[Add] CtaManager ui widget
This commit is contained in:
vn.py
parent
499ffd9491
commit
4596f3a515
@ -2,11 +2,12 @@ from pathlib import Path
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from vnpy.trader.app import BaseApp
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from .engine import CtaEngine
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from .base import APP_NAME
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class CtaStrategyApp(BaseApp):
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""""""
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app_name = "CtaStrategy"
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app_name = APP_NAME
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app_module = __module__
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app_path = Path(__file__).parent
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display_name = "CTA策略"
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@ -8,6 +8,7 @@ from typing import Any
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from vnpy.trader.constant import Direction, Offset
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APP_NAME = "CtaStrategy"
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STOPORDER_PREFIX = "STOP."
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@ -19,6 +19,7 @@ from vnpy.trader.object import (
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)
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from vnpy.trader.event import EVENT_TICK, EVENT_ORDER, EVENT_TRADE
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from vnpy.trader.constant import Direction, Offset, Exchange, PriceType
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from vnpy.trader.utility import get_temp_path
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from .template import CtaTemplate
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from .base import (
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@ -60,9 +61,13 @@ class CtaEngine(BaseEngine):
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self._stop_order_count = 0 # for generating stop_orderid
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self._stop_orders = {} # stop_orderid: stop_order
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def init_engine(self):
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"""
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"""
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self.load_strategy_class()
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self.load_setting()
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self.register_event()
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self.write_log("CTA策略引擎初始化成功")
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def close(self):
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""""""
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@ -410,6 +415,7 @@ class CtaEngine(BaseEngine):
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for name in strategy.parameters:
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setattr(strategy, name, setting[name])
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self.update_setting(setting)
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self.put_strategy_event(strategy)
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def remove_strategy(self, name):
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@ -440,7 +446,7 @@ class CtaEngine(BaseEngine):
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Load strategy class from source code.
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"""
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path1 = Path(__file__).parent.joinpath("strategies")
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self.load_strategy_class_from_folder(path1, __module__)
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self.load_strategy_class_from_folder(path1, __name__)
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path2 = Path.cwd().joinpath("strategies")
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self.load_strategy_class_from_folder(path2)
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@ -513,7 +519,8 @@ class CtaEngine(BaseEngine):
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"""
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Load setting file.
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"""
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self.setting_file = shelve.open(self.filename)
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filepath = get_temp_path(self.filename)
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self.setting_file = shelve.open(filename)
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for setting in list(self.setting_file.values()):
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self.add_strategy(setting)
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@ -561,6 +568,7 @@ class CtaEngine(BaseEngine):
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data = {
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"name": name,
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"class_name": strategy.__class__.__name__,
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"inited": strategy._inited,
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"trading": strategy._trading,
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"pos": strategy._pos,
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@ -26,6 +26,7 @@ class CtaTemplate(ABC):
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self.engine = engine
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self.vt_symbol = setting["vt_symbol"]
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for name in self.parameters:
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if name in setting:
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setattr(self, name, setting[name])
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@ -1,13 +1,425 @@
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from vnpy.event import EventEngine
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from typing import Any
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from vnpy.event import EventEngine, Event
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from vnpy.trader.engine import BaseEngine, MainEngine
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from vnpy.trader.ui import QtGui, QtWidgets
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from vnpy.trader.ui import QtGui, QtWidgets, QtCore
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from vnpy.trader.ui.widget import BaseMonitor, BaseCell, EnumCell, DirectionCell
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from ..engine import CtaEngine
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from ..base import APP_NAME, EVENT_CTA_LOG, EVENT_CTA_STOPORDER, EVENT_CTA_STRATEGY
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class CtaManager(QtWidgets.QWidget):
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""""""
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signal_log = QtCore.pyqtSignal(Event)
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signal_strategy = QtCore.pyqtSignal(Event)
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def __init__(self, main_engine: MainEngine, event_engine: EventEngine):
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super(CtaManager, self).__init__()
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self.main_engine = main_engine
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self.event_engine = event_engine
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self.cta_engine = main_engine.get_engine(APP_NAME)
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self.cta_engine.init_engine()
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self.managers = {}
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self.init_ui()
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self.register_event()
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def init_ui(self):
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""""""
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self.setWindowTitle("CTA策略")
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# Create widgets
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self.class_combo = QtWidgets.QComboBox()
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self.class_combo.addItems(
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self.cta_engine.get_all_strategy_class_names()
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)
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add_button = QtWidgets.QPushButton("添加策略")
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add_button.clicked.connect(self.add_strategy)
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init_button = QtWidgets.QPushButton("全部初始化")
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init_button.clicked.connect(self.cta_engine.init_all_strategies)
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start_button = QtWidgets.QPushButton("全部启动")
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start_button.clicked.connect(self.cta_engine.start_all_strategies)
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stop_button = QtWidgets.QPushButton("全部停止")
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stop_button.clicked.connect(self.cta_engine.stop_all_strategies)
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self.scroll_layout = QtWidgets.QVBoxLayout()
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scroll_widget = QtWidgets.QWidget()
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scroll_widget.setLayout(self.scroll_layout)
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scroll_area = QtWidgets.QScrollArea()
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scroll_area.setWidgetResizable(True)
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scroll_area.setWidget(scroll_widget)
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bottom_height = 300
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self.log_monitor = QtWidgets.QTextEdit()
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self.log_monitor.setReadOnly(True)
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self.log_monitor.setMaximumHeight(bottom_height)
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self.stop_order_monitor = StopOrderMonitor(
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self.main_engine,
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self.event_engine
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)
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self.stop_order_monitor.setMaximumHeight(bottom_height)
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# Set layout
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hbox1 = QtWidgets.QHBoxLayout()
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hbox1.addWidget(self.class_combo)
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hbox1.addWidget(add_button)
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hbox1.addStretch()
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hbox1.addWidget(init_button)
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hbox1.addWidget(start_button)
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hbox1.addWidget(stop_button)
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hbox2 = QtWidgets.QHBoxLayout()
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hbox2.addWidget(self.log_monitor)
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hbox2.addWidget(self.stop_order_monitor)
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vbox = QtWidgets.QVBoxLayout()
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vbox.addLayout(hbox1)
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vbox.addWidget(scroll_area)
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vbox.addLayout(hbox2)
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self.setLayout(vbox)
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def register_event(self):
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""""""
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self.signal_log.connect(self.process_log_event)
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self.signal_strategy.connect(self.process_strategy_event)
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self.event_engine.register(EVENT_CTA_LOG, self.signal_log.emit)
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self.event_engine.register(
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EVENT_CTA_STRATEGY,
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self.signal_strategy.emit
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)
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def process_log_event(self, event):
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"""
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Update log output.
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"""
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log = event.data
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time = log.time.strftime("%H:%M:S")
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msg = f"{time}:\t{log.msg}"
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self.log_monitor.append(msg)
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def process_strategy_event(self, event):
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"""
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Update strategy status onto its monitor.
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"""
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data = event.data
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name = data["name"]
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if name in self.managers:
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manager = self.managers[name]
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manager.update_data(data)
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else:
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manager = StrategyManager(self, self.cta_engine, data)
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self.scroll_layout.insertWidget(0, manager)
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def remove_strategy(self, name):
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""""""
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manager = self.managers[name]
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manager.deleteLater()
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def add_strategy(self):
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""""""
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class_name = str(self.class_combo.currentText())
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if not class_name:
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return
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parameters = self.cta_engine.get_strategy_class_parameters(class_name)
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editor = SettingEditor(parameters, class_name=class_name)
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n = editor.exec_()
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if n == editor.Accepted:
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setting = editor.get_setting()
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self.cta_engine.add_strategy(setting)
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def show(self):
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""""""
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self.showMaximized()
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class StrategyManager(QtWidgets.QWidget):
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"""
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Manager for a strategy
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"""
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def __init__(
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self,
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cta_manager: CtaManager,
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cta_engine: CtaEngine,
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data: dict
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):
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""""""
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self.cta_manager = cta_manager
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self.cta_engine = cta_engine
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self.name = data["name"]
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self._data = data
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self.init_ui()
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def init_ui(self):
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""""""
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init_button = QtWidgets.QPushButton("初始化")
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init_button.clicked.connect(self.init_strategy)
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start_button = QtWidgets.QPushButton("启动")
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start_button.clicked.connect(self.start_strategy)
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stop_button = QtWidgets.QPushButton("停止")
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stop_button.clicked.connect(self.stop_strategy)
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edit_button = QtWidgets.QPushButton("编辑")
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edit_button.clicked.connect(self.edit_strategy)
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remove_button = QtWidgets.QPushButton("移除")
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remove_button.clicked.connect(self.remove_strategy)
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self.name_label = QtWidgets.QLabel(f"策略名:{self._data['name']}")
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self.class_label = QtWidgets.QLabel(f"策略类:{self._data['class_name']}")
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self.symbol_label = QtWidgets.QLabel(f"代码:{self._data['vt_symbol']}")
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self.author_label = QtWidgets.QLabel(f"作者:{self._data['author']}")
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self.inited_label = QtWidgets.QLabel(f"inited:{self._data['inited']}")
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self.trading_label = QtWidgets.QLabel(
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f"trading:{self._data['trading']}"
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)
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self.pos_label = QtWidgets.QLabel(f"pos:{self._data['pos']}")
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self.parameters_monitor = DataMonitor(self._data["parameters"])
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self.variables_monitor = DataMonitor(self._data["variables"])
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hbox = QtWidgets.QHBoxLayout()
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hbox.addWidget(self.name_label)
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hbox.addWidget(self.class_label)
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hbox.addWidget(self.symbol_label)
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hbox.addWidget(self.author_label)
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hbox.addWidget(self.inited_label)
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hbox.addWidget(self.trading_label)
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hbox.addWidget(self.pos_label)
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hbox.addWidget(init_button)
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hbox.addWidget(start_button)
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hbox.addWidget(stop_button)
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hbox.addWidget(edit_button)
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hbox.addWidget(remove_button)
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vbox = QtWidgets.QVBoxLayout()
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vbox.addLayout(hbox)
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vbox.addWidget(self.parameters_monitor)
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vbox.addWidget(self.variables_monitor)
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self.setLayout(vbox)
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def update_data(self, data: dict):
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""""""
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self._data = data
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self.inited_label.setText(f"inited:{data['inited']}")
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self.trading_label.setText(f"trading:{data['trading']}")
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self.pos_label.setText(f"pos:{data['pos']}")
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self.parameters_monitor.update_data(data["parameters"])
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self.variables_monitor.update_data(data["variables"])
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def init_strategy(self):
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""""""
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self.cta_engine.init_strategy(self.name)
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def start_strategy(self):
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""""""
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self.cta_engine.start_strategy(self.name)
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def stop_strategy(self):
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""""""
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self.cta_engine.stop_strategy(self.name)
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def edit_strategy(self):
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""""""
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pass
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def remove_strategy(self):
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""""""
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self.cta_engine.remove_strategy(self.name)
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self.cta_manager.remove_strategy(self.name)
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class DataMonitor(QtWidgets.QTableWidget):
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"""
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Table monitor for parameters and variables.
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"""
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def __init__(self, data: dict):
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""""""
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super(DataMonitor, self).__init__()
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self._data = data
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self.cells = {}
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self.init_ui()
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def init_ui(self):
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""""""
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labels = list(self._data.keys())
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self.setColumnCount(labels)
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self.setHorizontalHeaderLabels(labels)
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self.setRowCount(1)
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self.verticalHeader().setVisible(False)
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self.setEditTriggers(self.NoEditTriggers)
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for column, name in enumerate(self._data.items()):
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value = self._data[name]
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cell = QtWidgets.QTableWidgetItem(str(value))
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self.setItem(0, column, cell)
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self.cells[name] = cell
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def update_data(self, data: dict):
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""""""
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for name, value in data.items():
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cell = self.cells[name]
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cell.setText(str(value))
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class StrategyCell(BaseCell):
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"""
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Cell used for showing strategy name.
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"""
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def __init__(self, content: str, data: Any):
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""""""
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super(StrategyCell, self).__init__(content, data)
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def set_content(self, content: Any, data: Any):
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"""
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Set text using enum.constant.value.
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"""
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if content:
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super(StrategyCell, self).set_content(content.name, data)
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class StopOrderMonitor(BaseMonitor):
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"""
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Monitor for local stop order.
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"""
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event_type = EVENT_CTA_STOPORDER
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data_key = "stop_orderid"
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sorting = True
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headers = {
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"stop_orderid": {
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"display": "停止委托号",
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"cell": BaseCell,
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"update": False
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},
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"vt_orderid": {
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"display": "限价委托号",
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"cell": BaseCell,
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"update": True
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},
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"vt_symbol": {
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"display": "代码",
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"cell": BaseCell,
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"update": False
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},
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"order_type": {
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"display": "类型",
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"cell": EnumCell,
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"update": False
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},
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"price": {
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"display": "价格",
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"cell": BaseCell,
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"update": False
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},
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"volume": {
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"display": "数量",
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"cell": BaseCell,
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"update": True
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},
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"status": {
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"display": "状态",
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"cell": EnumCell,
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"update": True
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},
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"strategy": {
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"display": "策略名",
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"cell": StrategyCell,
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"update": True
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}
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}
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class SettingEditor(QtWidgets.QDialog):
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"""
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For creating new strategy and editing strategy parameters.
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"""
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def __init__(
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self,
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parameters: dict,
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strategy_name: str = "",
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class_name: str = ""
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):
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""""""
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super(SettingEditor, self).__init__()
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self.parameters = parameters
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self.strategy_name = strategy_name
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self.class_name = class_name
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self.edits = {}
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self.init_ui()
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def init_ui(self):
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""""""
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form = QtWidgets.QFormLayout()
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# Add vt_symbol and name edit if add new strategy
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if self.class_name:
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self.setWindowTitle(f"添加策略：{self.class_name}")
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button_text = "添加"
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parameters = {"strategy_name": "", "vt_symbol": ""}
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parameters.update(self.parameters)
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else:
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self.setWindowTitle(f"参数编辑：{self.strategy_name}")
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button_text = "确定"
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parameters = self.parameters
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for name, value in parameters.items():
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type_ = type(value)
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edit = QtWidgets.QLineEdit(str(value))
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form.addRow(f"{name} {type_}", edit)
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self.edits[name] = (edit, type_)
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button = QtWidgets.QPushButton(button_text)
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button.clicked.connect(self.accpet)
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form.addRow(button)
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self.setLayout(form)
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def get_setting(self):
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""""""
|
||||
setting = {}
|
||||
|
||||
if self.class_name:
|
||||
setting["class_name"] = self.class_name
|
||||
|
||||
for name, tp in self.edits.items():
|
||||
edit, type_ = tp
|
||||
value = type_(edit.text())
|
||||
setting[name] = value
|
||||
|
||||
return setting
|
||||
|
||||
@ -93,9 +93,17 @@ class MainEngine:
|
||||
gateway = self.gateways.get(gateway_name, None)
|
||||
if not gateway:
|
||||
self.write_log(f"找不到底层接口：{gateway_name}")
|
||||
return None
|
||||
return gateway
|
||||
|
||||
def get_engine(self, engine_name: str):
|
||||
"""
|
||||
Return engine object by name.
|
||||
"""
|
||||
engine = self.engines.get(engine_name, None)
|
||||
if not engine:
|
||||
self.write_log(f"找不到引擎：{engine_name}")
|
||||
return engine
|
||||
|
||||
def get_default_setting(self, gateway_name: str):
|
||||
"""
|
||||
Get default setting dict of a specific gateway.
|
||||
|
||||
Loading…
Reference in New Issue
Block a user