[Add] new spread trading app

vnpy/app/spread_trading/__init__.py

@@ -0,0 +1,17 @@
+from pathlib import Path
+
+from vnpy.trader.app import BaseApp
+
+from .engine import SpreadEngine, APP_NAME
+
+
+class AlgoTradingApp(BaseApp):
+    """"""
+
+    app_name = APP_NAME
+    app_module = __module__
+    app_path = Path(__file__).parent
+    display_name = "价差交易"
+    engine_class = SpreadEngine
+    widget_name = "SpreadManager"
+    icon_name = "spread.ico"

vnpy/app/spread_trading/engine.py

@@ -0,0 +1,13 @@
+
+from vnpy.event import EventEngine, Event
+from vnpy.trader.engine import BaseEngine, MainEngine
+
+APP_NAME = "SpreadTrading"
+
+
+class SpreadEngine(BaseEngine):
+    """"""
+
+    def __init__(self, main_engine: MainEngine, event_engine: EventEngine):
+        """Constructor"""
+        super().__init__(main_engine, event_engine, APP_NAME)

vnpy/app/spread_trading/ui/__init__.py

@@ -0,0 +1 @@
+from .widget import SpreadManager

vnpy/app/spread_trading/ui/widget.py

@@ -0,0 +1,25 @@
+"""
+Widget for spread trading.
+"""
+
+from vnpy.event import EventEngine, Event
+from vnpy.trader.engine import MainEngine
+from vnpy.trader.ui import QtWidgets, QtCore
+
+from ..engine import (
+    AlgoEngine,
+    AlgoTemplate,
+    APP_NAME,
+)
+
+
+class SpreadManager(QtWidgets.QWidget):
+    """"""
+
+    def __init__(self, main_engine: MainEngine, event_engine: EventEngine):
+        """"""
+        super().__init__()
+
+        self.main_engine = main_engine
+        self.event_engine = event_engine
+        self.spread_engine = main_engine.get_engine(APP_NAME)