sync vnpy1.6.2

vnpy/trader/app/ctaStrategy/CTA_setting.json

@@ -0,0 +1,43 @@
+[
+
+{
+          "name": "S30_RB1001",
+          "className": "Strategy30",
+          "vtSymbol": "rb1710;rb1801",
+          "symbol": "rb1710;rb1801",
+          "shortSymbol":"RB",
+          "Leg1Symbol":"rb1710",
+          "Leg2Symbol":"rb1801",
+          "baseUpLine":300,
+          "baseMidLine":0,
+          "baseDnLine":-300,
+          "minDiff":1,
+          "inputSS":2,
+          "height":3,
+          "win":5,
+          "maxPos":36,
+          "maxLots":15,
+          "mode":"tick"
+      }
+  ,
+  {
+          "name": "S30_HCRB10",
+          "className": "Strategy30",
+          "vtSymbol": "hc1710;rb1710",
+          "symbol": "hc1710;rb1710",
+          "shortSymbol":"RB",
+          "Leg1Symbol":"hc1710",
+          "Leg2Symbol":"rb1710",
+          "baseUpLine":300,
+          "baseMidLine":150,
+          "baseDnLine":10,
+          "minDiff":1,
+          "inputSS":2,
+          "height":3,
+          "win":5,
+          "maxPos":36,
+          "maxLots":15,
+          "mode":"tick"
+      }
+
+]

vnpy/trader/app/ctaStrategy/ctaEngine.py

@@ -662,7 +662,7 @@ class CtaEngine(object):
                 #    continue
                 dt = datetime.now()
                 # 若为中金所的合约，白天才提交订阅请求
-                if s in MARKET_ZJ and not(8 < dt.hour < 16):
+                if s in MARKET_ZJ and not(9 < dt.hour < 16):
                     continue
 
                 self.writeCtaLog(u'重新提交合约{0}订阅请求'.format(symbol))

vnpy/trader/app/ctaStrategy/uiSpreadTrade.py

@@ -0,0 +1,317 @@
+# encoding: UTF-8
+
+'''
+套利交易模块相关的GUI控制组件
+'''
+
+from vnpy.trader.vtConstant import DIRECTION_LONG, DIRECTION_SHORT
+from vnpy.trader.uiBasicWidget import QtGui, QtCore
+from vnpy.trader.vtEvent import *
+from vnpy.trader.app.ctaStrategy.ctaGridTrade import *
+
+########################################################################
+class SplitLine(QtGui.QFrame):
+    """水平分割线"""
+
+    #----------------------------------------------------------------------
+    def __init__(self):
+        """Constructor"""
+        super(SplitLine, self).__init__()
+        self.setFrameShape(self.HLine)
+        self.setFrameShadow(self.Sunken)
+
+class SpreadTradeManager(QtGui.QWidget):
+    # ----------------------------------------------------------------------
+    def __init__(self, ctaEngine, eventEngine, parent=None):
+        super(SpreadTradeManager, self).__init__(parent)
+        self.ctaEngine = ctaEngine
+        self.eventEngine = eventEngine
+        self.strategy_name_list = []
+        self.strategy = None
+
+        self.directionList = [DIRECTION_LONG, DIRECTION_SHORT]
+        self.initUi()
+
+    # ----------------------------------------------------------------------
+    def initUi(self):
+        """初始化界面"""
+        self.setWindowTitle(u'套利交易')
+
+        # 连接运行中的套利测试（策略名称[下拉菜单]，连接按钮）
+        self.btnSwitchConnectStatus = QtGui.QPushButton(u'套利策略未连接')
+        self.btnSwitchConnectStatus.clicked.connect(self.btnSwitchClick)
+
+        Label = QtGui.QLabel
+        grid = QtGui.QGridLayout()
+        grid.addWidget(Label(u'状态'), 0, 0)
+        grid.addWidget(self.btnSwitchConnectStatus, 0, 1)
+
+        self.spreadStraty = QtGui.QComboBox()
+        self.strategy_name_list = self.ctaEngine.strategyDict.keys()
+        self.spreadStraty.addItems(self.strategy_name_list)
+
+        grid.addWidget(Label(u'套利策略'), 1, 0)
+        grid.addWidget(self.spreadStraty, 1, 1)
+
+
+        # 网格信息+操作（新增，删除，更新）
+
+        grid.addWidget(Label(u'方向'), 2, 0)
+        self.gridDirection = QtGui.QComboBox()
+        self.gridDirection.addItems(self.directionList)
+        grid.addWidget(self.gridDirection, 2, 1)
+
+        self.spinOpenPrice = QtGui.QDoubleSpinBox()
+        self.spinOpenPrice.setDecimals(4)
+        self.spinOpenPrice.setMinimum(-10000)    # 原来是0，为支持套利，改为-10000
+        self.spinOpenPrice.setMaximum(100000)
+        self.spinOpenPrice.valueChanged.connect(self.spinOpenPrice_valueChanged)
+
+        grid.addWidget(Label(u'开仓价'), 3, 0)
+        grid.addWidget(self.spinOpenPrice, 3, 1)
+
+        self.spinClosePrice = QtGui.QDoubleSpinBox()
+        self.spinClosePrice.setDecimals(4)
+        self.spinClosePrice.setMinimum(-10000)  # 原来是0，为支持套利，改为-10000
+        self.spinClosePrice.setMaximum(100000)
+
+        grid.addWidget(Label(u'平仓价'), 4, 0)
+        grid.addWidget(self.spinClosePrice, 4, 1)
+
+        self.spinOrderVolume = QtGui.QSpinBox()
+        self.spinOrderVolume.setMinimum(0)
+        self.spinOrderVolume.setMaximum(1000)
+
+        grid.addWidget(Label(u'委托数量'), 5, 0)
+        grid.addWidget(self.spinOrderVolume, 5, 1)
+
+        self.spinTradedVolume = QtGui.QSpinBox()
+        self.spinTradedVolume.setMinimum(0)
+        self.spinTradedVolume.setMaximum(1000)
+
+        grid.addWidget(Label(u'成交数量'), 6, 0)
+        grid.addWidget(self.spinTradedVolume, 6, 1)
+
+        self.openStatus = QtGui.QCheckBox(u'')  # 开仓状态
+        grid.addWidget(Label(u'开仓状态'), 7, 0)
+        grid.addWidget(self.openStatus, 7, 1)
+
+        self.orderStatus = QtGui.QCheckBox(u'')  # 委托状态
+        grid.addWidget(Label(u'委托状态'), 8, 0)
+        grid.addWidget(self.orderStatus, 8, 1)
+
+        self.closeStatus = QtGui.QCheckBox(u'')  # 平仓状态
+        grid.addWidget(Label(u'平仓状态'), 9, 0)
+        grid.addWidget(self.closeStatus, 9, 1)
+
+        btnAddGrid = QtGui.QPushButton(u'增加')
+        btnAddGrid.clicked.connect(self.btnAddGridClick)
+        btnUpdateGrid = QtGui.QPushButton(u'更新')
+        btnUpdateGrid.clicked.connect(self.btnUpdateGridClick)
+        btnRemoveGrid = QtGui.QPushButton(u'删除')
+        btnRemoveGrid.clicked.connect(self.btnRemoveGridClick)
+        btnRemoveAll = QtGui.QPushButton(u'全删除')
+        btnRemoveAll.clicked.connect(self.btnRemoveAllClick)
+
+        hbox = QtGui.QHBoxLayout()
+        hbox.addWidget(btnAddGrid)
+        hbox.addWidget(btnUpdateGrid)
+        hbox.addStretch()
+        hbox.addWidget(btnRemoveGrid)
+        hbox.addWidget(btnRemoveAll)
+
+        vbox = QtGui.QVBoxLayout()
+        vbox.addLayout(grid)
+        vbox.addLayout(hbox)
+
+
+        # 状态信息（通过定时器，显示 上网格清单，下网格清单）
+
+        #日志监控
+        self.logMsgs = QtGui.QTextEdit()
+        self.logMsgs.setReadOnly(True)
+        self.logMsgs.setMaximumHeight(200)
+        vbox.addWidget(self.logMsgs)
+
+        self.setLayout(vbox)
+
+    def btnSwitchClick(self):
+        """策略连接按钮"""
+        if self.ctaEngine is None:
+            self.log(u'没有连接CTA引擎')
+            return
+
+        strategy_name = unicode(self.spreadStraty.currentText())
+
+        if strategy_name is None or len(strategy_name) == 0:
+            if len(self.strategy_name_list)==0:
+                self.strategy_name_list = self.ctaEngine.strategyDict.keys()
+                self.spreadStraty.addItems(self.strategy_name_list)
+            return
+
+        self.strategy = self.ctaEngine.strategyDict[strategy_name]
+
+        if self.strategy.trading:
+            self.btnSwitchConnectStatus.setText(u'连接成功、启动')
+            self.log(u'连接{0}成功、启动'.format(strategy_name))
+
+        else:
+            self.btnSwitchConnectStatus.setText(u'连接成功，未启动')
+            self.log(u'连接{0}成功，但策略未启动'.format(strategy_name))
+
+        self.displayGrids()
+
+    def btnAddGridClick(self):
+        """网格新增按钮"""
+        if self.ctaEngine is None:
+            self.log(u'没有连接CTA引擎')
+            return
+
+        if self.strategy is None:
+            self.log(u'没有连接策略')
+            return
+
+        direction = unicode(self.gridDirection.currentText())
+        if direction is None or len(direction) ==0:
+            self.log(u'先选择方向')
+            return
+
+        open_price = self.spinOpenPrice.value()
+        close_price = self.spinClosePrice.value()
+        if open_price == close_price:
+            self.log(u'开仓价和平仓价不能相同')
+            return
+
+        order_volume = self.spinOrderVolume.value()
+        grid = CtaGrid(direction=direction,
+                openprice=open_price,
+                closeprice=close_price,
+                volume=order_volume)
+
+        if direction == DIRECTION_LONG:
+            self.strategy.gt.dnGrids.append(grid)
+
+        else:
+            self.strategy.gt.upGrids.append(grid)
+
+        self.strategy.gt.save(direction=direction)
+        self.strategy.recheckPositions = True
+        grids_info = self.strategy.gt.toStr(direction=direction)
+        self.log(grids_info)
+
+    def displayGrids(self):
+        up_grids_info = self.strategy.gt.toStr(direction=DIRECTION_SHORT)
+        self.log(up_grids_info)
+        dn_grids_info = self.strategy.gt.toStr(direction=DIRECTION_LONG)
+        self.log(dn_grids_info)
+
+    def spinOpenPrice_valueChanged(self):
+        """查询网格"""
+        if self.ctaEngine is None:
+            self.log(u'没有连接CTA引擎')
+            return
+
+        if self.strategy is None:
+            self.log(u'没有连接策略')
+            return
+
+        direction = unicode(self.gridDirection.currentText())
+        if direction is None or len(direction) == 0:
+            self.log(u'先选择方向');
+            return
+
+        open_price = self.spinOpenPrice.value()
+        grid = self.strategy.gt.getGrid(direction=direction, openPrice=open_price, t=u'OpenPrice')
+
+        if grid is None:
+            self.log(u'没有找到{0}方向的网格:{1}'.format(direction, open_price))
+            return
+
+        self.spinClosePrice.setValue(grid.closePrice)
+        self.spinOrderVolume.setValue(grid.volume)
+        self.spinTradedVolume.setValue(grid.tradedVolume)
+        self.openStatus.setChecked(grid.openStatus)
+        self.orderStatus.setChecked(grid.orderStatus)
+        self.closeStatus.setChecked(grid.closeStatus)
+
+    def btnUpdateGridClick(self):
+        """更新网格"""
+        if self.ctaEngine is None:
+            self.log(u'没有连接CTA引擎')
+            return
+
+        if self.strategy is None:
+            self.log(u'没有连接策略')
+            return
+
+        direction = unicode(self.gridDirection.currentText())
+        if direction is None or len(direction) ==0:
+            self.log(u'先选择方向')
+            return
+
+        open_price = self.spinOpenPrice.value()
+        grid = self.strategy.gt.getGrid(direction=direction, openPrice=open_price, t=u'OpenPrice')
+
+        if grid is None:
+            self.log(u'没有找到{0}方向的网格:{1}'.format(direction,open_price))
+            return
+
+        grid.closePrice = self.spinClosePrice.value()
+        grid.volume = self.spinOrderVolume.value()
+        grid.tradedVolume = self.spinTradedVolume.value()
+        grid.openStatus = self.openStatus.isChecked()
+        grid.orderStatus = self.orderStatus.isChecked()
+        grid.closeStatus = self.closeStatus.isChecked()
+
+        self.strategy.gt.save(direction=direction)
+        self.strategy.recheckPositions = True
+        self.displayGrids()
+
+    def btnRemoveGridClick(self):
+        """删除网格(指定开仓价以下的废格)"""
+        if self.ctaEngine is None:
+            self.log(u'没有连接CTA引擎')
+            return
+
+        if self.strategy is None:
+            self.log(u'没有连接策略')
+            return
+
+        direction = unicode(self.gridDirection.currentText())
+        if direction is None or len(direction) == 0:
+            self.log(u'先选择方向')
+            return
+
+        open_price = self.spinOpenPrice.value()
+        self.strategy.gt.removeGrids(direction=direction, priceline=open_price)
+        self.strategy.gt.save(direction=direction)
+        self.log(u'成功移除{0}方向的网格:{1}'.format(direction,open_price))
+        self.displayGrids()
+
+    def btnRemoveAllClick(self):
+        """删除所有网格"""
+        if self.ctaEngine is None:
+            self.log(u'没有连接CTA引擎')
+            return
+
+        if self.strategy is None:
+            self.log(u'没有连接策略')
+            return
+
+        direction = unicode(self.gridDirection.currentText())
+        if direction is None or len(direction) == 0:
+            self.log(u'先选择方向')
+            return
+
+        if direction == DIRECTION_LONG:
+            self.strategy.gt.dnGrids = []
+            self.strategy.gt.save(direction=direction)
+        else:
+            self.strategy.gt.upGrids=[]
+            self.strategy.gt.save(direction=direction)
+
+        self.displayGrids()
+
+    def log(self, content):
+        self.logMsgs.append(content)
+

vnpy/trader/gateway/__init__.py

@@ -3,7 +3,7 @@
 '''
 动态载入所有的Gateway
 '''
-
+"""
 import os
 import importlib
 import traceback
@@ -30,6 +30,7 @@ for load_gateway in load_gateways:
         print u'Load {0} exception:{1}'.format(moduleName, ex)
         traceback.print_exc()
 
+"""
 """
 # 获取目录路径
 path = os.path.abspath(os.path.dirname(__file__))

vnpy/trader/gateway/ctpGateway/__init__.py

@@ -0,0 +1,15 @@
+# encoding: UTF-8
+
+import sys
+import os
+
+print u'init {0}'.format(os.path.dirname(__file__))
+from vnpy.trader import vtConstant
+from ctpGateway import CtpGateway
+
+
+gatewayClass = CtpGateway
+gatewayName = 'CTP'
+gatewayDisplayName = 'CTP'
+gatewayType = vtConstant.GATEWAYTYPE_FUTURES
+gatewayQryEnabled = True

vnpy/trader/gateway/ctpGateway/ctpGateway.py

@@ -14,14 +14,13 @@ from copy import copy
 from datetime import datetime
 import logging
 
-
 from vnctpmd import MdApi
 from vnctptd import TdApi
 
-from trader.vtGateway import *
+from vnpy.trader.vtConstant import  *
+from vnpy.trader.vtGateway import *
 from ctpDataType import *
-from language import text
-
+from vnpy.trader.gateway.ctpGateway.language import text
 
 # 以下为一些VT类型和CTP类型的映射字典
 # 价格类型映射

vnpy/trader/uiBasicWidget.py

@@ -7,9 +7,9 @@ from collections import OrderedDict
 
 from PyQt4 import QtGui, QtCore
 
-from eventEngine import *
-from vtFunction import *
-from vtGateway import *
+from vnpy.trader.vtEvent import *
+from vnpy.trader.vtFunction import *
+from vnpy.trader.vtGateway import *
 import vtText
 
 
@@ -18,7 +18,7 @@ def loadFont():
     """载入字体设置"""
 
     try:
-        from trader.vtGlobal import globalSetting
+        from vnpy.trader.vtGlobal import globalSetting
         family = globalSetting['fontFamily']
         size = globalSetting['fontSize']
         font = QtGui.QFont(family, size)

vnpy/trader/uiMainWindow.py

@@ -5,10 +5,10 @@
 
 import psutil
 
-from trader.app.ctaStrategy.uiCtaWidget import CtaEngineManager
-from trader.app.dataRecorder.uiDrWidget import DrEngineManager
-from trader.app.riskManager.uiRmWidget import RmEngineManager
-from uiBasicWidget import *
+from vnpy.trader.app.ctaStrategy.uiCtaWidget import CtaEngineManager
+from vnpy.trader.app.dataRecorder.uiDrWidget import DrEngineManager
+from vnpy.trader.app.riskManager.uiRmWidget import RmEngineManager
+from vnpy.trader.uiBasicWidget import *
 
 ########################################################################
 class MainWindow(QtGui.QMainWindow):
@@ -141,8 +141,8 @@ class MainWindow(QtGui.QMainWindow):
         ctaAction = QtGui.QAction(u'CTA策略', self)
         ctaAction.triggered.connect(self.openCta)
 
-        #monitorAction = QtGui.QAction(u'周期监控', self)
-        #monitorAction.triggered.connect(self.openMonitor)
+        spreadAction = QtGui.QAction(u'套利交易', self)
+        spreadAction.triggered.connect(self.openSpread)
 
         #kChart = QtGui.QAction(u'K线图', self)
         #kChart.triggered.connect(self.openKChart)
@@ -197,7 +197,7 @@ class MainWindow(QtGui.QMainWindow):
         # 算法相关
         algoMenu = menubar.addMenu(u'算法')
         algoMenu.addAction(ctaAction)
-        #algoMenu.addAction(monitorAction)
+        algoMenu.addAction(spreadAction)
         #algoMenu.addAction(kChart)
 
         # 帮助
@@ -494,6 +494,21 @@ class MainWindow(QtGui.QMainWindow):
             self.widgetDict['rmM'] = RmEngineManager(self.mainEngine.rmEngine, self.eventEngine)
             self.widgetDict['rmM'].show()
 
+    # ----------------------------------------------------------------------
+    def openSpread(self):
+        """打开SpreadTrade组件"""
+
+        if 'spread' in self.widgetDict:
+            self.widgetDict['spread'].show()
+            return
+
+        try:
+            from vnpy.trader.app.ctaStrategy.uiSpreadTrade import SpreadTradeManager
+            self.widgetDict['spread'] = SpreadTradeManager(self.mainEngine.ctaEngine, self.eventEngine)
+            self.widgetDict['spread'].show()
+        except Exception as ex:
+            return
+
     #----------------------------------------------------------------------
     def closeEvent(self, event):
         """关闭事件"""

vnpy/trader/utilSinaClient.py

@@ -6,7 +6,7 @@ from __future__ import print_function
 import requests
 import execjs
 from datetime import datetime, timedelta
-from trader.app.ctaStrategy.ctaBase import CtaBarData, CtaTickData
+from vnpy.trader.app.ctaStrategy.ctaBase import CtaBarData, CtaTickData
 
 class UtilSinaClient(object):
 

vnpy/trader/vtClient.py

@@ -4,11 +4,11 @@ import ctypes
 import platform
 import sys
 
-from vnrpc import RpcClient
+from vnpy.rpc import RpcClient
 
-from trader.app.ctaStrategy.ctaEngine import CtaEngine
-from trader.app.dataRecorder.drEngine import DrEngine
-from trader.app.riskManager.rmEngine import RmEngine
+from vnpy.trader.app.ctaStrategy.ctaEngine import CtaEngine
+from vnpy.trader.app.dataRecorder.drEngine import DrEngine
+from vnpy.trader.app.riskManager.rmEngine import RmEngine
 from uiMainWindow import *
 
 # 文件路径名
@@ -175,7 +175,7 @@ def main():
     
     # 设置Qt的皮肤
     try:
-        from trader.vtGlobal import globalSetting
+        from vnpy.trader.vtGlobal import globalSetting
 
         if globalSetting['darkStyle']:
             import qdarkstyle

vnpy/trader/vtConstant.py

@@ -1,6 +1,6 @@
 # encoding: UTF-8
 
-print 'laoding vntrader.vtConstant'
+print 'laoding vnpy.trader.vtConstant'
 
 # 默认空值
 EMPTY_STRING = ''
@@ -14,7 +14,7 @@ COLOR_BLUE = u'Blue'    # 下降K线
 COLOR_EQUAL = u'Equal'  # 平K线
 
 
-from language import constant
+from vnpy.trader.language import constant
 
 # 将常量定义添加到vtConstant.py的局部字典中
 d = locals()

vnpy/trader/vtEngine.py

@@ -6,13 +6,13 @@ from collections import OrderedDict
 from pymongo import MongoClient
 from pymongo.errors import ConnectionFailure
 
-from gateway import GATEWAY_DICT
-from language import text
-from trader.app.ctaStrategy.ctaEngine import CtaEngine
-from trader.app.dataRecorder.drEngine import DrEngine
-from trader.app.riskManager.rmEngine import RmEngine
-from vtFunction import loadMongoSetting
-from vtGateway import *
+from vnpy.trader.vtGlobal import globalSetting
+from vnpy.trader.language import text
+from vnpy.trader.app.ctaStrategy.ctaEngine import CtaEngine
+from vnpy.trader.app.dataRecorder.drEngine import DrEngine
+from vnpy.trader.app.riskManager.rmEngine import RmEngine
+from vnpy.trader.vtFunction import loadMongoSetting
+from vnpy.trader.vtGateway import *
 
 
 ########################################################################
@@ -35,40 +35,43 @@ class MainEngine(object):
         # MongoDB数据库相关
         self.dbClient = None    # MongoDB客户端对象
 
-        # 调用一个个初始化函数
-        self.initGateway()
+        # 接口实例
+        self.gatewayDict = OrderedDict()
+        self.gatewayDetailList = []
+
+        # 应用模块实例
+        self.appDict = OrderedDict()
+        self.appDetailList = []
 
         # 扩展模块
         self.ctaEngine = CtaEngine(self, self.eventEngine)  # cta策略运行模块
         self.drEngine = DrEngine(self, self.eventEngine)    # 数据记录模块
         self.rmEngine = RmEngine(self, self.eventEngine)    # 风险管理模块
 
-    #----------------------------------------------------------------------
-    def initGateway(self):
-        """初始化接口对象"""
-        # 用来保存接口对象的字典
-        self.gatewayDict = OrderedDict()
+    # ----------------------------------------------------------------------
+    def addGateway(self, gatewayModule,gateway_name=EMPTY_STRING):
+        """添加底层接口"""
+        # 是否使用指定的gateway_name
+        if gateway_name==EMPTY_STRING:
+            gatewayName = gatewayModule.gatewayName
+        else:
+            gatewayName = gateway_name
 
-        # 初始化的接口模块，以及其指定的名称,CTP是模块，value，是该模块下的多个连接配置文件,如 CTP_JR_connect.json
-        init_gateway_names = {'CTP': ['CTP', 'CTP_Prod', 'CTP_Post', 'CTP_EBF', 'CTP_JR', 'CTP_JR2']}
+        # 创建接口实例
+        self.gatewayDict[gatewayName] = gatewayModule.gatewayClass(self.eventEngine,
+                                                                   gatewayName)
 
-        # 遍历接口字典并自动创建所有的接口对象
-        for gatewayModule in GATEWAY_DICT.values():
-            try:
-                if gatewayModule.gatewayName not in init_gateway_names:
-                    continue
-
-                for gw_name in init_gateway_names[gatewayModule.gatewayName]:
-                    self.addGateway(gatewayModule.gateway,gw_name)
+        # 设置接口轮询
         if gatewayModule.gatewayQryEnabled:
-                        self.gatewayDict[gw_name].setQryEnabled(True)
-            except Exception, e:
-                print e
+            self.gatewayDict[gatewayName].setQryEnabled(gatewayModule.gatewayQryEnabled)
 
-    #----------------------------------------------------------------------
-    def addGateway(self, gateway, gatewayName=None):
-        """创建接口"""
-        self.gatewayDict[gatewayName] = gateway(self.eventEngine, gatewayName)
+        # 保存接口详细信息
+        d = {
+            'gatewayName': gatewayModule.gatewayName,
+            'gatewayDisplayName': gatewayModule.gatewayDisplayName,
+            'gatewayType': gatewayModule.gatewayType
+        }
+        self.gatewayDetailList.append(d)
 
     # ----------------------------------------------------------------------
     def connect(self, gatewayName):

vnpy/trader/vtEvent.py

@@ -11,6 +11,8 @@
 建议将所有的常量定义放在该文件中，便于检查是否存在重复的现象。
 '''
 
+from vnpy.event import *
+
 # 系统相关
 EVENT_TIMER = 'eTimer'                  # 计时器事件，每隔1秒发送一次
 EVENT_LOG = 'eLog'                      # 日志事件，全局通用
@@ -38,32 +40,3 @@ EVENT_DATARECORDER_LOG = 'eDataRecorderLog' # 行情记录日志更新事件
 
 # Wind接口相关
 EVENT_WIND_CONNECTREQ = 'eWindConnectReq'   # Wind接口请求连接事件
-
-
-#----------------------------------------------------------------------
-def test():
-    """检查是否存在内容重复的常量定义"""
-    check_dict = {}
-    
-    global_dict = globals()    
-    
-    for key, value in global_dict.items():
-        if '__' not in key:                       # 不检查python内置对象
-            if value in check_dict:
-                check_dict[value].append(key)
-            else:
-                check_dict[value] = [key]
-            
-    for key, value in check_dict.items():
-        if len(value)>1:
-            print u'存在重复的常量定义:' + str(key) 
-            for name in value:
-                print name
-            print ''
-        
-    print u'测试完毕'
-    
-
-# 直接运行脚本可以进行测试
-if __name__ == '__main__':
-    test()

vnpy/trader/vtFunction.py

@@ -33,7 +33,7 @@ def loadMongoSetting():
     """载入MongoDB数据库的配置"""
 
     try:
-        from trader.vtGlobal import globalSetting
+        from vnpy.trader.vtGlobal import globalSetting
         host = globalSetting['mongoHost']
         port = globalSetting['mongoPort']
         logging = globalSetting['mongoLogging']

vnpy/trader/vtGateway.py

@@ -0,0 +1,166 @@
+# encoding: UTF-8
+
+import time
+from datetime import datetime
+
+from vnpy.trader.vtEvent import *
+from vnpy.trader.vtConstant import *
+from vnpy.trader.vtObject import *
+
+import logging
+
+
+########################################################################
+class VtGateway(object):
+    """交易接口"""
+
+    # ----------------------------------------------------------------------
+    def __init__(self, eventEngine, gatewayName):
+        """Constructor"""
+        self.eventEngine = eventEngine
+        self.gatewayName = gatewayName
+        
+    # ----------------------------------------------------------------------
+    def onTick(self, tick):
+        """市场行情推送"""
+        # 通用事件
+        event1 = Event(type_=EVENT_TICK)
+        event1.dict_['data'] = tick
+        self.eventEngine.put(event1)
+
+        # 特定合约代码的事件
+        event2 = Event(type_=EVENT_TICK+tick.vtSymbol)
+        event2.dict_['data'] = tick
+        self.eventEngine.put(event2)
+    
+    # ----------------------------------------------------------------------
+    def onTrade(self, trade):
+        """成交信息推送"""
+        # 通用事件
+        event1 = Event(type_=EVENT_TRADE)
+        event1.dict_['data'] = trade
+        self.eventEngine.put(event1)
+        
+        # 特定合约的成交事件
+        event2 = Event(type_=EVENT_TRADE+trade.vtSymbol)
+        event2.dict_['data'] = trade
+        self.eventEngine.put(event2)        
+    
+    # ----------------------------------------------------------------------
+    def onOrder(self, order):
+        """订单变化推送"""
+        # 通用事件
+        event1 = Event(type_=EVENT_ORDER)
+        event1.dict_['data'] = order
+        self.eventEngine.put(event1)
+        
+        # 特定订单编号的事件
+        event2 = Event(type_=EVENT_ORDER+order.vtOrderID)
+        event2.dict_['data'] = order
+        self.eventEngine.put(event2)
+    
+    # ----------------------------------------------------------------------
+    def onPosition(self, position):
+        """持仓信息推送"""
+        # 通用事件
+        event1 = Event(type_=EVENT_POSITION)
+        event1.dict_['data'] = position
+        self.eventEngine.put(event1)
+        
+        # 特定合约代码的事件
+        event2 = Event(type_=EVENT_POSITION+position.vtSymbol)
+        event2.dict_['data'] = position
+        self.eventEngine.put(event2)
+    
+    # ----------------------------------------------------------------------
+    def onAccount(self, account):
+        """账户信息推送"""
+        # 通用事件
+        event1 = Event(type_=EVENT_ACCOUNT)
+        event1.dict_['data'] = account
+        self.eventEngine.put(event1)
+        
+        # 特定合约代码的事件
+        event2 = Event(type_=EVENT_ACCOUNT+account.vtAccountID)
+        event2.dict_['data'] = account
+        self.eventEngine.put(event2)
+    
+    # ----------------------------------------------------------------------
+    def onError(self, error):
+        """错误信息推送"""
+        # 通用事件
+        event1 = Event(type_=EVENT_ERROR)
+        event1.dict_['data'] = error
+        self.eventEngine.put(event1)
+
+        logMsg = u'{0}:[{1}]:{2}'.format(error.gatewayName, error.errorID,error.errorMsg )
+        # 写入本地log日志
+        logging.info(logMsg)
+        
+    # ----------------------------------------------------------------------
+    def onLog(self, log):
+        """日志推送"""
+        # 通用事件
+        event1 = Event(type_=EVENT_LOG)
+        event1.dict_['data'] = log
+        self.eventEngine.put(event1)
+
+        # 写入本地log日志
+        logging.info(log.logContent)
+
+        
+    # ----------------------------------------------------------------------
+    def onContract(self, contract):
+        """合约基础信息推送"""
+        # 通用事件
+        event1 = Event(type_=EVENT_CONTRACT)
+        event1.dict_['data'] = contract
+        self.eventEngine.put(event1)        
+    
+    # ----------------------------------------------------------------------
+    def connect(self):
+        """连接"""
+        pass
+    
+    # ----------------------------------------------------------------------
+    def subscribe(self, subscribeReq):
+        """订阅行情"""
+        pass
+    
+    # ----------------------------------------------------------------------
+    def sendOrder(self, orderReq):
+        """发单"""
+        pass
+    
+    # ----------------------------------------------------------------------
+    def cancelOrder(self, cancelOrderReq):
+        """撤单"""
+        pass
+    
+    # ----------------------------------------------------------------------
+    def qryAccount(self):
+        """查询账户资金"""
+        pass
+    
+    # ----------------------------------------------------------------------
+    def qryPosition(self):
+        """查询持仓"""
+        pass
+
+    def checkStatus(self):
+        """查询状态"""
+        return True
+
+    # ----------------------------------------------------------------------
+    def close(self):
+        """关闭"""
+        pass
+
+    
+    
+    
+    
+
+    
+    
+    

vnpy/trader/vtGlobal.py

@@ -8,7 +8,6 @@ import os
 import traceback
 import json
 
-
 globalSetting = {}      # 全局配置字典
 
 settingFileName = "VT_setting.json"

vnpy/trader/vtMain.py

@@ -6,8 +6,13 @@ import ctypes
 import platform
 
 import vtPath
-from vtEngine import MainEngine
-from uiMainWindow import *
+from vnpy.trader.vtEngine import MainEngine
+from vnpy.trader.uiMainWindow import *
+# 加载底层接口
+from vnpy.trader.gateway import ctpGateway
+
+# 初始化的接口模块，以及其指定的名称,CTP是模块，value，是该模块下的多个连接配置文件,如 CTP_JR_connect.json
+init_gateway_names = {'CTP': ['CTP', 'CTP_Prod', 'CTP_Post', 'CTP_EBF', 'CTP_JR', 'CTP_JR2']}
 
 # 文件路径名
 path = os.path.abspath(os.path.dirname(__file__))
@@ -35,7 +40,7 @@ def main():
     
     # 设置Qt的皮肤
     try:
-        from trader.vtGlobal import globalSetting
+        from vnpy.trader.vtGlobal import globalSetting
         if globalSetting['darkStyle']:
             import qdarkstyle
             app.setStyleSheet(qdarkstyle.load_stylesheet(pyside=False))
@@ -45,6 +50,10 @@ def main():
     
     # 初始化主引擎和主窗口对象
     mainEngine = MainEngine()
+
+    for gw_name in init_gateway_names['CTP']:
+        mainEngine.addGateway(ctpGateway, gw_name)
+
     mainWindow = MainWindow(mainEngine, mainEngine.eventEngine)
     mainWindow.showMaximized()
     

vnpy/trader/vtServer.py

@@ -8,7 +8,7 @@ from time import sleep
 from threading import Thread
 
 import vtPath
-import eventType
+import vtEvent
 from vnrpc import RpcServer
 from vtEngine import MainEngine