From 6686df67360d359cce1e073241f6a291e1b7767f Mon Sep 17 00:00:00 2001 From: msincenselee Date: Fri, 22 Sep 2017 17:47:19 +0800 Subject: [PATCH] =?UTF-8?q?bugfix:=20=E6=95=B0=E6=8D=AE=E5=BC=95=E6=93=8E?= =?UTF-8?q?=E6=8E=92=E9=99=A4=E6=8B=92=E5=8D=95=E7=B1=BB=E7=9A=84=E6=B4=BB?= =?UTF-8?q?=E5=8A=A8=E8=AE=A2=E5=8D=95?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- vnpy/trader/vtEngine.py | 85 ++++++++++++++++++++++++++++++----------- 1 file changed, 63 insertions(+), 22 deletions(-) diff --git a/vnpy/trader/vtEngine.py b/vnpy/trader/vtEngine.py index 8b69313d..a8efceae 100644 --- a/vnpy/trader/vtEngine.py +++ b/vnpy/trader/vtEngine.py @@ -55,6 +55,7 @@ class MainEngine(object): self.drEngine = DrEngine(self, self.eventEngine) # 数据记录模块 self.rmEngine = RmEngine(self, self.eventEngine) # 风险管理模块 + self.connected_gw_name = u'' # ---------------------------------------------------------------------- def addGateway(self, gatewayModule,gateway_name=EMPTY_STRING): """添加底层接口""" @@ -80,6 +81,9 @@ class MainEngine(object): } self.gatewayDetailList.append(d) + if gateway_name != self.connected_gw_name: + self.connected_gw_name = gateway_name + # ---------------------------------------------------------------------- def connect(self, gatewayName): """连接特定名称的接口""" @@ -87,11 +91,18 @@ class MainEngine(object): gateway = self.gatewayDict[gatewayName] gateway.connect() + if gatewayName != self.connected_gw_name: + self.connected_gw_name = gatewayName + # 接口连接后自动执行数据库连接的任务 self.dbConnect() + + return True else: self.writeLog(text.GATEWAY_NOT_EXIST.format(gateway=gatewayName)) + return False + def checkGatewayStatus(self,gatewayName): """check gateway connect status""" if gatewayName in self.gatewayDict: @@ -103,21 +114,25 @@ class MainEngine(object): def qryStatus(self): """查询Status""" + status_dict = OrderedDict() # gateway Status - gw_status = u'' + gw_status_dict = OrderedDict() for k,g in self.gatewayDict.items(): - gw_status += u'[{0}/{1}]'.format(k,g.checkStatus()) + gw_status_dict[k] = g.checkStatus() + status_dict['gateways']=gw_status_dict - self.writeLog(u'gw:{0}'.format(gw_status)) # ctaEngine Status - cta_status = u'' if self.ctaEngine: - s1,s2 = self.ctaEngine.qryStatus() - cta_status = u'{0},{1}'.format(s1,s2) + tick_dict,strategy_dict = self.ctaEngine.qryStatus() + status_dict['ticks']=tick_dict + status_dict['strategies'] = strategy_dict - self.writeLog(u'cta:{0}'.format(cta_status)) + event = vn_event(type_=EVENT_STATUS) + event.dict_['data']= status_dict + self.eventEngine.put(event) + return True # ---------------------------------------------------------------------- def subscribe(self, subscribeReq, gatewayName): """订阅特定接口的行情""" @@ -136,7 +151,7 @@ class MainEngine(object): """对特定接口发单""" # 如果风控检查失败则不发单 if not self.rmEngine.checkRisk(orderReq): - self.writeLog(u'风控检查不通过') + self.writeCritical(u'风控检查不通过') return '' if gatewayName in self.gatewayDict: @@ -198,20 +213,25 @@ class MainEngine(object): def disconnect(self, gateway_name=EMPTY_STRING): """断开底层gateway的连接""" + try: + # 只断开指定的gateway + if gateway_name != EMPTY_STRING: + if gateway_name in self.gatewayDict: + gateway = self.gatewayDict[gateway_name] + gateway.close() + return + else: + self.writeLog(u'gateway接口不存在：%s' % gateway_name) - # 只断开指定的gateway - if gateway_name != EMPTY_STRING: - if gateway_name in self.gatewayDict: - gateway = self.gatewayDict[gateway_name] + # 断开所有的gateway + for gateway in self.gatewayDict.values(): gateway.close() - return - else: - self.writeLog(u'gateway接口不存在：%s' % gateway_name) - # 断开所有的gateway - for gateway in self.gatewayDict.values(): - gateway.close() + return True + except Exception as ex: + print u'vtEngine.disconnect Exception:{0} '.format(str(ex)) + return False # ---------------------------------------------------------------------- def writeLog(self, content): """快速发出日志事件""" @@ -249,7 +269,7 @@ class MainEngine(object): # 发出邮件 try: - sendmail(subject=u'Warning', msgcontent=content) + sendmail(subject=u'{0} Warning'.format(self.connected_gw_name), msgcontent=content) except: pass @@ -264,7 +284,7 @@ class MainEngine(object): # 发出邮件 try: - sendmail(subject=u'Notification', msgcontent=content) + sendmail(subject=u'{0} Notification'.format(self.connected_gw_name), msgcontent=content) except: pass @@ -283,7 +303,7 @@ class MainEngine(object): # 发出邮件 try: - sendmail(subject=u'Critical', msgcontent=content) + sendmail(subject=u'{0} Critical'.format(self.connected_gw_name), msgcontent=content) except: pass @@ -389,6 +409,27 @@ class MainEngine(object): def saveData(self): self.ctaEngine.saveStrategyData() + def initStrategy(self,name, force = False): + if not self.ctaEngine: + self.writeError(u'Cta Engine not started') + return + self.ctaEngine.initStrategy(name=name, force=force) + self.qryStatus() + + def startStrategy(self,name): + if not self.ctaEngine: + self.writeError(u'Cta Engine not started') + return + self.ctaEngine.startStrategy(name=name) + self.qryStatus() + + def stopStrategy(self,name): + if not self.ctaEngine: + self.writeError(u'Cta Engine not started') + return + self.ctaEngine.stopStrategy(name=name) + self.qryStatus() + ######################################################################## class DataEngine(object): """数据引擎""" @@ -462,7 +503,7 @@ class DataEngine(object): self.orderDict[order.vtOrderID] = order # 如果订单的状态是全部成交或者撤销，则需要从workingOrderDict中移除 - if order.status == STATUS_ALLTRADED or order.status == STATUS_CANCELLED: + if order.status in [STATUS_ALLTRADED, STATUS_REJECTED, STATUS_CANCELLED]: if order.vtOrderID in self.workingOrderDict: del self.workingOrderDict[order.vtOrderID] # 否则则更新字典中的数据