[改进] 显示小数浮点长度、增加gw状态

vnpy/app/cta_crypto/back_testing.py

@@ -567,7 +567,7 @@ class BackTestingEngine(object):
             # 更新策略的资金K线
             fund_kline = self.fund_kline_dict.get(strategy.strategy_name, None)
             if fund_kline:
-                hold_pnl = fund_kline.get_hold_pnl()
+                hold_pnl, _ = fund_kline.get_hold_pnl()
                 if hold_pnl != 0:
                     fund_kline.update_strategy(dt=self.last_dt, hold_pnl=hold_pnl)
 
@@ -598,7 +598,7 @@ class BackTestingEngine(object):
             # 更新策略的资金K线
             fund_kline = self.fund_kline_dict.get(strategy.strategy_name, None)
             if fund_kline:
-                hold_pnl = fund_kline.get_hold_pnl()
+                hold_pnl, _ = fund_kline.get_hold_pnl()
                 if hold_pnl != 0:
                     fund_kline.update_strategy(dt=self.last_dt, hold_pnl=hold_pnl)
 
@@ -1349,6 +1349,7 @@ class BackTestingEngine(object):
                     if cover_volume >= open_trade.volume:
                         self.write_log(f'cover volume:{cover_volume}, 满足:{open_trade.volume}')
                         cover_volume = cover_volume - open_trade.volume
+                        cover_volume = round(cover_volume, 7)
                         if cover_volume > 0:
                             self.write_log(u'剩余待平数量:{}'.format(cover_volume))
 
@@ -1364,6 +1365,7 @@ class BackTestingEngine(object):
                                                slippage=self.get_slippage(trade.vt_symbol),
                                                size=self.get_size(trade.vt_symbol),
                                                group_id=g_id,
+                                               margin_rate=self.get_margin_rate(trade.vt_symbol),
                                                fix_commission=self.get_fix_commission(trade.vt_symbol))
 
                         t = OrderedDict()
@@ -1415,6 +1417,7 @@ class BackTestingEngine(object):
                     # 开空volume,大于平仓volume，需要更新减少tradeDict的数量。
                     else:
                         remain_volume = open_trade.volume - cover_volume
+                        remain_volume = round(remain_volume, 7)
                         self.write_log(f'{open_trade.vt_symbol} short pos: {open_trade.volume} => {remain_volume}')
 
                         result = TradingResult(open_price=open_trade.price,
@@ -1426,6 +1429,7 @@ class BackTestingEngine(object):
                                                slippage=self.get_slippage(trade.vt_symbol),
                                                size=self.get_size(trade.vt_symbol),
                                                group_id=g_id,
+                                               margin_rate=self.get_margin_rate(trade.vt_symbol),
                                                fix_commission=self.get_fix_commission(trade.vt_symbol))
 
                         t = OrderedDict()
@@ -1512,7 +1516,7 @@ class BackTestingEngine(object):
                     if sell_volume >= open_trade.volume:
                         self.write_log(f'{open_trade.vt_symbol},Sell Volume:{sell_volume} 满足:{open_trade.volume}')
                         sell_volume = sell_volume - open_trade.volume
-
+                        sell_volume = round(sell_volume, 7)
                         self.write_log(f'{open_trade.vt_symbol},sell, price:{trade.price},volume:{open_trade.volume}')
 
                         result = TradingResult(open_price=open_trade.price,
@@ -1524,6 +1528,7 @@ class BackTestingEngine(object):
                                                slippage=self.get_slippage(trade.vt_symbol),
                                                size=self.get_size(trade.vt_symbol),
                                                group_id=g_id,
+                                               margin_rate=self.get_margin_rate(trade.vt_symbol),
                                                fix_commission=self.get_fix_commission(trade.vt_symbol))
 
                         t = OrderedDict()
@@ -1571,6 +1576,7 @@ class BackTestingEngine(object):
                     # 开多volume,大于平仓volume，需要更新减少tradeDict的数量。
                     else:
                         remain_volume = open_trade.volume - sell_volume
+                        remain_volume = round(remain_volume, 7)
                         self.write_log(f'{open_trade.vt_symbol} short pos: {open_trade.volume} => {remain_volume}')
 
                         result = TradingResult(open_price=open_trade.price,
@@ -1582,6 +1588,7 @@ class BackTestingEngine(object):
                                                slippage=self.get_slippage(trade.vt_symbol),
                                                size=self.get_size(trade.vt_symbol),
                                                group_id=g_id,
+                                               margin_rate=self.get_margin_rate(trade.vt_symbol),
                                                fix_commission=self.get_fix_commission(trade.vt_symbol))
 
                         t = OrderedDict()
@@ -2107,7 +2114,7 @@ class TradingResult(object):
     """每笔交易的结果"""
 
     def __init__(self, open_price, open_datetime, exit_price, close_datetime, volume, rate, slippage, size, group_id,
-                 fix_commission=0.0):
+                 margin_rate, fix_commission=0.0):
         """Constructor"""
         self.open_price = open_price  # 开仓价格
         self.exit_price = exit_price  # 平仓价格
@@ -2118,11 +2125,11 @@ class TradingResult(object):
         self.volume = volume  # 交易数量（+/-代表方向）
         self.group_id = group_id  # 主交易ID（针对多手平仓）
 
-        self.turnover = (self.open_price + self.exit_price) * abs(volume)  # 成交金额
+        self.turnover = (self.open_price + self.exit_price) * abs(volume) * margin_rate  # 成交金额(实际保证金金额）
         if fix_commission > 0:
             self.commission = fix_commission * abs(self.volume)
         else:
             self.commission = abs(self.turnover * rate)  # 手续费成本
-        self.slippage = slippage * 2 * abs(volume)  # 滑点成本
+        self.slippage = slippage * 2 * abs(self.turnover)  # 滑点成本
-        self.pnl = ((self.exit_price - self.open_price) * volume * size
+        self.pnl = ((self.exit_price - self.open_price) * volume
                     - self.commission - self.slippage)  # 净盈亏

vnpy/app/cta_crypto/engine.py

@@ -164,6 +164,29 @@ class CtaEngine(BaseEngine):
         :return:
         """
         self.main_engine.get_strategy_status = self.get_strategy_status
+        self.main_engine.get_strategy_pos = self.get_strategy_pos
+        self.main_engine.add_strategy = self.add_strategy
+        self.main_engine.init_strategy = self.init_strategy
+        self.main_engine.start_strategy = self.start_strategy
+        self.main_engine.stop_strategy = self.stop_strategy
+        self.main_engine.remove_strategy = self.remove_strategy
+        self.main_engine.reload_strategy = self.reload_strategy
+        self.main_engine.save_strategy_data = self.save_strategy_data
+        self.main_engine.save_strategy_snapshot = self.save_strategy_snapshot
+
+        # 注册到远程服务调用
+        rpc_service = self.main_engine.apps.get('RpcService')
+        if rpc_service:
+            rpc_service.register(self.main_engine.get_strategy_status)
+            rpc_service.register(self.main_engine.get_strategy_pos)
+            rpc_service.register(self.main_engine.add_strategy)
+            rpc_service.register(self.main_engine.init_strategy)
+            rpc_service.register(self.main_engine.start_strategy)
+            rpc_service.register(self.main_engine.stop_strategy)
+            rpc_service.register(self.main_engine.remove_strategy)
+            rpc_service.register(self.main_engine.reload_strategy)
+            rpc_service.register(self.main_engine.save_strategy_data)
+            rpc_service.register(self.main_engine.save_strategy_snapshot)
 
     def process_timer_event(self, event: Event):
         """ 处理定时器事件"""
@@ -431,7 +454,6 @@ class CtaEngine(BaseEngine):
         if contract.gateway_name and not gateway_name:
             gateway_name = contract.gateway_name
 
-
         # Send Orders
         vt_orderids = []
 
@@ -805,7 +827,6 @@ class CtaEngine(BaseEngine):
         vt_position_id = f"{gateway_name}.{vt_symbol}.{direction.value}"
         return self.main_engine.get_position(vt_position_id)
 
-
     def get_position_holding(self, vt_symbol: str, gateway_name: str = ''):
         """ 查询合约在账号的持仓（包含多空）"""
         k = f'{gateway_name}.{vt_symbol}'
@@ -819,7 +840,6 @@ class CtaEngine(BaseEngine):
             self.holdings[k] = holding
         return holding
 
-
     def get_engine_type(self):
         """"""
         return self.engine_type
@@ -835,11 +855,11 @@ class CtaEngine(BaseEngine):
         return log_path
 
     def load_bar(
-        self,
+            self,
-        vt_symbol: str,
+            vt_symbol: str,
-        days: int,
+            days: int,
-        interval: Interval,
+            interval: Interval,
-        callback: Callable[[BarData], None]
+            callback: Callable[[BarData], None]
     ):
         """"""
         symbol, exchange = extract_vt_symbol(vt_symbol)
@@ -867,10 +887,10 @@ class CtaEngine(BaseEngine):
             callback(bar)
 
     def load_tick(
-        self,
+            self,
-        vt_symbol: str,
+            vt_symbol: str,
-        days: int,
+            days: int,
-        callback: Callable[[TickData], None]
+            callback: Callable[[TickData], None]
     ):
         """"""
         symbol, exchange = extract_vt_symbol(vt_symbol)
@@ -887,7 +907,6 @@ class CtaEngine(BaseEngine):
         for tick in ticks:
             callback(tick)
 
-
     def call_strategy_func(
             self, strategy: CtaTemplate, func: Callable, params: Any = None
     ):
@@ -1304,15 +1323,7 @@ class CtaEngine(BaseEngine):
         :param strategy_name:
         :return:
         """
-        inited = False
+        return [{k: {'inited': v.inited, 'trading': v.trading}} for k, v in self.strategies.items()]
-        trading = False
-
-        strategy = self.strategies.get(strategy_name, None)
-        if strategy:
-            inited = strategy.inited
-            trading = strategy.trading
-
-        return inited, trading
 
     def get_strategy_pos(self, name, strategy=None):
         """

vnpy/app/cta_crypto/template.py

@@ -441,7 +441,7 @@ class CtaFutureTemplate(CtaTemplate):
     backtesting = False
 
     # 逻辑过程日志
-    dist_fieldnames = ['datetime', 'symbol', 'volume', 'price',
+    dist_fieldnames = ['datetime', 'symbol', 'volume', 'price','margin',
                        'operation', 'signal', 'stop_price', 'target_price',
                        'long_pos', 'short_pos']
 
@@ -679,6 +679,7 @@ class CtaFutureTemplate(CtaTemplate):
             dist_record['datetime'] = ' '.join([self.cur_datetime.strftime('%Y-%m-%d'), trade.time])
         dist_record['volume'] = trade.volume
         dist_record['price'] = trade.price
+        dist_record['margin'] = trade.price * trade.volume * self.cta_engine.get_margin_rate(trade.vt_symbol)
         dist_record['symbol'] = trade.vt_symbol
 
         if trade.direction == Direction.LONG and trade.offset == Offset.OPEN:
@@ -1056,7 +1057,12 @@ class CtaFutureTemplate(CtaTemplate):
                                      self.account_pos.long_pos,
                                      grid.volume))
 
-        vt_orderids = self.sell(price=sell_price, volume=grid.volume, order_time=self.cur_datetime, grid=grid)
+        vt_orderids = self.sell(
+            vt_symbol=self.vt_symbol,
+            price=sell_price,
+            volume=grid.volume,
+            order_time=self.cur_datetime,
+            grid=grid)
         if len(vt_orderids) == 0:
             if self.backtesting:
                 self.write_error(u'多单平仓委托失败')
@@ -1092,10 +1098,12 @@ class CtaFutureTemplate(CtaTemplate):
             grid.volume -= grid.traded_volume
             grid.traded_volume = 0
 
-        vt_orderids = self.cover(price=cover_price,
+        vt_orderids = self.cover(
-                         volume=grid.volume,
+            price=cover_price,
-                         order_time=self.cur_datetime,
+            vt_symbol=self.vt_symbol,
-                         grid=grid)
+            volume=grid.volume,
+            order_time=self.cur_datetime,
+            grid=grid)
         if len(vt_orderids) == 0:
             if self.backtesting:
                 self.write_error(u'空单平仓委托失败')
@@ -1295,6 +1303,8 @@ class CtaFutureTemplate(CtaTemplate):
         else:
             save_path = self.cta_engine.get_data_path()
         try:
+            if 'margin' not in dist_data:
+                dist_data.update({'margin': dist_data.get('price', 0) * dist_data.get('volume', 0) * self.cta_engine.get_margin_rate(dist_data.get('symbol', self.vt_symbol))})
             if self.position and 'long_pos' not in dist_data:
                 dist_data.update({'long_pos': self.position.long_pos})
             if self.position and 'short_pos' not in dist_data:

vnpy/app/cta_strategy_pro/back_testing.py

@@ -552,7 +552,7 @@ class BackTestingEngine(object):
             # 更新策略的资金K线
             fund_kline = self.fund_kline_dict.get(strategy.strategy_name, None)
             if fund_kline:
-                hold_pnl = fund_kline.get_hold_pnl()
+                hold_pnl, _ = fund_kline.get_hold_pnl()
                 if hold_pnl != 0:
                     fund_kline.update_strategy(dt=self.last_dt, hold_pnl=hold_pnl)
 
@@ -583,7 +583,7 @@ class BackTestingEngine(object):
             # 更新策略的资金K线
             fund_kline = self.fund_kline_dict.get(strategy.strategy_name, None)
             if fund_kline:
-                hold_pnl = fund_kline.get_hold_pnl()
+                hold_pnl, _ = fund_kline.get_hold_pnl()
                 if hold_pnl != 0:
                     fund_kline.update_strategy(dt=self.last_dt, hold_pnl=hold_pnl)
 

vnpy/app/cta_strategy_pro/engine.py

@@ -162,6 +162,29 @@ class CtaEngine(BaseEngine):
         :return:
         """
         self.main_engine.get_strategy_status = self.get_strategy_status
+        self.main_engine.get_strategy_pos = self.get_strategy_pos
+        self.main_engine.add_strategy = self.add_strategy
+        self.main_engine.init_strategy = self.init_strategy
+        self.main_engine.start_strategy = self.start_strategy
+        self.main_engine.stop_strategy = self.stop_strategy
+        self.main_engine.remove_strategy = self.remove_strategy
+        self.main_engine.reload_strategy = self.reload_strategy
+        self.main_engine.save_strategy_data = self.save_strategy_data
+        self.main_engine.save_strategy_snapshot = self.save_strategy_snapshot
+
+        # 注册到远程服务调用
+        rpc_service = self.main_engine.apps.get('RpcService')
+        if rpc_service:
+            rpc_service.register(self.main_engine.get_strategy_status)
+            rpc_service.register(self.main_engine.get_strategy_pos)
+            rpc_service.register(self.main_engine.add_strategy)
+            rpc_service.register(self.main_engine.init_strategy)
+            rpc_service.register(self.main_engine.start_strategy)
+            rpc_service.register(self.main_engine.stop_strategy)
+            rpc_service.register(self.main_engine.remove_strategy)
+            rpc_service.register(self.main_engine.reload_strategy)
+            rpc_service.register(self.main_engine.save_strategy_data)
+            rpc_service.register(self.main_engine.save_strategy_snapshot)
 
     def process_timer_event(self, event: Event):
         """ 处理定时器事件"""
@@ -1211,21 +1234,14 @@ class CtaEngine(BaseEngine):
         """
         return list(self.classes.keys())
 
-    def get_strategy_status(self, strategy_name):
+    def get_strategy_status(self):
         """
-        return strategy inited/trading status
+        return strategy name list with inited/trading status
-        :param strategy_name:
+        :param :
         :return:
         """
-        inited = False
+        return [{k: {'inited': v.inited, 'trading': v.trading}} for k, v in self.strategies.items()]
-        trading = False
 
-        strategy = self.strategies.get(strategy_name, None)
-        if strategy:
-            inited = strategy.inited
-            trading = strategy.trading
-
-        return inited, trading
 
     def get_strategy_pos(self, name, strategy=None):
         """
@@ -1355,6 +1371,9 @@ class CtaEngine(BaseEngine):
             d['date'] = dt.strftime('%Y%m%d')
             d['hour'] = dt.hour
             d['datetime'] = datetime.now()
+            strategy = self.strategies.get(strategy_name)
+            d['inited'] = strategy.inited
+            d['trading'] = strategy.trading
             try:
                 d['pos'] = self.get_strategy_pos(name=strategy_name)
             except Exception as ex:

vnpy/app/dispatch/__init__.py

@@ -0,0 +1,15 @@
+# encoding: UTF-8
+
+import os
+from pathlib import Path
+from vnpy.trader.app import BaseApp
+from .dispatch_engine import DispatchEngine, APP_NAME
+
+
+class DispatchApp(BaseApp):
+    """"""
+    app_name = APP_NAME
+    app_module = __module__
+    app_path = Path(__file__).parent
+    display_name = u'调度引擎'
+    engine_class = DispatchEngine

vnpy/app/dispatch/dispatch_engine.py

@@ -0,0 +1,23 @@
+# encoding: UTF-8
+
+# 策略调度引擎
+
+# 华富资产
+from vnpy.event import EventEngine
+from vnpy.trader.constant import Exchange
+from vnpy.trader.engine import BaseEngine, MainEngine
+from vnpy.trader.event import EVENT_TIMER
+
+APP_NAME = 'DispatchEngine'
+
+
+class DispatchEngine(BaseEngine):
+
+    def __init__(self, main_engine: MainEngine, event_engine: EventEngine):
+        """"""
+        super().__init__(main_engine, event_engine, APP_NAME)
+
+        self.main_engine = main_engine
+        self.event_engine = event_engine
+        self.create_logger(logger_name=APP_NAME)
+

vnpy/app/rpc_service/engine.py

@@ -1,5 +1,5 @@
 """"""
-
+import sys
 import traceback
 from typing import Optional, Callable
 
@@ -35,6 +35,7 @@ class RpcEngine(BaseEngine):
         """"""
         self.server = RpcServer()
 
+        self.server.register(self.main_engine.get_all_gateway_status)
         self.server.register(self.main_engine.subscribe)
         self.server.register(self.main_engine.send_order)
         self.server.register(self.main_engine.send_orders)
@@ -43,6 +44,7 @@ class RpcEngine(BaseEngine):
         self.server.register(self.main_engine.query_history)
 
         self.server.register(self.main_engine.get_tick)
+        self.server.register(self.main_engine.get_price)
         self.server.register(self.main_engine.get_order)
         self.server.register(self.main_engine.get_trade)
         self.server.register(self.main_engine.get_position)
@@ -55,6 +57,7 @@ class RpcEngine(BaseEngine):
         self.server.register(self.main_engine.get_all_accounts)
         self.server.register(self.main_engine.get_all_contracts)
         self.server.register(self.main_engine.get_all_active_orders)
+        self.server.register(self.main_engine.get_all_custom_contracts)
 
     def register(self, func: Callable):
         """ 扩展注册接口"""
@@ -75,25 +78,27 @@ class RpcEngine(BaseEngine):
         }
         save_json(self.setting_filename, setting)
 
-    def start(self, rep_address: str, pub_address: str):
+    def start(self, rep_address: str = None, pub_address: str = None):
         """"""
         if self.server.is_active():
             self.write_log("RPC服务运行中")
-            return False
+            return False, "RPC服务运行中"
-
+        if rep_address:
-        self.rep_address = rep_address
+            self.rep_address = rep_address
-        self.pub_address = pub_address
+        if pub_address:
+            self.pub_address = pub_address
 
         try:
-            self.server.start(rep_address, pub_address)
+            self.server.start(self.rep_address, self.pub_address)
         except:  # noqa
             msg = traceback.format_exc()
+            print(msg, file=sys.stderr)
             self.write_log(f"RPC服务启动失败：{msg}")
-            return False
+            return False, msg
 
         self.save_setting()
         self.write_log("RPC服务启动成功")
-        return True
+        return True,"RPC服务启动成功"
 
     def stop(self):
         """"""

vnpy/component/cta_position.py

@@ -32,6 +32,8 @@ class CtaPosition(CtaComponent):
             self.write_log(f'净:{self.pos}->{self.pos + volume}')
             self.long_pos += volume
             self.pos += volume
+            self.long_pos = round(self.long_pos, 7)
+            self.pos = round(self.pos, 7)
 
         if direction == Direction.SHORT:  # 加空仓
             if (min(self.pos, self.short_pos) - volume) < (0 - self.maxPos):
@@ -41,7 +43,8 @@ class CtaPosition(CtaComponent):
             self.write_log(f'净:{self.pos}->{self.pos - volume}')
             self.short_pos -= volume
             self.pos -= volume
-
+            self.short_pos = round(self.short_pos, 7)
+            self.pos = round(self.pos, 7)
         return True
 
     def close_pos(self, direction: Direction, volume: float):
@@ -56,6 +59,8 @@ class CtaPosition(CtaComponent):
             self.write_log(f'净:{self.pos}->{self.pos + volume}')
             self.short_pos += volume
             self.pos += volume
+            self.short_pos = round(self.short_pos, 7)
+            self.pos = round(self.pos, 7)
 
             # 更新上层策略的pos。该方法不推荐使用
             self.strategy.pos = self.pos
@@ -69,6 +74,8 @@ class CtaPosition(CtaComponent):
 
             self.long_pos -= volume
             self.pos -= volume
+            self.long_pos = round(self.long_pos, 7)
+            self.pos = round(self.pos, 7)
 
         return True
 

vnpy/gateway/binance/binance_gateway.py

@@ -154,7 +154,10 @@ class BinanceGateway(BaseGateway):
     def process_timer_event(self, event: Event):
         """"""
         self.rest_api.keep_user_stream()
-
+        if self.status.get('td_con', False) \
+                and self.status.get('tdws_con', False) \
+                and self.status.get('mdws_con', False):
+            self.status.update({'con': True})
 
 class BinanceRestApi(RestClient):
     """
@@ -254,7 +257,7 @@ class BinanceRestApi(RestClient):
         self.start(session_number)
 
         self.gateway.write_log("REST API启动成功")
-
+        self.gateway.status.update({'md_con': True, 'md_con_time': datetime.now().strftime('%Y-%m-%d %H:%M:%S')})
         self.query_time()
         self.query_account()
         self.query_order()
@@ -625,6 +628,7 @@ class BinanceTradeWebsocketApi(WebsocketClient):
     def on_connected(self):
         """"""
         self.gateway.write_log("交易Websocket API连接成功")
+        self.gateway.status.update({'tdws_con': True, 'tdws_con_time': datetime.now().strftime('%Y-%m-%d %H:%M:%S')})
 
     def on_packet(self, packet: dict):  # type: (dict)->None
         """"""
@@ -714,6 +718,7 @@ class BinanceDataWebsocketApi(WebsocketClient):
     def on_connected(self):
         """"""
         self.gateway.write_log("行情Websocket API连接刷新")
+        self.gateway.status.update({'mdws_con': True, 'mdws_con_time': datetime.now().strftime('%Y-%m-%d %H:%M:%S')})
 
     def subscribe(self, req: SubscribeRequest):
         """"""

vnpy/gateway/binancef/binancef_gateway.py

@@ -163,6 +163,10 @@ class BinancefGateway(BaseGateway):
     def process_timer_event(self, event: Event) -> None:
         """"""
         self.rest_api.keep_user_stream()
+        if self.status.get('td_con', False) \
+                and self.status.get('tdws_con', False) \
+                and self.status.get('mdws_con', False):
+            self.status.update({'con': True})
 
     def get_order(self, orderid: str):
         return self.rest_api.get_order(orderid)
@@ -275,6 +279,7 @@ class BinancefRestApi(RestClient):
         self.start(session_number)
 
         self.gateway.write_log("REST API启动成功")
+        self.gateway.status.update({'md_con': True, 'md_con_time': datetime.now().strftime('%Y-%m-%d %H:%M:%S')})
 
         self.query_time()
         self.query_account()
@@ -799,6 +804,7 @@ class BinancefTradeWebsocketApi(WebsocketClient):
     def on_connected(self) -> None:
         """"""
         self.gateway.write_log("交易Websocket API连接成功")
+        self.gateway.status.update({'tdws_con': True, 'tdws_con_time': datetime.now().strftime('%Y-%m-%d %H:%M:%S')})
 
     def on_packet(self, packet: dict) -> None:  # type: (dict)->None
         """"""
@@ -916,6 +922,7 @@ class BinancefDataWebsocketApi(WebsocketClient):
     def on_connected(self) -> None:
         """"""
         self.gateway.write_log("行情Websocket API连接刷新")
+        self.gateway.status.update({'mdws_con': True, 'mdws_con_time': datetime.now().strftime('%Y-%m-%d %H:%M:%S')})
 
     def subscribe(self, req: SubscribeRequest) -> None:
         """"""

vnpy/gateway/ctp/ctp_gateway.py

@@ -261,6 +261,10 @@ class CtpGateway(BaseGateway):
 
     def check_status(self):
         """检查状态"""
+
+        if self.td_api.connect_status and self.md_api.connect_status:
+            self.status.update({'con': True})
+
         if self.tdx_api:
             self.tdx_api.check_status()
         if self.tdx_api is None or self.md_api is None:
@@ -449,6 +453,7 @@ class CtpMdApi(MdApi):
         """
         self.gateway.write_log("行情服务器连接成功")
         self.login()
+        self.gateway.status.update({'md_con': True, 'md_con_time': datetime.now().strftime('%Y-%m-%d %H:%M:%S')})
 
     def onFrontDisconnected(self, reason: int):
         """
@@ -456,6 +461,7 @@ class CtpMdApi(MdApi):
         """
         self.login_status = False
         self.gateway.write_log(f"行情服务器连接断开，原因{reason}")
+        self.gateway.status.update({'md_con': False, 'md_dis_con_time': datetime.now().strftime('%Y-%m-%d %H:%M:%S')})
 
     def onRspUserLogin(self, data: dict, error: dict, reqid: int, last: bool):
         """
@@ -642,11 +648,13 @@ class CtpTdApi(TdApi):
             self.authenticate()
         else:
             self.login()
+            self.gateway.status.update({'td_con': True, 'td_con_time': datetime.now().strftime('%Y-%m-%d %H:%M:%S')})
 
     def onFrontDisconnected(self, reason: int):
         """"""
         self.login_status = False
         self.gateway.write_log(f"交易服务器连接断开，原因{reason}")
+        self.gateway.status.update({'td_con': True, 'td_dis_con_time': datetime.now().strftime('%Y-%m-%d %H:%M:%S')})
 
     def onRspAuthenticate(self, data: dict, error: dict, reqid: int, last: bool):
         """"""
@@ -784,16 +792,16 @@ class CtpTdApi(TdApi):
 
         account = AccountData(
             accountid=data["AccountID"],
-            pre_balance=data['PreBalance'],
+            pre_balance=round(float(data['PreBalance']), 7),
-            balance=data["Balance"],
+            balance=round(float(data["Balance"]), 7),
-            frozen=data["FrozenMargin"] + data["FrozenCash"] + data["FrozenCommission"],
+            frozen=round(data["FrozenMargin"] + data["FrozenCash"] + data["FrozenCommission"], 7),
             gateway_name=self.gateway_name
         )
-        account.available = data["Available"]
+        account.available = round(float(data["Available"]), 7)
-        account.commission = data['Commission']
+        account.commission = round(float(data['Commission']), 7)
-        account.margin = data['CurrMargin']
+        account.margin = round(float(data['CurrMargin']), 7)
-        account.close_profit = data['CloseProfit']
+        account.close_profit = round(float(data['CloseProfit']), 7)
-        account.holding_profit = data['PositionProfit']
+        account.holding_profit = round(float(data['PositionProfit']),7)
         account.trading_day = str(data['TradingDay'])
         if '-' not in account.trading_day and len(account.trading_day) == 8:
             account.trading_day = '-'.join(
@@ -1257,7 +1265,7 @@ class TdxMdApi():
                 else:
                     self.gateway.write_log(u'创建tdx连接, IP: {}/{}'.format(self.best_ip['ip'], self.best_ip['port']))
                     self.connection_status = True
-
+                    self.gateway.status.update({'tdx_con': True, 'tdx_con_time': datetime.now().strftime('%Y-%m-%d %H:%M%S')})
                     self.thread = Thread(target=self.run)
                     self.thread.start()
 
@@ -1536,7 +1544,7 @@ class SubMdApi():
             self.thread = Thread(target=self.sub.start)
             self.thread.start()
             self.connect_status = True
-
+            self.gateway.status.update({'sub_con': True, 'sub_con_time': datetime.now().strftime('%Y-%m-%d %H:%M:%S')})
         except Exception as ex:
             self.gateway.write_error(u'连接RabbitMQ {} 异常:{}'.format(self.setting, str(ex)))
             self.gateway.write_error(traceback.format_exc())

vnpy/rpc/__init__.py

@@ -73,8 +73,8 @@ class RpcServer:
         return self.__active
 
     def start(
-        self, 
+        self,
-        rep_address: str, 
+        rep_address: str,
         pub_address: str,
         server_secretkey_path: str = ""
     ) -> None:
@@ -89,12 +89,12 @@ class RpcServer:
             self.__authenticator = ThreadAuthenticator(self.__context)
             self.__authenticator.start()
             self.__authenticator.configure_curve(
-                domain="*", 
+                domain="*",
                 location=zmq.auth.CURVE_ALLOW_ANY
             )
 
             publickey, secretkey = zmq.auth.load_certificate(server_secretkey_path)
-            
+
             self.__socket_pub.curve_secretkey = secretkey
             self.__socket_pub.curve_publickey = publickey
             self.__socket_pub.curve_server = True
@@ -236,8 +236,8 @@ class RpcClient:
         return dorpc
 
     def start(
-        self, 
+        self,
-        req_address: str, 
+        req_address: str,
         sub_address: str,
         client_secretkey_path: str = "",
         server_publickey_path: str = ""
@@ -253,13 +253,13 @@ class RpcClient:
             self.__authenticator = ThreadAuthenticator(self.__context)
             self.__authenticator.start()
             self.__authenticator.configure_curve(
-                domain="*", 
+                domain="*",
                 location=zmq.auth.CURVE_ALLOW_ANY
             )
 
             publickey, secretkey = zmq.auth.load_certificate(client_secretkey_path)
             serverkey, _ = zmq.auth.load_certificate(server_publickey_path)
-            
+
             self.__socket_sub.curve_secretkey = secretkey
             self.__socket_sub.curve_publickey = publickey
             self.__socket_sub.curve_serverkey = serverkey
@@ -297,6 +297,11 @@ class RpcClient:
             self.__thread.join()
         self.__thread = None
 
+    def close(self):
+        """close receiver, exit"""
+        self.stop()
+        self.join()
+
     def run(self) -> None:
         """
         Run RpcClient function
@@ -347,4 +352,4 @@ def generate_certificates(name: str) -> None:
     if not keys_path.exists():
         os.mkdir(keys_path)
 
-    zmq.auth.create_certificates(keys_path, name)
+    zmq.auth.create_certificates(keys_path, name)

vnpy/trader/engine.py

@@ -163,6 +163,13 @@ class MainEngine:
         """
         return list(self.gateways.keys())
 
+    def get_all_gateway_status(self) -> List[dict]:
+        """
+        Get all gateway status
+        :return:
+        """
+        return list([{k: v.get_status()} for k, v in self.gateways.items()])
+
     def get_all_apps(self) -> List[BaseApp]:
         """
         Get all app objects.

vnpy/trader/gateway.py

@@ -95,6 +95,7 @@ class BaseGateway(ABC):
 
         # 所有订阅on_bar的都会添加
         self.klines = {}
+        self.status = {'name': gateway_name, 'con': False}
 
     def create_logger(self):
         """
@@ -314,6 +315,12 @@ class BaseGateway(ABC):
         """
         return self.default_setting
 
+    def get_status(self) -> Dict[str, Any]:
+        """
+        return gateway status
+        :return:
+        """
+        return self.status
 
 class LocalOrderManager:
     """
@@ -343,7 +350,7 @@ class LocalOrderManager:
         self.cancel_request_buf: Dict[str, CancelRequest] = {}  # local_orderid: req
 
         # Hook cancel order function
-        self._cancel_order: Callable[CancelRequest] = gateway.cancel_order
+        self._cancel_order = gateway.cancel_order
         gateway.cancel_order = self.cancel_order
 
     def new_local_orderid(self) -> str: