1. 封装部分vn.ib中的结构体
2. 添加MainWindow的一键恢复窗口布局功能
This commit is contained in:
chenxy123
parent
6ed2a4eed9
commit
5869b45dd4
@ -90,6 +90,17 @@ public:
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use_ = Use();
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}
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//封装添加
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bool operator==(const shared_ptr<X> const & a)
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{
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return a.get() == this->get();
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}
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bool operator!=(const shared_ptr<X> const & a)
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{
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return a.get() != this->get();
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}
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private:
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X *ptr_;
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Binary file not shown.
@ -1,5 +1,5 @@
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<?xml version="1.0"?>
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<SubscriptionDataContainer xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns="urn:Microsoft.VisualStudio.WindowsAzure.CommonAzureTools.Authentication.CacheManagement">
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<Items />
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<TokenCache>AQAAANCMnd8BFdERjHoAwE/Cl+sBAAAAhuIZgFnYcU6wvp5DI4FozAAAAAACAAAAAAAQZgAAAAEAACAAAAAP+ZejtWt08T4CHAObG1FMrnjuDrDgxp3Kgz3p0GFTiAAAAAAOgAAAAAIAACAAAADnqXDqufrv721M+KR/tLuCYzN6ynSphcMeiL+hw9/zfBAAAAA0xC0ncTgoWKgyHhV01sFjQAAAAHPVrjN2gp4P8U/lDH6S7DXnH0r85ILsW5BB0pf0XLyQTdX5KoNz8//d+jBnTKg15QzO9mS8Bc1TVIuzVWasdjI=</TokenCache>
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<TokenCache>AQAAANCMnd8BFdERjHoAwE/Cl+sBAAAAhuIZgFnYcU6wvp5DI4FozAAAAAACAAAAAAAQZgAAAAEAACAAAACfxQZLqGgIlYaHRNvaMP1104wne69yDm3hT5jSkViJrwAAAAAOgAAAAAIAACAAAACEoYIxmu9X+z/pKyvKYVXdWTl6zqCrHe3ExYUwAcJwxxAAAABGePzLyKMDeM4WJVJQQCN+QAAAAEywH3Ecv+0PlTkK8x594oWHzQCnUgiXkPjdiAJHqE3sO/L19xiNs2JqW9giCiOVPNL2VS6Pue9CQLjRouK8HHE=</TokenCache>
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</SubscriptionDataContainer>
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@ -4,6 +4,13 @@
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#include "StdAfx.h"
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#include "vnib.h"
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#include "Contract.h"
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#include "OrderState.h"
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#include "Execution.h"
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#include "CommissionReport.h"
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#include "ScannerSubscription.h"
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#include "TagValue.h"
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///-------------------------------------------------------------------------------------
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///C++的回调函数将数据保存到队列中
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@ -416,10 +423,52 @@ struct IbApiWrap : VnIbApi, wrapper < VnIbApi >
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};
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struct TagValue_Wrapper : TagValue
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{
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TagValue_Wrapper(PyObject* self_) : self(self_) {}
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PyObject* self;
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};
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// 特殊封装相关
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namespace boost {
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namespace python {
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template <class T> struct pointee< ibapi::shared_ptr<T> >
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{
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typedef T type;
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};
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}
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}
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template<class T> inline T * get_pointer(ibapi::shared_ptr<T> const & p)
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{
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return p.get();
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}
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/*
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template<class T>
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bool ibapi::shared_ptr::operator==(ibapi::shared_ptr<T> const & a)
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{
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return a.get() == this->get();
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}
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template<class T>
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bool ibapi::shared_ptr::operator!=(ibapi::shared_ptr<T> const & a)
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{
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return a.get() != this->get();
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}
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*/
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BOOST_PYTHON_MODULE(vnib)
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{
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PyEval_InitThreads(); //导入时运行，保证先创建GIL
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using namespace boost::python;
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//导入时运行，保证先创建GIL
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PyEval_InitThreads();
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//API类封装
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class_<IbApiWrap, boost::noncopyable>("IbApi")
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.def("eConnect", &IbApiWrap::eConnect)
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.def("eDisconnect", &IbApiWrap::eDisconnect)
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@ -435,5 +484,111 @@ BOOST_PYTHON_MODULE(vnib)
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.def("accountSummary", pure_virtual(&IbApiWrap::accountSummary))
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.def("accountSummaryEnd", pure_virtual(&IbApiWrap::accountSummaryEnd))
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;
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//结构体封装
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class_<OrderState>("OrderState")
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.def_readwrite("status", &OrderState::status)
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.def_readwrite("initMargin", &OrderState::initMargin)
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.def_readwrite("maintMargin", &OrderState::maintMargin)
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.def_readwrite("equityWithLoan", &OrderState::equityWithLoan)
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.def_readwrite("commission", &OrderState::commission)
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.def_readwrite("minCommission", &OrderState::minCommission)
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.def_readwrite("maxCommission", &OrderState::maxCommission)
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.def_readwrite("commissionCurrency", &OrderState::commissionCurrency)
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.def_readwrite("warningText ", &OrderState::warningText)
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;
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class_<Execution>("Execution")
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.def_readwrite("execId", &Execution::execId)
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.def_readwrite("time", &Execution::time)
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.def_readwrite("acctNumber", &Execution::acctNumber)
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.def_readwrite("exchange", &Execution::exchange)
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.def_readwrite("side", &Execution::side)
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.def_readwrite("shares", &Execution::shares)
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.def_readwrite("price", &Execution::price)
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.def_readwrite("permId", &Execution::permId)
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.def_readwrite("clientId ", &Execution::clientId)
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.def_readwrite("orderId ", &Execution::orderId)
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.def_readwrite("liquidation ", &Execution::liquidation)
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.def_readwrite("cumQty ", &Execution::cumQty)
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.def_readwrite("avgPrice ", &Execution::avgPrice)
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.def_readwrite("orderRef ", &Execution::orderRef)
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.def_readwrite("evRule ", &Execution::evRule)
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.def_readwrite("evMultiplier ", &Execution::evMultiplier)
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.def_readwrite("modelCode ", &Execution::modelCode)
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;
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class_<UnderComp>("UnderComp")
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.def_readwrite("conId", &UnderComp::conId)
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.def_readwrite("delta", &UnderComp::delta)
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.def_readwrite("price", &UnderComp::price)
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;
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class_<CommissionReport>("CommissionReport")
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.def_readwrite("execId", &CommissionReport::execId)
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.def_readwrite("commission", &CommissionReport::commission)
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.def_readwrite("currency", &CommissionReport::currency)
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.def_readwrite("realizedPNL", &CommissionReport::realizedPNL)
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.def_readwrite("yield", &CommissionReport::yield)
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.def_readwrite("yieldRedemptionDate", &CommissionReport::yieldRedemptionDate)
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;
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class_<ExecutionFilter>("ExecutionFilter")
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.def_readwrite("m_clientId", &ExecutionFilter::m_clientId)
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.def_readwrite("m_acctCode", &ExecutionFilter::m_acctCode)
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.def_readwrite("m_time", &ExecutionFilter::m_time)
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.def_readwrite("m_symbol", &ExecutionFilter::m_symbol)
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.def_readwrite("m_secType", &ExecutionFilter::m_secType)
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.def_readwrite("m_exchange", &ExecutionFilter::m_exchange)
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.def_readwrite("m_side", &ExecutionFilter::m_side)
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;
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class_<ScannerSubscription>("ScannerSubscription")
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.def_readwrite("numberOfRows", &ScannerSubscription::numberOfRows)
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.def_readwrite("instrument", &ScannerSubscription::instrument)
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.def_readwrite("locationCode", &ScannerSubscription::locationCode)
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.def_readwrite("scanCode", &ScannerSubscription::scanCode)
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.def_readwrite("abovePrice", &ScannerSubscription::abovePrice)
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.def_readwrite("belowPrice", &ScannerSubscription::belowPrice)
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.def_readwrite("aboveVolume", &ScannerSubscription::aboveVolume)
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.def_readwrite("marketCapAbove", &ScannerSubscription::marketCapAbove)
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.def_readwrite("marketCapBelow", &ScannerSubscription::marketCapBelow)
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.def_readwrite("moodyRatingAbove", &ScannerSubscription::moodyRatingAbove)
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.def_readwrite("moodyRatingBelow", &ScannerSubscription::moodyRatingBelow)
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.def_readwrite("spRatingAbove", &ScannerSubscription::spRatingAbove)
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.def_readwrite("spRatingBelow", &ScannerSubscription::spRatingBelow)
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.def_readwrite("maturityDateAbove", &ScannerSubscription::maturityDateAbove)
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.def_readwrite("maturityDateBelow", &ScannerSubscription::maturityDateBelow)
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.def_readwrite("couponRateAbove", &ScannerSubscription::couponRateAbove)
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.def_readwrite("couponRateBelow", &ScannerSubscription::couponRateBelow)
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.def_readwrite("excludeConvertible", &ScannerSubscription::excludeConvertible)
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.def_readwrite("averageOptionVolumeAbove", &ScannerSubscription::averageOptionVolumeAbove)
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.def_readwrite("scannerSettingPairs", &ScannerSubscription::scannerSettingPairs)
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.def_readwrite("stockTypeFilter", &ScannerSubscription::stockTypeFilter)
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;
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class_<TagValue, TagValueSPtr>("TagValue")
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//class_<TagValue>("TagValue")
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.def_readwrite("tag", &TagValue::tag)
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.def_readwrite("value", &TagValue::value)
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;
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class_<TagValueList, TagValueListSPtr>("TagValueList")
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//class_<TagValueList>("TagValueList")
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.def(vector_indexing_suite<TagValueList, true>()); //这个true非常重要
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//register_ptr_to_python<TagValueSPtr>();
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//register_ptr_to_python<TagValueListSPtr>();
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class_<ComboLeg>("ComboLeg")
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.def_readwrite("conId", &ComboLeg::conId)
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.def_readwrite("ratio", &ComboLeg::ratio)
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.def_readwrite("action", &ComboLeg::action)
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.def_readwrite("exchange", &ComboLeg::exchange)
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.def_readwrite("openClose", &ComboLeg::openClose)
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.def_readwrite("shortSaleSlot", &ComboLeg::shortSaleSlot)
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.def_readwrite("designatedLocation", &ComboLeg::designatedLocation)
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.def_readwrite("exemptCode", &ComboLeg::exemptCode)
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;
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};
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@ -9,10 +9,17 @@
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#include <boost/python/module.hpp> //python封装
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#include <boost/python/def.hpp> //python封装
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#include <boost/python/object.hpp> //python封装
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#include <boost/python/register_ptr_to_python.hpp> //Python封装
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#include <boost/python/suite/indexing/vector_indexing_suite.hpp> //Python封装
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#include <boost/python.hpp> //python封装
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#include <boost/thread.hpp> //任务队列的线程功能
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#include <boost/bind.hpp> //任务队列的线程功能
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#include <boost/shared_ptr.hpp>
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//API
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#include "EWrapper.h"
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#include "EClientSocket.h"
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@ -50,6 +57,14 @@ public:
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};
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///-------------------------------------------------------------------------------------
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///强制转化相关
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///-------------------------------------------------------------------------------------
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boost::python::list tagvaluelist_to_pylist();
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TagValueListSPtr pylist_to_tagvaluelist();
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///-------------------------------------------------------------------------------------
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///声明类
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///-------------------------------------------------------------------------------------
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@ -58,7 +73,6 @@ class VnIbApi;
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class IbWrapper;
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///-------------------------------------------------------------------------------------
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///C++ SPI的回调函数方法实现
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///-------------------------------------------------------------------------------------
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@ -23,7 +23,7 @@ class MainWindow(QtGui.QMainWindow):
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self.widgetDict = {} # 用来保存子窗口的字典
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self.initUi()
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self.loadWindowSettings()
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self.loadWindowSettings('custom')
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#----------------------------------------------------------------------
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def initUi(self):
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@ -55,6 +55,9 @@ class MainWindow(QtGui.QMainWindow):
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# 连接组件之间的信号
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widgetPositionM.itemDoubleClicked.connect(widgetTradingW.closePosition)
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# 保存默认设置
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self.saveWindowSettings('default')
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#----------------------------------------------------------------------
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def initMenu(self):
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"""初始化菜单"""
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@ -65,9 +68,6 @@ class MainWindow(QtGui.QMainWindow):
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connectLtsAction = QtGui.QAction(u'连接LTS', self)
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connectLtsAction.triggered.connect(self.connectLts)
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connectXtpAction = QtGui.QAction(u'连接XTP', self)
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connectXtpAction.triggered.connect(self.connectXtp)
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connectKsotpAction = QtGui.QAction(u'连接金仕达期权', self)
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connectKsotpAction.triggered.connect(self.connectKsotp)
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@ -119,6 +119,9 @@ class MainWindow(QtGui.QMainWindow):
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rmAction = QtGui.QAction(u'风险管理', self)
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rmAction.triggered.connect(self.openRm)
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restoreAction = QtGui.QAction(u'还原窗口', self)
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restoreAction.triggered.connect(self.restoreWindow)
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# 创建菜单
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menubar = self.menuBar()
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@ -128,8 +131,6 @@ class MainWindow(QtGui.QMainWindow):
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sysMenu.addAction(connectCtpAction)
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if 'LTS' in self.mainEngine.gatewayDict:
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sysMenu.addAction(connectLtsAction)
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if 'XTP' in self.mainEngine.gatewayDict:
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sysMenu.addAction(connectXtpAction)
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if 'FEMAS' in self.mainEngine.gatewayDict:
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sysMenu.addAction(connectFemasAction)
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if 'XSPEED' in self.mainEngine.gatewayDict:
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@ -166,6 +167,7 @@ class MainWindow(QtGui.QMainWindow):
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# 帮助
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helpMenu = menubar.addMenu(u'帮助')
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helpMenu.addAction(restoreAction)
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helpMenu.addAction(aboutAction)
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helpMenu.addAction(testAction)
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@ -209,11 +211,6 @@ class MainWindow(QtGui.QMainWindow):
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"""连接LTS接口"""
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self.mainEngine.connect('LTS')
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#----------------------------------------------------------------------
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def connectXtp(self):
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"""连接XTP接口"""
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self.mainEngine.connect('XTP')
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#----------------------------------------------------------------------
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def connectKsotp(self):
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"""连接金仕达期权接口"""
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@ -320,7 +317,7 @@ class MainWindow(QtGui.QMainWindow):
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if reply == QtGui.QMessageBox.Yes:
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for widget in self.widgetDict.values():
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widget.close()
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self.saveWindowSettings()
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self.saveWindowSettings('custom')
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self.mainEngine.exit()
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event.accept()
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@ -339,16 +336,16 @@ class MainWindow(QtGui.QMainWindow):
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return widget, dock
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#----------------------------------------------------------------------
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def saveWindowSettings(self):
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def saveWindowSettings(self, settingName):
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"""保存窗口设置"""
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settings = QtCore.QSettings('vn.py', 'vn.trader')
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settings = QtCore.QSettings('vn.trader', settingName)
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settings.setValue('state', self.saveState())
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settings.setValue('geometry', self.saveGeometry())
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#----------------------------------------------------------------------
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def loadWindowSettings(self):
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def loadWindowSettings(self, settingName):
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"""载入窗口设置"""
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settings = QtCore.QSettings('vn.py', 'vn.trader')
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settings = QtCore.QSettings('vn.trader', settingName)
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# 这里由于PyQt4的版本不同，settings.value('state')调用返回的结果可能是：
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# 1. None（初次调用，注册表里无相应记录，因此为空）
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# 2. QByteArray（比较新的PyQt4）
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@ -361,6 +358,12 @@ class MainWindow(QtGui.QMainWindow):
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except AttributeError:
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pass
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#----------------------------------------------------------------------
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def restoreWindow(self):
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"""还原默认窗口设置（还原停靠组件位置）"""
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self.loadWindowSettings('default')
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self.showMaximized()
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########################################################################
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class AboutWidget(QtGui.QDialog):
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