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vnpy/vn.demo/demoUi.py

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修复API中和GIL相关的一个bug，发布vn.demo
2015-04-20 08:48:12 +00:00
# encoding: UTF-8
"""
该文件中包含的是交易平台的上层UI部分，
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。
Monitor主要负责监控数据，有部分包含主动功能。
Widget主要用于调用主动功能，有部分包含数据监控。
"""
from __future__ import division
import time
import sys
import shelve
from collections import OrderedDict
import sip
from PyQt4 import QtCore, QtGui
from eventEngine import *
########################################################################
class LogMonitor(QtGui.QTableWidget):
"""用于显示日志"""
signal = QtCore.pyqtSignal(type(Event()))
#----------------------------------------------------------------------
def __init__(self, eventEngine, parent=None):
"""Constructor"""
super(LogMonitor, self).__init__(parent)
self.__eventEngine = eventEngine
self.initUi()
self.registerEvent()
#----------------------------------------------------------------------
def initUi(self):
"""初始化界面"""
self.setWindowTitle(u'日志')
self.setColumnCount(2)
self.setHorizontalHeaderLabels([u'时间', u'日志'])
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
# 自动调整列宽
self.horizontalHeader().setResizeMode(0, QtGui.QHeaderView.ResizeToContents)
self.horizontalHeader().setResizeMode(1, QtGui.QHeaderView.Stretch)
#----------------------------------------------------------------------
def registerEvent(self):
"""注册事件监听"""
# 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
# 因此这里先将图形更新函数作为Slot，和信号连接起来
# 然后将信号的触发函数注册到事件驱动引擎中
self.signal.connect(self.updateLog)
self.__eventEngine.register(EVENT_LOG, self.signal.emit)
#----------------------------------------------------------------------
def updateLog(self, event):
"""更新日志"""
# 获取当前时间和日志内容
t = time.strftime('%H:%M:%S',time.localtime(time.time()))
log = event.dict_['log']
# 在表格最上方插入一行
self.insertRow(0)
# 创建单元格
cellTime = QtGui.QTableWidgetItem(t)
cellLog = QtGui.QTableWidgetItem(log)
# 将单元格插入表格
self.setItem(0, 0, cellTime)
self.setItem(0, 1, cellLog)
########################################################################
class AccountMonitor(QtGui.QTableWidget):
"""用于显示账户"""
signal = QtCore.pyqtSignal(type(Event()))
dictLabels = OrderedDict()
dictLabels['AccountID'] = u'投资者账户'
dictLabels['PreBalance'] = u'昨结'
dictLabels['Withdraw'] = u'出金'
dictLabels['Deposit'] = u'入金'
dictLabels['FrozenCash'] = u'冻结资金'
dictLabels['FrozenMargin'] = u'冻结保证金'
dictLabels['FrozenCommission'] = u'冻结手续费'
dictLabels['FrozenTransferFee'] = u'冻结过户费'
dictLabels['FrozenStampTax'] = u'冻结印花税'
dictLabels['Commission'] = u'手续费'
dictLabels['TransferFee'] = u'过户费'
dictLabels['StampTax'] = u'印花税'
dictLabels['CurrMargin'] = u'当前保证金'
dictLabels['Available'] = u'可用资金'
dictLabels['WithdrawQuota'] = u'可取资金'
#----------------------------------------------------------------------
def __init__(self, eventEngine, parent=None):
"""Constructor"""
super(AccountMonitor, self).__init__(parent)
self.__eventEngine = eventEngine
self.dictAccount = {} # 用来保存账户对应的单元格
self.initUi()
self.registerEvent()
#----------------------------------------------------------------------
def initUi(self):
""""""
self.setWindowTitle(u'账户')
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.updateAccount)
self.__eventEngine.register(EVENT_ACCOUNT, self.signal.emit)
#----------------------------------------------------------------------
def updateAccount(self, event):
""""""
data = event.dict_['data']
accountid = data['AccountID']
# 如果之前已经收到过这个账户的数据, 则直接更新
if accountid in self.dictAccount:
d = self.dictAccount[accountid]
for label, cell in d.items():
cell.setText(str(data[label]))
# 否则插入新的一行，并更新
else:
self.insertRow(0)
d = {}
for col, label in enumerate(self.dictLabels.keys()):
cell = QtGui.QTableWidgetItem(str(data[label]))
self.setItem(0, col, cell)
d[label] = cell
self.dictAccount[accountid] = d
########################################################################
class TradeMonitor(QtGui.QTableWidget):
"""用于显示成交记录"""
signal = QtCore.pyqtSignal(type(Event()))
dictLabels = OrderedDict()
dictLabels['InstrumentID'] = u'合约代码'
dictLabels['ExchangeInstID'] = u'交易所合约代码'
dictLabels['ExchangeID'] = u'交易所'
dictLabels['Direction'] = u'方向'
dictLabels['OffsetFlag'] = u'开平'
dictLabels['TradeID'] = u'成交编号'
dictLabels['TradeTime'] = u'成交时间'
dictLabels['Volume'] = u'数量'
dictLabels['Price'] = u'价格'
dictLabels['OrderRef'] = u'报单号'
dictLabels['OrderSysID'] = u'报单系统号'
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, parent=None):
"""Constructor"""
super(TradeMonitor, self).__init__(parent)
self.__eventEngine = eventEngine
self.initUi()
self.registerEvent()
#----------------------------------------------------------------------
def initUi(self):
""""""
self.setWindowTitle(u'成交')
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.updateTrade)
self.__eventEngine.register(EVENT_TRADE, self.signal.emit)
#----------------------------------------------------------------------
def updateTrade(self, event):
""""""
data = event.dict_['data']
self.insertRow(0)
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 == 'OffsetFlag':
try:
value = self.dictOffset[data[label]]
except KeyError:
value = u'未知类型'
else:
value = str(data[label])
cell = QtGui.QTableWidgetItem(value)
self.setItem(0, col, cell)
########################################################################
class PositionMonitor(QtGui.QTableWidget):
"""用于显示持仓"""
signal = QtCore.pyqtSignal(type(Event()))
dictLabels = OrderedDict()
dictLabels['InstrumentID'] = u'合约代码'
dictLabels['PosiDirection'] = u'方向'
dictLabels['Position'] = u'持仓'
dictLabels['LongFrozen'] = u'多头冻结'
dictLabels['ShortFrozen'] = u'空头冻结'
dictLabels['PositionCost'] = u'持仓成本'
dictLabels['OpenCost'] = u'开仓成本'
dictLabels['StockValue'] = u'证券价值'
dictPosiDirection = {}
dictPosiDirection['1'] = u'净'
dictPosiDirection['2'] = u'多'
dictPosiDirection['3'] = u'空'
#----------------------------------------------------------------------
def __init__(self, eventEngine, parent=None):
"""Constructor"""
super(PositionMonitor, self).__init__(parent)
self.__eventEngine = eventEngine
self.dictPosition = {} # 用来保存持仓对应的单元格
self.initUi()
self.registerEvent()
#----------------------------------------------------------------------
def initUi(self):
""""""
self.setWindowTitle(u'持仓')
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.updatePosition)
self.__eventEngine.register(EVENT_POSITION, self.signal.emit)
#----------------------------------------------------------------------
def updatePosition(self, event):
""""""
data = event.dict_['data']
# 过滤返回值为空的情况
if data['InstrumentID']:
posid = data['InstrumentID'] + '.' + data['PosiDirection']
# 如果之前已经收到过这个账户的数据, 则直接更新
if posid in self.dictPosition:
d = self.dictPosition[posid]
for label, cell in d.items():
if label == 'PosiDirection':
try:
value = self.dictPosiDirection[data[label]]
except KeyError:
value = u'未知类型'
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 == 'PosiDirection':
try:
value = self.dictPosiDirection[data[label]]
except KeyError:
value = u'未知类型'
else:
value = str(data[label])
cell = QtGui.QTableWidgetItem(value)
self.setItem(0, col, cell)
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"""
print u'撤单指令'
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'])
print u'发出撤单'
#----------------------------------------------------------------------
def cancelAll(self):
"""全撤"""
print u'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：')
self.editUserID = QtGui.QLineEdit()
self.editPassword = QtGui.QLineEdit()
self.editMdAddress = QtGui.QLineEdit()
self.editTdAddress = 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(self.editUserID, 0, 1)
grid.addWidget(self.editPassword, 1, 1)
grid.addWidget(self.editMdAddress, 2, 1)
grid.addWidget(self.editTdAddress, 3, 1)
grid.addLayout(buttonHBox, 4, 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 = '2011'
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']
self.editUserID.setText(userid)
self.editPassword.setText(password)
self.editMdAddress.setText(mdAddress)
self.editTdAddress.setText(tdAddress)
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())
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'
dictDirection['2'] = u'ETF申购'
dictDirection['3'] = u'ETF赎回'
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 = OrderedDict()
dictOffset['0'] = u'开仓'
dictOffset['1'] = u'平仓'
dictPriceType = OrderedDict()
dictPriceType['1'] = u'市价'
dictPriceType['2'] = u'限价'
dictPriceType['3'] = u'最优五档剩余撤销'
dictPriceType['4'] = u'最优五档剩余限价'
dictPriceType['5'] = u'全部成交或撤销'
dictPriceType['6'] = u'本方最优市价'
dictPriceType['7'] = u'对方最优市价'
# 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.labelBidPrice2.setText(str(data['BidPrice2']))
self.labelBidPrice3.setText(str(data['BidPrice3']))
self.labelBidPrice4.setText(str(data['BidPrice4']))
self.labelBidPrice5.setText(str(data['BidPrice5']))
self.labelAskPrice1.setText(str(data['AskPrice1']))
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.labelBidVolume1.setText(str(data['BidVolume1']))
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.labelAskVolume1.setText(str(data['AskVolume1']))
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['OpenPrice'])-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
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(350)
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)
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'交易')
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()
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