[Add] widget for portfolio manager

examples/vn_trader/run.py

@@ -33,15 +33,16 @@ from vnpy.gateway.bitmex import BitmexGateway
 # from vnpy.gateway.gateios import GateiosGateway
 from vnpy.gateway.bybit import BybitGateway
 
-from vnpy.app.cta_strategy import CtaStrategyApp
+# from vnpy.app.cta_strategy import CtaStrategyApp
 # from vnpy.app.csv_loader import CsvLoaderApp
 # from vnpy.app.algo_trading import AlgoTradingApp
-from vnpy.app.cta_backtester import CtaBacktesterApp
+# from vnpy.app.cta_backtester import CtaBacktesterApp
-from vnpy.app.data_recorder import DataRecorderApp
+# from vnpy.app.data_recorder import DataRecorderApp
 # from vnpy.app.risk_manager import RiskManagerApp
-from vnpy.app.script_trader import ScriptTraderApp
+# from vnpy.app.script_trader import ScriptTraderApp
-from vnpy.app.rpc_service import RpcServiceApp
+# from vnpy.app.rpc_service import RpcServiceApp
-from vnpy.app.spread_trading import SpreadTradingApp
+# from vnpy.app.spread_trading import SpreadTradingApp
+from vnpy.app.portfolio_manager import PortfolioManagerApp
 
 
 def main():
@@ -81,15 +82,16 @@ def main():
     # main_engine.add_gateway(GateiosGateway)
     main_engine.add_gateway(BybitGateway)
 
-    main_engine.add_app(CtaStrategyApp)
+    # main_engine.add_app(CtaStrategyApp)
-    main_engine.add_app(CtaBacktesterApp)
+    # main_engine.add_app(CtaBacktesterApp)
     # main_engine.add_app(CsvLoaderApp)
     # main_engine.add_app(AlgoTradingApp)
-    main_engine.add_app(DataRecorderApp)
+    # main_engine.add_app(DataRecorderApp)
     # main_engine.add_app(RiskManagerApp)
     # main_engine.add_app(ScriptTraderApp)
     # main_engine.add_app(RpcServiceApp)
-    main_engine.add_app(SpreadTradingApp)
+    # main_engine.add_app(SpreadTradingApp)
+    main_engine.add_app(PortfolioManagerApp)
 
     main_window = MainWindow(main_engine, event_engine)
     main_window.showMaximized()

vnpy/app/portfolio_manager/__init__.py

@@ -5,7 +5,7 @@ from vnpy.trader.app import BaseApp
 from .engine import PortfolioEngine, APP_NAME
 
 
-class DataRecorderApp(BaseApp):
+class PortfolioManagerApp(BaseApp):
     """"""
     app_name = APP_NAME
     app_module = __module__

vnpy/app/portfolio_manager/engine.py

@@ -1,6 +1,7 @@
 from datetime import datetime
 from typing import Dict, List, Set
 from collections import defaultdict
+from copy import copy
 
 from vnpy.event import Event, EventEngine
 from vnpy.trader.engine import BaseEngine, MainEngine
@@ -16,6 +17,8 @@ from vnpy.trader.utility import load_json, save_json
 APP_NAME = "PortfolioManager"
 
 EVENT_PORTFOLIO_UPDATE = "ePortfioUpdate"
+EVENT_PORTFOLIO_ORDER = "ePortfioUpdate"
+EVENT_PORTFOLIO_TRADE = "ePortfioUpdate"
 
 
 class PortfolioEngine(BaseEngine):
@@ -84,6 +87,13 @@ class PortfolioEngine(BaseEngine):
         if not order.is_active():
             self.active_orders.remove(order.vt_orderid)
 
+        strategy: PortfolioStrategy = self.order_strategy_map[order.vt_orderid]
+        strategy_order = copy(order)
+        strategy_order.gateway_name = strategy.name
+
+        event = Event(EVENT_PORTFOLIO_ORDER, strategy_order)
+        self.event_engine.put(event)
+
     def process_trade_event(self, event: Event):
         """"""
         trade: TradeData = event.data
@@ -99,6 +109,11 @@ class PortfolioEngine(BaseEngine):
 
             self.put_strategy_event(strategy.name)
 
+            strategy_trade = copy(trade)
+            strategy_trade.gateway_name = strategy.name
+            event = Event(EVENT_PORTFOLIO_TRADE, strategy_trade)
+            self.event_engine.put(event)
+
     def process_tick_event(self, event: Event):
         """"""
         tick: TickData = event.data

vnpy/app/portfolio_manager/ui/widget.py

@@ -1,7 +1,3 @@
-"""
-Widget for spread trading.
-"""
-
 from vnpy.event import EventEngine, Event
 from vnpy.trader.engine import MainEngine
 from vnpy.trader.constant import Direction, Offset
@@ -14,18 +10,15 @@ from vnpy.trader.ui.widget import (
 )
 
 from ..engine import (
-    SpreadEngine,
+    PortfolioEngine,
-    SpreadStrategyEngine,
     APP_NAME,
-    EVENT_SPREAD_DATA,
+    EVENT_PORTFOLIO_UPDATE,
-    EVENT_SPREAD_POS,
+    EVENT_PORTFOLIO_TRADE,
-    EVENT_SPREAD_LOG,
+    EVENT_PORTFOLIO_ORDER
-    EVENT_SPREAD_ALGO,
-    EVENT_SPREAD_STRATEGY
 )
 
 
-class SpreadManager(QtWidgets.QWidget):
+class PortfolioManager(QtWidgets.QWidget):
     """"""
 
     def __init__(self, main_engine: MainEngine, event_engine: EventEngine):
@@ -35,50 +28,31 @@ class SpreadManager(QtWidgets.QWidget):
         self.main_engine = main_engine
         self.event_engine = event_engine
 
-        self.spread_engine = main_engine.get_engine(APP_NAME)
+        self.portfolio_engine = main_engine.get_engine(APP_NAME)
 
         self.init_ui()
 
     def init_ui(self):
         """"""
-        self.setWindowTitle("价差交易")
+        self.setWindowTitle("投资组合")
 
-        self.algo_dialog = SpreadAlgoWidget(self.spread_engine)
+        strategy_monitor = PortfolioStrategyMonitor(
-        algo_group = self.create_group("交易", self.algo_dialog)
+            self.main_engine, self.event_engine)
-        algo_group.setMaximumWidth(300)
+        order_monitor = PortfolioOrderMonitor(
+            self.main_engine, self.event_engine)
+        trade_monitor = PortfolioTradeMonitor(
+            self.main_engine, self.event_engine)
 
-        self.data_monitor = SpreadDataMonitor(
+        vbox = QtWidgets.QVBoxLayout()
-            self.main_engine,
+        vbox.addWidget(self.create_group("策略", strategy_monitor))
-            self.event_engine
+        vbox.addWidget(self.create_group("委托", order_monitor))
-        )
+        vbox.addWidget(self.create_group("成交", trade_monitor))
-        self.log_monitor = SpreadLogMonitor(
-            self.main_engine,
-            self.event_engine
-        )
-        self.algo_monitor = SpreadAlgoMonitor(
-            self.spread_engine
-        )
 
-        self.strategy_monitor = SpreadStrategyMonitor(
+        self.setLayout(vbox)
-            self.spread_engine
-        )
-
-        grid = QtWidgets.QGridLayout()
-        grid.addWidget(self.create_group("价差", self.data_monitor), 0, 0)
-        grid.addWidget(self.create_group("日志", self.log_monitor), 1, 0)
-        grid.addWidget(self.create_group("算法", self.algo_monitor), 0, 1)
-        grid.addWidget(self.create_group("策略", self.strategy_monitor), 1, 1)
-
-        hbox = QtWidgets.QHBoxLayout()
-        hbox.addWidget(algo_group)
-        hbox.addLayout(grid)
-
-        self.setLayout(hbox)
 
     def show(self):
         """"""
-        self.spread_engine.start()
+        self.portfolio_engine.load_setting()
-        self.algo_dialog.update_class_combo()
         self.showMaximized()
 
     def create_group(self, title: str, widget: QtWidgets.QWidget):
@@ -94,752 +68,86 @@ class SpreadManager(QtWidgets.QWidget):
         return group
 
 
-class SpreadDataMonitor(BaseMonitor):
+class PortfolioStrategyMonitor(BaseMonitor):
     """
-    Monitor for spread data.
+    Monitor for portfolio strategy.
     """
 
-    event_type = EVENT_SPREAD_DATA
+    event_type = EVENT_PORTFOLIO_UPDATE
     data_key = "name"
     sorting = False
 
     headers = {
-        "name": {"display": "名称", "cell": BaseCell, "update": False},
+        "name": {"display": "策略名称", "cell": BaseCell, "update": False},
-        "bid_volume": {"display": "买量", "cell": BidCell, "update": True},
+        "vt_symbol": {"display": "交易合约", "cell": BaseCell, "update": False},
-        "bid_price": {"display": "买价", "cell": BidCell, "update": True},
+        "size": {"display": "合约乘数", "cell": BaseCell, "update": False},
-        "ask_price": {"display": "卖价", "cell": AskCell, "update": True},
+        "net_pos": {"display": "策略持仓", "cell": BaseCell, "update": True},
-        "ask_volume": {"display": "卖量", "cell": AskCell, "update": True},
+        "open_price": {"display": "持仓价格", "cell": BaseCell, "update": True},
-        "net_pos": {"display": "净仓", "cell": PnlCell, "update": True},
+        "last_price": {"display": "最新价格", "cell": BaseCell, "update": True},
-        "datetime": {"display": "时间", "cell": TimeCell, "update": True},
+        "pos_pnl": {"display": "持仓盈亏", "cell": PnlCell, "update": True},
-        "price_formula": {"display": "定价", "cell": BaseCell, "update": False},
+        "create_time": {"display": "创建时间", "cell": BaseCell, "update": False},
-        "trading_formula": {"display": "交易", "cell": BaseCell, "update": False},
     }
 
-    def register_event(self):
-        """
-        Register event handler into event engine.
-        """
-        super().register_event()
-        self.event_engine.register(EVENT_SPREAD_POS, self.signal.emit)
 
-
+class PortfolioTradeMonitor(BaseMonitor):
-class SpreadLogMonitor(QtWidgets.QTextEdit):
     """
-    Monitor for log data.
+    Monitor for trade data.
-    """
-    signal = QtCore.pyqtSignal(Event)
-
-    def __init__(self, main_engine: MainEngine, event_engine: EventEngine):
-        """"""
-        super().__init__()
-
-        self.main_engine = main_engine
-        self.event_engine = event_engine
-
-        self.init_ui()
-        self.register_event()
-
-    def init_ui(self):
-        """"""
-        self.setReadOnly(True)
-
-    def register_event(self):
-        """"""
-        self.signal.connect(self.process_log_event)
-
-        self.event_engine.register(EVENT_SPREAD_LOG, self.signal.emit)
-
-    def process_log_event(self, event: Event):
-        """"""
-        log = event.data
-        msg = f"{log.time.strftime('%H:%M:%S')}\t{log.msg}"
-        self.append(msg)
-
-
-class SpreadAlgoMonitor(BaseMonitor):
-    """
-    Monitor for algo status.
     """
 
-    event_type = EVENT_SPREAD_ALGO
+    event_type = EVENT_PORTFOLIO_TRADE
-    data_key = "algoid"
+    data_key = ""
-    sorting = False
 
     headers = {
-        "algoid": {"display": "算法", "cell": BaseCell, "update": False},
+        "gateway_name": {"display": "接口名称", "cell": BaseCell, "update": False},
-        "spread_name": {"display": "价差", "cell": BaseCell, "update": False},
+        "tradeid": {"display": "成交号 ", "cell": BaseCell, "update": False},
+        "orderid": {"display": "委托号", "cell": BaseCell, "update": False},
+        "symbol": {"display": "代码", "cell": BaseCell, "update": False},
+        "exchange": {"display": "交易所", "cell": EnumCell, "update": False},
         "direction": {"display": "方向", "cell": DirectionCell, "update": False},
         "offset": {"display": "开平", "cell": EnumCell, "update": False},
         "price": {"display": "价格", "cell": BaseCell, "update": False},
-        "payup": {"display": "超价", "cell": BaseCell, "update": False},
         "volume": {"display": "数量", "cell": BaseCell, "update": False},
-        "traded_volume": {"display": "成交", "cell": BaseCell, "update": True},
+        "time": {"display": "时间", "cell": BaseCell, "update": False},
-        "interval": {"display": "间隔", "cell": BaseCell, "update": False},
-        "count": {"display": "计数", "cell": BaseCell, "update": True},
-        "status": {"display": "状态", "cell": EnumCell, "update": True},
     }
 
-    def __init__(self, spread_engine: SpreadEngine):
-        """"""
-        super().__init__(spread_engine.main_engine, spread_engine.event_engine)
 
-        self.spread_engine = spread_engine
+class PortfolioOrderMonitor(BaseMonitor):
+    """
+    Monitor for order data.
+    """
+
+    event_type = EVENT_PORTFOLIO_ORDER
+    data_key = "vt_orderid"
+    sorting = True
+
+    headers = {
+        "gateway_name": {"display": "接口名称", "cell": BaseCell, "update": False},
+        "orderid": {"display": "委托号", "cell": BaseCell, "update": False},
+        "symbol": {"display": "代码", "cell": BaseCell, "update": False},
+        "exchange": {"display": "交易所", "cell": EnumCell, "update": False},
+        "type": {"display": "类型", "cell": EnumCell, "update": False},
+        "direction": {"display": "方向", "cell": DirectionCell, "update": False},
+        "offset": {"display": "开平", "cell": EnumCell, "update": False},
+        "price": {"display": "价格", "cell": BaseCell, "update": False},
+        "volume": {"display": "总数量", "cell": BaseCell, "update": True},
+        "traded": {"display": "已成交", "cell": BaseCell, "update": True},
+        "status": {"display": "状态", "cell": EnumCell, "update": True},
+        "time": {"display": "时间", "cell": BaseCell, "update": True},
+    }
 
     def init_ui(self):
         """
         Connect signal.
         """
-        super().init_ui()
+        super(PortfolioOrderMonitor, self).init_ui()
 
-        self.setToolTip("双击单元格停止算法")
+        self.setToolTip("双击单元格撤单")
-        self.itemDoubleClicked.connect(self.stop_algo)
+        self.itemDoubleClicked.connect(self.cancel_order)
 
-    def stop_algo(self, cell):
+    def cancel_order(self, cell):
         """
-        Stop algo if cell double clicked.
+        Cancel order if cell double clicked.
         """
-        algo = cell.get_data()
+        order = cell.get_data()
-        self.spread_engine.stop_algo(algo.algoid)
+        req = order.create_cancel_request()
-
+        self.main_engine.cancel_order(req, order.gateway_name)
-
-class SpreadAlgoWidget(QtWidgets.QFrame):
-    """"""
-
-    def __init__(self, spread_engine: SpreadEngine):
-        """"""
-        super().__init__()
-
-        self.spread_engine: SpreadEngine = spread_engine
-        self.strategy_engine: SpreadStrategyEngine = spread_engine.strategy_engine
-
-        self.init_ui()
-
-    def init_ui(self):
-        """"""
-        self.setWindowTitle("启动算法")
-        self.setFrameShape(self.Box)
-        self.setLineWidth(1)
-
-        self.name_line = QtWidgets.QLineEdit()
-
-        self.direction_combo = QtWidgets.QComboBox()
-        self.direction_combo.addItems(
-            [Direction.LONG.value, Direction.SHORT.value]
-        )
-
-        self.offset_combo = QtWidgets.QComboBox()
-        self.offset_combo.addItems(
-            [Offset.NONE.value, Offset.OPEN.value, Offset.CLOSE.value]
-        )
-
-        float_validator = QtGui.QDoubleValidator()
-
-        self.price_line = QtWidgets.QLineEdit()
-        self.price_line.setValidator(float_validator)
-
-        self.volume_line = QtWidgets.QLineEdit()
-        self.volume_line.setValidator(float_validator)
-
-        int_validator = QtGui.QIntValidator()
-
-        self.payup_line = QtWidgets.QLineEdit()
-        self.payup_line.setValidator(int_validator)
-
-        self.interval_line = QtWidgets.QLineEdit()
-        self.interval_line.setValidator(int_validator)
-
-        button_start = QtWidgets.QPushButton("启动")
-        button_start.clicked.connect(self.start_algo)
-
-        self.lock_combo = QtWidgets.QComboBox()
-        self.lock_combo.addItems(
-            ["否", "是"]
-        )
-
-        self.class_combo = QtWidgets.QComboBox()
-
-        add_button = QtWidgets.QPushButton("添加策略")
-        add_button.clicked.connect(self.add_strategy)
-
-        init_button = QtWidgets.QPushButton("全部初始化")
-        init_button.clicked.connect(self.strategy_engine.init_all_strategies)
-
-        start_button = QtWidgets.QPushButton("全部启动")
-        start_button.clicked.connect(self.strategy_engine.start_all_strategies)
-
-        stop_button = QtWidgets.QPushButton("全部停止")
-        stop_button.clicked.connect(self.strategy_engine.stop_all_strategies)
-
-        add_spread_button = QtWidgets.QPushButton("创建价差")
-        add_spread_button.clicked.connect(self.add_spread)
-
-        remove_spread_button = QtWidgets.QPushButton("移除价差")
-        remove_spread_button.clicked.connect(self.remove_spread)
-
-        form = QtWidgets.QFormLayout()
-        form.addRow("价差", self.name_line)
-        form.addRow("方向", self.direction_combo)
-        form.addRow("开平", self.offset_combo)
-        form.addRow("价格", self.price_line)
-        form.addRow("数量", self.volume_line)
-        form.addRow("超价", self.payup_line)
-        form.addRow("间隔", self.interval_line)
-        form.addRow("锁仓", self.lock_combo)
-        form.addRow(button_start)
-
-        vbox = QtWidgets.QVBoxLayout()
-        vbox.addLayout(form)
-        vbox.addStretch()
-        vbox.addWidget(self.class_combo)
-        vbox.addWidget(add_button)
-        vbox.addWidget(init_button)
-        vbox.addWidget(start_button)
-        vbox.addWidget(stop_button)
-        vbox.addStretch()
-        vbox.addWidget(add_spread_button)
-        vbox.addWidget(remove_spread_button)
-
-        self.setLayout(vbox)
-
-    def start_algo(self):
-        """"""
-        name = self.name_line.text()
-        direction = Direction(self.direction_combo.currentText())
-        offset = Offset(self.offset_combo.currentText())
-        price = float(self.price_line.text())
-        volume = float(self.volume_line.text())
-        payup = int(self.payup_line.text())
-        interval = int(self.interval_line.text())
-
-        lock_str = self.lock_combo.currentText()
-        if lock_str == "是":
-            lock = True
-        else:
-            lock = False
-
-        self.spread_engine.start_algo(
-            name, direction, offset, price, volume, payup, interval, lock
-        )
-
-    def add_spread(self):
-        """"""
-        dialog = SpreadDataDialog(self.spread_engine)
-        dialog.exec_()
-
-    def remove_spread(self):
-        """"""
-        dialog = SpreadRemoveDialog(self.spread_engine)
-        dialog.exec_()
-
-    def update_class_combo(self):
-        """"""
-        self.class_combo.addItems(
-            self.strategy_engine.get_all_strategy_class_names()
-        )
-
-    def remove_strategy(self, strategy_name):
-        """"""
-        manager = self.managers.pop(strategy_name)
-        manager.deleteLater()
-
-    def add_strategy(self):
-        """"""
-        class_name = str(self.class_combo.currentText())
-        if not class_name:
-            return
-
-        parameters = self.strategy_engine.get_strategy_class_parameters(
-            class_name)
-        editor = SettingEditor(parameters, class_name=class_name)
-        n = editor.exec_()
-
-        if n == editor.Accepted:
-            setting = editor.get_setting()
-            spread_name = setting.pop("spread_name")
-            strategy_name = setting.pop("strategy_name")
-
-            self.strategy_engine.add_strategy(
-                class_name, strategy_name, spread_name, setting
-            )
-
-
-class SpreadDataDialog(QtWidgets.QDialog):
-    """"""
-
-    def __init__(self, spread_engine: SpreadEngine):
-        """"""
-        super().__init__()
-
-        self.spread_engine: SpreadEngine = spread_engine
-
-        self.leg_widgets = []
-
-        self.init_ui()
-
-    def init_ui(self):
-        """"""
-        self.setWindowTitle("创建价差")
-
-        self.name_line = QtWidgets.QLineEdit()
-        self.active_line = QtWidgets.QLineEdit()
-
-        self.min_volume_combo = QtWidgets.QComboBox()
-        self.min_volume_combo.addItems([
-            "1",
-            "0.1",
-            "0.01",
-            "0.001",
-            "0.0001",
-            "0.00001",
-            "0.000001",
-        ])
-
-        self.grid = QtWidgets.QGridLayout()
-
-        button_add = QtWidgets.QPushButton("创建价差")
-        button_add.clicked.connect(self.add_spread)
-
-        Label = QtWidgets.QLabel
-
-        grid = QtWidgets.QGridLayout()
-        grid.addWidget(Label("价差名称"), 0, 0)
-        grid.addWidget(self.name_line, 0, 1, 1, 4)
-        grid.addWidget(Label("主动腿代码"), 1, 0)
-        grid.addWidget(self.active_line, 1, 1, 1, 4)
-        grid.addWidget(Label("最小交易量"), 2, 0)
-        grid.addWidget(self.min_volume_combo, 2, 1, 1, 4)
-
-        grid.addWidget(Label(""), 3, 0)
-        grid.addWidget(Label("本地代码"), 4, 1)
-        grid.addWidget(Label("价格乘数"), 4, 2)
-        grid.addWidget(Label("交易乘数"), 4, 3)
-        grid.addWidget(Label("合约模式"), 4, 4)
-
-        int_validator = QtGui.QIntValidator()
-
-        leg_count = 5
-        for i in range(leg_count):
-            symbol_line = QtWidgets.QLineEdit()
-
-            price_line = QtWidgets.QLineEdit()
-            price_line.setValidator(int_validator)
-
-            trading_line = QtWidgets.QLineEdit()
-            trading_line.setValidator(int_validator)
-
-            inverse_combo = QtWidgets.QComboBox()
-            inverse_combo.addItems(["正向", "反向"])
-
-            grid.addWidget(Label("腿{}".format(i + 1)), 5 + i, 0)
-            grid.addWidget(symbol_line, 5 + i, 1)
-            grid.addWidget(price_line, 5 + i, 2)
-            grid.addWidget(trading_line, 5 + i, 3)
-            grid.addWidget(inverse_combo, 5 + i, 4)
-
-            d = {
-                "symbol": symbol_line,
-                "price": price_line,
-                "trading": trading_line,
-                "inverse": inverse_combo
-            }
-            self.leg_widgets.append(d)
-
-        grid.addWidget(Label(""), 5 + leg_count, 0,)
-        grid.addWidget(button_add, 6 + leg_count, 0, 1, 5)
-
-        self.setLayout(grid)
-
-    def add_spread(self):
-        """"""
-        spread_name = self.name_line.text()
-        if not spread_name:
-            QtWidgets.QMessageBox.warning(
-                self,
-                "创建失败",
-                "请输入价差名称",
-                QtWidgets.QMessageBox.Ok
-            )
-            return
-
-        active_symbol = self.active_line.text()
-        min_volume = float(self.min_volume_combo.currentText())
-
-        leg_settings = {}
-        for d in self.leg_widgets:
-            try:
-                vt_symbol = d["symbol"].text()
-                price_multiplier = int(d["price"].text())
-                trading_multiplier = int(d["trading"].text())
-
-                if d["inverse"].currentText() == "正向":
-                    inverse_contract = False
-                else:
-                    inverse_contract = True
-
-                leg_settings[vt_symbol] = {
-                    "vt_symbol": vt_symbol,
-                    "price_multiplier": price_multiplier,
-                    "trading_multiplier": trading_multiplier,
-                    "inverse_contract": inverse_contract
-                }
-            except ValueError:
-                pass
-
-        if len(leg_settings) < 2:
-            QtWidgets.QMessageBox.warning(
-                self,
-                "创建失败",
-                "价差最少需要2条腿",
-                QtWidgets.QMessageBox.Ok
-            )
-            return
-
-        if active_symbol not in leg_settings:
-            QtWidgets.QMessageBox.warning(
-                self,
-                "创建失败",
-                "各条腿中找不到主动腿代码",
-                QtWidgets.QMessageBox.Ok
-            )
-            return
-
-        self.spread_engine.add_spread(
-            spread_name,
-            list(leg_settings.values()),
-            active_symbol,
-            min_volume
-        )
-        self.accept()
-
-
-class SpreadRemoveDialog(QtWidgets.QDialog):
-    """"""
-
-    def __init__(self, spread_engine: SpreadEngine):
-        """"""
-        super().__init__()
-
-        self.spread_engine: SpreadEngine = spread_engine
-
-        self.init_ui()
-
-    def init_ui(self):
-        """"""
-        self.setWindowTitle("移除价差")
-        self.setMinimumWidth(300)
-
-        self.name_combo = QtWidgets.QComboBox()
-        spreads = self.spread_engine.get_all_spreads()
-        for spread in spreads:
-            self.name_combo.addItem(spread.name)
-
-        button_remove = QtWidgets.QPushButton("移除")
-        button_remove.clicked.connect(self.remove_spread)
-
-        hbox = QtWidgets.QHBoxLayout()
-        hbox.addWidget(self.name_combo)
-        hbox.addWidget(button_remove)
-
-        self.setLayout(hbox)
-
-    def remove_spread(self):
-        """"""
-        spread_name = self.name_combo.currentText()
-        self.spread_engine.remove_spread(spread_name)
-        self.accept()
-
-
-class SpreadStrategyMonitor(QtWidgets.QWidget):
-    """"""
-
-    signal_strategy = QtCore.pyqtSignal(Event)
-
-    def __init__(self, spread_engine: SpreadEngine):
-        super().__init__()
-
-        self.strategy_engine = spread_engine.strategy_engine
-        self.main_engine = spread_engine.main_engine
-        self.event_engine = spread_engine.event_engine
-
-        self.managers = {}
-
-        self.init_ui()
-        self.register_event()
-
-    def init_ui(self):
-        """"""
-        self.scroll_layout = QtWidgets.QVBoxLayout()
-        self.scroll_layout.addStretch()
-
-        scroll_widget = QtWidgets.QWidget()
-        scroll_widget.setLayout(self.scroll_layout)
-
-        scroll_area = QtWidgets.QScrollArea()
-        scroll_area.setWidgetResizable(True)
-        scroll_area.setWidget(scroll_widget)
-
-        vbox = QtWidgets.QVBoxLayout()
-        vbox.addWidget(scroll_area)
-        self.setLayout(vbox)
-
-    def register_event(self):
-        """"""
-        self.signal_strategy.connect(self.process_strategy_event)
-
-        self.event_engine.register(
-            EVENT_SPREAD_STRATEGY, self.signal_strategy.emit
-        )
-
-    def process_strategy_event(self, event):
-        """
-        Update strategy status onto its monitor.
-        """
-        data = event.data
-        strategy_name = data["strategy_name"]
-
-        if strategy_name in self.managers:
-            manager = self.managers[strategy_name]
-            manager.update_data(data)
-        else:
-            manager = SpreadStrategyWidget(self, self.strategy_engine, data)
-            self.scroll_layout.insertWidget(0, manager)
-            self.managers[strategy_name] = manager
-
-    def remove_strategy(self, strategy_name):
-        """"""
-        manager = self.managers.pop(strategy_name)
-        manager.deleteLater()
-
-
-class SpreadStrategyWidget(QtWidgets.QFrame):
-    """
-    Manager for a strategy
-    """
-
-    def __init__(
-        self,
-        strategy_monitor: SpreadStrategyMonitor,
-        strategy_engine: SpreadStrategyEngine,
-        data: dict
-    ):
-        """"""
-        super().__init__()
-
-        self.strategy_monitor = strategy_monitor
-        self.strategy_engine = strategy_engine
-
-        self.strategy_name = data["strategy_name"]
-        self._data = data
-
-        self.init_ui()
-
-    def init_ui(self):
-        """"""
-        self.setFixedHeight(300)
-        self.setFrameShape(self.Box)
-        self.setLineWidth(1)
-
-        init_button = QtWidgets.QPushButton("初始化")
-        init_button.clicked.connect(self.init_strategy)
-
-        start_button = QtWidgets.QPushButton("启动")
-        start_button.clicked.connect(self.start_strategy)
-
-        stop_button = QtWidgets.QPushButton("停止")
-        stop_button.clicked.connect(self.stop_strategy)
-
-        edit_button = QtWidgets.QPushButton("编辑")
-        edit_button.clicked.connect(self.edit_strategy)
-
-        remove_button = QtWidgets.QPushButton("移除")
-        remove_button.clicked.connect(self.remove_strategy)
-
-        strategy_name = self._data["strategy_name"]
-        spread_name = self._data["spread_name"]
-        class_name = self._data["class_name"]
-        author = self._data["author"]
-
-        label_text = (
-            f"{strategy_name}  -  {spread_name}  ({class_name} by {author})"
-        )
-        label = QtWidgets.QLabel(label_text)
-        label.setAlignment(QtCore.Qt.AlignCenter)
-
-        self.parameters_monitor = StrategyDataMonitor(self._data["parameters"])
-        self.variables_monitor = StrategyDataMonitor(self._data["variables"])
-
-        hbox = QtWidgets.QHBoxLayout()
-        hbox.addWidget(init_button)
-        hbox.addWidget(start_button)
-        hbox.addWidget(stop_button)
-        hbox.addWidget(edit_button)
-        hbox.addWidget(remove_button)
-
-        vbox = QtWidgets.QVBoxLayout()
-        vbox.addWidget(label)
-        vbox.addLayout(hbox)
-        vbox.addWidget(self.parameters_monitor)
-        vbox.addWidget(self.variables_monitor)
-        self.setLayout(vbox)
-
-    def update_data(self, data: dict):
-        """"""
-        self._data = data
-
-        self.parameters_monitor.update_data(data["parameters"])
-        self.variables_monitor.update_data(data["variables"])
-
-    def init_strategy(self):
-        """"""
-        self.strategy_engine.init_strategy(self.strategy_name)
-
-    def start_strategy(self):
-        """"""
-        self.strategy_engine.start_strategy(self.strategy_name)
-
-    def stop_strategy(self):
-        """"""
-        self.strategy_engine.stop_strategy(self.strategy_name)
-
-    def edit_strategy(self):
-        """"""
-        strategy_name = self._data["strategy_name"]
-
-        parameters = self.strategy_engine.get_strategy_parameters(
-            strategy_name)
-        editor = SettingEditor(parameters, strategy_name=strategy_name)
-        n = editor.exec_()
-
-        if n == editor.Accepted:
-            setting = editor.get_setting()
-            self.strategy_engine.edit_strategy(strategy_name, setting)
-
-    def remove_strategy(self):
-        """"""
-        result = self.strategy_engine.remove_strategy(self.strategy_name)
-
-        # Only remove strategy gui manager if it has been removed from engine
-        if result:
-            self.strategy_monitor.remove_strategy(self.strategy_name)
-
-
-class StrategyDataMonitor(QtWidgets.QTableWidget):
-    """
-    Table monitor for parameters and variables.
-    """
-
-    def __init__(self, data: dict):
-        """"""
-        super().__init__()
-
-        self._data = data
-        self.cells = {}
-
-        self.init_ui()
-
-    def init_ui(self):
-        """"""
-        labels = list(self._data.keys())
-        self.setColumnCount(len(labels))
-        self.setHorizontalHeaderLabels(labels)
-
-        self.setRowCount(1)
-        self.verticalHeader().setSectionResizeMode(
-            QtWidgets.QHeaderView.Stretch
-        )
-        self.verticalHeader().setVisible(False)
-        self.setEditTriggers(self.NoEditTriggers)
-
-        for column, name in enumerate(self._data.keys()):
-            value = self._data[name]
-
-            cell = QtWidgets.QTableWidgetItem(str(value))
-            cell.setTextAlignment(QtCore.Qt.AlignCenter)
-
-            self.setItem(0, column, cell)
-            self.cells[name] = cell
-
-    def update_data(self, data: dict):
-        """"""
-        for name, value in data.items():
-            cell = self.cells[name]
-            cell.setText(str(value))
-
-
-class SettingEditor(QtWidgets.QDialog):
-    """
-    For creating new strategy and editing strategy parameters.
-    """
-
-    def __init__(
-        self, parameters: dict, strategy_name: str = "", class_name: str = ""
-    ):
-        """"""
-        super(SettingEditor, self).__init__()
-
-        self.parameters = parameters
-        self.strategy_name = strategy_name
-        self.class_name = class_name
-
-        self.edits = {}
-
-        self.init_ui()
-
-    def init_ui(self):
-        """"""
-        form = QtWidgets.QFormLayout()
-
-        # Add spread_name and name edit if add new strategy
-        if self.class_name:
-            self.setWindowTitle(f"添加策略：{self.class_name}")
-            button_text = "添加"
-            parameters = {"strategy_name": "", "spread_name": ""}
-            parameters.update(self.parameters)
-        else:
-            self.setWindowTitle(f"参数编辑：{self.strategy_name}")
-            button_text = "确定"
-            parameters = self.parameters
-
-        for name, value in parameters.items():
-            type_ = type(value)
-
-            edit = QtWidgets.QLineEdit(str(value))
-            if type_ is int:
-                validator = QtGui.QIntValidator()
-                edit.setValidator(validator)
-            elif type_ is float:
-                validator = QtGui.QDoubleValidator()
-                edit.setValidator(validator)
-
-            form.addRow(f"{name} {type_}", edit)
-
-            self.edits[name] = (edit, type_)
-
-        button = QtWidgets.QPushButton(button_text)
-        button.clicked.connect(self.accept)
-        form.addRow(button)
-
-        self.setLayout(form)
-
-    def get_setting(self):
-        """"""
-        setting = {}
-
-        if self.class_name:
-            setting["class_name"] = self.class_name
-
-        for name, tp in self.edits.items():
-            edit, type_ = tp
-            value_text = edit.text()
-
-            if type_ == bool:
-                if value_text == "True":
-                    value = True
-                else:
-                    value = False
-            else:
-                value = type_(value_text)
-
-            setting[name] = value
-
-        return setting