=>Py3.5

README.md

@@ -1,3 +1,5 @@
+### “当你想放弃时，想想你为什么开始。”
+
 #Fork版本主要改进如下：
 1、增加CtaLineBar，CtaPosition，CtaPolicy,UtlSinaClient等基础组件
 2、增加自动断线重连功能，在开盘前启动，收盘后重连CTP
@@ -76,6 +78,12 @@ QQ/Wechat：28888502
 #5、碰到的问题：version `GLIBCXX_3.4.21' not found
     conda install libgcc
 
+#6、碰到的问题：在3.5 env下安装RqPlus时，报错:talib/common.c:242:28: fatal error: ta-lib/ta_defs.h: No such file or directory
+    locate ta_defs.h
+    找到地址：/home/user/anaconda3/pkgs/ta-lib-0.4.9-np111py27_0/include/ta-lib
+    # 复制一份到/usr/include目录下
+    sudo cp /home/user/anaconda3/pkgs/ta-lib-0.4.9-np111py27_0/include/ta-lib /usr/include -R
+
 
 --------------------------------------------------------------------------------------------
 # vn.py - 基于python的开源交易平台开发框架

requirements.txt

@@ -9,4 +9,6 @@ zmq
 qtpy
 pyqt
 qdarkstyle
-SortedContainers
+SortedContainers
+statsmodels
+openpyxl

vnpy/trader/uiBasicWidget.py

@@ -262,7 +262,7 @@ class BasicMonitor(QtWidgets.QTableWidget):
         self.setColumnCount(col)
         
         # 设置列表头
-        labels = [d['chinese'] for d in self.headerDict.values()]
+        labels = [d['chinese'] for d in list(self.headerDict.values())]
         self.setHorizontalHeaderLabels(labels)
         
         # 关闭左边的垂直表头
@@ -383,7 +383,7 @@ class BasicMonitor(QtWidgets.QTableWidget):
 
         try:
             if not os.path.exists(path):
-                with open(path, 'wb') as f:
+                with open(path, 'w',encoding='utf8') as f:
                     writer = csv.writer(f)
                     
                     # 保存标签
@@ -1359,7 +1359,7 @@ class SettingEditor(QtWidgets.QWidget):
         filePath = jsonPathDict[self.currentFileName]
         self.labelPath.setText(filePath)
 
-        with open(filePath,'rb',encoding='utf8') as f:
+        with open(filePath,'r',encoding='utf8') as f:
             self.editSetting.clear()
 
             for line in f:
@@ -1375,7 +1375,7 @@ class SettingEditor(QtWidgets.QWidget):
 
         filePath = jsonPathDict[self.currentFileName]
 
-        with open(filePath, 'wb', encoding='utf8') as f:
+        with open(filePath, 'w', encoding='utf8') as f:
             content = self.editSetting.toPlainText()
             #content = content.encode('UTF-8')
             f.write(content)

vnpy/trader/uiMainWindow.py

@@ -208,7 +208,7 @@ class MainWindow(QtWidgets.QMainWindow):
 
             self.statusLabel.setText(info)
             if self.connectGatewayDict:
-                s = u','.join(str(e) for e in self.connectGatewayDict.values())
+                s = u','.join(str(e) for e in list(self.connectGatewayDict.values()))
 
                 if not self.connected:
                     s = s + u' [已断开]'
@@ -218,7 +218,7 @@ class MainWindow(QtWidgets.QMainWindow):
             # 定时断开
             if self.connected and self.trade_off() and self.autoDisConnect:
                self.disconnect()
-               self.mainEngine.writeLog(u'断开连接{0}'.format(self.connectGatewayDict.values()))
+               self.mainEngine.writeLog(u'断开连接{0}'.format(list(self.connectGatewayDict.values())))
                self.mainEngine.writeLog(u'清空数据引擎')
                self.mainEngine.clearData()
                self.mainEngine.writeLog(u'清空委托列表')
@@ -238,7 +238,7 @@ class MainWindow(QtWidgets.QMainWindow):
                     self.widgetOrderM.clearData()
                     self.mainEngine.writeLog(u'清空交易列表')
                     self.widgetTradeM.clearData()
-                    s = u''.join(str(e) for e in self.connectGatewayDict.values())
+                    s = u''.join(str(e) for e in list(self.connectGatewayDict.values()))
                     self.mainEngine.writeLog(u'重新连接{0}'.format(s))
 
                     for key in self.connectGatewayDict.keys():
@@ -423,7 +423,7 @@ class MainWindow(QtWidgets.QMainWindow):
                                            QtWidgets.QMessageBox.No, QtWidgets.QMessageBox.No)
 
         if reply == QtWidgets.QMessageBox.Yes:
-            for widget in self.widgetDict.values():
+            for widget in list(self.widgetDict.values()):
                 widget.close()
             self.saveWindowSettings('custom')
             

vnpy/trader/uiQt.py

@@ -27,7 +27,7 @@ def createQApp():
             import qdarkstyle
             qApp.setStyleSheet(qdarkstyle.load_stylesheet_pyqt5())
         except :
-            print( "Unexpected error when import darkStyle:", sys.exc_info()[0])
+            print("Unexpected error when import darkStyle:", sys.exc_info()[0])
 
     # 设置Windows底部任务栏图标
     if 'Windows' in platform.uname():

vnpy/trader/util_gpid.py

@@ -4,8 +4,8 @@ import subprocess
 import os
 import sys
 import platform
-base_path = os.path.dirname(os.path.realpath(sys.argv[0]))
-gpid_file = os.path.abspath(os.path.join(base_path, 'logs','gpid.txt'))
+
+gpid_file = os.path.abspath(os.path.join(os.path.dirname(__file__), 'logs','gpid.txt'))
 
 def _check_gpid(gpid):
     plat = str(platform.system())

vnpy/trader/util_monitor.py

@@ -2,8 +2,8 @@
 
 from collections import OrderedDict
 
-from vtGateway import *
-from setup_logger import setup_logger
+from .vtGateway import *
+from .setup_logger import setup_logger
 
 ########################################################################
 class BasicMonitor(object):

vnpy/trader/vtClient.py

@@ -183,10 +183,7 @@ class ClientEngine(object):
 #----------------------------------------------------------------------
 def main():
     """客户端主程序入口"""
-    # 重载sys模块，设置默认字符串编码方式为utf8
-    reload(sys)
-    sys.setdefaultencoding('utf8')    
-    
+
     # 设置Windows底部任务栏图标
     if 'Windows' in platform.uname() :
         ctypes.windll.shell32.SetCurrentProcessExplicitAppUserModelID('vn.trader')    

vnpy/trader/vtConstant.py

@@ -13,6 +13,12 @@ COLOR_RED = u'Red'      # 上升K线
 COLOR_BLUE = u'Blue'    # 下降K线
 COLOR_EQUAL = u'Equal'  # 平K线
 
+# 策略若干判断状态
+NOTRUN = u'NotRun'   # 没有运行；
+RUNING = u'Runing'   # 正常运行；
+FORCECLOSING = u'ForceClosing'  #正在关闭
+FORCECLOSED = u'ForceClosed'    #:已经关闭
+
 from vnpy.trader.language import constant
 
 # 将常量定义添加到vtConstant.py的局部字典中

vnpy/trader/vtEngine.py

@@ -5,6 +5,7 @@ print( 'load vtEngine.py')
 import shelve
 from collections import OrderedDict
 import os
+import copy
 
 from pymongo import MongoClient
 from pymongo.errors import ConnectionFailure
@@ -21,9 +22,9 @@ from vnpy.trader.setup_logger import get_logger,setup_logger
 
 import psutil
 try:
-    from util_mail import *
+    from .util_mail import *
 except:
-    pass
+    print('import util_mail fail')
 
 ########################################################################
 class MainEngine(object):
@@ -228,6 +229,18 @@ class MainEngine(object):
         else:
             return 0, 0, 0, 0
 
+    def qryAccountNo(self,gatewayName):
+        """
+         根据gateway名称，返回账号
+        :param gatewayName: 
+        :return: 
+        """
+        if gatewayName in self.gatewayDict:
+            gateway = self.gatewayDict[gatewayName]
+            if gateway.accountID:
+                return copy.copy(gateway.accountID)
+
+        return gatewayName
     # ----------------------------------------------------------------------
     def qryPosition(self, gatewayName):
         """查询特定接口的持仓"""

vnpy/trader/vtGateway.py

@@ -20,7 +20,7 @@ class VtGateway(object):
         self.eventEngine = eventEngine
         self.gatewayName = gatewayName
         self.logger = None
-
+        self.accountID = 'AccountID'
         self.createLogger()
 
     # ----------------------------------------------------------------------
@@ -87,7 +87,9 @@ class VtGateway(object):
         event2 = Event(type_=EVENT_ACCOUNT+account.vtAccountID)
         event2.dict_['data'] = account
         self.eventEngine.put(event2)
-    
+
+        # 更新账号ID
+        self.accountID = account.vtAccountID
     # ----------------------------------------------------------------------
     def onError(self, error):
         """错误信息推送"""

vnpy/trader/vtGlobal.py

@@ -7,15 +7,14 @@ print('load vtGlobal.py')
 import os
 import traceback
 import json
-
+from .vtFunction import getJsonPath
 globalSetting = {}      # 全局配置字典
 
 settingFileName = "VT_setting.json"
-path = os.path.abspath(os.path.dirname(__file__))
-settingFileName = os.path.join(path, settingFileName)
+settingFilePath = getJsonPath(settingFileName, __file__)
 
 try:
-    with open(settingFileName,'r',encoding="utf8") as f:
+    with open(settingFilePath,'r',encoding="utf8") as f:
         globalSetting = json.load(f)
 except:
     traceback.print_exc()