senset/vnpy
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

merge

Browse Source
This commit is contained in:
msincenselee 2015-11-13 11:39:26 +08:00
parent d7c225e9fe
commit a1050d84f6
7 changed files with 50 additions and 413 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

BIN
vn.trader/ContractData.vt
View File

Binary file not shown.

133
vn.trader/ctaEngine.py
View File

@ -6,15 +6,8 @@ from collections import OrderedDict
from eventEngine import *
from vtConstant import *
<<<<<<< HEAD
<<<<<<< HEAD
from vtGateway import VtOrderReq, VtCancelOrderReq
=======
from vtGateway import VtSubscribeReq, VtOrderReq, VtCancelOrderReq, VtLogData
>>>>>>> refs/remotes/vnpy/master
=======
from vtGateway import VtSubscribeReq, VtOrderReq, VtCancelOrderReq, VtLogData
>>>>>>> refs/remotes/vnpy/master
from ctaConstant import *
from ctaStrategies import strategyClassDict
@ -145,18 +138,10 @@ class CtaEngine(object):
self.stopOrderDict = {} # 停止单撤销后不会从本字典中删除
self.workingStopOrderDict = {} # 停止单撤销后会从本字典中删除
<<<<<<< HEAD
<<<<<<< HEAD
=======
# 注册事件监听
self.registerEvent()
>>>>>>> refs/remotes/vnpy/master
=======
# 注册事件监听
self.registerEvent()
>>>>>>> refs/remotes/vnpy/master
#----------------------------------------------------------------------
def sendOrder(self, vtSymbol, orderType, price, volume, strategy):
"""发单"""
@ -263,20 +248,11 @@ class CtaEngine(object):
del self.workingStopOrderDict[so.stopOrderID]
#----------------------------------------------------------------------
<<<<<<< HEAD
<<<<<<< HEAD
def procecssTick(self, tick):
"""处理行情推送"""
=======
def procecssTickEvent(self, event):
"""处理行情推送"""
tick = event.dict_['data']
>>>>>>> refs/remotes/vnpy/master
=======
def procecssTickEvent(self, event):
"""处理行情推送"""
tick = event.dict_['data']
>>>>>>> refs/remotes/vnpy/master
# 收到tick行情后，先处理本地停止单（检查是否要立即发出）
self.processStopOrder(tick)
@ -286,17 +262,10 @@ class CtaEngine(object):
ctaTick = CtaTickData()
d = ctaTick.__dict__
for key in d.keys():
<<<<<<< HEAD
<<<<<<< HEAD
d[key] = tick.__getattribute__(key)
=======
if key != 'datetime':
d[key] = tick.__getattribute__(key)
>>>>>>> refs/remotes/vnpy/master
=======
if key != 'datetime':
d[key] = tick.__getattribute__(key)
>>>>>>> refs/remotes/vnpy/master
# 添加datetime字段
ctaTick.datetime = datetime.strptime(' '.join([tick.date, tick.time]), '%Y%m%d %H:%M:%S.%f')
@ -306,41 +275,23 @@ class CtaEngine(object):
strategy.onTick(tick)
#----------------------------------------------------------------------
<<<<<<< HEAD
<<<<<<< HEAD
def processOrder(self, order):
"""处理委托推送"""
=======
=======
>>>>>>> refs/remotes/vnpy/master
def processOrderEvent(self, event):
"""处理委托推送"""
order = event.dict_['data']
<<<<<<< HEAD
>>>>>>> refs/remotes/vnpy/master
=======
>>>>>>> refs/remotes/vnpy/master
if order.vtOrderID in self.orderStrategyDict:
strategy = self.orderStrategyDict[order.vtOrderID]
strategy.onOrder(order)
#----------------------------------------------------------------------
<<<<<<< HEAD
<<<<<<< HEAD
def processTrade(self, trade):
"""处理成交推送"""
=======
=======
>>>>>>> refs/remotes/vnpy/master
def processTradeEvent(self, event):
"""处理成交推送"""
trade = event.dict_['data']
<<<<<<< HEAD
>>>>>>> refs/remotes/vnpy/master
=======
>>>>>>> refs/remotes/vnpy/master
if trade.vtOrderID in self.orderStrategyDict:
strategy = self.orderStrategyDict[order.vtOrderID]
strategy.onTrade(trade)
@ -348,22 +299,11 @@ class CtaEngine(object):
#----------------------------------------------------------------------
def registerEvent(self):
"""注册事件监听"""
<<<<<<< HEAD
<<<<<<< HEAD
self.eventEngine.register(EVENT_TICK, self.procecssTick)
self.eventEngine.register(EVENT_ORDER, self.processOrder)
self.eventEngine.register(EVENT_TRADE, self.processTrade)
=======
self.eventEngine.register(EVENT_TICK, self.procecssTickEvent)
self.eventEngine.register(EVENT_ORDER, self.processOrderEvent)
self.eventEngine.register(EVENT_TRADE, self.processTradeEvent)
>>>>>>> refs/remotes/vnpy/master
=======
self.eventEngine.register(EVENT_TICK, self.procecssTickEvent)
self.eventEngine.register(EVENT_ORDER, self.processOrderEvent)
self.eventEngine.register(EVENT_TRADE, self.processTradeEvent)
>>>>>>> refs/remotes/vnpy/master
#----------------------------------------------------------------------
def insertData(self, dbName, collectionName, data):
"""插入数据到数据库（这里的data可以是CtaTickData或者CtaBarData）"""
@ -418,12 +358,7 @@ class CtaEngine(object):
"""初始化策略"""
# 防止策略重名
if name not in self.strategyDict:
<<<<<<< HEAD
<<<<<<< HEAD
self.strategyDict[name] = strategyClass(self, paramDict) # 创建策略对象
=======
=======
>>>>>>> refs/remotes/vnpy/master
# 创建策略对象
strategy = strategyClass(self, name, paramDict)
self.strategyDict[name] = strategy
@ -443,10 +378,7 @@ class CtaEngine(object):
req.symbol = contract.symbol
req.exchange = contract.exchange
self.mainEngine.subscribe(req, contract.gatewayName)
<<<<<<< HEAD
>>>>>>> refs/remotes/vnpy/master
=======
>>>>>>> refs/remotes/vnpy/master
else:
self.writeCtaLog(u'存在策略对象重名：' + name)
@ -517,15 +449,8 @@ class CtaEngine(object):
break
#----------------------------------------------------------------------
<<<<<<< HEAD
<<<<<<< HEAD
def getStrategyVarialbe(self, name):
=======
def getStrategyVar(self, name):
>>>>>>> refs/remotes/vnpy/master
=======
def getStrategyVar(self, name):
>>>>>>> refs/remotes/vnpy/master
"""获取策略当前的变量字典"""
if name in self.strategyDict:
strategy = self.strategyDict[name]
@ -542,31 +467,12 @@ class CtaEngine(object):
return None
#----------------------------------------------------------------------
<<<<<<< HEAD
<<<<<<< HEAD
def getStrategyParameter(self, name):
=======
def getStrategyParam(self, name):
>>>>>>> refs/remotes/vnpy/master
=======
def getStrategyParam(self, name):
>>>>>>> refs/remotes/vnpy/master
"""获取策略的参数字典"""
if name in self.strategyDict:
strategy = self.strategyDict[name]
d = strategy.__dict__
<<<<<<< HEAD
<<<<<<< HEAD
varDict = OrderedDict()
for key in strategy.paramList:
if key in d:
varDict[key] = d[key]
return varDict
=======
=======
>>>>>>> refs/remotes/vnpy/master
paramDict = OrderedDict()
for key in strategy.paramList:
@ -574,10 +480,7 @@ class CtaEngine(object):
paramDict[key] = d[key]
return paramDict
<<<<<<< HEAD
>>>>>>> refs/remotes/vnpy/master
=======
>>>>>>> refs/remotes/vnpy/master
else:
self.writeCtaLog(u'策略对象不存在：' + name)
return None

11
vn.trader/ctaStrategies.py
View File

@ -4,18 +4,7 @@
在本文件中引入所有希望在系统中使用的策略类
'''
<<<<<<< HEAD
<<<<<<< HEAD
strategyClassDict = {}
=======
from ctaStrategyTemplate import TestStrategy
strategyClassDict = {}
strategyClassDict[u'TestStrategy'] = TestStrategy
>>>>>>> refs/remotes/vnpy/master
=======
from ctaStrategyTemplate import TestStrategy
strategyClassDict = {}
strategyClassDict[u'TestStrategy'] = TestStrategy
>>>>>>> refs/remotes/vnpy/master

47
vn.trader/ctaStrategyTemplate.py
View File

@ -1,13 +1,7 @@
# encoding: UTF-8
<<<<<<< HEAD
<<<<<<< HEAD
=======
from vtConstant import *
>>>>>>> refs/remotes/vnpy/master
=======
from vtConstant import *
>>>>>>> refs/remotes/vnpy/master
from ctaConstant import *
@ -21,17 +15,7 @@ class CtaStrategyTemplate(object):
paramList = ['vtSymbol']
# 变量列表，保存了变量的名称
<<<<<<< HEAD
<<<<<<< HEAD
varList = []
#----------------------------------------------------------------------
def __init__(self, ctaEngine, setting=None):
"""Constructor"""
self.ctaEngine = ctaEngine
=======
=======
>>>>>>> refs/remotes/vnpy/master
varList = ['trading']
#----------------------------------------------------------------------
@ -39,11 +23,7 @@ class CtaStrategyTemplate(object):
"""Constructor"""
self.ctaEngine = ctaEngine
self.name = name
<<<<<<< HEAD
>>>>>>> refs/remotes/vnpy/master
=======
>>>>>>> refs/remotes/vnpy/master
self.vtSymbol = EMPTY_STRING # 交易的合约vt系统代码
self.tickDbName = EMPTY_STRING # tick数据库名称
@ -177,26 +157,15 @@ class CtaStrategyTemplate(object):
d = self.__dict__
for key in self.paramList:
if key in setting:
<<<<<<< HEAD
<<<<<<< HEAD
d[key] = paramDict[key]
=======
d[key] = setting[key]
>>>>>>> refs/remotes/vnpy/master
=======
d[key] = setting[key]
>>>>>>> refs/remotes/vnpy/master
#----------------------------------------------------------------------
def getToday(self):
"""查询当前日期"""
return self.ctaEngine.getToday()
<<<<<<< HEAD
<<<<<<< HEAD
=======
=======
>>>>>>> refs/remotes/vnpy/master
#----------------------------------------------------------------------
def writeCtaLog(self, content):
"""记录CTA日志"""
@ -264,9 +233,3 @@ class TestStrategy(CtaStrategyTemplate):
<<<<<<< HEAD
>>>>>>> refs/remotes/vnpy/master
=======
>>>>>>> refs/remotes/vnpy/master

147
vn.trader/uiBasicWidget.py
View File

@ -27,20 +27,11 @@ class BasicCell(QtGui.QTableWidgetItem):
#----------------------------------------------------------------------
def setContent(self, text):
"""设置内容"""
<<<<<<< HEAD
<<<<<<< HEAD
self.setText(text)
=======
=======
>>>>>>> refs/remotes/vnpy/master
if text == '0' or text == '0.0':
self.setText('')
else:
self.setText(text)
<<<<<<< HEAD
>>>>>>> refs/remotes/vnpy/master
=======
>>>>>>> refs/remotes/vnpy/master
########################################################################
@ -546,12 +537,6 @@ class TradingWidget(QtGui.QFrame):
EXCHANGE_DCE,
EXCHANGE_CZCE,
EXCHANGE_SSE,
<<<<<<< HEAD
<<<<<<< HEAD
EXCHANGE_SZSE]
=======
=======
>>>>>>> refs/remotes/vnpy/master
EXCHANGE_SZSE,
EXCHANGE_SMART,
EXCHANGE_GLOBEX,
@ -566,10 +551,6 @@ class TradingWidget(QtGui.QFrame):
PRODUCT_OPTION]
gatewayList = ['']
<<<<<<< HEAD
>>>>>>> refs/remotes/vnpy/master
=======
>>>>>>> refs/remotes/vnpy/master
#----------------------------------------------------------------------
def __init__(self, mainEngine, eventEngine, dataEngine, parent=None):
@ -580,18 +561,9 @@ class TradingWidget(QtGui.QFrame):
self.dataEngine = dataEngine
self.symbol = ''
<<<<<<< HEAD
<<<<<<< HEAD
=======
# 添加交易接口
self.gatewayList.extend(mainEngine.gatewayDict.keys())
>>>>>>> refs/remotes/vnpy/master
=======
# 添加交易接口
self.gatewayList.extend(mainEngine.gatewayDict.keys())
>>>>>>> refs/remotes/vnpy/master
self.initUi()
self.connectSignal()
@ -613,18 +585,10 @@ class TradingWidget(QtGui.QFrame):
labelVolume = QtGui.QLabel(u'数量')
labelPriceType = QtGui.QLabel(u'价格类型')
labelExchange = QtGui.QLabel(u'交易所')
<<<<<<< HEAD
<<<<<<< HEAD
=======
labelCurrency = QtGui.QLabel(u'货币')
labelProductClass = QtGui.QLabel(u'产品类型')
labelGateway = QtGui.QLabel(u'交易接口')
>>>>>>> refs/remotes/vnpy/master
=======
labelCurrency = QtGui.QLabel(u'货币')
labelProductClass = QtGui.QLabel(u'产品类型')
labelGateway = QtGui.QLabel(u'交易接口')
>>>>>>> refs/remotes/vnpy/master
self.lineSymbol = QtGui.QLineEdit()
self.lineName = QtGui.QLineEdit()
@ -648,12 +612,7 @@ class TradingWidget(QtGui.QFrame):
self.comboPriceType.addItems(self.priceTypeList)
self.comboExchange = QtGui.QComboBox()
<<<<<<< HEAD
<<<<<<< HEAD
self.comboExchange.addItems(self.exchangeList)
=======
=======
>>>>>>> refs/remotes/vnpy/master
self.comboExchange.addItems(self.exchangeList)
self.comboCurrency = QtGui.QComboBox()
@ -664,10 +623,6 @@ class TradingWidget(QtGui.QFrame):
self.comboGateway = QtGui.QComboBox()
self.comboGateway.addItems(self.gatewayList)
<<<<<<< HEAD
>>>>>>> refs/remotes/vnpy/master
=======
>>>>>>> refs/remotes/vnpy/master
gridleft = QtGui.QGridLayout()
gridleft.addWidget(labelSymbol, 0, 0)
@ -678,19 +633,12 @@ class TradingWidget(QtGui.QFrame):
gridleft.addWidget(labelVolume, 5, 0)
gridleft.addWidget(labelPriceType, 6, 0)
gridleft.addWidget(labelExchange, 7, 0)
<<<<<<< HEAD
<<<<<<< HEAD
=======
=======
>>>>>>> refs/remotes/vnpy/master
gridleft.addWidget(labelCurrency, 8, 0)
gridleft.addWidget(labelProductClass, 9, 0)
gridleft.addWidget(labelGateway, 10, 0)
<<<<<<< HEAD
>>>>>>> refs/remotes/vnpy/master
=======
>>>>>>> refs/remotes/vnpy/master
gridleft.addWidget(self.lineSymbol, 0, 1)
gridleft.addWidget(self.lineName, 1, 1)
gridleft.addWidget(self.comboDirection, 2, 1)
@ -699,18 +647,9 @@ class TradingWidget(QtGui.QFrame):
gridleft.addWidget(self.spinVolume, 5, 1)
gridleft.addWidget(self.comboPriceType, 6, 1)
gridleft.addWidget(self.comboExchange, 7, 1)
<<<<<<< HEAD
<<<<<<< HEAD
=======
gridleft.addWidget(self.comboCurrency, 8, 1)
gridleft.addWidget(self.comboCurrency, 8, 1)
gridleft.addWidget(self.comboProductClass, 9, 1)
gridleft.addWidget(self.comboGateway, 10, 1)
>>>>>>> refs/remotes/vnpy/master
=======
gridleft.addWidget(self.comboCurrency, 8, 1)
gridleft.addWidget(self.comboProductClass, 9, 1)
gridleft.addWidget(self.comboGateway, 10, 1)
>>>>>>> refs/remotes/vnpy/master
# 右边部分
labelBid1 = QtGui.QLabel(u'买一')
@ -820,14 +759,7 @@ class TradingWidget(QtGui.QFrame):
#----------------------------------------------------------------------
def updateSymbol(self):
"""合约变化"""
<<<<<<< HEAD
<<<<<<< HEAD
symbol = unicode(self.lineSymbol.text())
exchange = unicode(self.comboExchange.currentText())
=======
=======
>>>>>>> refs/remotes/vnpy/master
# 读取组件数据
symbol = unicode(self.lineSymbol.text())
exchange = unicode(self.comboExchange.currentText())
@ -836,16 +768,12 @@ class TradingWidget(QtGui.QFrame):
gatewayName = unicode(self.comboGateway.currentText())
# 查询合约
<<<<<<< HEAD
>>>>>>> refs/remotes/vnpy/master
=======
>>>>>>> refs/remotes/vnpy/master
if exchange:
vtSymbol = '.'.join([symbol, exchange])
contract = self.dataEngine.getContract(vtSymbol)
else:
<<<<<<< HEAD
<<<<<<< HEAD
contract = self.dataEngine.getContract(symbol)
if contract:
@ -893,9 +821,7 @@ class TradingWidget(QtGui.QFrame):
# 更新组件当前交易的合约
self.symbol = contract.vtSymbol
=======
=======
>>>>>>> refs/remotes/vnpy/master
vtSymbol = symbol
contract = self.dataEngine.getContract(symbol)
@ -947,10 +873,6 @@ class TradingWidget(QtGui.QFrame):
# 更新组件当前交易的合约
self.symbol = vtSymbol
<<<<<<< HEAD
>>>>>>> refs/remotes/vnpy/master
=======
>>>>>>> refs/remotes/vnpy/master
#----------------------------------------------------------------------
def updateTick(self, event):
@ -985,23 +907,12 @@ class TradingWidget(QtGui.QFrame):
self.labelAskVolume5.setText(str(tick.askVolume5))
self.labelLastPrice.setText(str(tick.lastPrice))
<<<<<<< HEAD
<<<<<<< HEAD
rt = (tick.lastPrice/tick.preClosePrice)-1
self.labelReturn.setText(('%.2f' %(rt*100))+'%')
=======
=======
>>>>>>> refs/remotes/vnpy/master
if tick.preClosePrice:
rt = (tick.lastPrice/tick.preClosePrice)-1
self.labelReturn.setText(('%.2f' %(rt*100))+'%')
else:
self.labelReturn.setText('')
<<<<<<< HEAD
>>>>>>> refs/remotes/vnpy/master
=======
>>>>>>> refs/remotes/vnpy/master
#----------------------------------------------------------------------
def connectSignal(self):
@ -1011,14 +922,7 @@ class TradingWidget(QtGui.QFrame):
#----------------------------------------------------------------------
def sendOrder(self):
"""发单"""
<<<<<<< HEAD
<<<<<<< HEAD
symbol = str(self.lineSymbol.text())
exchange = str(self.comboExchange.currentText())
=======
=======
>>>>>>> refs/remotes/vnpy/master
symbol = unicode(self.lineSymbol.text())
exchange = unicode(self.comboExchange.currentText())
currency = unicode(self.comboCurrency.currentText())
@ -1026,31 +930,10 @@ class TradingWidget(QtGui.QFrame):
gatewayName = unicode(self.comboGateway.currentText())
# 查询合约
<<<<<<< HEAD
>>>>>>> refs/remotes/vnpy/master
=======
>>>>>>> refs/remotes/vnpy/master
if exchange:
vtSymbol = '.'.join([symbol, exchange])
contract = self.dataEngine.getContract(vtSymbol)
else:
<<<<<<< HEAD
<<<<<<< HEAD
contract = self.dataEngine.getContract(symbol)
if contract:
req = VtOrderReq()
req.symbol = symbol
req.exchange = contract.exchange
req.price = self.spinPrice.value()
req.volume = self.spinVolume.value()
req.direction = unicode(self.comboDirection.currentText())
req.priceType = unicode(self.comboPriceType.currentText())
req.offset = unicode(self.comboOffset.currentText())
self.mainEngine.sendOrder(req, contract.gatewayName)
=======
=======
>>>>>>> refs/remotes/vnpy/master
vtSymbol = symbol
contract = self.dataEngine.getContract(symbol)
@ -1070,11 +953,7 @@ class TradingWidget(QtGui.QFrame):
req.productClass = productClass
self.mainEngine.sendOrder(req, gatewayName)
<<<<<<< HEAD
>>>>>>> refs/remotes/vnpy/master
=======
>>>>>>> refs/remotes/vnpy/master
#----------------------------------------------------------------------
def cancelAll(self):
"""一键撤销所有委托"""

21
vn.trader/uiCtaWidget.py
View File

@ -2,11 +2,7 @@
'''CTA模块相关的GUI控制组件'''
<<<<<<< HEAD
<<<<<<< HEAD
=======
=======
>>>>>>> refs/remotes/vnpy/master
from uiBasicWidget import QtGui, QtCore, BasicCell
from eventEngine import *
@ -241,18 +237,3 @@ class CtaEngineManager(QtGui.QWidget):
self.signal.connect(self.updateCtaLog)
self.eventEngine.register(EVENT_CTA_LOG, self.signal.emit)
<<<<<<< HEAD
>>>>>>> refs/remotes/vnpy/master
=======
>>>>>>> refs/remotes/vnpy/master

104
vn.trader/uiMainWindow.py
View File

@ -3,15 +3,8 @@
import psutil
from uiBasicWidget import *
<<<<<<< HEAD
<<<<<<< HEAD
=======
from uiCtaWidget import CtaEngineManager
>>>>>>> refs/remotes/vnpy/master
=======
from uiCtaWidget import CtaEngineManager
>>>>>>> refs/remotes/vnpy/master
########################################################################
class MainWindow(QtGui.QMainWindow):
@ -85,18 +78,11 @@ class MainWindow(QtGui.QMainWindow):
connectWindAction = QtGui.QAction(u'连接Wind', self)
connectWindAction.triggered.connect(self.connectWind)
<<<<<<< HEAD
<<<<<<< HEAD
=======
connectIbAction = QtGui.QAction(u'连接IB', self)
connectIbAction.triggered.connect(self.connectIb)
>>>>>>> refs/remotes/vnpy/master
=======
connectIbAction = QtGui.QAction(u'连接IB', self)
connectIbAction.triggered.connect(self.connectIb)
>>>>>>> refs/remotes/vnpy/master
testAction = QtGui.QAction(u'测试', self)
testAction.triggered.connect(self.testSubscribe)
@ -109,18 +95,11 @@ class MainWindow(QtGui.QMainWindow):
contractAction = QtGui.QAction(u'查询合约', self)
contractAction.triggered.connect(self.openContract)
<<<<<<< HEAD
<<<<<<< HEAD
=======
ctaAction = QtGui.QAction(u'CTA策略', self)
ctaAction.triggered.connect(self.openCta)
>>>>>>> refs/remotes/vnpy/master
=======
ctaAction = QtGui.QAction(u'CTA策略', self)
ctaAction.triggered.connect(self.openCta)
>>>>>>> refs/remotes/vnpy/master
# 创建菜单
menubar = self.menuBar()
@ -128,28 +107,17 @@ class MainWindow(QtGui.QMainWindow):
sysMenu.addAction(connectCtpAction)
sysMenu.addAction(connectLtsAction)
sysMenu.addAction(connectWindAction)
<<<<<<< HEAD
<<<<<<< HEAD
=======
sysMenu.addAction(connectIbAction)
>>>>>>> refs/remotes/vnpy/master
=======
sysMenu.addAction(connectIbAction)
>>>>>>> refs/remotes/vnpy/master
sysMenu.addAction(testAction)
sysMenu.addAction(exitAction)
functionMenu = menubar.addMenu(u'功能')
functionMenu.addAction(contractAction)
<<<<<<< HEAD
<<<<<<< HEAD
=======
functionMenu.addAction(ctaAction)
>>>>>>> refs/remotes/vnpy/master
=======
functionMenu.addAction(ctaAction)
>>>>>>> refs/remotes/vnpy/master
helpMenu = menubar.addMenu(u'帮助')
helpMenu.addAction(aboutAction)
@ -198,42 +166,7 @@ class MainWindow(QtGui.QMainWindow):
self.mainEngine.connect('Wind')
#----------------------------------------------------------------------
<<<<<<< HEAD
<<<<<<< HEAD
def testSubscribe(self):
"""测试订阅"""
req = VtSubscribeReq()
req.symbol = '600000'
req.exchange = EXCHANGE_SSE
self.mainEngine.subscribe(req, 'Wind')
req = VtSubscribeReq()
req.symbol = '000062'
req.exchange = EXCHANGE_SZSE
self.mainEngine.subscribe(req, 'Wind')
req = VtSubscribeReq()
req.symbol = 'IF1511'
req.exchange = EXCHANGE_CFFEX
self.mainEngine.subscribe(req, 'Wind')
req = VtSubscribeReq()
req.symbol = 'CU1601'
req.exchange = EXCHANGE_SHFE
self.mainEngine.subscribe(req, 'Wind')
req = VtSubscribeReq()
req.symbol = 'C1601'
req.exchange = EXCHANGE_DCE
self.mainEngine.subscribe(req, 'Wind')
req = VtSubscribeReq()
req.symbol = 'SR1601'
req.exchange = EXCHANGE_CZCE
self.mainEngine.subscribe(req, 'Wind')
=======
=======
>>>>>>> refs/remotes/vnpy/master
def connectIb(self):
"""连接Ib"""
self.mainEngine.connect('IB')
@ -259,11 +192,7 @@ class MainWindow(QtGui.QMainWindow):
req.symbol = 'GE'
self.mainEngine.subscribe(req, 'IB')
<<<<<<< HEAD
>>>>>>> refs/remotes/vnpy/master
=======
>>>>>>> refs/remotes/vnpy/master
#----------------------------------------------------------------------
def openAbout(self):
"""打开关于"""
@ -281,11 +210,7 @@ class MainWindow(QtGui.QMainWindow):
except AttributeError:
self.contractM = ContractMonitor(self.mainEngine.dataEngine)
self.contractM.show()
<<<<<<< HEAD
<<<<<<< HEAD
=======
=======
>>>>>>> refs/remotes/vnpy/master
#----------------------------------------------------------------------
def openCta(self):
@ -295,11 +220,8 @@ class MainWindow(QtGui.QMainWindow):
except AttributeError:
self.ctaM = CtaEngineManager(self.mainEngine.ctaEngine, self.eventEngine)
self.ctaM.show()
<<<<<<< HEAD
>>>>>>> refs/remotes/vnpy/master
=======
>>>>>>> refs/remotes/vnpy/master
#----------------------------------------------------------------------
def closeEvent(self, event):
"""关闭事件"""