[Mod]调整算法交易组件目录结构，增加自动加载运行时目录下算法的功能

vnpy/trader/app/algoTrading/algo/__init__.py

@@ -0,0 +1,59 @@
+# encoding: UTF-8
+
+'''
+动态载入所有的策略类
+'''
+from __future__ import print_function
+
+import os
+import importlib
+import traceback
+
+
+# 用来保存算法类和控件类的字典
+ALGO_DICT = {}
+WIDGET_DICT = {}
+
+
+#----------------------------------------------------------------------
+def loadAlgoModule(path, prefix):
+    """使用importlib动态载入算法"""
+    for root, subdirs, files in os.walk(path):
+        for name in files:
+            # 只有文件名以Algo.py结尾的才是算法文件
+            if len(name)>7 and name[-7:] == 'Algo.py':
+                try:
+                    # 模块名称需要模块路径前缀
+                    moduleName = prefix + name.replace('.py', '')
+                    module = importlib.import_module(moduleName)
+                    
+                    # 获取算法类和控件类
+                    algo = None
+                    widget = None
+                    
+                    for k in dir(module):
+                        # 以Algo结尾的类，是算法
+                        if k[-4:] == 'Algo':
+                            algo = module.__getattribute__(k)
+                        
+                        # 以Widget结尾的类，是控件
+                        if k[-6:] == 'Widget':
+                            widget = module.__getattribute__(k)
+                    
+                    # 保存到字典中
+                    if algo and widget:
+                        ALGO_DICT[algo.templateName] = algo
+                        WIDGET_DICT[algo.templateName] = widget
+                except:
+                    print ('-' * 20)
+                    print ('Failed to import strategy file %s:' %moduleName)
+                    traceback.print_exc()                       
+
+
+# 遍历algo目录下的文件
+path1 = os.path.abspath(os.path.dirname(__file__))
+loadAlgoModule(path1, 'vnpy.trader.app.algoTrading.algo.')
+
+# 遍历工作目录下的文件
+path2 = os.getcwd()
+loadAlgoModule(path2, '')

vnpy/trader/app/algoTrading/algo/dmaAlgo.py

@@ -8,9 +8,8 @@ from vnpy.trader.vtConstant import (DIRECTION_LONG, DIRECTION_SHORT,
                                     PRICETYPE_LIMITPRICE, PRICETYPE_MARKETPRICE,
                                     STATUS_REJECTED, STATUS_CANCELLED, STATUS_ALLTRADED)
 from vnpy.trader.uiQt import QtWidgets
-
+from vnpy.trader.app.algoTrading.algoTemplate import AlgoTemplate
-from .algoTemplate import AlgoTemplate
+from vnpy.trader.app.algoTrading.uiAlgoWidget import AlgoWidget, QtWidgets
-from .uiAlgoWidget import AlgoWidget, QtWidgets
 
 from six import text_type
 

vnpy/trader/app/algoTrading/algo/stAlgo.py

@@ -6,9 +6,8 @@ from collections import OrderedDict
 from vnpy.trader.vtConstant import (DIRECTION_LONG, DIRECTION_SHORT,
                                     OFFSET_OPEN, OFFSET_CLOSE)
 from vnpy.trader.uiQt import QtWidgets
-
+from vnpy.trader.app.algoTrading.algoTemplate import AlgoTemplate
-from .algoTemplate import AlgoTemplate
+from vnpy.trader.app.algoTrading.uiAlgoWidget import AlgoWidget, QtWidgets
-from .uiAlgoWidget import AlgoWidget, QtWidgets
 
 
 

vnpy/trader/app/algoTrading/algo/stopAlgo.py

@@ -9,9 +9,8 @@ from vnpy.trader.vtConstant import (DIRECTION_LONG, DIRECTION_SHORT,
                                     OFFSET_OPEN, OFFSET_CLOSE,
                                     STATUS_ALLTRADED, STATUS_CANCELLED, STATUS_REJECTED)
 from vnpy.trader.uiQt import QtWidgets
-
+from vnpy.trader.app.algoTrading.algoTemplate import AlgoTemplate
-from .algoTemplate import AlgoTemplate
+from vnpy.trader.app.algoTrading.uiAlgoWidget import AlgoWidget, QtWidgets
-from .uiAlgoWidget import AlgoWidget, QtWidgets
 
 
 

vnpy/trader/app/algoTrading/algo/twapAlgo.py

@@ -7,9 +7,8 @@ from six import text_type
 
 from vnpy.trader.vtConstant import (DIRECTION_LONG, DIRECTION_SHORT)
 from vnpy.trader.uiQt import QtWidgets
-
+from vnpy.trader.app.algoTrading.algoTemplate import AlgoTemplate
-from .algoTemplate import AlgoTemplate
+from vnpy.trader.app.algoTrading.uiAlgoWidget import AlgoWidget, QtWidgets
-from .uiAlgoWidget import AlgoWidget, QtWidgets
 
 
 ########################################################################

vnpy/trader/app/algoTrading/algoEngine.py

@@ -15,13 +15,7 @@ from vnpy.trader.vtConstant import (DIRECTION_LONG, DIRECTION_SHORT,
                                     OFFSET_CLOSETODAY, OFFSET_CLOSEYESTERDAY)
 from vnpy.trader.vtObject import VtSubscribeReq, VtOrderReq, VtCancelOrderReq, VtLogData
 
-
+from .algo import ALGO_DICT
-from .twapAlgo import TwapAlgo
-from .dmaAlgo import DmaAlgo
-from .stopAlgo import StopAlgo
-from .stAlgo import StAlgo
-from .mmAlgo import MmAlgo
-
 
 
 EVENT_ALGO_LOG = 'eAlgoLog'         # 算法日志事件
@@ -328,32 +322,3 @@ class AlgoEngine(object):
         event = Event(EVENT_ALGO_SETTING)
         event.dict_['data'] = algoSetting
         self.eventEngine.put(event)
-
-
-# 加载目录下的算法模板
-ALGO_DICT = {}
-WIDGET_DICT = {}
-
-path = os.path.abspath(os.path.dirname(__file__))
-
-for root, subdirs, files in os.walk(path):
-    for name in files:
-        # 只有文件名以Algo.py结尾的才是算法文件
-        if len(name)>7 and name[-7:] == 'Algo.py':
-            # 模块名称需要模块路径前缀
-            moduleName = 'vnpy.trader.app.algoTrading.' + name.replace('.py', '')
-            module = importlib.import_module(moduleName)
-            
-            # 获取算法类和控件类
-            for k in dir(module):
-                # 以Algo结尾的类，是算法
-                if k[-4:] == 'Algo':
-                    algo = module.__getattribute__(k)
-                
-                # 以Widget结尾的类，是控件
-                if k[-6:] == 'Widget':
-                    widget = module.__getattribute__(k)
-            
-            # 保存到字典中
-            ALGO_DICT[algo.templateName] = algo
-            WIDGET_DICT[algo.templateName] = widget

vnpy/trader/app/algoTrading/uiAlgoManager.py

@@ -10,8 +10,9 @@ from vnpy.event import Event
 from vnpy.trader.uiQt import QtCore, QtWidgets
 
 from .algoEngine import (EVENT_ALGO_LOG, EVENT_ALGO_PARAM, 
-                         EVENT_ALGO_VAR, EVENT_ALGO_SETTING,
+                         EVENT_ALGO_VAR, EVENT_ALGO_SETTING)
-                         WIDGET_DICT)
+from .algo import WIDGET_DICT
+
 
 
 ########################################################################