[Mod] reverse certain code formatting caused by black

tests/backtesting/getdata.py

@@ -1,5 +1,4 @@
 from time import time
-from datetime import datetime
 
 import rqdatac as rq
 

tests/backtesting/turtle.py

@@ -1,29 +0,0 @@
-#%%
-from vnpy.app.cta_strategy.backtesting import BacktestingEngine
-from vnpy.app.cta_strategy.strategies.turtle_signal_strategy import (
-    TurtleSignalStrategy,
-)
-from datetime import datetime
-
-#%%
-engine = BacktestingEngine()
-engine.set_parameters(
-    vt_symbol="IF88.CFFEX",
-    interval="1m",
-    start=datetime(2013, 1, 1),
-    end=datetime(2019, 1, 30),
-    rate=0,
-    slippage=0,
-    size=300,
-    pricetick=0.2,
-    capital=1_000_000,
-)
-
-#%%
-engine.add_strategy(TurtleSignalStrategy, {})
-engine.load_data()
-engine.run_backtesting()
-df = engine.calculate_result()
-engine.calculate_statistics()
-engine.show_chart()
-

vnpy/app/cta_strategy/engine.py

@@ -19,14 +19,15 @@ from vnpy.trader.object import (
 from vnpy.trader.event import EVENT_TICK, EVENT_ORDER, EVENT_TRADE
 from vnpy.trader.constant import Direction, PriceType, Interval
 from vnpy.trader.utility import get_temp_path
+
 from .base import (
+    EVENT_CTA_LOG,
+    EVENT_CTA_STRATEGY,
+    EVENT_CTA_STOPORDER,
     CtaOrderType,
     EngineType,
     StopOrder,
     StopOrderStatus,
-    EVENT_CTA_LOG,
-    EVENT_CTA_STRATEGY,
-    EVENT_CTA_STOPORDER,
     ORDER_CTA2VT,
     STOPORDER_PREFIX
 )
@@ -42,16 +43,19 @@ class CtaEngine(BaseEngine):
 
     def __init__(self, main_engine: MainEngine, event_engine: EventEngine):
         """"""
-        super(CtaEngine, self).__init__(main_engine, event_engine, "CtaStrategy")
+        super(CtaEngine, self).__init__(
+            main_engine, event_engine, "CtaStrategy")
 
         self.setting_file = None  # setting file object
 
         self.classes = {}  # class_name: stategy_class
         self.strategies = {}  # strategy_name: strategy
 
-        self.symbol_strategy_map = defaultdict(list)  # vt_symbol: strategy list
+        self.symbol_strategy_map = defaultdict(
+            list)  # vt_symbol: strategy list
         self.orderid_strategy_map = {}  # vt_orderid: strategy
-        self.strategy_orderid_map = defaultdict(set)  # strategy_name: orderid list
+        self.strategy_orderid_map = defaultdict(
+            set)  # strategy_name: orderid list
 
         self.stop_order_count = 0  # for generating stop_orderid
         self.stop_orders = {}  # stop_orderid: stop_order
@@ -197,7 +201,8 @@ class CtaEngine(BaseEngine):
             price=price,
             volume=volume,
         )
-        vt_orderid = self.main_engine.send_limit_order(req, contract.gateway_name)
+        vt_orderid = self.main_engine.send_limit_order(
+            req, contract.gateway_name)
 
         # Save relationship between orderid and strategy.
         self.orderid_strategy_map[vt_orderid] = strategy
@@ -374,7 +379,8 @@ class CtaEngine(BaseEngine):
         # Subscribe market data
         contract = self.main_engine.get_contract(strategy.vt_symbol)
         if contract:
-            req = SubscribeRequest(symbol=contract.symbol, exchange=contract.exchange)
+            req = SubscribeRequest(
+                symbol=contract.symbol, exchange=contract.exchange)
             self.main_engine.subscribe(req, contract.gateway_name)
         else:
             self.write_log(f"行情订阅失败，找不到合约{strategy.vt_symbol}", strategy)
@@ -439,7 +445,8 @@ class CtaEngine(BaseEngine):
         Load strategy class from source code.
         """
         path1 = Path(__file__).parent.joinpath("strategies")
-        self.load_strategy_class_from_folder(path1, "vnpy.app.cta_strategy.strategies")
+        self.load_strategy_class_from_folder(
+            path1, "vnpy.app.cta_strategy.strategies")
 
         path2 = Path.cwd().joinpath("strategies")
         self.load_strategy_class_from_folder(path2, "strategies")
@@ -450,7 +457,8 @@ class CtaEngine(BaseEngine):
         """
         for dirpath, dirnames, filenames in os.walk(path):
             for filename in filenames:
-                module_name = ".".join([module_name, filename.replace(".py", "")])
+                module_name = ".".join(
+                    [module_name, filename.replace(".py", "")])
                 self.load_strategy_class_from_module(module_name)
 
     def load_strategy_class_from_module(self, module_name: str):

vnpy/app/cta_strategy/strategies/turtle_signal_strategy.py

@@ -6,7 +6,6 @@ from vnpy.app.cta_strategy import (
     BarData,
     TradeData,
     OrderData,
-    StopOrder,
     BarGenerator,
     ArrayManager,
 )
@@ -161,4 +160,3 @@ class TurtleSignalStrategy(CtaTemplate):
 
         if t > -4:
             self.short(price - self.atr_value * 1.5, self.fixed_size, True)
-

vnpy/app/cta_strategy/template.py

@@ -1,10 +1,10 @@
 """"""
-
 from abc import ABC
 from typing import Any, Callable
 
 from vnpy.trader.constant import Interval
-from vnpy.trader.object import BarData, OrderData, TickData, TradeData
+from vnpy.trader.object import BarData, TickData, OrderData, TradeData
+
 from .base import CtaOrderType, StopOrder
 
 

vnpy/app/cta_strategy/ui/widget.py

@@ -5,16 +5,16 @@ from vnpy.trader.engine import MainEngine
 from vnpy.trader.ui import QtCore, QtGui, QtWidgets
 from vnpy.trader.ui.widget import (
     BaseCell,
-    BaseMonitor,
     EnumCell,
     MsgCell,
     TimeCell,
+    BaseMonitor
 )
 from ..base import (
     APP_NAME,
     EVENT_CTA_LOG,
     EVENT_CTA_STOPORDER,
-    EVENT_CTA_STRATEGY,
+    EVENT_CTA_STRATEGY
 )
 from ..engine import CtaEngine
 

vnpy/gateway/futu/futu_gateway.py

@@ -30,10 +30,10 @@ from vnpy.trader.event import EVENT_TIMER
 from vnpy.trader.gateway import BaseGateway
 from vnpy.trader.object import (
     TickData,
+    OrderData,
     TradeData,
     AccountData,
     ContractData,
-    OrderData,
     PositionData,
     SubscribeRequest,
     OrderRequest,

vnpy/gateway/ib/ib_gateway.py

@@ -19,14 +19,14 @@ from ibapi.errors import BAD_LENGTH
 
 from vnpy.trader.gateway import BaseGateway
 from vnpy.trader.object import (
-    AccountData,
-    CancelRequest,
-    ContractData,
     TickData,
     OrderData,
     TradeData,
-    OrderRequest,
     PositionData,
+    AccountData,
+    ContractData,
+    OrderRequest,
+    CancelRequest,
     SubscribeRequest
 )
 from vnpy.trader.constant import (
@@ -347,7 +347,8 @@ class IbApi(EWrapper):
         orderid = str(orderId)
         order = OrderData(
             symbol=ib_contract.conId,
-            exchange=EXCHANGE_IB2VT.get(ib_contract.exchange, ib_contract.exchange),
+            exchange=EXCHANGE_IB2VT.get(
+                ib_contract.exchange, ib_contract.exchange),
             orderid=orderid,
             direction=DIRECTION_IB2VT[ib_order.action],
             price=ib_order.lmtPrice,
@@ -372,7 +373,8 @@ class IbApi(EWrapper):
         accountid = f"{accountName}.{currency}"
         account = self.accounts.get(accountid, None)
         if not account:
-            account = AccountData(accountid=accountid, gateway_name=self.gateway_name)
+            account = AccountData(accountid=accountid,
+                                  gateway_name=self.gateway_name)
             self.accounts[accountid] = account
 
         name = ACCOUNTFIELD_IB2VT[key]
@@ -491,7 +493,8 @@ class IbApi(EWrapper):
 
         self.clientid = setting["clientid"]
 
-        self.client.connect(setting["host"], setting["port"], setting["clientid"])
+        self.client.connect(
+            setting["host"], setting["port"], setting["clientid"])
 
         self.thread.start()
 
@@ -592,7 +595,7 @@ class IbClient(EClient):
     def run(self):
         """
         Reimplement the original run message loop of eclient.
-        
+
         Remove all unnecessary try...catch... and allow exceptions to interrupt loop.
         """
         while not self.done and self.isConnected():

vnpy/trader/app.py

@@ -8,10 +8,10 @@ class BaseApp(ABC):
     Absstract class for app.
     """
 
-    app_name = ""  # Unique name used for creating engine and widget
-    app_module = ""  # App module string used in import_module
-    app_path = ""  # Absolute path of app folder
-    display_name = ""  # Name for display on the menu.
-    engine_class = None  # App engine class
-    widget_name = ""  # Class name of app widget
-    icon_name = ""  # Icon file name of app widget
+    app_name = ""           # Unique name used for creating engine and widget
+    app_module = ""         # App module string used in import_module
+    app_path = ""           # Absolute path of app folder
+    display_name = ""       # Name for display on the menu.
+    engine_class = None     # App engine class
+    widget_name = ""        # Class name of app widget
+    icon_name = ""          # Icon file name of app widget

vnpy/trader/engine.py

@@ -13,13 +13,13 @@ from typing import Any
 from vnpy.event import Event, EventEngine
 from .app import BaseApp
 from .event import (
+    EVENT_TICK,
+    EVENT_ORDER,
+    EVENT_TRADE,
+    EVENT_POSITION,
     EVENT_ACCOUNT,
     EVENT_CONTRACT,
-    EVENT_LOG,
-    EVENT_ORDER,
-    EVENT_POSITION,
-    EVENT_TICK,
-    EVENT_TRADE,
+    EVENT_LOG
 )
 from .gateway import BaseGateway
 from .object import CancelRequest, LogData, OrderRequest, SubscribeRequest

vnpy/trader/gateway.py

@@ -8,8 +8,8 @@ from typing import Any
 from vnpy.event import Event, EventEngine
 from .event import (
     EVENT_TICK,
-    EVENT_TRADE,
     EVENT_ORDER,
+    EVENT_TRADE,
     EVENT_POSITION,
     EVENT_ACCOUNT,
     EVENT_CONTRACT,

vnpy/trader/setting.py

@@ -7,10 +7,12 @@ from logging import CRITICAL
 SETTINGS = {
     "font.family": "Arial",
     "font.size": 12,
+
     "log.active": True,
     "log.level": CRITICAL,
     "log.console": True,
     "log.file": True,
+
     "email.server": "smtp.qq.com",
     "email.port": 465,
     "email.username": "",

vnpy/trader/ui/mainwindow.py

@@ -10,7 +10,6 @@ from PyQt5 import QtCore, QtGui, QtWidgets
 
 from vnpy.event import EventEngine
 from .widget import (
-    AboutDialog,
     TickMonitor,
     OrderMonitor,
     TradeMonitor,
@@ -21,6 +20,7 @@ from .widget import (
     ConnectDialog,
     ContractManager,
     TradingWidget,
+    AboutDialog,
 )
 from ..engine import MainEngine
 from ..utility import get_icon_path, get_trader_path

vnpy/trader/ui/widget.py

@@ -12,12 +12,12 @@ from vnpy.event import Event, EventEngine
 from ..constant import Direction, Exchange, Offset, PriceType
 from ..engine import MainEngine
 from ..event import (
-    EVENT_ACCOUNT,
+    EVENT_TICK,
+    EVENT_TRADE,
     EVENT_ORDER,
     EVENT_POSITION,
-    EVENT_LOG,
-    EVENT_TICK,
-    EVENT_TRADE
+    EVENT_ACCOUNT,
+    EVENT_LOG
 )
 from ..object import OrderRequest, SubscribeRequest
 from ..utility import load_setting, save_setting