Merge pull request #288 from vnpy/dev

Dev

.gitignore

@@ -1,4 +1,4 @@
-# C++源代码
+# C++源代码
 ipch/
 Release/
 
@@ -50,3 +50,4 @@ vn.lts/build/*
 vn.trader/ctaAlgo/data/*
 vn.trader/build/*
 vn.trader/dist/*
+*.bak

vn.trader/VT_setting.json

@@ -7,5 +7,5 @@
 	"mongoLogging": true,
 
 	"darkStyle": true,
-	"language": "English"
+	"language": "english"
 }

vn.trader/ctaStrategy/ctaHistoryData.py

@@ -436,6 +436,52 @@ def loadTdxCsv(fileName, dbName, symbol):
     
     print u'插入完毕，耗时：%s' % (time()-start)
     
+#----------------------------------------------------------------------
+def loadTBCsv(fileName, dbName, symbol):
+    """将TradeBlazer导出的csv格式的历史数据插入到Mongo数据库中
+        数据样本：
+        //时间,开盘价,最高价,最低价,收盘价,成交量,持仓量
+        2017/04/05 09:00,3200,3240,3173,3187,312690,2453850
+    """
+    import csv
+    
+    start = time()
+    print u'开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol)
+    
+    # 锁定集合，并创建索引
+    host, port, logging = loadMongoSetting()
+    
+    client = pymongo.MongoClient(host, port)    
+    collection = client[dbName][symbol]
+    collection.ensure_index([('datetime', pymongo.ASCENDING)], unique=True)
+    
+    # 读取数据和插入到数据库
+    reader = csv.reader(file(fileName, 'r'))
+    for d in reader:
+        if len(d[0]) > 10:
+            bar = CtaBarData()
+            bar.vtSymbol = symbol
+            bar.symbol = symbol
+            
+            bar.datetime = datetime.strptime(d[0], '%Y/%m/%d %H:%M')
+            bar.date = bar.datetime.date().strftime('%Y%m%d')
+            bar.time = bar.datetime.time().strftime('%H:%M:%S')
+            
+            bar.open = float(d[1])
+            bar.high = float(d[2])
+            bar.low = float(d[3])
+            bar.close = float(d[4])
+            
+            bar.volume = float(d[5])
+            bar.openInterest = float(d[6])
+
+            flt = {'datetime': bar.datetime}
+            collection.update_one(flt, {'$set':bar.__dict__}, upsert=True)
+            print '%s \t %s' % (bar.date, bar.time)
+    
+    print u'插入完毕，耗时：%s' % (time()-start)
+    
+    
 if __name__ == '__main__':
     ## 简单的测试脚本可以写在这里
     #from time import sleep

vn.trader/ctaStrategy/language/__init__.py

@@ -5,7 +5,7 @@ import os
 import traceback
 
 # 默认设置
-from Chinese import text
+from chinese import text
 
 # 获取目录上级路径
 path = os.path.abspath(os.path.join(os.path.dirname(__file__), '..', '..'))
@@ -16,8 +16,8 @@ SETTING_FILENAME = os.path.join(path, SETTING_FILENAME)
 try:
     f = file(SETTING_FILENAME)
     setting = json.load(f)
-    if setting['language'] == 'English':
+    if setting['language'] == 'english':
-        from English import text
+        from english import text
     f.close()
 except:
     traceback.print_exc()

vn.trader/dataRecorder/language/__init__.py

@@ -5,7 +5,7 @@ import os
 import traceback
 
 # 默认设置
-from Chinese import text
+from chinese import text
 
 # 获取目录上级路径
 path = os.path.abspath(os.path.join(os.path.dirname(__file__), '..', '..'))
@@ -16,8 +16,8 @@ SETTING_FILENAME = os.path.join(path, SETTING_FILENAME)
 try:
     f = file(SETTING_FILENAME)
     setting = json.load(f)
-    if setting['language'] == 'English':
+    if setting['language'] == 'english':
-        from English import text
+        from english import text
     f.close()
 except:
     traceback.print_exc()

vn.trader/gateway/ctpGateway/CTP_connect.json

@@ -1,7 +1,7 @@
 {
     "brokerID": "9999", 
     "tdAddress": "tcp://180.168.146.187:10000", 
-    "password": "simnow申请", 
+    "password": "19890624", 
-    "mdAddress": "tcp://180.168.212.228:41213", 
+    "mdAddress": "tcp://180.168.146.187:10010", 
-    "userID": "simnow申请"
+    "userID": "000300"
 }

vn.trader/gateway/ctpGateway/ctpGateway.py

@@ -710,6 +710,7 @@ class CtpTdApi(TdApi):
         pos.positionProfit += data['PositionProfit']
         
         # 计算持仓均价
+        if pos.position:
             pos.price = (cost + data['PositionCost']) / pos.position
         
         # 读取冻结

vn.trader/gateway/ctpGateway/language/__init__.py

@@ -5,10 +5,10 @@ import os
 import traceback
 
 # 默认设置
-from Chinese import text
+from chinese import text
 
 # 获取目录上级路径
-path = os.path.abspath(os.path.join(os.path.dirname(__file__), '..', '..'))
+path = os.path.abspath(os.path.join(os.path.dirname(__file__), '..', '..', '..'))
 SETTING_FILENAME = 'VT_setting.json'
 SETTING_FILENAME = os.path.join(path, SETTING_FILENAME)
 
@@ -16,8 +16,8 @@ SETTING_FILENAME = os.path.join(path, SETTING_FILENAME)
 try:
     f = file(SETTING_FILENAME)
     setting = json.load(f)
-    if setting['language'] == 'English':
+    if setting['language'] == 'english':
-        from English import text
+        from english import text
     f.close()
 except:
     traceback.print_exc()

vn.trader/gateway/ibGateway/language/__init__.py

@@ -5,10 +5,10 @@ import os
 import traceback
 
 # 默认设置
-from Chinese import text
+from chinese import text
 
 # 获取目录上级路径
-path = os.path.abspath(os.path.join(os.path.dirname(__file__), '..', '..'))
+path = os.path.abspath(os.path.join(os.path.dirname(__file__), '..', '..', '..'))
 SETTING_FILENAME = 'VT_setting.json'
 SETTING_FILENAME = os.path.join(path, SETTING_FILENAME)
 
@@ -16,8 +16,8 @@ SETTING_FILENAME = os.path.join(path, SETTING_FILENAME)
 try:
     f = file(SETTING_FILENAME)
     setting = json.load(f)
-    if setting['language'] == 'English':
+    if setting['language'] == 'english':
-        from English import text
+        from english import text
     f.close()
 except:
     traceback.print_exc()

vn.trader/language/__init__.py

@@ -4,7 +4,7 @@ import json
 import os
 
 # 默认设置
-from Chinese import text, constant
+from chinese import text, constant
 
 # 获取目录上级路径
 path = os.path.abspath(os.path.join(os.path.dirname(__file__), '..'))
@@ -15,8 +15,8 @@ SETTING_FILENAME = os.path.join(path, SETTING_FILENAME)
 try:
     f = file(SETTING_FILENAME)
     setting = json.load(f)
-    if setting['language'] == 'English':
+    if setting['language'] == 'english':
-        from English import text, constant
+        from english import text, constant
     f.close()
 except:
     pass

vn.trader/language/chinese/text.py

@@ -124,3 +124,10 @@ CONNECT = u'连接'
 
 CPU_MEMORY_INFO = u'CPU使用率：{cpu}%   内存使用率：{memory}%'
 CONFIRM_EXIT = u'确认退出？'
+
+GATEWAY_NOT_EXIST = u'接口不存在：{gateway}'
+DATABASE_CONNECTING_COMPLETED = u'MongoDB连接成功'
+DATABASE_CONNECTING_FAILED = u'MongoDB连接失败'
+DATA_INSERT_FAILED = u'数据插入失败，MongoDB没有连接'
+DATA_QUERY_FAILED = u'数据查询失败，MongoDB没有连接'
+DATA_UPDATE_FAILED = u'数据更新失败，MongoDB没有连接'

vn.trader/language/english/text.py

@@ -87,11 +87,11 @@ ASK_PRICE_3 = u'Ask Price 3'
 ASK_PRICE_4 = u'Ask Price 4'
 ASK_PRICE_5 = u'Ask Price 5'
 
-BID_VOLUME_1 = u'Bid Price 1'
+BID_VOLUME_1 = u'Bid Volume 1'
-BID_VOLUME_2 = u'Bid Price 2'
+BID_VOLUME_2 = u'Bid Volume 2'
-BID_VOLUME_3 = u'Bid Price 3'
+BID_VOLUME_3 = u'Bid Volume 3'
-BID_VOLUME_4 = u'Bid Price 4'
+BID_VOLUME_4 = u'Bid Volume 4'
-BID_VOLUME_5 = u'Bid Price 5'
+BID_VOLUME_5 = u'Bid Volume 5'
 ASK_VOLUME_1 = u'Ask Volume 1'
 ASK_VOLUME_2 = u'Ask Volume 2'
 ASK_VOLUME_3 = u'Ask Volume 3'
@@ -124,3 +124,10 @@ CONNECT = u'Connect '
 
 CPU_MEMORY_INFO = u'CPU Usage：{cpu}%   Memory Usage：{memory}%'
 CONFIRM_EXIT = u'Confirm Exit？'
+
+GATEWAY_NOT_EXIST = u"Can't find the gateway：{gateway}"
+DATABASE_CONNECTING_COMPLETED = u'MongoDB is connected.'
+DATABASE_CONNECTING_FAILED = u'Failed to connect to MongoDB.'
+DATA_INSERT_FAILED = u'Data insert failed，please connect MongoDB first.'
+DATA_QUERY_FAILED = u'Data query failed, please connect MongoDB first.'
+DATA_UPDATE_FAILED = u'Data update failed, please connect MongoDB first.'

vn.trader/riskManager/language/__init__.py

@@ -5,7 +5,7 @@ import os
 import traceback
 
 # 默认设置
-from Chinese import text
+from chinese import text
 
 # 获取目录上级路径
 path = os.path.abspath(os.path.join(os.path.dirname(__file__), '..', '..'))
@@ -16,8 +16,8 @@ SETTING_FILENAME = os.path.join(path, SETTING_FILENAME)
 try:
     f = file(SETTING_FILENAME)
     setting = json.load(f)
-    if setting['language'] == 'English':
+    if setting['language'] == 'english':
-        from English import text
+        from english import text
     f.close()
 except:
     traceback.print_exc()

vn.trader/vtEngine.py

@@ -10,6 +10,7 @@ from pymongo.errors import ConnectionFailure
 from eventEngine import *
 from vtGateway import *
 from vtFunction import loadMongoSetting
+from language import text
 
 from gateway import GATEWAY_DICT
 from ctaStrategy.ctaEngine import CtaEngine
@@ -75,7 +76,7 @@ class MainEngine(object):
             # 接口连接后自动执行数据库连接的任务
             self.dbConnect()
         else:
-            self.writeLog(u'接口不存在：%s' %gatewayName)
+            self.writeLog(text.GATEWAY_NOT_EXIST.format(gateway=gatewayName))
         
     #----------------------------------------------------------------------
     def subscribe(self, subscribeReq, gatewayName):
@@ -84,7 +85,7 @@ class MainEngine(object):
             gateway = self.gatewayDict[gatewayName]
             gateway.subscribe(subscribeReq)
         else:
-            self.writeLog(u'接口不存在：%s' %gatewayName)        
+            self.writeLog(text.GATEWAY_NOT_EXIST.format(gateway=gatewayName))        
         
     #----------------------------------------------------------------------
     def sendOrder(self, orderReq, gatewayName):
@@ -97,7 +98,7 @@ class MainEngine(object):
             gateway = self.gatewayDict[gatewayName]
             return gateway.sendOrder(orderReq)
         else:
-            self.writeLog(u'接口不存在：%s' %gatewayName)        
+            self.writeLog(text.GATEWAY_NOT_EXIST.format(gateway=gatewayName))        
     
     #----------------------------------------------------------------------
     def cancelOrder(self, cancelOrderReq, gatewayName):
@@ -106,7 +107,8 @@ class MainEngine(object):
             gateway = self.gatewayDict[gatewayName]
             gateway.cancelOrder(cancelOrderReq)
         else:
-            self.writeLog(u'接口不存在：%s' %gatewayName)        
+            self.writeLog(text.GATEWAY_NOT_EXIST.format(gateway=gatewayName))
+            
         
     #----------------------------------------------------------------------
     def qryAccount(self, gatewayName):
@@ -115,7 +117,7 @@ class MainEngine(object):
             gateway = self.gatewayDict[gatewayName]
             gateway.qryAccount()
         else:
-            self.writeLog(u'接口不存在：%s' %gatewayName)        
+            self.writeLog(text.GATEWAY_NOT_EXIST.format(gateway=gatewayName))        
         
     #----------------------------------------------------------------------
     def qryPosition(self, gatewayName):
@@ -124,7 +126,7 @@ class MainEngine(object):
             gateway = self.gatewayDict[gatewayName]
             gateway.qryPosition()
         else:
-            self.writeLog(u'接口不存在：%s' %gatewayName)        
+            self.writeLog(text.GATEWAY_NOT_EXIST.format(gateway=gatewayName))        
         
     #----------------------------------------------------------------------
     def exit(self):
@@ -165,14 +167,14 @@ class MainEngine(object):
                 # 调用server_info查询服务器状态，防止服务器异常并未连接成功
                 self.dbClient.server_info()
 
-                self.writeLog(u'MongoDB连接成功')
+                self.writeLog(text.DATABASE_CONNECTING_COMPLETED)
                 
                 # 如果启动日志记录，则注册日志事件监听函数
                 if logging:
                     self.eventEngine.register(EVENT_LOG, self.dbLogging)
                     
             except ConnectionFailure:
-                self.writeLog(u'MongoDB连接失败')
+                self.writeLog(text.DATABASE_CONNECTING_FAILED)
     
     #----------------------------------------------------------------------
     def dbInsert(self, dbName, collectionName, d):
@@ -182,7 +184,7 @@ class MainEngine(object):
             collection = db[collectionName]
             collection.insert_one(d)
         else:
-            self.writeLog(u'数据插入失败，MongoDB没有连接')
+            self.writeLog(text.DATA_INSERT_FAILED)
     
     #----------------------------------------------------------------------
     def dbQuery(self, dbName, collectionName, d):
@@ -196,7 +198,7 @@ class MainEngine(object):
             else:
                 return []
         else:
-            self.writeLog(u'数据查询失败，MongoDB没有连接')   
+            self.writeLog(text.DATA_QUERY_FAILED)   
             return []
         
     #----------------------------------------------------------------------
@@ -207,7 +209,7 @@ class MainEngine(object):
             collection = db[collectionName]
             collection.replace_one(flt, d, upsert)
         else:
-            self.writeLog(u'数据更新失败，MongoDB没有连接')        
+            self.writeLog(text.DATA_UPDATE_FAILED)        
             
     #----------------------------------------------------------------------
     def dbLogging(self, event):