[Add]价差交易算法改为运行时禁止修改参数

vnpy/trader/app/spreadTrading/stAlgo.py

@@ -289,6 +289,33 @@ class SniperAlgo(StAlgoTemplate):
             self.cancelAllPassiveLegOrders()
             self.hedgeCount = 0
     
+    #----------------------------------------------------------------------
+    def checkPrice(self):
+        """检查价格"""
+        # 做多检查
+        if self.mode != self.MODE_SHORTONLY:
+            if self.buyPrice >= self.sellPrice:
+                self.writeLog(u'启动失败，允许多头交易时BuyPrice必须小于SellPrice')
+                return False
+            
+        # 做空检查
+        if self.mode != self.MODE_LONGONLY:
+            if self.shortPrice <= self.coverPrice:
+                self.writeLog(u'启动失败，允许空头交易时ShortPrice必须大于CoverPrice')
+                return False
+            
+        # 多空检查
+        if self.mode == self.MODE_LONGSHORT:
+            if self.buyPrice >= self.coverPrice:
+                self.writeLog(u'启动失败，允许双向交易时BuyPrice必须小于CoverPrice')
+                return False
+            
+            if self.shortPrice <= self.sellPrice:
+                self.writeLog(u'启动失败，允许双向交易时ShortPrice必须大于SellPrice')
+                return False
+            
+        return True
+        
     #----------------------------------------------------------------------
     def start(self):
         """启动"""
@@ -296,27 +323,9 @@ class SniperAlgo(StAlgoTemplate):
         if self.active:
             return self.active
         
-        # 做多检查
+        # 检查价格安全性
-        if self.mode != self.MODE_SHORTONLY:
+        if not self.checkPrice():
-            if self.buyPrice >= self.sellPrice:
+            return False
-                self.writeLog(u'启动失败，允许多头交易时BuyPrice必须小于SellPrice')
-                return self.active
-            
-        # 做空检查
-        if self.mode != self.MODE_LONGONLY:
-            if self.shortPrice <= self.coverPrice:
-                self.writeLog(u'启动失败，允许空头交易时ShortPrice必须大于CoverPrice')
-                return self.active
-            
-        # 多空检查
-        if self.mode == self.MODE_LONGSHORT:
-            if self.buyPrice >= self.coverPrice:
-                self.writeLog(u'启动失败，允许双向交易时BuyPrice必须小于CoverPrice')
-                return self.active
-            
-            if self.shortPrice <= self.sellPrice:
-                self.writeLog(u'启动失败，允许双向交易时ShortPrice必须大于SellPrice')
-                return self.active
         
         # 启动算法
         self.quoteCount = 0

vnpy/trader/app/spreadTrading/uiStWidget.py

@@ -142,6 +142,15 @@ class StBuyPriceSpinBox(QtWidgets.QDoubleSpinBox):
         """设置价格"""
         self.algoEngine.setAlgoBuyPrice(self.spreadName, value)
    
+    #----------------------------------------------------------------------
+    def algoActiveChanged(self, active):
+        """算法运行状态改变"""
+        # 只允许算法停止时修改运行模式
+        if active:
+            self.setEnabled(False)
+        else:
+            self.setEnabled(True)    
+
 
 ########################################################################
 class StSellPriceSpinBox(QtWidgets.QDoubleSpinBox):
@@ -166,6 +175,15 @@ class StSellPriceSpinBox(QtWidgets.QDoubleSpinBox):
         """设置价格"""
         self.algoEngine.setAlgoSellPrice(self.spreadName, value)
     
+    #----------------------------------------------------------------------
+    def algoActiveChanged(self, active):
+        """算法运行状态改变"""
+        # 只允许算法停止时修改运行模式
+        if active:
+            self.setEnabled(False)
+        else:
+            self.setEnabled(True)
+
 
 ########################################################################
 class StShortPriceSpinBox(QtWidgets.QDoubleSpinBox):
@@ -190,6 +208,15 @@ class StShortPriceSpinBox(QtWidgets.QDoubleSpinBox):
         """设置价格"""
         self.algoEngine.setAlgoShortPrice(self.spreadName, value)
 
+    #----------------------------------------------------------------------
+    def algoActiveChanged(self, active):
+        """算法运行状态改变"""
+        # 只允许算法停止时修改运行模式
+        if active:
+            self.setEnabled(False)
+        else:
+            self.setEnabled(True)
+
 
 ########################################################################
 class StCoverPriceSpinBox(QtWidgets.QDoubleSpinBox):
@@ -214,6 +241,15 @@ class StCoverPriceSpinBox(QtWidgets.QDoubleSpinBox):
         """设置价格"""
         self.algoEngine.setAlgoCoverPrice(self.spreadName, value)
     
+    #----------------------------------------------------------------------
+    def algoActiveChanged(self, active):
+        """算法运行状态改变"""
+        # 只允许算法停止时修改运行模式
+        if active:
+            self.setEnabled(False)
+        else:
+            self.setEnabled(True)    
+
 
 ########################################################################
 class StMaxPosSizeSpinBox(QtWidgets.QSpinBox):
@@ -237,6 +273,15 @@ class StMaxPosSizeSpinBox(QtWidgets.QSpinBox):
         """设置价格"""
         self.algoEngine.setAlgoMaxPosSize(self.spreadName, size)
 
+    #----------------------------------------------------------------------
+    def algoActiveChanged(self, active):
+        """算法运行状态改变"""
+        # 只允许算法停止时修改运行模式
+        if active:
+            self.setEnabled(False)
+        else:
+            self.setEnabled(True)
+            
             
 ########################################################################
 class StMaxOrderSizeSpinBox(QtWidgets.QSpinBox):
@@ -260,6 +305,15 @@ class StMaxOrderSizeSpinBox(QtWidgets.QSpinBox):
         """设置价格"""
         self.algoEngine.setAlgoMaxOrderSize(self.spreadName, size)    
 
+    #----------------------------------------------------------------------
+    def algoActiveChanged(self, active):
+        """算法运行状态改变"""
+        # 只允许算法停止时修改运行模式
+        if active:
+            self.setEnabled(False)
+        else:
+            self.setEnabled(True)
+
 
 ########################################################################
 class StModeComboBox(QtWidgets.QComboBox):
@@ -422,6 +476,12 @@ class StAlgoManager(QtWidgets.QTableWidget):
             self.setCellWidget(row, 8, comboMode)
             self.setCellWidget(row, 9, buttonActive)
             
+            buttonActive.signalActive.connect(spinBuyPrice.algoActiveChanged)
+            buttonActive.signalActive.connect(spinSellPrice.algoActiveChanged)
+            buttonActive.signalActive.connect(spinShortPrice.algoActiveChanged)
+            buttonActive.signalActive.connect(spinCoverPrice.algoActiveChanged)
+            buttonActive.signalActive.connect(spinMaxOrderSize.algoActiveChanged)
+            buttonActive.signalActive.connect(spinMaxPosSize.algoActiveChanged)
             buttonActive.signalActive.connect(comboMode.algoActiveChanged)
             
             self.buttonActiveDict[d['spreadName']] = buttonActive