[Add]增加OM策略模块的GUI组件

vnpy/trader/app/optionMaster/omBase.py

@@ -19,6 +19,7 @@ OM_DB_NAME = 'VnTrader_OptionMaster_Db'
 
 # 事件定义
 EVENT_OM_LOG = 'eOmLog'
+EVENT_OM_STRATEGY = 'eOmStrategy'
 
 
 ########################################################################

vnpy/trader/app/optionMaster/omEngine.py

@@ -20,7 +20,7 @@ from vnpy.trader.vtConstant import (PRODUCT_OPTION, OPTION_CALL, OPTION_PUT,
 from vnpy.pricing import black, bs, crr
 
 from .omBase import (OmOption, OmUnderlying, OmChain, OmPortfolio,
-                     EVENT_OM_LOG,
+                     EVENT_OM_LOG, EVENT_OM_STRATEGY,
                      OM_DB_NAME)
 from .strategy import STRATEGY_CLASS
 
@@ -50,6 +50,8 @@ class OmEngine(object):
         self.portfolio = None
         self.optionContractDict = {}      # symbol:contract
         
+        self.strategyEngine = OmStrategyEngine(self, eventEngine)
+        
         self.registerEvent()
     
     #----------------------------------------------------------------------
@@ -226,7 +228,7 @@ class OmEngine(object):
 ########################################################################
 class OmStrategyEngine(object):
     """策略引擎"""
-    settingFileName = 'OM_setting.json'
+    settingFileName = 'strategy_setting.json'
     settingfilePath = getJsonPath(settingFileName, __file__)    
 
     #----------------------------------------------------------------------
@@ -249,7 +251,7 @@ class OmStrategyEngine(object):
         """注册事件监听"""
         self.eventEngine.register(EVENT_TICK, self.processTickEvent)
         self.eventEngine.register(EVENT_TRADE, self.processTradeEvent)
-        self.eventEngine.register(EVENT_ORDER, self.processOrdervent)
+        self.eventEngine.register(EVENT_ORDER, self.processOrderEvent)
         self.eventEngine.register(EVENT_TIMER, self.processTimerEvent)
     
     #----------------------------------------------------------------------
@@ -449,5 +451,57 @@ class OmStrategyEngine(object):
     def getPortfolio(self):
         """获取持仓组合信息"""
         return self.portfolio
-        
     
+    #----------------------------------------------------------------------
+    def putStrategyEvent(self, name):
+        """触发策略状态变化事件（通常用于通知GUI更新）"""
+        event = Event(EVENT_OM_STRATEGY+name)
+        self.eventEngine.put(event)
+
+    #----------------------------------------------------------------------
+    def getStrategyVar(self, name):
+        """获取策略当前的变量字典"""
+        if name in self.strategyDict:
+            strategy = self.strategyDict[name]
+            varDict = OrderedDict()
+            
+            for key in strategy.varList:
+                varDict[key] = strategy.__getattribute__(key)
+            
+            return varDict
+        else:
+            self.writeLog(u'策略实例不存在：' + name)    
+            return None
+    
+    #----------------------------------------------------------------------
+    def getStrategyParam(self, name):
+        """获取策略的参数字典"""
+        if name in self.strategyDict:
+            strategy = self.strategyDict[name]
+            paramDict = OrderedDict()
+            
+            for key in strategy.paramList:  
+                paramDict[key] = strategy.__getattribute__(key)
+            
+            return paramDict
+        else:
+            self.writeLog(u'策略实例不存在：' + name)    
+            return None    
+    
+    #----------------------------------------------------------------------
+    def initAll(self):
+        """全部初始化"""
+        for name in self.strategyDict.keys():
+            self.initStrategy(name)
+    
+    #----------------------------------------------------------------------
+    def startAll(self):
+        """全部启动"""
+        for name in self.strategyDict.keys():
+            self.startStrategy(name)        
+            
+    #----------------------------------------------------------------------
+    def stopAll(self):
+        """全部停止"""
+        for name in self.strategyDict.keys():
+            self.stopStrategy(name)       

vnpy/trader/app/optionMaster/omStrategy.py

@@ -127,4 +127,11 @@ class OmStrategyTemplate(object):
         """获取持仓组合信息"""
         return self.engine.getPortfolio()
     
+    #----------------------------------------------------------------------
+    def putEvent(self):
+        """发出GUI更新通知"""
+        self.engine.putStrategyEvent(self.name)
+    
+
+    
     

vnpy/trader/app/optionMaster/strategy_setting.json

@@ -0,0 +1,7 @@
+[
+    {
+        "name": "double ema",
+        "className": "EmaDemoStrategy",
+        "vtSymbol": "IF1706"
+    }
+]

vnpy/trader/app/optionMaster/uiOmStrategyManager.py

@@ -0,0 +1,269 @@
+# encoding: UTF-8
+
+'''
+OM策略引擎的GUI控制组件
+'''
+
+
+from vnpy.event import Event
+from vnpy.trader.vtEvent import *
+from vnpy.trader.uiBasicWidget import QtGui, QtCore, QtWidgets, BasicCell
+
+from .omBase import EVENT_OM_LOG, EVENT_OM_STRATEGY
+
+
+########################################################################
+class ValueMonitor(QtWidgets.QTableWidget):
+    """参数监控"""
+
+    #----------------------------------------------------------------------
+    def __init__(self, parent=None):
+        """Constructor"""
+        super(ValueMonitor, self).__init__(parent)
+        
+        self.keyCellDict = {}
+        self.data = None
+        self.inited = False
+        
+        self.initUi()
+        
+    #----------------------------------------------------------------------
+    def initUi(self):
+        """初始化界面"""
+        self.setRowCount(1)
+        self.verticalHeader().setVisible(False)
+        self.setEditTriggers(self.NoEditTriggers)
+        
+        self.setMaximumHeight(self.sizeHint().height())
+        
+    #----------------------------------------------------------------------
+    def updateData(self, data):
+        """更新数据"""
+        if not self.inited:
+            self.setColumnCount(len(data))
+            self.setHorizontalHeaderLabels(data.keys())
+            
+            col = 0
+            for k, v in data.items():
+                cell = QtWidgets.QTableWidgetItem(unicode(v))
+                self.keyCellDict[k] = cell
+                self.setItem(0, col, cell)
+                col += 1
+            
+            self.inited = True
+        else:
+            for k, v in data.items():
+                cell = self.keyCellDict[k]
+                cell.setText(unicode(v))
+
+
+########################################################################
+class StrategyManager(QtWidgets.QGroupBox):
+    """策略管理组件"""
+    signal = QtCore.Signal(type(Event()))
+
+    #----------------------------------------------------------------------
+    def __init__(self, engine, eventEngine, name, parent=None):
+        """Constructor"""
+        super(StrategyManager, self).__init__(parent)
+        
+        self.engine = engine
+        self.eventEngine = eventEngine
+        self.name = name
+        
+        self.initUi()
+        self.updateMonitor()
+        self.registerEvent()
+        
+    #----------------------------------------------------------------------
+    def initUi(self):
+        """初始化界面"""
+        self.setTitle(self.name)
+        
+        self.paramMonitor = ValueMonitor(self)
+        self.varMonitor = ValueMonitor(self)
+        
+        height = 65
+        self.paramMonitor.setFixedHeight(height)
+        self.varMonitor.setFixedHeight(height)
+        
+        buttonInit = QtWidgets.QPushButton(u'初始化')
+        buttonStart = QtWidgets.QPushButton(u'启动')
+        buttonStop = QtWidgets.QPushButton(u'停止')
+        buttonInit.clicked.connect(self.init)
+        buttonStart.clicked.connect(self.start)
+        buttonStop.clicked.connect(self.stop)
+        
+        hbox1 = QtWidgets.QHBoxLayout()     
+        hbox1.addWidget(buttonInit)
+        hbox1.addWidget(buttonStart)
+        hbox1.addWidget(buttonStop)
+        hbox1.addStretch()
+        
+        hbox2 = QtWidgets.QHBoxLayout()
+        hbox2.addWidget(self.paramMonitor)
+        
+        hbox3 = QtWidgets.QHBoxLayout()
+        hbox3.addWidget(self.varMonitor)
+        
+        vbox = QtWidgets.QVBoxLayout()
+        vbox.addLayout(hbox1)
+        vbox.addLayout(hbox2)
+        vbox.addLayout(hbox3)
+
+        self.setLayout(vbox)
+        
+    #----------------------------------------------------------------------
+    def updateMonitor(self, event=None):
+        """显示策略最新状态"""
+        paramDict = self.engine.getStrategyParam(self.name)
+        if paramDict:
+            self.paramMonitor.updateData(paramDict)
+            
+        varDict = self.engine.getStrategyVar(self.name)
+        if varDict:
+            self.varMonitor.updateData(varDict)        
+            
+    #----------------------------------------------------------------------
+    def registerEvent(self):
+        """注册事件监听"""
+        self.signal.connect(self.updateMonitor)
+        self.eventEngine.register(EVENT_OM_STRATEGY+self.name, self.signal.emit)
+    
+    #----------------------------------------------------------------------
+    def init(self):
+        """初始化策略"""
+        self.engine.initStrategy(self.name)
+    
+    #----------------------------------------------------------------------
+    def start(self):
+        """启动策略"""
+        self.engine.startStrategy(self.name)
+        
+    #----------------------------------------------------------------------
+    def stop(self):
+        """停止策略"""
+        self.engine.stopStrategy(self.name)
+
+
+########################################################################
+class StrategyEngineManager(QtWidgets.QWidget):
+    """引擎管理组件"""
+    signal = QtCore.Signal(type(Event()))
+
+    #----------------------------------------------------------------------
+    def __init__(self, omEngine, parent=None):
+        """Constructor"""
+        super(StrategyEngineManager, self).__init__(parent)
+        
+        self.engine = omEngine.strategyEngine
+        self.eventEngine = omEngine.eventEngine
+        
+        self.strategyLoaded = False
+        
+        self.initUi()
+        self.registerEvent()
+        
+        # 记录日志
+        self.engine.writeLog(u'期权策略引擎启动')        
+        
+    #----------------------------------------------------------------------
+    def initUi(self):
+        """初始化界面"""
+        self.setWindowTitle(u'期权策略')
+        
+        # 按钮
+        loadButton = QtWidgets.QPushButton(u'加载策略')
+        initAllButton = QtWidgets.QPushButton(u'全部初始化')
+        startAllButton = QtWidgets.QPushButton(u'全部启动')
+        stopAllButton = QtWidgets.QPushButton(u'全部停止')
+        
+        loadButton.clicked.connect(self.load)
+        initAllButton.clicked.connect(self.initAll)
+        startAllButton.clicked.connect(self.startAll)
+        stopAllButton.clicked.connect(self.stopAll)
+        
+        # 滚动区域，放置所有的StrategyManager
+        self.scrollArea = QtWidgets.QScrollArea()
+        self.scrollArea.setWidgetResizable(True)
+        
+        # 日志监控
+        self.ctaLogMonitor = QtWidgets.QTextEdit()
+        self.ctaLogMonitor.setReadOnly(True)
+        self.ctaLogMonitor.setMaximumHeight(200)
+        
+        # 设置布局
+        hbox2 = QtWidgets.QHBoxLayout()
+        hbox2.addWidget(loadButton)
+        hbox2.addWidget(initAllButton)
+        hbox2.addWidget(startAllButton)
+        hbox2.addWidget(stopAllButton)
+        hbox2.addStretch()
+        
+        vbox = QtWidgets.QVBoxLayout()
+        vbox.addLayout(hbox2)
+        vbox.addWidget(self.scrollArea)
+        vbox.addWidget(self.ctaLogMonitor)
+        self.setLayout(vbox)
+        
+    #----------------------------------------------------------------------
+    def initStrategyManager(self):
+        """初始化策略管理组件界面"""        
+        w = QtWidgets.QWidget()
+        vbox = QtWidgets.QVBoxLayout()
+        
+        for name in self.engine.strategyDict.keys():
+            strategyManager = StrategyManager(self.engine, self.eventEngine, name)
+            vbox.addWidget(strategyManager)
+        
+        vbox.addStretch()
+        
+        w.setLayout(vbox)
+        self.scrollArea.setWidget(w)   
+        
+    #----------------------------------------------------------------------
+    def initAll(self):
+        """全部初始化"""
+        self.engine.initAll()    
+            
+    #----------------------------------------------------------------------
+    def startAll(self):
+        """全部启动"""
+        self.engine.startAll()
+            
+    #----------------------------------------------------------------------
+    def stopAll(self):
+        """全部停止"""
+        self.engine.stopAll()
+            
+    #----------------------------------------------------------------------
+    def load(self):
+        """加载策略"""
+        if not self.strategyLoaded:
+            self.engine.loadSetting()
+            self.initStrategyManager()
+            self.strategyLoaded = True
+            self.engine.writeLog(u'策略加载成功')
+        
+    #----------------------------------------------------------------------
+    def updateLog(self, event):
+        """更新相关日志"""
+        log = event.dict_['data']
+        content = '\t'.join([log.logTime, log.logContent])
+        self.ctaLogMonitor.append(content)
+    
+    #----------------------------------------------------------------------
+    def registerEvent(self):
+        """注册事件监听"""
+        self.signal.connect(self.updateLog)
+        self.eventEngine.register(EVENT_OM_LOG, self.signal.emit)
+
+    
+    
+    
+    
+
+
+
+    
+    

vnpy/trader/app/optionMaster/uiOmWidget.py

@@ -13,6 +13,7 @@ from .uiOmManualTrader import ManualTrader
 from .uiOmGreeksMonitor import GreeksMonitor
 from .uiOmVolatilityManager import VolatilityChart, VolatilityManager
 from .uiOmAnalysisManager import AnalysisManager
+from .uiOmStrategyManager import StrategyEngineManager
 
 
 ########################################################################
@@ -75,6 +76,10 @@ class OmManager(QtWidgets.QWidget):
         self.buttonAnalysisManager.clicked.connect(self.openAnalysisManager)
         self.buttonAnalysisManager.setDisabled(True)
         
+        self.buttonStrategyManager = QtWidgets.QPushButton(u'策略交易')
+        self.buttonStrategyManager.clicked.connect(self.openStrategyManager)
+        self.buttonStrategyManager.setDisabled(True)        
+        
         self.logMonitor = QtWidgets.QTextEdit()
         self.logMonitor.setReadOnly(True)
         
@@ -86,6 +91,7 @@ class OmManager(QtWidgets.QWidget):
         hbox.addWidget(self.buttonVolatilityChart)
         hbox.addWidget(self.buttonVolatilityManager)
         hbox.addWidget(self.buttonAnalysisManager)
+        hbox.addWidget(self.buttonStrategyManager)
         hbox.addStretch()
         
         hbox2 = QtWidgets.QHBoxLayout()
@@ -123,6 +129,7 @@ class OmManager(QtWidgets.QWidget):
         self.buttonVolatilityChart.setEnabled(True)
         self.buttonVolatilityManager.setEnabled(True)
         self.buttonAnalysisManager.setEnabled(True)
+        self.buttonStrategyManager.setEnabled(True)
         
     #----------------------------------------------------------------------
     def writeLog(self, content, time=''):
@@ -182,7 +189,16 @@ class OmManager(QtWidgets.QWidget):
             self.widgetDict['analysisManager'].showMaximized()
         except KeyError:
             self.widgetDict['analysisManager'] = AnalysisManager(self.omEngine)
-            self.widgetDict['analysisManager'].showMaximized()     
+            self.widgetDict['analysisManager'].showMaximized()  
+            
+    #----------------------------------------------------------------------
+    def openStrategyManager(self):
+        """打开策略交易组件"""
+        try:
+            self.widgetDict['strategyManager'].showMaximized()
+        except KeyError:
+            self.widgetDict['strategyManager'] = StrategyEngineManager(self.omEngine)
+            self.widgetDict['strategyManager'].showMaximized()  
 
     #----------------------------------------------------------------------
     def close(self):