Merge branch 'dev' of https://github.com/vnpy/vnpy into dev

vnpy/trader/app/algoTrading/algoEngine.py

@@ -22,9 +22,10 @@ EVENT_ALGO_VAR = 'eAlgoVar'         # 算法变量事件
 EVENT_ALGO_SETTING = 'eAlgoSetting' # 算法配置事件
 
 
-ALGOTRADING_DB_NAME = 'VnTrader_AlgoTrading_Db'
+ALGOTRADING_DB_NAME = 'VnTrader_AlgoTrading_Db'     # AlgoTrading数据库名
 
-SETTING_COLLECTION_NAME = 'AlgoSetting'
+SETTING_COLLECTION_NAME = 'AlgoSetting'             # 算法配置集合名
+HISTORY_COLLECTION_NAME = 'AlgoHistory'             # 算法历史集合名
 
 
 ALGO_DICT = {
@@ -47,6 +48,7 @@ class AlgoEngine(object):
         self.orderAlgoDict = {}     # vtOrderID:algo
         self.symbolAlgoDict = {}    # vtSymbol:algo set
         self.settingDict = {}       # settingName:setting
+        self.historyDict = {}       # algoName:dict
         
         self.registerEvent()
 
@@ -103,7 +105,9 @@ class AlgoEngine(object):
         templateName = algoSetting['templateName']
         algoClass = ALGO_DICT[templateName]
         algo = algoClass.new(self, algoSetting)
+        
         self.algoDict[algo.algoName] = algo
+        
         return algo.algoName
     
     #----------------------------------------------------------------------
@@ -216,18 +220,44 @@ class AlgoEngine(object):
     #----------------------------------------------------------------------
     def putVarEvent(self, algo, d):
         """更新变量"""
-        d['algoName'] = algo.algoName
+        algoName = algo.algoName
+        
+        d['algoName'] = algoName
         event = Event(EVENT_ALGO_VAR)
         event.dict_['data'] = d
         self.eventEngine.put(event)
+        
+        # 保存数据到数据库
+        history = self.historyDict.setdefault(algoName, {})
+        history['algoName'] = algoName
+        history['var'] = d
+        
+        self.mainEngine.dbUpdate(ALGOTRADING_DB_NAME,
+                                 HISTORY_COLLECTION_NAME,
+                                 history,
+                                 {'algoName': algoName},
+                                 True)
     
     #----------------------------------------------------------------------
     def putParamEvent(self, algo, d):
         """更新参数"""
-        d['algoName'] = algo.algoName
+        algoName = algo.algoName
+        
+        d['algoName'] = algoName
         event = Event(EVENT_ALGO_PARAM)
         event.dict_['data'] = d
         self.eventEngine.put(event)    
+        
+        # 保存数据到数据库
+        history = self.historyDict.setdefault(algoName, {})
+        history['algoName'] = algoName
+        history['param'] = d
+        
+        self.mainEngine.dbUpdate(ALGOTRADING_DB_NAME,
+                                 HISTORY_COLLECTION_NAME,
+                                 history,
+                                 {'algoName': algoName},
+                                 True)        
     
     #----------------------------------------------------------------------
     def getTick(self, algo, vtSymbol):

vnpy/trader/app/algoTrading/algoTemplate.py

@@ -1,6 +1,7 @@
 # encoding: UTF-8
 
 from __future__ import division
+from datetime import datetime
 
 from vnpy.trader.vtConstant import STATUS_NOTTRADED, STATUS_PARTTRADED, STATUS_UNKNOWN
 
@@ -13,15 +14,22 @@ STATUS_ACTIVE = [STATUS_NOTTRADED, STATUS_PARTTRADED, STATUS_UNKNOWN]
 class AlgoTemplate(object):
     """算法模板"""
     templateName = 'AlgoTemplate'
+    
+    timestamp = ''
     count = 0
     
     @classmethod
     #----------------------------------------------------------------------
     def new(cls, engine, setting):
         """创建新对象"""
-        cls.count += 1
-        algoName = '%s_%s' %(cls.templateName, cls.count)
-        
+        timestamp = datetime.now().strftime('%Y%m%d%H%M%S')
+        if timestamp != cls.timestamp:
+            cls.timestamp = timestamp
+            cls.count = 0
+        else:
+            cls.count += 1
+            
+        algoName = '_'.join([cls.templateName, cls.timestamp, str(cls.count)])
         algo = cls(engine, setting, algoName)
         return algo
 

vnpy/trader/app/algoTrading/uiAlgoManager.py

@@ -347,6 +347,7 @@ class AlgoSettingMonitor(QtWidgets.QTableWidget):
             
             self.cellDict[settingName] = {
                 'start': buttonStart,
+                'template': cellTemplateName,
                 'text': cellSettingText,
                 'delete': buttonDelete
             }
@@ -354,6 +355,7 @@ class AlgoSettingMonitor(QtWidgets.QTableWidget):
         else:
             d = self.cellDict[settingName]
             d['start'].updateSetting(setting)
+            d['template'].setText(setting['templateName'])
             d['text'].setText(self.generateText(setting))
             d['delete'].updateSetting(setting)