Merge branch 'dev' of https://github.com/vnpy/vnpy into dev

2018-06-11 17:12:55 +08:00 · 2018-06-11 17:12:55 +08:00 · 8d1e429d65
commit 8d1e429d65
parent 9b076e2a0a 7563209130
53 changed files with 248 additions and 132 deletions
--- a/examples/CryptoTrader/algoBasket.csv
+++ b/examples/CryptoTrader/algoBasket.csv
@ -0,0 +1,3 @@
+templateName,settingName,vtSymbol,direction,targetPrice,totalVolume,time,interval,priceLevel,minVolume
+TWAP,BUY_BTC_TWAP,BTCUSD.BITFINEX,多,4000,10,200,10,3,1
+TWAP,SELL_BTC_TWAP,BTCUSD.BITFINEX,空,9000,10,200,10,3,1
--- a/vnpy/trader/app/algoTrading/twapAlgo.py
+++ b/vnpy/trader/app/algoTrading/twapAlgo.py
@ -21,15 +21,15 @@ class TwapAlgo(AlgoTemplate):
        """Constructor"""
        super(TwapAlgo, self).__init__(engine, setting, algoName)
        
-        # 参数
-        self.vtSymbol = setting['vtSymbol']             # 合约代码
-        self.direction = setting['direction']           # 买卖
-        self.targetPrice = setting['targetPrice']       # 目标价格
-        self.totalVolume = setting['totalVolume']       # 总数量
-        self.time = setting['time']                     # 执行时间
-        self.interval = setting['interval']             # 执行间隔
-        self.minVolume = setting['minVolume']           # 最小委托数量
-        self.priceLevel = setting['priceLevel']   # 使用第几档价格委托
+        # 参数，强制类型转换，保证从CSV加载的配置正确
+        self.vtSymbol = str(setting['vtSymbol'])            # 合约代码
+        self.direction = unicode(setting['direction'])      # 买卖
+        self.targetPrice = float(setting['targetPrice'])    # 目标价格
+        self.totalVolume = float(setting['totalVolume'])    # 总数量
+        self.time = int(setting['time'])                    # 执行时间
+        self.interval = int(setting['interval'])            # 执行间隔
+        self.minVolume = float(setting['minVolume'])        # 最小委托数量
+        self.priceLevel = int(setting['priceLevel'])        # 使用第几档价格委托
        
        # 变量
        self.orderSize = self.totalVolume / (self.time / self.interval)
--- a/vnpy/trader/app/algoTrading/uiAlgoManager.py
+++ b/vnpy/trader/app/algoTrading/uiAlgoManager.py
@ -1,5 +1,9 @@
 # encoding: UTF-8

+import csv
+import traceback
+from collections import OrderedDict
+
 from vnpy.event import Event
 from vnpy.trader.uiQt import QtCore, QtWidgets

@ -26,7 +30,7 @@ class StopButton(QtWidgets.QPushButton):
            self.setText(u'停止')
            self.clicked.connect(self.stopAlgo)
        else:
-            self.setText(u'全部停止')
+            self.setText(u'停止全部算法')
            self.clicked.connect(self.stopAll)
    
    #----------------------------------------------------------------------
@ -390,17 +394,32 @@ class AlgoManager(QtWidgets.QWidget):
        """"""
        self.setWindowTitle(u'算法交易')
        
-        self.tab = QtWidgets.QTabWidget()
-        self.buttonStop = StopButton(self.algoEngine)
+        buttonWidth = 400
+        buttonHeight = 60        
        
-        self.tab.setMaximumWidth(400)
-        self.buttonStop.setMaximumWidth(400)
-        self.buttonStop.setFixedHeight(100)
+        self.tab = QtWidgets.QTabWidget()
+        self.tab.setMaximumWidth(buttonWidth)
+        
+        self.buttonStop = StopButton(self.algoEngine)
+        self.buttonStop.setMaximumWidth(buttonWidth)
+        self.buttonStop.setFixedHeight(buttonHeight)
+        
+        self.buttonAddAlgo = QtWidgets.QPushButton(u'启动篮子算法')
+        self.buttonAddAlgo.setStyleSheet("color:white;background-color:green")
+        self.buttonAddAlgo.clicked.connect(self.addAlgoFromCsv)
+        self.buttonAddAlgo.setFixedHeight(buttonHeight)
+        
+        self.buttonSaveSetting = QtWidgets.QPushButton(u'加载算法配置')
+        self.buttonSaveSetting.setStyleSheet("color:white;background-color:blue")
+        self.buttonSaveSetting.clicked.connect(self.saveSettingFromCsv)
+        self.buttonSaveSetting.setFixedHeight(buttonHeight)
        
        vbox1 = QtWidgets.QVBoxLayout()
        vbox1.addWidget(self.tab)
        vbox1.addStretch()
        vbox1.addWidget(self.buttonStop)
+        vbox1.addWidget(self.buttonAddAlgo)
+        vbox1.addWidget(self.buttonSaveSetting)
        
        workingMonitor = AlgoStatusMonitor(self.algoEngine, AlgoStatusMonitor.MODE_WORKING)
        historyMonitor = AlgoStatusMonitor(self.algoEngine, AlgoStatusMonitor.MODE_HISTORY)
@ -433,6 +452,45 @@ class AlgoManager(QtWidgets.QWidget):
        
    #----------------------------------------------------------------------
    def addAlgoWidget(self, widgetClass):
-        """"""
+        """添加算法控制组件 """
        w = widgetClass(self.algoEngine)
-        self.tab.addTab(w, w.templateName)    
+        self.tab.addTab(w, w.templateName)
+    
+    #----------------------------------------------------------------------
+    def loadCsv(self, path):
+        """读取CSV配置文件"""
+        try:
+            with open(unicode(path)) as f:
+                buf = [line.encode('UTF-8') for line in f]
+            
+            reader = csv.DictReader(buf)
+            l = []
+            
+            for d in reader:
+                setting = OrderedDict()    
+                for name in reader.fieldnames:
+                    setting[str(name)] = d[name]
+                l.append(setting)
+            
+            return l
+        
+        except:
+            msg = traceback.format_exc()
+            self.algoEngine.writeLog(u'读取CSV文件失败：\n' + msg)
+            return []
+    
+    #----------------------------------------------------------------------
+    def saveSettingFromCsv(self):
+        """从CSV加载配置到数据库"""
+        path, fileType = QtWidgets.QFileDialog.getOpenFileName(self, u'加载算法配置', '', 'CSV(*.csv)')
+        l = self.loadCsv(path)
+        for setting in l:
+            self.algoEngine.saveAlgoSetting(setting)
+    
+    #----------------------------------------------------------------------
+    def addAlgoFromCsv(self):
+        """从CSV启动一篮子算法"""
+        path, fileType = QtWidgets.QFileDialog.getOpenFileName(self, u'启动篮子算法', '', 'CSV(*.csv)        ')
+        l = self.loadCsv(path)
+        for setting in l:
+            self.algoEngine.addAlgo(setting)
--- a/vnpy/trader/app/ctaStrategy/ctaBacktesting.py
+++ b/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 = []
--- a/vnpy/trader/app/ctaStrategy/ctaHistoryData.py
+++ b/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))
    
--- a/vnpy/trader/app/ctaStrategy/language/init.py
+++ b/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
--- a/vnpy/trader/app/ctaStrategy/strategy/init.py
+++ b/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
--- a/vnpy/trader/app/dataRecorder/init.py
+++ b/vnpy/trader/app/dataRecorder/init.py
@ -1,7 +1,8 @@
 # encoding: UTF-8

-from drEngine import DrEngine
-from uiDrWidget import DrEngineManager
+from __future__ import absolute_import
+from .drEngine import DrEngine
+from .uiDrWidget import DrEngineManager

 appName = 'DataRecorder'
 appDisplayName = u'行情记录'
--- a/vnpy/trader/app/dataRecorder/language/init.py
+++ b/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
--- a/vnpy/trader/app/jaqsService/init.py
+++ b/vnpy/trader/app/jaqsService/init.py
@ -1,7 +1,8 @@
 # encoding: UTF-8

-from jsEngine import JsEngine
-from uiJsWidget import JsEngineManager
+from __future__ import absolute_import
+from .jsEngine import JsEngine
+from .uiJsWidget import JsEngineManager

 appName = 'JaqsService'
 appDisplayName = u'Jaqs服务'
--- a/vnpy/trader/app/jaqsService/jrpc_server.py
+++ b/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:
-                print("_recv_run:", e)
+            except Exception as 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:
-            print( "_on_data_arrived:", e)
+        except Exception as e:
+            print(( "_on_data_arrived:", e))
            pass
    

--- a/vnpy/trader/app/jaqsService/jsEngine.py
+++ b/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
--- a/vnpy/trader/app/jaqsService/service.py
+++ b/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:
--- a/vnpy/trader/app/optionMaster/omDate.py
+++ b/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)
-    sys.setdefaultencoding('utf8')
-    
+    try:               # Python 2
+        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()
--- a/vnpy/trader/app/optionMaster/strategy/init.py
+++ b/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
--- a/vnpy/trader/app/optionMaster/uiOmManualTrader.py
+++ b/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 *



--- a/vnpy/trader/app/optionMaster/uiOmWidget.py
+++ b/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)
        
--- a/vnpy/trader/app/riskManager/init.py
+++ b/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'
--- a/vnpy/trader/app/riskManager/language/init.py
+++ b/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
--- a/vnpy/trader/app/spreadTrading/uiStWidget.py
+++ b/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):
    
    
    
-    
+    
--- a/vnpy/trader/gateway/bitfinexGateway/bitfinexGateway.py
+++ b/vnpy/trader/gateway/bitfinexGateway/bitfinexGateway.py
@ -353,11 +353,11 @@ class GatewayApi(BitfinexApi):
        
        # 常规行情更新
        if channel == 'ticker':
-            tick.volume = l[-3]
-            tick.highPrice = l[-2]
-            tick.lowPrice = l[-1]
-            tick.lastPrice = l[-4]
-            tick.openPrice = tick.lastPrice - l[4]
+            tick.volume = float(l[-3])
+            tick.highPrice = float(l[-2])
+            tick.lowPrice = float(l[-1])
+            tick.lastPrice = float(l[-4])
+            tick.openPrice = float(tick.lastPrice - l[4])
        # 深度报价更新
        elif channel == 'book':
            bid = self.bidDict.setdefault(symbol, {})
@ -365,12 +365,20 @@ class GatewayApi(BitfinexApi):
            
            if len(l) > 3:
                for price, count, amount in l:
+                    price = float(price)
+                    count = int(count)
+                    amount = float(amount)
+                    
                    if amount > 0:
                        bid[price] = amount
                    else:
                        ask[price] = -amount
            else:
                price, count, amount = l
+                price = float(price)
+                count = int(count)
+                amount = float(amount)                
+                
                if not count:
                    if price in bid:
                        del bid[price]
--- a/vnpy/trader/gateway/cshshlpGateway/init.py
+++ b/vnpy/trader/gateway/cshshlpGateway/init.py
@ -1,7 +1,8 @@
 # encoding: UTF-8

+from __future__ import absolute_import
 from vnpy.trader import vtConstant
-from cshshlpGateway import CshshlpGateway
+from .cshshlpGateway import CshshlpGateway

 gatewayClass = CshshlpGateway
 gatewayName = 'CSHSHLP'
--- a/vnpy/trader/gateway/ctpGateway/init.py
+++ b/vnpy/trader/gateway/ctpGateway/init.py
@ -1,7 +1,8 @@
 # encoding: UTF-8

+from __future__ import absolute_import
 from vnpy.trader import vtConstant
-from ctpGateway import CtpGateway
+from .ctpGateway import CtpGateway

 gatewayClass = CtpGateway
 gatewayName = 'CTP'
--- a/vnpy/trader/gateway/ctpGateway/language/init.py
+++ b/vnpy/trader/gateway/ctpGateway/language/init.py
@ -1,15 +1,16 @@
 # 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

 # 获取全局配置
 from vnpy.trader.vtGlobal import globalSetting

 # 打开配置文件，读取语言配置
 if globalSetting['language'] == 'english':
-    from english import text
+    from .english import text
--- a/vnpy/trader/gateway/femasGateway/init.py
+++ b/vnpy/trader/gateway/femasGateway/init.py
@ -1,7 +1,8 @@
 # encoding: UTF-8

+from __future__ import absolute_import
 from vnpy.trader import vtConstant
-from femasGateway import FemasGateway
+from .femasGateway import FemasGateway

 gatewayClass = FemasGateway
 gatewayName = 'FEMAS'
--- a/vnpy/trader/gateway/femasGateway/femasGateway.py
+++ b/vnpy/trader/gateway/femasGateway/femasGateway.py
@ -5,6 +5,7 @@ vn.femas的gateway接入

 考虑到飞马只对接期货（目前只有中金所）, vtSymbol直接使用symbol
 '''
+from __future__ import print_function


 import os
@ -599,10 +600,10 @@ class FemasTdApi(TdApi):
        # 如果登录成功，推送日志信息
        if error['ErrorID'] == 0:
            for k, v in data.items():
-                print k, ':', v
+                print(k, ':', v)
            if data['MaxOrderLocalID']:
                self.localID = int(data['MaxOrderLocalID'])    # 目前最大本地报单号
-                print 'id now', self.localID
+                print('id now', self.localID)
            
            self.loginStatus = True
            self.gateway.mdConnected = True
--- a/vnpy/trader/gateway/futuGateway/init.py
+++ b/vnpy/trader/gateway/futuGateway/init.py
@ -1,5 +1,6 @@
 # encoding: UTF-8

+from __future__ import absolute_import
 from vnpy.trader import vtConstant
 from .futuGateway import FutuGateway

--- a/vnpy/trader/gateway/fxcmGateway/init.py
+++ b/vnpy/trader/gateway/fxcmGateway/init.py
@ -1,7 +1,8 @@
 # encoding: UTF-8

+from __future__ import absolute_import
 from vnpy.trader import vtConstant
-from fxcmGateway import FxcmGateway
+from .fxcmGateway import FxcmGateway

 gatewayClass = FxcmGateway
 gatewayName = 'FXCM'
--- a/vnpy/trader/gateway/fxcmGateway/fxcmGateway.py
+++ b/vnpy/trader/gateway/fxcmGateway/fxcmGateway.py
@ -1,5 +1,6 @@
 # encoding: UTF-8

+from __future__ import print_function
 import os
 import json
 from datetime import datetime
@ -434,22 +435,22 @@ class Api(FxcmApi):
    #----------------------------------------------------------------------
    def onOpenTrade(self, data, reqid):
        """开仓回调"""
-        print data, reqid
+        print(data, reqid)
        
    #----------------------------------------------------------------------
    def onCloseTrade(self, data, reqid):
        """平仓回调"""
-        print data, reqid 
+        print(data, reqid) 
        
    #----------------------------------------------------------------------
    def onChangeOrder(self, data, reqid):
        """改单回调"""
-        print data, reqid       
+        print(data, reqid)       

    #----------------------------------------------------------------------
    def onDeleteOrder(self, data, reqid):
        """撤单回调"""
-        print data, reqid       
+        print(data, reqid)       
    
    #----------------------------------------------------------------------
    def onPriceUpdate(self, data):
--- a/vnpy/trader/gateway/huobiGateway/init.py
+++ b/vnpy/trader/gateway/huobiGateway/init.py
@ -1,7 +1,8 @@
 # encoding: UTF-8

+from __future__ import absolute_import
 from vnpy.trader import vtConstant
-from huobiGateway import HuobiGateway
+from .huobiGateway import HuobiGateway

 gatewayClass = HuobiGateway
 gatewayName = 'HUOBI'
--- a/vnpy/trader/gateway/huobiGateway/huobiGateway.py
+++ b/vnpy/trader/gateway/huobiGateway/huobiGateway.py
@ -3,8 +3,8 @@
 '''
 vn.sec的gateway接入
 '''
+from __future__ import print_function

-import os
 import json
 from datetime import datetime, timedelta
 from copy import copy
@ -12,7 +12,7 @@ from math import pow

 from vnpy.api.huobi import TradeApi, DataApi
 from vnpy.trader.vtGateway import *
-from vnpy.trader.vtFunction import getJsonPath, getTempPath
+from vnpy.trader.vtFunction import getJsonPath


 # 委托状态类型映射
@ -29,11 +29,9 @@ statusMapReverse['canceled'] = STATUS_CANCELLED
 #----------------------------------------------------------------------
 def print_dict(d):
    """"""
-    print '-' * 30
-    l = d.keys()
-    l.sort()
-    for k in l:
-        print '%s:%s' %(k, d[k])
+    print('-' * 30)
+    for key in sorted(d):
+        print('%s:%s' % (key, d[key]))


 ########################################################################
@ -60,7 +58,7 @@ class HuobiGateway(VtGateway):
    def connect(self):
        """连接"""
        try:
-            f = file(self.filePath)
+            f = open(self.filePath)
        except IOError:
            log = VtLogData()
            log.gatewayName = self.gatewayName
@ -295,7 +293,7 @@ class HuobiDataApi(DataApi):
    #----------------------------------------------------------------------
    def onTradeDetail(self, data):
        """成交细节推送"""
-        print data
+        print(data)

    #----------------------------------------------------------------------
    def onMarketDetail(self, data):
@ -698,7 +696,7 @@ class HuobiTradeApi(TradeApi):
    #----------------------------------------------------------------------
    def onGetMatchResult(self, data, reqid):
        """查询单一成交回调"""
-        print reqid, data
+        print(reqid, data)

    #----------------------------------------------------------------------
    def onPlaceOrder(self, data, reqid):
@ -722,4 +720,4 @@ class HuobiTradeApi(TradeApi):
    #----------------------------------------------------------------------
    def onBatchCancel(self, data, reqid):
        """批量撤单回调"""
-        print reqid, data
+        print(reqid, data)
--- a/vnpy/trader/gateway/ibGateway/init.py
+++ b/vnpy/trader/gateway/ibGateway/init.py
@ -1,7 +1,8 @@
 # encoding: UTF-8

+from __future__ import absolute_import
 from vnpy.trader import vtConstant
-from ibGateway import IbGateway
+from .ibGateway import IbGateway

 gatewayClass = IbGateway
 gatewayName = 'IB'
--- a/vnpy/trader/gateway/ibGateway/ibGateway.py
+++ b/vnpy/trader/gateway/ibGateway/ibGateway.py
@ -10,6 +10,7 @@ Interactive Brokers的gateway接入，已经替换为vn.ib封装。
 4. 目前只支持股票和期货交易，ib api里期权合约的确定是基于Contract对象的多个字段，比较复杂暂时没做
 5. 海外市场的交易规则和国内有很多细节上的不同，所以一些字段类型的映射可能不合理，如果发现问题欢迎指出
 '''
+from __future__ import print_function

 import os
 import json
@ -375,7 +376,7 @@ class IbWrapper(IbApi):
                newtick = copy(tick)
                self.gateway.onTick(newtick)
        else:
-            print field
+            print(field)
        
    #----------------------------------------------------------------------
    def tickSize(self, tickerId, field, size):
@ -385,7 +386,7 @@ class IbWrapper(IbApi):
            key = tickFieldMap[field]
            tick.__setattr__(key, size)   
        else:
-            print field
+            print(field)
        
    #----------------------------------------------------------------------
    def tickOptionComputation(self, tickerId, tickType, impliedVol, delta, optPrice, pvDividend, gamma, vega, theta, undPrice):
--- a/vnpy/trader/gateway/ibGateway/language/init.py
+++ b/vnpy/trader/gateway/ibGateway/language/init.py
@ -1,11 +1,12 @@
 # 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

 # 获取目录上级路径
 path = os.path.abspath(os.path.join(os.path.dirname(__file__), '..', '..', '..'))
@ -14,10 +15,9 @@ SETTING_FILENAME = os.path.join(path, SETTING_FILENAME)

 # 打开配置文件，读取语言配置
 try:
-    f = file(SETTING_FILENAME)
-    setting = json.load(f)
+    with open(SETTING_FILENAME) as f:
+        setting = json.load(f)
    if setting['language'] == 'english':
-        from english import text
-    f.close()
-except:
+        from .english import text
+except Exception:
    traceback.print_exc()
--- a/vnpy/trader/gateway/ksgoldGateway/init.py
+++ b/vnpy/trader/gateway/ksgoldGateway/init.py
@ -1,7 +1,8 @@
 # encoding: UTF-8

+from __future__ import absolute_import
 from vnpy.trader import vtConstant
-from ksgoldGateway import KsgoldGateway
+from .ksgoldGateway import KsgoldGateway

 gatewayClass = KsgoldGateway
 gatewayName = 'KSGOLD'
--- a/vnpy/trader/gateway/ksotpGateway/init.py
+++ b/vnpy/trader/gateway/ksotpGateway/init.py
@ -1,7 +1,8 @@
 # encoding: UTF-8

+from __future__ import absolute_import
 from vnpy.trader import vtConstant
-from ksotpGateway import KsotpGateway
+from .ksotpGateway import KsotpGateway

 gatewayClass = KsotpGateway
 gatewayName = 'KSOTP'
--- a/vnpy/trader/gateway/lbankGateway/init.py
+++ b/vnpy/trader/gateway/lbankGateway/init.py
@ -1,7 +1,8 @@
 # encoding: UTF-8

+from __future__ import absolute_import
 from vnpy.trader import vtConstant
-from lbankGateway import LbankGateway
+from .lbankGateway import LbankGateway

 gatewayClass = LbankGateway
 gatewayName = 'LBANK'
--- a/vnpy/trader/gateway/lbankGateway/lbankGateway.py
+++ b/vnpy/trader/gateway/lbankGateway/lbankGateway.py
@ -3,6 +3,7 @@
 '''
 vn.lhang的gateway接入
 '''
+from __future__ import print_function


 import os
@ -244,11 +245,11 @@ class LbankApi(LbankApi):
    # ----------------------------------------------------------------------
    def onGetTrades(self, data, req, reqID):
        """查询历史成交"""
-        print data, reqID
+        print(data, reqID)

    # ----------------------------------------------------------------------
    def onGetKline(self, data, req, reqID):
-        print data, reqID
+        print(data, reqID)
    
    # ----------------------------------------------------------------------
    def onGetUserInfo(self, data, req, reqID):
--- a/vnpy/trader/gateway/ltsGateway/init.py
+++ b/vnpy/trader/gateway/ltsGateway/init.py
@ -1,7 +1,8 @@
 # encoding: UTF-8

+from __future__ import absolute_import
 from vnpy.trader import vtConstant
-from ltsGateway import LtsGateway
+from .ltsGateway import LtsGateway

 gatewayClass = LtsGateway
 gatewayName = 'LTS'
--- a/vnpy/trader/gateway/ltsGateway/ltsGateway.py
+++ b/vnpy/trader/gateway/ltsGateway/ltsGateway.py
@ -3,6 +3,7 @@
 '''
 vn.lts的gateway接入
 '''
+from __future__ import print_function

 import os
 import json
@ -980,7 +981,7 @@ class LtsQryApi(QryApi):
        elif data['ProductClass'] == '8':
            contract.productClass = PRODUCT_EQUITY
        else:
-            print data['ProductClass']
+            print(data['ProductClass'])
        
        # 期权类型
        if data['InstrumentType'] == '1':
--- a/vnpy/trader/gateway/oandaGateway/init.py
+++ b/vnpy/trader/gateway/oandaGateway/init.py
@ -1,7 +1,8 @@
 # encoding: UTF-8

+from __future__ import absolute_import
 from vnpy.trader import vtConstant
-from oandaGateway import OandaGateway
+from .oandaGateway import OandaGateway

 gatewayClass = OandaGateway
 gatewayName = 'OANDA'
--- a/vnpy/trader/gateway/qdpGateway/init.py
+++ b/vnpy/trader/gateway/qdpGateway/init.py
@ -1,7 +1,8 @@
 # encoding: UTF-8

+from __future__ import absolute_import
 from vnpy.trader import vtConstant
-from qdpGateway import QdpGateway
+from .qdpGateway import QdpGateway

 gatewayClass = QdpGateway
 gatewayName = 'QDP'
--- a/vnpy/trader/gateway/secGateway/init.py
+++ b/vnpy/trader/gateway/secGateway/init.py
@ -1,7 +1,8 @@
 # encoding: UTF-8

+from __future__ import absolute_import
 from vnpy.trader import vtConstant
-from secGateway import SecGateway
+from .secGateway import SecGateway

 gatewayClass = SecGateway
 gatewayName = 'SEC'
--- a/vnpy/trader/gateway/secGateway/secGateway.py
+++ b/vnpy/trader/gateway/secGateway/secGateway.py
@ -3,6 +3,7 @@
 '''
 vn.sec的gateway接入
 '''
+from __future__ import print_function

 import os
 import json
@ -50,11 +51,11 @@ exchangeMapReverse = {v:k for k,v in exchangeMap.items()}
 #----------------------------------------------------------------------
 def print_dict(d):
    """"""
-    print '-' * 30
+    print('-' * 30)
    l = d.keys()
    l.sort()
    for k in l:
-        print '%s:%s' %(k, d[k])
+        print('%s:%s' %(k, d[k]))
    

 ########################################################################
--- a/vnpy/trader/gateway/sgitGateway/init.py
+++ b/vnpy/trader/gateway/sgitGateway/init.py
@ -1,7 +1,8 @@
 # encoding: UTF-8

+from __future__ import absolute_import
 from vnpy.trader import vtConstant
-from sgitGateway import SgitGateway
+from .sgitGateway import SgitGateway

 gatewayClass = SgitGateway
 gatewayName = 'SGIT'
--- a/vnpy/trader/gateway/shzdGateway/init.py
+++ b/vnpy/trader/gateway/shzdGateway/init.py
@ -1,7 +1,8 @@
 # encoding: UTF-8

+from __future__ import absolute_import
 from vnpy.trader import vtConstant
-from shzdGateway import ShzdGateway
+from .shzdGateway import ShzdGateway

 gatewayClass = ShzdGateway
 gatewayName = 'SHZD'
--- a/vnpy/trader/gateway/shzdGateway/shzdGateway.py
+++ b/vnpy/trader/gateway/shzdGateway/shzdGateway.py
@ -8,6 +8,7 @@ vn.shzd的gateway接入
 3. 持仓全部平光后，再次查询时会没有该合约的推送（和CTP不同），为了避免最后平仓
   不更新的情况，使用缓存机制来处理
 '''
+from __future__ import print_function


 import os
@ -721,9 +722,9 @@ class ShzdGatewayApi(ShzdApi):
 #----------------------------------------------------------------------
 def printDict(d):
    """打印字典"""
-    print '-' * 50
+    print('-' * 50)
    l = d.keys()
    l.sort()
    for k in l:
-        print k, ':', d[k]
+        print(k, ':', d[k])
    
--- a/vnpy/trader/gateway/tkproGateway/tkproGateway.py
+++ b/vnpy/trader/gateway/tkproGateway/tkproGateway.py
@ -570,7 +570,7 @@ class TkproDataApi(object):
            tick.lowerLimit = data['limit_down']
    
            self.gateway.onTick(tick)
-        except Exception, e:
+        except Exception as e:
            self.writeLog(u'行情更新失败，错误信息：%s' % str(e))

    #----------------------------------------------------------------------
--- a/vnpy/trader/gateway/windGateway/init.py
+++ b/vnpy/trader/gateway/windGateway/init.py
@ -1,7 +1,8 @@
 # encoding: UTF-8

+from __future__ import absolute_import
 from vnpy.trader import vtConstant
-from windGateway import WindGateway
+from .windGateway import WindGateway

 gatewayClass = WindGateway
 gatewayName = 'WIND'
--- a/vnpy/trader/gateway/windGateway/windGateway.py
+++ b/vnpy/trader/gateway/windGateway/windGateway.py
@ -3,6 +3,7 @@
 '''
 Wind Python API的gateway接入
 '''
+from __future__ import print_function

 from copy import copy

@ -11,7 +12,7 @@ w = None
 try:
    from WindPy import w
 except ImportError:
-    print u'请先安装WindPy接口'
+    print(u'请先安装WindPy接口')

 from vnpy.trader.vtGateway import *

--- a/vnpy/trader/gateway/xspeedGateway/init.py
+++ b/vnpy/trader/gateway/xspeedGateway/init.py
@ -1,7 +1,8 @@
 # encoding: UTF-8

+from __future__ import absolute_import
 from vnpy.trader import vtConstant
-from xspeedGateway import XspeedGateway
+from .xspeedGateway import XspeedGateway

 gatewayClass = XspeedGateway
 gatewayName = 'XSPEED'
--- a/vnpy/trader/gateway/xtpGateway/init.py
+++ b/vnpy/trader/gateway/xtpGateway/init.py
@ -1,7 +1,8 @@
 # encoding: UTF-8

+from __future__ import absolute_import
 from vnpy.trader import vtConstant
-from xtpGateway import XtpGateway
+from .xtpGateway import XtpGateway

 gatewayClass = XtpGateway
 gatewayName = 'XTP'
--- a/vnpy/trader/uiBasicWidget.py
+++ b/vnpy/trader/uiBasicWidget.py
@ -375,7 +375,7 @@ class BasicMonitor(QtWidgets.QTableWidget):
        self.menu.close()
        
        # 获取想要保存的文件名
-        path = QtWidgets.QFileDialog.getSaveFileName(self, vtText.SAVE_DATA, '', 'CSV(*.csv)')
+        path, fileType = QtWidgets.QFileDialog.getSaveFileName(self, vtText.SAVE_DATA, '', 'CSV(*.csv)')

        try:
            #if not path.isEmpty():