dekun
6e423eebfb
新增 vnpy CTP 桥接、以损定仓/固定张数、趋势回调与滚仓策略、按资金推荐品种及交易风控；模拟盘走 SimNow，实盘预留期货公司配置。 Co-authored-by: Cursor <cursoragent@cursor.com>
58 lines
1.5 KiB
Python
58 lines
1.5 KiB
Python
"""同花顺合约代码 → vnpy Symbol + Exchange。"""
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from __future__ import annotations
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import re
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from typing import Optional, Tuple
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from symbols import ths_to_codes
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try:
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from vnpy.trader.constant import Exchange
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except ImportError:
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Exchange = None # type: ignore
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_EX_MAP = {
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"SHFE": "SHFE",
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"DCE": "DCE",
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"CZCE": "CZCE",
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"CFFEX": "CFFEX",
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"INE": "INE",
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}
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def ths_to_vnpy_symbol(ths_code: str) -> Tuple[str, str]:
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"""
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返回 (symbol, exchange_enum_name)。
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例：rb2610 → rb2610, SHFE；SR609 → SR609, CZCE
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"""
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code = (ths_code or "").strip()
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codes = ths_to_codes(code)
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ex = (codes.get("ex") if codes else None) or "SHFE"
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ex = _EX_MAP.get(ex, "SHFE")
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m = re.match(r"^([A-Za-z]+)(\d+)$", code)
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if not m:
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return code, ex
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letters, digits = m.group(1), m.group(2)
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if ex == "CZCE":
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# 郑商所 CTP 常为大写 + 3 位年月（如 SR509）；4 位则取后 3 位
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sym = letters.upper() + (digits[-3:] if len(digits) >= 3 else digits)
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else:
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sym = letters.lower() + digits
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return sym, ex
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def to_vnpy_exchange(ex_name: str):
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if Exchange is None:
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raise ImportError("vnpy 未安装")
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mapping = {
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"SHFE": Exchange.SHFE,
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"DCE": Exchange.DCE,
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"CZCE": Exchange.CZCE,
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"CFFEX": Exchange.CFFEX,
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"INE": Exchange.INE,
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}
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ex = mapping.get((ex_name or "").upper())
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if ex is None:
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raise ValueError(f"未知交易所: {ex_name}")
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return ex
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