Merge branch 'dev' of https://github.com/vnpy/vnpy into dev
This commit is contained in:
vn.py
commit
8d1e429d65
3
examples/CryptoTrader/algoBasket.csv
Normal file
3
examples/CryptoTrader/algoBasket.csv
Normal file
@ -0,0 +1,3 @@
|
||||
templateName,settingName,vtSymbol,direction,targetPrice,totalVolume,time,interval,priceLevel,minVolume
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TWAP,BUY_BTC_TWAP,BTCUSD.BITFINEX,多,4000,10,200,10,3,1
|
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TWAP,SELL_BTC_TWAP,BTCUSD.BITFINEX,空,9000,10,200,10,3,1
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|
@ -21,15 +21,15 @@ class TwapAlgo(AlgoTemplate):
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"""Constructor"""
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super(TwapAlgo, self).__init__(engine, setting, algoName)
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# 参数
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self.vtSymbol = setting['vtSymbol'] # 合约代码
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self.direction = setting['direction'] # 买卖
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self.targetPrice = setting['targetPrice'] # 目标价格
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self.totalVolume = setting['totalVolume'] # 总数量
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self.time = setting['time'] # 执行时间
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self.interval = setting['interval'] # 执行间隔
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self.minVolume = setting['minVolume'] # 最小委托数量
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self.priceLevel = setting['priceLevel'] # 使用第几档价格委托
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# 参数，强制类型转换，保证从CSV加载的配置正确
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self.vtSymbol = str(setting['vtSymbol']) # 合约代码
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self.direction = unicode(setting['direction']) # 买卖
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self.targetPrice = float(setting['targetPrice']) # 目标价格
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self.totalVolume = float(setting['totalVolume']) # 总数量
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self.time = int(setting['time']) # 执行时间
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self.interval = int(setting['interval']) # 执行间隔
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self.minVolume = float(setting['minVolume']) # 最小委托数量
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self.priceLevel = int(setting['priceLevel']) # 使用第几档价格委托
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# 变量
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self.orderSize = self.totalVolume / (self.time / self.interval)
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@ -1,5 +1,9 @@
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# encoding: UTF-8
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||||
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||||
import csv
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import traceback
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from collections import OrderedDict
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||||
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||||
from vnpy.event import Event
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from vnpy.trader.uiQt import QtCore, QtWidgets
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@ -26,7 +30,7 @@ class StopButton(QtWidgets.QPushButton):
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self.setText(u'停止')
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self.clicked.connect(self.stopAlgo)
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else:
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self.setText(u'全部停止')
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self.setText(u'停止全部算法')
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self.clicked.connect(self.stopAll)
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#----------------------------------------------------------------------
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@ -390,17 +394,32 @@ class AlgoManager(QtWidgets.QWidget):
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""""""
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self.setWindowTitle(u'算法交易')
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self.tab = QtWidgets.QTabWidget()
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self.buttonStop = StopButton(self.algoEngine)
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buttonWidth = 400
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buttonHeight = 60
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self.tab.setMaximumWidth(400)
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self.buttonStop.setMaximumWidth(400)
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self.buttonStop.setFixedHeight(100)
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self.tab = QtWidgets.QTabWidget()
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self.tab.setMaximumWidth(buttonWidth)
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self.buttonStop = StopButton(self.algoEngine)
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self.buttonStop.setMaximumWidth(buttonWidth)
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self.buttonStop.setFixedHeight(buttonHeight)
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self.buttonAddAlgo = QtWidgets.QPushButton(u'启动篮子算法')
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self.buttonAddAlgo.setStyleSheet("color:white;background-color:green")
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self.buttonAddAlgo.clicked.connect(self.addAlgoFromCsv)
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self.buttonAddAlgo.setFixedHeight(buttonHeight)
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self.buttonSaveSetting = QtWidgets.QPushButton(u'加载算法配置')
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self.buttonSaveSetting.setStyleSheet("color:white;background-color:blue")
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self.buttonSaveSetting.clicked.connect(self.saveSettingFromCsv)
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self.buttonSaveSetting.setFixedHeight(buttonHeight)
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vbox1 = QtWidgets.QVBoxLayout()
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vbox1.addWidget(self.tab)
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vbox1.addStretch()
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vbox1.addWidget(self.buttonStop)
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vbox1.addWidget(self.buttonAddAlgo)
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vbox1.addWidget(self.buttonSaveSetting)
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workingMonitor = AlgoStatusMonitor(self.algoEngine, AlgoStatusMonitor.MODE_WORKING)
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historyMonitor = AlgoStatusMonitor(self.algoEngine, AlgoStatusMonitor.MODE_HISTORY)
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@ -433,6 +452,45 @@ class AlgoManager(QtWidgets.QWidget):
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||||
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||||
#----------------------------------------------------------------------
|
||||
def addAlgoWidget(self, widgetClass):
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||||
""""""
|
||||
"""添加算法控制组件 """
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||||
w = widgetClass(self.algoEngine)
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self.tab.addTab(w, w.templateName)
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||||
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||||
#----------------------------------------------------------------------
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||||
def loadCsv(self, path):
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"""读取CSV配置文件"""
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try:
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with open(unicode(path)) as f:
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buf = [line.encode('UTF-8') for line in f]
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|
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reader = csv.DictReader(buf)
|
||||
l = []
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||||
|
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for d in reader:
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||||
setting = OrderedDict()
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||||
for name in reader.fieldnames:
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||||
setting[str(name)] = d[name]
|
||||
l.append(setting)
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||||
|
||||
return l
|
||||
|
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except:
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||||
msg = traceback.format_exc()
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||||
self.algoEngine.writeLog(u'读取CSV文件失败：\n' + msg)
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return []
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#----------------------------------------------------------------------
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def saveSettingFromCsv(self):
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"""从CSV加载配置到数据库"""
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||||
path, fileType = QtWidgets.QFileDialog.getOpenFileName(self, u'加载算法配置', '', 'CSV(*.csv)')
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l = self.loadCsv(path)
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||||
for setting in l:
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||||
self.algoEngine.saveAlgoSetting(setting)
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|
||||
#----------------------------------------------------------------------
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||||
def addAlgoFromCsv(self):
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"""从CSV启动一篮子算法"""
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path, fileType = QtWidgets.QFileDialog.getOpenFileName(self, u'启动篮子算法', '', 'CSV(*.csv) ')
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||||
l = self.loadCsv(path)
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for setting in l:
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self.algoEngine.addAlgo(setting)
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@ -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
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||||
from collections import OrderedDict
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||||
@ -112,7 +113,7 @@ class BacktestingEngine(object):
|
||||
#----------------------------------------------------------------------
|
||||
def output(self, content):
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||||
"""输出内容"""
|
||||
print str(datetime.now()) + "\t" + content
|
||||
print(str(datetime.now()) + "\t" + content)
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||||
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||||
#------------------------------------------------
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||||
# 参数设置相关
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||||
@ -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')
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||||
return
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||||
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||||
l = []
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||||
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||||
@ -7,6 +7,7 @@
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||||
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
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||||
|
||||
import csv
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||||
from datetime import datetime, timedelta
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||||
@ -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
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print(u'开始下载%s日行情' %symbol)
|
||||
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||||
# 查询数据库中已有数据的最后日期
|
||||
cl = self.dbClient[DAILY_DB_NAME][symbol]
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||||
@ -62,20 +63,20 @@ def downloadEquityDailyBarts(self, symbol):
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||||
bar.datetime = datetime.strptime(bar.date, '%Y%m%d')
|
||||
bar.volume = d.get('volume')
|
||||
except KeyError:
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||||
print d
|
||||
print(d)
|
||||
|
||||
flt = {'datetime': bar.datetime}
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||||
self.dbClient[DAILY_DB_NAME][symbol].update_one(flt, {'$set':bar.__dict__}, upsert=True)
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||||
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||||
print u'%s下载完成' %symbol
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||||
print(u'%s下载完成' %symbol)
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||||
else:
|
||||
print u'找不到合约%s' %symbol
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||||
print(u'找不到合约%s' %symbol)
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||||
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||||
#----------------------------------------------------------------------
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||||
def loadMcCsv(fileName, dbName, symbol):
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||||
"""将Multicharts导出的csv格式的历史数据插入到Mongo数据库中"""
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||||
start = time()
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||||
print u'开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol)
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||||
print(u'开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol))
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||||
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||||
# 锁定集合，并创建索引
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||||
client = pymongo.MongoClient(globalSetting['mongoHost'], globalSetting['mongoPort'])
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@ -99,15 +100,15 @@ def loadMcCsv(fileName, dbName, symbol):
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||||
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||||
flt = {'datetime': bar.datetime}
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||||
collection.update_one(flt, {'$set':bar.__dict__}, upsert=True)
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||||
print bar.date, bar.time
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||||
print(bar.date, bar.time)
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||||
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||||
print u'插入完毕，耗时：%s' % (time()-start)
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||||
print(u'插入完毕，耗时：%s' % (time()-start))
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||||
|
||||
#----------------------------------------------------------------------
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||||
def loadTbCsv(fileName, dbName, symbol):
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||||
"""将TradeBlazer导出的csv格式的历史分钟数据插入到Mongo数据库中"""
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||||
start = time()
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||||
print u'开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol)
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||||
print(u'开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol))
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||||
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||||
# 锁定集合，并创建索引
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||||
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))
|
||||
|
||||
|
||||
@ -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
|
||||
|
||||
@ -3,6 +3,7 @@
|
||||
'''
|
||||
动态载入所有的策略类
|
||||
'''
|
||||
from __future__ import print_function
|
||||
|
||||
import os
|
||||
import importlib
|
||||
|
||||
@ -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'
|
||||
|
||||
@ -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
|
||||
@ -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'
|
||||
|
||||
@ -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
|
||||
|
||||
|
||||
|
||||
@ -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
|
||||
|
||||
@ -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:
|
||||
|
||||
@ -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))
|
||||
|
||||
|
||||
@ -3,6 +3,7 @@
|
||||
'''
|
||||
动态载入所有的策略类
|
||||
'''
|
||||
from __future__ import print_function
|
||||
|
||||
import os
|
||||
import importlib
|
||||
|
||||
@ -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 *
|
||||
|
||||
|
||||
|
||||
|
||||
@ -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)
|
||||
|
||||
|
||||
@ -1,5 +1,6 @@
|
||||
# encoding: UTF-8
|
||||
|
||||
from __future__ import absolute_import
|
||||
from .rmEngine import RmEngine
|
||||
from .uiRmWidget import RmEngineManager
|
||||
|
||||
|
||||
@ -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
|
||||
|
||||
@ -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)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
|
||||
@ -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]
|
||||
|
||||
@ -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'
|
||||
|
||||
@ -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'
|
||||
|
||||
@ -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
|
||||
|
||||
@ -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'
|
||||
|
||||
@ -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
|
||||
|
||||
@ -1,5 +1,6 @@
|
||||
# encoding: UTF-8
|
||||
|
||||
from __future__ import absolute_import
|
||||
from vnpy.trader import vtConstant
|
||||
from .futuGateway import FutuGateway
|
||||
|
||||
|
||||
@ -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'
|
||||
|
||||
@ -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):
|
||||
|
||||
@ -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'
|
||||
|
||||
@ -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)
|
||||
|
||||
@ -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'
|
||||
|
||||
@ -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):
|
||||
|
||||
@ -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()
|
||||
|
||||
@ -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'
|
||||
|
||||
@ -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'
|
||||
|
||||
@ -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'
|
||||
|
||||
@ -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):
|
||||
|
||||
@ -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'
|
||||
|
||||
@ -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':
|
||||
|
||||
@ -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'
|
||||
|
||||
@ -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'
|
||||
|
||||
@ -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'
|
||||
|
||||
@ -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]))
|
||||
|
||||
|
||||
########################################################################
|
||||
|
||||
@ -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'
|
||||
|
||||
@ -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'
|
||||
|
||||
@ -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])
|
||||
|
||||
@ -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))
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
|
||||
@ -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'
|
||||
|
||||
@ -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 *
|
||||
|
||||
|
||||
@ -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'
|
||||
|
||||
@ -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'
|
||||
|
||||
@ -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():
|
||||
|
||||
Loading…
Reference in New Issue
Block a user