Create widget.py

vnpy/app/risk_manager/ui/widget.py

@@ -0,0 +1,116 @@
+from vnpy.event import EventEngine
+from vnpy.trader.engine import MainEngine
+from vnpy.trader.ui import QtWidgets
+from ..engine import APP_NAME
+
+
+class RiskManager(QtWidgets.QWidget):
+    """"""
+
+    def __init__(self, main_engine: MainEngine, event_engine: EventEngine):
+        """"""
+        super().__init__()
+
+        self.main_engine = main_engine
+        self.event_engine = event_engine
+        self.risk_manager_engine = main_engine.get_engine(APP_NAME)
+
+        self.init_ui()
+        self.update_engine_status()
+
+    def init_ui(self):
+        """"""
+        self.setWindowTitle("风险控制")
+
+        # SpinBox
+        self.order_flow_limit = RiskManagerSpinBox(0)
+        self.order_flow_clear = RiskManagerSpinBox(0)   
+        self.order_size_limit = RiskManagerSpinBox(0)     
+        self.trade_limit = RiskManagerSpinBox(0)              
+        self.active_order_limit = RiskManagerSpinBox(0)   
+        self.order_cancel_limit = RiskManagerSpinBox(0)  
+
+        # Button
+        self.switch_button = QtWidgets.QPushButton("风控模块未启动")
+        clear_order_count_button = QtWidgets.QPushButton("清空流控计数")
+        clear_trade_count_button = QtWidgets.QPushButton("清空总成交计数")
+        save_setting_button = QtWidgets.QPushButton("保存设置")
+
+        # Grid layout
+        Label = QtWidgets.QLabel
+        grid = QtWidgets.QGridLayout()
+        grid.addWidget(Label("工作状态"), 0, 0)
+        grid.addWidget(self.switch_button, 0, 1)
+        grid.addWidget(Label("流控上限"), 1, 0)
+        grid.addWidget(self.order_flow_limit, 1, 1)
+        grid.addWidget(Label("流控清空（秒）"), 2, 0)
+        grid.addWidget(self.order_flow_clear, 2, 1)
+        grid.addWidget(Label("单笔委托上限"), 3, 0)
+        grid.addWidget(self.order_size_limit, 3, 1)        
+        grid.addWidget(Label("总成交上限"), 4, 0)
+        grid.addWidget(self.trade_limit, 4, 1)
+        grid.addWidget(Label("活动订单上限"), 5, 0)
+        grid.addWidget(self.active_order_limit, 5, 1) 
+        grid.addWidget(Label("单合约撤单上限"), 6, 0)
+        grid.addWidget(self.order_cancel_limit, 6, 1) 
+
+        # Horizontal box layout
+        hbox = QtWidgets.QHBoxLayout()
+        hbox.addWidget(clear_order_count_button)
+        hbox.addWidget(clear_trade_count_button)
+        hbox.addWidget(save_setting_button)
+
+        # Vertical box layout
+        vbox = QtWidgets.QVBoxLayout()
+        vbox.addLayout(grid)
+        vbox.addLayout(hbox)
+        self.setLayout(vbox)
+
+        # Connect signal to SpinBox
+        self.order_flow_limit.valueChanged.connect(self.risk_manager_engine.set_order_flow_limit)
+        self.order_flow_clear.valueChanged.connect(self.risk_manager_engine.set_order_flow_clear)
+        self.order_size_limit.valueChanged.connect(self.risk_manager_engine.set_order_size_limit)
+        self.trade_limit.valueChanged.connect(self.risk_manager_engine.set_trade_limit)
+        self.active_order_limit.valueChanged.connect(self.risk_manager_engine.set_active_order_limit)
+        self.order_cancel_limit.valueChanged.connect(self.risk_manager_engine.set_order_cancel_limit)
+
+        # Connect signal to button       
+        self.switch_button.clicked.connect(self.switch_engine_status)
+        clear_order_count_button.clicked.connect(self.risk_manager_engine.clear_order_flow_count)
+        clear_trade_count_button.clicked.connect(self.risk_manager_engine.clear_trade_count)
+        save_setting_button.clicked.connect(self.risk_manager_engine.save_setting)
+
+        # Set Fix Size
+        self.setFixedSize(self.sizeHint())
+
+    def switch_engine_status(self):
+        """"""
+        self.risk_manager_engine.switch_engine_status()
+        self.update_engine_status()
+
+    def update_engine_status(self):
+        """"""
+        if self.risk_manager_engine.active:
+            self.switch_button.setText("风控模块运行中")
+            self.order_flow_limit.setValue(self.risk_manager_engine.order_flow_limit)
+            self.order_flow_clear.setValue(self.risk_manager_engine.order_flow_clear)
+            self.order_size_limit.setValue(self.risk_manager_engine.order_size_limit)   
+            self.trade_limit.setValue(self.risk_manager_engine.trade_limit)              
+            self.active_order_limit.setValue(self.risk_manager_engine.active_order_limit)  
+            self.order_cancel_limit.setValue(self.risk_manager_engine.order_cancel_limit)
+        else:
+            self.switch_button.setText("风控模块未启动")
+        
+        self.risk_manager_engine.save_setting()
+
+
+class RiskManagerSpinBox(QtWidgets.QSpinBox):
+    """"""
+
+    def __init__(self, value):
+        """"""
+        super(RiskManagerSpinBox, self).__init__()
+
+        self.setMinimum(0)
+        self.setMaximum(1000000)        
+        self.setValue(value)