[update] bugfix;股票实盘多K线时提供选择框
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msincenselee
parent
db50cc11e4
commit
23acc8ff8f
@ -482,7 +482,7 @@ class CtaEngine(BaseEngine):
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# Check if sending order successful
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if not vt_orderid:
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vt_orderids
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return vt_orderids
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vt_orderids.append(vt_orderid)
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@ -1570,15 +1570,34 @@ class CtaEngine(BaseEngine):
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else:
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self.write_log(f'策略缓存文件不存在:{cache_file}')
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def get_strategy_snapshot(self, strategy_name):
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"""实时获取策略的K线切片（比较耗性能）"""
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def get_strategy_kline_names(self, strategy_name):
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"""
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获取策略实例内的K线名称
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:param strategy_name:策略实例名称
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:return:
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"""
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info = {}
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strategy = self.strategies.get(strategy_name, None)
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if strategy is None:
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return info
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if hasattr(strategy, 'get_klines_info'):
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info = strategy.get_klines_info()
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return info
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def get_strategy_snapshot(self, strategy_name, include_kline_names=[]):
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"""
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实时获取策略的K线切片（比较耗性能）
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:param strategy_name: 策略实例
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:param include_kline_names: 指定若干kline名称
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:return:
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"""
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strategy = self.strategies.get(strategy_name, None)
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if strategy is None:
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return None
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try:
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# 5.保存策略切片
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snapshot = strategy.get_klines_snapshot()
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# 5.获取策略切片
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snapshot = strategy.get_klines_snapshot(include_kline_names)
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if not snapshot:
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self.write_log(f'{strategy_name}返回得K线切片数据为空')
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return None
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@ -575,6 +575,28 @@ class CtaStockTemplate(CtaTemplate):
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self.write_error(f'加载缓存K线数据失败:{str(ex)}')
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return None
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def get_klines_info(self):
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"""
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返回当前所有kline的信息
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:return: {"股票中文":[kline_name1, kline_name2]}
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"""
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info = {}
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for kline_name in list(self.klines.keys()):
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# 策略中如果kline不是按照 vtsymbol_xxxx 的命名方式，需要策略内部自行实现方法
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vt_symbol = kline_name.split('_')[0]
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# vt_symbol => 中文名
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cn_name = self.cta_engine.get_name(vt_symbol)
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# 添加到列表 => 排序
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kline_names = info.get(cn_name, [])
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kline_names.append(kline_name)
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kline_names = sorted(kline_names)
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# 更新
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info[cn_name] = kline_names
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return info
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def get_klines_snapshot(self, include_kline_names=[]):
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"""
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返回当前klines的切片数据
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@ -747,6 +769,8 @@ class CtaStockTemplate(CtaTemplate):
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dist_record['operation'] = 'sell'
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pos.volume -= trade.volume
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self.positions[trade.vt_symbol] = pos
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self.save_dist(dist_record)
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def on_order(self, order: OrderData):
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@ -1122,7 +1146,6 @@ class CtaStockTemplate(CtaTemplate):
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else:
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self.write_log(f'{vt_symbol} 已委托卖出，{sell_volume},委托价:{sell_price}, 数量:{sell_volume}')
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def tns_finish_sell_grid(self, grid:CtaGrid):
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"""
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事务完成卖出网格
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@ -290,11 +290,19 @@ class StrategyManager(QtWidgets.QFrame):
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def view_strategy_snapshot(self):
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"""实时查看策略切片"""
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snapshot = self.cta_engine.get_strategy_snapshot(self.strategy_name)
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if snapshot is None:
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return
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ui_snapshot = UiSnapshot()
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ui_snapshot.show(snapshot_file="", d=snapshot)
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kline_info = self.cta_engine.get_strategy_kline_names(self.strategy_name)
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selector = KlineSelectDialog(kline_info,self.strategy_name)
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n = selector.exec_()
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if n == selector.Accepted:
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klines = selector.get_klines()
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if len(klines) > 0:
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snapshot = self.cta_engine.get_strategy_snapshot(self.strategy_name,klines)
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if snapshot is None:
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return
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ui_snapshot = UiSnapshot()
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ui_snapshot.show(snapshot_file="", d=snapshot)
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class DataMonitor(QtWidgets.QTableWidget):
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"""
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@ -397,6 +405,72 @@ class LogMonitor(BaseMonitor):
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super(LogMonitor, self).insert_new_row(data)
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self.resizeRowToContents(0)
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class KlineSelectDialog(QtWidgets.QDialog):
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"""
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多K线选择窗口
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"""
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def __init__(
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self, info: dict, strategy_name:str
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):
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"""
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构造函数
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:param info: 所有k线的配置
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:param strategy_name:
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"""
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super(KlineSelectDialog, self).__init__()
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self.info = info
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self.strategy_name = strategy_name
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self.t = None
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self.select_names = []
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self.init_ui()
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def init_ui(self):
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""""""
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form = QtWidgets.QFormLayout()
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self.t = QtWidgets.QTableWidget(len(self.info), 2)
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self.t.setHorizontalHeaderLabels(['股票', 'K线'])
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row = 0
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for k, v in self.info.items():
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item = QtWidgets.QTableWidgetItem()
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item.setText(k)
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self.t.setItem(row, 0, item)
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klines = QtWidgets.QTableWidgetItem()
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klines.setText(','.join(v))
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self.t.setItem(row,1, klines)
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row +=1
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# 单选
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self.t.setSelectionMode(QtWidgets.QAbstractItemView.SingleSelection)
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# self.t.cellPressed.conect(self.cell_select)
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form.addWidget(self.t)
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button = QtWidgets.QPushButton('确定')
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button.clicked.connect(self.accept)
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form.addRow(button)
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self.setLayout(form)
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def cell_select(self,row,col):
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try:
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content = self.t.item(row,0).text()
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self.select_names = self.info.get(content,[])
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except Exception as ex:
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pass
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def get_klines(self):
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""""""
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selectedItems = self.t.selectedItems()
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for item in selectedItems:
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cur_row = item.row()
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content = item.text()
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self.select_names = self.info.get(content, [])
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if len(self.select_names) > 0:
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return self.select_names
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return self.select_names
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class SettingEditor(QtWidgets.QDialog):
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"""
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@ -7,7 +7,7 @@ from enum import Enum
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from logging import INFO, ERROR
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import json
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import numpy as np
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import datetime
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from datetime import datetime
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from vnpy.trader.constant import Direction # noqa
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@ -201,7 +201,13 @@ class TdxStockData(object):
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self.connection_status = True
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except Exception as ex:
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self.write_log(u'连接服务器tdx异常:{},{}'.format(str(ex), traceback.format_exc()))
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self.write_log(u'连接服务器{}tdx异常:{},{}'.format(self.best_ip,str(ex), traceback.format_exc()))
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cur_ip = self.best_ip.get('ip',None)
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if cur_ip is not None and cur_ip not in self.exclude_ips:
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self.write_log(f'排除{cur_ip}')
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self.exclude_ips.append(cur_ip)
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self.best_ip = {}
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return
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def disconnect(self):
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@ -163,6 +163,7 @@ class Interval(Enum):
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HOUR = "1h"
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DAILY = "d"
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WEEKLY = "w"
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MONTHLY = 'M'
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RENKO = 'renko'
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@ -397,6 +397,7 @@ class TradeMonitor(BaseMonitor):
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"tradeid": {"display": "成交号 ", "cell": BaseCell, "update": False},
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"orderid": {"display": "委托号", "cell": BaseCell, "update": False},
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"symbol": {"display": "代码", "cell": BaseCell, "update": False},
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"name": {"display": "名称", "cell": BaseCell, "update": False},
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"exchange": {"display": "交易所", "cell": EnumCell, "update": False},
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"direction": {"display": "方向", "cell": DirectionCell, "update": False},
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"offset": {"display": "开平", "cell": EnumCell, "update": False},
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@ -419,6 +420,7 @@ class OrderMonitor(BaseMonitor):
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headers: Dict[str, dict] = {
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"orderid": {"display": "委托号", "cell": BaseCell, "update": False},
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"symbol": {"display": "代码", "cell": BaseCell, "update": False},
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"name": {"display": "名称", "cell": BaseCell, "update": False},
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"exchange": {"display": "交易所", "cell": EnumCell, "update": False},
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"type": {"display": "类型", "cell": EnumCell, "update": False},
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"direction": {"display": "方向", "cell": DirectionCell, "update": False},
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