From 644d14881c3e339d5c0248da0791ed38a5f625b7 Mon Sep 17 00:00:00 2001 From: "vn.py" Date: Sun, 2 Dec 2018 13:24:04 +0800 Subject: [PATCH] =?UTF-8?q?[Add]=E6=96=B0=E5=A2=9E=E4=BA=A4=E6=98=93?= =?UTF-8?q?=E5=A4=8D=E5=88=B6=E6=A8=A1=E5=9D=97TradeCopy?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- examples/VnTrader/run.py | 4 +- vnpy/__init__.py | 2 +- vnpy/trader/app/tradeCopy/__init__.py | 10 + vnpy/trader/app/tradeCopy/tc.ico | Bin 0 -> 20510 bytes vnpy/trader/app/tradeCopy/tcEngine.py | 319 ++++++++++++++++++++++++ vnpy/trader/app/tradeCopy/uiTcWidget.py | 199 +++++++++++++++ 6 files changed, 532 insertions(+), 2 deletions(-) create mode 100644 vnpy/trader/app/tradeCopy/__init__.py create mode 100644 vnpy/trader/app/tradeCopy/tc.ico create mode 100644 vnpy/trader/app/tradeCopy/tcEngine.py create mode 100644 vnpy/trader/app/tradeCopy/uiTcWidget.py diff --git a/examples/VnTrader/run.py b/examples/VnTrader/run.py index b2975c27..53872f1f 100644 --- a/examples/VnTrader/run.py +++ b/examples/VnTrader/run.py @@ -35,7 +35,8 @@ elif system == 'Windows': # 加载上层应用 from vnpy.trader.app import (riskManager, ctaStrategy, - spreadTrading, algoTrading) + spreadTrading, algoTrading, + tradeCopy) #---------------------------------------------------------------------- @@ -67,6 +68,7 @@ def main(): me.addApp(ctaStrategy) me.addApp(spreadTrading) me.addApp(algoTrading) + me.addApp(tradeCopy) # 创建主窗口 mw = MainWindow(me, ee) diff --git a/vnpy/__init__.py b/vnpy/__init__.py index 708620bf..4d027381 100644 --- a/vnpy/__init__.py +++ b/vnpy/__init__.py @@ -1,4 +1,4 @@ # encoding: UTF-8 -__version__ = '1.9.0' +__version__ = '1.9.2' __author__ = 'Xiaoyou Chen' \ No newline at end of file diff --git a/vnpy/trader/app/tradeCopy/__init__.py b/vnpy/trader/app/tradeCopy/__init__.py new file mode 100644 index 00000000..6f445281 --- /dev/null +++ b/vnpy/trader/app/tradeCopy/__init__.py @@ -0,0 +1,10 @@ +# encoding: UTF-8 + +from .tcEngine import TcEngine +from .uiTcWidget import TcManager + +appName = 'TradeCopy' +appDisplayName = u'交易复制' +appEngine = TcEngine +appWidget = TcManager +appIco = 'tc.ico' \ No newline at end of file diff --git a/vnpy/trader/app/tradeCopy/tc.ico b/vnpy/trader/app/tradeCopy/tc.ico new file mode 100644 index 0000000000000000000000000000000000000000..e7ee47a923dfcb1aa7484622a870f32890db441e GIT binary patch literal 20510 zcmeI42YggjzQ+#`q$2_%MT!MPq$4O6R6syLMNmN$ML=m5*5})Oy7~-4W}>KIM|ABC z*Iuw7(rc2LK&XZidJXA?Q2zV-oqNxnGm}XO0`7j^=MA63y_val%J=-+X`@s*{Oj3A z;s0i;@&KjkDWzH>^+cM6#P|7%?XOg?yPTxoI9>nUpQzNZ1f?b~Q_7d5RD4jWpeXg! zqKayALQNHy)D)=`(hW#=s>zAtR9xcUkzP=~z}w27JX86D-zb0J7o-JvZw2y6#B~|o zpN}-lc_#3d{!U!dlemtIol5ypk2ut8GV1kL)aRu| zr>pg$eA)KN0hEjMMk;w!M;$Lh>W?};iZ;BVe8Hb^pNux8A?-uTMk>I2htUSXv&9qN zH!0fZ{4VqG2eXj&AZXzvb_!PGl4)L_LG3 z?^yNpa_BI0=pE?v$-c&a3$BZi7F9wS52B3yC32XI`cF!5(qvrmcR407V=C_^z6U+W zXH4!h`g!L&ULFy7F~1X&Ik533XM@S(U{YDdZ8$j^v7agR*l)-KMm#R54_Kr*dLB_P 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DIRECTION_SHROT + if tick.upperLimit: + req.price = tick.upperLimit + else: + req.price = tick.askPrice1 + + elif DIRECTION_SHROT in vtPositionName: + req.direction = DIRECTION_LONG + if tick.lowerLimit: + req.price = tick.lowerLimit + else: + req.price = tick.bidPrice1 + + # Use auto-convert for solving today/yesterday position problem + reqList = self.mainEngine.convertOrderReq(req) + for convertedReq in reqList: + self.mainEngine.sendOrder(convertedReq, contract.gatewayName) + + # Write log + msg = u'发出%s委托 %s%s %s@%s' %(vtSymbol, req.direction, req.offset, + req.price, req.volume) + self.writeLog(msg) + + #---------------------------------------------------------------------- + def cancelOrder(self, vtSymbol): + """ + Cancel all orders of a certain vtSymbol + """ + l = self.mainEngine.getAllWorkingOrders() + for order in l: + if order.vtSymbol == vtSymbol: + req = VtCancelOrderReq() + req.orderID = order.orderID + req.frontID = order.frontID + req.sessionID = order.sessionID + req.symbol = order.symbol + req.exchange = order.exchange + self.mainEngine.cancelOrder(req, order.gatewayName) + + self.writeLog(u'撤销%s全部活动中委托' %vtSymbol) + + #---------------------------------------------------------------------- + def checkNoWorkingOrder(self, vtSymbol): + """ + Check if there is still any working orders of a certain vtSymbol + """ + l = self.mainEngine.getAllWorkingOrders() + for order in l: + if order.vtSymbol == vtSymbol: + return False + + return True + + #---------------------------------------------------------------------- + def writeLog(self, msg): + """""" + log = VtLogData() + log.logContent = msg + + event = Event(EVENT_TC_LOG) + event.dict_['data'] = log + self.eventEngine.put(event) + + #---------------------------------------------------------------------- + def getPos(self): + """ + Get currenct position data of provider + """ + return dict(self.posDict) + + #---------------------------------------------------------------------- + def initTarget(self): + """ + Init target data of subscriber based on position data from provider + """ + d = self.client.getPos() + for vtPositionName, pos in d.items(): + l = vtPositionName.split('.') + direction = l[-1] + vtSymbol = vtPositionName.replace('.' + direction, '') + + data = { + 'vtPositionName': vtPositionName, + 'vtSymbol': vtSymbol, + 'pos': pos + } + self.updatePos(data) + + self.writeLog(u'目标仓位初始化完成') + + +######################################################################## +class TcClient(RpcClient): + """""" + + #---------------------------------------------------------------------- + def __init__(self, engine, reqAddress, subAddress): + """Constructor""" + super(TcClient, self).__init__(reqAddress, subAddress) + + self.engine = engine + + #---------------------------------------------------------------------- + def callback(self, topic, data): + """""" + self.engine.updatePos(data) + + \ No newline at end of file diff --git a/vnpy/trader/app/tradeCopy/uiTcWidget.py b/vnpy/trader/app/tradeCopy/uiTcWidget.py new file mode 100644 index 00000000..5cdfc9d4 --- /dev/null +++ b/vnpy/trader/app/tradeCopy/uiTcWidget.py @@ -0,0 +1,199 @@ +# encoding: UTF-8 + +import shelve + +from vnpy.event import Event +from vnpy.trader.uiQt import QtCore, QtGui, QtWidgets +from vnpy.trader.vtFunction import getTempPath + +from .tcEngine import EVENT_TC_LOG + + +######################################################################## +class TcManager(QtWidgets.QWidget): + """""" + REQ_ADDRESS = 'tcp://localhost:2015' + SUB_ADDRESS = 'tcp://localhost:2018' + REP_ADDRESS = 'tcp://*:2015' + PUB_ADDRESS = 'tcp://*:2018' + COPY_RATIO = '1' + INTERVAL = '1' + + settingFileName = 'TradeCopy.vt' + settingFilePath = getTempPath(settingFileName) + + signal = QtCore.Signal(type(Event())) + + #---------------------------------------------------------------------- + def __init__(self, tcEngine, eventEngine, parent=None): + """Constructor""" + super(TcManager, self).__init__(parent) + + self.tcEngine = tcEngine + self.eventEngine = eventEngine + + self.initUi() + self.loadSetting() + self.registerEvent() + + self.tcEngine.writeLog(u'欢迎使用TradeCopy交易复制模块') + + #---------------------------------------------------------------------- + def initUi(self): + """""" + self.setWindowTitle(u'交易复制') + self.setMinimumWidth(700) + self.setMinimumHeight(700) + + # 创建组件 + self.lineReqAddress = QtWidgets.QLineEdit(self.REQ_ADDRESS) + self.lineSubAddress= QtWidgets.QLineEdit(self.SUB_ADDRESS) + self.lineRepAddress = QtWidgets.QLineEdit(self.REP_ADDRESS) + self.linePubAddress = QtWidgets.QLineEdit(self.PUB_ADDRESS) + + validator = QtGui.QDoubleValidator() + validator.setBottom(0) + self.lineCopyRatio = QtWidgets.QLineEdit() + self.lineCopyRatio.setValidator(validator) + self.lineCopyRatio.setText(self.COPY_RATIO) + + validator2 = QtGui.QIntValidator() + validator2.setBottom(1) + self.lineInterval = QtWidgets.QLineEdit() + self.lineInterval.setValidator(validator2) + self.lineInterval.setText(self.INTERVAL) + + self.buttonProvider = QtWidgets.QPushButton(u'启动发布者') + self.buttonProvider.clicked.connect(self.startProvider) + + self.buttonSubscriber = QtWidgets.QPushButton(u'启动订阅者') + self.buttonSubscriber.clicked.connect(self.startSubscriber) + + self.buttonStopEngine = QtWidgets.QPushButton(u'停止') + self.buttonStopEngine.clicked.connect(self.stopEngine) + self.buttonStopEngine.setEnabled(False) + + self.buttonResetAddress = QtWidgets.QPushButton(u'重置地址') + self.buttonResetAddress.clicked.connect(self.resetAddress) + + self.logMonitor = QtWidgets.QTextEdit() + self.logMonitor.setReadOnly(True) + + self.widgetList = [ + self.lineCopyRatio, + self.lineInterval, + self.linePubAddress, + self.lineSubAddress, + self.lineRepAddress, + self.lineReqAddress, + self.buttonProvider, + self.buttonSubscriber, + self.buttonResetAddress + ] + + # 布局 + QLabel = QtWidgets.QLabel + grid = QtWidgets.QGridLayout() + + grid.addWidget(QLabel(u'响应地址'), 0, 0) + grid.addWidget(self.lineRepAddress, 0, 1) + grid.addWidget(QLabel(u'请求地址'), 0, 2) + grid.addWidget(self.lineReqAddress, 0, 3) + + grid.addWidget(QLabel(u'发布地址'), 1, 0) + grid.addWidget(self.linePubAddress, 1, 1) + grid.addWidget(QLabel(u'订阅地址'), 1, 2) + grid.addWidget(self.lineSubAddress, 1, 3) + + grid.addWidget(QLabel(u'发布间隔（秒）'), 2, 0) + grid.addWidget(self.lineInterval, 2, 1) + grid.addWidget(QLabel(u'复制比例（倍）'), 2, 2) + grid.addWidget(self.lineCopyRatio, 2, 3) + + grid.addWidget(self.buttonProvider, 3, 0, 1, 2) + grid.addWidget(self.buttonSubscriber, 3, 2, 1, 2) + grid.addWidget(self.buttonStopEngine, 4, 0, 1, 2) + grid.addWidget(self.buttonResetAddress, 4, 2, 1, 2) + + grid.addWidget(self.logMonitor, 5, 0, 1, 4) + + self.setLayout(grid) + + #---------------------------------------------------------------------- + def saveSetting(self): + """""" + f = shelve.open(self.settingFilePath) + f['repAddress'] = self.lineRepAddress.text() + f['reqAddress'] = self.lineReqAddress.text() + f['pubAddress'] = self.linePubAddress.text() + f['subAddress'] = self.lineSubAddress.text() + f['copyRatio'] = self.lineCopyRatio.text() + f['interval'] = self.lineInterval.text() + f.close() + + #---------------------------------------------------------------------- + def loadSetting(self): + """""" + f = shelve.open(self.settingFilePath) + if f: + self.lineRepAddress.setText(f['repAddress']) + self.lineReqAddress.setText(f['reqAddress']) + self.linePubAddress.setText(f['pubAddress']) + self.lineSubAddress.setText(f['subAddress']) + self.lineCopyRatio.setText(f['copyRatio']) + self.lineInterval.setText(f['interval']) + f.close() + + #---------------------------------------------------------------------- + def resetAddress(self): + """""" + self.lineReqAddress.setText(self.REQ_ADDRESS) + self.lineRepAddress.setText(self.REP_ADDRESS) + self.linePubAddress.setText(self.PUB_ADDRESS) + self.lineSubAddress.setText(self.SUB_ADDRESS) + + #---------------------------------------------------------------------- + def stopEngine(self): + """""" + self.tcEngine.stop() + + for widget in self.widgetList: + widget.setEnabled(True) + self.buttonStopEngine.setEnabled(False) + + #---------------------------------------------------------------------- + def registerEvent(self): + """""" + self.signal.connect(self.processLogEvent) + self.eventEngine.register(EVENT_TC_LOG, self.signal.emit) + + #---------------------------------------------------------------------- + def processLogEvent(self, event): + """""" + log = event.dict_['data'] + txt = '%s: %s' %(log.logTime, log.logContent) + self.logMonitor.append(txt) + + #---------------------------------------------------------------------- + def startProvider(self): + """""" + repAddress = str(self.lineRepAddress.text()) + pubAddress = str(self.linePubAddress.text()) + interval = int(self.lineInterval.text()) + self.tcEngine.startProvider(repAddress, pubAddress, interval) + + for widget in self.widgetList: + widget.setEnabled(False) + self.buttonStopEngine.setEnabled(True) + + #---------------------------------------------------------------------- + def startSubscriber(self): + """""" + reqAddress = str(self.lineReqAddress.text()) + subAddress = str(self.lineSubAddress.text()) + copyRatio = float(self.lineCopyRatio.text()) + self.tcEngine.startSubscriber(reqAddress, subAddress, copyRatio) + + for widget in self.widgetList: + widget.setEnabled(False) + self.buttonStopEngine.setEnabled(True) \ No newline at end of file