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[Mod] format code with autopep8

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This commit is contained in:
vn.py 2019-01-30 13:07:23 +08:00
parent d7c79327dc
commit a302bc93c5
15 changed files with 120 additions and 113 deletions
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3
.flake8
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@ -6,3 +6,6 @@ ignore =
W293 blank line contains whitespace
W291 trailing whitespace
[pycodestyle]
max_line_length = 79

15
.style.yapf
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@ -1,15 +0,0 @@
[style]
based_on_style = google
spaces_before_comment=2, 4
SPLIT_ARGUMENTS_WHEN_COMMA_TERMINATED = true
SPLIT_ALL_COMMA_SEPARATED_VALUES = true
SPLIT_BEFORE_BITWISE_OPERATOR = true
SPLIT_BEFORE_CLOSING_BRACKET = true
SPLIT_BEFORE_DICT_SET_GENERATOR = true
SPLIT_BEFORE_DOT = true
SPLIT_BEFORE_EXPRESSION_AFTER_OPENING_PAREN = true
SPLIT_BEFORE_FIRST_ARGUMENT = true
SPLIT_BEFORE_LOGICAL_OPERATOR = true
SPLIT_BEFORE_NAMED_ASSIGNS = true
SPLIT_COMPLEX_COMPREHENSION = true
DEDENT_CLOSING_BRACKETS = true

7
README.md
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@ -9,14 +9,15 @@ vnpy 2.0
在提交代码的时候，请遵守以下规则，以提高代码质量：
* 使用[black]格式化你的代码。运行```black .```即可。
* 使用[autopep8]格式化你的代码。运行```autopep8 --in-place --recursive . ```即可。
* 使用[pylint]检查你的代码(主要检查命名规则)，确保没有error和warning。在项目根目录下运行```pylint vnpy```即可。
* 使用[flake8]检查你的代码，确保没有error和warning。在项目根目录下运行```flake8```即可。
[yapf]:https://github.com/google/yapf
[autopep8]:https://github.com/hhatto/autopep8
[pylint]:https://github.com/PyCQA/pylint
[flake8]:https://pypi.org/project/flake8/
[提交PR]:https://help.github.com/articles/creating-a-pull-request/
[创建 Issue]:http://pylint.pycqa.org/en/latest/tutorial.html

44
binding/generator/autocxxpy/cxxparser.py
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@ -154,9 +154,9 @@ class Method(Function):
"virtual" if self.is_virtual else "",
"static" if self.is_static else "",
self.parent.name,
)
+ super().full_signature
+ (" = 0" if self.is_pure_virtual else "")
) +
super().full_signature +
(" = 0" if self.is_pure_virtual else "")
)
def __str__(self):
@ -190,9 +190,9 @@ class CXXParser:
args=self.args,
unsaved_files=self.unsaved_files,
options=(
TranslationUnit.PARSE_DETAILED_PROCESSING_RECORD
| TranslationUnit.PARSE_SKIP_FUNCTION_BODIES
| TranslationUnit.PARSE_INCLUDE_BRIEF_COMMENTS_IN_CODE_COMPLETION
TranslationUnit.PARSE_DETAILED_PROCESSING_RECORD |
TranslationUnit.PARSE_SKIP_FUNCTION_BODIES |
TranslationUnit.PARSE_INCLUDE_BRIEF_COMMENTS_IN_CODE_COMPLETION
),
)
result = CXXParseResult()
@ -205,8 +205,8 @@ class CXXParser:
e = CXXParser._process_enum(c)
result.enums[e.name] = e
elif (
c.kind == CursorKind.CLASS_DECL
or c.kind == CursorKind.STRUCT_DECL
c.kind == CursorKind.CLASS_DECL or
c.kind == CursorKind.STRUCT_DECL
):
class_ = CXXParser._process_class(c)
cname = class_.name
@ -222,30 +222,30 @@ class CXXParser:
name, definition = CXXParser._process_macro_definition(c)
result.macros[name] = definition
elif (
False
or c.kind == CursorKind.ENUM_CONSTANT_DECL
or c.kind == CursorKind.CXX_METHOD
or c.kind == CursorKind.CXX_FINAL_ATTR
or c.kind == CursorKind.DESTRUCTOR
or c.kind == CursorKind.PARM_DECL
or c.kind == CursorKind.CXX_ACCESS_SPEC_DECL
or c.kind == CursorKind.FIELD_DECL
False or
c.kind == CursorKind.ENUM_CONSTANT_DECL or
c.kind == CursorKind.CXX_METHOD or
c.kind == CursorKind.CXX_FINAL_ATTR or
c.kind == CursorKind.DESTRUCTOR or
c.kind == CursorKind.PARM_DECL or
c.kind == CursorKind.CXX_ACCESS_SPEC_DECL or
c.kind == CursorKind.FIELD_DECL
):
pass
elif c.kind == CursorKind.COMPOUND_STMT:
# ignore any body
pass
elif (
CXXParser._is_literal_cursor(c)
or c.kind == CursorKind.MACRO_INSTANTIATION
or c.kind == CursorKind.INCLUSION_DIRECTIVE
CXXParser._is_literal_cursor(c) or
c.kind == CursorKind.MACRO_INSTANTIATION or
c.kind == CursorKind.INCLUSION_DIRECTIVE
):
# just not need to process
pass
elif (
c.kind == CursorKind.TYPE_REF
or c.kind == CursorKind.UNEXPOSED_EXPR
or c.kind == CursorKind.TRANSLATION_UNIT
c.kind == CursorKind.TYPE_REF or
c.kind == CursorKind.UNEXPOSED_EXPR or
c.kind == CursorKind.TRANSLATION_UNIT
):
# i don't know what those are
pass

7
binding/generator/autocxxpy/preprocessor.py
View File

@ -71,7 +71,8 @@ class PreprocessedClass(Class):
default_factory=(lambda: defaultdict(list))
)
need_wrap: bool = False # if need_wrap is true, wrap this to dict
is_pure_virtual: bool = False # generator will not assign python constructor for pure virtual
# generator will not assign python constructor for pure virtual
is_pure_virtual: bool = False
class PreProcessorResult:
@ -158,8 +159,8 @@ class PreProcessor:
# array of basic type, such as int[], char[]
if (
is_array_type(basic_combination)
and array_base(basic_combination) in base_types
is_array_type(basic_combination) and
array_base(basic_combination) in base_types
):
return True

2
vnpy/api/rest/rest_client.py
View File

@ -78,7 +78,7 @@ class Request(object):
class RestClient(object):
"""
HTTP Client designed for all sorts of trading RESTFul API.
* Reimplement before_request function to add signature function.
* Reimplement on_failed function to handle Non-2xx responses.
* Use on_failed parameter in add_request function for individual Non-2xx response handling.

6
vnpy/api/websocket/websocket_client.py
View File

@ -14,7 +14,7 @@ import websocket
class WebsocketClient(object):
"""
Websocket API
After creating the client object, use start() to run worker and ping threads.
The worker thread connects websocket automatically.
@ -28,7 +28,7 @@ class WebsocketClient(object):
* on_disconnected
* on_packet
* on_error
After start() is called, the ping thread will ping server every 60 seconds.
"""
@ -76,7 +76,7 @@ class WebsocketClient(object):
def stop(self):
"""
Stop the client.
This function cannot be called from worker thread or callback function.
"""
self._active = False

67
vnpy/app/cta_strategy/backtesting.py
View File

@ -62,7 +62,7 @@ class OptimizationSetting:
value += step
self.params[name] = value_list
def set_target(self, target: str):
""""""
self.target = target
@ -77,7 +77,7 @@ class OptimizationSetting:
for p in products:
setting = dict(zip(keys, p))
settings.append(setting)
return settings
@ -179,7 +179,7 @@ class BacktestingEngine:
if capital:
self.capital = capital
if end:
self.end = end
@ -201,10 +201,10 @@ class BacktestingEngine:
s = (
DbBarData.select()
.where(
(DbBarData.vt_symbol == self.vt_symbol)
& (DbBarData.interval == self.interval)
& (DbBarData.datetime >= self.start)
& (DbBarData.datetime <= self.end)
(DbBarData.vt_symbol == self.vt_symbol) &
(DbBarData.interval == self.interval) &
(DbBarData.datetime >= self.start) &
(DbBarData.datetime <= self.end)
)
.order_by(DbBarData.datetime)
)
@ -212,9 +212,9 @@ class BacktestingEngine:
s = (
DbTickData.select()
.where(
(DbTickData.vt_symbol == self.vt_symbol)
& (DbTickData.datetime >= self.start)
& (DbTickData.datetime <= self.end)
(DbTickData.vt_symbol == self.vt_symbol) &
(DbTickData.datetime >= self.start) &
(DbTickData.datetime <= self.end)
)
.order_by(DbTickData.datetime)
)
@ -307,7 +307,8 @@ class BacktestingEngine:
0
)
df["highlevel"] = (
df["balance"].rolling(min_periods=1, window=len(df), center=False).max()
df["balance"].rolling(
min_periods=1, window=len(df), center=False).max()
)
df["drawdown"] = df["balance"] - df["highlevel"]
df["ddpercent"] = df["drawdown"] / df["highlevel"] * 100
@ -435,7 +436,7 @@ class BacktestingEngine:
df["net_pnl"].hist(bins=50)
plt.show()
def run_optimization(self, optimization_setting: OptimizationSetting):
""""""
# Get optimization setting and target
@ -445,7 +446,7 @@ class BacktestingEngine:
if not settings:
self.output("优化参数组合为空，请检查")
return
if not target_name:
self.output("优化目标为设置，请检查")
return
@ -456,10 +457,10 @@ class BacktestingEngine:
results = []
for setting in settings:
result = (pool.apply_async(optimize, (
target_name,
self.strategy_class,
setting,
self.vt_symbol,
target_name,
self.strategy_class,
setting,
self.vt_symbol,
self.interval,
self.start,
self.rate,
@ -540,15 +541,15 @@ class BacktestingEngine:
# Check whether limit orders can be filled.
long_cross = (
order.direction == Direction.LONG
and order.price >= long_cross_price
and long_cross_price > 0
order.direction == Direction.LONG and
order.price >= long_cross_price and
long_cross_price > 0
)
short_cross = (
order.direction == Direction.SHORT
and order.price <= short_cross_price
and short_cross_price > 0
order.direction == Direction.SHORT and
order.price <= short_cross_price and
short_cross_price > 0
)
if not long_cross and not short_cross:
@ -608,13 +609,13 @@ class BacktestingEngine:
for stop_order in list(self.active_stop_orders.values()):
# Check whether stop order can be triggered.
long_cross = (
stop_order.direction == Direction.LONG
and stop_order.price <= long_cross_price
stop_order.direction == Direction.LONG and
stop_order.price <= long_cross_price
)
short_cross = (
stop_order.direction == Direction.SHORT
and stop_order.price >= short_cross_price
stop_order.direction == Direction.SHORT and
stop_order.price >= short_cross_price
)
if not long_cross and not short_cross:
@ -848,7 +849,8 @@ class DailyResult:
# Holding pnl is the pnl from holding position at day start
self.start_pos = start_pos
self.end_pos = start_pos
self.holding_pnl = self.start_pos * (self.close_price - self.pre_close) * size
self.holding_pnl = self.start_pos * \
(self.close_price - self.pre_close) * size
# Trading pnl is the pnl from new trade during the day
self.trade_count = len(self.trades)
@ -861,7 +863,8 @@ class DailyResult:
turnover = trade.price * trade.volume * size
self.trading_pnl += pos_change * (self.close_price - trade.price) * size
self.trading_pnl += pos_change * \
(self.close_price - trade.price) * size
self.end_pos += pos_change
self.turnover += turnover
self.commission += turnover * rate
@ -874,7 +877,7 @@ class DailyResult:
def optimize(
target_name: str,
strategy_class: CtaTemplate,
strategy_class: CtaTemplate,
setting: dict,
vt_symbol: str,
interval: Interval,
@ -903,12 +906,12 @@ def optimize(
end=end,
mode=mode
)
engine.add_strategy(strategy_class, setting)
engine.load_data()
engine.run_backtesting()
engine.calculate_result()
statistics = engine.calculate_statistics()
target_value = statistics[target_name]
return (str(setting), target_value, statistics)

2
vnpy/app/cta_strategy/ui/widget.py
View File

@ -68,8 +68,6 @@ class CtaManager(QtWidgets.QWidget):
scroll_area.setWidgetResizable(True)
scroll_area.setWidget(scroll_widget)
# bottom_height = 300
self.log_monitor = LogMonitor(self.main_engine, self.event_engine)
self.stop_order_monitor = StopOrderMonitor(

2
vnpy/event/engine.py
View File

@ -65,7 +65,7 @@ class EventEngine:
"""
First ditribute event to those handlers registered listening
to this type.
Then distrubute event to those general handlers which listens
to all types.
"""

15
vnpy/gateway/bitmex/bitmex_gateway.py
View File

@ -86,7 +86,8 @@ class BitmexGateway(BaseGateway):
proxy_host = setting["proxy_host"]
proxy_port = setting["proxy_port"]
self.rest_api.connect(key, secret, session, server, proxy_host, proxy_port)
self.rest_api.connect(key, secret, session,
server, proxy_host, proxy_port)
self.ws_api.connect(key, secret, server, proxy_host, proxy_port)
@ -407,7 +408,8 @@ class BitmexWebsocketApi(WebsocketClient):
msg = f"触发异常，状态码：{exception_type}，信息：{exception_value}"
self.gateway.write_log(msg)
sys.stderr.write(self.exception_detail(exception_type, exception_value, tb))
sys.stderr.write(self.exception_detail(
exception_type, exception_value, tb))
def authenticate(self):
"""
@ -450,7 +452,8 @@ class BitmexWebsocketApi(WebsocketClient):
return
tick.last_price = d["price"]
tick.datetime = datetime.strptime(d["timestamp"], "%Y-%m-%dT%H:%M:%S.%fZ")
tick.datetime = datetime.strptime(
d["timestamp"], "%Y-%m-%dT%H:%M:%S.%fZ")
self.gateway.on_tick(copy(tick))
def on_depth(self, d):
@ -470,7 +473,8 @@ class BitmexWebsocketApi(WebsocketClient):
tick.__setattr__("ask_price_%s" % (n + 1), price)
tick.__setattr__("ask_volume_%s" % (n + 1), volume)
tick.datetime = datetime.strptime(d["timestamp"], "%Y-%m-%dT%H:%M:%S.%fZ")
tick.datetime = datetime.strptime(
d["timestamp"], "%Y-%m-%dT%H:%M:%S.%fZ")
self.gateway.on_tick(copy(tick))
def on_trade(self, d):
@ -552,7 +556,8 @@ class BitmexWebsocketApi(WebsocketClient):
accountid = str(d["account"])
account = self.accounts.get(accountid, None)
if not account:
account = AccountData(accountid=accountid, gateway_name=self.gateway_name)
account = AccountData(accountid=accountid,
gateway_name=self.gateway_name)
self.accounts[accountid] = account
account.balance = d.get("marginBalance", account.balance)

6
vnpy/gateway/futu/futu_gateway.py
View File

@ -322,7 +322,8 @@ class FutuGateway(BaseGateway):
account = AccountData(
accountid=f"{self.gateway_name}_{self.market}",
balance=float(row["total_assets"]),
frozen=(float(row["total_assets"]) - float(row["avl_withdrawal_cash"])),
frozen=(float(row["total_assets"]) -
float(row["avl_withdrawal_cash"])),
gateway_name=self.gateway_name,
)
self.on_account(account)
@ -412,7 +413,8 @@ class FutuGateway(BaseGateway):
date = row["data_date"].replace("-", "")
time = row["data_time"]
tick.datetime = datetime.strptime(f"{date} {time}", "%Y%m%d %H:%M:%S")
tick.datetime = datetime.strptime(
f"{date} {time}", "%Y%m%d %H:%M:%S")
tick.open_price = row["open_price"]
tick.high_price = row["high_price"]
tick.low_price = row["low_price"]

11
vnpy/trader/constant.py
View File

@ -9,7 +9,6 @@ class Direction(Enum):
"""
Direction of order/trade/position.
"""
LONG = "多"
SHORT = "空"
NET = "净"
@ -19,7 +18,6 @@ class Offset(Enum):
"""
Offset of order/trade.
"""
NONE = ""
OPEN = "开"
CLOSE = "平"
@ -31,7 +29,6 @@ class Status(Enum):
"""
Order status.
"""
SUBMITTING = "提交中"
NOTTRADED = "未成交"
PARTTRADED = "部分成交"
@ -44,7 +41,6 @@ class Product(Enum):
"""
Product class.
"""
EQUITY = "股票"
FUTURES = "期货"
OPTION = "期权"
@ -60,7 +56,6 @@ class PriceType(Enum):
"""
Order price type.
"""
LIMIT = "限价"
MARKET = "市价"
FAK = "FAK"
@ -71,7 +66,6 @@ class OptionType(Enum):
"""
Option type.
"""
CALL = "看涨期权"
PUT = "看跌期权"
@ -80,7 +74,6 @@ class Exchange(Enum):
"""
Exchange.
"""
# Chinese
CFFEX = "CFFEX"
SHFE = "SHFE"
@ -109,13 +102,15 @@ class Currency(Enum):
"""
Currency.
"""
USD = "USD"
HKD = "HKD"
CNY = "CNY"
class Interval(Enum):
"""
Interval of bar data.
"""
MINUTE = "1m"
HOUR = "1h"
DAILY = "d"

42
vnpy/trader/ui/widget.py
View File

@ -304,7 +304,8 @@ class BaseMonitor(QtWidgets.QTableWidget):
"""
Save table data into a csv file
"""
path, _ = QtWidgets.QFileDialog.getSaveFileName(self, "保存数据", "", "CSV(*.csv)")
path, _ = QtWidgets.QFileDialog.getSaveFileName(
self, "保存数据", "", "CSV(*.csv)")
if not path:
return
@ -499,7 +500,8 @@ class ConnectDialog(QtWidgets.QDialog):
self.setWindowTitle(f"连接{self.gateway_name}")
# Default setting provides field name, field data type and field default value.
default_setting = self.main_engine.get_default_setting(self.gateway_name)
default_setting = self.main_engine.get_default_setting(
self.gateway_name)
# Saved setting provides field data used last time.
loaded_setting = load_setting(self.filename)
@ -588,13 +590,15 @@ class TradingWidget(QtWidgets.QWidget):
self.name_line.setReadOnly(True)
self.direction_combo = QtWidgets.QComboBox()
self.direction_combo.addItems([Direction.LONG.value, Direction.SHORT.value])
self.direction_combo.addItems(
[Direction.LONG.value, Direction.SHORT.value])
self.offset_combo = QtWidgets.QComboBox()
self.offset_combo.addItems([offset.value for offset in Offset])
self.price_type_combo = QtWidgets.QComboBox()
self.price_type_combo.addItems([price_type.value for price_type in PriceType])
self.price_type_combo.addItems(
[price_type.value for price_type in PriceType])
double_validator = QtGui.QDoubleValidator()
double_validator.setBottom(0)
@ -637,11 +641,16 @@ class TradingWidget(QtWidgets.QWidget):
self.bp4_label = self.create_label(bid_color)
self.bp5_label = self.create_label(bid_color)
self.bv1_label = self.create_label(bid_color, alignment=QtCore.Qt.AlignRight)
self.bv2_label = self.create_label(bid_color, alignment=QtCore.Qt.AlignRight)
self.bv3_label = self.create_label(bid_color, alignment=QtCore.Qt.AlignRight)
self.bv4_label = self.create_label(bid_color, alignment=QtCore.Qt.AlignRight)
self.bv5_label = self.create_label(bid_color, alignment=QtCore.Qt.AlignRight)
self.bv1_label = self.create_label(
bid_color, alignment=QtCore.Qt.AlignRight)
self.bv2_label = self.create_label(
bid_color, alignment=QtCore.Qt.AlignRight)
self.bv3_label = self.create_label(
bid_color, alignment=QtCore.Qt.AlignRight)
self.bv4_label = self.create_label(
bid_color, alignment=QtCore.Qt.AlignRight)
self.bv5_label = self.create_label(
bid_color, alignment=QtCore.Qt.AlignRight)
self.ap1_label = self.create_label(ask_color)
self.ap2_label = self.create_label(ask_color)
@ -649,11 +658,16 @@ class TradingWidget(QtWidgets.QWidget):
self.ap4_label = self.create_label(ask_color)
self.ap5_label = self.create_label(ask_color)
self.av1_label = self.create_label(ask_color, alignment=QtCore.Qt.AlignRight)
self.av2_label = self.create_label(ask_color, alignment=QtCore.Qt.AlignRight)
self.av3_label = self.create_label(ask_color, alignment=QtCore.Qt.AlignRight)
self.av4_label = self.create_label(ask_color, alignment=QtCore.Qt.AlignRight)
self.av5_label = self.create_label(ask_color, alignment=QtCore.Qt.AlignRight)
self.av1_label = self.create_label(
ask_color, alignment=QtCore.Qt.AlignRight)
self.av2_label = self.create_label(
ask_color, alignment=QtCore.Qt.AlignRight)
self.av3_label = self.create_label(
ask_color, alignment=QtCore.Qt.AlignRight)
self.av4_label = self.create_label(
ask_color, alignment=QtCore.Qt.AlignRight)
self.av5_label = self.create_label(
ask_color, alignment=QtCore.Qt.AlignRight)
self.lp_label = self.create_label()
self.return_label = self.create_label(alignment=QtCore.Qt.AlignRight)

4
vnpy/trader/utility.py
View File

@ -15,10 +15,10 @@ from .object import BarData, TickData
class Singleton(type):
"""
Singleton metaclass,
class A:
__metaclass__ = Singleton
"""
_instances = {}