[Add] Add active order monitor and contract manager
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@ -263,6 +263,7 @@ class OmsEngine(BaseEngine):
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self.main_engine.get_all_trades = self.get_all_trades
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self.main_engine.get_all_positions = self.get_all_positions
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self.main_engine.get_all_accounts = self.get_all_accounts
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self.main_engine.get_all_contracts = self.get_all_contracts
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self.main_engine.get_all_active_orders = self.get_all_active_orders
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def register_event(self):
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@ -285,7 +286,7 @@ class OmsEngine(BaseEngine):
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self.orders[order.vt_orderid] = order
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# If order is active, then update data in dict.
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if order.check_active():
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if order.is_active():
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self.active_orders[order.vt_orderid] = order
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# Otherwise, pop inactive order from in dict
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elif order.vt_orderid in self.active_orders:
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@ -114,7 +114,7 @@ class OrderData(BaseData):
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self.vt_symbol = f"{self.symbol}.{self.exchange}"
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self.vt_orderid = f"{self.gateway_name}.{self.orderid}"
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def check_active(self):
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def is_active(self):
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"""
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Check if the order is active.
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"""
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@ -17,7 +17,9 @@ from .widget import (
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AccountMonitor,
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LogMonitor,
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ConnectDialog,
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TradingWidget
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TradingWidget,
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ActiveOrderMonitor,
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ContractManager
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)
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@ -48,11 +50,14 @@ class MainWindow(QtWidgets.QMainWindow):
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trading_widget, trading_dock = self.create_dock(TradingWidget, "交易", QtCore.Qt.LeftDockWidgetArea)
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tick_widget, tick_dock = self.create_dock(TickMonitor, "行情", QtCore.Qt.RightDockWidgetArea)
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order_widget, order_dock = self.create_dock(OrderMonitor, "委托", QtCore.Qt.RightDockWidgetArea)
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active_widget, active_dock = self.create_dock(ActiveOrderMonitor, "活动", QtCore.Qt.RightDockWidgetArea)
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trade_widget, trade_dock = self.create_dock(TradeMonitor, "成交", QtCore.Qt.RightDockWidgetArea)
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log_widget, log_dock = self.create_dock(LogMonitor, "日志", QtCore.Qt.BottomDockWidgetArea)
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account_widget, account_dock = self.create_dock(AccountMonitor, "资金", QtCore.Qt.BottomDockWidgetArea)
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position_widget, position_dock = self.create_dock(PositionMonitor, "持仓", QtCore.Qt.BottomDockWidgetArea)
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self.tabifyDockWidget(active_dock, order_dock)
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def init_menu(self):
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""""""
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bar = self.menuBar()
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@ -61,6 +66,7 @@ class MainWindow(QtWidgets.QMainWindow):
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app_menu = bar.addMenu("功能")
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help_menu = bar.addMenu("帮助")
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# System menu
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gateway_names = self.main_engine.get_all_gateway_names()
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for name in gateway_names:
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func = partial(self.connect, name)
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@ -72,6 +78,16 @@ class MainWindow(QtWidgets.QMainWindow):
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sys_menu.addAction(action)
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# App menu
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# Help menu
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contract_action = QtWidgets.QAction("查询合约", self)
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contract_action.triggered.connect(self.open_contract)
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contract_icon = QtGui.QIcon(get_icon_path(__file__, "contract.ico"))
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contract_action.setIcon(contract_icon)
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help_menu.addAction(contract_action)
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def create_dock(
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self,
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widget_class: QtWidgets.QWidget,
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@ -121,3 +137,13 @@ class MainWindow(QtWidgets.QMainWindow):
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event.accept()
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else:
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event.ignore()
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def open_contract(self):
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"""
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Open contract manager.
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"""
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widget = self.widgets.get("contract", None)
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if not widget:
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widget = ContractManager(self.main_engine, self.event_engine)
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self.widgets["contract"] = widget
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widget.show()
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@ -959,3 +959,105 @@ class TradingWidget(QtWidgets.QWidget):
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for order in order_list:
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req = order.create_cancel_request()
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self.main_engine.cancel_order(req, order.gateway_name)
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class ActiveOrderMonitor(OrderMonitor):
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"""
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Monitor which shows active order only.
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"""
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def process_event(self, event):
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"""
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Hides the row if order is not active.
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"""
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super(ActiveOrderMonitor, self).process_event(event)
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order = event.data
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row_cells = self.cells[order.vt_orderid]
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row = self.row(row_cells["volume"])
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if order.is_active():
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self.showRow(row)
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else:
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self.hideRow(row)
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class ContractManager(QtWidgets.QWidget):
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"""
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Query contract data available to trade in system.
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"""
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headers = {
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"vt_symbol": "本地代码",
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"symbol": "代码",
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"exchange": "交易所",
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"name": "名称",
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"product": "合约分类",
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"size": "合约乘数",
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"pricetick": "价格跳动",
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"gateway_name": "交易接口"
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}
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def __init__(self, main_engine, event_engine):
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super(ContractManager, self).__init__()
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self.main_engine = main_engine
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self.event_engine = event_engine
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self.init_ui()
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def init_ui(self):
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""""""
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self.setWindowTitle("合约查询")
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self.resize(1000, 600)
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self.filter_line = QtWidgets.QLineEdit()
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self.filter_line.setPlaceholderText("输入合约代码或者交易所,留空则查询所有合约")
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self.button_show = QtWidgets.QPushButton("查询")
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self.button_show.clicked.connect(self.show_contracts)
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labels = []
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for name, display in self.headers.items():
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label = f"{display}\n{name}"
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labels.append(label)
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self.contract_table = QtWidgets.QTableWidget()
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self.contract_table.setColumnCount(len(self.headers))
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self.contract_table.setHorizontalHeaderLabels(labels)
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self.contract_table.verticalHeader().setVisible(False)
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self.contract_table.setEditTriggers(self.contract_table.NoEditTriggers)
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self.contract_table.setAlternatingRowColors(True)
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hbox = QtWidgets.QHBoxLayout()
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hbox.addWidget(self.filter_line)
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hbox.addWidget(self.button_show)
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vbox = QtWidgets.QVBoxLayout()
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vbox.addLayout(hbox)
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vbox.addWidget(self.contract_table)
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self.setLayout(vbox)
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def show_contracts(self):
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"""
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Show contracts by symbol
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"""
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flt = str(self.filter_line.text())
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all_contracts = self.main_engine.get_all_contracts()
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if flt:
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contracts = [contract for contract in all_contracts if flt in contract.vt_symbol]
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else:
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contracts = all_contracts
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self.contract_table.clearContents()
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self.contract_table.setRowCount(len(contracts))
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for row, contract in enumerate(contracts):
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for column, name in enumerate(self.headers.keys()):
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cell = BaseCell(getattr(contract, name), contract)
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self.contract_table.setItem(row, column, cell)
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self.contract_table.resizeColumnsToContents()
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