Merge branch 'dev' of https://github.com/vnpy/vnpy into okexv3

.gitignore

@@ -59,6 +59,8 @@ build/Makefile
 .gitignore
 temp/
 
-
-
+# setup.py install 临时文件
+dist
+*.egg
+*.egg-info
 

docker/gui/Dockerfile

@@ -0,0 +1,64 @@
+FROM ubuntu:16.04
+LABEL name="vnpy"
+LABEL maintainer="joans321 <xjq9296@gmail.com>"
+
+ARG user=vnpyuser
+ARG group=vnpyuser
+ARG uid=1000
+ARG gid=1000
+ARG ANACONDA=Anaconda2-4.0.0-Linux-x86_64.sh
+
+
+ENV HOME /home/${user}
+RUN groupadd -g ${gid} ${group}
+RUN useradd -d $HOME -u ${uid} -g ${gid} -m -s /bin/bash ${user}
+
+
+RUN apt-get update
+RUN apt-get install -y gcc make cmake
+RUN apt-get install -y build-essential
+RUN apt-get install -y ccache
+RUN apt-get install -y libssl-dev
+RUN apt-get install -y wget curl git
+RUN apt-get install -y gawk sed bison flex
+RUN apt-get install -y bc libelf-dev
+RUN apt-get install -y vim
+RUN apt-get install -y net-tools gdb
+RUN apt-get install -y iputils-ping
+RUN apt-get install -y libncurses-dev
+RUN apt-get install -y cpio
+RUN apt-get install -y python-dev
+RUN apt-get install -y mongodb
+RUN apt-get install -y libboost-all-dev
+RUN apt-get install -y libsnappy-dev python-snappy
+
+RUN apt-get install -y qt4-dev-tools
+RUN apt-get install -y qtbase5-dev
+RUN apt-get install -y python-pyqt5
+RUN apt-get install -y python3
+RUN apt-get install -y python3-pyqt5
+RUN apt-get install -y fonts-wqy-zenhei
+
+
+
+### Install Anaconda
+RUN curl https://repo.continuum.io/archive/${ANACONDA} -o ${ANACONDA} && \
+    /bin/bash ${ANACONDA} -b -p /opt/conda && \
+    echo "export PATH=/opt/conda/bin:\$PATH" >> /etc/bash.bashrc && \
+    rm ${ANACONDA}
+
+### Install ta-lib
+RUN curl -L -O http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz && \
+    tar -zxf ta-lib-0.4.0-src.tar.gz && \
+    cd ta-lib && \
+    ./configure --prefix=/usr && \
+    make && make install
+
+RUN rm -rf /ta-lib-0.4.0-src.tar.gz /ta-lib
+
+RUN chown ${user} -R /opt
+
+ENV QT_X11_NO_MITSHM=1
+
+WORKDIR /
+

docker/gui/README.md

@@ -0,0 +1,73 @@
+# VNPY GUI Docker 镜像
+
+该镜像提供编译及运行 vnpy 的环境。
+
+
+
+# 编译镜像
+
+~~~sh
+$ docker build . -t vnpy
+~~~
+
+
+
+# 运行镜像
+
+执行 [run.sh](./run.sh) 以 vnpyuser 用户启动容器并且把 vnpy 项目目录挂载到容器的 /srv/vnpy 目录。
+
+~~~sh
+$ ./run.sh
+vnpyuser@e6ad42871a34$ cd /srv/vnpy
+vnpyuser@e6ad42871a34:/srv/vnpy$ bash ./install.sh
+vnpyuser@e6ad42871a34:/srv/vnpy$ cd examples/VnTrader/
+vnpyuser@4abb3834d129:/srv/vnpy/examples/VnTrader$ python run.py
+~~~
+
+
+
+# Mongodb 支持
+
+// TODO : 数据保存到本地磁盘
+
+* 容器内启动方法
+
+~~~sh
+$ docker exec -u 0 -it vnpy /bin/bash
+$ mongod --smallfiles --config /etc/mongodb.conf
+~~~
+
+
+
+# Windows 支持
+
+Windows 使用 [Xming](http://www.straightrunning.com/XmingNotes/) 作为 X11 服务器，安装配置网络连接之后启动 docker 容器。
+
+
+
+# OS X 支持
+
+由于 OS X 没有自带 X11 服务器，需要手动安装后并配置允许网络客户端连接.
+
+* 安装 xquartz 作为 X11 服务器
+
+~~~sh
+$ brew cask install xquartz
+~~~
+
+* 打开 xquartz 并配置允许网络连接
+
+![xquartz config](xquartz_preferences.png)
+
+* 执行脚本启动 docker
+
+~~~sh
+$ ./run.sh
+~~~
+
+参考博客 ： [docker-for-mac-and-gui-applications](https://fredrikaverpil.github.io/2016/07/31/docker-for-mac-and-gui-applications/)
+
+
+
+
+

docker/gui/build.sh

@@ -0,0 +1,4 @@
+#!/bin/bash
+docker build . -t vnpy
+
+

docker/gui/run.sh

@@ -0,0 +1,51 @@
+#!/bin/bash
+
+THIS_DIR=$(cd `dirname $0`; pwd -P)
+TOPDIR=${THIS_DIR}/../..
+
+id=vnpyuser
+ostype=Linux
+display=
+volume="-v ${TOPDIR}:/srv/vnpy"
+timezone="-e TZ=UTC-8"
+
+
+function os_detect() {
+  osname=`uname -s`
+  case "${osname}" in
+    Linux*)  ostype=Linux;;
+    Darwin*) ostype=Mac;;
+    CYGWIN*) ostype=Cywin;;
+    MINGW*)  ostype=Mingw;;
+    *)       ostype="Unknown-${osname}"
+  esac
+  echo "Your system is : ${ostype}"
+}
+
+function osx_ip() {
+  ip=$(ifconfig en0 | grep inet | awk '$1=="inet" {print $2}')
+
+  if [ -z "$ip" ]; then
+    ip=$(ifconfig en1 | grep inet | awk '$1=="inet" {print $2}')
+  fi
+}
+
+os_detect
+if [ "${ostype}" = "Linux" ]; then
+  display="-v /tmp/.X11-unix:/tmp/.X11-unix -e DISPLAY=$DISPLAY"
+elif [ "${ostype}" = "Mac" ]; then
+  osx_ip
+  display_number=`ps -ef | grep "Xquartz :\d" | grep -v xinit | awk '{ print $9; }'`
+  display="-v /tmp/.X11-unix:/tmp/.X11-unix -e DISPLAY=${ip}${display_number}"
+  xhost + $ip
+elif [ "${ostype}" = "Cywin" ]; then
+
+elif [ "${ostype}" = "Mingw" ]; then
+
+fi
+
+docker_args="-u $id $display $volume $timezone"
+
+docker run -it -d --name vnpy $docker_args vnpy /bin/bash
+
+

install.sh

@@ -1,20 +1,33 @@
 #!/bin/bash
 
+function check_result() {
+    if [ $? -ne 0 ]; then
+        echo " "
+        echo "do command failed for $1 !!!"
+        echo " "
+        exit 1
+    fi
+}
+
 #Build ctp/lts/ib api
 pushd vnpy/api/ctp
 bash build.sh
+check_result "build api.ctp"
 popd
 
 pushd vnpy/api/lts
 bash build.sh
+check_result "build api.lts"
 popd
 
 pushd vnpy/api/xtp
 bash build.sh
+check_result "build api.xtp"
 popd
 
 pushd vnpy/api/ib
 bash build.sh
+check_result "build api.ib"
 popd
 
 #Install Python Modules

requirements.txt

@@ -13,3 +13,7 @@ gevent-websocket
 pyjwt
 ccxt
 pyqtgraph
+qtpy
+psutil
+ta-lib
+

setup.py

@@ -19,22 +19,11 @@ other financial markets.
 
 
 import os
-from setuptools import setup
+from setuptools import setup, find_packages
 
 import vnpy
 
 
-def getSubpackages(name):
-    """获取该模块下所有的子模块名称"""
-    splist = []
-
-    for dirpath, _dirnames, _filenames in os.walk(name):
-        if os.path.isfile(os.path.join(dirpath, '__init__.py')):
-            splist.append(".".join(dirpath.split(os.sep)))
-
-    return splist
-
-
 setup(
     name='vnpy',
     version=vnpy.__version__,
@@ -55,7 +44,7 @@ setup(
                  'Topic :: Office/Business :: Financial :: Investment',
                  'Programming Language :: Python :: Implementation :: CPython',
                  'License :: OSI Approved :: MIT License'],
-    packages=getSubpackages('vnpy'),
+    packages=find_packages(),
     package_data={'': ['*.json', '*.md', '*.ico',
                        '*.h', '*.cpp', '*.bash', '*.txt',
                        '*.dll', '*.lib', '*.so', '*.pyd',

vnpy/trader/gateway/bitmexGateway/bitmexGateway.py

@@ -92,7 +92,7 @@ class BitmexGateway(VtGateway):
     #----------------------------------------------------------------------
     def subscribe(self, subscribeReq):
         """订阅行情"""
-        pass
+        self.wsApi.subscribeMarketData(subscribeReq.symbol)
 
     #----------------------------------------------------------------------
     def sendOrder(self, orderReq):
@@ -274,15 +274,20 @@ class WebsocketApi(BitmexWebsocketApi):
         self.apiSecret = apiSecret
         
         for symbol in symbols:
-            tick = VtTickData()
-            tick.gatewayName = self.gatewayName
-            tick.symbol = symbol
-            tick.exchange = EXCHANGE_BITMEX
-            tick.vtSymbol = '.'.join([tick.symbol, tick.exchange])
-            self.tickDict[symbol] = tick
+            self.subscribeMarketData(symbol)
             
         self.start(testnet)
     
+    #----------------------------------------------------------------------
+    def subscribeMarketData(self, symbol):
+        """订阅行情"""
+        tick = VtTickData()
+        tick.gatewayName = self.gatewayName
+        tick.symbol = symbol
+        tick.exchange = EXCHANGE_BITMEX
+        tick.vtSymbol = '.'.join([tick.symbol, tick.exchange])
+        self.tickDict[symbol] = tick        
+        
     #----------------------------------------------------------------------
     def onConnect(self):
         """连接回调"""