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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 W293 blank line contains whitespace
W291 trailing 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： 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[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。 * 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 [pylint]:https://github.com/PyCQA/pylint
[flake8]:https://pypi.org/project/flake8/
[提交PR]:https://help.github.com/articles/creating-a-pull-request/ [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 "", "virtual" if self.is_virtual else "",
"static" if self.is_static else "", "static" if self.is_static else "",
self.parent.name, self.parent.name,
) ) +
+ super().full_signature super().full_signature +
+ (" = 0" if self.is_pure_virtual else "") (" = 0" if self.is_pure_virtual else "")
) )
def __str__(self): def __str__(self):
@ -190,9 +190,9 @@ class CXXParser:
args=self.args, args=self.args,
unsaved_files=self.unsaved_files, unsaved_files=self.unsaved_files,
options=( options=(
TranslationUnit.PARSE_DETAILED_PROCESSING_RECORD TranslationUnit.PARSE_DETAILED_PROCESSING_RECORD |
| TranslationUnit.PARSE_SKIP_FUNCTION_BODIES TranslationUnit.PARSE_SKIP_FUNCTION_BODIES |
| TranslationUnit.PARSE_INCLUDE_BRIEF_COMMENTS_IN_CODE_COMPLETION TranslationUnit.PARSE_INCLUDE_BRIEF_COMMENTS_IN_CODE_COMPLETION
), ),
) )
result = CXXParseResult() result = CXXParseResult()
@ -205,8 +205,8 @@ class CXXParser:
e = CXXParser._process_enum(c) e = CXXParser._process_enum(c)
result.enums[e.name] = e result.enums[e.name] = e
elif ( elif (
c.kind == CursorKind.CLASS_DECL c.kind == CursorKind.CLASS_DECL or
or c.kind == CursorKind.STRUCT_DECL c.kind == CursorKind.STRUCT_DECL
): ):
class_ = CXXParser._process_class(c) class_ = CXXParser._process_class(c)
cname = class_.name cname = class_.name
@ -222,30 +222,30 @@ class CXXParser:
name, definition = CXXParser._process_macro_definition(c) name, definition = CXXParser._process_macro_definition(c)
result.macros[name] = definition result.macros[name] = definition
elif ( elif (
False False or
or c.kind == CursorKind.ENUM_CONSTANT_DECL c.kind == CursorKind.ENUM_CONSTANT_DECL or
or c.kind == CursorKind.CXX_METHOD c.kind == CursorKind.CXX_METHOD or
or c.kind == CursorKind.CXX_FINAL_ATTR c.kind == CursorKind.CXX_FINAL_ATTR or
or c.kind == CursorKind.DESTRUCTOR c.kind == CursorKind.DESTRUCTOR or
or c.kind == CursorKind.PARM_DECL c.kind == CursorKind.PARM_DECL or
or c.kind == CursorKind.CXX_ACCESS_SPEC_DECL c.kind == CursorKind.CXX_ACCESS_SPEC_DECL or
or c.kind == CursorKind.FIELD_DECL c.kind == CursorKind.FIELD_DECL
): ):
pass pass
elif c.kind == CursorKind.COMPOUND_STMT: elif c.kind == CursorKind.COMPOUND_STMT:
# ignore any body # ignore any body
pass pass
elif ( elif (
CXXParser._is_literal_cursor(c) CXXParser._is_literal_cursor(c) or
or c.kind == CursorKind.MACRO_INSTANTIATION c.kind == CursorKind.MACRO_INSTANTIATION or
or c.kind == CursorKind.INCLUSION_DIRECTIVE c.kind == CursorKind.INCLUSION_DIRECTIVE
): ):
# just not need to process # just not need to process
pass pass
elif ( elif (
c.kind == CursorKind.TYPE_REF c.kind == CursorKind.TYPE_REF or
or c.kind == CursorKind.UNEXPOSED_EXPR c.kind == CursorKind.UNEXPOSED_EXPR or
or c.kind == CursorKind.TRANSLATION_UNIT c.kind == CursorKind.TRANSLATION_UNIT
): ):
# i don't know what those are # i don't know what those are
pass pass

7
binding/generator/autocxxpy/preprocessor.py
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@ -71,7 +71,8 @@ class PreprocessedClass(Class):
default_factory=(lambda: defaultdict(list)) default_factory=(lambda: defaultdict(list))
) )
need_wrap: bool = False # if need_wrap is true, wrap this to dict 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: class PreProcessorResult:
@ -158,8 +159,8 @@ class PreProcessor:
# array of basic type, such as int[], char[] # array of basic type, such as int[], char[]
if ( if (
is_array_type(basic_combination) is_array_type(basic_combination) and
and array_base(basic_combination) in base_types array_base(basic_combination) in base_types
): ):
return True return True

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

6
vnpy/api/websocket/websocket_client.py
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@ -14,7 +14,7 @@ import websocket
class WebsocketClient(object): class WebsocketClient(object):
""" """
Websocket API Websocket API
After creating the client object, use start() to run worker and ping threads. After creating the client object, use start() to run worker and ping threads.
The worker thread connects websocket automatically. The worker thread connects websocket automatically.
@ -28,7 +28,7 @@ class WebsocketClient(object):
* on_disconnected * on_disconnected
* on_packet * on_packet
* on_error * on_error
After start() is called, the ping thread will ping server every 60 seconds. After start() is called, the ping thread will ping server every 60 seconds.
""" """
@ -76,7 +76,7 @@ class WebsocketClient(object):
def stop(self): def stop(self):
""" """
Stop the client. Stop the client.
This function cannot be called from worker thread or callback function. This function cannot be called from worker thread or callback function.
""" """
self._active = False self._active = False

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

@ -62,7 +62,7 @@ class OptimizationSetting:
value += step value += step
self.params[name] = value_list self.params[name] = value_list
def set_target(self, target: str): def set_target(self, target: str):
"""""" """"""
self.target = target self.target = target
@ -77,7 +77,7 @@ class OptimizationSetting:
for p in products: for p in products:
setting = dict(zip(keys, p)) setting = dict(zip(keys, p))
settings.append(setting) settings.append(setting)
return settings return settings
@ -179,7 +179,7 @@ class BacktestingEngine:
if capital: if capital:
self.capital = capital self.capital = capital
if end: if end:
self.end = end self.end = end
@ -201,10 +201,10 @@ class BacktestingEngine:
s = ( s = (
DbBarData.select() DbBarData.select()
.where( .where(
(DbBarData.vt_symbol == self.vt_symbol) (DbBarData.vt_symbol == self.vt_symbol) &
& (DbBarData.interval == self.interval) (DbBarData.interval == self.interval) &
& (DbBarData.datetime >= self.start) (DbBarData.datetime >= self.start) &
& (DbBarData.datetime <= self.end) (DbBarData.datetime <= self.end)
) )
.order_by(DbBarData.datetime) .order_by(DbBarData.datetime)
) )
@ -212,9 +212,9 @@ class BacktestingEngine:
s = ( s = (
DbTickData.select() DbTickData.select()
.where( .where(
(DbTickData.vt_symbol == self.vt_symbol) (DbTickData.vt_symbol == self.vt_symbol) &
& (DbTickData.datetime >= self.start) (DbTickData.datetime >= self.start) &
& (DbTickData.datetime <= self.end) (DbTickData.datetime <= self.end)
) )
.order_by(DbTickData.datetime) .order_by(DbTickData.datetime)
) )
@ -307,7 +307,8 @@ class BacktestingEngine:
0 0
) )
df["highlevel"] = ( 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["drawdown"] = df["balance"] - df["highlevel"]
df["ddpercent"] = df["drawdown"] / df["highlevel"] * 100 df["ddpercent"] = df["drawdown"] / df["highlevel"] * 100
@ -435,7 +436,7 @@ class BacktestingEngine:
df["net_pnl"].hist(bins=50) df["net_pnl"].hist(bins=50)
plt.show() plt.show()
def run_optimization(self, optimization_setting: OptimizationSetting): def run_optimization(self, optimization_setting: OptimizationSetting):
"""""" """"""
# Get optimization setting and target # Get optimization setting and target
@ -445,7 +446,7 @@ class BacktestingEngine:
if not settings: if not settings:
self.output("优化参数组合为空，请检查") self.output("优化参数组合为空，请检查")
return return
if not target_name: if not target_name:
self.output("优化目标为设置，请检查") self.output("优化目标为设置，请检查")
return return
@ -456,10 +457,10 @@ class BacktestingEngine:
results = [] results = []
for setting in settings: for setting in settings:
result = (pool.apply_async(optimize, ( result = (pool.apply_async(optimize, (
target_name, target_name,
self.strategy_class, self.strategy_class,
setting, setting,
self.vt_symbol, self.vt_symbol,
self.interval, self.interval,
self.start, self.start,
self.rate, self.rate,
@ -540,15 +541,15 @@ class BacktestingEngine:
# Check whether limit orders can be filled. # Check whether limit orders can be filled.
long_cross = ( long_cross = (
order.direction == Direction.LONG order.direction == Direction.LONG and
and order.price >= long_cross_price order.price >= long_cross_price and
and long_cross_price > 0 long_cross_price > 0
) )
short_cross = ( short_cross = (
order.direction == Direction.SHORT order.direction == Direction.SHORT and
and order.price <= short_cross_price order.price <= short_cross_price and
and short_cross_price > 0 short_cross_price > 0
) )
if not long_cross and not short_cross: if not long_cross and not short_cross:
@ -608,13 +609,13 @@ class BacktestingEngine:
for stop_order in list(self.active_stop_orders.values()): for stop_order in list(self.active_stop_orders.values()):
# Check whether stop order can be triggered. # Check whether stop order can be triggered.
long_cross = ( long_cross = (
stop_order.direction == Direction.LONG stop_order.direction == Direction.LONG and
and stop_order.price <= long_cross_price stop_order.price <= long_cross_price
) )
short_cross = ( short_cross = (
stop_order.direction == Direction.SHORT stop_order.direction == Direction.SHORT and
and stop_order.price >= short_cross_price stop_order.price >= short_cross_price
) )
if not long_cross and not short_cross: 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 # Holding pnl is the pnl from holding position at day start
self.start_pos = start_pos self.start_pos = start_pos
self.end_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 # Trading pnl is the pnl from new trade during the day
self.trade_count = len(self.trades) self.trade_count = len(self.trades)
@ -861,7 +863,8 @@ class DailyResult:
turnover = trade.price * trade.volume * size 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.end_pos += pos_change
self.turnover += turnover self.turnover += turnover
self.commission += turnover * rate self.commission += turnover * rate
@ -874,7 +877,7 @@ class DailyResult:
def optimize( def optimize(
target_name: str, target_name: str,
strategy_class: CtaTemplate, strategy_class: CtaTemplate,
setting: dict, setting: dict,
vt_symbol: str, vt_symbol: str,
interval: Interval, interval: Interval,
@ -903,12 +906,12 @@ def optimize(
end=end, end=end,
mode=mode mode=mode
) )
engine.add_strategy(strategy_class, setting) engine.add_strategy(strategy_class, setting)
engine.load_data() engine.load_data()
engine.run_backtesting() engine.run_backtesting()
engine.calculate_result() engine.calculate_result()
statistics = engine.calculate_statistics() statistics = engine.calculate_statistics()
target_value = statistics[target_name] target_value = statistics[target_name]
return (str(setting), target_value, statistics) 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.setWidgetResizable(True)
scroll_area.setWidget(scroll_widget) scroll_area.setWidget(scroll_widget)
# bottom_height = 300
self.log_monitor = LogMonitor(self.main_engine, self.event_engine) self.log_monitor = LogMonitor(self.main_engine, self.event_engine)
self.stop_order_monitor = StopOrderMonitor( 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 First ditribute event to those handlers registered listening
to this type. to this type.
Then distrubute event to those general handlers which listens Then distrubute event to those general handlers which listens
to all types. 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_host = setting["proxy_host"]
proxy_port = setting["proxy_port"] 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) 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}" msg = f"触发异常，状态码：{exception_type}，信息：{exception_value}"
self.gateway.write_log(msg) 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): def authenticate(self):
""" """
@ -450,7 +452,8 @@ class BitmexWebsocketApi(WebsocketClient):
return return
tick.last_price = d["price"] 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)) self.gateway.on_tick(copy(tick))
def on_depth(self, d): def on_depth(self, d):
@ -470,7 +473,8 @@ class BitmexWebsocketApi(WebsocketClient):
tick.__setattr__("ask_price_%s" % (n + 1), price) tick.__setattr__("ask_price_%s" % (n + 1), price)
tick.__setattr__("ask_volume_%s" % (n + 1), volume) 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)) self.gateway.on_tick(copy(tick))
def on_trade(self, d): def on_trade(self, d):
@ -552,7 +556,8 @@ class BitmexWebsocketApi(WebsocketClient):
accountid = str(d["account"]) accountid = str(d["account"])
account = self.accounts.get(accountid, None) account = self.accounts.get(accountid, None)
if not account: 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 self.accounts[accountid] = account
account.balance = d.get("marginBalance", account.balance) 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( account = AccountData(
accountid=f"{self.gateway_name}_{self.market}", accountid=f"{self.gateway_name}_{self.market}",
balance=float(row["total_assets"]), 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, gateway_name=self.gateway_name,
) )
self.on_account(account) self.on_account(account)
@ -412,7 +413,8 @@ class FutuGateway(BaseGateway):
date = row["data_date"].replace("-", "") date = row["data_date"].replace("-", "")
time = row["data_time"] 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.open_price = row["open_price"]
tick.high_price = row["high_price"] tick.high_price = row["high_price"]
tick.low_price = row["low_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. Direction of order/trade/position.
""" """
LONG = "多" LONG = "多"
SHORT = "空" SHORT = "空"
NET = "净" NET = "净"
@ -19,7 +18,6 @@ class Offset(Enum):
""" """
Offset of order/trade. Offset of order/trade.
""" """
NONE = "" NONE = ""
OPEN = "开" OPEN = "开"
CLOSE = "平" CLOSE = "平"
@ -31,7 +29,6 @@ class Status(Enum):
""" """
Order status. Order status.
""" """
SUBMITTING = "提交中" SUBMITTING = "提交中"
NOTTRADED = "未成交" NOTTRADED = "未成交"
PARTTRADED = "部分成交" PARTTRADED = "部分成交"
@ -44,7 +41,6 @@ class Product(Enum):
""" """
Product class. Product class.
""" """
EQUITY = "股票" EQUITY = "股票"
FUTURES = "期货" FUTURES = "期货"
OPTION = "期权" OPTION = "期权"
@ -60,7 +56,6 @@ class PriceType(Enum):
""" """
Order price type. Order price type.
""" """
LIMIT = "限价" LIMIT = "限价"
MARKET = "市价" MARKET = "市价"
FAK = "FAK" FAK = "FAK"
@ -71,7 +66,6 @@ class OptionType(Enum):
""" """
Option type. Option type.
""" """
CALL = "看涨期权" CALL = "看涨期权"
PUT = "看跌期权" PUT = "看跌期权"
@ -80,7 +74,6 @@ class Exchange(Enum):
""" """
Exchange. Exchange.
""" """
# Chinese # Chinese
CFFEX = "CFFEX" CFFEX = "CFFEX"
SHFE = "SHFE" SHFE = "SHFE"
@ -109,13 +102,15 @@ class Currency(Enum):
""" """
Currency. Currency.
""" """
USD = "USD" USD = "USD"
HKD = "HKD" HKD = "HKD"
CNY = "CNY" CNY = "CNY"
class Interval(Enum): class Interval(Enum):
"""
Interval of bar data.
"""
MINUTE = "1m" MINUTE = "1m"
HOUR = "1h" HOUR = "1h"
DAILY = "d" 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 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: if not path:
return return
@ -499,7 +500,8 @@ class ConnectDialog(QtWidgets.QDialog):
self.setWindowTitle(f"连接{self.gateway_name}") self.setWindowTitle(f"连接{self.gateway_name}")
# Default setting provides field name, field data type and field default value. # 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. # Saved setting provides field data used last time.
loaded_setting = load_setting(self.filename) loaded_setting = load_setting(self.filename)
@ -588,13 +590,15 @@ class TradingWidget(QtWidgets.QWidget):
self.name_line.setReadOnly(True) self.name_line.setReadOnly(True)
self.direction_combo = QtWidgets.QComboBox() 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 = QtWidgets.QComboBox()
self.offset_combo.addItems([offset.value for offset in Offset]) self.offset_combo.addItems([offset.value for offset in Offset])
self.price_type_combo = QtWidgets.QComboBox() 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 = QtGui.QDoubleValidator()
double_validator.setBottom(0) double_validator.setBottom(0)
@ -637,11 +641,16 @@ class TradingWidget(QtWidgets.QWidget):
self.bp4_label = self.create_label(bid_color) self.bp4_label = self.create_label(bid_color)
self.bp5_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.bv1_label = self.create_label(
self.bv2_label = self.create_label(bid_color, alignment=QtCore.Qt.AlignRight) bid_color, alignment=QtCore.Qt.AlignRight)
self.bv3_label = self.create_label(bid_color, alignment=QtCore.Qt.AlignRight) self.bv2_label = self.create_label(
self.bv4_label = self.create_label(bid_color, alignment=QtCore.Qt.AlignRight) bid_color, alignment=QtCore.Qt.AlignRight)
self.bv5_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.ap1_label = self.create_label(ask_color)
self.ap2_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.ap4_label = self.create_label(ask_color)
self.ap5_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.av1_label = self.create_label(
self.av2_label = self.create_label(ask_color, alignment=QtCore.Qt.AlignRight) ask_color, alignment=QtCore.Qt.AlignRight)
self.av3_label = self.create_label(ask_color, alignment=QtCore.Qt.AlignRight) self.av2_label = self.create_label(
self.av4_label = self.create_label(ask_color, alignment=QtCore.Qt.AlignRight) ask_color, alignment=QtCore.Qt.AlignRight)
self.av5_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.lp_label = self.create_label()
self.return_label = self.create_label(alignment=QtCore.Qt.AlignRight) 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): class Singleton(type):
""" """
Singleton metaclass, Singleton metaclass,
class A: class A:
__metaclass__ = Singleton __metaclass__ = Singleton
""" """
_instances = {} _instances = {}