Custom notify

vnpy/trader/utils/templates/notify.py

@@ -0,0 +1,34 @@
+from xml.etree import ElementTree
+from collections import defaultdict
+import json
+import requests
+import re
+
+ROOT_TAG = "ding"
+
+
+def dingFormatter():
+    e = ElementTree.Element(ROOT_TAG)
+    e.text = ".*?"
+    return ElementTree.tostring(e, "unicode")
+
+
+DingCompiler = re.compile(dingFormatter())
+
+
+def makeNotify(message, titles, channels):
+    root = ElementTree.Element(ROOT_TAG)
+
+    for title in titles:
+        etitle = ElementTree.SubElement(root, "title")
+        etitle.text = title
+
+    for channel in channels:
+        echannel = ElementTree.SubElement(root, "channel")
+        echannel.text = channel
+
+    emessage = ElementTree.SubElement(root, "message")
+    emessage.text = message
+
+    return ElementTree.tostring(root, "unicode")
+

vnpy/trader/utils/templates/orderTemplate.py

@@ -3,6 +3,7 @@
 from vnpy.trader.vtConstant import *
 from vnpy.trader.language import constant
 from vnpy.trader.app.ctaStrategy import ctaBase
+from vnpy.trader.utils.templates.notify import makeNotify
 from datetime import datetime, timedelta, timezone
 from collections import Iterable
 import numpy as np
@@ -1545,7 +1546,6 @@ def cancelOrder(self, vtOrderID):
                     self.onOrder(op.order)
                 return
 
-        print('send cancel', vtOrderID)    
         return super().cancelOrder(vtOrderID)
 
     def isCancel(self, op):
@@ -1560,3 +1560,23 @@ def isOrderVolumeValid(self, vtSymbol, orderType, volume, price=None):
 
         maximum = self.maximumOrderVolume(vtSymbol, orderType, price)
         return maximum >= volume
+
+    def notify(self, title, message, *channels):
+        text = makeNotify(
+            message,
+            (title,),
+            channels if channels else (self.author,)
+        )
+        self.writeLog(text)
+
+    def simpleNotify(self, message):
+        self.notify(
+            self.name,
+            message,
+            self.author
+        )
+
+    def notifyPosition(self, key, value, *channels):
+        message = "%-24s %10s" % (key, value)
+        self.writeLog(message)
+        self.notify("Position: %s" % self.name, message, *channels)