增加风控功能，资金净值低于设定的止损线，强制全仓止损。

vn.trader/ctaAlgo/ctaEngine.py

@@ -97,9 +97,14 @@ class CtaEngine(object):
         req.price = price                   # 价格
         req.volume = volume                 # 数量
 
-        req.productClass = strategy.productClass
+        if strategy:
-        req.currency = strategy.currency        
+            req.productClass = strategy.productClass
-        
+            req.currency = strategy.currency
+        else:
+            req.productClass = ''
+            req.currency = ''
+
+
         # 设计为CTA引擎发出的委托只允许使用限价单
         req.priceType = PRICETYPE_LIMITPRICE     # 价格类型
         
@@ -165,11 +170,14 @@ class CtaEngine(object):
         
         vtOrderID = self.mainEngine.sendOrder(req, contract.gatewayName)    # 发单
 
-        self.orderStrategyDict[vtOrderID] = strategy        # 保存vtOrderID和策略的映射关系
+        if strategy:
+            self.orderStrategyDict[vtOrderID] = strategy        # 保存vtOrderID和策略的映射关系
 
-        self.writeCtaLog(u'策略%s发送委托，%s, %s，%s，%s@%s'
+            self.writeCtaLog(u'策略%s发送委托，%s, %s，%s，%s@%s'
                          %(strategy.name, vtSymbol, req.offset, req.direction, volume, price))
-        
+        else:
+            self.writeCtaLog(u'%s发送委托，%s, %s，%s，%s@%s'
+                             % ('CtaEngine', vtSymbol, req.offset, req.direction, volume, price))
         return vtOrderID
     
     # ----------------------------------------------------------------------
@@ -413,13 +421,14 @@ class CtaEngine(object):
         pos = event.dict_['data']
         
         # 更新持仓缓存数据
-        if pos.vtSymbol in self.tickStrategyDict:
+        #if pos.vtSymbol in self.tickStrategyDict:
-            posBuffer = self.posBufferDict.get(pos.vtSymbol, None)
+
-            if not posBuffer:
+        posBuffer = self.posBufferDict.get(pos.vtSymbol, None)
-                posBuffer = PositionBuffer()
+        if not posBuffer:
-                posBuffer.vtSymbol = pos.vtSymbol
+            posBuffer = PositionBuffer()
-                self.posBufferDict[pos.vtSymbol] = posBuffer
+            posBuffer.vtSymbol = pos.vtSymbol
-            posBuffer.updatePositionData(pos)
+            self.posBufferDict[pos.vtSymbol] = posBuffer
+        posBuffer.updatePositionData(pos)
     
     #----------------------------------------------------------------------
     def registerEvent(self):
@@ -440,6 +449,60 @@ class CtaEngine(object):
         # 注册定时器事件
         self.eventEngine.register(EVENT_TIMER, self.processTimerEvent)
 
+        # 注册强制止损事件
+        self.eventEngine.register(EVENT_ACCOUNT_LOSS, self.processAccoutLossEvent)
+
+    def processAccoutLossEvent(self,event):
+        """处理止损时间"""
+        balance = event.dict_['data']
+        self.writeCtaLog(u'净值{0}低于止损线，执行强制止损'.format(balance))
+        self.mainEngine.writeLog(u'净值{0}低于止损线，执行强制止损'.format(balance))
+
+        self.cancelOrders(symbol=EMPTY_STRING)
+
+        for posBuffer in self.posBufferDict.values():
+
+            if posBuffer.shortYd > 0:
+                self.writeCtaLog(u'{0}合约持有昨空单{1}手，强平'.format(posBuffer.vtSymbol,posBuffer.shortYd))
+                tick = self.tickDict.get(posBuffer.vtSymbol, None)
+
+                if not tick:
+                    self.writeCtaLog(u'找不对{0}的最新Tick数据'.format(posBuffer.vtSymbol))
+                    continue
+
+                self.sendOrder(posBuffer.vtSymbol, orderType=CTAORDER_COVER, price=tick.upperLimit, volume=posBuffer.shortYd,strategy=None)
+
+            if posBuffer.shortToday > 0:
+                self.writeCtaLog(u'{0}合约持有今空单{1}手，强平'.format(posBuffer.vtSymbol,posBuffer.shortToday))
+                tick = self.tickDict.get(posBuffer.vtSymbol, None)
+
+                if not tick:
+                    self.writeCtaLog(u'找不对{0}的最新Tick数据'.format(posBuffer.vtSymbol))
+                    continue
+
+                self.sendOrder(posBuffer.vtSymbol, orderType=CTAORDER_COVER, price=tick.upperLimit, volume=posBuffer.shortToday,strategy=None)
+
+            if posBuffer.longYd > 0:
+                self.writeCtaLog(u'{0}合约持有昨多单{1}手，强平'.format(posBuffer.vtSymbol,posBuffer.longYd))
+                tick = self.tickDict.get(posBuffer.vtSymbol, None)
+
+                if not tick:
+                    self.writeCtaLog(u'找不对{0}的最新Tick数据'.format(posBuffer.vtSymbol))
+                    continue
+
+                self.sendOrder(posBuffer.vtSymbol, orderType=CTAORDER_SELL, price=tick.lowerLimit, volume=posBuffer.longYd,strategy=None)
+
+            if posBuffer.longToday > 0:
+                self.writeCtaLog(u'{0}合约持有今多单{1}手，强平'.format(posBuffer.vtSymbol,posBuffer.longToday))
+                tick = self.tickDict.get(posBuffer.vtSymbol, None)
+
+                if not tick:
+                    self.writeCtaLog(u'找不对{0}的最新Tick数据'.format(posBuffer.vtSymbol))
+                    continue
+
+                self.sendOrder(posBuffer.vtSymbol, orderType=CTAORDER_SELL, price=tick.lowerLimit, volume=posBuffer.longToday,strategy=None)
+
+
     def processTimerEvent(self, event):
         """定时器事件"""
 

vn.trader/riskManager/uiRmWidget.py

@@ -68,7 +68,7 @@ class RmEngineManager(QtGui.QWidget):
         self.spinPercentLimit = RmSpinBox(self.rmEngine.percentLimit)
 
         # 最大净值止损比例,满足后强制止损
-        self.spinLossPercentLimit = RmSpinBox(self.rmEngine.lossPercentLimit)
+        self.spinLossLimit = RmSpinBox(self.rmEngine.lossLimit)
 
         buttonClearOrderFlowCount = QtGui.QPushButton(u'清空流控计数')
         buttonClearTradeCount = QtGui.QPushButton(u'清空总成交计数')
@@ -96,8 +96,8 @@ class RmEngineManager(QtGui.QWidget):
         grid.addWidget(RmLine(), 10, 0, 1, 2)
         grid.addWidget(Label(u'仓位上限(1~100)'), 11, 0)
         grid.addWidget(self.spinPercentLimit, 11, 1)
-        grid.addWidget(Label(u'强制止损比例'), 12, 0)
+        grid.addWidget(Label(u'强制止损净值'), 12, 0)
-        grid.addWidget(self.spinLossPercentLimit, 12, 1)
+        grid.addWidget(self.spinLossLimit, 12, 1)
 
         hbox = QtGui.QHBoxLayout()
         hbox.addWidget(buttonClearOrderFlowCount)
@@ -117,7 +117,7 @@ class RmEngineManager(QtGui.QWidget):
         self.spinTradeLimit.valueChanged.connect(self.rmEngine.setTradeLimit)
         self.spinWorkingOrderLimit.valueChanged.connect(self.rmEngine.setWorkingOrderLimit)
         self.spinPercentLimit.valueChanged.connect(self.rmEngine.setAccountPercentLimit)
-        self.spinLossPercentLimit.valueChanged.connect(self.rmEngine.setLossPercentLimit)
+        self.spinLossLimit.valueChanged.connect(self.rmEngine.setLossLimit)
 
         self.buttonSwitchEngineStatus.clicked.connect(self.switchEngineSatus)
         buttonClearOrderFlowCount.clicked.connect(self.rmEngine.clearOrderFlowCount)

vn.trader/vtEngine.py

@@ -417,9 +417,14 @@ class DataEngine(object):
         # 目的：1、
 
         position = event.dict_['data']
-
         symbol = position.symbol
 
+        if symbol is None:
+            return
+
+        if len(symbol) == 0:
+            return
+
         # 已存在，不做更新
         if symbol in self.subscribedSymbols:
             return