[Add] widget for portfolio manager
This commit is contained in:
vn.py
parent
c0d15ad9cb
commit
6643d8157e
@ -33,15 +33,16 @@ from vnpy.gateway.bitmex import BitmexGateway
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# from vnpy.gateway.gateios import GateiosGateway
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from vnpy.gateway.bybit import BybitGateway
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from vnpy.app.cta_strategy import CtaStrategyApp
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# from vnpy.app.cta_strategy import CtaStrategyApp
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# from vnpy.app.csv_loader import CsvLoaderApp
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# from vnpy.app.algo_trading import AlgoTradingApp
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from vnpy.app.cta_backtester import CtaBacktesterApp
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from vnpy.app.data_recorder import DataRecorderApp
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# from vnpy.app.cta_backtester import CtaBacktesterApp
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# from vnpy.app.data_recorder import DataRecorderApp
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# from vnpy.app.risk_manager import RiskManagerApp
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from vnpy.app.script_trader import ScriptTraderApp
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from vnpy.app.rpc_service import RpcServiceApp
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from vnpy.app.spread_trading import SpreadTradingApp
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# from vnpy.app.script_trader import ScriptTraderApp
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# from vnpy.app.rpc_service import RpcServiceApp
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# from vnpy.app.spread_trading import SpreadTradingApp
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from vnpy.app.portfolio_manager import PortfolioManagerApp
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def main():
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@ -81,15 +82,16 @@ def main():
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# main_engine.add_gateway(GateiosGateway)
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main_engine.add_gateway(BybitGateway)
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main_engine.add_app(CtaStrategyApp)
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main_engine.add_app(CtaBacktesterApp)
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# main_engine.add_app(CtaStrategyApp)
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# main_engine.add_app(CtaBacktesterApp)
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# main_engine.add_app(CsvLoaderApp)
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# main_engine.add_app(AlgoTradingApp)
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main_engine.add_app(DataRecorderApp)
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# main_engine.add_app(DataRecorderApp)
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# main_engine.add_app(RiskManagerApp)
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# main_engine.add_app(ScriptTraderApp)
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# main_engine.add_app(RpcServiceApp)
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main_engine.add_app(SpreadTradingApp)
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# main_engine.add_app(SpreadTradingApp)
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main_engine.add_app(PortfolioManagerApp)
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main_window = MainWindow(main_engine, event_engine)
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main_window.showMaximized()
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@ -5,7 +5,7 @@ from vnpy.trader.app import BaseApp
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from .engine import PortfolioEngine, APP_NAME
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class DataRecorderApp(BaseApp):
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class PortfolioManagerApp(BaseApp):
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""""""
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app_name = APP_NAME
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app_module = __module__
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@ -1,6 +1,7 @@
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from datetime import datetime
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from typing import Dict, List, Set
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from collections import defaultdict
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from copy import copy
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from vnpy.event import Event, EventEngine
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from vnpy.trader.engine import BaseEngine, MainEngine
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@ -16,6 +17,8 @@ from vnpy.trader.utility import load_json, save_json
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APP_NAME = "PortfolioManager"
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EVENT_PORTFOLIO_UPDATE = "ePortfioUpdate"
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EVENT_PORTFOLIO_ORDER = "ePortfioUpdate"
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EVENT_PORTFOLIO_TRADE = "ePortfioUpdate"
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class PortfolioEngine(BaseEngine):
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@ -84,6 +87,13 @@ class PortfolioEngine(BaseEngine):
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if not order.is_active():
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self.active_orders.remove(order.vt_orderid)
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strategy: PortfolioStrategy = self.order_strategy_map[order.vt_orderid]
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strategy_order = copy(order)
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strategy_order.gateway_name = strategy.name
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event = Event(EVENT_PORTFOLIO_ORDER, strategy_order)
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self.event_engine.put(event)
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def process_trade_event(self, event: Event):
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""""""
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trade: TradeData = event.data
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@ -99,6 +109,11 @@ class PortfolioEngine(BaseEngine):
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self.put_strategy_event(strategy.name)
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strategy_trade = copy(trade)
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strategy_trade.gateway_name = strategy.name
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event = Event(EVENT_PORTFOLIO_TRADE, strategy_trade)
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self.event_engine.put(event)
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def process_tick_event(self, event: Event):
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""""""
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tick: TickData = event.data
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@ -1,7 +1,3 @@
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"""
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Widget for spread trading.
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"""
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from vnpy.event import EventEngine, Event
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from vnpy.trader.engine import MainEngine
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from vnpy.trader.constant import Direction, Offset
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@ -14,18 +10,15 @@ from vnpy.trader.ui.widget import (
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)
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from ..engine import (
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SpreadEngine,
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SpreadStrategyEngine,
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PortfolioEngine,
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APP_NAME,
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EVENT_SPREAD_DATA,
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EVENT_SPREAD_POS,
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EVENT_SPREAD_LOG,
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EVENT_SPREAD_ALGO,
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EVENT_SPREAD_STRATEGY
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EVENT_PORTFOLIO_UPDATE,
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EVENT_PORTFOLIO_TRADE,
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EVENT_PORTFOLIO_ORDER
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)
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class SpreadManager(QtWidgets.QWidget):
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class PortfolioManager(QtWidgets.QWidget):
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""""""
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def __init__(self, main_engine: MainEngine, event_engine: EventEngine):
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@ -35,50 +28,31 @@ class SpreadManager(QtWidgets.QWidget):
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self.main_engine = main_engine
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self.event_engine = event_engine
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self.spread_engine = main_engine.get_engine(APP_NAME)
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self.portfolio_engine = main_engine.get_engine(APP_NAME)
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self.init_ui()
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def init_ui(self):
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""""""
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self.setWindowTitle("价差交易")
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self.setWindowTitle("投资组合")
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self.algo_dialog = SpreadAlgoWidget(self.spread_engine)
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algo_group = self.create_group("交易", self.algo_dialog)
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algo_group.setMaximumWidth(300)
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strategy_monitor = PortfolioStrategyMonitor(
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self.main_engine, self.event_engine)
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order_monitor = PortfolioOrderMonitor(
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self.main_engine, self.event_engine)
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trade_monitor = PortfolioTradeMonitor(
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self.main_engine, self.event_engine)
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self.data_monitor = SpreadDataMonitor(
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self.main_engine,
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self.event_engine
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)
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self.log_monitor = SpreadLogMonitor(
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self.main_engine,
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self.event_engine
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)
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self.algo_monitor = SpreadAlgoMonitor(
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self.spread_engine
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)
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vbox = QtWidgets.QVBoxLayout()
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vbox.addWidget(self.create_group("策略", strategy_monitor))
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vbox.addWidget(self.create_group("委托", order_monitor))
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vbox.addWidget(self.create_group("成交", trade_monitor))
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self.strategy_monitor = SpreadStrategyMonitor(
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self.spread_engine
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)
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grid = QtWidgets.QGridLayout()
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grid.addWidget(self.create_group("价差", self.data_monitor), 0, 0)
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grid.addWidget(self.create_group("日志", self.log_monitor), 1, 0)
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grid.addWidget(self.create_group("算法", self.algo_monitor), 0, 1)
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grid.addWidget(self.create_group("策略", self.strategy_monitor), 1, 1)
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hbox = QtWidgets.QHBoxLayout()
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hbox.addWidget(algo_group)
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hbox.addLayout(grid)
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self.setLayout(hbox)
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self.setLayout(vbox)
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def show(self):
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""""""
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self.spread_engine.start()
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self.algo_dialog.update_class_combo()
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self.portfolio_engine.load_setting()
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self.showMaximized()
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def create_group(self, title: str, widget: QtWidgets.QWidget):
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@ -94,752 +68,86 @@ class SpreadManager(QtWidgets.QWidget):
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return group
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class SpreadDataMonitor(BaseMonitor):
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class PortfolioStrategyMonitor(BaseMonitor):
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"""
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Monitor for spread data.
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Monitor for portfolio strategy.
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"""
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event_type = EVENT_SPREAD_DATA
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event_type = EVENT_PORTFOLIO_UPDATE
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data_key = "name"
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sorting = False
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headers = {
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"name": {"display": "名称", "cell": BaseCell, "update": False},
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"bid_volume": {"display": "买量", "cell": BidCell, "update": True},
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"bid_price": {"display": "买价", "cell": BidCell, "update": True},
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"ask_price": {"display": "卖价", "cell": AskCell, "update": True},
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"ask_volume": {"display": "卖量", "cell": AskCell, "update": True},
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"net_pos": {"display": "净仓", "cell": PnlCell, "update": True},
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"datetime": {"display": "时间", "cell": TimeCell, "update": True},
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"price_formula": {"display": "定价", "cell": BaseCell, "update": False},
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"trading_formula": {"display": "交易", "cell": BaseCell, "update": False},
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"name": {"display": "策略名称", "cell": BaseCell, "update": False},
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"vt_symbol": {"display": "交易合约", "cell": BaseCell, "update": False},
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"size": {"display": "合约乘数", "cell": BaseCell, "update": False},
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"net_pos": {"display": "策略持仓", "cell": BaseCell, "update": True},
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"open_price": {"display": "持仓价格", "cell": BaseCell, "update": True},
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"last_price": {"display": "最新价格", "cell": BaseCell, "update": True},
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"pos_pnl": {"display": "持仓盈亏", "cell": PnlCell, "update": True},
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"create_time": {"display": "创建时间", "cell": BaseCell, "update": False},
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}
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def register_event(self):
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class PortfolioTradeMonitor(BaseMonitor):
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"""
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Register event handler into event engine.
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"""
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super().register_event()
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self.event_engine.register(EVENT_SPREAD_POS, self.signal.emit)
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class SpreadLogMonitor(QtWidgets.QTextEdit):
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"""
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Monitor for log data.
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"""
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signal = QtCore.pyqtSignal(Event)
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def __init__(self, main_engine: MainEngine, event_engine: EventEngine):
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""""""
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super().__init__()
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self.main_engine = main_engine
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self.event_engine = event_engine
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self.init_ui()
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self.register_event()
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def init_ui(self):
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""""""
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self.setReadOnly(True)
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def register_event(self):
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""""""
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self.signal.connect(self.process_log_event)
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self.event_engine.register(EVENT_SPREAD_LOG, self.signal.emit)
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def process_log_event(self, event: Event):
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""""""
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log = event.data
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msg = f"{log.time.strftime('%H:%M:%S')}\t{log.msg}"
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self.append(msg)
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class SpreadAlgoMonitor(BaseMonitor):
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"""
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Monitor for algo status.
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Monitor for trade data.
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"""
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event_type = EVENT_SPREAD_ALGO
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data_key = "algoid"
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sorting = False
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event_type = EVENT_PORTFOLIO_TRADE
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data_key = ""
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headers = {
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"algoid": {"display": "算法", "cell": BaseCell, "update": False},
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"spread_name": {"display": "价差", "cell": BaseCell, "update": False},
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"gateway_name": {"display": "接口名称", "cell": BaseCell, "update": False},
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"tradeid": {"display": "成交号 ", "cell": BaseCell, "update": False},
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"orderid": {"display": "委托号", "cell": BaseCell, "update": False},
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"symbol": {"display": "代码", "cell": BaseCell, "update": False},
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"exchange": {"display": "交易所", "cell": EnumCell, "update": False},
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"direction": {"display": "方向", "cell": DirectionCell, "update": False},
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"offset": {"display": "开平", "cell": EnumCell, "update": False},
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"price": {"display": "价格", "cell": BaseCell, "update": False},
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"payup": {"display": "超价", "cell": BaseCell, "update": False},
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"volume": {"display": "数量", "cell": BaseCell, "update": False},
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"traded_volume": {"display": "成交", "cell": BaseCell, "update": True},
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"interval": {"display": "间隔", "cell": BaseCell, "update": False},
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"count": {"display": "计数", "cell": BaseCell, "update": True},
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"status": {"display": "状态", "cell": EnumCell, "update": True},
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"time": {"display": "时间", "cell": BaseCell, "update": False},
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}
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def __init__(self, spread_engine: SpreadEngine):
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""""""
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super().__init__(spread_engine.main_engine, spread_engine.event_engine)
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self.spread_engine = spread_engine
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class PortfolioOrderMonitor(BaseMonitor):
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"""
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Monitor for order data.
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"""
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event_type = EVENT_PORTFOLIO_ORDER
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data_key = "vt_orderid"
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sorting = True
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headers = {
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"gateway_name": {"display": "接口名称", "cell": BaseCell, "update": False},
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"orderid": {"display": "委托号", "cell": BaseCell, "update": False},
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"symbol": {"display": "代码", "cell": BaseCell, "update": False},
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"exchange": {"display": "交易所", "cell": EnumCell, "update": False},
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"type": {"display": "类型", "cell": EnumCell, "update": False},
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"direction": {"display": "方向", "cell": DirectionCell, "update": False},
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"offset": {"display": "开平", "cell": EnumCell, "update": False},
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"price": {"display": "价格", "cell": BaseCell, "update": False},
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"volume": {"display": "总数量", "cell": BaseCell, "update": True},
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"traded": {"display": "已成交", "cell": BaseCell, "update": True},
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"status": {"display": "状态", "cell": EnumCell, "update": True},
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"time": {"display": "时间", "cell": BaseCell, "update": True},
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}
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def init_ui(self):
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"""
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Connect signal.
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"""
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super().init_ui()
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super(PortfolioOrderMonitor, self).init_ui()
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self.setToolTip("双击单元格停止算法")
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self.itemDoubleClicked.connect(self.stop_algo)
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self.setToolTip("双击单元格撤单")
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self.itemDoubleClicked.connect(self.cancel_order)
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def stop_algo(self, cell):
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def cancel_order(self, cell):
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"""
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Stop algo if cell double clicked.
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Cancel order if cell double clicked.
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"""
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algo = cell.get_data()
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self.spread_engine.stop_algo(algo.algoid)
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class SpreadAlgoWidget(QtWidgets.QFrame):
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""""""
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def __init__(self, spread_engine: SpreadEngine):
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""""""
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super().__init__()
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self.spread_engine: SpreadEngine = spread_engine
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self.strategy_engine: SpreadStrategyEngine = spread_engine.strategy_engine
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self.init_ui()
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def init_ui(self):
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""""""
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self.setWindowTitle("启动算法")
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self.setFrameShape(self.Box)
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self.setLineWidth(1)
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self.name_line = QtWidgets.QLineEdit()
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self.direction_combo = QtWidgets.QComboBox()
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self.direction_combo.addItems(
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[Direction.LONG.value, Direction.SHORT.value]
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)
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self.offset_combo = QtWidgets.QComboBox()
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self.offset_combo.addItems(
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[Offset.NONE.value, Offset.OPEN.value, Offset.CLOSE.value]
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)
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float_validator = QtGui.QDoubleValidator()
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self.price_line = QtWidgets.QLineEdit()
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self.price_line.setValidator(float_validator)
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self.volume_line = QtWidgets.QLineEdit()
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self.volume_line.setValidator(float_validator)
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int_validator = QtGui.QIntValidator()
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self.payup_line = QtWidgets.QLineEdit()
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self.payup_line.setValidator(int_validator)
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self.interval_line = QtWidgets.QLineEdit()
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self.interval_line.setValidator(int_validator)
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button_start = QtWidgets.QPushButton("启动")
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button_start.clicked.connect(self.start_algo)
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self.lock_combo = QtWidgets.QComboBox()
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self.lock_combo.addItems(
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["否", "是"]
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)
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self.class_combo = QtWidgets.QComboBox()
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add_button = QtWidgets.QPushButton("添加策略")
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add_button.clicked.connect(self.add_strategy)
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init_button = QtWidgets.QPushButton("全部初始化")
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init_button.clicked.connect(self.strategy_engine.init_all_strategies)
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start_button = QtWidgets.QPushButton("全部启动")
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start_button.clicked.connect(self.strategy_engine.start_all_strategies)
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stop_button = QtWidgets.QPushButton("全部停止")
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stop_button.clicked.connect(self.strategy_engine.stop_all_strategies)
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add_spread_button = QtWidgets.QPushButton("创建价差")
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add_spread_button.clicked.connect(self.add_spread)
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remove_spread_button = QtWidgets.QPushButton("移除价差")
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remove_spread_button.clicked.connect(self.remove_spread)
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form = QtWidgets.QFormLayout()
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form.addRow("价差", self.name_line)
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form.addRow("方向", self.direction_combo)
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form.addRow("开平", self.offset_combo)
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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
|
||||
order = cell.get_data()
|
||||
req = order.create_cancel_request()
|
||||
self.main_engine.cancel_order(req, order.gateway_name)
|
||||
|
||||
Loading…
Reference in New Issue
Block a user