[Mod] change RiskManager to use QDialog

tests/trader/run.py

@@ -25,6 +25,7 @@ from vnpy.app.csv_loader import CsvLoaderApp
 from vnpy.app.algo_trading import AlgoTradingApp
 from vnpy.app.cta_backtester import CtaBacktesterApp
 from vnpy.app.data_recorder import DataRecorderApp
+from vnpy.app.risk_manager import RiskManagerApp
 
 
 def main():
@@ -55,6 +56,7 @@ def main():
     main_engine.add_app(CsvLoaderApp)
     main_engine.add_app(AlgoTradingApp)
     main_engine.add_app(DataRecorderApp)
+    main_engine.add_app(RiskManagerApp)
 
     main_window = MainWindow(main_engine, event_engine)
     main_window.showMaximized()

vnpy/app/risk_manager/__init__.py

@@ -8,7 +8,7 @@ class RiskManagerApp(BaseApp):
     app_name = APP_NAME
     app_module = __module__
     app_path = Path(__file__).parent
-    display_name = "风险控制"
+    display_name = "交易风控"
     engine_class = RiskManagerEngine
     widget_name = "RiskManager"
-    icon_name = "risk_manager.ico"
+    icon_name = "rm.ico"

vnpy/app/risk_manager/engine.py

@@ -15,32 +15,42 @@ APP_NAME = "RiskManager"
 class RiskManagerEngine(BaseEngine):
     """"""
     setting_filename = "risk_manager_setting.json"
-    
+
     def __init__(self, main_engine: MainEngine, event_engine: EventEngine):
         """"""
         super().__init__(main_engine, event_engine, APP_NAME)
-        
+
         self.main_engine = main_engine
         self.event_engine = event_engine
-        
+
         self.active = False
-        self.order_flow_count = 0    
-        self.order_flow_limit = 50     
-        self.order_flow_clear = 1     
-        self.order_flow_timer = 0    
-        self.order_size_limit = 100   
-        self.trade_count = 0      
-        self.trade_limit = 1000         
-        self.order_cancel_limit = 10  
-        self.order_cancel_counts = defaultdict(int)          
-        self.active_order_limit = 20 
-        
-        # Patch send order function of MainEngine
-        self._send_order = self.main_engine.send_order
-        self.main_engine.send_order = self.send_order
+
+        self.order_flow_count = 0
+        self.order_flow_limit = 50
+
+        self.order_flow_clear = 1
+        self.order_flow_timer = 0
+
+        self.order_size_limit = 100
+
+        self.trade_count = 0
+        self.trade_limit = 1000
+
+        self.order_cancel_limit = 500
+        self.order_cancel_counts = defaultdict(int)
+
+        self.active_order_limit = 50
 
         self.load_setting()
         self.register_event()
+        self.patch_send_order()
+
+    def patch_send_order(self):
+        """
+        Patch send order function of MainEngine.
+        """
+        self._send_order = self.main_engine.send_order
+        self.main_engine.send_order = self.send_order
 
     def send_order(self, req: OrderRequest, gateway_name: str):
         """"""
@@ -49,20 +59,23 @@ class RiskManagerEngine(BaseEngine):
             return ""
 
         return self._send_order(req, gateway_name)
-  
-    def load_setting(self):
-        """"""
-        setting = load_json(self.setting_filename)
 
-        self.active = setting.get("active", self.active)
-        self.order_flow_limit = setting.get("order_flow_limit", self.order_flow_count)
-        self.order_flow_clear = setting.get("order_flow_clear", self.order_flow_clear)
-        self.order_size_limit = setting.get("order_size_limit", self.order_size_limit)
-        self.trade_limit = setting.get("trade_limit", self.trade_limit)
-        self.active_order_limit = setting.get("active_order_limit", self.active_order_limit)
-        self.order_cancel_limit = setting.get("order_cancel_limit", self.order_cancel_limit)            
-   
-    def save_setting(self):
+    def update_setting(self, setting: dict):
+        """"""
+        self.active = setting["active"]
+        self.order_flow_limit = setting["order_flow_limit"]
+        self.order_flow_clear = setting["order_flow_clear"]
+        self.order_size_limit = setting["order_size_limit"]
+        self.trade_limit = setting["trade_limit"]
+        self.active_order_limit = setting["active_order_limit"]
+        self.order_cancel_limit = setting["order_cancel_limit"]
+
+        if self.active:
+            self.write_log("交易风控功能启动")
+        else:
+            self.write_log("交易风控功能停止")
+
+    def get_setting(self):
         """"""
         setting = {
             "active": self.active,
@@ -73,27 +86,39 @@ class RiskManagerEngine(BaseEngine):
             "active_order_limit": self.active_order_limit,
             "order_cancel_limit": self.order_cancel_limit,
         }
+        return setting
 
+    def load_setting(self):
+        """"""
+        setting = load_json(self.setting_filename)
+        if not setting:
+            return
+
+        self.update_setting(setting)
+
+    def save_setting(self):
+        """"""
+        setting = self.get_setting()
         save_json(self.setting_filename, setting)
-   
+
     def register_event(self):
         """"""
         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_ORDER, self.process_order_event)
-            
+
     def process_order_event(self, event: Event):
         """"""
         order = event.data
         if order.status != Status.CANCELLED:
-            return       
+            return
         self.order_cancel_counts[order.symbol] += 1
-   
+
     def process_trade_event(self, event: Event):
         """"""
         trade = event.data
         self.trade_count += trade.volume
-    
+
     def process_timer_event(self, event: Event):
         """"""
         self.order_flow_timer += 1
@@ -101,9 +126,9 @@ class RiskManagerEngine(BaseEngine):
         if self.order_flow_timer >= self.order_flow_clear:
             self.order_flow_count = 0
             self.order_flow_timer = 0
-   
-    def write_risk_log(self, msg: str):
-        """"""  
+
+    def write_log(self, msg: str):
+        """"""
         log = LogData(msg=msg, gateway_name="RiskManager")
         event = Event(type=EVENT_LOG, data=log)
         self.event_engine.put(event)
@@ -115,81 +140,39 @@ class RiskManagerEngine(BaseEngine):
 
         # Check order volume
         if req.volume <= 0:
-            self.write_risk_log("委托数量必须大于0")
+            self.write_log("委托数量必须大于0")
             return False
-        
+
         if req.volume > self.order_size_limit:
-            self.write_risk_log(f"单笔委托数量{req.volume}，超过限制{self.order_size_limit}")
+            self.write_log(
+                f"单笔委托数量{req.volume}，超过限制{self.order_size_limit}")
             return False
 
         # Check trade volume
         if self.trade_count >= self.trade_limit:
-            self.write_risk_log(f"今日总成交合约数量{self.trade_count}，超过限制{self.trade_limit}")
+            self.write_log(
+                f"今日总成交合约数量{self.trade_count}，超过限制{self.trade_limit}")
             return False
 
         # Check flow count
         if self.order_flow_count >= self.order_flow_limit:
-            self.write_risk_log(f"委托流数量{self.order_flow_count}，超过限制每{self.order_flow_clear}秒{self.order_flow_limit}次")
+            self.write_log(
+                f"委托流数量{self.order_flow_count}，超过限制每{self.order_flow_clear}秒{self.order_flow_limit}次")
             return False
 
         # Check all active orders
         active_order_count = len(self.main_engine.get_all_active_orders())
         if active_order_count >= self.active_order_limit:
-            self.write_risk_log(f"当前活动委托次数{active_order_count}，超过限制{self.active_order_limit}")
+            self.write_log(
+                f"当前活动委托次数{active_order_count}，超过限制{self.active_order_limit}")
             return False
 
         # Check order cancel counts
-        if req.symbol in self.order_cancel_counts and self.order_cancel_counts[req.symbol] >= self.order_cancel_limit:           
-            self.write_risk_log(f"当日{req.symbol}撤单次数{self.order_cancel_counts[req.symbol]}，超过限制{self.order_cancel_limit}")
+        if req.symbol in self.order_cancel_counts and self.order_cancel_counts[req.symbol] >= self.order_cancel_limit:
+            self.write_log(
+                f"当日{req.symbol}撤单次数{self.order_cancel_counts[req.symbol]}，超过限制{self.order_cancel_limit}")
             return False
 
         # Add flow count if pass all checks
         self.order_flow_count += 1
         return True
-    
-    def clear_order_flow_count(self):
-        """"""
-        self.order_flow_count = 0
-        self.write_risk_log("清空流控计数")
-    
-    def clear_trade_count(self):
-        """"""
-        self.trade_count = 0
-        self.write_risk_log("清空总成交计数")
-   
-    def set_order_flow_limit(self, n):
-        """"""
-        self.order_flow_limit = n
-   
-    def set_order_flow_clear(self, n):
-        """"""
-        self.order_flow_clear = n
-    
-    def set_order_size_limit(self, n):
-        """"""
-        self.order_size_limit = n
-   
-    def set_trade_limit(self, n):
-        """"""
-        self.trade_limit = n
-   
-    def set_active_order_limit(self, n):
-        """"""
-        self.active_order_limit = n
-   
-    def set_order_cancel_limit(self, n):
-        """"""
-        self.order_cancel_limit = n
-    
-    def switch_engine_status(self):
-        """"""
-        self.active = not self.active
-
-        if self.active:
-            self.write_risk_log("风险管理功能启动")
-        else:
-            self.write_risk_log("风险管理功能停止")
-                
-    def stop(self):
-        """"""
-        self.save_setting()

vnpy/app/risk_manager/ui/widget.py

@@ -4,7 +4,7 @@ from vnpy.trader.ui import QtWidgets
 from ..engine import APP_NAME
 
 
-class RiskManager(QtWidgets.QWidget):
+class RiskManager(QtWidgets.QDialog):
     """"""
 
     def __init__(self, main_engine: MainEngine, event_engine: EventEngine):
@@ -13,104 +13,95 @@ class RiskManager(QtWidgets.QWidget):
 
         self.main_engine = main_engine
         self.event_engine = event_engine
-        self.risk_manager_engine = main_engine.get_engine(APP_NAME)
+        self.rm_engine = main_engine.get_engine(APP_NAME)
 
         self.init_ui()
-        self.update_engine_status()
 
     def init_ui(self):
         """"""
-        self.setWindowTitle("风险控制")
+        self.setWindowTitle("交易风控")
 
-        # SpinBox
-        self.order_flow_limit = RiskManagerSpinBox(0)
-        self.order_flow_clear = RiskManagerSpinBox(0)   
-        self.order_size_limit = RiskManagerSpinBox(0)     
-        self.trade_limit = RiskManagerSpinBox(0)              
-        self.active_order_limit = RiskManagerSpinBox(0)   
-        self.order_cancel_limit = RiskManagerSpinBox(0)  
+        # Create widgets
+        self.active_combo = QtWidgets.QComboBox()
+        self.active_combo.addItems(["停止", "启动"])
 
-        # Button
-        self.switch_button = QtWidgets.QPushButton("风控模块未启动")
-        clear_order_count_button = QtWidgets.QPushButton("清空流控计数")
-        clear_trade_count_button = QtWidgets.QPushButton("清空总成交计数")
-        save_setting_button = QtWidgets.QPushButton("保存设置")
+        self.flow_limit_spin = RiskManagerSpinBox()
+        self.flow_clear_spin = RiskManagerSpinBox()
+        self.size_limit_spin = RiskManagerSpinBox()
+        self.trade_limit_spin = RiskManagerSpinBox()
+        self.active_limit_spin = RiskManagerSpinBox()
+        self.cancel_limit_spin = RiskManagerSpinBox()
 
-        # Grid layout
-        Label = QtWidgets.QLabel
-        grid = QtWidgets.QGridLayout()
-        grid.addWidget(Label("工作状态"), 0, 0)
-        grid.addWidget(self.switch_button, 0, 1)
-        grid.addWidget(Label("流控上限"), 1, 0)
-        grid.addWidget(self.order_flow_limit, 1, 1)
-        grid.addWidget(Label("流控清空（秒）"), 2, 0)
-        grid.addWidget(self.order_flow_clear, 2, 1)
-        grid.addWidget(Label("单笔委托上限"), 3, 0)
-        grid.addWidget(self.order_size_limit, 3, 1)        
-        grid.addWidget(Label("总成交上限"), 4, 0)
-        grid.addWidget(self.trade_limit, 4, 1)
-        grid.addWidget(Label("活动订单上限"), 5, 0)
-        grid.addWidget(self.active_order_limit, 5, 1) 
-        grid.addWidget(Label("单合约撤单上限"), 6, 0)
-        grid.addWidget(self.order_cancel_limit, 6, 1) 
+        save_button = QtWidgets.QPushButton("保存")
+        save_button.clicked.connect(self.save_setting)
 
-        # Horizontal box layout
-        hbox = QtWidgets.QHBoxLayout()
-        hbox.addWidget(clear_order_count_button)
-        hbox.addWidget(clear_trade_count_button)
-        hbox.addWidget(save_setting_button)
+        # Form layout
+        form = QtWidgets.QFormLayout()
+        form.addRow("风控运行状态", self.active_combo)
+        form.addRow("委托流控上限（笔）", self.flow_limit_spin)
+        form.addRow("委托流控清空（秒）", self.flow_clear_spin)
+        form.addRow("单笔委托上限（数量）", self.size_limit_spin)
+        form.addRow("总成交上限（笔）", self.trade_limit_spin)
+        form.addRow("活动委托上限（笔）", self.active_limit_spin)
+        form.addRow("合约撤单上限（笔）", self.cancel_limit_spin)
+        form.addRow(save_button)
 
-        # Vertical box layout
-        vbox = QtWidgets.QVBoxLayout()
-        vbox.addLayout(grid)
-        vbox.addLayout(hbox)
-        self.setLayout(vbox)
-
-        # Connect signal to SpinBox
-        self.order_flow_limit.valueChanged.connect(self.risk_manager_engine.set_order_flow_limit)
-        self.order_flow_clear.valueChanged.connect(self.risk_manager_engine.set_order_flow_clear)
-        self.order_size_limit.valueChanged.connect(self.risk_manager_engine.set_order_size_limit)
-        self.trade_limit.valueChanged.connect(self.risk_manager_engine.set_trade_limit)
-        self.active_order_limit.valueChanged.connect(self.risk_manager_engine.set_active_order_limit)
-        self.order_cancel_limit.valueChanged.connect(self.risk_manager_engine.set_order_cancel_limit)
-
-        # Connect signal to button       
-        self.switch_button.clicked.connect(self.switch_engine_status)
-        clear_order_count_button.clicked.connect(self.risk_manager_engine.clear_order_flow_count)
-        clear_trade_count_button.clicked.connect(self.risk_manager_engine.clear_trade_count)
-        save_setting_button.clicked.connect(self.risk_manager_engine.save_setting)
+        self.setLayout(form)
 
         # Set Fix Size
-        self.setFixedSize(self.sizeHint())
+        hint = self.sizeHint()
+        self.setFixedSize(hint.width() * 1.2, hint.height())
 
-    def switch_engine_status(self):
+    def save_setting(self):
         """"""
-        self.risk_manager_engine.switch_engine_status()
-        self.update_engine_status()
-
-    def update_engine_status(self):
-        """"""
-        if self.risk_manager_engine.active:
-            self.switch_button.setText("风控模块运行中")
-            self.order_flow_limit.setValue(self.risk_manager_engine.order_flow_limit)
-            self.order_flow_clear.setValue(self.risk_manager_engine.order_flow_clear)
-            self.order_size_limit.setValue(self.risk_manager_engine.order_size_limit)   
-            self.trade_limit.setValue(self.risk_manager_engine.trade_limit)              
-            self.active_order_limit.setValue(self.risk_manager_engine.active_order_limit)  
-            self.order_cancel_limit.setValue(self.risk_manager_engine.order_cancel_limit)
+        active_text = self.active_combo.currentText()
+        if active_text == "启动":
+            active = True
         else:
-            self.switch_button.setText("风控模块未启动")
-        
-        self.risk_manager_engine.save_setting()
+            active = False
+
+        setting = {
+            "active": active,
+            "order_flow_limit": self.flow_limit_spin.value(),
+            "order_flow_clear": self.flow_clear_spin.value(),
+            "order_size_limit": self.size_limit_spin.value(),
+            "trade_limit": self.trade_limit_spin.value(),
+            "active_order_limit": self.active_limit_spin.value(),
+            "order_cancel_limit": self.cancel_limit_spin.value(),
+        }
+
+        self.rm_engine.update_setting(setting)
+        self.rm_engine.save_setting()
+
+        self.close()
+
+    def update_setting(self):
+        """"""
+        setting = self.rm_engine.get_setting()
+        if setting["active"]:
+            self.active_combo.setCurrentIndex(1)
+        else:
+            self.active_combo.setCurrentIndex(0)
+
+        self.flow_limit_spin.setValue(setting["order_flow_limit"])
+        self.flow_clear_spin.setValue(setting["order_flow_clear"])
+        self.size_limit_spin.setValue(setting["order_size_limit"])
+        self.trade_limit_spin.setValue(setting["trade_limit"])
+        self.active_limit_spin.setValue(setting["active_order_limit"])
+        self.cancel_limit_spin.setValue(setting["order_cancel_limit"])
+
+    def exec_(self):
+        """"""
+        self.update_setting()
+        super().exec_()
 
 
 class RiskManagerSpinBox(QtWidgets.QSpinBox):
     """"""
 
-    def __init__(self, value):
+    def __init__(self, value: int = 0):
         """"""
-        super(RiskManagerSpinBox, self).__init__()
-
+        super().__init__()
         self.setMinimum(0)
-        self.setMaximum(1000000)        
+        self.setMaximum(1000000)
         self.setValue(value)

vnpy/trader/ui/mainwindow.py

@@ -187,7 +187,7 @@ class MainWindow(QtWidgets.QMainWindow):
         if not dialog:
             dialog = ConnectDialog(self.main_engine, gateway_name)
 
-        dialog.exec()
+        dialog.exec_()
 
     def closeEvent(self, event):
         """
@@ -222,7 +222,7 @@ class MainWindow(QtWidgets.QMainWindow):
             self.widgets[name] = widget
 
         if isinstance(widget, QtWidgets.QDialog):
-            widget.exec()
+            widget.exec_()
         else:
             widget.show()