[update] bugfix;股票实盘多K线时提供选择框

vnpy/app/cta_crypto/engine.py

@@ -482,7 +482,7 @@ class CtaEngine(BaseEngine):
 
         # Check if sending order successful
         if not vt_orderid:
-            vt_orderids
+            return vt_orderids
 
         vt_orderids.append(vt_orderid)
 

vnpy/app/cta_stock/engine.py

@@ -1570,15 +1570,34 @@ class CtaEngine(BaseEngine):
         else:
             self.write_log(f'策略缓存文件不存在:{cache_file}')
 
-    def get_strategy_snapshot(self, strategy_name):
+    def get_strategy_kline_names(self, strategy_name):
-        """实时获取策略的K线切片（比较耗性能）"""
+        """
+        获取策略实例内的K线名称
+        :param strategy_name:策略实例名称
+        :return:
+        """
+        info = {}
+        strategy = self.strategies.get(strategy_name, None)
+        if strategy is None:
+            return info
+        if hasattr(strategy, 'get_klines_info'):
+            info = strategy.get_klines_info()
+        return info
+
+    def get_strategy_snapshot(self, strategy_name, include_kline_names=[]):
+        """
+        实时获取策略的K线切片（比较耗性能）
+        :param strategy_name: 策略实例
+        :param include_kline_names: 指定若干kline名称
+        :return:
+        """
         strategy = self.strategies.get(strategy_name, None)
         if strategy is None:
             return None
 
         try:
-            # 5.保存策略切片
+            # 5.获取策略切片
-            snapshot = strategy.get_klines_snapshot()
+            snapshot = strategy.get_klines_snapshot(include_kline_names)
             if not snapshot:
                 self.write_log(f'{strategy_name}返回得K线切片数据为空')
                 return None

vnpy/app/cta_stock/template.py

@@ -575,6 +575,28 @@ class CtaStockTemplate(CtaTemplate):
             self.write_error(f'加载缓存K线数据失败:{str(ex)}')
         return None
 
+    def get_klines_info(self):
+        """
+        返回当前所有kline的信息
+        :return: {"股票中文":[kline_name1, kline_name2]}
+        """
+        info = {}
+        for kline_name in list(self.klines.keys()):
+            # 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
+            vt_symbol = kline_name.split('_')[0]
+            # vt_symbol => 中文名
+            cn_name = self.cta_engine.get_name(vt_symbol)
+
+            # 添加到列表 => 排序
+            kline_names = info.get(cn_name, [])
+            kline_names.append(kline_name)
+            kline_names = sorted(kline_names)
+
+            # 更新
+            info[cn_name] = kline_names
+
+        return info
+
     def get_klines_snapshot(self, include_kline_names=[]):
         """
         返回当前klines的切片数据
@@ -747,6 +769,8 @@ class CtaStockTemplate(CtaTemplate):
             dist_record['operation'] = 'sell'
             pos.volume -= trade.volume
 
+        self.positions[trade.vt_symbol] = pos
+
         self.save_dist(dist_record)
 
     def on_order(self, order: OrderData):
@@ -1122,7 +1146,6 @@ class CtaStockTemplate(CtaTemplate):
             else:
                 self.write_log(f'{vt_symbol} 已委托卖出，{sell_volume},委托价:{sell_price}, 数量:{sell_volume}')
 
-
     def tns_finish_sell_grid(self, grid:CtaGrid):
         """
         事务完成卖出网格

vnpy/app/cta_stock/ui/widget.py

@@ -290,7 +290,15 @@ class StrategyManager(QtWidgets.QFrame):
 
     def view_strategy_snapshot(self):
         """实时查看策略切片"""
-        snapshot = self.cta_engine.get_strategy_snapshot(self.strategy_name)
+        kline_info = self.cta_engine.get_strategy_kline_names(self.strategy_name)
+
+        selector = KlineSelectDialog(kline_info,self.strategy_name)
+        n = selector.exec_()
+
+        if n == selector.Accepted:
+            klines = selector.get_klines()
+            if len(klines) > 0:
+                snapshot = self.cta_engine.get_strategy_snapshot(self.strategy_name,klines)
                 if snapshot is None:
                     return
                 ui_snapshot = UiSnapshot()
@@ -397,6 +405,72 @@ class LogMonitor(BaseMonitor):
         super(LogMonitor, self).insert_new_row(data)
         self.resizeRowToContents(0)
 
+class KlineSelectDialog(QtWidgets.QDialog):
+    """
+    多K线选择窗口
+    """
+    def __init__(
+        self, info: dict, strategy_name:str
+    ):
+        """
+        构造函数
+        :param info: 所有k线的配置
+        :param strategy_name:
+        """
+        super(KlineSelectDialog, self).__init__()
+
+        self.info = info
+        self.strategy_name = strategy_name
+        self.t = None
+        self.select_names = []
+
+        self.init_ui()
+
+    def init_ui(self):
+        """"""
+        form = QtWidgets.QFormLayout()
+        self.t = QtWidgets.QTableWidget(len(self.info), 2)
+
+        self.t.setHorizontalHeaderLabels(['股票', 'K线'])
+        row = 0
+        for k, v in self.info.items():
+
+            item = QtWidgets.QTableWidgetItem()
+            item.setText(k)
+            self.t.setItem(row, 0, item)
+
+            klines = QtWidgets.QTableWidgetItem()
+            klines.setText(','.join(v))
+            self.t.setItem(row,1, klines)
+            row +=1
+
+        # 单选
+        self.t.setSelectionMode(QtWidgets.QAbstractItemView.SingleSelection)
+        # self.t.cellPressed.conect(self.cell_select)
+        form.addWidget(self.t)
+        button = QtWidgets.QPushButton('确定')
+        button.clicked.connect(self.accept)
+        form.addRow(button)
+        self.setLayout(form)
+
+    def cell_select(self,row,col):
+        try:
+            content = self.t.item(row,0).text()
+            self.select_names = self.info.get(content,[])
+        except Exception as ex:
+            pass
+
+    def get_klines(self):
+        """"""
+        selectedItems = self.t.selectedItems()
+        for item in selectedItems:
+            cur_row = item.row()
+            content = item.text()
+            self.select_names = self.info.get(content, [])
+            if len(self.select_names) > 0:
+                return self.select_names
+        return self.select_names
+
 
 class SettingEditor(QtWidgets.QDialog):
     """

vnpy/component/base.py

@@ -7,7 +7,7 @@ from enum import Enum
 from logging import INFO, ERROR
 import json
 import numpy as np
-import datetime
+from datetime import datetime
 from vnpy.trader.constant import Direction  # noqa
 
 

vnpy/data/tdx/tdx_stock_data.py

@@ -201,7 +201,13 @@ class TdxStockData(object):
                 self.connection_status = True
 
         except Exception as ex:
-            self.write_log(u'连接服务器tdx异常:{},{}'.format(str(ex), traceback.format_exc()))
+            self.write_log(u'连接服务器{}tdx异常:{},{}'.format(self.best_ip,str(ex), traceback.format_exc()))
+            cur_ip = self.best_ip.get('ip',None)
+            if cur_ip is not None and cur_ip not in self.exclude_ips:
+                self.write_log(f'排除{cur_ip}')
+                self.exclude_ips.append(cur_ip)
+                self.best_ip = {}
+
             return
 
     def disconnect(self):

vnpy/trader/constant.py

@@ -163,6 +163,7 @@ class Interval(Enum):
     HOUR = "1h"
     DAILY = "d"
     WEEKLY = "w"
+    MONTHLY = 'M'
     RENKO = 'renko'
 
 

vnpy/trader/ui/widget.py

@@ -397,6 +397,7 @@ class TradeMonitor(BaseMonitor):
         "tradeid": {"display": "成交号 ", "cell": BaseCell, "update": False},
         "orderid": {"display": "委托号", "cell": BaseCell, "update": False},
         "symbol": {"display": "代码", "cell": BaseCell, "update": False},
+        "name": {"display": "名称", "cell": BaseCell, "update": False},
         "exchange": {"display": "交易所", "cell": EnumCell, "update": False},
         "direction": {"display": "方向", "cell": DirectionCell, "update": False},
         "offset": {"display": "开平", "cell": EnumCell, "update": False},
@@ -419,6 +420,7 @@ class OrderMonitor(BaseMonitor):
     headers: Dict[str, dict] = {
         "orderid": {"display": "委托号", "cell": BaseCell, "update": False},
         "symbol": {"display": "代码", "cell": BaseCell, "update": False},
+        "name": {"display": "名称", "cell": BaseCell, "update": False},
         "exchange": {"display": "交易所", "cell": EnumCell, "update": False},
         "type": {"display": "类型", "cell": EnumCell, "update": False},
         "direction": {"display": "方向", "cell": DirectionCell, "update": False},