[Add]新增算法交易RPC服务功能
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vn.py
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46
examples/CryptoTrader/testRpc.py
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46
examples/CryptoTrader/testRpc.py
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@ -0,0 +1,46 @@
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# encoding: UTF-8
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from time import sleep
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from vnpy.rpc import RpcClient
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from vnpy.trader.vtConstant import OFFSET_OPEN, DIRECTION_LONG
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########################################################################
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class TestClient(RpcClient):
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""""""
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#----------------------------------------------------------------------
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def __init__(self, reqAddress, subAddress):
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"""Constructor"""
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super(TestClient, self).__init__(reqAddress, subAddress)
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#----------------------------------------------------------------------
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def callback(self, topic, data):
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"""回调函数实现"""
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print('client received topic:', topic, ', data:', data)
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if __name__ == '__main__':
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reqAddress = 'tcp://localhost:8899'
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subAddress = 'tcp://localhost:9988'
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tc = TestClient(reqAddress, subAddress)
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tc.subscribeTopic('')
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tc.start()
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setting = {
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'templateName': u'BestLimit 最优限价',
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'vtSymbol': 'rb1810.SHFE',
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'volume': 10,
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'direction': DIRECTION_LONG,
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'offset': OFFSET_OPEN
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}
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algoName = tc.addAlgo(setting)
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print u'启动算法，实例名', algoName
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sleep(5)
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tc.stopAlgo(algoName)
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print u'停止算法'
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raw_input()
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@ -1,6 +1,7 @@
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# encoding: UTF-8
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'''
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算法交易引擎
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'''
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from __future__ import division
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@ -8,6 +9,7 @@ import os
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import importlib
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from vnpy.event import Event
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from vnpy.rpc import RpcServer
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from vnpy.trader.vtEvent import EVENT_TIMER, EVENT_TICK, EVENT_ORDER, EVENT_TRADE
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from vnpy.trader.vtConstant import (DIRECTION_LONG, DIRECTION_SHORT,
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PRICETYPE_LIMITPRICE, PRICETYPE_MARKETPRICE,
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@ -38,6 +40,7 @@ class AlgoEngine(object):
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""""""
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self.mainEngine = mainEngine
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self.eventEngine = eventEngine
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self.rpcServer = None
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self.algoDict = {} # algoName:algo
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self.orderAlgoDict = {} # vtOrderID:algo
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@ -58,7 +61,8 @@ class AlgoEngine(object):
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#----------------------------------------------------------------------
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def stop(self):
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"""停止"""
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pass
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if self.rpcServer:
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self.rpcServer.stop()
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#----------------------------------------------------------------------
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def processTickEvent(self, event):
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@ -322,3 +326,32 @@ class AlgoEngine(object):
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event = Event(EVENT_ALGO_SETTING)
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event.dict_['data'] = algoSetting
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self.eventEngine.put(event)
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#----------------------------------------------------------------------
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def startRpc(self, repPort, pubPort):
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"""启动RPC服务"""
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if self.rpcServer:
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return
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self.rpcServer = AlgoRpcServer(self, repPort, pubPort)
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self.rpcServer.start()
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self.writeLog(u'算法交易RPC服务启动成功，REP端口:%s，PUB端口:%s' %(repPort, pubPort))
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########################################################################
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class AlgoRpcServer(RpcServer):
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"""算法交易RPC服务器"""
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#----------------------------------------------------------------------
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def __init__(self, engine, repPort, pubPort):
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"""Constructor"""
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self.engine = engine
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repAddress = 'tcp://*:%s' %repPort
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pubAddress = 'tcp://*:%s' %pubPort
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super(AlgoRpcServer, self).__init__(repAddress, pubAddress)
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self.register(self.engine.addAlgo)
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self.register(self.engine.stopAlgo)
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self.register(self.engine.stopAll)
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@ -397,17 +397,17 @@ class AlgoManager(QtWidgets.QWidget):
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""""""
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self.setWindowTitle(u'算法交易')
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buttonWidth = 400
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buttonHeight = 60
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#buttonWidth = 400
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#buttonHeight = 60
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self.comboTemplate = QtWidgets.QComboBox()
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self.comboTemplate.setMaximumWidth(buttonWidth)
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#self.comboTemplate.setMaximumWidth(buttonWidth)
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self.comboTemplate.currentIndexChanged.connect(self.changeWidget)
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vbox = QtWidgets.QVBoxLayout()
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for templateName, widgetClass in WIDGET_DICT.items():
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widget = widgetClass(self.algoEngine)
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widget.setMaximumWidth(buttonWidth)
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#widget.setMaximumWidth(buttonWidth)
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widget.hide()
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vbox.addWidget(widget)
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@ -415,18 +415,21 @@ class AlgoManager(QtWidgets.QWidget):
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self.comboTemplate.addItem(templateName)
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self.buttonStop = StopButton(self.algoEngine)
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self.buttonStop.setMaximumWidth(buttonWidth)
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self.buttonStop.setFixedHeight(buttonHeight)
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self.buttonAddAlgo = QtWidgets.QPushButton(u'启动篮子算法')
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self.buttonAddAlgo.setStyleSheet("color:white;background-color:green")
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self.buttonAddAlgo.clicked.connect(self.addAlgoFromCsv)
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self.buttonAddAlgo.setFixedHeight(buttonHeight)
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self.buttonSaveSetting = QtWidgets.QPushButton(u'加载算法配置')
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self.buttonSaveSetting.setStyleSheet("color:white;background-color:blue")
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self.buttonSaveSetting.clicked.connect(self.saveSettingFromCsv)
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self.buttonSaveSetting.setFixedHeight(buttonHeight)
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self.lineRepPort = QtWidgets.QLineEdit('8899')
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self.linePubPort = QtWidgets.QLineEdit('9988')
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self.buttonStartRpc = QtWidgets.QPushButton(u'启动RPC服务')
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self.buttonStartRpc.setStyleSheet("color:black;background-color:orange")
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self.buttonStartRpc.clicked.connect(self.startRpc)
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label = QtWidgets.QLabel(u'算法类型')
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label.setFixedWidth(100)
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@ -435,6 +438,12 @@ class AlgoManager(QtWidgets.QWidget):
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hbox.addWidget(label)
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hbox.addWidget(self.comboTemplate)
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grid = QtWidgets.QGridLayout()
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grid.addWidget(QtWidgets.QLabel(u'REP端口'), 0, 0)
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grid.addWidget(self.lineRepPort, 0, 1)
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grid.addWidget(QtWidgets.QLabel(u'PUB端口'), 1, 0)
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grid.addWidget(self.linePubPort, 1, 1)
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vbox1 = QtWidgets.QVBoxLayout()
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vbox1.addLayout(hbox)
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vbox1.addLayout(vbox)
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@ -442,8 +451,13 @@ class AlgoManager(QtWidgets.QWidget):
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vbox1.addWidget(self.buttonStop)
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vbox1.addWidget(self.buttonAddAlgo)
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vbox1.addWidget(self.buttonSaveSetting)
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vbox1.addStretch()
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vbox1.addLayout(grid)
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vbox1.addWidget(self.buttonStartRpc)
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workingMonitor = AlgoStatusMonitor(self.algoEngine, AlgoStatusMonitor.MODE_WORKING)
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workingMonitor.setFixedWidth(1500)
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historyMonitor = AlgoStatusMonitor(self.algoEngine, AlgoStatusMonitor.MODE_HISTORY)
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logMonitor = AlgoLogMonitor(self.algoEngine)
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settingMonitor = AlgoSettingMonitor(self.algoEngine)
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@ -526,3 +540,22 @@ class AlgoManager(QtWidgets.QWidget):
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l = self.loadCsv(path)
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for setting in l:
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self.algoEngine.addAlgo(setting)
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#----------------------------------------------------------------------
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def startRpc(self):
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"""启动算法服务"""
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try:
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repPort = int(self.lineRepPort.text())
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pubPort = int(self.linePubPort.text())
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except:
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self.algoEngine.writeLog(u'请检查RPC端口，只能使用整数')
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return
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self.algoEngine.startRpc(repPort, pubPort)
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#----------------------------------------------------------------------
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def show(self):
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""""""
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self.showMaximized()
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