diff --git a/examples/CryptoTrader/testRpc.py b/examples/CryptoTrader/testRpc.py new file mode 100644 index 00000000..dc517935 --- /dev/null +++ b/examples/CryptoTrader/testRpc.py @@ -0,0 +1,46 @@ +# encoding: UTF-8 + +from time import sleep + +from vnpy.rpc import RpcClient +from vnpy.trader.vtConstant import OFFSET_OPEN, DIRECTION_LONG + + +######################################################################## +class TestClient(RpcClient): + """""" + + #---------------------------------------------------------------------- + def __init__(self, reqAddress, subAddress): + """Constructor""" + super(TestClient, self).__init__(reqAddress, subAddress) + + #---------------------------------------------------------------------- + def callback(self, topic, data): + """回调函数实现""" + print('client received topic:', topic, ', data:', data) + + +if __name__ == '__main__': + reqAddress = 'tcp://localhost:8899' + subAddress = 'tcp://localhost:9988' + + tc = TestClient(reqAddress, subAddress) + tc.subscribeTopic('') + tc.start() + + setting = { + 'templateName': u'BestLimit 最优限价', + 'vtSymbol': 'rb1810.SHFE', + 'volume': 10, + 'direction': DIRECTION_LONG, + 'offset': OFFSET_OPEN + } + algoName = tc.addAlgo(setting) + print u'启动算法，实例名', algoName + + sleep(5) + tc.stopAlgo(algoName) + print u'停止算法' + + raw_input() \ No newline at end of file diff --git a/vnpy/trader/app/algoTrading/algoEngine.py b/vnpy/trader/app/algoTrading/algoEngine.py index 678774aa..22214811 100644 --- a/vnpy/trader/app/algoTrading/algoEngine.py +++ b/vnpy/trader/app/algoTrading/algoEngine.py @@ -1,6 +1,7 @@ # encoding: UTF-8 ''' +算法交易引擎 ''' from __future__ import division @@ -8,6 +9,7 @@ import os import importlib from vnpy.event import Event +from vnpy.rpc import RpcServer from vnpy.trader.vtEvent import EVENT_TIMER, EVENT_TICK, EVENT_ORDER, EVENT_TRADE from vnpy.trader.vtConstant import (DIRECTION_LONG, DIRECTION_SHORT, PRICETYPE_LIMITPRICE, PRICETYPE_MARKETPRICE, @@ -38,6 +40,7 @@ class AlgoEngine(object): """""" self.mainEngine = mainEngine self.eventEngine = eventEngine + self.rpcServer = None self.algoDict = {} # algoName:algo self.orderAlgoDict = {} # vtOrderID:algo @@ -58,7 +61,8 @@ class AlgoEngine(object): #---------------------------------------------------------------------- def stop(self): """停止""" - pass + if self.rpcServer: + self.rpcServer.stop() #---------------------------------------------------------------------- def processTickEvent(self, event): @@ -322,3 +326,32 @@ class AlgoEngine(object): event = Event(EVENT_ALGO_SETTING) event.dict_['data'] = algoSetting self.eventEngine.put(event) + + #---------------------------------------------------------------------- + def startRpc(self, repPort, pubPort): + """启动RPC服务""" + if self.rpcServer: + return + + self.rpcServer = AlgoRpcServer(self, repPort, pubPort) + self.rpcServer.start() + self.writeLog(u'算法交易RPC服务启动成功，REP端口:%s，PUB端口:%s' %(repPort, pubPort)) + + +######################################################################## +class AlgoRpcServer(RpcServer): + """算法交易RPC服务器""" + + #---------------------------------------------------------------------- + def __init__(self, engine, repPort, pubPort): + """Constructor""" + self.engine = engine + repAddress = 'tcp://*:%s' %repPort + pubAddress = 'tcp://*:%s' %pubPort + + super(AlgoRpcServer, self).__init__(repAddress, pubAddress) + + self.register(self.engine.addAlgo) + self.register(self.engine.stopAlgo) + self.register(self.engine.stopAll) + \ No newline at end of file diff --git a/vnpy/trader/app/algoTrading/uiAlgoManager.py b/vnpy/trader/app/algoTrading/uiAlgoManager.py index a04eae7b..5e18e1be 100644 --- a/vnpy/trader/app/algoTrading/uiAlgoManager.py +++ b/vnpy/trader/app/algoTrading/uiAlgoManager.py @@ -397,17 +397,17 @@ class AlgoManager(QtWidgets.QWidget): """""" self.setWindowTitle(u'算法交易') - buttonWidth = 400 - buttonHeight = 60 + #buttonWidth = 400 + #buttonHeight = 60 self.comboTemplate = QtWidgets.QComboBox() - self.comboTemplate.setMaximumWidth(buttonWidth) + #self.comboTemplate.setMaximumWidth(buttonWidth) self.comboTemplate.currentIndexChanged.connect(self.changeWidget) vbox = QtWidgets.QVBoxLayout() for templateName, widgetClass in WIDGET_DICT.items(): widget = widgetClass(self.algoEngine) - widget.setMaximumWidth(buttonWidth) + #widget.setMaximumWidth(buttonWidth) widget.hide() vbox.addWidget(widget) @@ -415,18 +415,21 @@ class AlgoManager(QtWidgets.QWidget): self.comboTemplate.addItem(templateName) self.buttonStop = StopButton(self.algoEngine) - self.buttonStop.setMaximumWidth(buttonWidth) - self.buttonStop.setFixedHeight(buttonHeight) self.buttonAddAlgo = QtWidgets.QPushButton(u'启动篮子算法') self.buttonAddAlgo.setStyleSheet("color:white;background-color:green") self.buttonAddAlgo.clicked.connect(self.addAlgoFromCsv) - self.buttonAddAlgo.setFixedHeight(buttonHeight) self.buttonSaveSetting = QtWidgets.QPushButton(u'加载算法配置') self.buttonSaveSetting.setStyleSheet("color:white;background-color:blue") self.buttonSaveSetting.clicked.connect(self.saveSettingFromCsv) - self.buttonSaveSetting.setFixedHeight(buttonHeight) + + self.lineRepPort = QtWidgets.QLineEdit('8899') + self.linePubPort = QtWidgets.QLineEdit('9988') + + self.buttonStartRpc = QtWidgets.QPushButton(u'启动RPC服务') + self.buttonStartRpc.setStyleSheet("color:black;background-color:orange") + self.buttonStartRpc.clicked.connect(self.startRpc) label = QtWidgets.QLabel(u'算法类型') label.setFixedWidth(100) @@ -435,6 +438,12 @@ class AlgoManager(QtWidgets.QWidget): hbox.addWidget(label) hbox.addWidget(self.comboTemplate) + grid = QtWidgets.QGridLayout() + grid.addWidget(QtWidgets.QLabel(u'REP端口'), 0, 0) + grid.addWidget(self.lineRepPort, 0, 1) + grid.addWidget(QtWidgets.QLabel(u'PUB端口'), 1, 0) + grid.addWidget(self.linePubPort, 1, 1) + vbox1 = QtWidgets.QVBoxLayout() vbox1.addLayout(hbox) vbox1.addLayout(vbox) @@ -442,8 +451,13 @@ class AlgoManager(QtWidgets.QWidget): vbox1.addWidget(self.buttonStop) vbox1.addWidget(self.buttonAddAlgo) vbox1.addWidget(self.buttonSaveSetting) + vbox1.addStretch() + vbox1.addLayout(grid) + vbox1.addWidget(self.buttonStartRpc) workingMonitor = AlgoStatusMonitor(self.algoEngine, AlgoStatusMonitor.MODE_WORKING) + workingMonitor.setFixedWidth(1500) + historyMonitor = AlgoStatusMonitor(self.algoEngine, AlgoStatusMonitor.MODE_HISTORY) logMonitor = AlgoLogMonitor(self.algoEngine) settingMonitor = AlgoSettingMonitor(self.algoEngine) @@ -526,3 +540,22 @@ class AlgoManager(QtWidgets.QWidget): l = self.loadCsv(path) for setting in l: self.algoEngine.addAlgo(setting) + + #---------------------------------------------------------------------- + def startRpc(self): + """启动算法服务""" + try: + repPort = int(self.lineRepPort.text()) + pubPort = int(self.linePubPort.text()) + except: + self.algoEngine.writeLog(u'请检查RPC端口，只能使用整数') + return + + self.algoEngine.startRpc(repPort, pubPort) + + #---------------------------------------------------------------------- + def show(self): + """""" + self.showMaximized() + +