Modernize vnpy/trader/app

2018-05-14 15:47:19 +02:00 · 2018-05-14 15:47:19 +02:00 · 7a13aec4ec
commit 7a13aec4ec
parent 29eb606e1c
17 changed files with 76 additions and 55 deletions
--- a/vnpy/trader/app/ctaStrategy/ctaBacktesting.py
+++ b/vnpy/trader/app/ctaStrategy/ctaBacktesting.py
@ -5,6 +5,7 @@
 可以使用和实盘相同的代码进行回测。
 '''
 from __future__ import division
+from __future__ import print_function

 from datetime import datetime, timedelta
 from collections import OrderedDict
@ -112,7 +113,7 @@ class BacktestingEngine(object):
    #----------------------------------------------------------------------
    def output(self, content):
        """输出内容"""
-        print str(datetime.now()) + "\t" + content     
+        print(str(datetime.now()) + "\t" + content)     
    
    #------------------------------------------------
    # 参数设置相关
@ -1213,11 +1214,11 @@ class OptimizationSetting(object):
            return 
        
        if end < start:
-            print u'参数起始点必须不大于终止点'
+            print(u'参数起始点必须不大于终止点')
            return
        
        if step <= 0:
-            print u'参数布进必须大于0'
+            print(u'参数布进必须大于0')
            return
        
        l = []
--- a/vnpy/trader/app/ctaStrategy/ctaHistoryData.py
+++ b/vnpy/trader/app/ctaStrategy/ctaHistoryData.py
@ -7,6 +7,7 @@
 3. 将交易开拓者导出的历史数据载入到MongoDB中的函数
 4. 将OKEX下载的历史数据载入到MongoDB中的函数
 """
+from __future__ import print_function

 import csv
 from datetime import datetime, timedelta
@ -26,7 +27,7 @@ def downloadEquityDailyBarts(self, symbol):
    """
    下载股票的日行情，symbol是股票代码
    """
-    print u'开始下载%s日行情' %symbol
+    print(u'开始下载%s日行情' %symbol)
    
    # 查询数据库中已有数据的最后日期
    cl = self.dbClient[DAILY_DB_NAME][symbol]
@ -62,20 +63,20 @@ def downloadEquityDailyBarts(self, symbol):
                bar.datetime = datetime.strptime(bar.date, '%Y%m%d')
                bar.volume = d.get('volume')
            except KeyError:
-                print d
+                print(d)
            
            flt = {'datetime': bar.datetime}
            self.dbClient[DAILY_DB_NAME][symbol].update_one(flt, {'$set':bar.__dict__}, upsert=True)            
        
-        print u'%s下载完成' %symbol
+        print(u'%s下载完成' %symbol)
    else:
-        print u'找不到合约%s' %symbol
+        print(u'找不到合约%s' %symbol)

 #----------------------------------------------------------------------
 def loadMcCsv(fileName, dbName, symbol):
    """将Multicharts导出的csv格式的历史数据插入到Mongo数据库中"""
    start = time()
-    print u'开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol)
+    print(u'开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol))
    
    # 锁定集合，并创建索引
    client = pymongo.MongoClient(globalSetting['mongoHost'], globalSetting['mongoPort']) 
@ -99,15 +100,15 @@ def loadMcCsv(fileName, dbName, symbol):

        flt = {'datetime': bar.datetime}
        collection.update_one(flt, {'$set':bar.__dict__}, upsert=True)  
-        print bar.date, bar.time
+        print(bar.date, bar.time)
    
-    print u'插入完毕，耗时：%s' % (time()-start)
+    print(u'插入完毕，耗时：%s' % (time()-start))

 #----------------------------------------------------------------------
 def loadTbCsv(fileName, dbName, symbol):
    """将TradeBlazer导出的csv格式的历史分钟数据插入到Mongo数据库中"""
    start = time()
-    print u'开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol)
+    print(u'开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol))
    
    # 锁定集合，并创建索引
    client = pymongo.MongoClient(globalSetting['mongoHost'], globalSetting['mongoPort'])
@ -132,15 +133,15 @@ def loadTbCsv(fileName, dbName, symbol):

        flt = {'datetime': bar.datetime}
        collection.update_one(flt, {'$set':bar.__dict__}, upsert=True)  
-        print bar.date, bar.time
+        print(bar.date, bar.time)
    
-    print u'插入完毕，耗时：%s' % (time()-start)
+    print(u'插入完毕，耗时：%s' % (time()-start))
    
 #----------------------------------------------------------------------
 def loadTbPlusCsv(fileName, dbName, symbol):
    """将TB极速版导出的csv格式的历史分钟数据插入到Mongo数据库中"""
    start = time()
-    print u'开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol) 
+    print(u'开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol)) 

    # 锁定集合，并创建索引
    client = pymongo.MongoClient(globalSetting['mongoHost'], globalSetting['mongoPort'])
@ -167,9 +168,9 @@ def loadTbPlusCsv(fileName, dbName, symbol):
        bar.openInterest = d[7]
        flt = {'datetime': bar.datetime}
        collection.update_one(flt, {'$set':bar.__dict__}, upsert=True)  
-        print bar.date, bar.time    
+        print(bar.date, bar.time)    

-    print u'插入完毕，耗时：%s' % (time()-start)
+    print(u'插入完毕，耗时：%s' % (time()-start))

 #----------------------------------------------------------------------
 """
@ -186,7 +187,7 @@ def loadTdxCsv(fileName, dbName, symbol):
    """将通达信导出的csv格式的历史分钟数据插入到Mongo数据库中"""
    start = time()
    date_correct = ""
-    print u'开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol)
+    print(u'开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol))
    
    # 锁定集合，并创建索引
    client = pymongo.MongoClient(globalSetting['mongoHost'], globalSetting['mongoPort'])
@ -218,7 +219,7 @@ def loadTdxCsv(fileName, dbName, symbol):
        flt = {'datetime': bar.datetime}
        collection.update_one(flt, {'$set':bar.__dict__}, upsert=True)  
    
-    print u'插入完毕，耗时：%s' % (time()-start)
+    print(u'插入完毕，耗时：%s' % (time()-start))

 #----------------------------------------------------------------------
 """
@ -231,7 +232,7 @@ def loadTdxLc1(fileName, dbName, symbol):
    """将通达信导出的lc1格式的历史分钟数据插入到Mongo数据库中"""
    start = time()

-    print u'开始读取通达信Lc1文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol)
+    print(u'开始读取通达信Lc1文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol))
    
    # 锁定集合，并创建索引
    client = pymongo.MongoClient(globalSetting['mongoHost'], globalSetting['mongoPort'])
@ -267,13 +268,13 @@ def loadTdxLc1(fileName, dbName, symbol):
        flt = {'datetime': bar.datetime}
        collection.update_one(flt, {'$set':bar.__dict__}, upsert=True)
    
-    print u'插入完毕，耗时：%s' % (time()-start)
+    print(u'插入完毕，耗时：%s' % (time()-start))

 #----------------------------------------------------------------------
 def loadOKEXCsv(fileName, dbName, symbol):
    """将OKEX导出的csv格式的历史分钟数据插入到Mongo数据库中"""
    start = time()
-    print u'开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol)
+    print(u'开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol))

    # 锁定集合，并创建索引
    client = pymongo.MongoClient(globalSetting['mongoHost'], globalSetting['mongoPort'])
@ -304,5 +305,5 @@ def loadOKEXCsv(fileName, dbName, symbol):
            collection.update_one(flt, {'$set':bar.__dict__}, upsert=True)
            print('%s \t %s' % (bar.date, bar.time))

-    print u'插入完毕，耗时：%s' % (time()-start)
+    print(u'插入完毕，耗时：%s' % (time()-start))
    
--- a/vnpy/trader/app/ctaStrategy/language/init.py
+++ b/vnpy/trader/app/ctaStrategy/language/init.py
@ -1,5 +1,6 @@
 # encoding: UTF-8

+from __future__ import absolute_import
 import json
 import os
 import traceback
@ -10,4 +11,4 @@ from .chinese import text
 # 是否要使用英文
 from vnpy.trader.vtGlobal import globalSetting
 if globalSetting['language'] == 'english':
-    from english import text
+    from .english import text
--- a/vnpy/trader/app/ctaStrategy/strategy/init.py
+++ b/vnpy/trader/app/ctaStrategy/strategy/init.py
@ -3,6 +3,7 @@
 '''
 动态载入所有的策略类
 '''
+from __future__ import print_function

 import os
 import importlib
--- a/vnpy/trader/app/dataRecorder/init.py
+++ b/vnpy/trader/app/dataRecorder/init.py
@ -1,7 +1,8 @@
 # encoding: UTF-8

-from drEngine import DrEngine
-from uiDrWidget import DrEngineManager
+from __future__ import absolute_import
+from .drEngine import DrEngine
+from .uiDrWidget import DrEngineManager

 appName = 'DataRecorder'
 appDisplayName = u'行情记录'
--- a/vnpy/trader/app/dataRecorder/language/init.py
+++ b/vnpy/trader/app/dataRecorder/language/init.py
@ -1,13 +1,14 @@
 # encoding: UTF-8

+from __future__ import absolute_import
 import json
 import os
 import traceback

 # 默认设置
-from chinese import text
+from .chinese import text

 # 是否要使用英文
 from vnpy.trader.vtGlobal import globalSetting
 if globalSetting['language'] == 'english':
-    from english import text
+    from .english import text
--- a/vnpy/trader/app/jaqsService/init.py
+++ b/vnpy/trader/app/jaqsService/init.py
@ -1,7 +1,8 @@
 # encoding: UTF-8

-from jsEngine import JsEngine
-from uiJsWidget import JsEngineManager
+from __future__ import absolute_import
+from .jsEngine import JsEngine
+from .uiJsWidget import JsEngineManager

 appName = 'JaqsService'
 appDisplayName = u'Jaqs服务'
--- a/vnpy/trader/app/jaqsService/jrpc_server.py
+++ b/vnpy/trader/app/jaqsService/jrpc_server.py
@ -1,3 +1,4 @@
+from __future__ import print_function
 import zmq
 import Queue
 import threading
@ -108,11 +109,11 @@ class JRpcServer :
                        #client_addr_map[client_id] = identity
                        self._on_data_arrived(identity, data)

-            except zmq.error.Again, e:
+            except zmq.error.Again as e:
                #print "RECV timeout: ", e
                pass
-            except Exception, e:
-                print("_recv_run:", e)
+            except Exception as e:
+                print(("_recv_run:", e))

    def _callback_run(self):
        while not self._should_close:
@ -120,12 +121,12 @@ class JRpcServer :
                r = self._callback_queue.get(timeout = 1)
                if r :
                    r()
-            except Queue.Empty, e:
+            except Queue.Empty as e:
                pass

-            except Exception, e:
+            except Exception as e:
                traceback.print_exc(e)
-                print "_callback_run", type(e), e
+                print("_callback_run", type(e), e)

    def _async_call(self, func):
        self._callback_queue.put( func )
@ -164,12 +165,12 @@ class JRpcServer :
            #print "RECV", msg

            if not msg:
-                print "wrong message format"
+                print("wrong message format")
                return

-            method = msg['method'] if msg.has_key('method') else None
+            method = msg['method'] if 'method' in msg else None

-            call_id = msg['id'] if msg.has_key('id') and msg['id'] else None
+            call_id = msg['id'] if 'id' in msg and msg['id'] else None

            if call_id and method:
                if method == ".sys.heartbeat":
@ -183,8 +184,8 @@ class JRpcServer :
                if self.on_call :
                    self._async_call( lambda : self.on_call(identity, msg))

-        except Exception, e:
-            print( "_on_data_arrived:", e)
+        except Exception as e:
+            print(( "_on_data_arrived:", e))
            pass
    

--- a/vnpy/trader/app/jaqsService/jsEngine.py
+++ b/vnpy/trader/app/jaqsService/jsEngine.py
@ -1,9 +1,10 @@
 # encoding: UTF-8

+from __future__ import absolute_import
 import json
 from collections import defaultdict

-import jrpc_server
+from . import jrpc_server

 from vnpy.event import Event
 from vnpy.trader.vtFunction import getJsonPath
--- a/vnpy/trader/app/jaqsService/service.py
+++ b/vnpy/trader/app/jaqsService/service.py
@ -1,6 +1,8 @@
 # -*- coding: utf-8 -*-

-import jrpc_server
+from __future__ import print_function
+from __future__ import absolute_import
+from . import jrpc_server
 import time
 import pandas as pd
 from qdata.database import DatabaseConn
@ -15,7 +17,7 @@ db = None
 def on_call(client_id, req):

    if req['method'] != '.sys.heartbeat':
-        print "on_call", req
+        print("on_call", req)

    if req['method'] == 'auth.login':
        server.send_rsp(client_id, req, result = { "username" : "fixme", "name": "fixme" })
@ -25,7 +27,7 @@ def on_call(client_id, req):
        server.send_rsp(client_id, req, error=[-1, "unknown method"])
        return

-    if not req.has_key('params'):
+    if 'params' not in req:
        server.send_rsp(client_id, req, error=[-1, "missing params"])
        return
    
@ -55,7 +57,7 @@ def run():
    server = jrpc_server.JRpcServer()
    server.on_call = on_call
    addr = "tcp://%s:%s"%(st.HOST, st.PORT)
-    print "listen at " + addr
+    print("listen at " + addr)
    server.listen(addr)

    while True:
--- a/vnpy/trader/app/optionMaster/omDate.py
+++ b/vnpy/trader/app/optionMaster/omDate.py
@ -159,9 +159,11 @@ class CalendarManager(QtWidgets.QWidget):
 #----------------------------------------------------------------------
 def runCalendarEditor():
    """运行日历编辑器"""
-    reload(sys)
-    sys.setdefaultencoding('utf8')
-    
+    try:               # Python 2
+        reload(sys)
+        sys.setdefaultencoding('utf8')
+    except NameError:  # Python 3
+        pass
    app = QtWidgets.QApplication(sys.argv)
    app.setFont(QtGui.QFont(u'微软雅黑', 12))
    
@ -249,4 +251,4 @@ def getTimeToMaturity(expiryDate):
    
    
 if __name__ == '__main__':
-    runCalendarEditor()
+    runCalendarEditor()
--- a/vnpy/trader/app/optionMaster/strategy/init.py
+++ b/vnpy/trader/app/optionMaster/strategy/init.py
@ -3,6 +3,7 @@
 '''
 动态载入所有的策略类
 '''
+from __future__ import print_function

 import os
 import importlib
--- a/vnpy/trader/app/optionMaster/uiOmManualTrader.py
+++ b/vnpy/trader/app/optionMaster/uiOmManualTrader.py
@ -1,5 +1,6 @@
 # encoding: UTF-8

+from __future__ import absolute_import
 from vnpy.event import Event

 from vnpy.trader.vtConstant import DIRECTION_LONG, DIRECTION_SHORT, OFFSET_OPEN, OFFSET_CLOSE, PRICETYPE_LIMITPRICE
@ -7,7 +8,7 @@ from vnpy.trader.vtObject import VtOrderReq
 from vnpy.trader.vtEvent import EVENT_TICK, EVENT_TRADE
 from vnpy.trader.uiBasicWidget import WorkingOrderMonitor, PositionMonitor

-from uiOmBase import *
+from .uiOmBase import *



--- a/vnpy/trader/app/optionMaster/uiOmWidget.py
+++ b/vnpy/trader/app/optionMaster/uiOmWidget.py
@ -5,6 +5,8 @@ from __future__ import division
 import os
 from datetime import datetime

+from six import text_type
+
 from vnpy.event import Event

 from .omBase import EVENT_OM_LOG
@ -113,7 +115,7 @@ class OmManager(QtWidgets.QWidget):
    def initOmEngine(self):
        """初始化引擎"""
        path = os.getcwd()
-        fileName = unicode(self.comboSettingFile.currentText())
+        fileName = text_type(self.comboSettingFile.currentText())
        fileName = os.path.join(path, fileName)
        result = self.omEngine.initEngine(fileName)
        
--- a/vnpy/trader/app/riskManager/init.py
+++ b/vnpy/trader/app/riskManager/init.py
@ -1,5 +1,6 @@
 # encoding: UTF-8

+from __future__ import absolute_import
 from .rmEngine import RmEngine
 from .uiRmWidget import RmEngineManager

@ -7,4 +8,4 @@ appName = 'RiskManager'
 appDisplayName = u'风险管理'
 appEngine = RmEngine
 appWidget = RmEngineManager
-appIco = 'rm.ico'
+appIco = 'rm.ico'
--- a/vnpy/trader/app/riskManager/language/init.py
+++ b/vnpy/trader/app/riskManager/language/init.py
@ -1,5 +1,6 @@
 # encoding: UTF-8

+from __future__ import absolute_import
 import json
 import os
 import traceback
@ -10,4 +11,4 @@ from .chinese import text
 # 是否要使用英文
 from vnpy.trader.vtGlobal import globalSetting
 if globalSetting['language'] == 'english':
-    from english import text
+    from .english import text
--- a/vnpy/trader/app/spreadTrading/uiStWidget.py
+++ b/vnpy/trader/app/spreadTrading/uiStWidget.py
@ -2,6 +2,8 @@

 from collections import OrderedDict

+from six import text_type
+
 from vnpy.event import Event
 from vnpy.trader.uiQt import QtWidgets, QtCore
 from vnpy.trader.uiBasicWidget import (BasicMonitor, BasicCell, PnlCell,
@ -338,7 +340,7 @@ class StModeComboBox(QtWidgets.QComboBox):
    #----------------------------------------------------------------------
    def setMode(self):
        """设置模式"""
-        mode = unicode(self.currentText())
+        mode = text_type(self.currentText())
        self.algoEngine.setAlgoMode(self.spreadName, mode)
    
    #----------------------------------------------------------------------
@ -582,4 +584,4 @@ class StManager(QtWidgets.QWidget):
    
    
    
-    
+