[Mod] strategy trading widget
This commit is contained in:
vn.py
parent
6643d8157e
commit
9ee00b0a58
@ -5,11 +5,11 @@ from copy import copy
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from vnpy.event import Event, EventEngine
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from vnpy.trader.engine import BaseEngine, MainEngine
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from vnpy.trader.event import EVENT_TRADE, EVENT_ORDER, EVENT_TICK
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from vnpy.trader.event import EVENT_TRADE, EVENT_ORDER, EVENT_TICK, EVENT_CONTRACT
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from vnpy.trader.constant import Direction, Offset, OrderType
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from vnpy.trader.object import (
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OrderRequest, CancelRequest, SubscribeRequest,
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OrderData, TradeData, TickData
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OrderData, TradeData, TickData, ContractData
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)
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from vnpy.trader.utility import load_json, save_json
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@ -17,8 +17,8 @@ from vnpy.trader.utility import load_json, save_json
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APP_NAME = "PortfolioManager"
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EVENT_PORTFOLIO_UPDATE = "ePortfioUpdate"
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EVENT_PORTFOLIO_ORDER = "ePortfioUpdate"
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EVENT_PORTFOLIO_TRADE = "ePortfioUpdate"
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EVENT_PORTFOLIO_ORDER = "ePortfioOrder"
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EVENT_PORTFOLIO_TRADE = "ePortfioTrade"
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class PortfolioEngine(BaseEngine):
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@ -35,7 +35,6 @@ class PortfolioEngine(BaseEngine):
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self.active_orders: Set[str] = set()
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self.register_event()
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self.load_setting()
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def load_setting(self):
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""""""
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@ -57,7 +56,7 @@ class PortfolioEngine(BaseEngine):
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""""""
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setting: dict = {}
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for strategy in self.strategies:
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for strategy in self.strategies.values():
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setting[strategy.name] = {
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"name": strategy.name,
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"vt_symbol": strategy.vt_symbol,
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@ -76,6 +75,14 @@ class PortfolioEngine(BaseEngine):
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self.event_engine.register(EVENT_ORDER, self.process_order_event)
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self.event_engine.register(EVENT_TRADE, self.process_trade_event)
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self.event_engine.register(EVENT_TICK, self.process_tick_event)
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self.event_engine.register(EVENT_CONTRACT, self.process_contract_event)
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def process_contract_event(self, event: Event):
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""""""
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contract: ContractData = event.data
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if contract.vt_symbol in self.symbol_strategy_map:
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self.subscribe_data(contract.vt_symbol)
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def process_order_event(self, event: Event):
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""""""
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@ -102,9 +109,9 @@ class PortfolioEngine(BaseEngine):
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trade.vt_orderid)
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if strategy:
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strategy.update_trade(
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trade.trade_direction,
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trade.trade_volume,
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trade.trade_price
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trade.direction,
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trade.volume,
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trade.price
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)
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self.put_strategy_event(strategy.name)
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@ -128,7 +135,7 @@ class PortfolioEngine(BaseEngine):
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self,
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name: str,
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vt_symbol: str,
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size: int,
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size: int = 0,
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net_pos: int = 0,
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open_price: float = 0,
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last_price: float = 0,
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@ -139,6 +146,12 @@ class PortfolioEngine(BaseEngine):
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if name in self.strategies:
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return False
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if not size:
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contract = self.main_engine.get_contract(vt_symbol)
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if not contract:
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return False
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size = contract.size
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strategy = PortfolioStrategy(
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name,
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vt_symbol,
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@ -152,8 +165,12 @@ class PortfolioEngine(BaseEngine):
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self.strategies[strategy.name] = strategy
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self.symbol_strategy_map[strategy.vt_symbol].append(strategy)
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self.save_setting()
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self.subscribe_data(vt_symbol)
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self.put_strategy_event(name)
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return True
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def remove_strategy(self, name: str):
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""""""
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@ -238,6 +255,10 @@ class PortfolioEngine(BaseEngine):
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event = Event(EVENT_PORTFOLIO_UPDATE, strategy)
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self.event_engine.put(event)
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def stop(self):
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""""""
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self.save_setting()
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class PortfolioStrategy:
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""""""
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@ -1,12 +1,10 @@
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from vnpy.event import EventEngine, Event
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from vnpy.event import EventEngine
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from vnpy.trader.engine import MainEngine
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from vnpy.trader.constant import Direction, Offset
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from vnpy.trader.ui import QtWidgets, QtCore, QtGui
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from vnpy.trader.ui import QtWidgets, QtGui
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from vnpy.trader.ui.widget import (
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BaseMonitor, BaseCell,
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BidCell, AskCell,
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TimeCell, PnlCell,
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DirectionCell, EnumCell,
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PnlCell, DirectionCell, EnumCell,
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)
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from ..engine import (
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@ -43,10 +41,18 @@ class PortfolioManager(QtWidgets.QWidget):
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trade_monitor = PortfolioTradeMonitor(
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self.main_engine, self.event_engine)
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trading_widget = StrategyTradingWidget(self.portfolio_engine)
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management_widget = StrategyManagementWidget(
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self.portfolio_engine,
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trading_widget,
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)
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vbox = QtWidgets.QVBoxLayout()
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vbox.addWidget(management_widget)
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vbox.addWidget(self.create_group("策略", strategy_monitor))
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vbox.addWidget(self.create_group("委托", order_monitor))
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vbox.addWidget(self.create_group("成交", trade_monitor))
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vbox.addWidget(trading_widget)
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self.setLayout(vbox)
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@ -151,3 +157,220 @@ class PortfolioOrderMonitor(BaseMonitor):
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order = cell.get_data()
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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 StrategyTradingWidget(QtWidgets.QWidget):
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""""""
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def __init__(self, portfolio_engine: PortfolioEngine):
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""""""
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super().__init__()
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self.portfolio_engine = portfolio_engine
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self.init_ui()
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self.update_combo()
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def init_ui(self):
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""""""
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self.name_combo = QtWidgets.QComboBox()
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self.direction_combo = QtWidgets.QComboBox()
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self.direction_combo.addItems(
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[Direction.LONG.value, Direction.SHORT.value])
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self.offset_combo = QtWidgets.QComboBox()
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self.offset_combo.addItems([offset.value for offset in Offset])
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double_validator = QtGui.QDoubleValidator()
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double_validator.setBottom(0)
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self.price_line = QtWidgets.QLineEdit()
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self.price_line.setValidator(double_validator)
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self.volume_line = QtWidgets.QLineEdit()
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self.volume_line.setValidator(double_validator)
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for w in [
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self.name_combo,
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self.price_line,
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self.volume_line,
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self.direction_combo,
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self.offset_combo
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]:
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w.setFixedWidth(150)
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send_button = QtWidgets.QPushButton("委托")
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send_button.clicked.connect(self.send_order)
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send_button.setFixedWidth(70)
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cancel_button = QtWidgets.QPushButton("全撤")
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cancel_button.clicked.connect(self.cancel_all)
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cancel_button.setFixedWidth(70)
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hbox = QtWidgets.QHBoxLayout()
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hbox.addWidget(QtWidgets.QLabel("策略名称"))
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hbox.addWidget(self.name_combo)
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hbox.addWidget(QtWidgets.QLabel("方向"))
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hbox.addWidget(self.direction_combo)
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hbox.addWidget(QtWidgets.QLabel("开平"))
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hbox.addWidget(self.offset_combo)
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hbox.addWidget(QtWidgets.QLabel("价格"))
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hbox.addWidget(self.price_line)
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hbox.addWidget(QtWidgets.QLabel("数量"))
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hbox.addWidget(self.volume_line)
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hbox.addWidget(send_button)
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hbox.addWidget(cancel_button)
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hbox.addStretch()
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self.setLayout(hbox)
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def send_order(self):
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""""""
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name = self.name_combo.currentText()
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price_text = self.price_line.text()
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volume_text = self.volume_line.text()
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if not price_text or not volume_text:
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return
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price = float(price_text)
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volume = float(volume_text)
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direction = Direction(self.direction_combo.currentText())
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offset = Offset(self.offset_combo.currentText())
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self.portfolio_engine.send_order(
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name,
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price,
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volume,
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direction,
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offset
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)
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def cancel_all(self):
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""""""
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name = self.name_line.text()
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self.portfolio_engine.cancel_all(name)
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def update_combo(self):
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""""""
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strategy_names = list(self.portfolio_engine.strategies.keys())
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self.name_combo.clear()
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self.name_combo.addItems(strategy_names)
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class StrategyManagementWidget(QtWidgets.QWidget):
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""""""
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def __init__(
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self,
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portfolio_engine: PortfolioEngine,
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trading_widget: StrategyTradingWidget
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):
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""""""
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super().__init__()
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self.portfolio_engine = portfolio_engine
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self.trading_widget = trading_widget
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self.init_ui()
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self.update_combo()
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def init_ui(self):
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""""""
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self.name_line = QtWidgets.QLineEdit()
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self.symbol_line = QtWidgets.QLineEdit()
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self.remove_combo = QtWidgets.QComboBox()
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for w in [
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self.name_line,
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self.symbol_line,
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self.remove_combo
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]:
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w.setFixedWidth(150)
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add_button = QtWidgets.QPushButton("创建策略")
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add_button.clicked.connect(self.add_strategy)
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remove_button = QtWidgets.QPushButton("移除策略")
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remove_button.clicked.connect(self.remove_strategy)
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hbox = QtWidgets.QHBoxLayout()
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hbox.addWidget(QtWidgets.QLabel("策略名称"))
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hbox.addWidget(self.name_line)
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hbox.addWidget(QtWidgets.QLabel("交易合约"))
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hbox.addWidget(self.symbol_line)
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hbox.addWidget(add_button)
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hbox.addStretch()
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hbox.addWidget(self.remove_combo)
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hbox.addWidget(remove_button)
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self.setLayout(hbox)
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def add_strategy(self):
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""""""
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name = self.name_line.text()
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vt_symbol = self.symbol_line.text()
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if not name or not vt_symbol:
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QtWidgets.QMessageBox.information(
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self,
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"提示",
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"请输入策略名称和交易合约",
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QtWidgets.QMessageBox.Ok
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)
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result = self.portfolio_engine.add_strategy(name, vt_symbol)
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if result:
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QtWidgets.QMessageBox.information(
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self,
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"提示",
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"策略创建成功",
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QtWidgets.QMessageBox.Ok
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)
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self.update_combo()
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else:
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QtWidgets.QMessageBox.warning(
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self,
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"提示",
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"策略创建失败，存在重名或找不到合约",
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QtWidgets.QMessageBox.Ok
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)
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def remove_strategy(self):
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""""""
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name = self.remove_combo.currentText()
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if not name:
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return
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result = self.portfolio_engine.remove_strategy(name)
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if result:
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QtWidgets.QMessageBox.information(
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self,
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"提示",
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"策略移除成功",
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QtWidgets.QMessageBox.Ok
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)
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self.update_combo()
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else:
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QtWidgets.QMessageBox.warning(
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self,
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"提示",
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"策略移除失败，不存在该策略",
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QtWidgets.QMessageBox.Ok
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)
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def update_combo(self):
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""""""
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strategy_names = list(self.portfolio_engine.strategies.keys())
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self.remove_combo.clear()
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self.remove_combo.addItems(strategy_names)
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self.trading_widget.update_combo()
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