diff --git a/vnpy/app/spread_trading/engine.py b/vnpy/app/spread_trading/engine.py index 6025d30e..84e65393 100644 --- a/vnpy/app/spread_trading/engine.py +++ b/vnpy/app/spread_trading/engine.py @@ -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. diff --git a/vnpy/app/spread_trading/ui/widget.py b/vnpy/app/spread_trading/ui/widget.py index 289b38fa..c5038f3d 100644 --- a/vnpy/app/spread_trading/ui/widget.py +++ b/vnpy/app/spread_trading/ui/widget.py @@ -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