[Add]新增Excel RTD服务模块

examples/QuantosDataService/config.json

@@ -3,8 +3,8 @@
 	"MONGO_PORT": 27017,
 
 	"DATA_SERVER": "tcp://data.tushare.org:8910",
-	"USERNAME": "",
-	"TOKEN": "",
+	"USERNAME": "18616966847",
+	"TOKEN": "eyJhbGciOiJIUzI1NiJ9.eyJjcmVhdGVfdGltZSI6IjE1MTI2NDAzNzAxNjIiLCJpc3MiOiJhdXRoMCIsImlkIjoiMTg2MTY5NjY4NDcifQ.xp1nDYfFgEeHtNoVFVKqXcmSQHR1-kdm99fzXqnowoo",
 
-	"SYMBOLS": ["510050.SSE", "510300.SSE"]
+	"SYMBOLS": ["IF1712.CFFEX", "510050.SSE", "510300.SSE"]
 }

vnpy/trader/app/rtdService/RTD_setting.json

@@ -0,0 +1,7 @@
+{
+    "repAddress": "tcp://*:88888", 
+    "pubAddress": "tcp://*:66666",
+    "eventType": {
+    	"eTick.": "symbol"
+    }
+}

vnpy/trader/app/rtdService/__init__.py

@@ -0,0 +1,10 @@
+# encoding: UTF-8
+
+from .rtdEngine import RtdEngine
+from .uiRtdWidget import RtdManager
+
+appName = 'RtdService'
+appDisplayName = u'RTD服务'
+appEngine = RtdEngine
+appWidget = RtdManager
+appIco = 'rtd.ico'

vnpy/trader/app/rtdService/rtdClient.py

@@ -0,0 +1,90 @@
+# encoding: UTF-8
+
+from pyxll import RTD, xl_func, xl_app
+
+from vnpy.rpc import RpcClient
+
+
+# key为topic.key
+DATA_DICT = {}
+RTD_DICT = {}
+
+
+########################################################################
+class RtdClient(RpcClient):
+    """RTD客户端"""
+
+    #----------------------------------------------------------------------
+    def __init__(self, reqAddress, subAddress):
+        """Constructor"""
+        super(RtdClient, self).__init__(reqAddress, subAddress)
+        
+        self.useJson()
+        
+    #----------------------------------------------------------------------
+    def callback(self, topic, data):
+        """回调函数实现"""
+        name = '_'.join([topic, data["key"]])
+        DATA_DICT[name] = data
+        
+        # 检查存在的RTD对象
+        rtdList = RTD_DICT.get(name, None)
+        if rtdList:
+            for rtd in rtdList:
+                rtd.update()
+
+
+########################################################################
+class RtdData(RTD):
+    """RTD数据"""
+
+    #----------------------------------------------------------------------
+    def __init__(self, name, field):
+        """Constructor"""
+        super(RtdData, self).__init__(value=0)
+        
+        self.name = name
+        self.field = field
+
+    #----------------------------------------------------------------------
+    def connect(self):
+        """连接成功"""
+        l = RTD_DICT.setdefault(self.name, [])
+        l.append(self)
+
+    #----------------------------------------------------------------------
+    def disconnect(self):
+        """连接断开"""
+        l = RTD_DICT.get(self.name, None)
+        if not l:
+            return
+        
+        if self in l:
+            l.remove(self)
+
+    #----------------------------------------------------------------------
+    def update(self):
+        """更新数据"""
+        data = DATA_DICT.get(self.name, None)
+        if not data:
+            return
+        
+        newValue = data[self.field]
+        if newValue != self.value:
+            self.value = newValue
+
+
+@xl_func("string name, string field: rtd")
+#----------------------------------------------------------------------
+def rtdData(name, field):
+    """获取RTD数据"""
+    return RtdData(name, field)
+
+
+# 连接客户端
+reqAddress = 'tcp://localhost:88888'
+subAddress = 'tcp://localhost:66666'
+
+c = RtdClient(reqAddress, subAddress)
+c.subscribeTopic('')
+c.start()

vnpy/trader/app/rtdService/rtdEngine.py

@@ -0,0 +1,98 @@
+# encoding: UTF-8
+
+import json
+
+from vnpy.event import Event
+from vnpy.rpc import RpcServer
+from vnpy.trader.vtFunction import getJsonPath
+from vnpy.trader.vtObject import VtLogData
+
+
+EVENT_RTDSERVICE_LOG = 'eRtdServiceLog'
+
+
+########################################################################
+class RtdServer(RpcServer):
+    """RTD服务器，直接继承RPC服务"""
+
+    #----------------------------------------------------------------------
+    def __init__(self, repAddress, pubAddress):
+        """Constructor"""
+        super(RtdServer, self).__init__(repAddress, pubAddress)    
+        
+        self.useJson()
+    
+
+#################################################5#######################
+class RtdEngine(object):
+    """RTD引擎"""
+    ENGINE_NAME = 'RTD'
+    
+    settingFileName = 'RTD_setting.json'
+    settingfilePath = getJsonPath(settingFileName, __file__) 
+
+    #----------------------------------------------------------------------
+    def __init__(self, mainEngine, eventEngine):
+        """Constructor"""
+        self.mainEngine = mainEngine
+        self.eventEngine = eventEngine
+        
+        self.server = None
+        self.eventTypeDict = {}     # key：事件类型，value：键
+        
+        self.loadSetting()
+        self.registerEvent()
+        
+    #----------------------------------------------------------------------
+    def loadSetting(self):
+        """读取配置"""
+        with open(self.settingfilePath) as f:
+            d = json.load(f)
+            
+            repAddress = d['repAddress']
+            pubAddress = d['pubAddress']
+            
+            self.server = RtdServer(repAddress, pubAddress)
+            
+            self.eventTypeDict = d['eventType']
+        
+    #----------------------------------------------------------------------
+    def registerEvent(self):
+        """注册事件监听"""
+        for eventType in self.eventTypeDict.keys():
+            self.eventEngine.register(eventType, self.processDataEvent)
+        
+    #----------------------------------------------------------------------
+    def processDataEvent(self, event):
+        """处理数据事件"""
+        if not self.server:
+            return
+        
+        data = event.dict_['data']
+        d = data.__dict__
+        keyname = self.eventTypeDict[event.type_]   # 获取数据标识用的名称
+        d["key"] = d[keyname]
+        
+        self.server.publish(event.type_, d)
+        
+        self.writeLog(u'发布数据，类型%s，内容%s' %(event.type_, str(d)))
+        
+    #----------------------------------------------------------------------
+    def writeLog(self, content):
+        """记录日志"""
+        log = VtLogData()
+        log.logContent = content
+        log.gatewayName = self.ENGINE_NAME
+        
+        event = Event(EVENT_RTDSERVICE_LOG)
+        event.dict_['data'] = log
+        self.eventEngine.put(event)
+        
+    #----------------------------------------------------------------------
+    def stop(self):
+        """停止"""
+        pass
+        
+
+    
+    

vnpy/trader/app/rtdService/uiRtdWidget.py

@@ -0,0 +1,57 @@
+# encoding: UTF-8
+
+from datetime import datetime
+
+from vnpy.event import Event
+from vnpy.trader.uiQt import QtCore, QtWidgets
+
+from .rtdEngine import EVENT_RTDSERVICE_LOG
+
+
+########################################################################
+class RtdManager(QtWidgets.QWidget):
+    """RTD管理工具"""
+    
+    signal = QtCore.Signal(type(Event()))
+
+    #----------------------------------------------------------------------
+    def __init__(self, rsEngine, eventEngine, parent=None):
+        """Constructor"""
+        super(RtdManager, self).__init__(parent)
+        
+        self.rsEngine = rsEngine
+        self.eventEngine = eventEngine
+        
+        self.initUi()
+        self.registerEvent()
+        
+    #----------------------------------------------------------------------
+    def registerEvent(self):
+        """注册事件监听"""
+        self.signal.connect(self.updateLog)
+        
+        self.eventEngine.register(EVENT_RTDSERVICE_LOG, self.signal.emit)
+    
+    #----------------------------------------------------------------------
+    def initUi(self):
+        """初始化界面"""
+        self.setWindowTitle(u'RTD服务')
+        
+        self.logMonitor = QtWidgets.QTextBrowser()
+        
+        vbox = QtWidgets.QVBoxLayout()
+        vbox.addWidget(self.logMonitor)
+        
+        self.setLayout(vbox)
+    
+    #----------------------------------------------------------------------
+    def updateLog(self, event):
+        """输出日志"""
+        log = event.dict_['data']
+        content = log.logTime + "\t" + log.logContent + '\n'
+        self.logMonitor.append(content)
+        
+        
+        
+    
+