[Add] UI component for managing strategies
This commit is contained in:
vn.py
parent
3b9f1c3148
commit
80d89d1cb8
@ -4,7 +4,7 @@ import os
|
||||
from typing import List, Dict, Set, Callable, Any, Type
|
||||
from collections import defaultdict
|
||||
from copy import copy
|
||||
from path import Path
|
||||
from pathlib import Path
|
||||
|
||||
from vnpy.event import EventEngine, Event
|
||||
from vnpy.trader.engine import BaseEngine, MainEngine
|
||||
@ -586,6 +586,10 @@ class SpreadStrategyEngine:
|
||||
msg = f"策略文件{module_name}加载失败，触发异常：\n{traceback.format_exc()}"
|
||||
self.write_log(msg)
|
||||
|
||||
def get_all_strategy_class_names(self):
|
||||
""""""
|
||||
return list(self.classes.keys())
|
||||
|
||||
def load_strategy_setting(self):
|
||||
"""
|
||||
Load setting file.
|
||||
|
||||
@ -15,11 +15,13 @@ from vnpy.trader.ui.widget import (
|
||||
|
||||
from ..engine import (
|
||||
SpreadEngine,
|
||||
SpreadStrategyEngine,
|
||||
APP_NAME,
|
||||
EVENT_SPREAD_DATA,
|
||||
EVENT_SPREAD_POS,
|
||||
EVENT_SPREAD_LOG,
|
||||
EVENT_SPREAD_ALGO
|
||||
EVENT_SPREAD_ALGO,
|
||||
EVENT_SPREAD_STRATEGY
|
||||
)
|
||||
|
||||
|
||||
@ -40,7 +42,9 @@ class SpreadManager(QtWidgets.QWidget):
|
||||
""""""
|
||||
self.setWindowTitle("价差交易")
|
||||
|
||||
self.algo_dialog = SpreadAlgoDialog(self.spread_engine)
|
||||
self.algo_dialog = SpreadAlgoWidget(self.spread_engine)
|
||||
algo_tab = self.create_tab("交易", self.algo_dialog)
|
||||
algo_tab.setMaximumWidth(300)
|
||||
|
||||
self.data_monitor = SpreadDataMonitor(
|
||||
self.main_engine,
|
||||
@ -54,22 +58,19 @@ class SpreadManager(QtWidgets.QWidget):
|
||||
self.spread_engine
|
||||
)
|
||||
|
||||
add_spread_button = QtWidgets.QPushButton("创建价差")
|
||||
add_spread_button.clicked.connect(self.add_spread)
|
||||
self.strategy_monitor = SpreadStrategyMonitor(
|
||||
self.spread_engine
|
||||
)
|
||||
|
||||
vbox1 = QtWidgets.QVBoxLayout()
|
||||
vbox1.addWidget(self.algo_dialog)
|
||||
vbox1.addStretch()
|
||||
vbox1.addWidget(add_spread_button)
|
||||
|
||||
vbox2 = QtWidgets.QVBoxLayout()
|
||||
vbox2.addWidget(self.data_monitor)
|
||||
vbox2.addWidget(self.log_monitor)
|
||||
grid = QtWidgets.QGridLayout()
|
||||
grid.addWidget(self.create_tab("价差", self.data_monitor), 0, 0)
|
||||
grid.addWidget(self.create_tab("日志", self.log_monitor), 1, 0)
|
||||
grid.addWidget(self.create_tab("算法", self.algo_monitor), 0, 1)
|
||||
grid.addWidget(self.create_tab("策略", self.strategy_monitor), 1, 1)
|
||||
|
||||
hbox = QtWidgets.QHBoxLayout()
|
||||
hbox.addLayout(vbox1)
|
||||
hbox.addLayout(vbox2)
|
||||
hbox.addWidget(self.algo_monitor)
|
||||
hbox.addWidget(algo_tab)
|
||||
hbox.addLayout(grid)
|
||||
|
||||
self.setLayout(hbox)
|
||||
|
||||
@ -79,10 +80,11 @@ class SpreadManager(QtWidgets.QWidget):
|
||||
|
||||
self.showMaximized()
|
||||
|
||||
def add_spread(self):
|
||||
def create_tab(self, title: str, widget: QtWidgets.QWidget):
|
||||
""""""
|
||||
dialog = SpreadDataDialog(self.spread_engine)
|
||||
dialog.exec_()
|
||||
tab = QtWidgets.QTabWidget()
|
||||
tab.addTab(widget, title)
|
||||
return tab
|
||||
|
||||
|
||||
class SpreadDataMonitor(BaseMonitor):
|
||||
@ -96,14 +98,14 @@ class SpreadDataMonitor(BaseMonitor):
|
||||
|
||||
headers = {
|
||||
"name": {"display": "名称", "cell": BaseCell, "update": False},
|
||||
"price_formula": {"display": "定价", "cell": BaseCell, "update": False},
|
||||
"trading_formula": {"display": "交易", "cell": BaseCell, "update": False},
|
||||
"bid_volume": {"display": "买量", "cell": BidCell, "update": True},
|
||||
"bid_price": {"display": "买价", "cell": BidCell, "update": True},
|
||||
"ask_price": {"display": "卖价", "cell": AskCell, "update": True},
|
||||
"ask_volume": {"display": "卖量", "cell": AskCell, "update": True},
|
||||
"net_pos": {"display": "净仓", "cell": PnlCell, "update": True},
|
||||
"datetime": {"display": "时间", "cell": TimeCell, "update": True},
|
||||
"price_formula": {"display": "定价", "cell": BaseCell, "update": False},
|
||||
"trading_formula": {"display": "交易", "cell": BaseCell, "update": False},
|
||||
}
|
||||
|
||||
def register_event(self):
|
||||
@ -143,7 +145,7 @@ class SpreadLogMonitor(QtWidgets.QTextEdit):
|
||||
def process_log_event(self, event: Event):
|
||||
""""""
|
||||
log = event.data
|
||||
msg = f"{log.time}：{log.msg}"
|
||||
msg = f"{log.time.strftime('%H:%M:%S')}：{log.msg}"
|
||||
self.append(msg)
|
||||
|
||||
|
||||
@ -192,7 +194,7 @@ class SpreadAlgoMonitor(BaseMonitor):
|
||||
self.spread_engine.stop_algo(algo.algoid)
|
||||
|
||||
|
||||
class SpreadAlgoDialog(QtWidgets.QDialog):
|
||||
class SpreadAlgoWidget(QtWidgets.QFrame):
|
||||
""""""
|
||||
|
||||
def __init__(self, spread_engine: SpreadEngine):
|
||||
@ -200,12 +202,16 @@ class SpreadAlgoDialog(QtWidgets.QDialog):
|
||||
super().__init__()
|
||||
|
||||
self.spread_engine: SpreadEngine = spread_engine
|
||||
self.strategy_engine: SpreadStrategyEngine = spread_engine.strategy_engine
|
||||
|
||||
self.init_ui()
|
||||
self.update_class_combo()
|
||||
|
||||
def init_ui(self):
|
||||
""""""
|
||||
self.setWindowTitle("启动算法")
|
||||
self.setFrameShape(self.Box)
|
||||
self.setLineWidth(1)
|
||||
|
||||
self.name_line = QtWidgets.QLineEdit()
|
||||
|
||||
@ -238,6 +244,26 @@ class SpreadAlgoDialog(QtWidgets.QDialog):
|
||||
["否", "是"]
|
||||
)
|
||||
|
||||
self.class_combo = QtWidgets.QComboBox()
|
||||
|
||||
add_button = QtWidgets.QPushButton("添加策略")
|
||||
add_button.clicked.connect(self.add_strategy)
|
||||
|
||||
init_button = QtWidgets.QPushButton("全部初始化")
|
||||
init_button.clicked.connect(self.strategy_engine.init_all_strategies)
|
||||
|
||||
start_button = QtWidgets.QPushButton("全部启动")
|
||||
start_button.clicked.connect(self.strategy_engine.start_all_strategies)
|
||||
|
||||
stop_button = QtWidgets.QPushButton("全部停止")
|
||||
stop_button.clicked.connect(self.strategy_engine.stop_all_strategies)
|
||||
|
||||
add_spread_button = QtWidgets.QPushButton("创建价差")
|
||||
add_spread_button.clicked.connect(self.add_spread)
|
||||
|
||||
remove_spread_button = QtWidgets.QPushButton("移除价差")
|
||||
remove_spread_button.clicked.connect(self.remove_spread)
|
||||
|
||||
form = QtWidgets.QFormLayout()
|
||||
form.addRow("价差", self.name_line)
|
||||
form.addRow("方向", self.direction_combo)
|
||||
@ -248,7 +274,19 @@ class SpreadAlgoDialog(QtWidgets.QDialog):
|
||||
form.addRow("锁仓", self.lock_combo)
|
||||
form.addRow(button_start)
|
||||
|
||||
self.setLayout(form)
|
||||
vbox = QtWidgets.QVBoxLayout()
|
||||
vbox.addLayout(form)
|
||||
vbox.addStretch()
|
||||
vbox.addWidget(self.class_combo)
|
||||
vbox.addWidget(add_button)
|
||||
vbox.addWidget(init_button)
|
||||
vbox.addWidget(start_button)
|
||||
vbox.addWidget(stop_button)
|
||||
vbox.addStretch()
|
||||
vbox.addWidget(add_spread_button)
|
||||
vbox.addWidget(remove_spread_button)
|
||||
|
||||
self.setLayout(vbox)
|
||||
|
||||
def start_algo(self):
|
||||
""""""
|
||||
@ -269,6 +307,46 @@ class SpreadAlgoDialog(QtWidgets.QDialog):
|
||||
name, direction, price, volume, payup, interval, lock
|
||||
)
|
||||
|
||||
def add_spread(self):
|
||||
""""""
|
||||
dialog = SpreadDataDialog(self.spread_engine)
|
||||
dialog.exec_()
|
||||
|
||||
def remove_spread(self):
|
||||
""""""
|
||||
pass
|
||||
|
||||
def update_class_combo(self):
|
||||
""""""
|
||||
self.class_combo.addItems(
|
||||
self.strategy_engine.get_all_strategy_class_names()
|
||||
)
|
||||
|
||||
def remove_strategy(self, strategy_name):
|
||||
""""""
|
||||
manager = self.managers.pop(strategy_name)
|
||||
manager.deleteLater()
|
||||
|
||||
def add_strategy(self):
|
||||
""""""
|
||||
class_name = str(self.class_combo.currentText())
|
||||
if not class_name:
|
||||
return
|
||||
|
||||
parameters = self.strategy_engine.get_strategy_class_parameters(
|
||||
class_name)
|
||||
editor = SettingEditor(parameters, class_name=class_name)
|
||||
n = editor.exec_()
|
||||
|
||||
if n == editor.Accepted:
|
||||
setting = editor.get_setting()
|
||||
spread_name = setting.pop("spread_name")
|
||||
strategy_name = setting.pop("strategy_name")
|
||||
|
||||
self.strategy_engine.add_strategy(
|
||||
class_name, strategy_name, spread_name, setting
|
||||
)
|
||||
|
||||
|
||||
class SpreadDataDialog(QtWidgets.QDialog):
|
||||
""""""
|
||||
@ -354,12 +432,12 @@ class SpreadDataDialog(QtWidgets.QDialog):
|
||||
leg_settings = {}
|
||||
for d in self.leg_widgets:
|
||||
try:
|
||||
vt_symbol = d["symbol"].text()
|
||||
spread_name = d["symbol"].text()
|
||||
price_multiplier = int(d["price"].text())
|
||||
trading_multiplier = int(d["trading"].text())
|
||||
|
||||
leg_settings[vt_symbol] = {
|
||||
"vt_symbol": vt_symbol,
|
||||
leg_settings[spread_name] = {
|
||||
"spread_name": spread_name,
|
||||
"price_multiplier": price_multiplier,
|
||||
"trading_multiplier": trading_multiplier
|
||||
}
|
||||
@ -390,3 +468,287 @@ class SpreadDataDialog(QtWidgets.QDialog):
|
||||
active_symbol
|
||||
)
|
||||
self.accept()
|
||||
|
||||
|
||||
class SpreadStrategyMonitor(QtWidgets.QScrollArea):
|
||||
""""""
|
||||
|
||||
signal_strategy = QtCore.pyqtSignal(Event)
|
||||
|
||||
def __init__(self, spread_engine: SpreadEngine):
|
||||
super().__init__()
|
||||
|
||||
self.strategy_engine = spread_engine.strategy_engine
|
||||
self.main_engine = spread_engine.main_engine
|
||||
self.event_engine = spread_engine.event_engine
|
||||
|
||||
self.managers = {}
|
||||
|
||||
self.init_ui()
|
||||
self.register_event()
|
||||
|
||||
def init_ui(self):
|
||||
""""""
|
||||
self.scroll_layout = QtWidgets.QVBoxLayout()
|
||||
self.scroll_layout.addStretch()
|
||||
|
||||
scroll_widget = QtWidgets.QWidget()
|
||||
scroll_widget.setLayout(self.scroll_layout)
|
||||
|
||||
self.setWidgetResizable(True)
|
||||
self.setWidget(scroll_widget)
|
||||
|
||||
def register_event(self):
|
||||
""""""
|
||||
self.signal_strategy.connect(self.process_strategy_event)
|
||||
|
||||
self.event_engine.register(
|
||||
EVENT_SPREAD_STRATEGY, self.signal_strategy.emit
|
||||
)
|
||||
|
||||
def process_strategy_event(self, event):
|
||||
"""
|
||||
Update strategy status onto its monitor.
|
||||
"""
|
||||
data = event.data
|
||||
strategy_name = data["strategy_name"]
|
||||
|
||||
if strategy_name in self.managers:
|
||||
manager = self.managers[strategy_name]
|
||||
manager.update_data(data)
|
||||
else:
|
||||
manager = SpreadStrategyWidget(self.strategy_engine, data)
|
||||
self.scroll_layout.insertWidget(0, manager)
|
||||
self.managers[strategy_name] = manager
|
||||
|
||||
|
||||
class SpreadStrategyWidget(QtWidgets.QFrame):
|
||||
"""
|
||||
Manager for a strategy
|
||||
"""
|
||||
|
||||
def __init__(
|
||||
self,
|
||||
strategy_engine: SpreadStrategyEngine,
|
||||
data: dict
|
||||
):
|
||||
""""""
|
||||
super().__init__()
|
||||
|
||||
self.strategy_engine = strategy_engine
|
||||
|
||||
self.strategy_name = data["strategy_name"]
|
||||
self._data = data
|
||||
|
||||
self.init_ui()
|
||||
|
||||
def init_ui(self):
|
||||
""""""
|
||||
self.setFixedHeight(300)
|
||||
self.setFrameShape(self.Box)
|
||||
self.setLineWidth(1)
|
||||
|
||||
init_button = QtWidgets.QPushButton("初始化")
|
||||
init_button.clicked.connect(self.init_strategy)
|
||||
|
||||
start_button = QtWidgets.QPushButton("启动")
|
||||
start_button.clicked.connect(self.start_strategy)
|
||||
|
||||
stop_button = QtWidgets.QPushButton("停止")
|
||||
stop_button.clicked.connect(self.stop_strategy)
|
||||
|
||||
edit_button = QtWidgets.QPushButton("编辑")
|
||||
edit_button.clicked.connect(self.edit_strategy)
|
||||
|
||||
remove_button = QtWidgets.QPushButton("移除")
|
||||
remove_button.clicked.connect(self.remove_strategy)
|
||||
|
||||
strategy_name = self._data["strategy_name"]
|
||||
spread_name = self._data["spread_name"]
|
||||
class_name = self._data["class_name"]
|
||||
author = self._data["author"]
|
||||
|
||||
label_text = (
|
||||
f"{strategy_name} - {spread_name} ({class_name} by {author})"
|
||||
)
|
||||
label = QtWidgets.QLabel(label_text)
|
||||
label.setAlignment(QtCore.Qt.AlignCenter)
|
||||
|
||||
self.parameters_monitor = StrategyDataMonitor(self._data["parameters"])
|
||||
self.variables_monitor = StrategyDataMonitor(self._data["variables"])
|
||||
|
||||
hbox = QtWidgets.QHBoxLayout()
|
||||
hbox.addWidget(init_button)
|
||||
hbox.addWidget(start_button)
|
||||
hbox.addWidget(stop_button)
|
||||
hbox.addWidget(edit_button)
|
||||
hbox.addWidget(remove_button)
|
||||
|
||||
vbox = QtWidgets.QVBoxLayout()
|
||||
vbox.addWidget(label)
|
||||
vbox.addLayout(hbox)
|
||||
vbox.addWidget(self.parameters_monitor)
|
||||
vbox.addWidget(self.variables_monitor)
|
||||
self.setLayout(vbox)
|
||||
|
||||
def update_data(self, data: dict):
|
||||
""""""
|
||||
self._data = data
|
||||
|
||||
self.parameters_monitor.update_data(data["parameters"])
|
||||
self.variables_monitor.update_data(data["variables"])
|
||||
|
||||
def init_strategy(self):
|
||||
""""""
|
||||
self.strategy_engine.init_strategy(self.strategy_name)
|
||||
|
||||
def start_strategy(self):
|
||||
""""""
|
||||
self.strategy_engine.start_strategy(self.strategy_name)
|
||||
|
||||
def stop_strategy(self):
|
||||
""""""
|
||||
self.strategy_engine.stop_strategy(self.strategy_name)
|
||||
|
||||
def edit_strategy(self):
|
||||
""""""
|
||||
strategy_name = self._data["strategy_name"]
|
||||
|
||||
parameters = self.strategy_engine.get_strategy_parameters(
|
||||
strategy_name)
|
||||
editor = SettingEditor(parameters, strategy_name=strategy_name)
|
||||
n = editor.exec_()
|
||||
|
||||
if n == editor.Accepted:
|
||||
setting = editor.get_setting()
|
||||
self.strategy_engine.edit_strategy(strategy_name, setting)
|
||||
|
||||
def remove_strategy(self):
|
||||
""""""
|
||||
result = self.strategy_engine.remove_strategy(self.strategy_name)
|
||||
|
||||
# Only remove strategy gui manager if it has been removed from engine
|
||||
if result:
|
||||
self.spread_manager.remove_strategy(self.strategy_name)
|
||||
|
||||
|
||||
class StrategyDataMonitor(QtWidgets.QTableWidget):
|
||||
"""
|
||||
Table monitor for parameters and variables.
|
||||
"""
|
||||
|
||||
def __init__(self, data: dict):
|
||||
""""""
|
||||
super().__init__()
|
||||
|
||||
self._data = data
|
||||
self.cells = {}
|
||||
|
||||
self.init_ui()
|
||||
|
||||
def init_ui(self):
|
||||
""""""
|
||||
labels = list(self._data.keys())
|
||||
self.setColumnCount(len(labels))
|
||||
self.setHorizontalHeaderLabels(labels)
|
||||
|
||||
self.setRowCount(1)
|
||||
self.verticalHeader().setSectionResizeMode(
|
||||
QtWidgets.QHeaderView.Stretch
|
||||
)
|
||||
self.verticalHeader().setVisible(False)
|
||||
self.setEditTriggers(self.NoEditTriggers)
|
||||
|
||||
for column, name in enumerate(self._data.keys()):
|
||||
value = self._data[name]
|
||||
|
||||
cell = QtWidgets.QTableWidgetItem(str(value))
|
||||
cell.setTextAlignment(QtCore.Qt.AlignCenter)
|
||||
|
||||
self.setItem(0, column, cell)
|
||||
self.cells[name] = cell
|
||||
|
||||
def update_data(self, data: dict):
|
||||
""""""
|
||||
for name, value in data.items():
|
||||
cell = self.cells[name]
|
||||
cell.setText(str(value))
|
||||
|
||||
|
||||
class SettingEditor(QtWidgets.QDialog):
|
||||
"""
|
||||
For creating new strategy and editing strategy parameters.
|
||||
"""
|
||||
|
||||
def __init__(
|
||||
self, parameters: dict, strategy_name: str = "", class_name: str = ""
|
||||
):
|
||||
""""""
|
||||
super(SettingEditor, self).__init__()
|
||||
|
||||
self.parameters = parameters
|
||||
self.strategy_name = strategy_name
|
||||
self.class_name = class_name
|
||||
|
||||
self.edits = {}
|
||||
|
||||
self.init_ui()
|
||||
|
||||
def init_ui(self):
|
||||
""""""
|
||||
form = QtWidgets.QFormLayout()
|
||||
|
||||
# Add vt_symbol and name edit if add new strategy
|
||||
if self.class_name:
|
||||
self.setWindowTitle(f"添加策略：{self.class_name}")
|
||||
button_text = "添加"
|
||||
parameters = {"strategy_name": "", "vt_symbol": ""}
|
||||
parameters.update(self.parameters)
|
||||
else:
|
||||
self.setWindowTitle(f"参数编辑：{self.strategy_name}")
|
||||
button_text = "确定"
|
||||
parameters = self.parameters
|
||||
|
||||
for name, value in parameters.items():
|
||||
type_ = type(value)
|
||||
|
||||
edit = QtWidgets.QLineEdit(str(value))
|
||||
if type_ is int:
|
||||
validator = QtGui.QIntValidator()
|
||||
edit.setValidator(validator)
|
||||
elif type_ is float:
|
||||
validator = QtGui.QDoubleValidator()
|
||||
edit.setValidator(validator)
|
||||
|
||||
form.addRow(f"{name} {type_}", edit)
|
||||
|
||||
self.edits[name] = (edit, type_)
|
||||
|
||||
button = QtWidgets.QPushButton(button_text)
|
||||
button.clicked.connect(self.accept)
|
||||
form.addRow(button)
|
||||
|
||||
self.setLayout(form)
|
||||
|
||||
def get_setting(self):
|
||||
""""""
|
||||
setting = {}
|
||||
|
||||
if self.class_name:
|
||||
setting["class_name"] = self.class_name
|
||||
|
||||
for name, tp in self.edits.items():
|
||||
edit, type_ = tp
|
||||
value_text = edit.text()
|
||||
|
||||
if type_ == bool:
|
||||
if value_text == "True":
|
||||
value = True
|
||||
else:
|
||||
value = False
|
||||
else:
|
||||
value = type_(value_text)
|
||||
|
||||
setting[name] = value
|
||||
|
||||
return setting
|
||||
|
||||
Loading…
Reference in New Issue
Block a user