1. 修复mainWindow的状态栏更新直接调用函数的bug，可能导致意外崩溃，改为使用signal
2. 删除ctaTemplate中的DataRecorder 3. 修复ctpGateway中的一个tdConnected的bug 4. 在ctaDemo中增加关于写策略类时需要注意可变对象必须在__init__函数中再次初始化的注释
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@ -61,6 +61,13 @@ class DoubleEmaDemo(CtaTemplate):
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"""Constructor"""
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super(DoubleEmaDemo, self).__init__(ctaEngine, setting)
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# 注意策略类中的可变对象属性（通常是list和dict等），在策略初始化时需要重新创建，
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# 否则会出现多个策略实例之间数据共享的情况，有可能导致潜在的策略逻辑错误风险，
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# 策略类中的这些可变对象属性可以选择不写，全都放在__init__下面，写主要是为了阅读
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# 策略时方便（更多是个编程习惯的选择）
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self.fastMa = []
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self.slowMa = []
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#----------------------------------------------------------------------
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def onInit(self):
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"""初始化策略（必须由用户继承实现）"""
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@ -161,111 +161,3 @@ class CtaTemplate(object):
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"""发出策略状态变化事件"""
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self.ctaEngine.putStrategyEvent(self.name)
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########################################################################
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class DataRecorder(CtaTemplate):
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"""
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纯粹用来记录历史数据的工具（基于CTA策略），
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建议运行在实际交易程序外的一个vn.trader实例中，
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本工具会记录Tick和1分钟K线数据。
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"""
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className = 'DataRecorder'
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author = u'用Python的交易员'
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# 策略的基本参数
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name = EMPTY_UNICODE # 策略实例名称
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vtSymbol = EMPTY_STRING # 交易的合约vt系统代码
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# 策略的变量
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bar = None # K线数据对象
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barMinute = EMPTY_STRING # 当前的分钟，初始化设为-1
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# 变量列表，保存了变量的名称
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varList = ['inited',
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'trading',
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'pos',
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'barMinute']
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#----------------------------------------------------------------------
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def __init__(self, ctaEngine, setting):
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"""Constructor"""
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super(DataRecorder, self).__init__(ctaEngine, setting)
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#----------------------------------------------------------------------
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def onInit(self):
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"""初始化"""
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self.writeCtaLog(u'数据记录工具初始化')
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#----------------------------------------------------------------------
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def onStart(self):
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"""启动策略（必须由用户继承实现）"""
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self.writeCtaLog(u'数据记录工具启动')
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self.putEvent()
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#----------------------------------------------------------------------
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def onStop(self):
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"""停止策略（必须由用户继承实现）"""
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self.writeCtaLog(u'数据记录工具停止')
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self.putEvent()
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#----------------------------------------------------------------------
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def onTick(self, tick):
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"""收到行情TICK推送"""
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# 收到Tick后，首先插入到数据库里
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self.insertTick(tick)
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# 计算K线
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tickMinute = tick.datetime.minute
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if tickMinute != self.barMinute: # 如果分钟变了，则把旧的K线插入数据库，并生成新的K线
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if self.bar:
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self.onBar(self.bar)
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bar = CtaBarData() # 创建新的K线，目的在于防止之前K线对象在插入Mongo中被再次修改，导致出错
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bar.vtSymbol = tick.vtSymbol
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bar.symbol = tick.symbol
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bar.exchange = tick.exchange
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bar.open = tick.lastPrice
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bar.high = tick.lastPrice
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bar.low = tick.lastPrice
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bar.close = tick.lastPrice
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bar.date = tick.date
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bar.time = tick.time
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bar.datetime = tick.datetime # K线的时间设为第一个Tick的时间
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bar.volume = tick.volume
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bar.openInterest = tick.openInterest
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self.bar = bar # 这种写法为了减少一层访问，加快速度
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self.barMinute = tickMinute # 更新当前的分钟
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else: # 否则继续累加新的K线
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bar = self.bar # 写法同样为了加快速度
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bar.high = max(bar.high, tick.lastPrice)
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bar.low = min(bar.low, tick.lastPrice)
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bar.close = tick.lastPrice
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bar.volume = bar.volume + tick.volume # 成交量是累加的
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bar.openInterest = tick.openInterest # 持仓量直接更新
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#----------------------------------------------------------------------
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def onOrder(self, order):
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"""收到委托变化推送"""
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pass
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#----------------------------------------------------------------------
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def onTrade(self, trade):
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"""收到成交推送"""
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pass
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#----------------------------------------------------------------------
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def onBar(self, bar):
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"""收到Bar推送"""
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self.insertBar(bar)
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@ -80,6 +80,11 @@ class AtrRsiStrategy(CtaTemplate):
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def __init__(self, ctaEngine, setting):
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"""Constructor"""
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super(AtrRsiStrategy, self).__init__(ctaEngine, setting)
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# 注意策略类中的可变对象属性（通常是list和dict等），在策略初始化时需要重新创建，
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# 否则会出现多个策略实例之间数据共享的情况，有可能导致潜在的策略逻辑错误风险，
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# 策略类中的这些可变对象属性可以选择不写，全都放在__init__下面，写主要是为了阅读
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# 策略时方便（更多是个编程习惯的选择）
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#----------------------------------------------------------------------
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def onInit(self):
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@ -483,7 +483,7 @@ class CtpTdApi(TdApi):
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self.frontID = str(data['FrontID'])
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self.sessionID = str(data['SessionID'])
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self.loginStatus = True
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self.gateway.mdConnected = True
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self.gateway.tdConnected = True
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log = VtLogData()
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log.gatewayName = self.gatewayName
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@ -10,6 +10,7 @@ from riskManager.uiRmWidget import RmEngineManager
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########################################################################
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class MainWindow(QtGui.QMainWindow):
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"""主窗口"""
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signalStatusBar = QtCore.pyqtSignal(type(Event()))
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#----------------------------------------------------------------------
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def __init__(self, mainEngine, eventEngine):
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@ -169,7 +170,8 @@ class MainWindow(QtGui.QMainWindow):
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self.sbCount = 0
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self.sbTrigger = 10 # 10秒刷新一次
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self.eventEngine.register(EVENT_TIMER, self.updateStatusBar)
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self.signalStatusBar.connect(self.updateStatusBar)
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self.eventEngine.register(EVENT_TIMER, self.signalStatusBar.emit)
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#----------------------------------------------------------------------
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def updateStatusBar(self, event):
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