更新

vnpy/trader/uiBasicWidget.py

@@ -741,6 +741,8 @@ class TradingWidget(QtWidgets.QFrame):
                     EXCHANGE_CZCE,
                     EXCHANGE_SSE,
                     EXCHANGE_SZSE,
+                    EXCHANGE_XSHG,
+                    EXCHANGE_XSHE,
                     EXCHANGE_INE,
                     EXCHANGE_SGE,
                     EXCHANGE_HKEX,
@@ -984,22 +986,27 @@ class TradingWidget(QtWidgets.QFrame):
         currency = self.comboCurrency.currentText()
         productClass = self.comboProductClass.currentText()
         gatewayName = self.comboGateway.currentText()
-        
-        # 查询合约
-        if exchange:
-            vtSymbol = '.'.join([symbol, exchange])
-            contract = self.mainEngine.getContract(vtSymbol)
-        else:
-            vtSymbol = symbol
-            contract = self.mainEngine.getContract(symbol)   
-        
-        if contract:
-            vtSymbol = contract.vtSymbol
-            if len(gatewayName)==0 and len(contract.gatewayName) > 0:
-                gatewayName = contract.gatewayName
-            self.lineName.setText(contract.name)
-            exchange = contract.exchange    # 保证有交易所代码
-            
+
+        try:
+            # 查询合约
+            if exchange:
+                vtSymbol = '.'.join([symbol, exchange])
+                contract = self.mainEngine.getContract(vtSymbol)
+            else:
+                vtSymbol = symbol
+                contract = self.mainEngine.getContract(symbol)
+
+            if contract:
+                vtSymbol = contract.vtSymbol
+                if len(gatewayName)==0 and contract.gatewayName is not None and len(contract.gatewayName) > 0:
+                    gatewayName = contract.gatewayName
+                self.lineName.setText(contract.name)
+                exchange = contract.exchange    # 保证有交易所代码
+
+        except Exception as ex:
+            print(u'获取合约{}异常:{},{}'.format(symbol,str(ex),traceback.format_exc()),file=sys.stderr)
+            return
+
         # 清空价格数量
         self.spinPrice.setValue(0)
         #self.spinVolume.setValue(0)
@@ -1103,6 +1110,8 @@ class TradingWidget(QtWidgets.QFrame):
             else:
                 self.labelReturn.setText('')
 
+            self.comboExchange.setCurrentText(tick.exchange)
+
     #----------------------------------------------------------------------
     def connectSignal(self):
         """连接Signal"""
@@ -1244,8 +1253,15 @@ class TradingWidget(QtWidgets.QFrame):
                 return
 
             if tick.vtSymbol:
+
                 # 更新交易组件的显示合约
-                self.lineSymbol.setText(tick.vtSymbol)
+                if '.' in tick.vtSymbol:
+                    symbol_pairs = tick.vtSymbol.split('.')
+                    if symbol_pairs[-1] != 'SPD':
+                        self.lineSymbol.setText(symbol_pairs[0])
+                        self.comboExchange.setCurrentText(symbol_pairs[-1])
+                else:
+                    self.lineSymbol.setText(tick.vtSymbol)
                 self.updateSymbol()
 
             # 自动填写信息
@@ -1302,8 +1318,7 @@ class ContractMonitor(BasicMonitor):
         d = {'.'.join([contract.exchange, contract.symbol]):contract for contract in l}
         l2 = d.keys()
         #l2.sort(reverse=True)
-        l2 = sorted(l2, reverse=True)
-
+        l2 = sorted(l2,reverse=True)
         self.setRowCount(len(l2))
         row = 0
         
@@ -1358,7 +1373,7 @@ class ContractMonitor(BasicMonitor):
 class ContractManager(QtWidgets.QWidget):
     """合约管理组件"""
 
-    # ----------------------------------------------------------------------
+    #----------------------------------------------------------------------
     def __init__(self, mainEngine, parent=None):
         """Constructor"""
         super(ContractManager, self).__init__(parent=parent)
@@ -1367,7 +1382,7 @@ class ContractManager(QtWidgets.QWidget):
 
         self.initUi()
 
-    # ----------------------------------------------------------------------
+    #----------------------------------------------------------------------
     def initUi(self):
         """初始化界面"""
         self.setWindowTitle(vtText.CONTRACT_SEARCH)
@@ -1426,6 +1441,7 @@ class WorkingOrderMonitor(OrderMonitor):
                     row = self.row(cell)
                     self.hideRow(row)
 
+
 ########################################################################
 class SettingEditor(QtWidgets.QWidget):
     """配置编辑器"""

vnpy/trader/uiMainWindow.py

@@ -348,14 +348,15 @@ class MainWindow(QtWidgets.QMainWindow):
 
         return openAppFunction
 
-    #----------------------------------------------------------------------
+    # ----------------------------------------------------------------------
     def test(self):
         """测试按钮用的函数"""
         # 有需要使用手动触发的测试函数可以写在这里
         self.mainEngine.qryStatus()
+        self.mainEngine.saveData()
         pass
 
-    #----------------------------------------------------------------------
+    # ----------------------------------------------------------------------
     def openAbout(self):
         """打开关于"""
         try:
@@ -424,7 +425,7 @@ class MainWindow(QtWidgets.QMainWindow):
         except:
             pass
 
-    #----------------------------------------------------------------------
+    # ----------------------------------------------------------------------
     def closeEvent(self, event):
         """关闭事件"""
         reply = QtWidgets.QMessageBox.question(self, vtText.EXIT,
@@ -441,7 +442,7 @@ class MainWindow(QtWidgets.QMainWindow):
         else:
             event.ignore()
             
-    #----------------------------------------------------------------------
+    # ----------------------------------------------------------------------
     def createDock(self, widgetClass, widgetName, widgetArea):
         """创建停靠组件"""
         widget = widgetClass(self.mainEngine, self.eventEngine)
@@ -459,7 +460,7 @@ class MainWindow(QtWidgets.QMainWindow):
         settings.setValue('state', self.saveState())
         settings.setValue('geometry', self.saveGeometry())
         
-    #----------------------------------------------------------------------
+    # ----------------------------------------------------------------------
     def loadWindowSettings(self, settingName):
         """载入窗口设置"""
         settings = QtCore.QSettings('vn.trader', settingName)

vnpy/trader/util_gpid.py

@@ -6,6 +6,9 @@ import sys
 import platform
 import psutil
 
+# changelog
+# 记录gpid，修改为pid
+
 run_path = os.path.abspath(os.path.join(os.getcwd(), 'logs'))
 if not os.path.isdir(run_path):
     os.mkdir(run_path)
@@ -68,19 +71,23 @@ if _status():
     print( u'another service is already running...')
     exit(0)
 
-def _save_gpid():
+def _save_gpid(log=True):
 
     plat = str(platform.system())
     if plat == 'Windows':
         gpid = os.getpid()
     else:   # unix
         gpid = os.getpgrp() if USE_GPID else os.getpid()
-    print( 'gpid={}'.format(gpid))
+    if log:
+        print( 'gpid={}'.format(gpid))
 
     with open(gpid_file, 'w') as f:
         f.write(str(gpid))
+    if log:
+        print(u'wrote gpid file:{}'.format(gpid_file))
 
-    print(u'wrote gpid file:{}'.format(gpid_file))
+def update_gpid():
+    _save_gpid(log=False)
 
 _save_gpid()
 

vnpy/trader/util_monitor.py

@@ -274,6 +274,7 @@ class PositionMonitor(BasicMonitor):
         d['ydPosition'] = {'chinese': u'昨持仓', 'cellType': ""}
         d['frozen'] = {'chinese': u'冻结量', 'cellType': ""}
         d['price'] = {'chinese': u'价格', 'cellType': ""}
+        d['positionProfit'] = {'chinese': u'持仓盈亏', 'cellType': ""}
         d['gatewayName'] = {'chinese': u'接口', 'cellType': ""}
         self.setHeaderDict(d)
         self.createLogger(EVENT_POSITION)

vnpy/trader/vtClient.py

@@ -176,10 +176,45 @@ class ClientEngine(object):
         self.client.initStrategy(name, force=force)
 
     def startStrategy(self,name):
-        self.client.startStrategy(name)
+        if hasattr(self.client,'startStrategy'):
+            self.writeLog(u'启动服务端策略:{}'.format(name))
+            self.client.startStrategy(name)
+        else:
+            self.writeLog(u'RPC客户端没有startStrategy得方法')
+            print(u'RPC客户端没有startStrategy得方法',file=sys.stderr)
 
     def stopStrategy(self,name):
-        self.client.stopStrategy(name)
+        if hasattr(self.client,'stopStrategy'):
+            self.writeLog(u'停止运行服务端策略:{}'.format(name))
+            self.client.stopStrategy(name)
+        else:
+            self.writeLog(u'RPC客户端没有stopStrategy得方法')
+            print(u'RPC客户端没有stopStrategy得方法',file=sys.stderr)
+
+    def removeStrategy(self,name):
+        if hasattr(self.client,'removeStrategy'):
+            self.writeLog(u'移除服务端策略:{}'.format(name))
+            self.client.removeStrategy(name)
+        else:
+            self.writeLog(u'RPC客户端没有removeStrategy得方法')
+            print(u'RPC客户端没有removeStrategy得方法',file=sys.stderr)
+
+    def addStrategy(self,cta_setting):
+        if hasattr(self.client,'addStrategy'):
+            self.writeLog(u'添加服务端策略:{}'.format(cta_setting.get('name')))
+            self.client.addStrategy(cta_setting)
+        else:
+            self.writeLog(u'RPC客户端没有addStrategy的方法')
+            print(u'RPC客户端没有addStrategy的方法', file=sys.stderr)
+
+    def forceClosePos(self,name):
+        if hasattr(self.client,'forceClosePos'):
+            self.writeLog(u'调用服务端策略强制清除仓位:{}'.format(name))
+            self.client.forceClosePos(name)
+        else:
+            self.writeLog(u'RPC客户端没有forceClosePos得方法')
+            print(u'RPC客户端没有forceClosePos得方法', file=sys.stderr)
+
 #----------------------------------------------------------------------
 def main():
     """客户端主程序入口"""

vnpy/trader/vtFunction.py

@@ -101,13 +101,13 @@ def roundToVolumeTick(volumeTick,volume):
     if volumeTick == 0:
         return volume
     # 取整
-    newVolume = volume - volume % volumeTick
+    newVolume = round(volume / volumeTick, 0) * volumeTick
 
     if isinstance(volumeTick,float):
-        v_exponent = decimal.Decimal(str(newVolume))
+        v_exponent = decimal.Decimal(str(volume))
         vt_exponent = decimal.Decimal(str(volumeTick))
         if abs(v_exponent.as_tuple().exponent) > abs(vt_exponent.as_tuple().exponent):
-            newVolume = round(newVolume, ndigits=abs(vt_exponent.as_tuple().exponent))
+            newVolume = round(volume, ndigits=abs(vt_exponent.as_tuple().exponent))
             newVolume = float(str(newVolume))
 
     return newVolume

vnpy/trader/vtGateway.py

@@ -36,7 +36,7 @@ class VtGateway(object):
         event1.dict_['data'] = tick
         self.eventEngine.put(event1)
 
-        if tick.lastPrice is not None or tick.lastPrice != 0:
+        if tick.lastPrice is not None and tick.lastPrice != 0:
             self.symbol_price_dict.update({tick.vtSymbol: tick.lastPrice})
         elif tick.askPrice1 is not None and tick.bidPrice1 is not None:
             self.symbol_price_dict.update({tick.vtSymbol: (tick.askPrice1 + tick.bidPrice1)/2})
@@ -147,7 +147,7 @@ class VtGateway(object):
 
         filename = os.path.abspath(os.path.join(path, 'Gateway'))
 
-        print(u'create logger:{}'.format(filename))
+        #print(u'create logger:{}'.format(filename))
         self.logger = setup_logger(filename=filename, name='vtGateway', debug=True)
 
     # ----------------------------------------------------------------------

vnpy/trader/vtObject.py

@@ -5,7 +5,10 @@ from datetime import datetime
 
 
 from vnpy.trader.vtConstant import (EMPTY_STRING, EMPTY_UNICODE,
-                                    EMPTY_FLOAT, EMPTY_INT)
+                                    EMPTY_FLOAT, EMPTY_INT, DIRECTION_LONG, DIRECTION_SHORT,
+                                    OFFSET_OPEN, OFFSET_CLOSE,
+                                    OFFSET_CLOSETODAY, OFFSET_CLOSEYESTERDAY)
+
 from vnpy.trader.language import constant
 
 ########################################################################
@@ -40,7 +43,7 @@ class VtTickData(VtBaseData):
         self.preOpenInterest = EMPTY_INT  # 昨持仓量
         self.openInterest = EMPTY_INT  # 持仓量
         self.time = EMPTY_STRING  # 时间 11:20:56.5
-        self.date = EMPTY_STRING  # 日期 20151009
+        self.date = EMPTY_STRING  # 日期 2015-10-09
         self.tradingDay = EMPTY_STRING  # 交易日期
 
         # 常规行情
@@ -96,7 +99,7 @@ class VtTickData(VtBaseData):
         tick.lastVolume = lastVolume
         tick.openInterest = openInterest
         tick.datetime = datetime.now()
-        tick.date = tick.datetime.strftime('%Y%m%d')
+        tick.date = tick.datetime.strftime('%Y-%m-%d')
         tick.time = tick.datetime.strftime('%H:%M:%S')
 
         tick.openPrice = openPrice
@@ -158,6 +161,9 @@ class VtTradeData(VtBaseData):
         self.price = EMPTY_FLOAT  # 成交价格
         self.volume = EMPTY_FLOAT  # 成交数量
         self.tradeTime = EMPTY_STRING  # 成交时间
+        self.dt = None              # 成交时间（datetime类型）
+
+        self.strategy = EMPTY_STRING  # 策略实例名
 
     #----------------------------------------------------------------------
     @staticmethod
@@ -473,6 +479,8 @@ class VtSubscribeReq(object):
         self.symbol = EMPTY_STRING  # 代码
         self.exchange = EMPTY_STRING  # 交易所
 
+        self.is_bar = False         # True：订阅1分钟bar行情；False:订阅tick行情，
+
         # 以下为IB相关
         self.productClass = EMPTY_UNICODE  # 合约类型
         self.currency = EMPTY_STRING  # 合约货币
@@ -556,3 +564,124 @@ class VtSingleton(type):
             cls._instances[cls] = super(VtSingleton, cls).__call__(*args, **kwargs)
 
         return cls._instances[cls]
+
+
+########################################################################
+class PositionBuffer(object):
+    """持仓缓存信息（本地维护的持仓数据）"""
+
+    # ----------------------------------------------------------------------
+    def __init__(self):
+        """Constructor"""
+        self.vtSymbol = EMPTY_STRING
+
+        # 多头
+        self.longPosition = EMPTY_INT
+        self.longToday = EMPTY_INT
+        self.longYd = EMPTY_INT
+
+        self.longPrice = EMPTY_FLOAT
+        self.longProfit = EMPTY_FLOAT
+        self.longFrozen = EMPTY_FLOAT
+
+        # 空头
+        self.shortPosition = EMPTY_INT
+        self.shortToday = EMPTY_INT
+        self.shortYd = EMPTY_INT
+
+        self.shortPrice = EMPTY_FLOAT
+        self.shortProfit = EMPTY_FLOAT
+
+        self.shortFrozen = EMPTY_FLOAT
+
+        self.frozen = EMPTY_FLOAT
+
+    # ----------------------------------------------------------------------
+    def toStr(self):
+        """更新显示信息"""
+        str = u'long:{},yd:{},td:{}, short:{},yd:{},td:{}, fz:{};' \
+            .format(self.longPosition, self.longYd, self.longToday,
+                    self.shortPosition, self.shortYd, self.shortToday, self.frozen)
+        return str
+
+    # ----------------------------------------------------------------------
+    def updatePositionData(self, pos):
+        """更新持仓数据"""
+        if pos.direction == DIRECTION_SHORT:
+            self.shortPosition = pos.position  # >=0
+            self.shortYd = pos.ydPosition  # >=0
+            self.shortToday = self.shortPosition - self.shortYd  # >=0
+
+            self.shortPrice = pos.price
+            self.shortProfit = pos.positionProfit
+            self.shortFrozen = pos.frozen
+
+        else:
+            self.longPosition = pos.position  # >=0
+            self.longYd = pos.ydPosition  # >=0
+            self.longToday = self.longPosition - self.longYd  # >=0
+
+            self.longPrice = pos.price
+            self.longProfit = pos.positionProfit
+            self.longFrozen = pos.frozen
+
+            self.frozen = self.shortFrozen + self.longFrozen
+
+    # ----------------------------------------------------------------------
+    def updateTradeData(self, trade):
+        """更新成交数据"""
+
+        if trade.direction == DIRECTION_SHORT:
+            # 空头和多头相同
+            if trade.offset == OFFSET_OPEN:  # 开仓
+                self.shortPosition += trade.volume
+                self.shortToday += trade.volume  # 增加的是今仓
+
+            elif trade.offset == OFFSET_CLOSETODAY:  # 平今
+                self.longPosition -= trade.volume
+                self.longToday -= trade.volume  # 减少今仓
+
+            elif trade.offset == OFFSET_CLOSEYESTERDAY:  # 平昨
+                self.longPosition -= trade.volume
+                self.longYd -= trade.volume  # 减少昨仓
+
+            else:  # 平仓
+                self.longPosition -= trade.volume
+                self.longToday -= trade.volume  # 优先减今仓
+                if self.longToday < 0:
+                    self.longYd += self.longToday
+                    self.longToday = 0
+
+            if self.longPosition <= 0:
+                self.longPosition = 0
+            if self.longToday <= 0:
+                self.longToday = 0
+            if self.longYd <= 0:
+                self.longYd = 0
+        else:
+            # 多方开仓，则对应多头的持仓和今仓增加
+            if trade.offset == OFFSET_OPEN:
+                self.longPosition += trade.volume
+                self.longToday += trade.volume
+            # 多方平今，对应空头的持仓和今仓减少
+            elif trade.offset == OFFSET_CLOSETODAY:
+                self.shortPosition -= trade.volume
+                self.shortToday -= trade.volume
+
+            elif trade.offset == OFFSET_CLOSEYESTERDAY:
+                self.shortPosition -= trade.volume
+                self.shortYd -= trade.volume
+            else:
+                self.shortPosition -= trade.volume
+                self.shortToday -= trade.volume
+                if self.shortToday <= 0:
+                    self.shortYd += self.shortToday
+                    self.shortToday = 0
+
+            if self.shortPosition <= 0:
+                self.shortPosition = 0
+            if self.shortToday <= 0:
+                self.shortToday = 0
+            if self.shortYd <= 0:
+                self.shortYd = 0
+            # 多方平昨，对应空头的持仓和昨仓减少