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[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

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vn.py 2018-07-24 09:16:46 +08:00
parent 1a75ef084a
commit ca4a0cdafb
7 changed files with 71 additions and 50 deletions
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59
vnpy/trader/app/algoTrading/algo/__init__.py Normal file
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@ -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, '')

5
vnpy/trader/app/algoTrading/dmaAlgo.py → vnpy/trader/app/algoTrading/algo/dmaAlgo.py
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@ -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 .algoTemplate import AlgoTemplate
from .uiAlgoWidget import AlgoWidget, QtWidgets
from vnpy.trader.app.algoTrading.algoTemplate import AlgoTemplate
from vnpy.trader.app.algoTrading.uiAlgoWidget import AlgoWidget, QtWidgets
from six import text_type

5
vnpy/trader/app/algoTrading/stAlgo.py → vnpy/trader/app/algoTrading/algo/stAlgo.py
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@ -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 .algoTemplate import AlgoTemplate
from .uiAlgoWidget import AlgoWidget, QtWidgets
from vnpy.trader.app.algoTrading.algoTemplate import AlgoTemplate
from vnpy.trader.app.algoTrading.uiAlgoWidget import AlgoWidget, QtWidgets

5
vnpy/trader/app/algoTrading/stopAlgo.py → vnpy/trader/app/algoTrading/algo/stopAlgo.py
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@ -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 .algoTemplate import AlgoTemplate
from .uiAlgoWidget import AlgoWidget, QtWidgets
from vnpy.trader.app.algoTrading.algoTemplate import AlgoTemplate
from vnpy.trader.app.algoTrading.uiAlgoWidget import AlgoWidget, QtWidgets

5
vnpy/trader/app/algoTrading/twapAlgo.py → vnpy/trader/app/algoTrading/algo/twapAlgo.py
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@ -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 .algoTemplate import AlgoTemplate
from .uiAlgoWidget import AlgoWidget, QtWidgets
from vnpy.trader.app.algoTrading.algoTemplate import AlgoTemplate
from vnpy.trader.app.algoTrading.uiAlgoWidget import AlgoWidget, QtWidgets
########################################################################

37
vnpy/trader/app/algoTrading/algoEngine.py
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@ -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 .twapAlgo import TwapAlgo
from .dmaAlgo import DmaAlgo
from .stopAlgo import StopAlgo
from .stAlgo import StAlgo
from .mmAlgo import MmAlgo
from .algo import ALGO_DICT
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

5
vnpy/trader/app/algoTrading/uiAlgoManager.py
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@ -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,
WIDGET_DICT)
EVENT_ALGO_VAR, EVENT_ALGO_SETTING)
from .algo import WIDGET_DICT
########################################################################