增加前后端分离的vn.trader架构
This commit is contained in:
chenxy123
parent
868d68fb7b
commit
579c5cb2fc
316
vn.trader/vnrpc.py
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316
vn.trader/vnrpc.py
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@ -0,0 +1,316 @@
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# encoding: UTF-8
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import threading
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import traceback
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import signal
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import zmq
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from msgpack import packb, unpackb
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from json import dumps, loads
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import cPickle
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pDumps = cPickle.dumps
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pLoads = cPickle.loads
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# 实现Ctrl-c中断recv
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signal.signal(signal.SIGINT, signal.SIG_DFL)
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########################################################################
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class RpcObject(object):
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"""
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RPC对象
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提供对数据的序列化打包和解包接口，目前提供了json、msgpack、cPickle三种工具。
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msgpack：性能更高，但通常需要安装msgpack相关工具；
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json：性能略低但通用性更好，大部分编程语言都内置了相关的库。
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cPickle：性能一般且仅能用于Python，但是可以直接传送Python对象，非常方便。
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因此建议尽量使用msgpack，如果要和某些语言通讯没有提供msgpack时再使用json，
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当传送的数据包含很多自定义的Python对象时建议使用cPickle。
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如果希望使用其他的序列化工具也可以在这里添加。
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"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""Constructor"""
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# 默认使用msgpack作为序列化工具
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#self.useMsgpack()
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self.usePickle()
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#----------------------------------------------------------------------
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def pack(self, data):
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"""打包"""
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pass
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#----------------------------------------------------------------------
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def unpack(self, data):
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"""解包"""
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pass
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#----------------------------------------------------------------------
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def __jsonPack(self, data):
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"""使用json打包"""
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return dumps(data)
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#----------------------------------------------------------------------
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def __jsonUnpack(self, data):
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"""使用json解包"""
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return loads(data)
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#----------------------------------------------------------------------
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def __msgpackPack(self, data):
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"""使用msgpack打包"""
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return packb(data)
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#----------------------------------------------------------------------
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def __msgpackUnpack(self, data):
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"""使用msgpack解包"""
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return unpackb(data)
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#----------------------------------------------------------------------
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def __picklePack(self, data):
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"""使用cPickle打包"""
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return pDumps(data)
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#----------------------------------------------------------------------
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def __pickleUnpack(self, data):
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"""使用cPickle解包"""
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return pLoads(data)
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#----------------------------------------------------------------------
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def useJson(self):
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"""使用json作为序列化工具"""
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self.pack = self.__jsonPack
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self.unpack = self.__jsonUnpack
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#----------------------------------------------------------------------
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def useMsgpack(self):
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"""使用msgpack作为序列化工具"""
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self.pack = self.__msgpackPack
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self.unpack = self.__msgpackUnpack
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#----------------------------------------------------------------------
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def usePickle(self):
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"""使用cPickle作为序列化工具"""
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self.pack = self.__picklePack
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self.unpack = self.__pickleUnpack
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########################################################################
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class RpcServer(RpcObject):
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"""RPC服务器"""
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#----------------------------------------------------------------------
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def __init__(self, repAddress, pubAddress):
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"""Constructor"""
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super(RpcServer, self).__init__()
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# 保存功能函数的字典，key是函数名，value是函数对象
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self.__functions = {}
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# zmq端口相关
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self.__context = zmq.Context()
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self.__socketREP = self.__context.socket(zmq.REP) # 请求回应socket
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self.__socketREP.bind(repAddress)
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self.__socketPUB = self.__context.socket(zmq.PUB) # 数据广播socket
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self.__socketPUB.bind(pubAddress)
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# 工作线程相关
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self.__active = False # 服务器的工作状态
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self.__thread = threading.Thread(target=self.run) # 服务器的工作线程
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#----------------------------------------------------------------------
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def start(self):
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"""启动服务器"""
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# 将服务器设为启动
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self.__active = True
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# 启动工作线程
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if not self.__thread.isAlive():
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self.__thread.start()
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#----------------------------------------------------------------------
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def stop(self):
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"""停止服务器"""
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# 将服务器设为停止
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self.__active = False
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# 等待工作线程退出
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if self.__thread.isAlive():
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self.__thread.join()
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#----------------------------------------------------------------------
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def run(self):
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"""服务器运行函数"""
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while self.__active:
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# 使用poll来等待事件到达，等待1秒（1000毫秒）
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if not self.__socketREP.poll(1000):
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continue
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# 从请求响应socket收取请求数据
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reqb = self.__socketREP.recv()
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# 序列化解包
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req = self.unpack(reqb)
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# 获取函数名和参数
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name, args, kwargs = req
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# 获取引擎中对应的函数对象，并执行调用，如果有异常则捕捉后返回
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try:
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func = self.__functions[name]
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r = func(*args, **kwargs)
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rep = [True, r]
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except Exception as e:
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rep = [False, traceback.format_exc()]
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# 序列化打包
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repb = self.pack(rep)
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# 通过请求响应socket返回调用结果
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self.__socketREP.send(repb)
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#----------------------------------------------------------------------
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def publish(self, topic, data):
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"""
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广播推送数据
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topic：主题内容
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data：具体的数据
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"""
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# 序列化数据
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datab = self.pack(data)
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# 通过广播socket发送数据
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self.__socketPUB.send_multipart([topic, datab])
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#----------------------------------------------------------------------
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def register(self, func):
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"""注册函数"""
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self.__functions[func.__name__] = func
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########################################################################
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class RpcClient(RpcObject):
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"""RPC客户端"""
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#----------------------------------------------------------------------
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def __init__(self, reqAddress, subAddress):
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"""Constructor"""
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super(RpcClient, self).__init__()
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# zmq端口相关
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self.__reqAddress = reqAddress
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self.__subAddress = subAddress
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self.__context = zmq.Context()
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self.__socketREQ = self.__context.socket(zmq.REQ) # 请求发出socket
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self.__socketSUB = self.__context.socket(zmq.SUB) # 广播订阅socket
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# 工作线程相关，用于处理服务器推送的数据
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self.__active = False # 客户端的工作状态
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self.__thread = threading.Thread(target=self.run) # 客户端的工作线程
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#----------------------------------------------------------------------
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def __getattr__(self, name):
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"""实现远程调用功能"""
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# 执行远程调用任务
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def dorpc(*args, **kwargs):
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# 生成请求
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req = [name, args, kwargs]
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# 序列化打包请求
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reqb = self.pack(req)
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# 发送请求并等待回应
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self.__socketREQ.send(reqb)
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repb = self.__socketREQ.recv()
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# 序列化解包回应
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rep = self.unpack(repb)
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# 若正常则返回结果，调用失败则触发异常
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if rep[0]:
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return rep[1]
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else:
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raise RemoteException(rep[1])
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return dorpc
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#----------------------------------------------------------------------
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def start(self):
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"""启动客户端"""
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# 连接端口
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self.__socketREQ.connect(self.__reqAddress)
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self.__socketSUB.connect(self.__subAddress)
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# 将服务器设为启动
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self.__active = True
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# 启动工作线程
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if not self.__thread.isAlive():
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self.__thread.start()
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#----------------------------------------------------------------------
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def stop(self):
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"""停止客户端"""
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# 将客户端设为停止
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self.__active = False
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# 等待工作线程退出
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if self.__thread.isAlive():
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self.__thread.join()
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#----------------------------------------------------------------------
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def run(self):
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"""客户端运行函数"""
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while self.__active:
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# 使用poll来等待事件到达，等待1秒（1000毫秒）
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if not self.__socketSUB.poll(1000):
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continue
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# 从订阅socket收取广播数据
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topic, datab = self.__socketSUB.recv_multipart()
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# 序列化解包
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data = self.unpack(datab)
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# 调用回调函数处理
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self.callback(topic, data)
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#----------------------------------------------------------------------
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def callback(self, topic, data):
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"""回调函数，必须由用户实现"""
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raise NotImplementedError
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#----------------------------------------------------------------------
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def subscribeTopic(self, topic):
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"""
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订阅特定主题的广播数据
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可以使用topic=''来订阅所有的主题
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"""
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self.__socketSUB.setsockopt(zmq.SUBSCRIBE, topic)
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########################################################################
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class RemoteException(Exception):
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"""RPC远程异常"""
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#----------------------------------------------------------------------
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def __init__(self, value):
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"""Constructor"""
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self.__value = value
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#----------------------------------------------------------------------
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def __str__(self):
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"""输出错误信息"""
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return self.__value
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206
vn.trader/vtClient.py
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206
vn.trader/vtClient.py
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@ -0,0 +1,206 @@
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# encoding: utf-8
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import sys
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import os
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import ctypes
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import platform
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import vtPath
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from uiMainWindow import *
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from eventEngine import *
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from vnrpc import RpcClient
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from ctaAlgo.ctaEngine import CtaEngine
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from dataRecorder.drEngine import DrEngine
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from riskManager.rmEngine import RmEngine
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# 文件路径名
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path = os.path.abspath(os.path.dirname(__file__))
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ICON_FILENAME = 'vnpy.ico'
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ICON_FILENAME = os.path.join(path, ICON_FILENAME)
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SETTING_FILENAME = 'VT_setting.json'
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SETTING_FILENAME = os.path.join(path, SETTING_FILENAME)
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########################################################################
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class VtClient(RpcClient):
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"""vn.trader客户端"""
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#----------------------------------------------------------------------
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def __init__(self, reqAddress, subAddress, eventEngine):
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"""Constructor"""
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super(VtClient, self).__init__(reqAddress, subAddress)
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self.eventEngine = eventEngine
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self.usePickle()
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#----------------------------------------------------------------------
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def callback(self, topic, data):
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"""回调函数"""
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self.eventEngine.put(data)
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########################################################################
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class ClientEngine(object):
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"""客户端引擎，提供和MainEngine完全相同的API接口"""
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#----------------------------------------------------------------------
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def __init__(self, client, eventEngine):
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"""Constructor"""
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self.client = client
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self.eventEngine = eventEngine
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# 扩展模块
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self.ctaEngine = CtaEngine(self, self.eventEngine)
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self.drEngine = DrEngine(self, self.eventEngine)
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self.rmEngine = RmEngine(self, self.eventEngine)
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#----------------------------------------------------------------------
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def connect(self, gatewayName):
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"""连接特定名称的接口"""
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self.client.connect(gatewayName)
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#----------------------------------------------------------------------
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def subscribe(self, subscribeReq, gatewayName):
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"""订阅特定接口的行情"""
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self.client.subscribe(subscribeReq, gatewayName)
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#----------------------------------------------------------------------
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def sendOrder(self, orderReq, gatewayName):
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"""对特定接口发单"""
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self.client.sendOrder(orderReq, gatewayName)
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#----------------------------------------------------------------------
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def cancelOrder(self, cancelOrderReq, gatewayName):
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"""对特定接口撤单"""
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self.client.cancelOrder(cancelOrderReq, gatewayName)
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#----------------------------------------------------------------------
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def qryAccont(self, gatewayName):
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"""查询特定接口的账户"""
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self.client.qryAccount(gatewayName)
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#----------------------------------------------------------------------
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def qryPosition(self, gatewayName):
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"""查询特定接口的持仓"""
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self.client.qryPosition(gatewayName)
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#----------------------------------------------------------------------
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def exit(self):
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"""退出程序前调用，保证正常退出"""
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# 停止事件引擎
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self.eventEngine.stop()
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# 关闭客户端的推送数据接收
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self.client.stop()
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# 停止数据记录引擎
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self.drEngine.stop()
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#----------------------------------------------------------------------
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def writeLog(self, content):
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"""快速发出日志事件"""
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self.client.writeLog(content)
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#----------------------------------------------------------------------
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def dbConnect(self):
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"""连接MongoDB数据库"""
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self.client.dbConnect()
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#----------------------------------------------------------------------
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def dbInsert(self, dbName, collectionName, d):
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"""向MongoDB中插入数据，d是具体数据"""
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self.client.dbInsert(dbName, collectionName, d)
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#----------------------------------------------------------------------
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def dbQuery(self, dbName, collectionName, d):
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"""从MongoDB中读取数据，d是查询要求，返回的是数据库查询的数据列表"""
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self.client.dbQuery(dbName, collectionName, d)
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#----------------------------------------------------------------------
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def dbUpdate(self, dbName, collectionName, d, flt, upsert=False):
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"""向MongoDB中更新数据，d是具体数据，flt是过滤条件，upsert代表若无是否要插入"""
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self.client.dbUpdate(dbName, collectionName, d, flt, upsert)
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#----------------------------------------------------------------------
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def getContract(self, vtSymbol):
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"""查询合约"""
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return self.client.getContract(vtSymbol)
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#----------------------------------------------------------------------
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def getAllContracts(self):
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"""查询所有合约（返回列表）"""
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return self.client.getAllContracts()
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#----------------------------------------------------------------------
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def getOrder(self, vtOrderID):
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"""查询委托"""
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return self.client.getOrder(vtOrderID)
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#----------------------------------------------------------------------
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def getAllWorkingOrders(self):
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"""查询所有的活跃的委托（返回列表）"""
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return self.client.getAllWorkingOrders()
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#----------------------------------------------------------------------
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def getAllGatewayNames(self):
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"""查询所有的接口名称"""
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return self.client.getAllGatewayNames()
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#----------------------------------------------------------------------
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def main():
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"""客户端主程序入口"""
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# 重载sys模块，设置默认字符串编码方式为utf8
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reload(sys)
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sys.setdefaultencoding('utf8')
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# 设置Windows底部任务栏图标
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if 'Windows' in platform.uname() :
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ctypes.windll.shell32.SetCurrentProcessExplicitAppUserModelID('vn.trader')
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# 创建事件引擎
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eventEngine = EventEngine()
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eventEngine.start(timer=False)
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# 创建客户端
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reqAddress = 'tcp://localhost:2014'
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subAddress = 'tcp://localhost:0602'
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client = VtClient(reqAddress, subAddress, eventEngine)
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client.subscribeTopic('')
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client.start()
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# 初始化Qt应用对象
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app = QtGui.QApplication(sys.argv)
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app.setWindowIcon(QtGui.QIcon(ICON_FILENAME))
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app.setFont(BASIC_FONT)
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# 设置Qt的皮肤
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try:
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f = file(SETTING_FILENAME)
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setting = json.load(f)
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if setting['darkStyle']:
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import qdarkstyle
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app.setStyleSheet(qdarkstyle.load_stylesheet(pyside=False))
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except:
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pass
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# 初始化主引擎和主窗口对象
|
||||
mainEngine = ClientEngine(client, eventEngine)
|
||||
mainWindow = MainWindow(mainEngine, mainEngine.eventEngine)
|
||||
mainWindow.showMaximized()
|
||||
|
||||
# 在主线程中启动Qt事件循环
|
||||
sys.exit(app.exec_())
|
||||
|
||||
|
||||
if __name__ == '__main__':
|
||||
main()
|
||||
|
||||
|
||||
@ -27,7 +27,7 @@ class MainEngine(object):
|
||||
self.todayDate = datetime.now().strftime('%Y%m%d')
|
||||
|
||||
# 创建事件引擎
|
||||
self.eventEngine = EventEngine()
|
||||
self.eventEngine = EventEngine2()
|
||||
self.eventEngine.start()
|
||||
|
||||
# 创建数据引擎
|
||||
@ -275,7 +275,10 @@ class MainEngine(object):
|
||||
db = self.dbClient[dbName]
|
||||
collection = db[collectionName]
|
||||
cursor = collection.find(d)
|
||||
if cursor:
|
||||
return list(cursor)
|
||||
else:
|
||||
return []
|
||||
else:
|
||||
self.writeLog(u'数据查询失败，MongoDB没有连接')
|
||||
return []
|
||||
|
||||
97
vn.trader/vtServer.py
Normal file
97
vn.trader/vtServer.py
Normal file
@ -0,0 +1,97 @@
|
||||
# encoding: utf-8
|
||||
|
||||
import sys
|
||||
import os
|
||||
|
||||
from datetime import datetime
|
||||
from time import sleep
|
||||
from threading import Thread
|
||||
|
||||
import eventType
|
||||
from vnrpc import RpcServer
|
||||
from vtEngine import MainEngine
|
||||
|
||||
|
||||
########################################################################
|
||||
class VtServer(RpcServer):
|
||||
"""vn.trader服务器"""
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __init__(self, repAddress, pubAddress):
|
||||
"""Constructor"""
|
||||
super(VtServer, self).__init__(repAddress, pubAddress)
|
||||
self.usePickle()
|
||||
|
||||
# 创建主引擎对象
|
||||
self.engine = MainEngine()
|
||||
|
||||
# 注册主引擎的方法到服务器的RPC函数
|
||||
self.register(self.engine.connect)
|
||||
self.register(self.engine.subscribe)
|
||||
self.register(self.engine.sendOrder)
|
||||
self.register(self.engine.cancelOrder)
|
||||
self.register(self.engine.qryAccont)
|
||||
self.register(self.engine.qryPosition)
|
||||
self.register(self.engine.exit)
|
||||
self.register(self.engine.writeLog)
|
||||
self.register(self.engine.dbConnect)
|
||||
self.register(self.engine.dbInsert)
|
||||
self.register(self.engine.dbQuery)
|
||||
self.register(self.engine.dbUpdate)
|
||||
self.register(self.engine.getContract)
|
||||
self.register(self.engine.getAllContracts)
|
||||
self.register(self.engine.getOrder)
|
||||
self.register(self.engine.getAllWorkingOrders)
|
||||
self.register(self.engine.getAllGatewayNames)
|
||||
|
||||
# 注册事件引擎发送的事件处理监听
|
||||
self.engine.eventEngine.registerGeneralHandler(self.eventHandler)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def eventHandler(self, event):
|
||||
"""事件处理"""
|
||||
self.publish(event.type_, event)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def stopServer(self):
|
||||
"""停止服务器"""
|
||||
# 关闭引擎
|
||||
self.engine.exit()
|
||||
|
||||
# 停止服务器线程
|
||||
self.stop()
|
||||
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def printLog(content):
|
||||
"""打印日志"""
|
||||
print datetime.now().strftime("%H:%M:%S"), '\t', content
|
||||
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def runServer():
|
||||
"""运行服务器"""
|
||||
repAddress = 'tcp://*:2014'
|
||||
pubAddress = 'tcp://*:0602'
|
||||
|
||||
# 创建并启动服务器
|
||||
server = VtServer(repAddress, pubAddress)
|
||||
server.start()
|
||||
|
||||
printLog('-'*50)
|
||||
printLog(u'vn.trader服务器已启动')
|
||||
|
||||
# 进入主循环
|
||||
while True:
|
||||
printLog(u'请输入exit来关闭服务器')
|
||||
if raw_input() != 'exit':
|
||||
continue
|
||||
|
||||
printLog(u'确认关闭服务器？yes|no')
|
||||
if raw_input() == 'yes':
|
||||
break
|
||||
|
||||
server.stopServer()
|
||||
|
||||
if __name__ == '__main__':
|
||||
runServer()
|
||||
Loading…
Reference in New Issue
Block a user