很久没有升级了,今天升级了。发现很多新的东西,不知道有什么有,问问官方QuoteRequest有什么用?
list text here在vnpy>trader>object.py中增加了下面的代码:
@dataclass class QuoteRequest: """ Request sending to specific gateway for creating a new quote. """ symbol: str exchange: Exchange bid_price: float bid_volume: int ask_price: float ask_volume: int bid_offset: Offset = Offset.NONE ask_offset: Offset = Offset.NONE reference: str = "" def __post_init__(self): """""" self.vt_symbol = f"{self.symbol}.{self.exchange.value}" def create_quote_data(self, quoteid: str, gateway_name: str) -> QuoteData: """ Create quote data from request. """ quote = QuoteData( symbol=self.symbol, exchange=self.exchange, quoteid=self.quoteid, bid_price=self.bid_price, bid_volume=self.bid_volume, ask_price=self.ask_price, ask_volume=self.ask_volume, bid_offset=self.bid_offset, ask_offset=self.ask_offset, reference=self.reference, gateway_name=gateway_name, ) return quote
在vnpy>trader>gateway.py中的BaseGateway类型总增加了下面的函数:
def send_quote(self, req: QuoteRequest) -> str: """ Send a new two-sided quote to server. implementation should finish the tasks blow: * create an QuoteData from req using QuoteRequest.create_quote_data * assign a unique(gateway instance scope) id to QuoteData.quoteid * send request to server * if request is sent, QuoteData.status should be set to Status.SUBMITTING * if request is failed to sent, QuoteData.status should be set to Status.REJECTED * response on_quote: * return vt_quoteid :return str vt_quoteid for created QuoteData """ return "" # 返回了空字符串,
返回了空字符串,其实什么用也没有,一个接口类函数。貌似是让其他的派生的特定网关来实现这个函数。
可是我查询了下,CTP、XTP等网关,没有一个实现了该函数,系统中也没有任何一个地方直接或者间接低调用过该send_quote()函数。- 从注释来看,好像是用来产生一个引用的作用?请问vnpy官方:这个东西有用吗?