[Mod]AlgoEngine的算法加载改为自动扫描目录下算法文件的方式
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vn.py
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988d432846
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04bdbf9f4e
@ -4,6 +4,8 @@
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'''
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from __future__ import division
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import os
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import importlib
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from vnpy.event import Event
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from vnpy.trader.vtEvent import EVENT_TIMER, EVENT_TICK, EVENT_ORDER, EVENT_TRADE
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@ -13,32 +15,26 @@ from vnpy.trader.vtConstant import (DIRECTION_LONG, DIRECTION_SHORT,
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OFFSET_CLOSETODAY, OFFSET_CLOSEYESTERDAY)
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from vnpy.trader.vtObject import VtSubscribeReq, VtOrderReq, VtCancelOrderReq, VtLogData
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from .twapAlgo import TwapAlgo
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from .dmaAlgo import DmaAlgo
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from .stopAlgo import StopAlgo
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from .stAlgo import StAlgo
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from .mmAlgo import MmAlgo
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EVENT_ALGO_LOG = 'eAlgoLog' # 算法日志事件
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EVENT_ALGO_PARAM = 'eAlgoParam' # 算法参数事件
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EVENT_ALGO_VAR = 'eAlgoVar' # 算法变量事件
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EVENT_ALGO_SETTING = 'eAlgoSetting' # 算法配置事件
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ALGOTRADING_DB_NAME = 'VnTrader_AlgoTrading_Db' # AlgoTrading数据库名
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SETTING_COLLECTION_NAME = 'AlgoSetting' # 算法配置集合名
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HISTORY_COLLECTION_NAME = 'AlgoHistory' # 算法历史集合名
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ALGO_DICT = {
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TwapAlgo.templateName: TwapAlgo,
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DmaAlgo.templateName: DmaAlgo,
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StopAlgo.templateName: StopAlgo,
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StAlgo.templateName: StAlgo
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}
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########################################################################
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class AlgoEngine(object):
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"""算法交易引擎"""
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@ -285,7 +281,6 @@ class AlgoEngine(object):
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return
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return contract
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#----------------------------------------------------------------------
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def saveAlgoSetting(self, algoSetting):
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@ -334,3 +329,31 @@ class AlgoEngine(object):
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event.dict_['data'] = algoSetting
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self.eventEngine.put(event)
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# 加载目录下的算法模板
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ALGO_DICT = {}
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WIDGET_DICT = {}
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path = os.path.abspath(os.path.dirname(__file__))
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for root, subdirs, files in os.walk(path):
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for name in files:
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# 只有文件名以Algo.py结尾的才是算法文件
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if len(name)>7 and name[-7:] == 'Algo.py':
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# 模块名称需要模块路径前缀
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moduleName = 'vnpy.trader.app.algoTrading.' + name.replace('.py', '')
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module = importlib.import_module(moduleName)
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# 获取算法类和控件类
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for k in dir(module):
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# 以Algo结尾的类，是算法
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if k[-4:] == 'Algo':
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algo = module.__getattribute__(k)
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# 以Widget结尾的类，是控件
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if k[-6:] == 'Widget':
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widget = module.__getattribute__(k)
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# 保存到字典中
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ALGO_DICT[algo.templateName] = algo
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WIDGET_DICT[algo.templateName] = widget
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@ -166,6 +166,7 @@ class AlgoTemplate(object):
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#----------------------------------------------------------------------
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def putVarEvent(self, d):
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"""更新变量"""
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d['active'] = self.active
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self.engine.putVarEvent(self, d)
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#----------------------------------------------------------------------
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@ -10,12 +10,8 @@ from vnpy.event import Event
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from vnpy.trader.uiQt import QtCore, QtWidgets
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from .algoEngine import (EVENT_ALGO_LOG, EVENT_ALGO_PARAM,
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EVENT_ALGO_VAR, EVENT_ALGO_SETTING)
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from .twapAlgo import TwapWidget
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from .dmaAlgo import DmaWidget
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from .stopAlgo import StopWidget
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from .stAlgo import StWidget
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EVENT_ALGO_VAR, EVENT_ALGO_SETTING,
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WIDGET_DICT)
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########################################################################
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@ -55,7 +51,6 @@ class StopButton(QtWidgets.QPushButton):
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"""禁用按钮"""
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self.setEnabled(False)
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self.setStyleSheet("color:black;background-color:grey")
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AlgoCell = QtWidgets.QTableWidgetItem
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@ -303,11 +298,11 @@ class AlgoSettingMonitor(QtWidgets.QTableWidget):
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#----------------------------------------------------------------------
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def initUi(self):
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"""初始化界面"""
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labels = [u'',
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labels = ['',
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'',
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u'名称',
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u'算法',
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u'参数',
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'']
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u'参数']
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self.setColumnCount(len(labels))
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self.setHorizontalHeaderLabels(labels)
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@ -339,16 +334,16 @@ class AlgoSettingMonitor(QtWidgets.QTableWidget):
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self.insertRow(0)
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buttonStart = StartButton(self.algoEngine, setting)
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buttonDelete = DeleteButton(self.algoEngine, setting)
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cellSettingName = AlgoCell(settingName)
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cellTemplateName = AlgoCell(setting['templateName'])
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cellSettingText = AlgoCell(self.generateText(setting))
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buttonDelete = DeleteButton(self.algoEngine, setting)
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self.setCellWidget(0, 0, buttonStart)
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self.setItem(0, 1, cellSettingName)
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self.setItem(0, 2, cellTemplateName)
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self.setItem(0, 3, cellSettingText)
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self.setCellWidget(0, 4, buttonDelete)
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self.setCellWidget(0, 1, buttonDelete)
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self.setItem(0, 2, cellSettingName)
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self.setItem(0, 3, cellTemplateName)
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self.setItem(0, 4, cellSettingText)
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self.cellDict[settingName] = {
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'start': buttonStart,
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@ -383,19 +378,17 @@ class AlgoManager(QtWidgets.QWidget):
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"""算法交易管理组件"""
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#----------------------------------------------------------------------
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def __init__(self, algoEngine, eventEngine):
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def __init__(self, algoEngine, eventEngine, parent=None):
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"""Constructor"""
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super(AlgoManager, self).__init__()
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super(AlgoManager, self).__init__(parent)
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self.algoEngine = algoEngine
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self.eventEngine = eventEngine
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self.initUi()
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self.addAlgoWidget(TwapWidget)
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self.addAlgoWidget(DmaWidget)
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self.addAlgoWidget(StopWidget)
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self.addAlgoWidget(StWidget)
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self.widgetDict = {}
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self.initUi()
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self.changeWidget()
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self.algoEngine.loadAlgoSetting() # 界面初始化后，再加载算法配置
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#----------------------------------------------------------------------
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@ -406,8 +399,19 @@ class AlgoManager(QtWidgets.QWidget):
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buttonWidth = 400
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buttonHeight = 60
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self.tab = QtWidgets.QTabWidget()
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self.tab.setMaximumWidth(buttonWidth)
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self.comboTemplate = QtWidgets.QComboBox()
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self.comboTemplate.setMaximumWidth(buttonWidth)
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self.comboTemplate.currentIndexChanged.connect(self.changeWidget)
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vbox = QtWidgets.QVBoxLayout()
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for templateName, widgetClass in WIDGET_DICT.items():
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widget = widgetClass(self.algoEngine)
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widget.setMaximumWidth(buttonWidth)
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widget.hide()
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vbox.addWidget(widget)
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self.widgetDict[templateName] = widget
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self.comboTemplate.addItem(templateName)
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self.buttonStop = StopButton(self.algoEngine)
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self.buttonStop.setMaximumWidth(buttonWidth)
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@ -423,8 +427,16 @@ class AlgoManager(QtWidgets.QWidget):
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self.buttonSaveSetting.clicked.connect(self.saveSettingFromCsv)
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self.buttonSaveSetting.setFixedHeight(buttonHeight)
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label = QtWidgets.QLabel(u'算法类型')
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label.setFixedWidth(100)
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hbox = QtWidgets.QHBoxLayout()
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hbox.addWidget(label)
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hbox.addWidget(self.comboTemplate)
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vbox1 = QtWidgets.QVBoxLayout()
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vbox1.addWidget(self.tab)
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vbox1.addLayout(hbox)
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vbox1.addLayout(vbox)
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vbox1.addStretch()
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vbox1.addWidget(self.buttonStop)
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vbox1.addWidget(self.buttonAddAlgo)
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@ -458,7 +470,17 @@ class AlgoManager(QtWidgets.QWidget):
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hbox2.addLayout(vbox2)
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self.setLayout(hbox2)
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#----------------------------------------------------------------------
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def changeWidget(self):
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""""""
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for widget in self.widgetDict.values():
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widget.hide()
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templateName = text_type(self.comboTemplate.currentText())
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widget = self.widgetDict[templateName]
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widget.show()
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#----------------------------------------------------------------------
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def addAlgoWidget(self, widgetClass):
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"""添加算法控制组件 """
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@ -6,7 +6,7 @@ from vnpy.trader.uiQt import QtWidgets
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########################################################################
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class AlgoWidget(QtWidgets.QWidget):
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class AlgoWidget(QtWidgets.QFrame):
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"""算法启动组件"""
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#----------------------------------------------------------------------
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@ -22,6 +22,7 @@ class AlgoWidget(QtWidgets.QWidget):
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#----------------------------------------------------------------------
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def initUi(self):
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""""""
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self.setFrameShape(self.Box)
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algoLayout = self.initAlgoLayout()
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buttonStart = QtWidgets.QPushButton(u'启动算法')
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