetByIndex(index)

iRowCount=lpUnpack.GetRowCount()

RowIndex=0while RowIndex

iColCount=lpUnpack.GetColCount()

iColIndex=0while iColIndex

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+= 1lpUnpack.Next()

RowIndex+= 1index+= 1

defStoreUnpack(lpUnpack):

iDataSetCount= lpUnpack.GetDatasetCount();print('iDataSetCount:',iDataSetCount)

index=0while index

StoreUnpackDataFrame=DataFrame()

lpUnpack.SetCurrentDatasetByIndex(index)

iRowCount= lpUnpack.GetRowCount();print('iRowCount:',iRowCount)

RowIndex=0while RowIndex

StoreUnpack= {} #存放一列的数据

iColCount = lpUnpack.GetColCount();print('iColCount:',iColCount)

iColIndex=0while iColIndex

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+= 1StoreUnpackRow= DataFrame(StoreUnpack, index=RowIndex)

StoreUnpackDataFrame=pd.concat((StoreUnpackDataFrame,StoreUnpackRow))

lpUnpack.Next()

RowIndex+= 1index+= 1

print(StoreUnpackDataFrame)returnStoreUnpackDataFrameclasspyCallBack:def __init__(self):print('init')defOnConnect(self):print('OnConnect')defOnSafeConnect(self):print('OnSafeConnect')defOnRegister(self):print('OnRegister')defOnSent(self):print('OnSent')defOnClose(self):print('OnClose')defOnReceivedBiz(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)defOnReceivedBizEx(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)defOnReceivedBizMsg(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？