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[Mod]improve code style of csv_loader

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vn.py 2019-03-20 18:12:19 +08:00
parent aa56086d96
commit af7b433370
15 changed files with 195 additions and 282 deletions
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54
check.py
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@ -1,54 +0,0 @@
"""
Check code quality for vn.py project.
"""
import logging
import os
import subprocess
from typing import Callable
logger = logging.Logger(__file__)
def check_and_warning(*args: list, fast_fail: bool = False):
"""
Run check and show related warning
"""
passed = True
for i in args:
if isinstance(i, Callable):
print(f"check using {i}")
cwd = os.getcwd()
res = i()
os.chdir(cwd)
if not res:
passed = False
logger.warning("check of %s failed!", i)
if not passed and fast_fail:
return False
return passed
def check_flake8():
"""
Check code with flake8.
"""
passed = True
try:
subprocess.check_call(["python", "-m", "flake8", "./"])
except subprocess.SubprocessError:
passed = False
return passed
def check_all():
"""
Run check with all tools (only flake8 for now).
"""
return check_and_warning(check_flake8)
if __name__ == "__main__":
if not check_all():
exit(1)
exit(0)

1
docs/.gitignore vendored
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.doctrees

1
docs/index.md
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@ -1,6 +1,5 @@
# vn.py文档
* [vn.py简介](introduction.md)
* [项目安装](install.md)
* [基本使用](quickstart.md)

23
docs/locale/en/LC_MESSAGES/introduction.po
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@ -1,23 +0,0 @@
# SOME DESCRIPTIVE TITLE.
# Copyright (C) 2019, vn.py Team
# This file is distributed under the same license as the vnpy package.
# FIRST AUTHOR <EMAIL@ADDRESS>, 2019.
#
#, fuzzy
msgid ""
msgstr ""
"Project-Id-Version: vnpy 2.0\n"
"Report-Msgid-Bugs-To: \n"
"POT-Creation-Date: 2019-02-13 01:17-0400\n"
"PO-Revision-Date: YEAR-MO-DA HO:MI+ZONE\n"
"Last-Translator: FULL NAME <EMAIL@ADDRESS>\n"
"Language-Team: LANGUAGE <LL@li.org>\n"
"MIME-Version: 1.0\n"
"Content-Type: text/plain; charset=utf-8\n"
"Content-Transfer-Encoding: 8bit\n"
"Generated-By: Babel 2.6.0\n"
#: ../introduction.md:1
msgid "vn.py文档"
msgstr ""

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docs/locale/introduction.pot
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@ -1,22 +0,0 @@
# SOME DESCRIPTIVE TITLE.
# Copyright (C) 2019, vn.py Team
# This file is distributed under the same license as the vnpy package.
# FIRST AUTHOR <EMAIL@ADDRESS>, YEAR.
#
#, fuzzy
msgid ""
msgstr ""
"Project-Id-Version: vnpy 2.0\n"
"Report-Msgid-Bugs-To: \n"
"POT-Creation-Date: 2019-02-13 01:17-0400\n"
"PO-Revision-Date: YEAR-MO-DA HO:MI+ZONE\n"
"Last-Translator: FULL NAME <EMAIL@ADDRESS>\n"
"Language-Team: LANGUAGE <LL@li.org>\n"
"MIME-Version: 1.0\n"
"Content-Type: text/plain; charset=UTF-8\n"
"Content-Transfer-Encoding: 8bit\n"
#: ../introduction.md:1
msgid "vn.py文档"
msgstr ""

23
docs/locale/zh-CN/LC_MESSAGES/introduction.po
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@ -1,23 +0,0 @@
# SOME DESCRIPTIVE TITLE.
# Copyright (C) 2019, vn.py Team
# This file is distributed under the same license as the vnpy package.
# FIRST AUTHOR <EMAIL@ADDRESS>, 2019.
#
#, fuzzy
msgid ""
msgstr ""
"Project-Id-Version: vnpy 2.0\n"
"Report-Msgid-Bugs-To: \n"
"POT-Creation-Date: 2019-02-13 01:17-0400\n"
"PO-Revision-Date: YEAR-MO-DA HO:MI+ZONE\n"
"Last-Translator: FULL NAME <EMAIL@ADDRESS>\n"
"Language-Team: LANGUAGE <LL@li.org>\n"
"MIME-Version: 1.0\n"
"Content-Type: text/plain; charset=utf-8\n"
"Content-Transfer-Encoding: 8bit\n"
"Generated-By: Babel 2.6.0\n"
#: ../introduction.md:1
msgid "vn.py文档"
msgstr ""

4
docs/translation-update.sh
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#!/usr/bin/env bash
sphinx-build -b gettext . locale
sphinx-intl update -p locale -l zh-CN -l en

2
tests/trader/run.py
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@ -11,6 +11,7 @@ from vnpy.gateway.ctp import CtpGateway
from vnpy.gateway.tiger import TigerGateway
from vnpy.app.cta_strategy import CtaStrategyApp
from vnpy.app.csv_loader import CsvLoaderApp
def main():
@ -27,6 +28,7 @@ def main():
main_engine.add_gateway(TigerGateway)
main_engine.add_app(CtaStrategyApp)
main_engine.add_app(CsvLoaderApp)
main_window = MainWindow(main_engine, event_engine)
main_window.showMaximized()

6
vnpy/app/csv_loader/__init__.py
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@ -1,7 +1,7 @@
from pathlib import Path
from vnpy.trader.app import BaseApp
from .csv_loader import APP_NAME, CsvLoader
from .engine import APP_NAME, CsvLoaderEngine
class CsvLoaderApp(BaseApp):
@ -10,7 +10,7 @@ class CsvLoaderApp(BaseApp):
app_name = APP_NAME
app_module = __module__
app_path = Path(__file__).parent
display_name = "CSV行情载入器"
engine_class = CsvLoader
display_name = "CSV加载器"
engine_class = CsvLoaderEngine
widget_name = "CsvLoaderWidget"
icon_name = "csv.ico"

81
vnpy/app/csv_loader/csv_loader.py
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@ -1,81 +0,0 @@
"""
Author: nanoric
Load data from a csv file.
Differences to 1.9.2:
* combine Date column and Time column into one DateTime column
Sample csv file:
```csv
"DateTime","Open","High","Low","Close","Volume"
2010-04-16T09:16:00.000000,3450.0,3488.0,3450.0,3468.0,489
2010-04-16T09:17:00.000000,3468.0,3473.8,3467.0,3467.0,302
2010-04-16T09:18:00.000000,3467.0,3471.0,3466.0,3467.0,203
2010-04-16T09:19:00.000000,3467.0,3468.2,3448.0,3448.0,280
2010-04-16T09:20:00.000000,3448.0,3459.0,3448.0,3454.0,250
2010-04-16T09:21:00.000000,3454.0,3456.8,3454.0,3456.8,109
```
"""
import csv
from datetime import datetime
from vnpy.event import EventEngine
from vnpy.trader.constant import Exchange, Interval
from vnpy.trader.database import DbBarData
from vnpy.trader.engine import BaseEngine, MainEngine
from vnpy.trader.object import BarData
APP_NAME = "CsvLoader"
class CsvLoader(BaseEngine):
def __init__(self, main_engine: MainEngine, event_engine: EventEngine):
""""""
super().__init__(main_engine, event_engine, APP_NAME)
self.file_path: str = ''
self.symbol: str = ""
self.exchange: Exchange = Exchange.SSE
self.interval: Interval = Interval.MINUTE
self.datetime_head: str = ''
self.open_head: str = ''
self.close_head: str = ''
self.low_head: str = ''
self.high_head: str = ''
self.volume_head: str = ''
def load(self):
""""""
symbol = self.symbol
exchange = self.exchange
interval = self.interval
datetime_head = self.datetime_head
open_head = self.open_head
close_head = self.close_head
low_head = self.low_head
high_head = self.high_head
volume_head = self.volume_head
with open(self.file_path, 'rt') as f:
reader = csv.DictReader(f)
for item in reader:
bar = BarData(
'',
symbol,
exchange,
datetime.fromisoformat(item[datetime_head]),
interval,
item[volume_head],
item[open_head],
item[high_head],
item[low_head],
item[close_head],
)
DbBarData.from_bar(bar).save()

99
vnpy/app/csv_loader/engine.py Normal file
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@ -0,0 +1,99 @@
"""
Author: nanoric
Load data from a csv file.
Differences to 1.9.2:
* combine Date column and Time column into one Datetime column
Sample csv file:
```csv
"Datetime","Open","High","Low","Close","Volume"
2010-04-16T09:16:00.000000,3450.0,3488.0,3450.0,3468.0,489
2010-04-16T09:17:00.000000,3468.0,3473.8,3467.0,3467.0,302
2010-04-16T09:18:00.000000,3467.0,3471.0,3466.0,3467.0,203
2010-04-16T09:19:00.000000,3467.0,3468.2,3448.0,3448.0,280
2010-04-16T09:20:00.000000,3448.0,3459.0,3448.0,3454.0,250
2010-04-16T09:21:00.000000,3454.0,3456.8,3454.0,3456.8,109
```
"""
import csv
from datetime import datetime
from vnpy.event import EventEngine
from vnpy.trader.constant import Exchange, Interval
from vnpy.trader.database import DbBarData
from vnpy.trader.engine import BaseEngine, MainEngine
APP_NAME = "CsvLoader"
class CsvLoaderEngine(BaseEngine):
""""""
def __init__(self, main_engine: MainEngine, event_engine: EventEngine):
""""""
super().__init__(main_engine, event_engine, APP_NAME)
self.file_path: str = ''
self.symbol: str = ""
self.exchange: Exchange = Exchange.SSE
self.interval: Interval = Interval.MINUTE
self.datetime_head: str = ''
self.open_head: str = ''
self.close_head: str = ''
self.low_head: str = ''
self.high_head: str = ''
self.volume_head: str = ''
def load(self,
file_path: str,
symbol: str,
exchange: Exchange,
interval: Interval,
datetime_head: str,
open_head: str,
close_head: str,
low_head: str,
high_head: str,
volume_head: str):
""""""
vt_symbol = f"{symbol}.{exchange.value}"
start = None
end = None
count = 0
with open(file_path, 'rt') as f:
reader = csv.DictReader(f)
for item in reader:
db_bar = DbBarData()
db_bar.symbol = symbol
db_bar.exchange = exchange.value
db_bar.datetime = datetime.fromisoformat(item[datetime_head])
db_bar.interval = interval.value
db_bar.volume = item[volume_head]
db_bar.open_price = item[open_head]
db_bar.high_price = item[high_head]
db_bar.low_price = item[low_head]
db_bar.close_price = item[close_head]
db_bar.vt_symbol = vt_symbol
db_bar.gateway_name = "DB"
db_bar.save()
# do some statistics
count += 1
if not start:
start = db_bar.datetime
end = db_bar.datetime
return start, end, count

2
vnpy/app/csv_loader/ui/__init__.py
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@ -1 +1 @@
from .csv_loader_widget import CsvLoaderWidget
from .widget import CsvLoaderWidget

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vnpy/app/csv_loader/ui/csv_loader_widget.py
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"""
Author: nanoric
UI is designed by Qt Designer. source at csv_loader.ui
compile:
```
pyuic5 csv_loader.ui -o uic/uic_csv_loader.py
```
"""
from gettext import gettext as _
from PyQt5.QtCore import Qt
from PyQt5.QtWidgets import QFileDialog, QMessageBox
from vnpy.event import EventEngine
from vnpy.trader.constant import Exchange, Interval
from vnpy.trader.engine import MainEngine
from vnpy.trader.ui import QtWidgets
from .uic.uic_csv_loader import Ui_CsvLoader
from ..csv_loader import CsvLoader
class CsvLoaderWidget(QtWidgets.QWidget):
""""""
def __init__(self, main_engine: MainEngine, event_engine: EventEngine):
""""""
super().__init__()
self.loader = CsvLoader(main_engine, event_engine)
self.ui = Ui_CsvLoader()
self.init_ui()
def init_ui(self):
""""""
# someone ask me to disable maximum button
self.setWindowFlags(
(self.windowFlags() | Qt.CustomizeWindowHint)
& ~Qt.WindowMaximizeButtonHint)
self.ui.setupUi(self)
for i in Interval:
self.ui.interval_combo.addItem(str(i.name), i)
for i in Exchange:
self.ui.exchange_combo.addItem(str(i.name), i)
def on_choose_button_pressed(self):
""""""
result: str = QFileDialog.getOpenFileName(self)
filename = result[0]
if filename:
self.ui.file_edit.setText(filename)
def on_load_button_pressed(self):
""""""
self.loader.file_path = self.ui.file_edit.text()
self.loader.symbol = self.ui.symbol_edit.text()
self.loader.exchange = self.ui.exchange_combo.currentData()
self.loader.interval = self.ui.interval_combo.currentData()
self.loader.datetime_head = self.ui.datetime_edit.text()
self.loader.open_head = self.ui.open_edit.text()
self.loader.close_head = self.ui.close_edit.text()
self.loader.low_head = self.ui.low_edit.text()
self.loader.high_head = self.ui.high_edit.text()
self.loader.volume_head = self.ui.volume_edit.text()
self.loader.load()
QMessageBox.information(self, _("载入成功！"), _("CSV行情载入成功！"))

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vnpy/app/csv_loader/ui/widget.py Normal file
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@ -0,0 +1,90 @@
"""
Author: nanoric
UI is designed by Qt Designer. source at csv_loader.ui
compile:
```
pyuic5 csv_loader.ui -o uic/uic_csv_loader.py
```
"""
from gettext import gettext as _
from vnpy.event import EventEngine
from vnpy.trader.constant import Exchange, Interval
from vnpy.trader.engine import MainEngine
from vnpy.trader.ui import QtWidgets, QtCore
from .uic.uic_csv_loader import Ui_CsvLoader
from ..engine import APP_NAME
class CsvLoaderWidget(QtWidgets.QWidget):
""""""
def __init__(self, main_engine: MainEngine, event_engine: EventEngine):
""""""
super().__init__()
self.engine = main_engine.get_engine(APP_NAME)
self.init_ui()
def init_ui(self):
""""""
self.setWindowFlags(
(self.windowFlags() | QtCore.Qt.CustomizeWindowHint)
& ~QtCore.Qt.WindowMaximizeButtonHint)
self.ui = Ui_CsvLoader()
self.ui.setupUi(self)
for i in Interval:
self.ui.interval_combo.addItem(str(i.name), i)
for i in Exchange:
self.ui.exchange_combo.addItem(str(i.name), i)
def on_choose_button_pressed(self):
""""""
result: str = QtWidgets.QFileDialog.getOpenFileName(self)
filename = result[0]
if filename:
self.ui.file_edit.setText(filename)
def on_load_button_pressed(self):
""""""
file_path = self.ui.file_edit.text()
symbol = self.ui.symbol_edit.text()
exchange = self.ui.exchange_combo.currentData()
interval = self.ui.interval_combo.currentData()
datetime_head = self.ui.datetime_edit.text()
open_head = self.ui.open_edit.text()
low_head = self.ui.low_edit.text()
high_head = self.ui.high_edit.text()
close_head = self.ui.close_edit.text()
volume_head = self.ui.volume_edit.text()
start, end, count = self.engine.load(
file_path,
symbol,
exchange,
interval,
datetime_head,
open_head,
high_head,
low_head,
close_head,
volume_head
)
msg = f"""
CSV载入成功
代码：{symbol}
交易所：{exchange.value}
周期：{interval.value}
起始：{start}
结束：{end}
总数量：{count}
"""
QtWidgets.QMessageBox.information(self, _("载入成功！"), msg)