Merge branch 'dev' of https://github.com/vnpy/vnpy into dev
This commit is contained in:
vn.py
commit
af2faec43f
75
UML/IbApi.puml
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75
UML/IbApi.puml
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@startuml
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class EClient
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class EClientSocket
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abstract class EWrapper
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class IbWrapper
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class VnIbApi
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class IbApiWrap
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class IbApi
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EClient <|-- EClientSocket
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EWrapper <|-- IbWrapper
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IbWrapper *-- VnIbApi
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EClientSocket *-- VnIbApi
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IbWrapper --* VnIbApi
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VnIbApi <|-- IbApiWrap : Boost.python封装
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note right
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实际上是结构体struct。
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按照Boost.python的规范封装
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end note
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IbApiWrap <|-- IbApi : Boost.python封装
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note right
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按照Boost.python的规范封装
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Python的程序对接使用此类型。
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end note
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class EClient {
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}
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note right
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IB提供的C++源代码。
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此类定义了应用程序向IB网关发起请求的主动函数。
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end note
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class EClientSocket {
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}
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note right
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IB提供的C++源代码。
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此类定义了应用程序向IB网关发起请求的主动函数。
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end note
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abstract class EWrapper {
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}
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note right
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提供IB网关返回响应数据后，会调用回调函数。
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此类定义了回调函数的接口。
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end note
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class IbWrapper {
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- VnIbApi *api;
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}
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note right
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此类用于实现回调函数的接口。
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end note
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class VnIbApi {
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- IbWrapper *wrapper;
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- EReaderOSSignal signal;
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- EReader *reader;
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+ EClientSocket *client;
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}
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note right
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**VnIbApi中包含EClientSocket和IbWrapper成员**
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EClientSocket：提供应用程序发起请求到IB网关的API函数
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IbWrapper： 提供IB网关返回响应数据后的回调函数
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end note
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@enduml
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9
UML/README.md
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9
UML/README.md
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#vnpy的部分场景的UML时序图
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本UML资料使用plantUML作成。
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下载地址 http://plantuml.com
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NO | 场景 | vnpy入口源代码文件 | UML文件名
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---|---------------|------------------|-----------
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1| 实时市场数据采集 | example/DataRecording/runDataRecording.py| dataRecord.puml
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2|IB API封装方法 | vnpy/api/ib/vnib/vnib/vnib.cpp .h/ |IbApi.puml
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261
UML/dataRecord.puml
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261
UML/dataRecord.puml
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@startuml
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title Data Recording
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database mongoDB as db
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participant runDataRecord as rundr
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participant Process as run
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participant MainEngine as me
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participant LogEngine as runle
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participant DataEngine as dte
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participant LogEngine as le
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participant DrEngine as dr
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participant Queue as drq
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participant Thread as drt
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participant eventEngine as ee
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participant EventProcessThread as eet
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participant Queue as eeq
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participant TimerThread as eetm
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participant "ibGateway:vtGateway" as gw
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participant "IbWrapper:IbApi" as wrap
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participant "IB Gateway/IB TWS" as ib
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activate rundr
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loop
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rundr->rundr: 检查是否处于交易时间段\n非交易时间段不起动子进程
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rundr->rundr: 若处于非交易时间段\n并且有子进程存在，\n就终止子进程运行
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rundr->run ** : 若处于交易时间段\n并且不存在子进程，\ncreate process
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activate run
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rundr->rundr: sleep(5)
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end loop
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deactivate rundr
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run->runle ** : create runle
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run->ee ** :create evnetEngine object
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activate ee
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ee->ee ++ : init()
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ee->eeq ** : Create Queue
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ee->eet ** : Create event process thread
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note right: 事件处理子线程
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ee->eetm ** : Create timer thread
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note right: 定时器子线程
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return
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return object
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run->me ** : new mainEngine(ee)
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activate me
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me->me ++ : init()
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me->ee ++ : ee.start()
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note right: 启动ee的子线程
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ee->eet ++ #red : thread.start()
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ee->eetm ++ #green : timer.start()
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ee-->me--: return
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me->dte ** :创建DataEngine()
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activate dte
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dte->dte ++ : init()
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dte->dte ++ : loadContract()
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return
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dte->dte ++ : registerEvent()
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dte->ee ++ : ee.register(交易类事件, 对应的事件处理句柄)
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note right
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**以下事件处理句柄都在DataEngine中定义**
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(EVENT_CONTRACT, processContractEvent) 合约
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(EVENT_ORDER, processOrderEvent) 订单
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(EVENT_TRADE, processTradeEvent) 交易
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(EVENT_POSITION, processPositionEvent) 头寸
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(EVENT_ACCOUNT, processAccountEvent) 帐号
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(EVENT_LOG, processLogEvent) LOG
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(EVENT_ERROR, processErrorEvent) ERROR
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end note
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return
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return
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return
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return object
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me->le ** :创建LogEngine()
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activate le
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le->le ++ : init()
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return
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return
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me-->me--:return
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me-->run--: object
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run->me ++ : addGateway(ibGateway)
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me->gw ** : Create IbGateway(ee, "IB")
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activate gw
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gw->gw ++ : init()
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note right
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** 将ee保存到私有变量
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** 内部变量初始化为空
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** 获取连接IB G/W的信息
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end note
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gw->wrap ** : Create IbWrapper(self)
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note right
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IbApi是基于Boost.python的封装,
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用C++实现，但是可以提供给Python程序使用。
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IbApid的功能上面，主要提供了主动函数
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和回调函数。
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end note
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activate wrap
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wrap->wrap ++ : 构造函数()
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return object
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return object
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return
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return object
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return
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run->me ++ : addApp()
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me->dr**: new DrEngine(me,ee)
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activate dr
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dr->dr++:init()
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dr->drq **:Create Queue
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dr->drt **:Create Thread
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activate drt #blue
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dr->dr ++ : loadSetting()
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note right
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从配置文件中加载
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订阅设置到字典对象
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end note
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dr->me ++ : me.subscribe(req, gateway)
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note left
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根据配置文件，订阅TICK数据和BAR数据。
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end note
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me->gw ++ : 订阅市场行情\ngw.subscribe(req)
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gw->gw : 如果网关没有连接，就先缓存req；
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return
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return
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return
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dr->ee++:register(TICK, handler)
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note right: 登记EVENT_TICK事件
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return
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dr-->dr -- :
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dr-->me--: object
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me->me ++ : 初始化其他内部变量
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return
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run<--me -- : return
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run->ee: ee.regiser() 注册日志处理事件
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activate ee
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note right
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登记EVENT_LOG事件处理句柄
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登记EVENT_ERROR事件处理句柄
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end note
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return
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run->me++: me.Connect(IB)
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note right: 连接IB网关
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me->gw ++ : gw.connect()
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gw-> wrap ++ : ibwrapper.eConnect(host, port, \nclientId, false)
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wrap-\ib ++ : 调用IB的C++代码，\n发送连接请求数据包到IB网关
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return
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return
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gw->wrap ++ : ibwrapper.reqCurrentTime()
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wrap->ib ++: 调用IB的C++代码，\n发送服务器时间查询数据包到IB网关
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return
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return
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return
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ib-/ wrap ++ : connectAck()\nIB网关发回响应数据包到IB的C++代码，\n该代码回调函数
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return
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ib->wrap ++ : currentTime()\nIB网关发回响应数据包到IB的C++代码，\n该代码回调函数
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wrap->gw ++ : 将缓存的req取出，进行实际订阅\nsubscribe(subscribeReq)
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gw->wrap ++ : 请求合约详细\nreqContractDetails(tickerId, contract)
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return
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gw->wrap ++ : 请求市场数据\nreqMktData(tickerId, contract, '',\nFalse, TagValueList())
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return
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return
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return
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ib->wrap ++ : contractDetails(reqId, contractDetails)\nIB网关响应的合约信息通过回调函数传入
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wrap -> gw ++ : OnContract(contract)\n推送事件
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gw->ee ++ : ee.put(event(EVENT_CONTRACT, contract))
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return
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return
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return
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ib->wrap ++ : tickPrice(tickerId, field, price, canAutoExecute)\nIB网关响应的合约信息通过回调函数传入
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wrap -> gw ++ : OnTick(tick)\n推送事件
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gw->ee ++ : ee.put(event(EVENT_TICK, tick))
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return
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return
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return
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me->me ++ : dbConnect()
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me->db ++ : MongoClient()
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return dbClinet
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me->ee ++ : ee.register(EVENT_LOG, self.dbLogging)
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return
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return
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run<--me--:return
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run->ee ++ : ee.register(EVENT_LOG, le.processLogEvent)
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return
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run->ee ++ : ee.register(EVENT_ERROR, le.processErrorEvent)
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return
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loop
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run->run: sleep(1)
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end loop
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deactivate run
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gw->eeq ++: queue.put(tick/bar)
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return
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eetm->ee -- : ee.__runTimer()
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activate ee #green
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loop
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ee->eeq ++ : queue.put(定时器事件)
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return
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ee->ee : 休眠1秒
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end loop
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deactivate ee
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eet->ee--: ee.run()
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activate ee #red
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loop
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ee->eeq ++ :queue.get()
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return event
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ee->ee ++ #red : __process(event)
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ee->dr ++ #red :call procecssTickEvent()
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dr->dr ++ #red :OnTick()
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dr->drq ++: queue.put(tick)
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return
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return
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dr->dr ++ #red :OnBar()
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dr->drq ++: queue.put(bar)
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return
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return
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return
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return
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end loop
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deactivate ee
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drt->dr -- :run()
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activate dr #blue
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loop
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dr->drq ++ :queue.get()
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drq-->dr --:data
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dr->me:insertDB(data)
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end loop
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deactivate dr
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me->db: 写入mongoDB
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@enduml
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3
UML/version.puml
Normal file
3
UML/version.puml
Normal file
@ -0,0 +1,3 @@
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@startuml
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version
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@enduml
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