[Mod]AlgoEngine的算法加载改为自动扫描目录下算法文件的方式

vnpy/trader/app/algoTrading/algoEngine.py

@@ -4,6 +4,8 @@
 '''
 
 from __future__ import division
+import os
+import importlib
 
 from vnpy.event import Event
 from vnpy.trader.vtEvent import EVENT_TIMER, EVENT_TICK, EVENT_ORDER, EVENT_TRADE
@@ -13,32 +15,26 @@ from vnpy.trader.vtConstant import (DIRECTION_LONG, DIRECTION_SHORT,
                                     OFFSET_CLOSETODAY, OFFSET_CLOSEYESTERDAY)
 from vnpy.trader.vtObject import VtSubscribeReq, VtOrderReq, VtCancelOrderReq, VtLogData
 
+
 from .twapAlgo import TwapAlgo
 from .dmaAlgo import DmaAlgo
 from .stopAlgo import StopAlgo
 from .stAlgo import StAlgo
+from .mmAlgo import MmAlgo
+
+
 
 EVENT_ALGO_LOG = 'eAlgoLog'         # 算法日志事件
 EVENT_ALGO_PARAM = 'eAlgoParam'     # 算法参数事件
 EVENT_ALGO_VAR = 'eAlgoVar'         # 算法变量事件
 EVENT_ALGO_SETTING = 'eAlgoSetting' # 算法配置事件
 
-
 ALGOTRADING_DB_NAME = 'VnTrader_AlgoTrading_Db'     # AlgoTrading数据库名
 
 SETTING_COLLECTION_NAME = 'AlgoSetting'             # 算法配置集合名
 HISTORY_COLLECTION_NAME = 'AlgoHistory'             # 算法历史集合名
 
 
-ALGO_DICT = {
-    TwapAlgo.templateName: TwapAlgo,
-    DmaAlgo.templateName: DmaAlgo,
-    StopAlgo.templateName: StopAlgo,
-    StAlgo.templateName: StAlgo
-}
-
-
-
 ########################################################################
 class AlgoEngine(object):
     """算法交易引擎"""
@@ -286,7 +282,6 @@ class AlgoEngine(object):
         
         return contract
     
-    
     #----------------------------------------------------------------------
     def saveAlgoSetting(self, algoSetting):
         """保存算法配置"""
@@ -334,3 +329,31 @@ class AlgoEngine(object):
         event.dict_['data'] = algoSetting
         self.eventEngine.put(event)
 
+
+# 加载目录下的算法模板
+ALGO_DICT = {}
+WIDGET_DICT = {}
+
+path = os.path.abspath(os.path.dirname(__file__))
+
+for root, subdirs, files in os.walk(path):
+    for name in files:
+        # 只有文件名以Algo.py结尾的才是算法文件
+        if len(name)>7 and name[-7:] == 'Algo.py':
+            # 模块名称需要模块路径前缀
+            moduleName = 'vnpy.trader.app.algoTrading.' + name.replace('.py', '')
+            module = importlib.import_module(moduleName)
+            
+            # 获取算法类和控件类
+            for k in dir(module):
+                # 以Algo结尾的类，是算法
+                if k[-4:] == 'Algo':
+                    algo = module.__getattribute__(k)
+                
+                # 以Widget结尾的类，是控件
+                if k[-6:] == 'Widget':
+                    widget = module.__getattribute__(k)
+            
+            # 保存到字典中
+            ALGO_DICT[algo.templateName] = algo
+            WIDGET_DICT[algo.templateName] = widget

vnpy/trader/app/algoTrading/algoTemplate.py

@@ -166,6 +166,7 @@ class AlgoTemplate(object):
     #----------------------------------------------------------------------
     def putVarEvent(self, d):
         """更新变量"""
+        d['active'] = self.active
         self.engine.putVarEvent(self, d)
         
     #----------------------------------------------------------------------

vnpy/trader/app/algoTrading/uiAlgoManager.py

@@ -10,12 +10,8 @@ from vnpy.event import Event
 from vnpy.trader.uiQt import QtCore, QtWidgets
 
 from .algoEngine import (EVENT_ALGO_LOG, EVENT_ALGO_PARAM, 
-                         EVENT_ALGO_VAR, EVENT_ALGO_SETTING)
+                         EVENT_ALGO_VAR, EVENT_ALGO_SETTING,
-
+                         WIDGET_DICT)
-from .twapAlgo import TwapWidget
-from .dmaAlgo import DmaWidget
-from .stopAlgo import StopWidget
-from .stAlgo import StWidget
 
 
 ########################################################################
@@ -57,7 +53,6 @@ class StopButton(QtWidgets.QPushButton):
         self.setStyleSheet("color:black;background-color:grey")
 
 
-
 AlgoCell = QtWidgets.QTableWidgetItem
 
 
@@ -303,11 +298,11 @@ class AlgoSettingMonitor(QtWidgets.QTableWidget):
     #----------------------------------------------------------------------
     def initUi(self):
         """初始化界面"""
-        labels = [u'',
+        labels = ['',
+                  '',
                   u'名称',
                   u'算法',
-                  u'参数',
+                  u'参数']
-                  '']
         
         self.setColumnCount(len(labels))
         self.setHorizontalHeaderLabels(labels)
@@ -339,16 +334,16 @@ class AlgoSettingMonitor(QtWidgets.QTableWidget):
             self.insertRow(0)
         
             buttonStart = StartButton(self.algoEngine, setting)
+            buttonDelete = DeleteButton(self.algoEngine, setting)
             cellSettingName = AlgoCell(settingName)
             cellTemplateName = AlgoCell(setting['templateName'])
             cellSettingText = AlgoCell(self.generateText(setting))
-            buttonDelete = DeleteButton(self.algoEngine, setting)
             
             self.setCellWidget(0, 0, buttonStart)
-            self.setItem(0, 1, cellSettingName)
+            self.setCellWidget(0, 1, buttonDelete)
-            self.setItem(0, 2, cellTemplateName)
+            self.setItem(0, 2, cellSettingName)
-            self.setItem(0, 3, cellSettingText)
+            self.setItem(0, 3, cellTemplateName)
-            self.setCellWidget(0, 4, buttonDelete)
+            self.setItem(0, 4, cellSettingText)
             
             self.cellDict[settingName] = {
                 'start': buttonStart,
@@ -383,19 +378,17 @@ class AlgoManager(QtWidgets.QWidget):
     """算法交易管理组件"""
 
     #----------------------------------------------------------------------
-    def __init__(self, algoEngine, eventEngine):
+    def __init__(self, algoEngine, eventEngine, parent=None):
         """Constructor"""
-        super(AlgoManager, self).__init__()
+        super(AlgoManager, self).__init__(parent)
         
         self.algoEngine = algoEngine
         self.eventEngine = eventEngine
         
-        self.initUi()
+        self.widgetDict = {}
-        self.addAlgoWidget(TwapWidget)
-        self.addAlgoWidget(DmaWidget)
-        self.addAlgoWidget(StopWidget)
-        self.addAlgoWidget(StWidget)
         
+        self.initUi()
+        self.changeWidget()
         self.algoEngine.loadAlgoSetting()   # 界面初始化后，再加载算法配置
         
     #----------------------------------------------------------------------
@@ -406,8 +399,19 @@ class AlgoManager(QtWidgets.QWidget):
         buttonWidth = 400
         buttonHeight = 60        
         
-        self.tab = QtWidgets.QTabWidget()
+        self.comboTemplate = QtWidgets.QComboBox()
-        self.tab.setMaximumWidth(buttonWidth)
+        self.comboTemplate.setMaximumWidth(buttonWidth)
+        self.comboTemplate.currentIndexChanged.connect(self.changeWidget)
+        
+        vbox = QtWidgets.QVBoxLayout()
+        for templateName, widgetClass in WIDGET_DICT.items():
+            widget = widgetClass(self.algoEngine)
+            widget.setMaximumWidth(buttonWidth)
+            widget.hide()
+            vbox.addWidget(widget)
+            
+            self.widgetDict[templateName] = widget
+            self.comboTemplate.addItem(templateName)
         
         self.buttonStop = StopButton(self.algoEngine)
         self.buttonStop.setMaximumWidth(buttonWidth)
@@ -423,8 +427,16 @@ class AlgoManager(QtWidgets.QWidget):
         self.buttonSaveSetting.clicked.connect(self.saveSettingFromCsv)
         self.buttonSaveSetting.setFixedHeight(buttonHeight)
         
+        label = QtWidgets.QLabel(u'算法类型')
+        label.setFixedWidth(100)
+        
+        hbox = QtWidgets.QHBoxLayout()
+        hbox.addWidget(label)
+        hbox.addWidget(self.comboTemplate)
+        
         vbox1 = QtWidgets.QVBoxLayout()
-        vbox1.addWidget(self.tab)
+        vbox1.addLayout(hbox)
+        vbox1.addLayout(vbox)
         vbox1.addStretch()
         vbox1.addWidget(self.buttonStop)
         vbox1.addWidget(self.buttonAddAlgo)
@@ -459,6 +471,16 @@ class AlgoManager(QtWidgets.QWidget):
         
         self.setLayout(hbox2)
     
+    #----------------------------------------------------------------------
+    def changeWidget(self):
+        """"""
+        for widget in self.widgetDict.values():
+            widget.hide()
+            
+        templateName = text_type(self.comboTemplate.currentText())
+        widget = self.widgetDict[templateName]
+        widget.show()
+    
     #----------------------------------------------------------------------
     def addAlgoWidget(self, widgetClass):
         """添加算法控制组件 """

vnpy/trader/app/algoTrading/uiAlgoWidget.py

@@ -6,7 +6,7 @@ from vnpy.trader.uiQt import QtWidgets
 
 
 ########################################################################
-class AlgoWidget(QtWidgets.QWidget):
+class AlgoWidget(QtWidgets.QFrame):
     """算法启动组件"""
     
     #----------------------------------------------------------------------
@@ -22,6 +22,7 @@ class AlgoWidget(QtWidgets.QWidget):
     #----------------------------------------------------------------------
     def initUi(self):
         """"""
+        self.setFrameShape(self.Box)
         algoLayout = self.initAlgoLayout()
         
         buttonStart = QtWidgets.QPushButton(u'启动算法')