From 2e4776eceb89259064caefe91190d17af4bbe53b Mon Sep 17 00:00:00 2001 From: "vn.py" Date: Sun, 15 Sep 2019 20:53:18 +0800 Subject: [PATCH] [Add] dialog ui for starting algo --- vnpy/app/spread_trading/algo.py | 9 ++- vnpy/app/spread_trading/engine.py | 7 +++ vnpy/app/spread_trading/template.py | 2 +- vnpy/app/spread_trading/ui/widget.py | 85 ++++++++++++++++++++++++++-- 4 files changed, 95 insertions(+), 8 deletions(-) diff --git a/vnpy/app/spread_trading/algo.py b/vnpy/app/spread_trading/algo.py index 120d9ae4..39ca2ecf 100644 --- a/vnpy/app/spread_trading/algo.py +++ b/vnpy/app/spread_trading/algo.py @@ -19,10 +19,15 @@ class SpreadTakerAlgo(SpreadAlgoTemplate): spread: SpreadData, direction: Direction, price: float, - volume: float + volume: float, + payup: int, + interval: int ): """""" - super().__init__(algo_engine, algoid, spread, direction, price, volume) + super().__init__( + algo_engine, algoid, spread, direction, + price, volume, payup, interval + ) self.cancel_interval: int = 2 self.timer_count: int = 0 diff --git a/vnpy/app/spread_trading/engine.py b/vnpy/app/spread_trading/engine.py index 411c54a4..f59739a7 100644 --- a/vnpy/app/spread_trading/engine.py +++ b/vnpy/app/spread_trading/engine.py @@ -39,6 +39,12 @@ class SpreadEngine(BaseEngine): self.data_engine: SpreadDataEngine = SpreadDataEngine(self) self.algo_engine: SpreadAlgoEngine = SpreadAlgoEngine(self) + self.add_spread = self.data_engine.add_spread + self.remove_spread = self.data_engine.remove_spread + + self.start_algo = self.algo_engine.start_algo + self.stop_algo = self.algo_engine.stop_algo + def start(self): """""" if self.active: @@ -268,6 +274,7 @@ class SpreadAlgoEngine: self.event_engine.register(EVENT_ORDER, self.process_order_event) self.event_engine.register(EVENT_TRADE, self.process_trade_event) self.event_engine.register(EVENT_TIMER, self.process_timer_event) + self.event_engine.register(EVENT_SPREAD_DATA, self.process_spread_event) def process_spread_event(self, event: Event): """""" diff --git a/vnpy/app/spread_trading/template.py b/vnpy/app/spread_trading/template.py index 9d910677..8ab76697 100644 --- a/vnpy/app/spread_trading/template.py +++ b/vnpy/app/spread_trading/template.py @@ -51,7 +51,7 @@ class SpreadAlgoTemplate: self.traded_volume: float = 0 # Volume traded (Abs value) self.leg_traded: Dict[str, float] = defaultdict(int) - self.leg_orders: Dict[str, List[str]] = defaultdict[list] + self.leg_orders: Dict[str, List[str]] = defaultdict(list) def is_active(self): """""" diff --git a/vnpy/app/spread_trading/ui/widget.py b/vnpy/app/spread_trading/ui/widget.py index 6519957c..e42dff6a 100644 --- a/vnpy/app/spread_trading/ui/widget.py +++ b/vnpy/app/spread_trading/ui/widget.py @@ -4,7 +4,8 @@ Widget for spread trading. from vnpy.event import EventEngine, Event from vnpy.trader.engine import MainEngine -from vnpy.trader.ui import QtWidgets, QtCore +from vnpy.trader.constant import Direction +from vnpy.trader.ui import QtWidgets, QtCore, QtGui from vnpy.trader.ui.widget import ( BaseMonitor, BaseCell, BidCell, AskCell, @@ -40,6 +41,8 @@ class SpreadManager(QtWidgets.QWidget): """""" self.setWindowTitle("价差交易") + self.algo_dialog = SpreadAlgoDialog(self.spread_engine) + self.data_monitor = SpreadDataMonitor( self.main_engine, self.event_engine @@ -53,12 +56,17 @@ class SpreadManager(QtWidgets.QWidget): self.event_engine ) - vbox = QtWidgets.QVBoxLayout() - vbox.addWidget(self.data_monitor) - vbox.addWidget(self.log_monitor) + vbox1 = QtWidgets.QVBoxLayout() + vbox1.addWidget(self.algo_dialog) + vbox1.addStretch() + + vbox2 = QtWidgets.QVBoxLayout() + vbox2.addWidget(self.data_monitor) + vbox2.addWidget(self.log_monitor) hbox = QtWidgets.QHBoxLayout() - hbox.addLayout(vbox) + hbox.addLayout(vbox1) + hbox.addLayout(vbox2) hbox.addWidget(self.algo_monitor) self.setLayout(hbox) @@ -146,3 +154,70 @@ class SpreadAlgoMonitor(BaseMonitor): "count": {"display": "计数", "cell": BaseCell, "update": True}, "status": {"display": "状态", "cell": EnumCell, "update": True}, } + + +class SpreadAlgoDialog(QtWidgets.QDialog): + """""" + + def __init__(self, spread_engine: SpreadEngine): + """""" + super().__init__() + + self.spread_engine: SpreadEngine = spread_engine + + self.init_ui() + + def init_ui(self): + """""" + self.setWindowTitle("启动算法") + + self.name_line = QtWidgets.QLineEdit() + + self.direction_combo = QtWidgets.QComboBox() + self.direction_combo.addItems( + [Direction.LONG.value, Direction.SHORT.value] + ) + + float_validator = QtGui.QDoubleValidator() + float_validator.setBottom(0) + + self.price_line = QtWidgets.QLineEdit() + self.price_line.setValidator(float_validator) + + self.volume_line = QtWidgets.QLineEdit() + self.volume_line.setValidator(float_validator) + + int_validator = QtGui.QIntValidator() + + self.payup_line = QtWidgets.QLineEdit() + self.payup_line.setValidator(int_validator) + + self.interval_line = QtWidgets.QLineEdit() + self.interval_line.setValidator(int_validator) + + button_start = QtWidgets.QPushButton("启动") + button_start.clicked.connect(self.start_algo) + + form = QtWidgets.QFormLayout() + form.addRow("价差", self.name_line) + form.addRow("方向", self.direction_combo) + form.addRow("价格", self.price_line) + form.addRow("数量", self.volume_line) + form.addRow("超价", self.payup_line) + form.addRow("间隔", self.interval_line) + form.addRow(button_start) + + self.setLayout(form) + + def start_algo(self): + """""" + name = self.name_line.text() + direction = Direction(self.direction_combo.currentText()) + price = float(self.price_line.text()) + volume = float(self.volume_line.text()) + payup = int(self.payup_line.text()) + interval = int(self.interval_line.text()) + + self.spread_engine.start_algo( + name, direction, price, volume, payup, interval + )