1270 lines
45 KiB
Python
1270 lines
45 KiB
Python
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# encoding: UTF-8
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"""
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该文件中包含的是交易平台的上层UI部分，
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通过图形界面调用中间层的主动函数，并监控相关数据更新。
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Monitor主要负责监控数据，有部分包含主动功能。
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Widget主要用于调用主动功能，有部分包含数据监控。
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"""
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from __future__ import division
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import time
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import sys
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import shelve
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from collections import OrderedDict
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import sip
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from PyQt4 import QtCore, QtGui
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from eventEngine import *
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########################################################################
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class LogMonitor(QtGui.QTableWidget):
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"""用于显示日志"""
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signal = QtCore.pyqtSignal(type(Event()))
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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__(parent)
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self.__eventEngine = eventEngine
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self.initUi()
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self.registerEvent()
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#----------------------------------------------------------------------
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def initUi(self):
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"""初始化界面"""
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self.setWindowTitle(u'日志')
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self.setColumnCount(2)
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self.setHorizontalHeaderLabels([u'时间', u'日志'])
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self.verticalHeader().setVisible(False) # 关闭左边的垂直表头
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self.setEditTriggers(QtGui.QTableWidget.NoEditTriggers) # 设为不可编辑状态
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# 自动调整列宽
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self.horizontalHeader().setResizeMode(0, QtGui.QHeaderView.ResizeToContents)
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self.horizontalHeader().setResizeMode(1, QtGui.QHeaderView.Stretch)
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#----------------------------------------------------------------------
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def registerEvent(self):
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"""注册事件监听"""
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# Qt图形组件的GUI更新必须使用Signal/Slot机制，否则有可能导致程序崩溃
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# 因此这里先将图形更新函数作为Slot，和信号连接起来
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# 然后将信号的触发函数注册到事件驱动引擎中
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self.signal.connect(self.updateLog)
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self.__eventEngine.register(EVENT_LOG, self.signal.emit)
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#----------------------------------------------------------------------
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def updateLog(self, event):
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"""更新日志"""
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# 获取当前时间和日志内容
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t = time.strftime('%H:%M:%S',time.localtime(time.time()))
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log = event.dict_['log']
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# 在表格最上方插入一行
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self.insertRow(0)
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# 创建单元格
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cellTime = QtGui.QTableWidgetItem(t)
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cellLog = QtGui.QTableWidgetItem(log)
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# 将单元格插入表格
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self.setItem(0, 0, cellTime)
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self.setItem(0, 1, cellLog)
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########################################################################
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class AccountMonitor(QtGui.QTableWidget):
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"""用于显示账户"""
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signal = QtCore.pyqtSignal(type(Event()))
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dictLabels = OrderedDict()
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dictLabels['AccountID'] = u'投资者账户'
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dictLabels['PreBalance'] = u'昨结'
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dictLabels['Withdraw'] = u'出金'
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dictLabels['Deposit'] = u'入金'
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dictLabels['FrozenCash'] = u'冻结资金'
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dictLabels['FrozenMargin'] = u'冻结保证金'
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dictLabels['FrozenCommission'] = u'冻结手续费'
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dictLabels['Commission'] = u'手续费'
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dictLabels['CurrMargin'] = u'当前保证金'
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dictLabels['Available'] = u'可用资金'
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dictLabels['WithdrawQuota'] = u'可取资金'
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dictLabels['Balance'] = u'账户资金'
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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__(parent)
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self.__eventEngine = eventEngine
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self.dictAccount = {} # 用来保存账户对应的单元格
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self.initUi()
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self.registerEvent()
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#----------------------------------------------------------------------
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def initUi(self):
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""""""
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self.setWindowTitle(u'账户')
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self.setColumnCount(len(self.dictLabels))
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self.setHorizontalHeaderLabels(self.dictLabels.values())
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self.verticalHeader().setVisible(False) # 关闭左边的垂直表头
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self.setEditTriggers(QtGui.QTableWidget.NoEditTriggers) # 设为不可编辑状态
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#----------------------------------------------------------------------
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def registerEvent(self):
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""""""
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self.signal.connect(self.updateAccount)
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self.__eventEngine.register(EVENT_ACCOUNT, self.signal.emit)
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#----------------------------------------------------------------------
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def updateAccount(self, event):
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""""""
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data = event.dict_['data']
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accountid = data['AccountID']
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# 如果之前已经收到过这个账户的数据, 则直接更新
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if accountid in self.dictAccount:
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d = self.dictAccount[accountid]
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for label, cell in d.items():
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cell.setText(str(data[label]))
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# 否则插入新的一行，并更新
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else:
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self.insertRow(0)
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d = {}
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for col, label in enumerate(self.dictLabels.keys()):
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cell = QtGui.QTableWidgetItem(str(data[label]))
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self.setItem(0, col, cell)
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d[label] = cell
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self.dictAccount[accountid] = d
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########################################################################
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class TradeMonitor(QtGui.QTableWidget):
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"""用于显示成交记录"""
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signal = QtCore.pyqtSignal(type(Event()))
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dictLabels = OrderedDict()
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dictLabels['InstrumentID'] = u'合约代码'
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dictLabels['ExchangeInstID'] = u'交易所合约代码'
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dictLabels['ExchangeID'] = u'交易所'
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dictLabels['Direction'] = u'方向'
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dictLabels['OffsetFlag'] = u'开平'
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dictLabels['TradeID'] = u'成交编号'
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dictLabels['TradeTime'] = u'成交时间'
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dictLabels['Volume'] = u'数量'
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dictLabels['Price'] = u'价格'
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dictLabels['OrderRef'] = u'报单号'
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dictLabels['OrderSysID'] = u'报单系统号'
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dictDirection = {}
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dictDirection['0'] = u'买'
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dictDirection['1'] = u'卖'
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dictDirection['2'] = u'ETF申购'
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dictDirection['3'] = u'ETF赎回'
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dictDirection['4'] = u'ETF现金替代'
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dictDirection['5'] = u'债券入库'
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dictDirection['6'] = u'债券出库'
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dictDirection['7'] = u'配股'
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dictDirection['8'] = u'转托管'
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dictDirection['9'] = u'信用账户配股'
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dictDirection['A'] = u'担保品买入'
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dictDirection['B'] = u'担保品卖出'
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dictDirection['C'] = u'担保品转入'
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dictDirection['D'] = u'担保品转出'
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dictDirection['E'] = u'融资买入'
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dictDirection['F'] = u'融资卖出'
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dictDirection['G'] = u'卖券还款'
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dictDirection['H'] = u'买券还券'
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dictDirection['I'] = u'直接还款'
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dictDirection['J'] = u'直接换券'
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dictDirection['K'] = u'余券划转'
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dictDirection['L'] = u'OF申购'
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dictDirection['M'] = u'OF赎回'
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dictDirection['N'] = u'SF拆分'
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dictDirection['O'] = u'SF合并'
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dictDirection['P'] = u'备兑'
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dictDirection['Q'] = u'证券冻结/解冻'
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dictDirection['R'] = u'行权'
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dictOffset = {}
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dictOffset['0'] = u'开仓'
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dictOffset['1'] = u'平仓'
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dictOffset['2'] = u'强平'
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dictOffset['3'] = u'平今'
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dictOffset['4'] = u'平昨'
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dictOffset['5'] = u'强减'
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dictOffset['6'] = u'本地强平'
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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__(parent)
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self.__eventEngine = eventEngine
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self.initUi()
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self.registerEvent()
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#----------------------------------------------------------------------
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def initUi(self):
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""""""
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self.setWindowTitle(u'成交')
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self.setColumnCount(len(self.dictLabels))
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self.setHorizontalHeaderLabels(self.dictLabels.values())
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self.verticalHeader().setVisible(False) # 关闭左边的垂直表头
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self.setEditTriggers(QtGui.QTableWidget.NoEditTriggers) # 设为不可编辑状态
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#----------------------------------------------------------------------
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def registerEvent(self):
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""""""
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self.signal.connect(self.updateTrade)
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self.__eventEngine.register(EVENT_TRADE, self.signal.emit)
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#----------------------------------------------------------------------
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def updateTrade(self, event):
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""""""
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data = event.dict_['data']
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self.insertRow(0)
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for col, label in enumerate(self.dictLabels.keys()):
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if label == 'Direction':
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try:
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value = self.dictDirection[data[label]]
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except KeyError:
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value = u'未知类型'
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elif label == 'OffsetFlag':
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try:
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value = self.dictOffset[data[label]]
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except KeyError:
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value = u'未知类型'
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else:
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value = str(data[label])
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cell = QtGui.QTableWidgetItem(value)
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self.setItem(0, col, cell)
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########################################################################
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class PositionMonitor(QtGui.QTableWidget):
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"""用于显示持仓"""
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signal = QtCore.pyqtSignal(type(Event()))
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dictLabels = OrderedDict()
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dictLabels['InstrumentID'] = u'合约代码'
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dictLabels['PosiDirection'] = u'方向'
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dictLabels['Position'] = u'持仓'
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dictLabels['LongFrozen'] = u'多头冻结'
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dictLabels['ShortFrozen'] = u'空头冻结'
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dictLabels['PositionCost'] = u'持仓成本'
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dictLabels['OpenCost'] = u'开仓成本'
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dictPosiDirection = {}
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dictPosiDirection['1'] = u'净'
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dictPosiDirection['2'] = u'多'
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dictPosiDirection['3'] = u'空'
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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__(parent)
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self.__eventEngine = eventEngine
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self.dictPosition = {} # 用来保存持仓对应的单元格
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self.initUi()
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self.registerEvent()
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#----------------------------------------------------------------------
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def initUi(self):
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""""""
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self.setWindowTitle(u'持仓')
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self.setColumnCount(len(self.dictLabels))
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self.setHorizontalHeaderLabels(self.dictLabels.values())
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|||
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|||
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self.verticalHeader().setVisible(False) # 关闭左边的垂直表头
|
|||
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self.setEditTriggers(QtGui.QTableWidget.NoEditTriggers) # 设为不可编辑状态
|
|||
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|||
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#----------------------------------------------------------------------
|
|||
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def registerEvent(self):
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""""""
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|||
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self.signal.connect(self.updatePosition)
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self.__eventEngine.register(EVENT_POSITION, self.signal.emit)
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|||
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|||
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#----------------------------------------------------------------------
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|||
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def updatePosition(self, event):
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""""""
|
|||
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data = event.dict_['data']
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|||
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|||
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# 过滤返回值为空的情况
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if data['InstrumentID']:
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posid = data['InstrumentID'] + '.' + data['PosiDirection']
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|||
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|||
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# 如果之前已经收到过这个账户的数据, 则直接更新
|
|||
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if posid in self.dictPosition:
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d = self.dictPosition[posid]
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for label, cell in d.items():
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if label == 'PosiDirection':
|
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try:
|
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value = self.dictPosiDirection[data[label]]
|
|||
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except KeyError:
|
|||
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value = u'未知类型'
|
|||
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else:
|
|||
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value = str(data[label])
|
|||
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cell.setText(value)
|
|||
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# 否则插入新的一行，并更新
|
|||
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else:
|
|||
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self.insertRow(0)
|
|||
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d = {}
|
|||
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|
|||
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for col, label in enumerate(self.dictLabels.keys()):
|
|||
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if label == 'PosiDirection':
|
|||
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try:
|
|||
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value = self.dictPosiDirection[data[label]]
|
|||
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except KeyError:
|
|||
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value = u'未知类型'
|
|||
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else:
|
|||
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value = str(data[label])
|
|||
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cell = QtGui.QTableWidgetItem(value)
|
|||
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self.setItem(0, col, cell)
|
|||
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d[label] = cell
|
|||
|
|
|
|||
|
|
self.dictPosition[posid] = d
|
|||
|
|
|
|||
|
|
|
|||
|
|
########################################################################
|
|||
|
|
class OrderMonitor(QtGui.QTableWidget):
|
|||
|
|
"""用于显示所有报单"""
|
|||
|
|
signal = QtCore.pyqtSignal(type(Event()))
|
|||
|
|
|
|||
|
|
dictLabels = OrderedDict()
|
|||
|
|
dictLabels['OrderRef'] = u'报单号'
|
|||
|
|
dictLabels['OrderSysID'] = u'系统编号'
|
|||
|
|
dictLabels['InstrumentID'] = u'合约代码'
|
|||
|
|
dictLabels['ExchangeInstID'] = u'交易所合约代码'
|
|||
|
|
dictLabels['Direction'] = u'方向'
|
|||
|
|
dictLabels['CombOffsetFlag'] = u'开平'
|
|||
|
|
dictLabels['LimitPrice'] = u'价格'
|
|||
|
|
dictLabels['VolumeTotalOriginal'] = u'委托数量'
|
|||
|
|
dictLabels['VolumeTraded'] = u'成交数量'
|
|||
|
|
dictLabels['InsertTime'] = u'委托时间'
|
|||
|
|
dictLabels['CancelTime'] = u'撤销时间'
|
|||
|
|
dictLabels['StatusMsg'] = u'状态信息'
|
|||
|
|
|
|||
|
|
dictDirection = {}
|
|||
|
|
dictDirection['0'] = u'买'
|
|||
|
|
dictDirection['1'] = u'卖'
|
|||
|
|
dictDirection['2'] = u'ETF申购'
|
|||
|
|
dictDirection['3'] = u'ETF赎回'
|
|||
|
|
dictDirection['4'] = u'ETF现金替代'
|
|||
|
|
dictDirection['5'] = u'债券入库'
|
|||
|
|
dictDirection['6'] = u'债券出库'
|
|||
|
|
dictDirection['7'] = u'配股'
|
|||
|
|
dictDirection['8'] = u'转托管'
|
|||
|
|
dictDirection['9'] = u'信用账户配股'
|
|||
|
|
dictDirection['A'] = u'担保品买入'
|
|||
|
|
dictDirection['B'] = u'担保品卖出'
|
|||
|
|
dictDirection['C'] = u'担保品转入'
|
|||
|
|
dictDirection['D'] = u'担保品转出'
|
|||
|
|
dictDirection['E'] = u'融资买入'
|
|||
|
|
dictDirection['F'] = u'融资卖出'
|
|||
|
|
dictDirection['G'] = u'卖券还款'
|
|||
|
|
dictDirection['H'] = u'买券还券'
|
|||
|
|
dictDirection['I'] = u'直接还款'
|
|||
|
|
dictDirection['J'] = u'直接换券'
|
|||
|
|
dictDirection['K'] = u'余券划转'
|
|||
|
|
dictDirection['L'] = u'OF申购'
|
|||
|
|
dictDirection['M'] = u'OF赎回'
|
|||
|
|
dictDirection['N'] = u'SF拆分'
|
|||
|
|
dictDirection['O'] = u'SF合并'
|
|||
|
|
dictDirection['P'] = u'备兑'
|
|||
|
|
dictDirection['Q'] = u'证券冻结/解冻'
|
|||
|
|
dictDirection['R'] = u'行权'
|
|||
|
|
|
|||
|
|
dictOffset = {}
|
|||
|
|
dictOffset['0'] = u'开仓'
|
|||
|
|
dictOffset['1'] = u'平仓'
|
|||
|
|
dictOffset['2'] = u'强平'
|
|||
|
|
dictOffset['3'] = u'平今'
|
|||
|
|
dictOffset['4'] = u'平昨'
|
|||
|
|
dictOffset['5'] = u'强减'
|
|||
|
|
dictOffset['6'] = u'本地强平'
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def __init__(self, eventEngine, mainEngine, parent=None):
|
|||
|
|
"""Constructor"""
|
|||
|
|
super(OrderMonitor, self).__init__(parent)
|
|||
|
|
self.__eventEngine = eventEngine
|
|||
|
|
self.__mainEngine = mainEngine
|
|||
|
|
|
|||
|
|
self.dictOrder = {} # 用来保存报单号对应的单元格对象
|
|||
|
|
self.dictOrderData = {} # 用来保存报单数据
|
|||
|
|
|
|||
|
|
self.initUi()
|
|||
|
|
self.registerEvent()
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def initUi(self):
|
|||
|
|
""""""
|
|||
|
|
self.setWindowTitle(u'报单')
|
|||
|
|
|
|||
|
|
self.setColumnCount(len(self.dictLabels))
|
|||
|
|
self.setHorizontalHeaderLabels(self.dictLabels.values())
|
|||
|
|
|
|||
|
|
self.verticalHeader().setVisible(False) # 关闭左边的垂直表头
|
|||
|
|
self.setEditTriggers(QtGui.QTableWidget.NoEditTriggers) # 设为不可编辑状态
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def registerEvent(self):
|
|||
|
|
""""""
|
|||
|
|
self.signal.connect(self.updateOrder)
|
|||
|
|
self.__eventEngine.register(EVENT_ORDER, self.signal.emit)
|
|||
|
|
|
|||
|
|
self.itemDoubleClicked.connect(self.cancelOrder)
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def updateOrder(self, event):
|
|||
|
|
""""""
|
|||
|
|
data = event.dict_['data']
|
|||
|
|
orderref = data['OrderRef']
|
|||
|
|
|
|||
|
|
self.dictOrderData[orderref] = data
|
|||
|
|
|
|||
|
|
# 如果之前已经收到过这个账户的数据, 则直接更新
|
|||
|
|
if orderref in self.dictOrder:
|
|||
|
|
d = self.dictOrder[orderref]
|
|||
|
|
|
|||
|
|
for label, cell in d.items():
|
|||
|
|
if label == 'Direction':
|
|||
|
|
try:
|
|||
|
|
value = self.dictDirection[data[label]]
|
|||
|
|
except KeyError:
|
|||
|
|
value = u'未知类型'
|
|||
|
|
elif label == 'CombOffsetFlag':
|
|||
|
|
try:
|
|||
|
|
value = self.dictOffset[data[label]]
|
|||
|
|
except KeyError:
|
|||
|
|
value = u'未知类型'
|
|||
|
|
elif label == 'StatusMsg':
|
|||
|
|
value = data[label].decode('gbk')
|
|||
|
|
else:
|
|||
|
|
value = str(data[label])
|
|||
|
|
|
|||
|
|
cell.setText(value)
|
|||
|
|
# 否则插入新的一行，并更新
|
|||
|
|
else:
|
|||
|
|
self.insertRow(0)
|
|||
|
|
d = {}
|
|||
|
|
|
|||
|
|
for col, label in enumerate(self.dictLabels.keys()):
|
|||
|
|
if label == 'Direction':
|
|||
|
|
try:
|
|||
|
|
value = self.dictDirection[data[label]]
|
|||
|
|
except KeyError:
|
|||
|
|
value = u'未知类型'
|
|||
|
|
elif label == 'CombOffsetFlag':
|
|||
|
|
try:
|
|||
|
|
value = self.dictOffset[data[label]]
|
|||
|
|
except KeyError:
|
|||
|
|
value = u'未知类型'
|
|||
|
|
elif label == 'StatusMsg':
|
|||
|
|
value = data[label].decode('gbk')
|
|||
|
|
else:
|
|||
|
|
value = str(data[label])
|
|||
|
|
|
|||
|
|
cell = QtGui.QTableWidgetItem(value)
|
|||
|
|
self.setItem(0, col, cell)
|
|||
|
|
d[label] = cell
|
|||
|
|
|
|||
|
|
cell.orderref = orderref # 动态绑定报单号到单元格上
|
|||
|
|
|
|||
|
|
self.dictOrder[orderref] = d
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def cancelOrder(self, cell):
|
|||
|
|
"""双击撤单"""
|
|||
|
|
orderref = cell.orderref
|
|||
|
|
order = self.dictOrderData[orderref]
|
|||
|
|
|
|||
|
|
# 撤单前检查报单是否已经撤销或者全部成交
|
|||
|
|
if not (order['OrderStatus'] == '0' or order['OrderStatus'] == '5'):
|
|||
|
|
self.__mainEngine.cancelOrder(order['InstrumentID'],
|
|||
|
|
order['ExchangeID'],
|
|||
|
|
orderref,
|
|||
|
|
order['FrontID'],
|
|||
|
|
order['SessionID'])
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def cancelAll(self):
|
|||
|
|
"""全撤"""
|
|||
|
|
for order in self.dictOrderData.values():
|
|||
|
|
if not (order['OrderStatus'] == '0' or order['OrderStatus'] == '5'):
|
|||
|
|
self.__mainEngine.cancelOrder(order['InstrumentID'],
|
|||
|
|
order['ExchangeID'],
|
|||
|
|
order['OrderRef'],
|
|||
|
|
order['FrontID'],
|
|||
|
|
order['SessionID'])
|
|||
|
|
|
|||
|
|
|
|||
|
|
########################################################################
|
|||
|
|
class MarketDataMonitor(QtGui.QTableWidget):
|
|||
|
|
"""用于显示行情"""
|
|||
|
|
signal = QtCore.pyqtSignal(type(Event()))
|
|||
|
|
|
|||
|
|
dictLabels = OrderedDict()
|
|||
|
|
dictLabels['Name'] = u'合约名称'
|
|||
|
|
dictLabels['InstrumentID'] = u'合约代码'
|
|||
|
|
dictLabels['ExchangeInstID'] = u'合约交易所代码'
|
|||
|
|
|
|||
|
|
dictLabels['BidPrice1'] = u'买一价'
|
|||
|
|
dictLabels['BidVolume1'] = u'买一量'
|
|||
|
|
dictLabels['AskPrice1'] = u'卖一价'
|
|||
|
|
dictLabels['AskVolume1'] = u'卖一量'
|
|||
|
|
|
|||
|
|
dictLabels['LastPrice'] = u'最新价'
|
|||
|
|
dictLabels['Volume'] = u'成交量'
|
|||
|
|
|
|||
|
|
dictLabels['UpdateTime'] = u'更新时间'
|
|||
|
|
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def __init__(self, eventEngine, mainEngine, parent=None):
|
|||
|
|
"""Constructor"""
|
|||
|
|
super(MarketDataMonitor, self).__init__(parent)
|
|||
|
|
self.__eventEngine = eventEngine
|
|||
|
|
self.__mainEngine = mainEngine
|
|||
|
|
|
|||
|
|
self.dictData = {}
|
|||
|
|
|
|||
|
|
self.initUi()
|
|||
|
|
self.registerEvent()
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def initUi(self):
|
|||
|
|
""""""
|
|||
|
|
self.setWindowTitle(u'行情')
|
|||
|
|
|
|||
|
|
self.setColumnCount(len(self.dictLabels))
|
|||
|
|
self.setHorizontalHeaderLabels(self.dictLabels.values())
|
|||
|
|
|
|||
|
|
self.verticalHeader().setVisible(False) # 关闭左边的垂直表头
|
|||
|
|
self.setEditTriggers(QtGui.QTableWidget.NoEditTriggers) # 设为不可编辑状态
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def registerEvent(self):
|
|||
|
|
""""""
|
|||
|
|
self.signal.connect(self.updateData)
|
|||
|
|
self.__eventEngine.register(EVENT_MARKETDATA, self.signal.emit)
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def updateData(self, event):
|
|||
|
|
""""""
|
|||
|
|
data = event.dict_['data']
|
|||
|
|
instrumentid = data['InstrumentID']
|
|||
|
|
|
|||
|
|
# 如果之前已经收到过这个账户的数据, 则直接更新
|
|||
|
|
if instrumentid in self.dictData:
|
|||
|
|
d = self.dictData[instrumentid]
|
|||
|
|
|
|||
|
|
for label, cell in d.items():
|
|||
|
|
if label != 'Name':
|
|||
|
|
value = str(data[label])
|
|||
|
|
else:
|
|||
|
|
value = self.getName(data['InstrumentID'])
|
|||
|
|
cell.setText(value)
|
|||
|
|
# 否则插入新的一行，并更新
|
|||
|
|
else:
|
|||
|
|
row = self.rowCount()
|
|||
|
|
self.insertRow(row)
|
|||
|
|
d = {}
|
|||
|
|
|
|||
|
|
for col, label in enumerate(self.dictLabels.keys()):
|
|||
|
|
if label != 'Name':
|
|||
|
|
value = str(data[label])
|
|||
|
|
cell = QtGui.QTableWidgetItem(value)
|
|||
|
|
self.setItem(row, col, cell)
|
|||
|
|
d[label] = cell
|
|||
|
|
else:
|
|||
|
|
name = self.getName(data['InstrumentID'])
|
|||
|
|
cell = QtGui.QTableWidgetItem(name)
|
|||
|
|
self.setItem(row, col, cell)
|
|||
|
|
d[label] = cell
|
|||
|
|
|
|||
|
|
self.dictData[instrumentid] = d
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def getName(self, instrumentid):
|
|||
|
|
"""获取名称"""
|
|||
|
|
instrument = self.__mainEngine.selectInstrument(instrumentid)
|
|||
|
|
if instrument:
|
|||
|
|
return instrument['InstrumentName'].decode('GBK')
|
|||
|
|
else:
|
|||
|
|
return ''
|
|||
|
|
|
|||
|
|
|
|||
|
|
########################################################################
|
|||
|
|
class LoginWidget(QtGui.QDialog):
|
|||
|
|
"""登录"""
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def __init__(self, mainEngine, parent=None):
|
|||
|
|
"""Constructor"""
|
|||
|
|
super(LoginWidget, self).__init__()
|
|||
|
|
self.__mainEngine = mainEngine
|
|||
|
|
|
|||
|
|
self.initUi()
|
|||
|
|
self.loadData()
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def initUi(self):
|
|||
|
|
"""初始化界面"""
|
|||
|
|
self.setWindowTitle(u'登录')
|
|||
|
|
|
|||
|
|
# 设置组件
|
|||
|
|
labelUserID = QtGui.QLabel(u'账号：')
|
|||
|
|
labelPassword = QtGui.QLabel(u'密码：')
|
|||
|
|
labelMdAddress = QtGui.QLabel(u'行情服务器：')
|
|||
|
|
labelTdAddress = QtGui.QLabel(u'交易服务器：')
|
|||
|
|
labelBrokerID = QtGui.QLabel(u'经纪商代码')
|
|||
|
|
|
|||
|
|
self.editUserID = QtGui.QLineEdit()
|
|||
|
|
self.editPassword = QtGui.QLineEdit()
|
|||
|
|
self.editMdAddress = QtGui.QLineEdit()
|
|||
|
|
self.editTdAddress = QtGui.QLineEdit()
|
|||
|
|
self.editBrokerID = QtGui.QLineEdit()
|
|||
|
|
|
|||
|
|
self.editUserID.setMinimumWidth(200)
|
|||
|
|
|
|||
|
|
buttonLogin = QtGui.QPushButton(u'登录')
|
|||
|
|
buttonCancel = QtGui.QPushButton(u'取消')
|
|||
|
|
buttonLogin.clicked.connect(self.login)
|
|||
|
|
buttonCancel.clicked.connect(self.close)
|
|||
|
|
|
|||
|
|
# 设置布局
|
|||
|
|
buttonHBox = QtGui.QHBoxLayout()
|
|||
|
|
buttonHBox.addStretch()
|
|||
|
|
buttonHBox.addWidget(buttonLogin)
|
|||
|
|
buttonHBox.addWidget(buttonCancel)
|
|||
|
|
|
|||
|
|
grid = QtGui.QGridLayout()
|
|||
|
|
grid.addWidget(labelUserID, 0, 0)
|
|||
|
|
grid.addWidget(labelPassword, 1, 0)
|
|||
|
|
grid.addWidget(labelMdAddress, 2, 0)
|
|||
|
|
grid.addWidget(labelTdAddress, 3, 0)
|
|||
|
|
grid.addWidget(labelBrokerID, 4, 0)
|
|||
|
|
grid.addWidget(self.editUserID, 0, 1)
|
|||
|
|
grid.addWidget(self.editPassword, 1, 1)
|
|||
|
|
grid.addWidget(self.editMdAddress, 2, 1)
|
|||
|
|
grid.addWidget(self.editTdAddress, 3, 1)
|
|||
|
|
grid.addWidget(self.editBrokerID, 4, 1)
|
|||
|
|
grid.addLayout(buttonHBox, 5, 0, 1, 2)
|
|||
|
|
|
|||
|
|
self.setLayout(grid)
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def login(self):
|
|||
|
|
"""登录"""
|
|||
|
|
userid = str(self.editUserID.text())
|
|||
|
|
password = str(self.editPassword.text())
|
|||
|
|
mdAddress = str(self.editMdAddress.text())
|
|||
|
|
tdAddress = str(self.editTdAddress.text())
|
|||
|
|
brokerid = str(self.editBrokerID.text())
|
|||
|
|
|
|||
|
|
self.__mainEngine.login(userid, password, brokerid, mdAddress, tdAddress)
|
|||
|
|
self.close()
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def loadData(self):
|
|||
|
|
"""读取数据"""
|
|||
|
|
f = shelve.open('setting.vn')
|
|||
|
|
|
|||
|
|
try:
|
|||
|
|
setting = f['login']
|
|||
|
|
userid = setting['userid']
|
|||
|
|
password = setting['password']
|
|||
|
|
mdAddress = setting['mdAddress']
|
|||
|
|
tdAddress = setting['tdAddress']
|
|||
|
|
brokerid = setting['brokerid']
|
|||
|
|
|
|||
|
|
self.editUserID.setText(userid)
|
|||
|
|
self.editPassword.setText(password)
|
|||
|
|
self.editMdAddress.setText(mdAddress)
|
|||
|
|
self.editTdAddress.setText(tdAddress)
|
|||
|
|
self.editBrokerID.setText(brokerid)
|
|||
|
|
except KeyError:
|
|||
|
|
pass
|
|||
|
|
|
|||
|
|
f.close()
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def saveData(self):
|
|||
|
|
"""保存数据"""
|
|||
|
|
setting = {}
|
|||
|
|
setting['userid'] = str(self.editUserID.text())
|
|||
|
|
setting['password'] = str(self.editPassword.text())
|
|||
|
|
setting['mdAddress'] = str(self.editMdAddress.text())
|
|||
|
|
setting['tdAddress'] = str(self.editTdAddress.text())
|
|||
|
|
setting['brokerid'] = str(self.editBrokerID.text())
|
|||
|
|
|
|||
|
|
f = shelve.open('setting.vn')
|
|||
|
|
f['login'] = setting
|
|||
|
|
f.close()
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def closeEvent(self, event):
|
|||
|
|
"""关闭事件处理"""
|
|||
|
|
# 当窗口被关闭时，先保存登录数据，再关闭
|
|||
|
|
self.saveData()
|
|||
|
|
event.accept()
|
|||
|
|
|
|||
|
|
|
|||
|
|
########################################################################
|
|||
|
|
class ControlWidget(QtGui.QWidget):
|
|||
|
|
"""调用查询函数"""
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def __init__(self, mainEngine, parent=None):
|
|||
|
|
"""Constructor"""
|
|||
|
|
super(ControlWidget, self).__init__()
|
|||
|
|
self.__mainEngine = mainEngine
|
|||
|
|
|
|||
|
|
self.initUi()
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def initUi(self):
|
|||
|
|
""""""
|
|||
|
|
self.setWindowTitle(u'测试')
|
|||
|
|
|
|||
|
|
buttonAccount = QtGui.QPushButton(u'查询账户')
|
|||
|
|
buttonInvestor = QtGui.QPushButton(u'查询投资者')
|
|||
|
|
buttonPosition = QtGui.QPushButton(u'查询持仓')
|
|||
|
|
|
|||
|
|
buttonAccount.clicked.connect(self.__mainEngine.getAccount)
|
|||
|
|
buttonInvestor.clicked.connect(self.__mainEngine.getInvestor)
|
|||
|
|
buttonPosition.clicked.connect(self.__mainEngine.getPosition)
|
|||
|
|
|
|||
|
|
hBox = QtGui.QHBoxLayout()
|
|||
|
|
hBox.addWidget(buttonAccount)
|
|||
|
|
hBox.addWidget(buttonInvestor)
|
|||
|
|
hBox.addWidget(buttonPosition)
|
|||
|
|
|
|||
|
|
self.setLayout(hBox)
|
|||
|
|
|
|||
|
|
|
|||
|
|
########################################################################
|
|||
|
|
class TradingWidget(QtGui.QWidget):
|
|||
|
|
"""交易"""
|
|||
|
|
signal = QtCore.pyqtSignal(type(Event()))
|
|||
|
|
|
|||
|
|
dictDirection = OrderedDict()
|
|||
|
|
dictDirection['0'] = u'买'
|
|||
|
|
dictDirection['1'] = u'卖'
|
|||
|
|
|
|||
|
|
dictOffset = OrderedDict()
|
|||
|
|
dictOffset['0'] = u'开仓'
|
|||
|
|
dictOffset['1'] = u'平仓'
|
|||
|
|
dictOffset['3'] = u'平今'
|
|||
|
|
|
|||
|
|
dictPriceType = OrderedDict()
|
|||
|
|
dictPriceType['1'] = u'任意价'
|
|||
|
|
dictPriceType['2'] = u'限价'
|
|||
|
|
dictPriceType['3'] = u'最优价'
|
|||
|
|
dictPriceType['4'] = u'最新价'
|
|||
|
|
|
|||
|
|
# 反转字典
|
|||
|
|
dictDirectionReverse = {value:key for key,value in dictDirection.items()}
|
|||
|
|
dictOffsetReverse = {value:key for key, value in dictOffset.items()}
|
|||
|
|
dictPriceTypeReverse = {value:key for key, value in dictPriceType.items()}
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def __init__(self, eventEngine, mainEngine, orderMonitor, parent=None):
|
|||
|
|
"""Constructor"""
|
|||
|
|
super(TradingWidget, self).__init__()
|
|||
|
|
self.__eventEngine = eventEngine
|
|||
|
|
self.__mainEngine = mainEngine
|
|||
|
|
self.__orderMonitor = orderMonitor
|
|||
|
|
|
|||
|
|
self.instrumentid = ''
|
|||
|
|
|
|||
|
|
self.initUi()
|
|||
|
|
self.registerEvent()
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def initUi(self):
|
|||
|
|
"""初始化界面"""
|
|||
|
|
self.setWindowTitle(u'交易')
|
|||
|
|
|
|||
|
|
# 左边部分
|
|||
|
|
labelID = QtGui.QLabel(u'代码')
|
|||
|
|
labelName = QtGui.QLabel(u'名称')
|
|||
|
|
labelDirection = QtGui.QLabel(u'委托类型')
|
|||
|
|
labelOffset = QtGui.QLabel(u'开平')
|
|||
|
|
labelPrice = QtGui.QLabel(u'价格')
|
|||
|
|
labelVolume = QtGui.QLabel(u'数量')
|
|||
|
|
labelPriceType = QtGui.QLabel(u'价格类型')
|
|||
|
|
|
|||
|
|
self.lineID = QtGui.QLineEdit()
|
|||
|
|
self.lineName = QtGui.QLineEdit()
|
|||
|
|
|
|||
|
|
self.comboDirection = QtGui.QComboBox()
|
|||
|
|
self.comboDirection.addItems(self.dictDirection.values())
|
|||
|
|
|
|||
|
|
self.comboOffset = QtGui.QComboBox()
|
|||
|
|
self.comboOffset.addItems(self.dictOffset.values())
|
|||
|
|
|
|||
|
|
self.spinPrice = QtGui.QDoubleSpinBox()
|
|||
|
|
self.spinPrice.setDecimals(4)
|
|||
|
|
self.spinPrice.setMinimum(0)
|
|||
|
|
self.spinPrice.setMaximum(10000)
|
|||
|
|
|
|||
|
|
self.spinVolume = QtGui.QSpinBox()
|
|||
|
|
self.spinVolume.setMinimum(0)
|
|||
|
|
self.spinVolume.setMaximum(1000000)
|
|||
|
|
|
|||
|
|
self.comboPriceType = QtGui.QComboBox()
|
|||
|
|
self.comboPriceType.addItems(self.dictPriceType.values())
|
|||
|
|
|
|||
|
|
gridleft = QtGui.QGridLayout()
|
|||
|
|
gridleft.addWidget(labelID, 0, 0)
|
|||
|
|
gridleft.addWidget(labelName, 1, 0)
|
|||
|
|
gridleft.addWidget(labelDirection, 2, 0)
|
|||
|
|
gridleft.addWidget(labelOffset, 3, 0)
|
|||
|
|
gridleft.addWidget(labelPrice, 4, 0)
|
|||
|
|
gridleft.addWidget(labelVolume, 5, 0)
|
|||
|
|
gridleft.addWidget(labelPriceType, 6, 0)
|
|||
|
|
gridleft.addWidget(self.lineID, 0, 1)
|
|||
|
|
gridleft.addWidget(self.lineName, 1, 1)
|
|||
|
|
gridleft.addWidget(self.comboDirection, 2, 1)
|
|||
|
|
gridleft.addWidget(self.comboOffset, 3, 1)
|
|||
|
|
gridleft.addWidget(self.spinPrice, 4, 1)
|
|||
|
|
gridleft.addWidget(self.spinVolume, 5, 1)
|
|||
|
|
gridleft.addWidget(self.comboPriceType, 6, 1)
|
|||
|
|
|
|||
|
|
# 右边部分
|
|||
|
|
labelBid1 = QtGui.QLabel(u'买一')
|
|||
|
|
labelBid2 = QtGui.QLabel(u'买二')
|
|||
|
|
labelBid3 = QtGui.QLabel(u'买三')
|
|||
|
|
labelBid4 = QtGui.QLabel(u'买四')
|
|||
|
|
labelBid5 = QtGui.QLabel(u'买五')
|
|||
|
|
|
|||
|
|
labelAsk1 = QtGui.QLabel(u'卖一')
|
|||
|
|
labelAsk2 = QtGui.QLabel(u'卖二')
|
|||
|
|
labelAsk3 = QtGui.QLabel(u'卖三')
|
|||
|
|
labelAsk4 = QtGui.QLabel(u'卖四')
|
|||
|
|
labelAsk5 = QtGui.QLabel(u'卖五')
|
|||
|
|
|
|||
|
|
self.labelBidPrice1 = QtGui.QLabel()
|
|||
|
|
self.labelBidPrice2 = QtGui.QLabel()
|
|||
|
|
self.labelBidPrice3 = QtGui.QLabel()
|
|||
|
|
self.labelBidPrice4 = QtGui.QLabel()
|
|||
|
|
self.labelBidPrice5 = QtGui.QLabel()
|
|||
|
|
self.labelBidVolume1 = QtGui.QLabel()
|
|||
|
|
self.labelBidVolume2 = QtGui.QLabel()
|
|||
|
|
self.labelBidVolume3 = QtGui.QLabel()
|
|||
|
|
self.labelBidVolume4 = QtGui.QLabel()
|
|||
|
|
self.labelBidVolume5 = QtGui.QLabel()
|
|||
|
|
|
|||
|
|
self.labelAskPrice1 = QtGui.QLabel()
|
|||
|
|
self.labelAskPrice2 = QtGui.QLabel()
|
|||
|
|
self.labelAskPrice3 = QtGui.QLabel()
|
|||
|
|
self.labelAskPrice4 = QtGui.QLabel()
|
|||
|
|
self.labelAskPrice5 = QtGui.QLabel()
|
|||
|
|
self.labelAskVolume1 = QtGui.QLabel()
|
|||
|
|
self.labelAskVolume2 = QtGui.QLabel()
|
|||
|
|
self.labelAskVolume3 = QtGui.QLabel()
|
|||
|
|
self.labelAskVolume4 = QtGui.QLabel()
|
|||
|
|
self.labelAskVolume5 = QtGui.QLabel()
|
|||
|
|
|
|||
|
|
labelLast = QtGui.QLabel(u'最新')
|
|||
|
|
self.labelLastPrice = QtGui.QLabel()
|
|||
|
|
self.labelReturn = QtGui.QLabel()
|
|||
|
|
|
|||
|
|
self.labelLastPrice.setMinimumWidth(60)
|
|||
|
|
self.labelReturn.setMinimumWidth(60)
|
|||
|
|
|
|||
|
|
gridRight = QtGui.QGridLayout()
|
|||
|
|
gridRight.addWidget(labelAsk5, 0, 0)
|
|||
|
|
gridRight.addWidget(labelAsk4, 1, 0)
|
|||
|
|
gridRight.addWidget(labelAsk3, 2, 0)
|
|||
|
|
gridRight.addWidget(labelAsk2, 3, 0)
|
|||
|
|
gridRight.addWidget(labelAsk1, 4, 0)
|
|||
|
|
gridRight.addWidget(labelLast, 5, 0)
|
|||
|
|
gridRight.addWidget(labelBid1, 6, 0)
|
|||
|
|
gridRight.addWidget(labelBid2, 7, 0)
|
|||
|
|
gridRight.addWidget(labelBid3, 8, 0)
|
|||
|
|
gridRight.addWidget(labelBid4, 9, 0)
|
|||
|
|
gridRight.addWidget(labelBid5, 10, 0)
|
|||
|
|
|
|||
|
|
gridRight.addWidget(self.labelAskPrice5, 0, 1)
|
|||
|
|
gridRight.addWidget(self.labelAskPrice4, 1, 1)
|
|||
|
|
gridRight.addWidget(self.labelAskPrice3, 2, 1)
|
|||
|
|
gridRight.addWidget(self.labelAskPrice2, 3, 1)
|
|||
|
|
gridRight.addWidget(self.labelAskPrice1, 4, 1)
|
|||
|
|
gridRight.addWidget(self.labelLastPrice, 5, 1)
|
|||
|
|
gridRight.addWidget(self.labelBidPrice1, 6, 1)
|
|||
|
|
gridRight.addWidget(self.labelBidPrice2, 7, 1)
|
|||
|
|
gridRight.addWidget(self.labelBidPrice3, 8, 1)
|
|||
|
|
gridRight.addWidget(self.labelBidPrice4, 9, 1)
|
|||
|
|
gridRight.addWidget(self.labelBidPrice5, 10, 1)
|
|||
|
|
|
|||
|
|
gridRight.addWidget(self.labelAskVolume5, 0, 2)
|
|||
|
|
gridRight.addWidget(self.labelAskVolume4, 1, 2)
|
|||
|
|
gridRight.addWidget(self.labelAskVolume3, 2, 2)
|
|||
|
|
gridRight.addWidget(self.labelAskVolume2, 3, 2)
|
|||
|
|
gridRight.addWidget(self.labelAskVolume1, 4, 2)
|
|||
|
|
gridRight.addWidget(self.labelReturn, 5, 2)
|
|||
|
|
gridRight.addWidget(self.labelBidVolume1, 6, 2)
|
|||
|
|
gridRight.addWidget(self.labelBidVolume2, 7, 2)
|
|||
|
|
gridRight.addWidget(self.labelBidVolume3, 8, 2)
|
|||
|
|
gridRight.addWidget(self.labelBidVolume4, 9, 2)
|
|||
|
|
gridRight.addWidget(self.labelBidVolume5, 10, 2)
|
|||
|
|
|
|||
|
|
# 发单按钮
|
|||
|
|
buttonSendOrder = QtGui.QPushButton(u'发单')
|
|||
|
|
buttonCancelAll = QtGui.QPushButton(u'全撤')
|
|||
|
|
|
|||
|
|
# 整合布局
|
|||
|
|
hbox = QtGui.QHBoxLayout()
|
|||
|
|
hbox.addLayout(gridleft)
|
|||
|
|
hbox.addLayout(gridRight)
|
|||
|
|
|
|||
|
|
vbox = QtGui.QVBoxLayout()
|
|||
|
|
vbox.addLayout(hbox)
|
|||
|
|
vbox.addWidget(buttonSendOrder)
|
|||
|
|
vbox.addWidget(buttonCancelAll)
|
|||
|
|
|
|||
|
|
self.setLayout(vbox)
|
|||
|
|
|
|||
|
|
# 关联更新
|
|||
|
|
buttonSendOrder.clicked.connect(self.sendOrder)
|
|||
|
|
buttonCancelAll.clicked.connect(self.__orderMonitor.cancelAll)
|
|||
|
|
self.lineID.returnPressed.connect(self.updateID)
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def updateID(self):
|
|||
|
|
"""合约变化"""
|
|||
|
|
instrumentid = str(self.lineID.text())
|
|||
|
|
|
|||
|
|
# 获取合约
|
|||
|
|
instrument = self.__mainEngine.selectInstrument(instrumentid)
|
|||
|
|
if instrument:
|
|||
|
|
self.lineName.setText(instrument['InstrumentName'].decode('GBK'))
|
|||
|
|
|
|||
|
|
# 清空价格数量
|
|||
|
|
self.spinPrice.setValue(0)
|
|||
|
|
self.spinVolume.setValue(0)
|
|||
|
|
|
|||
|
|
# 清空行情显示
|
|||
|
|
self.labelBidPrice1.setText('')
|
|||
|
|
self.labelBidPrice2.setText('')
|
|||
|
|
self.labelBidPrice3.setText('')
|
|||
|
|
self.labelBidPrice4.setText('')
|
|||
|
|
self.labelBidPrice5.setText('')
|
|||
|
|
self.labelBidVolume1.setText('')
|
|||
|
|
self.labelBidVolume2.setText('')
|
|||
|
|
self.labelBidVolume3.setText('')
|
|||
|
|
self.labelBidVolume4.setText('')
|
|||
|
|
self.labelBidVolume5.setText('')
|
|||
|
|
self.labelAskPrice1.setText('')
|
|||
|
|
self.labelAskPrice2.setText('')
|
|||
|
|
self.labelAskPrice3.setText('')
|
|||
|
|
self.labelAskPrice4.setText('')
|
|||
|
|
self.labelAskPrice5.setText('')
|
|||
|
|
self.labelAskVolume1.setText('')
|
|||
|
|
self.labelAskVolume2.setText('')
|
|||
|
|
self.labelAskVolume3.setText('')
|
|||
|
|
self.labelAskVolume4.setText('')
|
|||
|
|
self.labelAskVolume5.setText('')
|
|||
|
|
self.labelLastPrice.setText('')
|
|||
|
|
self.labelReturn.setText('')
|
|||
|
|
|
|||
|
|
# 重新注册事件监听
|
|||
|
|
self.__eventEngine.unregister(EVENT_MARKETDATA_CONTRACT+self.instrumentid, self.signal.emit)
|
|||
|
|
self.__eventEngine.register(EVENT_MARKETDATA_CONTRACT+instrumentid, self.signal.emit)
|
|||
|
|
|
|||
|
|
# 订阅合约
|
|||
|
|
self.__mainEngine.subscribe(instrumentid, instrument['ExchangeID'])
|
|||
|
|
|
|||
|
|
# 更新目前的合约
|
|||
|
|
self.instrumentid = instrumentid
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def updateMarketData(self, event):
|
|||
|
|
"""更新行情"""
|
|||
|
|
data = event.dict_['data']
|
|||
|
|
|
|||
|
|
if data['InstrumentID'] == self.instrumentid:
|
|||
|
|
self.labelBidPrice1.setText(str(data['BidPrice1']))
|
|||
|
|
self.labelAskPrice1.setText(str(data['AskPrice1']))
|
|||
|
|
self.labelBidVolume1.setText(str(data['BidVolume1']))
|
|||
|
|
self.labelAskVolume1.setText(str(data['AskVolume1']))
|
|||
|
|
|
|||
|
|
if data['BidVolume2']:
|
|||
|
|
self.labelBidPrice2.setText(str(data['BidPrice2']))
|
|||
|
|
self.labelBidPrice3.setText(str(data['BidPrice3']))
|
|||
|
|
self.labelBidPrice4.setText(str(data['BidPrice4']))
|
|||
|
|
self.labelBidPrice5.setText(str(data['BidPrice5']))
|
|||
|
|
|
|||
|
|
self.labelAskPrice2.setText(str(data['AskPrice2']))
|
|||
|
|
self.labelAskPrice3.setText(str(data['AskPrice3']))
|
|||
|
|
self.labelAskPrice4.setText(str(data['AskPrice4']))
|
|||
|
|
self.labelAskPrice5.setText(str(data['AskPrice5']))
|
|||
|
|
|
|||
|
|
self.labelBidVolume2.setText(str(data['BidVolume2']))
|
|||
|
|
self.labelBidVolume3.setText(str(data['BidVolume3']))
|
|||
|
|
self.labelBidVolume4.setText(str(data['BidVolume4']))
|
|||
|
|
self.labelBidVolume5.setText(str(data['BidVolume5']))
|
|||
|
|
|
|||
|
|
self.labelAskVolume2.setText(str(data['AskVolume2']))
|
|||
|
|
self.labelAskVolume3.setText(str(data['AskVolume3']))
|
|||
|
|
self.labelAskVolume4.setText(str(data['AskVolume4']))
|
|||
|
|
self.labelAskVolume5.setText(str(data['AskVolume5']))
|
|||
|
|
|
|||
|
|
self.labelLastPrice.setText(str(data['LastPrice']))
|
|||
|
|
rt = (data['LastPrice']/data['PreClosePrice'])-1
|
|||
|
|
self.labelReturn.setText(('%.2f' %(rt*100))+'%')
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def registerEvent(self):
|
|||
|
|
"""注册事件监听"""
|
|||
|
|
self.signal.connect(self.updateMarketData)
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def sendOrder(self):
|
|||
|
|
"""发单"""
|
|||
|
|
instrumentid = str(self.lineID.text())
|
|||
|
|
|
|||
|
|
instrument = self.__mainEngine.selectInstrument(instrumentid)
|
|||
|
|
if instrument:
|
|||
|
|
exchangeid = instrument['ExchangeID']
|
|||
|
|
direction = self.dictDirectionReverse[unicode(self.comboDirection.currentText())]
|
|||
|
|
offset = self.dictOffsetReverse[unicode(self.comboOffset.currentText())]
|
|||
|
|
price = float(self.spinPrice.value())
|
|||
|
|
volume = int(self.spinVolume.value())
|
|||
|
|
pricetype = self.dictPriceTypeReverse[unicode(self.comboPriceType.currentText())]
|
|||
|
|
self.__mainEngine.sendOrder(instrumentid, exchangeid, price, pricetype, volume ,direction, offset)
|
|||
|
|
|
|||
|
|
|
|||
|
|
########################################################################
|
|||
|
|
class AboutWidget(QtGui.QDialog):
|
|||
|
|
"""显示关于信息"""
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def __init__(self, parent):
|
|||
|
|
"""Constructor"""
|
|||
|
|
super(AboutWidget, self).__init__(parent)
|
|||
|
|
|
|||
|
|
self.initUi()
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def initUi(self):
|
|||
|
|
""""""
|
|||
|
|
self.setWindowTitle(u'关于')
|
|||
|
|
|
|||
|
|
text = u"""
|
|||
|
|
vn.py框架Demo
|
|||
|
|
|
|||
|
|
完成日期：2015/4/17
|
|||
|
|
|
|||
|
|
作者：用Python的交易员
|
|||
|
|
|
|||
|
|
License：MIT
|
|||
|
|
|
|||
|
|
主页：vnpy.org
|
|||
|
|
|
|||
|
|
Github：github.com/vnpy/vnpy
|
|||
|
|
|
|||
|
|
QQ交流群：262656087
|
|||
|
|
|
|||
|
|
|
|||
|
|
|
|||
|
|
|
|||
|
|
开发环境
|
|||
|
|
|
|||
|
|
操作系统：Windows 7 专业版 64位
|
|||
|
|
|
|||
|
|
Python发行版：Python 2.7.6 (Anaconda 1.9.2 Win-32)
|
|||
|
|
|
|||
|
|
图形库：PyQt4 4.11.3 Py2.7-x32
|
|||
|
|
|
|||
|
|
交易接口：vn.lts/vn.ctp
|
|||
|
|
|
|||
|
|
事件驱动引擎：vn.event
|
|||
|
|
|
|||
|
|
开发环境：WingIDE 5.0.6
|
|||
|
|
|
|||
|
|
EXE打包：Nuitka 0.5.12.1 Python2.7 32 bit MSI
|
|||
|
|
"""
|
|||
|
|
|
|||
|
|
label = QtGui.QLabel()
|
|||
|
|
label.setText(text)
|
|||
|
|
label.setMinimumWidth(450)
|
|||
|
|
|
|||
|
|
vbox = QtGui.QVBoxLayout()
|
|||
|
|
vbox.addWidget(label)
|
|||
|
|
|
|||
|
|
self.setLayout(vbox)
|
|||
|
|
|
|||
|
|
|
|||
|
|
########################################################################
|
|||
|
|
class MainWindow(QtGui.QMainWindow):
|
|||
|
|
"""主窗口"""
|
|||
|
|
signalInvestor = QtCore.pyqtSignal(type(Event()))
|
|||
|
|
signalLog = QtCore.pyqtSignal(type(Event()))
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def __init__(self, eventEngine, mainEngine):
|
|||
|
|
"""Constructor"""
|
|||
|
|
super(MainWindow, self).__init__()
|
|||
|
|
self.__eventEngine = eventEngine
|
|||
|
|
self.__mainEngine = mainEngine
|
|||
|
|
|
|||
|
|
self.initUi()
|
|||
|
|
self.registerEvent()
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def initUi(self):
|
|||
|
|
""""""
|
|||
|
|
# 设置名称
|
|||
|
|
self.setWindowTitle(u'欢迎使用vn.py框架Demo')
|
|||
|
|
|
|||
|
|
# 布局设置
|
|||
|
|
self.logM = LogMonitor(self.__eventEngine, self)
|
|||
|
|
self.accountM = AccountMonitor(self.__eventEngine, self)
|
|||
|
|
self.positionM = PositionMonitor(self.__eventEngine, self)
|
|||
|
|
self.tradeM = TradeMonitor(self.__eventEngine, self)
|
|||
|
|
self.orderM = OrderMonitor(self.__eventEngine, self.__mainEngine, self)
|
|||
|
|
self.marketdataM = MarketDataMonitor(self.__eventEngine, self.__mainEngine, self)
|
|||
|
|
self.tradingW = TradingWidget(self.__eventEngine, self.__mainEngine, self.orderM, self)
|
|||
|
|
|
|||
|
|
righttab = QtGui.QTabWidget()
|
|||
|
|
righttab.addTab(self.positionM, u'持仓')
|
|||
|
|
righttab.addTab(self.accountM, u'账户')
|
|||
|
|
|
|||
|
|
lefttab = QtGui.QTabWidget()
|
|||
|
|
lefttab.addTab(self.orderM, u'报单')
|
|||
|
|
lefttab.addTab(self.tradeM, u'成交')
|
|||
|
|
lefttab.addTab(self.logM, u'日志')
|
|||
|
|
|
|||
|
|
self.tradingW.setMaximumWidth(400)
|
|||
|
|
tradingVBox = QtGui.QVBoxLayout()
|
|||
|
|
tradingVBox.addWidget(self.tradingW)
|
|||
|
|
tradingVBox.addStretch()
|
|||
|
|
|
|||
|
|
upHBox = QtGui.QHBoxLayout()
|
|||
|
|
upHBox.addLayout(tradingVBox)
|
|||
|
|
upHBox.addWidget(self.marketdataM)
|
|||
|
|
|
|||
|
|
downHBox = QtGui.QHBoxLayout()
|
|||
|
|
downHBox.addWidget(lefttab)
|
|||
|
|
downHBox.addWidget(righttab)
|
|||
|
|
|
|||
|
|
vBox = QtGui.QVBoxLayout()
|
|||
|
|
vBox.addLayout(upHBox)
|
|||
|
|
vBox.addLayout(downHBox)
|
|||
|
|
|
|||
|
|
centralwidget = QtGui.QWidget()
|
|||
|
|
centralwidget.setLayout(vBox)
|
|||
|
|
self.setCentralWidget(centralwidget)
|
|||
|
|
|
|||
|
|
# 设置状态栏
|
|||
|
|
self.bar = self.statusBar()
|
|||
|
|
self.bar.showMessage(u'启动Demo')
|
|||
|
|
|
|||
|
|
# 设置菜单栏
|
|||
|
|
actionLogin = QtGui.QAction(u'登录', self)
|
|||
|
|
actionLogin.triggered.connect(self.openLoginWidget)
|
|||
|
|
actionExit = QtGui.QAction(u'退出', self)
|
|||
|
|
actionExit.triggered.connect(self.close)
|
|||
|
|
|
|||
|
|
actionAbout = QtGui.QAction(u'关于', self)
|
|||
|
|
actionAbout.triggered.connect(self.openAboutWidget)
|
|||
|
|
|
|||
|
|
menubar = self.menuBar()
|
|||
|
|
sysMenu = menubar.addMenu(u'系统')
|
|||
|
|
sysMenu.addAction(actionLogin)
|
|||
|
|
sysMenu.addAction(actionExit)
|
|||
|
|
|
|||
|
|
helpMenu = menubar.addMenu(u'帮助')
|
|||
|
|
helpMenu.addAction(actionAbout)
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def registerEvent(self):
|
|||
|
|
""""""
|
|||
|
|
self.signalInvestor.connect(self.updateInvestor)
|
|||
|
|
self.signalLog.connect(self.updateLog)
|
|||
|
|
|
|||
|
|
self.__eventEngine.register(EVENT_INVESTOR, self.signalInvestor.emit)
|
|||
|
|
self.__eventEngine.register(EVENT_LOG, self.signalLog.emit)
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def updateInvestor(self, event):
|
|||
|
|
""""""
|
|||
|
|
data = event.dict_['data']
|
|||
|
|
|
|||
|
|
self.setWindowTitle(u'欢迎使用vn.py框架Demo ' + data['InvestorName'].decode('GBK'))
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def updateLog(self, event):
|
|||
|
|
""""""
|
|||
|
|
log = event.dict_['log']
|
|||
|
|
|
|||
|
|
self.bar.showMessage(log)
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def openLoginWidget(self):
|
|||
|
|
"""打开登录"""
|
|||
|
|
try:
|
|||
|
|
self.loginW.show()
|
|||
|
|
except AttributeError:
|
|||
|
|
self.loginW = LoginWidget(self.__mainEngine, self)
|
|||
|
|
self.loginW.show()
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def openAboutWidget(self):
|
|||
|
|
"""打开关于"""
|
|||
|
|
try:
|
|||
|
|
self.aboutW.show()
|
|||
|
|
except AttributeError:
|
|||
|
|
self.aboutW = AboutWidget(self)
|
|||
|
|
self.aboutW.show()
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def closeEvent(self, event):
|
|||
|
|
"""退出事件处理"""
|
|||
|
|
reply = QtGui.QMessageBox.question(self, u'退出',
|
|||
|
|
u'确认退出?', QtGui.QMessageBox.Yes |
|
|||
|
|
QtGui.QMessageBox.No, QtGui.QMessageBox.No)
|
|||
|
|
|
|||
|
|
if reply == QtGui.QMessageBox.Yes:
|
|||
|
|
self.__mainEngine.exit()
|
|||
|
|
event.accept()
|
|||
|
|
else:
|
|||
|
|
event.ignore()
|
|||
|
|
|
|||
|
|
|
|||
|
|
|
|||
|
|
|
|||
|
|
|
|||
|
|
|
|||
|
|
|
|||
|
|
|
|||
|
|
|
|||
|
|
|