[Add] general functions of VN Trader

1. use json instead of shelve for setting/data storage
2. call original sys.__excepthook__ before showing exception with QMessageBox

.gitignore

@@ -15,3 +15,6 @@
 build
 dist
 *.local
+
+# vn.py
+.vntrader

vnpy/app/cta_strategy/engine.py

@@ -2,7 +2,6 @@
 
 import importlib
 import os
-import shelve
 import traceback
 from collections import defaultdict
 from pathlib import Path
@@ -21,7 +20,7 @@ from vnpy.trader.object import (
 )
 from vnpy.trader.event import EVENT_TICK, EVENT_ORDER, EVENT_TRADE
 from vnpy.trader.constant import Direction, PriceType, Interval
-from vnpy.trader.utility import get_temp_path, load_json, save_json
+from vnpy.trader.utility import load_json, save_json
 from vnpy.trader.database import DbTickData, DbBarData
 
 from .base import (
@@ -43,7 +42,7 @@ class CtaEngine(BaseEngine):
 
     engine_type = EngineType.LIVE  # live trading engine
 
-    setting_filename = "cta_strategy_setting.vt"
+    setting_filename = "cta_strategy_setting.json"
     data_filename = "cta_strategy_data.json"
 
     def __init__(self, main_engine: MainEngine, event_engine: EventEngine):
@@ -52,6 +51,7 @@ class CtaEngine(BaseEngine):
             main_engine, event_engine, "CtaStrategy")
 
         self.setting_file = None    # setting file object
+        self.strategy_setting = {}  # strategy_name: dict
         self.strategy_data = {}     # strategy_name: dict
 
         self.classes = {}           # class_name: stategy_class
@@ -80,7 +80,7 @@ class CtaEngine(BaseEngine):
 
     def close(self):
         """"""
-        self.save_strategy_setting()
+        pass
 
     def register_event(self):
         """"""
@@ -410,7 +410,7 @@ class CtaEngine(BaseEngine):
     def init_strategy(self, strategy_name: str):
         """
         Init a strategy.
-        """
+        """ 
         self.init_queue.put(strategy_name)
 
         if not self.init_thread:
@@ -612,12 +612,15 @@ class CtaEngine(BaseEngine):
         """
         Load setting file.
         """
-        filepath = str(get_temp_path(self.setting_filename))
+        self.strategy_setting = load_json(self.setting_filename)
-        self.setting_file = shelve.open(filepath)
 
-        for tp in list(self.setting_file.values()):
+        for strategy_name, strategy_config in self.strategy_setting.items():
-            class_name, strategy_name, vt_symbol, setting = tp
+            self.add_strategy(
-            self.add_strategy(class_name, strategy_name, vt_symbol, setting)
+                strategy_config["class_name"], 
+                strategy_name,
+                strategy_config["vt_symbol"], 
+                strategy_config["setting"]
+            )
 
     def update_strategy_setting(self, strategy_name: str, setting: dict):
         """
@@ -625,13 +628,12 @@ class CtaEngine(BaseEngine):
         """
         strategy = self.strategies[strategy_name]
 
-        self.setting_file[strategy_name] = (
+        self.strategy_setting[strategy_name] = {
-            strategy.__class__.__name__,
+            "class_name": strategy.__class__.__name__,
-            strategy_name,
+            "vt_symbol": strategy.vt_symbol,
-            strategy.vt_symbol,
+            "setting": setting,
-            setting,
+        }
-        )
+        save_json(self.setting_filename, self.strategy_setting)
-        self.setting_file.sync()
 
     def remove_strategy_setting(self, strategy_name: str):
         """
@@ -640,15 +642,8 @@ class CtaEngine(BaseEngine):
         if strategy_name not in self.setting_file:
             return
 
-        self.setting_file.pop(strategy_name)
+        self.strategy_setting.pop(strategy_name)
-        self.setting_file.sync()
+        save_json(self.setting_filename, self.strategy_setting)
-
-    def save_strategy_setting(self):
-        """
-        Save and close setting file.
-        """
-        if self.setting_file:
-            self.setting_file.close()
 
     def put_stop_order_event(self, stop_order: StopOrder):
         """

vnpy/app/cta_strategy/strategies/double_ma_strategy.py

@@ -5,7 +5,7 @@ class DoubleMaStrategy(CtaTemplate):
     author = "用Python的交易员"
 
     fast_window = 10
-    slow_window = 20.10
+    slow_window = 20
 
     fast_ma = 0.0
     slow_ma = 0.0

vnpy/gateway/ctp/ctp_gateway.py

@@ -27,7 +27,7 @@ from vnpy.trader.object import (
     CancelRequest,
     SubscribeRequest,
 )
-from vnpy.trader.utility import get_temp_path
+from vnpy.trader.utility import get_folder_path
 from vnpy.trader.event import EVENT_TIMER
 
 
@@ -305,8 +305,8 @@ class CtpMdApi(MdApi):
         
         # If not connected, then start connection first.
         if not self.connect_status:
-            path = get_temp_path(f"{self.gateway_name}_md_" )
+            path = get_folder_path(self.gateway_name.lower())
-            self.createFtdcMdApi(str(path))
+            self.createFtdcMdApi(str(path) + "\\Md")
             
             self.registerFront(address)
             self.init()
@@ -1076,8 +1076,8 @@ class CtpTdApi(TdApi):
         self.product_info = product_info
         
         if not self.connect_status:
-            path = get_temp_path(f"{self.gateway_name}_td_")
+            path = get_folder_path(self.gateway_name.lower())
-            self.createFtdcTraderApi(str(path))
+            self.createFtdcTraderApi(str(path) + "\\Td")
             
             self.subscribePrivateTopic(0)
             self.subscribePublicTopic(0)

vnpy/trader/database.py

@@ -4,10 +4,10 @@ from peewee import SqliteDatabase, Model, CharField, DateTimeField, FloatField
 
 from .constant import Exchange, Interval
 from .object import BarData, TickData
-from .utility import get_temp_path
+from .utility import get_file_path
 
-DB_NAME = "database.vt"
+DB_NAME = "database.db"
-DB = SqliteDatabase(str(get_temp_path(DB_NAME)))
+DB = SqliteDatabase(str(get_file_path(DB_NAME)))
 
 
 class DbBarData(Model):

vnpy/trader/engine.py

@@ -24,7 +24,7 @@ from .event import (
 from .gateway import BaseGateway
 from .object import CancelRequest, LogData, OrderRequest, SubscribeRequest
 from .setting import SETTINGS
-from .utility import Singleton, get_temp_path
+from .utility import Singleton, get_folder_path
 
 
 class MainEngine:
@@ -246,7 +246,8 @@ class LogEngine(BaseEngine):
         """
         today_date = datetime.now().strftime("%Y%m%d")
         filename = f"vt_{today_date}.log"
-        file_path = get_temp_path(filename)
+        log_path = get_folder_path("log")
+        file_path = log_path.joinpath(filename)
 
         file_handler = logging.FileHandler(
             file_path, mode="w", encoding="utf8"

vnpy/trader/ui/__init__.py

@@ -12,7 +12,12 @@ from ..utility import get_icon_path
 
 
 def excepthook(exctype, value, tb):
-    """异常捕捉钩子"""
+    """
+    Raise exception under debug mode, otherwise 
+    show exception detail with QMessageBox.
+    """
+    sys.__excepthook__(exctype, value, tb)
+
     msg = "".join(traceback.format_exception(exctype, value, tb))
     QtWidgets.QMessageBox.critical(
         None, "Exception", msg, QtWidgets.QMessageBox.Ok

vnpy/trader/ui/mainwindow.py

@@ -2,6 +2,7 @@
 Implements main window of VN Trader.
 """
 
+import webbrowser
 from functools import partial
 from importlib import import_module
 from typing import Callable
@@ -23,7 +24,7 @@ from .widget import (
     AboutDialog,
 )
 from ..engine import MainEngine
-from ..utility import get_icon_path, get_trader_path
+from ..utility import get_icon_path, TRADER_PATH
 
 
 class MainWindow(QtWidgets.QMainWindow):
@@ -37,8 +38,7 @@ class MainWindow(QtWidgets.QMainWindow):
         self.main_engine = main_engine
         self.event_engine = event_engine
 
-        self.path = get_trader_path()
+        self.window_title = f"VN Trader [{TRADER_PATH}]"
-        self.window_title = f"VN Trader [{self.path}]"
 
         self.connect_dialogs = {}
         self.widgets = {}
@@ -129,6 +129,10 @@ class MainWindow(QtWidgets.QMainWindow):
             help_menu, "测试邮件", "email.ico", self.send_test_email
         )
 
+        self.add_menu_action(
+            help_menu, "社区论坛", "forum.ico", self.open_forum
+        )
+
         self.add_menu_action(
             help_menu,
             "关于",
@@ -246,3 +250,8 @@ class MainWindow(QtWidgets.QMainWindow):
         Sending a test email.
         """
         self.main_engine.send_email("VN Trader", "testing")
+
+    def open_forum(self):
+        """
+        """
+        webbrowser.open("https://www.vnpy.com/forum/")

vnpy/trader/ui/widget.py

@@ -20,7 +20,7 @@ from ..event import (
     EVENT_LOG
 )
 from ..object import OrderRequest, SubscribeRequest
-from ..utility import load_setting, save_setting
+from ..utility import load_json, save_json
 
 COLOR_LONG = QtGui.QColor("red")
 COLOR_SHORT = QtGui.QColor("green")
@@ -490,7 +490,7 @@ class ConnectDialog(QtWidgets.QDialog):
 
         self.main_engine = main_engine
         self.gateway_name = gateway_name
-        self.filename = f"Connect{gateway_name}.vt"
+        self.filename = f"connect_{gateway_name.lower()}.json"
 
         self.widgets = {}
 
@@ -505,7 +505,7 @@ class ConnectDialog(QtWidgets.QDialog):
             self.gateway_name)
 
         # Saved setting provides field data used last time.
-        loaded_setting = load_setting(self.filename)
+        loaded_setting = load_json(self.filename)
 
         # Initialize line edits and form layout based on setting.
         form = QtWidgets.QFormLayout()
@@ -550,7 +550,7 @@ class ConnectDialog(QtWidgets.QDialog):
                 field_value = field_type(widget.text())
             setting[field_name] = field_value
         
-        save_setting(self.filename, setting)
+        save_json(self.filename, setting)
         
         self.main_engine.connect(setting, self.gateway_name)