增加前后端分离的vn.trader架构

This commit is contained in:
chenxy123 2017-01-15 18:59:30 +08:00
parent 868d68fb7b
commit 579c5cb2fc
4 changed files with 624 additions and 2 deletions

316
vn.trader/vnrpc.py Normal file
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# encoding: UTF-8
import threading
import traceback
import signal
import zmq
from msgpack import packb, unpackb
from json import dumps, loads
import cPickle
pDumps = cPickle.dumps
pLoads = cPickle.loads
# 实现Ctrl-c中断recv
signal.signal(signal.SIGINT, signal.SIG_DFL)
########################################################################
class RpcObject(object):
"""
RPC对象
提供对数据的序列化打包和解包接口目前提供了jsonmsgpackcPickle三种工具
msgpack性能更高但通常需要安装msgpack相关工具
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
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
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
当传送的数据包含很多自定义的Python对象时建议使用cPickle
如果希望使用其他的序列化工具也可以在这里添加
"""
#----------------------------------------------------------------------
def __init__(self):
"""Constructor"""
# 默认使用msgpack作为序列化工具
#self.useMsgpack()
self.usePickle()
#----------------------------------------------------------------------
def pack(self, data):
"""打包"""
pass
#----------------------------------------------------------------------
def unpack(self, data):
"""解包"""
pass
#----------------------------------------------------------------------
def __jsonPack(self, data):
"""使用json打包"""
return dumps(data)
#----------------------------------------------------------------------
def __jsonUnpack(self, data):
"""使用json解包"""
return loads(data)
#----------------------------------------------------------------------
def __msgpackPack(self, data):
"""使用msgpack打包"""
return packb(data)
#----------------------------------------------------------------------
def __msgpackUnpack(self, data):
"""使用msgpack解包"""
return unpackb(data)
#----------------------------------------------------------------------
def __picklePack(self, data):
"""使用cPickle打包"""
return pDumps(data)
#----------------------------------------------------------------------
def __pickleUnpack(self, data):
"""使用cPickle解包"""
return pLoads(data)
#----------------------------------------------------------------------
def useJson(self):
"""使用json作为序列化工具"""
self.pack = self.__jsonPack
self.unpack = self.__jsonUnpack
#----------------------------------------------------------------------
def useMsgpack(self):
"""使用msgpack作为序列化工具"""
self.pack = self.__msgpackPack
self.unpack = self.__msgpackUnpack
#----------------------------------------------------------------------
def usePickle(self):
"""使用cPickle作为序列化工具"""
self.pack = self.__picklePack
self.unpack = self.__pickleUnpack
########################################################################
class RpcServer(RpcObject):
"""RPC服务器"""
#----------------------------------------------------------------------
def __init__(self, repAddress, pubAddress):
"""Constructor"""
super(RpcServer, self).__init__()
# 保存功能函数的字典key是函数名value是函数对象
self.__functions = {}
# zmq端口相关
self.__context = zmq.Context()
self.__socketREP = self.__context.socket(zmq.REP) # 请求回应socket
self.__socketREP.bind(repAddress)
self.__socketPUB = self.__context.socket(zmq.PUB) # 数据广播socket
self.__socketPUB.bind(pubAddress)
# 工作线程相关
self.__active = False # 服务器的工作状态
self.__thread = threading.Thread(target=self.run) # 服务器的工作线程
#----------------------------------------------------------------------
def start(self):
"""启动服务器"""
# 将服务器设为启动
self.__active = True
# 启动工作线程
if not self.__thread.isAlive():
self.__thread.start()
#----------------------------------------------------------------------
def stop(self):
"""停止服务器"""
# 将服务器设为停止
self.__active = False
# 等待工作线程退出
if self.__thread.isAlive():
self.__thread.join()
#----------------------------------------------------------------------
def run(self):
"""服务器运行函数"""
while self.__active:
# 使用poll来等待事件到达等待1秒1000毫秒
if not self.__socketREP.poll(1000):
continue
# 从请求响应socket收取请求数据
reqb = self.__socketREP.recv()
# 序列化解包
req = self.unpack(reqb)
# 获取函数名和参数
name, args, kwargs = req
# 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
try:
func = self.__functions[name]
r = func(*args, **kwargs)
rep = [True, r]
except Exception as e:
rep = [False, traceback.format_exc()]
# 序列化打包
repb = self.pack(rep)
# 通过请求响应socket返回调用结果
self.__socketREP.send(repb)
#----------------------------------------------------------------------
def publish(self, topic, data):
"""
广播推送数据
topic主题内容
data具体的数据
"""
# 序列化数据
datab = self.pack(data)
# 通过广播socket发送数据
self.__socketPUB.send_multipart([topic, datab])
#----------------------------------------------------------------------
def register(self, func):
"""注册函数"""
self.__functions[func.__name__] = func
########################################################################
class RpcClient(RpcObject):
"""RPC客户端"""
#----------------------------------------------------------------------
def __init__(self, reqAddress, subAddress):
"""Constructor"""
super(RpcClient, self).__init__()
# zmq端口相关
self.__reqAddress = reqAddress
self.__subAddress = subAddress
self.__context = zmq.Context()
self.__socketREQ = self.__context.socket(zmq.REQ) # 请求发出socket
self.__socketSUB = self.__context.socket(zmq.SUB) # 广播订阅socket
# 工作线程相关,用于处理服务器推送的数据
self.__active = False # 客户端的工作状态
self.__thread = threading.Thread(target=self.run) # 客户端的工作线程
#----------------------------------------------------------------------
def __getattr__(self, name):
"""实现远程调用功能"""
# 执行远程调用任务
def dorpc(*args, **kwargs):
# 生成请求
req = [name, args, kwargs]
# 序列化打包请求
reqb = self.pack(req)
# 发送请求并等待回应
self.__socketREQ.send(reqb)
repb = self.__socketREQ.recv()
# 序列化解包回应
rep = self.unpack(repb)
# 若正常则返回结果,调用失败则触发异常
if rep[0]:
return rep[1]
else:
raise RemoteException(rep[1])
return dorpc
#----------------------------------------------------------------------
def start(self):
"""启动客户端"""
# 连接端口
self.__socketREQ.connect(self.__reqAddress)
self.__socketSUB.connect(self.__subAddress)
# 将服务器设为启动
self.__active = True
# 启动工作线程
if not self.__thread.isAlive():
self.__thread.start()
#----------------------------------------------------------------------
def stop(self):
"""停止客户端"""
# 将客户端设为停止
self.__active = False
# 等待工作线程退出
if self.__thread.isAlive():
self.__thread.join()
#----------------------------------------------------------------------
def run(self):
"""客户端运行函数"""
while self.__active:
# 使用poll来等待事件到达等待1秒1000毫秒
if not self.__socketSUB.poll(1000):
continue
# 从订阅socket收取广播数据
topic, datab = self.__socketSUB.recv_multipart()
# 序列化解包
data = self.unpack(datab)
# 调用回调函数处理
self.callback(topic, data)
#----------------------------------------------------------------------
def callback(self, topic, data):
"""回调函数,必须由用户实现"""
raise NotImplementedError
#----------------------------------------------------------------------
def subscribeTopic(self, topic):
"""
订阅特定主题的广播数据
可以使用topic=''来订阅所有的主题
"""
self.__socketSUB.setsockopt(zmq.SUBSCRIBE, topic)
########################################################################
class RemoteException(Exception):
"""RPC远程异常"""
#----------------------------------------------------------------------
def __init__(self, value):
"""Constructor"""
self.__value = value
#----------------------------------------------------------------------
def __str__(self):
"""输出错误信息"""
return self.__value

206
vn.trader/vtClient.py Normal file
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# encoding: utf-8
import sys
import os
import ctypes
import platform
import vtPath
from uiMainWindow import *
from eventEngine import *
from vnrpc import RpcClient
from ctaAlgo.ctaEngine import CtaEngine
from dataRecorder.drEngine import DrEngine
from riskManager.rmEngine import RmEngine
# 文件路径名
path = os.path.abspath(os.path.dirname(__file__))
ICON_FILENAME = 'vnpy.ico'
ICON_FILENAME = os.path.join(path, ICON_FILENAME)
SETTING_FILENAME = 'VT_setting.json'
SETTING_FILENAME = os.path.join(path, SETTING_FILENAME)
########################################################################
class VtClient(RpcClient):
"""vn.trader客户端"""
#----------------------------------------------------------------------
def __init__(self, reqAddress, subAddress, eventEngine):
"""Constructor"""
super(VtClient, self).__init__(reqAddress, subAddress)
self.eventEngine = eventEngine
self.usePickle()
#----------------------------------------------------------------------
def callback(self, topic, data):
"""回调函数"""
self.eventEngine.put(data)
########################################################################
class ClientEngine(object):
"""客户端引擎提供和MainEngine完全相同的API接口"""
#----------------------------------------------------------------------
def __init__(self, client, eventEngine):
"""Constructor"""
self.client = client
self.eventEngine = eventEngine
# 扩展模块
self.ctaEngine = CtaEngine(self, self.eventEngine)
self.drEngine = DrEngine(self, self.eventEngine)
self.rmEngine = RmEngine(self, self.eventEngine)
#----------------------------------------------------------------------
def connect(self, gatewayName):
"""连接特定名称的接口"""
self.client.connect(gatewayName)
#----------------------------------------------------------------------
def subscribe(self, subscribeReq, gatewayName):
"""订阅特定接口的行情"""
self.client.subscribe(subscribeReq, gatewayName)
#----------------------------------------------------------------------
def sendOrder(self, orderReq, gatewayName):
"""对特定接口发单"""
self.client.sendOrder(orderReq, gatewayName)
#----------------------------------------------------------------------
def cancelOrder(self, cancelOrderReq, gatewayName):
"""对特定接口撤单"""
self.client.cancelOrder(cancelOrderReq, gatewayName)
#----------------------------------------------------------------------
def qryAccont(self, gatewayName):
"""查询特定接口的账户"""
self.client.qryAccount(gatewayName)
#----------------------------------------------------------------------
def qryPosition(self, gatewayName):
"""查询特定接口的持仓"""
self.client.qryPosition(gatewayName)
#----------------------------------------------------------------------
def exit(self):
"""退出程序前调用,保证正常退出"""
# 停止事件引擎
self.eventEngine.stop()
# 关闭客户端的推送数据接收
self.client.stop()
# 停止数据记录引擎
self.drEngine.stop()
#----------------------------------------------------------------------
def writeLog(self, content):
"""快速发出日志事件"""
self.client.writeLog(content)
#----------------------------------------------------------------------
def dbConnect(self):
"""连接MongoDB数据库"""
self.client.dbConnect()
#----------------------------------------------------------------------
def dbInsert(self, dbName, collectionName, d):
"""向MongoDB中插入数据d是具体数据"""
self.client.dbInsert(dbName, collectionName, d)
#----------------------------------------------------------------------
def dbQuery(self, dbName, collectionName, d):
"""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"""
self.client.dbQuery(dbName, collectionName, d)
#----------------------------------------------------------------------
def dbUpdate(self, dbName, collectionName, d, flt, upsert=False):
"""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"""
self.client.dbUpdate(dbName, collectionName, d, flt, upsert)
#----------------------------------------------------------------------
def getContract(self, vtSymbol):
"""查询合约"""
return self.client.getContract(vtSymbol)
#----------------------------------------------------------------------
def getAllContracts(self):
"""查询所有合约(返回列表)"""
return self.client.getAllContracts()
#----------------------------------------------------------------------
def getOrder(self, vtOrderID):
"""查询委托"""
return self.client.getOrder(vtOrderID)
#----------------------------------------------------------------------
def getAllWorkingOrders(self):
"""查询所有的活跃的委托(返回列表)"""
return self.client.getAllWorkingOrders()
#----------------------------------------------------------------------
def getAllGatewayNames(self):
"""查询所有的接口名称"""
return self.client.getAllGatewayNames()
#----------------------------------------------------------------------
def main():
"""客户端主程序入口"""
# 重载sys模块设置默认字符串编码方式为utf8
reload(sys)
sys.setdefaultencoding('utf8')
# 设置Windows底部任务栏图标
if 'Windows' in platform.uname() :
ctypes.windll.shell32.SetCurrentProcessExplicitAppUserModelID('vn.trader')
# 创建事件引擎
eventEngine = EventEngine()
eventEngine.start(timer=False)
# 创建客户端
reqAddress = 'tcp://localhost:2014'
subAddress = 'tcp://localhost:0602'
client = VtClient(reqAddress, subAddress, eventEngine)
client.subscribeTopic('')
client.start()
# 初始化Qt应用对象
app = QtGui.QApplication(sys.argv)
app.setWindowIcon(QtGui.QIcon(ICON_FILENAME))
app.setFont(BASIC_FONT)
# 设置Qt的皮肤
try:
f = file(SETTING_FILENAME)
setting = json.load(f)
if setting['darkStyle']:
import qdarkstyle
app.setStyleSheet(qdarkstyle.load_stylesheet(pyside=False))
except:
pass
# 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()

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@ -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)
return list(cursor)
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
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# 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()