288 lines
11 KiB
Python
288 lines
11 KiB
Python
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# encoding: UTF-8
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from collections import OrderedDict
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from vtGateway import *
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import logging
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########################################################################
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class BasicMonitor(object):
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"""
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基础监控
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headerDict中的值对应的字典格式如下
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{'chinese': u'中文名', 'cellType': ""}
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"""
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# ----------------------------------------------------------------------
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def __init__(self, eventEngine=None, parent=None):
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self.eventEngine = eventEngine
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# 保存表头标签用
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self.headerDict = OrderedDict() # 有序字典，key是英文名，value是对应的配置字典
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self.headerList = [] # 对应self.headerDict.keys()
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# 保存相关数据用
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self.dataDict = {} # 字典，key是字段对应的数据，value是保存相关单元格的字典
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self.dataKey = '' # 字典键对应的数据字段
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# 监控的事件类型
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self.eventType = ''
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# 保存数据对象到单元格
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self.saveData = False
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# ----------------------------------------------------------------------
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def setHeaderDict(self, headerDict):
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"""设置表头有序字典"""
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self.headerDict = headerDict
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self.headerList = headerDict.keys()
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# ----------------------------------------------------------------------
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def setDataKey(self, dataKey):
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"""设置数据字典的键"""
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self.dataKey = dataKey
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# ----------------------------------------------------------------------
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def setEventType(self, eventType):
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"""设置监控的事件类型"""
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self.eventType = eventType
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# ----------------------------------------------------------------------
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def setSaveData(self, saveData):
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"""设置是否要保存数据到单元格"""
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self.saveData = saveData
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# ----------------------------------------------------------------------
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def registerEvent(self):
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self.eventEngine.register(self.eventType, self.updateEvent)
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# ----------------------------------------------------------------------
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def updateEvent(self, event):
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"""收到事件更新"""
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data = event.dict_['data']
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self.updateData(data)
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# ----------------------------------------------------------------------
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def updateData(self, data):
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"""将数据更新到表格中"""
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s = []
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for header, value in self.headerDict.items():
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v = getattr(data, header)
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if isinstance(v, basestring) and not isinstance(v, unicode):
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try:
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v = v.decode('gbk')
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except:
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v = v.decode('utf8')
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s.append('%s: %s' % (value['chinese'], v))
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logging.info(' '.join(s))
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########################################################################
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class MarketMonitor(BasicMonitor):
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"""市场监控组件"""
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# ----------------------------------------------------------------------
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def __init__(self, eventEngine, parent=None):
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"""Constructor"""
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super(MarketMonitor, self).__init__(eventEngine, parent)
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# 设置表头有序字典
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d = OrderedDict()
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d['symbol'] = {'chinese': u'合约代码', 'cellType': ""}
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d['vtSymbol'] = {'chinese': u'名称', 'cellType': ""}
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d['lastPrice'] = {'chinese': u'最新价', 'cellType': ""}
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d['volume'] = {'chinese': u'成交量', 'cellType': ""}
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d['openInterest'] = {'chinese': u'持仓量', 'cellType': ""}
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d['openPrice'] = {'chinese': u'开盘价', 'cellType': ""}
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d['highPrice'] = {'chinese': u'最高价', 'cellType': ""}
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d['lowPrice'] = {'chinese': u'最低价', 'cellType': ""}
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d['bidPrice1'] = {'chinese': u'买一价', 'cellType': ""}
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d['bidVolume1'] = {'chinese': u'买一量', 'cellType': ""}
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d['askPrice1'] = {'chinese': u'卖一价', 'cellType': ""}
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d['askVolume1'] = {'chinese': u'卖一量', 'cellType': ""}
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d['time'] = {'chinese': u'时间', 'cellType': ""}
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d['gatewayName'] = {'chinese': u'接口', 'cellType': ""}
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self.setHeaderDict(d)
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# 设置数据键
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self.setDataKey('vtSymbol')
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# 设置监控事件类型
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self.setEventType(EVENT_TICK)
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# 注册事件监听
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self.registerEvent()
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########################################################################
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class LogMonitor(BasicMonitor):
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"""日志监控"""
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# ----------------------------------------------------------------------
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def __init__(self, eventEngine, parent=None):
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"""Constructor"""
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super(LogMonitor, self).__init__(eventEngine, parent)
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d = OrderedDict()
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d['logTime'] = {'chinese': u'时间', 'cellType': ""}
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d['logContent'] = {'chinese': u'内容', 'cellType': ""}
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d['gatewayName'] = {'chinese': u'接口', 'cellType': ""}
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self.setHeaderDict(d)
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self.setEventType(EVENT_LOG)
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self.registerEvent()
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########################################################################
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class CtaLogMonitor(BasicMonitor):
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"""日志监控"""
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# ----------------------------------------------------------------------
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def __init__(self, eventEngine, parent=None):
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"""Constructor"""
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super(CtaLogMonitor, self).__init__(eventEngine, parent)
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d = OrderedDict()
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d['logTime'] = {'chinese': u'时间', 'cellType': ""}
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d['logContent'] = {'chinese': u'内容', 'cellType': ""}
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# d['gatewayName'] = {'chinese': u'接口', 'cellType': ""}
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self.setHeaderDict(d)
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self.setEventType(EVENT_CTA_LOG)
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self.registerEvent()
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########################################################################
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class ErrorMonitor(BasicMonitor):
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"""错误监控"""
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# ----------------------------------------------------------------------
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def __init__(self, eventEngine, parent=None):
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"""Constructor"""
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super(ErrorMonitor, self).__init__(eventEngine, parent)
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d = OrderedDict()
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d['errorID'] = {'chinese': u'错误代码', 'cellType': ""}
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d['errorMsg'] = {'chinese': u'错误信息', 'cellType': ""}
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d['additionalInfo'] = {'chinese': u'补充信息', 'cellType': ""}
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d['gatewayName'] = {'chinese': u'接口', 'cellType': ""}
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self.setHeaderDict(d)
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self.setEventType(EVENT_ERROR)
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self.registerEvent()
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########################################################################
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class TradeMonitor(BasicMonitor):
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"""成交监控"""
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# ----------------------------------------------------------------------
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def __init__(self, eventEngine, parent=None):
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"""Constructor"""
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super(TradeMonitor, self).__init__(eventEngine, parent)
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d = OrderedDict()
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d['tradeID'] = {'chinese': u'成交编号', 'cellType': ""}
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d['orderID'] = {'chinese': u'委托编号', 'cellType': ""}
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d['symbol'] = {'chinese': u'合约代码', 'cellType': ""}
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d['vtSymbol'] = {'chinese': u'名称', 'cellType': ""}
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d['direction'] = {'chinese': u'方向', 'cellType': ""}
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d['offset'] = {'chinese': u'开平', 'cellType': ""}
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d['price'] = {'chinese': u'价格', 'cellType': ""}
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d['volume'] = {'chinese': u'数量', 'cellType': ""}
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d['tradeTime'] = {'chinese': u'成交时间', 'cellType': ""}
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d['gatewayName'] = {'chinese': u'接口', 'cellType': ""}
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self.setHeaderDict(d)
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self.setEventType(EVENT_TRADE)
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self.registerEvent()
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########################################################################
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class OrderMonitor(BasicMonitor):
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"""委托监控"""
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# ----------------------------------------------------------------------
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def __init__(self, eventEngine, mainEngine, parent=None):
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"""Constructor"""
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super(OrderMonitor, self).__init__(eventEngine, parent)
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self.mainEngine = mainEngine
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d = OrderedDict()
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d['orderID'] = {'chinese': u'委托编号', 'cellType': ""}
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d['symbol'] = {'chinese': u'合约代码', 'cellType': ""}
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d['vtSymbol'] = {'chinese': u'名称', 'cellType': ""}
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d['direction'] = {'chinese': u'方向', 'cellType': ""}
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d['offset'] = {'chinese': u'开平', 'cellType': ""}
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d['price'] = {'chinese': u'价格', 'cellType': ""}
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d['totalVolume'] = {'chinese': u'委托数量', 'cellType': ""}
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d['tradedVolume'] = {'chinese': u'成交数量', 'cellType': ""}
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d['status'] = {'chinese': u'状态', 'cellType': ""}
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d['orderTime'] = {'chinese': u'委托时间', 'cellType': ""}
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d['cancelTime'] = {'chinese': u'撤销时间', 'cellType': ""}
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d['frontID'] = {'chinese': u'前置编号', 'cellType': ""}
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d['sessionID'] = {'chinese': u'会话编号', 'cellType': ""}
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d['gatewayName'] = {'chinese': u'接口', 'cellType': ""}
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self.setHeaderDict(d)
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self.setDataKey('vtOrderID')
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self.setEventType(EVENT_ORDER)
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self.setSaveData(True)
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self.registerEvent()
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########################################################################
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class PositionMonitor(BasicMonitor):
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"""持仓监控"""
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# ----------------------------------------------------------------------
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def __init__(self, eventEngine, parent=None):
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"""Constructor"""
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super(PositionMonitor, self).__init__(eventEngine, parent)
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d = OrderedDict()
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d['symbol'] = {'chinese': u'合约代码', 'cellType': ""}
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d['vtSymbol'] = {'chinese': u'名称', 'cellType': ""}
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d['direction'] = {'chinese': u'方向', 'cellType': ""}
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d['position'] = {'chinese': u'持仓量', 'cellType': ""}
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d['ydPosition'] = {'chinese': u'昨持仓', 'cellType': ""}
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d['frozen'] = {'chinese': u'冻结量', 'cellType': ""}
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d['price'] = {'chinese': u'价格', 'cellType': ""}
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d['gatewayName'] = {'chinese': u'接口', 'cellType': ""}
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self.setHeaderDict(d)
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self.setDataKey('vtPositionName')
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self.setEventType(EVENT_POSITION)
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self.registerEvent()
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########################################################################
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class AccountMonitor(BasicMonitor):
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"""账户监控"""
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# ----------------------------------------------------------------------
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def __init__(self, eventEngine, parent=None):
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"""Constructor"""
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super(AccountMonitor, self).__init__(eventEngine, parent)
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d = OrderedDict()
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d['accountID'] = {'chinese': u'账户', 'cellType': ""}
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d['preBalance'] = {'chinese': u'昨结', 'cellType': ""}
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d['balance'] = {'chinese': u'净值', 'cellType': ""}
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d['available'] = {'chinese': u'可用', 'cellType': ""}
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d['commission'] = {'chinese': u'手续费', 'cellType': ""}
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d['margin'] = {'chinese': u'保证金', 'cellType': ""}
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d['closeProfit'] = {'chinese': u'平仓盈亏', 'cellType': ""}
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d['positionProfit'] = {'chinese': u'持仓盈亏', 'cellType': ""}
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d['gatewayName'] = {'chinese': u'接口', 'cellType': ""}
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self.setHeaderDict(d)
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self.setDataKey('vtAccountID')
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self.setEventType(EVENT_ACCOUNT)
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self.registerEvent()
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