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[Add]新增AlgoTrading算法历史入库

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vn.py 2018-06-10 21:45:31 +08:00
parent 252e78996c
commit 9b076e2a0a
1 changed files with 34 additions and 4 deletions
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38
vnpy/trader/app/algoTrading/algoEngine.py
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@ -21,9 +21,10 @@ EVENT_ALGO_VAR = 'eAlgoVar' # 算法变量事件
EVENT_ALGO_SETTING = 'eAlgoSetting' # 算法配置事件
ALGOTRADING_DB_NAME = 'VnTrader_AlgoTrading_Db'
ALGOTRADING_DB_NAME = 'VnTrader_AlgoTrading_Db' # AlgoTrading数据库名
SETTING_COLLECTION_NAME = 'AlgoSetting'
SETTING_COLLECTION_NAME = 'AlgoSetting' # 算法配置集合名
HISTORY_COLLECTION_NAME = 'AlgoHistory' # 算法历史集合名
ALGO_DICT = {
@ -46,6 +47,7 @@ class AlgoEngine(object):
self.orderAlgoDict = {} # vtOrderID:algo
self.symbolAlgoDict = {} # vtSymbol:algo set
self.settingDict = {} # settingName:setting
self.historyDict = {} # algoName:dict
self.registerEvent()
@ -102,7 +104,9 @@ class AlgoEngine(object):
templateName = algoSetting['templateName']
algoClass = ALGO_DICT[templateName]
algo = algoClass.new(self, algoSetting)
self.algoDict[algo.algoName] = algo
return algo.algoName
#----------------------------------------------------------------------
@ -204,18 +208,44 @@ class AlgoEngine(object):
#----------------------------------------------------------------------
def putVarEvent(self, algo, d):
"""更新变量"""
d['algoName'] = algo.algoName
algoName = algo.algoName
d['algoName'] = algoName
event = Event(EVENT_ALGO_VAR)
event.dict_['data'] = d
self.eventEngine.put(event)
# 保存数据到数据库
history = self.historyDict.setdefault(algoName, {})
history['algoName'] = algoName
history['var'] = d
self.mainEngine.dbUpdate(ALGOTRADING_DB_NAME,
HISTORY_COLLECTION_NAME,
history,
{'algoName': algoName},
True)
#----------------------------------------------------------------------
def putParamEvent(self, algo, d):
"""更新参数"""
d['algoName'] = algo.algoName
algoName = algo.algoName
d['algoName'] = algoName
event = Event(EVENT_ALGO_PARAM)
event.dict_['data'] = d
self.eventEngine.put(event)
# 保存数据到数据库
history = self.historyDict.setdefault(algoName, {})
history['algoName'] = algoName
history['param'] = d
self.mainEngine.dbUpdate(ALGOTRADING_DB_NAME,
HISTORY_COLLECTION_NAME,
history,
{'algoName': algoName},
True)
#----------------------------------------------------------------------
def getTick(self, algo, vtSymbol):