[Mod] add combobox for setting spread min_volume

vnpy/app/spread_trading/algo.py

@@ -119,9 +119,6 @@ class SpreadTakerAlgo(SpreadAlgoTemplate):
             active_traded
         )
 
-        self.write_log(
-            f"active {active_leg.vt_symbol} traded: {active_traded} hedge_volume: {hedge_volume}")
-
         # Calculate passive leg target volume and do hedge
         for leg in self.spread.passive_legs:
             passive_traded = self.leg_traded[leg.vt_symbol]
@@ -131,8 +128,6 @@ class SpreadTakerAlgo(SpreadAlgoTemplate):
                 leg.vt_symbol,
                 hedge_volume
             )
-            self.write_log(
-                f"hedge {leg.vt_symbol} traded: {passive_traded} target: {passive_target}")
 
             leg_order_volume = passive_target - passive_traded
             if leg_order_volume:

vnpy/app/spread_trading/base.py

@@ -129,7 +129,8 @@ class SpreadData:
         price_multipliers: Dict[str, int],
         trading_multipliers: Dict[str, int],
         active_symbol: str,
-        inverse_contracts: Dict[str, bool]
+        inverse_contracts: Dict[str, bool],
+        min_volume: float
     ):
         """"""
         self.name: str = name
@@ -138,7 +139,7 @@ class SpreadData:
         self.active_leg: LegData = None
         self.passive_legs: List[LegData] = []
 
-        self.min_volume = 0.001
+        self.min_volume: float = min_volume
 
         # For calculating spread price
         self.price_multipliers: Dict[str, int] = price_multipliers

vnpy/app/spread_trading/engine.py

@@ -116,6 +116,7 @@ class SpreadDataEngine:
                 spread_setting["name"],
                 spread_setting["leg_settings"],
                 spread_setting["active_symbol"],
+                spread_setting.get("min_volume", 1),
                 save=False
             )
 
@@ -251,6 +252,7 @@ class SpreadDataEngine:
         name: str,
         leg_settings: List[Dict],
         active_symbol: str,
+        min_volume: float,
         save: bool = True
     ) -> None:
         """"""
@@ -278,7 +280,8 @@ class SpreadDataEngine:
             price_multipliers,
             trading_multipliers,
             active_symbol,
-            inverse_contracts
+            inverse_contracts,
+            min_volume
         )
         self.spreads[name] = spread
 

vnpy/app/spread_trading/ui/widget.py

@@ -383,6 +383,17 @@ class SpreadDataDialog(QtWidgets.QDialog):
         self.name_line = QtWidgets.QLineEdit()
         self.active_line = QtWidgets.QLineEdit()
 
+        self.min_volume_combo = QtWidgets.QComboBox()
+        self.min_volume_combo.addItems([
+            "1",
+            "0.1",
+            "0.01",
+            "0.001",
+            "0.0001",
+            "0.00001",
+            "0.000001",
+        ])
+
         self.grid = QtWidgets.QGridLayout()
 
         button_add = QtWidgets.QPushButton("创建价差")
@@ -392,15 +403,17 @@ class SpreadDataDialog(QtWidgets.QDialog):
 
         grid = QtWidgets.QGridLayout()
         grid.addWidget(Label("价差名称"), 0, 0)
-        grid.addWidget(self.name_line, 0, 1, 1, 3)
+        grid.addWidget(self.name_line, 0, 1, 1, 4)
         grid.addWidget(Label("主动腿代码"), 1, 0)
-        grid.addWidget(self.active_line, 1, 1, 1, 3)
+        grid.addWidget(self.active_line, 1, 1, 1, 4)
+        grid.addWidget(Label("最小交易量"), 2, 0)
+        grid.addWidget(self.min_volume_combo, 2, 1, 1, 4)
 
-        grid.addWidget(Label(""), 2, 0)
+        grid.addWidget(Label(""), 3, 0)
-        grid.addWidget(Label("本地代码"), 3, 1)
+        grid.addWidget(Label("本地代码"), 4, 1)
-        grid.addWidget(Label("价格乘数"), 3, 2)
+        grid.addWidget(Label("价格乘数"), 4, 2)
-        grid.addWidget(Label("交易乘数"), 3, 3)
+        grid.addWidget(Label("交易乘数"), 4, 3)
-        grid.addWidget(Label("合约模式"), 3, 4)
+        grid.addWidget(Label("合约模式"), 4, 4)
 
         int_validator = QtGui.QIntValidator()
 
@@ -417,11 +430,11 @@ class SpreadDataDialog(QtWidgets.QDialog):
             inverse_combo = QtWidgets.QComboBox()
             inverse_combo.addItems(["正向", "反向"])
 
-            grid.addWidget(Label("腿{}".format(i + 1)), 4 + i, 0)
+            grid.addWidget(Label("腿{}".format(i + 1)), 5 + i, 0)
-            grid.addWidget(symbol_line, 4 + i, 1)
+            grid.addWidget(symbol_line, 5 + i, 1)
-            grid.addWidget(price_line, 4 + i, 2)
+            grid.addWidget(price_line, 5 + i, 2)
-            grid.addWidget(trading_line, 4 + i, 3)
+            grid.addWidget(trading_line, 5 + i, 3)
-            grid.addWidget(inverse_combo, 4 + i, 4)
+            grid.addWidget(inverse_combo, 5 + i, 4)
 
             d = {
                 "symbol": symbol_line,
@@ -431,8 +444,8 @@ class SpreadDataDialog(QtWidgets.QDialog):
             }
             self.leg_widgets.append(d)
 
-        grid.addWidget(Label(""), 4 + leg_count, 0,)
+        grid.addWidget(Label(""), 5 + leg_count, 0,)
-        grid.addWidget(button_add, 5 + leg_count, 0, 1, 4)
+        grid.addWidget(button_add, 6 + leg_count, 0, 1, 5)
 
         self.setLayout(grid)
 
@@ -449,6 +462,7 @@ class SpreadDataDialog(QtWidgets.QDialog):
             return
 
         active_symbol = self.active_line.text()
+        min_volume = float(self.min_volume_combo.currentText())
 
         leg_settings = {}
         for d in self.leg_widgets:
@@ -492,7 +506,8 @@ class SpreadDataDialog(QtWidgets.QDialog):
         self.spread_engine.add_spread(
             spread_name,
             list(leg_settings.values()),
-            active_symbol
+            active_symbol,
+            min_volume
         )
         self.accept()