Modernize vnpy/trader/app

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 = []

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))
     

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

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

vnpy/trader/app/dataRecorder/__init__.py

@@ -1,7 +1,8 @@
 # encoding: UTF-8
 
-from drEngine import DrEngine
+from __future__ import absolute_import
-from uiDrWidget import DrEngineManager
+from .drEngine import DrEngine
+from .uiDrWidget import DrEngineManager
 
 appName = 'DataRecorder'
 appDisplayName = u'行情记录'

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

vnpy/trader/app/jaqsService/__init__.py

@@ -1,7 +1,8 @@
 # encoding: UTF-8
 
-from jsEngine import JsEngine
+from __future__ import absolute_import
-from uiJsWidget import JsEngineManager
+from .jsEngine import JsEngine
+from .uiJsWidget import JsEngineManager
 
 appName = 'JaqsService'
 appDisplayName = u'Jaqs服务'

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

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

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:

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)
+    try:               # Python 2
-    sys.setdefaultencoding('utf8')
+        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()

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

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 *
 
 
 

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)
         

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'

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

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):
     
     
     
-    
+