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This commit is contained in:
msincenselee 2018-11-23 17:03:07 +08:00
parent 23789fda72
commit 7cceddb227
5 changed files with 330 additions and 46 deletions
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12
vnpy/trader/uiBasicWidget.py
View File

@ -1182,14 +1182,18 @@ class TradingWidget(QtWidgets.QFrame):
pos = cell.data
symbol = pos.symbol
# 拆分 合约.交易所接口
symbol_split_list = symbol.split('.')
if len(symbol_split_list)==2:
exchange_name = symbol_split_list[-1]
if exchange_name in [EXCHANGE_OKEX,EXCHANGE_BINANCE,EXCHANGE_HUOBI,EXCHANGE_GATEIO]:
symbol = symbol_split_list[0]
if len(symbol_split_list)==2:
# 交易所
exchange_name = symbol_split_list[-1]
# 数字货币类交易所
if exchange_name in [EXCHANGE_OKEX,EXCHANGE_BINANCE,EXCHANGE_HUOBI,EXCHANGE_GATEIO]:
symbol_pair_list = symbol.split('_')
if len(symbol_pair_list) ==1:
# 获取合约
if symbol.lower() == 'usdt':
return
symbol = symbol_pair_list[0] + '_' + 'usdt'+'.'+symbol_split_list[-1]

1
vnpy/trader/uiMainWindow.py
View File

@ -298,6 +298,7 @@ class MainWindow(QtWidgets.QMainWindow):
return
def connect():
r = False
try:
r = self.mainEngine.connect(gatewayName)
except:

149
vnpy/trader/uiMultiRpcMonitor.py
View File

@ -1,21 +1,19 @@
# encoding: UTF-8
'''
多RPC监控界面组件
Author: IncenseLee
设计思路：
1、单一RPC监控组件，包括：
1）连接
2）服务端状态监控（是否运行，gw名称，连接状态；操作：停止服务端，停止gw连接，启动gw连接）
3）服务端策略状态监控（策略名称，ValueMonitor，信号。操作：启动策略，停止策略，初始化策略，强制初始化策略，特殊操作。。）
4）服务器端Warning\Error\Nofification\Critical Log
2、多RPC监控容器，包括：
1）从本地VT_Setting读取服务端连接信息。进行初始化和连接。
2）订阅相应Event
'''
#多RPC监控界面组件
#Author: IncenseLee
#
#设计思路：
#1、单一RPC监控组件，包括：
# 1）连接
# 2）服务端状态监控（是否运行，gw名称，连接状态；操作：停止服务端，停止gw连接，启动gw连接）
# 3）服务端策略状态监控（策略名称，ValueMonitor，信号。操作：启动策略，停止策略，初始化策略，强制初始化策略，特殊操作。。）
# 4）服务器端Warning\Error\Nofification\Critical Log
#2、多RPC监控容器，包括：
# 1）从本地VT_Setting读取服务端连接信息。进行初始化和连接。
# 2）订阅相应Event
#
import os
import sys
@ -90,12 +88,15 @@ class StrategyMonitorWidget(QtWidgets.QGroupBox):
btnStopStrategy.clicked.connect(self.stop_strategy)
btnForceInitStrategy = QtWidgets.QPushButton(u'ForceInit')
btnForceInitStrategy.clicked.connect(self.force_init_strategy)
btnDispatchOutStrategy = QtWidgets.QPushButton(u'Dispatch Out')
btnDispatchOutStrategy.clicked.connect(self.remove_strategy)
hbox1 = QtWidgets.QHBoxLayout()
hbox1.addWidget(btnInitStrategy)
hbox1.addWidget(btnStartStrategy)
hbox1.addWidget(btnStopStrategy)
hbox1.addWidget(btnForceInitStrategy)
#hbox1.addWidget(btnDispatchOutStrategy)
hbox1.addStretch()
# 策略的运行数据表
@ -128,6 +129,14 @@ class StrategyMonitorWidget(QtWidgets.QGroupBox):
if self.mainEngine:
self.mainEngine.initStrategy(self.name, force=True)
def remove_strategy(self):
if self.mainEngine and hasattr(self.mainEngine,'removeStrategy'):
print('call removeStrategy({})'.format(self.name))
self.mainEngine.removeStrategy(self.name)
else:
print('cant not call removeStrategy',file=sys.stderr)
class CtaEngineMonitorWidget(QtWidgets.QWidget):
"""RPC 服务端CTA引擎监控组件
{策略名称，ValueMonitor；操作：启动策略，停止策略，初始化策略，强制初始化策略，特殊操作。。）}
@ -146,23 +155,27 @@ class CtaEngineMonitorWidget(QtWidgets.QWidget):
self.initUi()
self.initVarMonitors = False
self.monitor_vbox = None
def setMainEngine(self,mainEngine):
self.mainEngine = mainEngine
def initUi(self):
btnLoadStrategies = QtWidgets.QPushButton(u'Load All Strategies')
btnStartStrategies = QtWidgets.QPushButton(u'Start All Strategies')
btnStopStrategies = QtWidgets.QPushButton(u'Stop All Strategies')
btnAddStrategy = QtWidgets.QPushButton(u'Add Strategy')
btnLoadStrategies.clicked.connect(self.load_all_strategies)
btnStartStrategies.clicked.connect(self.start_all_strategies)
btnStopStrategies.clicked.connect(self.stop_all_strategies)
btnAddStrategy.clicked.connect(self.add_new_strategy)
hbox1 = QtWidgets.QHBoxLayout()
hbox1.addWidget(btnLoadStrategies)
hbox1.addWidget(btnStartStrategies)
hbox1.addWidget(btnStopStrategies)
#hbox1.addWidget(btnAddStrategy)
hbox1.addStretch()
self.vbox = QtWidgets.QVBoxLayout()
@ -171,15 +184,65 @@ class CtaEngineMonitorWidget(QtWidgets.QWidget):
self.setLayout(self.vbox)
def load_all_strategies(self):
if self.mainEngine:
pass
def start_all_strategies(self):
pass
"""
启动调度服务器内所有运行中的策略
:return:
"""
if self.mainEngine and hasattr(self.mainEngine, 'startStrategy'):
for strategy_name in self.strategy_monitors.keys():
try:
self.mainEngine.startStrategy(strategy_name)
except Exception as ex:
print(u'调用启动{}策略时发生异常:{},{}'.format(strategy_name, str(ex), traceback.format_exc()))
continue
def stop_all_strategies(self):
pass
"""
停止调度服务器内所有运行中的策略
:return:
"""
if self.mainEngine and hasattr(self.mainEngine,'stopStrategy'):
for strategy_name in self.strategy_monitors.keys():
try:
self.mainEngine.stopStrategy(strategy_name)
except Exception as ex:
print(u'调用停止{}策略时发生异常:{},{}'.format(strategy_name,str(ex), traceback.format_exc()))
continue
def add_new_strategy(self):
"""
添加新的cta策略配置到运行中的调度服务器
:return:
"""
value, ok = QtWidgets.QInputDialog.getMultiLineText(self, "输入CTA策略设置", "ditc结构", "{\n\n\n}")
if not ok:
return
if len(value) == 0:
return
cta_setting = None
try:
cta_setting = json.loads(value)
except Exception as ex:
print(u'{}{}'.format(str(ex),traceback.format_exc()),file=sys.stderr)
return
if not isinstance(cta_setting, dict):
print(u'输入得不是dict结构',file=sys.stderr)
return
if cta_setting.get('name',None) == None or cta_setting.get('className',None) == None:
print(u'输入设置里面缺少name/className', file=sys.stderr)
return
if self.mainEngine and hasattr(self.mainEngine, 'addStrategy'):
print('call addStrategy({})'.format(cta_setting))
self.mainEngine.addStrategy(cta_setting)
else:
print('cant not call addStrategy:{}'.format(cta_setting), file=sys.stderr)
def updateStatus(self, status_dict):
"""更新状态数据"""
@ -188,16 +251,16 @@ class CtaEngineMonitorWidget(QtWidgets.QWidget):
if not self.initVarMonitors:
w = QtWidgets.QWidget()
vbox = QtWidgets.QVBoxLayout()
for k, v in status_dict.items():
self.monitor_vbox = QtWidgets.QVBoxLayout()
strategy_names = status_dict.keys()
sorted_strategy_names = sorted(strategy_names)
for k in sorted_strategy_names:
monitor = StrategyMonitorWidget(name=k, mainEngine=self.mainEngine, parent=self)
#height = 65
#monitor.setFixedHeight(height)
self.strategy_monitors[k] = monitor
vbox.addWidget(monitor)
self.monitor_vbox.addWidget(monitor)
w.setLayout(vbox)
w.setLayout(self.monitor_vbox)
self.scrollArea.setWidget(w)
self.initVarMonitors = True
@ -205,6 +268,13 @@ class CtaEngineMonitorWidget(QtWidgets.QWidget):
if k in self.strategy_monitors:
monitor = self.strategy_monitors[k]
monitor.updateStatus(v)
else:
monitor = StrategyMonitorWidget(name=k, mainEngine=self.mainEngine, parent=self)
self.strategy_monitors[k] = monitor
if self.monitor_vbox is not None:
self.monitor_vbox.addWidget(monitor)
monitor.updateStatus(v)
class ServerInfoWidget(QtWidgets.QWidget):
"""服务器信息显示组件
@ -250,12 +320,11 @@ class AccountMonitorWidget(QtWidgets.QWidget):
########################################################################
class RpcServerMonitor(QtWidgets.QWidget):
"""RPC服务端监控容器组件
1）连接服务端，gw名称，
2）连接状态；操作：停止服务端，停止gw连接，启动gw连接）
3）CtaEngineMonitorWidget
4）RpcEventLogMonitor Warning\Error\Nofification\Critical Log
"""
#RPC服务端监控容器组件
#1）连接服务端，gw名称，
#2）连接状态；操作：停止服务端，停止gw连接，启动gw连接）
#3）CtaEngineMonitorWidget
#4）RpcEventLogMonitor Warning\Error\Nofification\Critical Log
signal = QtCore.Signal(type(Event()))
@ -274,7 +343,7 @@ class RpcServerMonitor(QtWidgets.QWidget):
self.rpc_client = None
self.mainEngine = None
self.server_info_monitor= None
self.server_info_monitor = None
self.initUi()
# ----------------------------------------------------------------------
@ -429,7 +498,6 @@ class RpcServerMonitor(QtWidgets.QWidget):
self.updateCritical(event)
return
def updateStatus(self,event):
"""更新Status"""
status_dict = event.dict_['data']
@ -553,16 +621,17 @@ class MultiRpcServerManager(QtWidgets.QMainWindow):
except Exception as ex:
traceback.print_exc()
QtWidgets.QMessageBox.warning(self, 'Exception',u'Load vt_Setting.json Exception', QtWidgets.QMessageBox.Cancel,
QtWidgets.QMessageBox.NoButton, QtGui.QMessageBox.NoButton)
QtWidgets.QMessageBox.NoButton)
return
def closeEvent(self, event):
"""关闭窗口时的事件"""
self.mdi.closeAllSubWindows()
event.accept()
sys.exit(0)
def main():
from vnpy.trader.uiQt import createQApp

2
vnpy/trader/vtEngine.py
View File

@ -1,6 +1,6 @@
# encoding: UTF-8
print('load vtEngine.py')
print(u'启动load vtEngine.py')
import shelve
from collections import OrderedDict

212
vnpy/trader/vtObject.py
View File

@ -6,7 +6,7 @@ from datetime import datetime
from vnpy.trader.vtConstant import (EMPTY_STRING, EMPTY_UNICODE,
EMPTY_FLOAT, EMPTY_INT)
from vnpy.trader.language import constant
########################################################################
class VtBaseData(object):
@ -77,6 +77,35 @@ class VtTickData(VtBaseData):
self.askVolume4 = EMPTY_FLOAT
self.askVolume5 = EMPTY_FLOAT
#----------------------------------------------------------------------
@staticmethod
def createFromGateway(gateway, symbol, exchange,
lastPrice, lastVolume,
highPrice, lowPrice,
openPrice=EMPTY_FLOAT,
openInterest=EMPTY_INT,
upperLimit=EMPTY_FLOAT,
lowerLimit=EMPTY_FLOAT):
tick = VtTickData()
tick.gatewayName = gateway.gatewayName
tick.symbol = symbol
tick.exchange = exchange
tick.vtSymbol = symbol + '.' + exchange
tick.lastPrice = lastPrice
tick.lastVolume = lastVolume
tick.openInterest = openInterest
tick.datetime = datetime.now()
tick.date = tick.datetime.strftime('%Y%m%d')
tick.time = tick.datetime.strftime('%H:%M:%S')
tick.openPrice = openPrice
tick.highPrice = highPrice
tick.lowPrice = lowPrice
tick.upperLimit = upperLimit
tick.lowerLimit = lowerLimit
return tick
########################################################################
class VtBarData(VtBaseData):
@ -130,6 +159,48 @@ class VtTradeData(VtBaseData):
self.volume = EMPTY_FLOAT # 成交数量
self.tradeTime = EMPTY_STRING # 成交时间
#----------------------------------------------------------------------
@staticmethod
def createFromGateway(gateway, symbol, exchange, tradeID, orderID, direction, tradePrice, tradeVolume):
trade = VtTradeData()
trade.gatewayName = gateway.gatewayName
trade.symbol = symbol
trade.exchange = exchange
trade.vtSymbol = symbol + '.' + exchange
trade.orderID = orderID
trade.vtOrderID = trade.gatewayName + '.' + trade.tradeID
trade.tradeID = tradeID
trade.vtTradeID = trade.gatewayName + '.' + tradeID
trade.direction = direction
trade.price = tradePrice
trade.volume = tradeVolume
trade.tradeTime = datetime.now().strftime('%H:%M:%S')
return trade
#----------------------------------------------------------------------
@staticmethod
def createFromOrderData(order,
tradeID,
tradePrice,
tradeVolume): # type: (VtOrderData, str, float, float)->VtTradeData
trade = VtTradeData()
trade.gatewayName = order.gatewayName
trade.symbol = order.symbol
trade.vtSymbol = order.vtSymbol
trade.orderID = order.orderID
trade.vtOrderID = order.vtOrderID
trade.tradeID = tradeID
trade.vtTradeID = trade.gatewayName + '.' + tradeID
trade.direction = order.direction
trade.price = tradePrice
trade.volume = tradeVolume
trade.tradeTime = datetime.now().strftime('%H:%M:%S')
return trade
########################################################################
class VtOrderData(VtBaseData):
@ -164,6 +235,39 @@ class VtOrderData(VtBaseData):
self.frontID = EMPTY_INT # 前置机编号
self.sessionID = EMPTY_INT # 连接编号
#----------------------------------------------------------------------
@staticmethod
def createFromGateway(gateway, # type: VtGateway
orderId, # type: str
symbol, # type: str
exchange, # type: str
price, # type: float
volume, # type: int
direction, # type: str
offset=EMPTY_UNICODE, # type: str
tradedVolume=EMPTY_INT, # type: int
status=constant.STATUS_UNKNOWN, # type: str
orderTime=EMPTY_UNICODE, # type: str
cancelTime=EMPTY_UNICODE, # type: str
): # type: (...)->VtOrderData
vtOrder = VtOrderData()
vtOrder.gatewayName = gateway.gatewayName
vtOrder.symbol = symbol
vtOrder.exchange = exchange
vtOrder.vtSymbol = symbol + '.' + exchange
vtOrder.orderID = orderId
vtOrder.vtOrderID = gateway.gatewayName + '.' + orderId
vtOrder.direction = direction
vtOrder.offset = offset
vtOrder.price = price
vtOrder.totalVolume = volume
vtOrder.tradedVolume = tradedVolume
vtOrder.status = status
vtOrder.orderTime = orderTime
vtOrder.cancelTime = cancelTime
return vtOrder
########################################################################
class VtPositionData(VtBaseData):
@ -188,6 +292,33 @@ class VtPositionData(VtBaseData):
self.ydPosition = EMPTY_INT # 昨持仓
self.positionProfit = EMPTY_FLOAT # 持仓盈亏
#----------------------------------------------------------------------
@staticmethod
def createFromGateway(gateway, # type: VtGateway
exchange, # type: str
symbol, # type: str
direction, # type: str
position, # type: int
frozen=EMPTY_INT, # type: int
price=EMPTY_FLOAT, # type: float
yestordayPosition=EMPTY_INT, # type: int
profit=EMPTY_FLOAT # type: float
): # type: (...)->VtPositionData
vtPosition = VtPositionData()
vtPosition.gatewayName = gateway.gatewayName
vtPosition.symbol = symbol
vtPosition.exchange = exchange
vtPosition.vtSymbol = symbol + '.' + exchange
vtPosition.direction = direction
vtPosition.position = position
vtPosition.frozen = frozen
vtPosition.price = price
vtPosition.vtPositionName = vtPosition.vtSymbol + '.' + direction
vtPosition.ydPosition = yestordayPosition
vtPosition.positionProfit = profit
return vtPosition
########################################################################
class VtAccountData(VtBaseData):
@ -281,9 +412,56 @@ class VtContractData(VtBaseData):
self.strikePrice = EMPTY_FLOAT # 期权行权价
self.underlyingSymbol = EMPTY_STRING # 标的物合约代码
self.optionType = EMPTY_UNICODE # 期权类型
self.expiryDate = EMPTY_STRING # 到期日
# 数字货币有关
self.volumeTick = EMPTY_FLOAT #合约最小交易量
# ----------------------------------------------------------------------
@staticmethod
def createFromGateway(gateway,
exchange,
symbol,
productClass,
size,
priceTick,
name=None,
strikePrice=EMPTY_FLOAT,
underlyingSymbol=EMPTY_STRING,
optionType=EMPTY_UNICODE,
expiryDate=EMPTY_STRING
):
d = VtContractData()
d.gatewayName = gateway.gatewayName
d.symbol = symbol
d.exchange = exchange
d.vtSymbol = symbol + '.' + exchange
d.productClass = productClass
d.size = size
d.priceTick = priceTick
if name is None:
d.name = d.symbol
d.strikePrice = strikePrice
d.underlyingSymbol = underlyingSymbol
d.optionType = optionType
d.expiryDate = expiryDate
return d
########################################################################
class VtHistoryData(object):
"""K线时间序列数据"""
#----------------------------------------------------------------------
def __init__(self):
"""Constructor"""
self.vtSymbol = EMPTY_STRING # vt系统代码
self.symbol = EMPTY_STRING # 代码
self.exchange = EMPTY_STRING # 交易所
self.interval = EMPTY_UNICODE # K线时间周期
self.queryID = EMPTY_STRING # 查询号
self.barList = [] # VtBarData列表
########################################################################
class VtSubscribeReq(object):
@ -346,3 +524,35 @@ class VtCancelOrderReq(object):
self.frontID = EMPTY_STRING # 前置机号
self.sessionID = EMPTY_STRING # 会话号
########################################################################
class VtHistoryReq(object):
"""查询历史数据时传入的对象类"""
#----------------------------------------------------------------------
def __init__(self):
"""Constructor"""
self.symbol = EMPTY_STRING # 代码
self.exchange = EMPTY_STRING # 交易所
self.vtSymbol = EMPTY_STRING # VT合约代码
self.interval = EMPTY_UNICODE # K线周期
self.start = None # 起始时间datetime对象
self.end = None # 结束时间datetime对象
########################################################################
class VtSingleton(type):
"""
单例，应用方式:静态变量 __metaclass__ = Singleton
"""
_instances = {}
#----------------------------------------------------------------------
def __call__(cls, *args, **kwargs):
"""调用"""
if cls not in cls._instances:
cls._instances[cls] = super(VtSingleton, cls).__call__(*args, **kwargs)
return cls._instances[cls]