# encoding: UTF-8 import json import csv import os import platform from collections import OrderedDict from six import text_type from vnpy.event import * from vnpy.trader import vtText from vnpy.trader.vtEvent import * from vnpy.trader.vtConstant import * from vnpy.trader.vtFunction import * from vnpy.trader.vtGateway import * from vnpy.trader.uiQt import QtGui, QtWidgets, QtCore, BASIC_FONT COLOR_RED = QtGui.QColor('red') COLOR_GREEN = QtGui.QColor('green') ######################################################################## class BasicCell(QtWidgets.QTableWidgetItem): """基础的单元格""" #---------------------------------------------------------------------- def __init__(self, text=None, mainEngine=None): """Constructor""" super(BasicCell, self).__init__() self.data = None self.setTextAlignment(QtCore.Qt.AlignCenter) if text: self.setContent(text) #---------------------------------------------------------------------- def setContent(self, text): """设置内容""" if text == '0' or text == '0.0': self.setText('') else: self.setText(text) ######################################################################## class NumCell(BasicCell): """用来显示数字的单元格""" #---------------------------------------------------------------------- def __init__(self, text=None, mainEngine=None): """Constructor""" super(NumCell, self).__init__(text) #---------------------------------------------------------------------- def setContent(self, text): """设置内容""" # 考虑到NumCell主要用来显示OrderID和TradeID之类的整数字段， # 这里的数据转化方式使用int类型。但是由于部分交易接口的委托 # 号和成交号可能不是纯数字的形式，因此补充了一个try...except try: num = int(text) self.setData(QtCore.Qt.DisplayRole, num) except ValueError: self.setText(text) ######################################################################## class DirectionCell(BasicCell): """用来显示买卖方向的单元格""" #---------------------------------------------------------------------- def __init__(self, text=None, mainEngine=None): """Constructor""" super(DirectionCell, self).__init__(text) #---------------------------------------------------------------------- def setContent(self, text): """设置内容""" if text == DIRECTION_LONG or text == DIRECTION_NET: self.setForeground(QtGui.QColor('red')) elif text == DIRECTION_SHORT: self.setForeground(QtGui.QColor('green')) self.setText(text) ######################################################################## class NameCell(BasicCell): """用来显示合约中文的单元格""" #---------------------------------------------------------------------- def __init__(self, text=None, mainEngine=None): """Constructor""" super(NameCell, self).__init__() self.mainEngine = mainEngine self.data = None if text: self.setContent(text) #---------------------------------------------------------------------- def setContent(self, text): """设置内容""" if self.mainEngine: # 首先尝试正常获取合约对象 contract = self.mainEngine.getContract(text) # 如果能读取合约信息 if contract: self.setText(contract.name) ######################################################################## class BidCell(BasicCell): """买价单元格""" #---------------------------------------------------------------------- def __init__(self, text=None, mainEngine=None): """Constructor""" super(BidCell, self).__init__(text) self.setForeground(QtGui.QColor('black')) self.setBackground(QtGui.QColor(255,174,201)) #---------------------------------------------------------------------- def setContent(self, text): """设置内容""" self.setText(text) ######################################################################## class AskCell(BasicCell): """卖价单元格""" #---------------------------------------------------------------------- def __init__(self, text=None, mainEngine=None): """Constructor""" super(AskCell, self).__init__(text) self.setForeground(QtGui.QColor('black')) self.setBackground(QtGui.QColor(160,255,160)) #---------------------------------------------------------------------- def setContent(self, text): """设置内容""" self.setText(text) ######################################################################## class PnlCell(BasicCell): """显示盈亏的单元格""" #---------------------------------------------------------------------- def __init__(self, text=None, mainEngine=None): """Constructor""" super(PnlCell, self).__init__() self.data = None self.color = '' if text: self.setContent(text) #---------------------------------------------------------------------- def setContent(self, text): """设置内容""" self.setText(text) try: value = float(text) if value >= 0 and self.color != 'red': self.color = 'red' self.setForeground(COLOR_RED) elif value < 0 and self.color != 'green': self.color = 'green' self.setForeground(COLOR_GREEN) except ValueError: pass ######################################################################## class BasicMonitor(QtWidgets.QTableWidget): """ 基础监控 headerDict中的值对应的字典格式如下 {'chinese': u'中文名', 'cellType': BasicCell} """ signal = QtCore.Signal(type(Event())) #---------------------------------------------------------------------- def __init__(self, mainEngine=None, eventEngine=None, parent=None): """Constructor""" super(BasicMonitor, self).__init__(parent) self.mainEngine = mainEngine self.eventEngine = eventEngine # 保存表头标签用 self.headerDict = OrderedDict() # 有序字典，key是英文名，value是对应的配置字典 self.headerList = [] # 对应self.headerDict.keys() # 保存相关数据用 self.dataDict = {} # 字典，key是字段对应的数据，value是保存相关单元格的字典 self.dataKey = '' # 字典键对应的数据字段 # 监控的事件类型 self.eventType = '' # 列宽调整状态（只在第一次更新数据时调整一次列宽） self.columnResized = False # 字体 self.font = None # 保存数据对象到单元格 self.saveData = False # 默认不允许根据表头进行排序，需要的组件可以开启 self.sorting = False # 默认表头可调整 self.resizeMode = QtWidgets.QHeaderView.Interactive # 初始化右键菜单 self.initMenu() #---------------------------------------------------------------------- def setHeaderDict(self, headerDict): """设置表头有序字典""" self.headerDict = headerDict self.headerList = headerDict.keys() #---------------------------------------------------------------------- def setDataKey(self, dataKey): """设置数据字典的键""" self.dataKey = dataKey #---------------------------------------------------------------------- def setEventType(self, eventType): """设置监控的事件类型""" self.eventType = eventType #---------------------------------------------------------------------- def setFont(self, font): """设置字体""" self.font = font #---------------------------------------------------------------------- def setSaveData(self, saveData): """设置是否要保存数据到单元格""" self.saveData = saveData #---------------------------------------------------------------------- def initTable(self): """初始化表格""" # 设置表格的列数 col = len(self.headerDict) self.setColumnCount(col) # 设置列表头 labels = [d['chinese'] for d in self.headerDict.values()] self.setHorizontalHeaderLabels(labels) # 关闭左边的垂直表头 self.verticalHeader().setVisible(False) # 设为不可编辑 self.setEditTriggers(self.NoEditTriggers) # 设为行交替颜色 self.setAlternatingRowColors(True) # 设置允许排序 self.setSortingEnabled(self.sorting) # 设为表头拉伸 self.horizontalHeader().setSectionResizeMode(self.resizeMode) #---------------------------------------------------------------------- def registerEvent(self): """注册GUI更新相关的事件监听""" self.signal.connect(self.updateEvent) self.eventEngine.register(self.eventType, self.signal.emit) #---------------------------------------------------------------------- def updateEvent(self, event): """收到事件更新""" data = event.dict_['data'] self.updateData(data) #---------------------------------------------------------------------- def updateData(self, data): """将数据更新到表格中""" # 如果允许了排序功能，则插入数据前必须关闭，否则插入新的数据会变乱 if self.sorting: self.setSortingEnabled(False) # 如果设置了dataKey，则采用存量更新模式 if self.dataKey: key = data.__getattribute__(self.dataKey) # 如果键在数据字典中不存在，则先插入新的一行，并创建对应单元格 if key not in self.dataDict: self.insertRow(0) d = {} for n, header in enumerate(self.headerList): content = safeUnicode(data.__getattribute__(header)) cellType = self.headerDict[header]['cellType'] cell = cellType(content, self.mainEngine) if self.font: cell.setFont(self.font) # 如果设置了特殊字体，则进行单元格设置 if self.saveData: # 如果设置了保存数据对象，则进行对象保存 cell.data = data self.setItem(0, n, cell) d[header] = cell self.dataDict[key] = d # 否则如果已经存在，则直接更新相关单元格 else: d = self.dataDict[key] for header in self.headerList: content = safeUnicode(data.__getattribute__(header)) cell = d[header] cell.setContent(content) if self.saveData: # 如果设置了保存数据对象，则进行对象保存 cell.data = data # 否则采用增量更新模式 else: self.insertRow(0) for n, header in enumerate(self.headerList): content = safeUnicode(data.__getattribute__(header)) cellType = self.headerDict[header]['cellType'] cell = cellType(content, self.mainEngine) if self.font: cell.setFont(self.font) if self.saveData: cell.data = data self.setItem(0, n, cell) ## 调整列宽 #if not self.columnResized: #self.resizeColumns() #self.columnResized = True # 重新打开排序 if self.sorting: self.setSortingEnabled(True) #---------------------------------------------------------------------- def resizeColumns(self): """调整各列的大小""" self.horizontalHeader().resizeSections(QtWidgets.QHeaderView.ResizeToContents) #---------------------------------------------------------------------- def setSorting(self, sorting): """设置是否允许根据表头排序""" self.sorting = sorting #---------------------------------------------------------------------- def setResizeMode(self, mode): """""" self.resizeMode = mode #---------------------------------------------------------------------- def saveToCsv(self): """保存表格内容到CSV文件""" # 先隐藏右键菜单 self.menu.close() # 获取想要保存的文件名 path, fileType = QtWidgets.QFileDialog.getSaveFileName(self, vtText.SAVE_DATA, '', 'CSV(*.csv)') try: #if not path.isEmpty(): if path: with open(unicode(path), 'wb') as f: writer = csv.writer(f) # 保存标签 headers = [header.encode('gbk') for header in self.headerList] writer.writerow(headers) # 保存每行内容 for row in range(self.rowCount()): rowdata = [] for column in range(self.columnCount()): item = self.item(row, column) if item is not None: rowdata.append( text_type(item.text()).encode('gbk')) else: rowdata.append('') writer.writerow(rowdata) except IOError: pass #---------------------------------------------------------------------- def initMenu(self): """初始化右键菜单""" self.menu = QtWidgets.QMenu(self) resizeAction = QtWidgets.QAction(vtText.RESIZE_COLUMNS, self) resizeAction.triggered.connect(self.resizeColumns) saveAction = QtWidgets.QAction(vtText.SAVE_DATA, self) saveAction.triggered.connect(self.saveToCsv) self.menu.addAction(resizeAction) self.menu.addAction(saveAction) #---------------------------------------------------------------------- def contextMenuEvent(self, event): """右键点击事件""" self.menu.popup(QtGui.QCursor.pos()) ######################################################################## class MarketMonitor(BasicMonitor): """市场监控组件""" #---------------------------------------------------------------------- def __init__(self, mainEngine, eventEngine, parent=None): """Constructor""" super(MarketMonitor, self).__init__(mainEngine, eventEngine, parent) # 设置表头有序字典 d = OrderedDict() d['gatewayName'] = {'chinese':vtText.GATEWAY, 'cellType':BasicCell} d['symbol'] = {'chinese':vtText.CONTRACT_SYMBOL, 'cellType':BasicCell} d['lastPrice'] = {'chinese':vtText.LAST_PRICE, 'cellType':BasicCell} d['volume'] = {'chinese':vtText.VOLUME, 'cellType':BasicCell} d['openPrice'] = {'chinese':vtText.OPEN_PRICE, 'cellType':BasicCell} d['highPrice'] = {'chinese':vtText.HIGH_PRICE, 'cellType':BasicCell} d['lowPrice'] = {'chinese':vtText.LOW_PRICE, 'cellType':BasicCell} d['bidPrice1'] = {'chinese':vtText.BID_PRICE_1, 'cellType':BidCell} d['bidVolume1'] = {'chinese':vtText.BID_VOLUME_1, 'cellType':BidCell} d['askPrice1'] = {'chinese':vtText.ASK_PRICE_1, 'cellType':AskCell} d['askVolume1'] = {'chinese':vtText.ASK_VOLUME_1, 'cellType':AskCell} d['time'] = {'chinese':vtText.TIME, 'cellType':BasicCell} self.setHeaderDict(d) self.setDataKey('vtSymbol') self.setEventType(EVENT_TICK) self.setFont(BASIC_FONT) self.setSorting(False) self.setResizeMode(QtWidgets.QHeaderView.Stretch) self.initTable() self.registerEvent() self.setFixedHeight(400) ######################################################################## class LogMonitor(BasicMonitor): """日志监控""" signalError = QtCore.Signal(type(Event())) #---------------------------------------------------------------------- def __init__(self, mainEngine, eventEngine, parent=None): """Constructor""" super(LogMonitor, self).__init__(mainEngine, eventEngine, parent) d = OrderedDict() d['gatewayName'] = {'chinese':vtText.GATEWAY, 'cellType':BasicCell} d['logTime'] = {'chinese':vtText.TIME, 'cellType':BasicCell} d['logContent'] = {'chinese':vtText.CONTENT, 'cellType':BasicCell} self.setHeaderDict(d) self.setEventType(EVENT_LOG) self.setFont(BASIC_FONT) self.initTable() self.registerEvent() self.signalError.connect(self.processErrorEvent) self.eventEngine.register(EVENT_ERROR, self.signalError.emit) self.horizontalHeader().setSectionResizeMode(2, QtWidgets.QHeaderView.Stretch) self.setFixedHeight(200) #---------------------------------------------------------------------- def processErrorEvent(self, event): """""" error = event.dict_['data'] logContent = u'发生错误，错误代码:%s，错误信息:%s' %(error.errorID, error.errorMsg) self.insertRow(0) cellLogTime = BasicCell(error.errorTime) cellLogContent = BasicCell(logContent) cellGatewayName = BasicCell(error.gatewayName) self.setItem(0, 0, cellGatewayName) self.setItem(0, 1, cellLogTime) self.setItem(0, 2, cellLogContent) ######################################################################## class TradeMonitor(BasicMonitor): """成交监控""" #---------------------------------------------------------------------- def __init__(self, mainEngine, eventEngine, parent=None): """Constructor""" super(TradeMonitor, self).__init__(mainEngine, eventEngine, parent) d = OrderedDict() d['gatewayName'] = {'chinese':vtText.GATEWAY, 'cellType':BasicCell} d['tradeID'] = {'chinese':vtText.TRADE_ID, 'cellType':NumCell} d['orderID'] = {'chinese':vtText.ORDER_ID, 'cellType':NumCell} d['symbol'] = {'chinese':vtText.CONTRACT_SYMBOL, 'cellType':BasicCell} d['direction'] = {'chinese':vtText.DIRECTION, 'cellType':DirectionCell} d['price'] = {'chinese':vtText.PRICE, 'cellType':BasicCell} d['volume'] = {'chinese':vtText.VOLUME, 'cellType':BasicCell} d['tradeTime'] = {'chinese':vtText.TRADE_TIME, 'cellType':BasicCell} self.setHeaderDict(d) self.setEventType(EVENT_TRADE) self.setFont(BASIC_FONT) self.setSorting(True) self.setResizeMode(QtWidgets.QHeaderView.Stretch) self.initTable() self.registerEvent() self.setFixedHeight(200) ######################################################################## class OrderMonitor(BasicMonitor): """委托监控""" #---------------------------------------------------------------------- def __init__(self, mainEngine, eventEngine, parent=None): """Constructor""" super(OrderMonitor, self).__init__(mainEngine, eventEngine, parent) self.mainEngine = mainEngine d = OrderedDict() d['gatewayName'] = {'chinese':vtText.GATEWAY, 'cellType':BasicCell} d['orderID'] = {'chinese':vtText.ORDER_ID, 'cellType':NumCell} d['symbol'] = {'chinese':vtText.CONTRACT_SYMBOL, 'cellType':BasicCell} d['direction'] = {'chinese':vtText.DIRECTION, 'cellType':DirectionCell} d['price'] = {'chinese':vtText.PRICE, 'cellType':BasicCell} d['totalVolume'] = {'chinese':vtText.ORDER_VOLUME, 'cellType':BasicCell} d['tradedVolume'] = {'chinese':vtText.TRADED_VOLUME, 'cellType':BasicCell} d['status'] = {'chinese':vtText.ORDER_STATUS, 'cellType':BasicCell} d['orderTime'] = {'chinese':vtText.ORDER_TIME, 'cellType':BasicCell} self.setHeaderDict(d) self.setDataKey('vtOrderID') self.setEventType(EVENT_ORDER) self.setFont(BASIC_FONT) self.setSaveData(True) self.setSorting(True) self.setResizeMode(QtWidgets.QHeaderView.Stretch) self.initTable() self.registerEvent() self.connectSignal() #---------------------------------------------------------------------- def connectSignal(self): """连接信号""" # 双击单元格撤单 self.itemDoubleClicked.connect(self.cancelOrder) #---------------------------------------------------------------------- def cancelOrder(self, cell): """根据单元格的数据撤单""" order = cell.data req = VtCancelOrderReq() req.symbol = order.symbol req.exchange = order.exchange req.frontID = order.frontID req.sessionID = order.sessionID req.orderID = order.orderID self.mainEngine.cancelOrder(req, order.gatewayName) ######################################################################## class PositionMonitor(BasicMonitor): """持仓监控""" #---------------------------------------------------------------------- def __init__(self, mainEngine, eventEngine, parent=None): """Constructor""" super(PositionMonitor, self).__init__(mainEngine, eventEngine, parent) d = OrderedDict() d['gatewayName'] = {'chinese':vtText.GATEWAY, 'cellType':BasicCell} d['symbol'] = {'chinese':vtText.CONTRACT_SYMBOL, 'cellType':BasicCell} d['direction'] = {'chinese':vtText.DIRECTION, 'cellType':DirectionCell} d['position'] = {'chinese':vtText.POSITION, 'cellType':BasicCell} d['frozen'] = {'chinese':vtText.FROZEN, 'cellType':BasicCell} d['price'] = {'chinese':vtText.PRICE, 'cellType':BasicCell} self.setHeaderDict(d) self.setDataKey('vtPositionName') self.setEventType(EVENT_POSITION) self.setFont(BASIC_FONT) self.setSaveData(True) self.setResizeMode(QtWidgets.QHeaderView.Stretch) self.initTable() self.registerEvent() ######################################################################## class AccountMonitor(BasicMonitor): """账户监控""" #---------------------------------------------------------------------- def __init__(self, mainEngine, eventEngine, parent=None): """Constructor""" super(AccountMonitor, self).__init__(mainEngine, eventEngine, parent) d = OrderedDict() d['gatewayName'] = {'chinese':vtText.GATEWAY, 'cellType':BasicCell} d['accountID'] = {'chinese':vtText.ACCOUNT_ID, 'cellType':BasicCell} d['balance'] = {'chinese':vtText.BALANCE, 'cellType':BasicCell} d['available'] = {'chinese':vtText.AVAILABLE, 'cellType':BasicCell} self.setHeaderDict(d) self.setDataKey('vtAccountID') self.setEventType(EVENT_ACCOUNT) self.setFont(BASIC_FONT) self.setSaveData(True) self.setResizeMode(QtWidgets.QHeaderView.Stretch) self.initTable() self.registerEvent() #---------------------------------------------------------------------- def updateData(self, data): """更新数据""" super(AccountMonitor, self).updateData(data) # 如果该委托已完成，则隐藏该行 vtAccountID = data.vtAccountID cellDict = self.dataDict[vtAccountID] cell = cellDict['balance'] row = self.row(cell) if data.balance == 0: self.hideRow(row) else: self.showRow(row) ######################################################################## class DepthMonitor(QtWidgets.QTableWidget): """报价深度监控""" #---------------------------------------------------------------------- def __init__(self, mainEngine, eventEngine): """Constructor""" super(DepthMonitor, self).__init__() self.mainEngine = mainEngine self.contractSize = 1 # 合约乘数 self.cellDict = {} self.initUi() #---------------------------------------------------------------------- def initUi(self): """""" labels = [u'价格', u'数量', u'总额'] self.setColumnCount(len(labels)) self.setHorizontalHeaderLabels(labels) self.setRowCount(11) self.verticalHeader().setVisible(False) self.setEditTriggers(self.NoEditTriggers) self.horizontalHeader().setSectionResizeMode(QtWidgets.QHeaderView.Stretch) self.verticalHeader().setSectionResizeMode(QtWidgets.QHeaderView.Stretch) left = QtCore.Qt.AlignLeft right = QtCore.Qt.AlignRight # 单元格 askColor = 'green' bidColor = 'red' lastColor = 'orange' self.addCell('askPrice5', 0, 0, askColor) self.addCell('askPrice4', 1, 0, askColor) self.addCell('askPrice3', 2, 0, askColor) self.addCell('askPrice2', 3, 0, askColor) self.addCell('askPrice1', 4, 0, askColor) self.addCell('lastPrice', 5, 0, lastColor) self.addCell('bidPrice1', 6, 0, bidColor) self.addCell('bidPrice2', 7, 0, bidColor) self.addCell('bidPrice3', 8, 0, bidColor) self.addCell('bidPrice4', 9, 0, bidColor) self.addCell('bidPrice5', 10, 0, bidColor) self.addCell('askVolume5', 0, 1, askColor) self.addCell('askVolume4', 1, 1, askColor) self.addCell('askVolume3', 2, 1, askColor) self.addCell('askVolume2', 3, 1, askColor) self.addCell('askVolume1', 4, 1, askColor) self.addCell('todayChange', 5, 1, lastColor) self.addCell('bidVolume1', 6, 1, bidColor) self.addCell('bidVolume2', 7, 1, bidColor) self.addCell('bidVolume3', 8, 1, bidColor) self.addCell('bidVolume4', 9, 1, bidColor) self.addCell('bidVolume5', 10, 1, bidColor) self.addCell('askValue5', 0, 2, askColor) self.addCell('askValue4', 1, 2, askColor) self.addCell('askValue3', 2, 2, askColor) self.addCell('askValue2', 3, 2, askColor) self.addCell('askValue1', 4, 2, askColor) self.addCell('bidValue1', 6, 2, bidColor) self.addCell('bidValue2', 7, 2, bidColor) self.addCell('bidValue3', 8, 2, bidColor) self.addCell('bidValue4', 9, 2, bidColor) self.addCell('bidValue5', 10, 2, bidColor) #---------------------------------------------------------------------- def addCell(self, name, row, col, color, alignment=None): """新增单元格""" cell = QtWidgets.QTableWidgetItem() self.setItem(row, col, cell) self.cellDict[name] = cell if color: cell.setForeground(QtGui.QColor(color)) if alignment: cell.setTextAlignment(alignment) else: cell.setTextAlignment(QtCore.Qt.AlignCenter) #---------------------------------------------------------------------- def updateCell(self, name, value, decimals=None, data=None): """更新单元格""" if decimals is not None: text = '%.*f' %(decimals, value) else: text = '%s' %value cell = self.cellDict[name] cell.setText(text) if data: cell.price = data #---------------------------------------------------------------------- def updateTick(self, tick): """更新Tick""" valueDecimals = 2 # bid self.updateCell('bidPrice1', tick.bidPrice1, data=tick.bidPrice1) self.updateCell('bidPrice2', tick.bidPrice2, data=tick.bidPrice2) self.updateCell('bidPrice3', tick.bidPrice3, data=tick.bidPrice3) self.updateCell('bidPrice4', tick.bidPrice4, data=tick.bidPrice4) self.updateCell('bidPrice5', tick.bidPrice5, data=tick.bidPrice5) self.updateCell('bidVolume1', tick.bidVolume1, data=tick.bidPrice1) self.updateCell('bidVolume2', tick.bidVolume2, data=tick.bidPrice2) self.updateCell('bidVolume3', tick.bidVolume3, data=tick.bidPrice3) self.updateCell('bidVolume4', tick.bidVolume4, data=tick.bidPrice4) self.updateCell('bidVolume5', tick.bidVolume5, data=tick.bidPrice5) self.updateCell('bidValue1', tick.bidPrice1*tick.bidVolume1*self.contractSize, valueDecimals, data=tick.bidPrice1) self.updateCell('bidValue2', tick.bidPrice2*tick.bidVolume2*self.contractSize, valueDecimals, data=tick.bidPrice2) self.updateCell('bidValue3', tick.bidPrice3*tick.bidVolume3*self.contractSize, valueDecimals, data=tick.bidPrice3) self.updateCell('bidValue4', tick.bidPrice4*tick.bidVolume4*self.contractSize, valueDecimals, data=tick.bidPrice4) self.updateCell('bidValue5', tick.bidPrice5*tick.bidVolume5*self.contractSize, valueDecimals, data=tick.bidPrice5) # ask self.updateCell('askPrice1', tick.askPrice1, data=tick.askPrice1) self.updateCell('askPrice2', tick.askPrice2, data=tick.askPrice2) self.updateCell('askPrice3', tick.askPrice3, data=tick.askPrice3) self.updateCell('askPrice4', tick.askPrice4, data=tick.askPrice4) self.updateCell('askPrice5', tick.askPrice5, data=tick.askPrice5) self.updateCell('askVolume1', tick.askVolume1, data=tick.askPrice1) self.updateCell('askVolume2', tick.askVolume2, data=tick.askPrice2) self.updateCell('askVolume3', tick.askVolume3, data=tick.askPrice3) self.updateCell('askVolume4', tick.askVolume4, data=tick.askPrice4) self.updateCell('askVolume5', tick.askVolume5, data=tick.askPrice5) self.updateCell('askValue1', tick.askPrice1*tick.askVolume1*self.contractSize, valueDecimals, data=tick.askPrice1) self.updateCell('askValue2', tick.askPrice2*tick.askVolume2*self.contractSize, valueDecimals, data=tick.askPrice2) self.updateCell('askValue3', tick.askPrice3*tick.askVolume3*self.contractSize, valueDecimals, data=tick.askPrice3) self.updateCell('askValue4', tick.askPrice4*tick.askVolume4*self.contractSize, valueDecimals, data=tick.askPrice4) self.updateCell('askValue5', tick.askPrice5*tick.askVolume5*self.contractSize, valueDecimals, data=tick.askPrice5) # today self.updateCell('lastPrice', tick.lastPrice) if tick.openPrice: todayChange = tick.lastPrice/tick.openPrice - 1 else: todayChange = 0 self.updateCell('todayChange', ('%.2f%%' %(todayChange*100))) #---------------------------------------------------------------------- def updateVtSymbol(self, vtSymbol): """更换显示行情标的""" for cell in self.cellDict.values(): cell.setText('') contract = self.mainEngine.getContract(vtSymbol) if contract: self.contractSize = contract.size else: self.contractSize = 1 ######################################################################## class TradingWidget(QtWidgets.QFrame): """简单交易组件""" signal = QtCore.Signal(type(Event())) directionList = [DIRECTION_LONG, DIRECTION_SHORT] priceTypeList = [PRICETYPE_LIMITPRICE, PRICETYPE_MARKETPRICE] gatewayList = [''] #---------------------------------------------------------------------- def __init__(self, mainEngine, eventEngine, parent=None): """Constructor""" super(TradingWidget, self).__init__(parent) self.mainEngine = mainEngine self.eventEngine = eventEngine self.vtSymbol = '' # 添加交易接口 l = mainEngine.getAllGatewayDetails() gatewayNameList = [d['gatewayName'] for d in l] self.gatewayList.extend(gatewayNameList) self.initUi() self.registerEvent() #---------------------------------------------------------------------- def initUi(self): """初始化界面""" self.setWindowTitle(vtText.TRADING) self.setFixedHeight(400) self.setFixedWidth(600) self.setFrameShape(self.Box) # 设置边框 self.setLineWidth(1) # 左边部分 labelPriceType = QtWidgets.QLabel(vtText.PRICE_TYPE) labelSymbol = QtWidgets.QLabel(u'VT代码') labelPrice = QtWidgets.QLabel(vtText.PRICE) labelVolume = QtWidgets.QLabel(u'数量') self.comboPriceType = QtWidgets.QComboBox() self.comboPriceType.addItems(self.priceTypeList) self.lineSymbol = QtWidgets.QLineEdit() validator = QtGui.QDoubleValidator() validator.setBottom(0) self.linePrice = QtWidgets.QLineEdit() self.linePrice.setValidator(validator) self.lineVolume = QtWidgets.QLineEdit() self.lineVolume.setValidator(validator) gridLeft = QtWidgets.QGridLayout() gridLeft.addWidget(labelPriceType, 0, 0) gridLeft.addWidget(labelSymbol, 1, 0) gridLeft.addWidget(labelPrice, 2, 0) gridLeft.addWidget(labelVolume, 3, 0) gridLeft.addWidget(self.comboPriceType, 0, 1) gridLeft.addWidget(self.lineSymbol, 1, 1) gridLeft.addWidget(self.linePrice, 2, 1) gridLeft.addWidget(self.lineVolume, 3, 1) # 右边部分 self.depthMonitor = DepthMonitor(self.mainEngine, self.eventEngine) # 发单按钮 buttonBuy = QtWidgets.QPushButton(u'买入') buttonSell = QtWidgets.QPushButton(u'卖出') buttonCancelAll = QtWidgets.QPushButton(vtText.CANCEL_ALL) size = buttonBuy.sizeHint() buttonBuy.setMinimumHeight(size.height()*2) buttonSell.setMinimumHeight(size.height()*2) buttonCancelAll.setMinimumHeight(size.height()*2) buttonBuy.clicked.connect(self.sendBuyOrder) buttonSell.clicked.connect(self.sendSellOrder) buttonCancelAll.clicked.connect(self.cancelAll) buttonBuy.setStyleSheet('color:white;background-color:red') buttonSell.setStyleSheet('color:white;background-color:green') buttonCancelAll.setStyleSheet('color:black;background-color:yellow') gridButton = QtWidgets.QGridLayout() gridButton.addWidget(buttonBuy, 0, 0) gridButton.addWidget(buttonSell, 0, 1) gridButton.addWidget(buttonCancelAll, 1, 0, 1, 2) # 整合布局 vbox = QtWidgets.QVBoxLayout() vbox.addLayout(gridLeft) vbox.addLayout(gridButton) hbox = QtWidgets.QHBoxLayout() hbox.addLayout(vbox) hbox.addWidget(self.depthMonitor) self.setLayout(hbox) # 关联更新 self.lineSymbol.returnPressed.connect(self.updateSymbol) self.depthMonitor.itemDoubleClicked.connect(self.updatePrice) #---------------------------------------------------------------------- def updateSymbol(self): """合约变化""" self.vtSymbol = str(self.lineSymbol.text()) contract = self.mainEngine.getContract(self.vtSymbol) if not contract: return # 清空价格数量 self.linePrice.clear() self.lineVolume.clear() self.depthMonitor.updateVtSymbol(self.vtSymbol) # 订阅合约 req = VtSubscribeReq() req.symbol = contract.symbol self.mainEngine.subscribe(req, contract.gatewayName) #---------------------------------------------------------------------- def updateTick(self, event): """更新行情""" tick = event.dict_['data'] if tick.vtSymbol != self.vtSymbol: return self.depthMonitor.updateTick(tick) #---------------------------------------------------------------------- def registerEvent(self): """注册事件监听""" self.signal.connect(self.updateTick) self.eventEngine.register(EVENT_TICK, self.signal.emit) #---------------------------------------------------------------------- def updatePrice(self, cell): """""" try: price = cell.price except AttributeError: return self.linePrice.setText(str(price)) #---------------------------------------------------------------------- def sendOrder(self, direction): """发单""" vtSymbol = str(self.lineSymbol.text()) contract = self.mainEngine.getContract(vtSymbol) if not contract: return # 获取价格 priceText = self.linePrice.text() if not priceText: return price = float(priceText) # 获取数量 volumeText = self.lineVolume.text() if not volumeText: return if '.' in volumeText: volume = float(volumeText) else: volume = int(volumeText) # 委托 req = VtOrderReq() req.symbol = contract.symbol req.price = price req.volume = volume req.direction = direction req.priceType = text_type(self.comboPriceType.currentText()) self.mainEngine.sendOrder(req, contract.gatewayName) #---------------------------------------------------------------------- def sendBuyOrder(self): """""" self.sendOrder(DIRECTION_LONG) #---------------------------------------------------------------------- def sendSellOrder(self): """""" self.sendOrder(DIRECTION_SHORT) #---------------------------------------------------------------------- def cancelAll(self): """一键撤销所有委托""" l = self.mainEngine.getAllWorkingOrders() for order in l: req = VtCancelOrderReq() req.symbol = order.symbol req.exchange = order.exchange req.frontID = order.frontID req.sessionID = order.sessionID req.orderID = order.orderID self.mainEngine.cancelOrder(req, order.gatewayName) ######################################################################## class ContractMonitor(BasicMonitor): """合约查询""" #---------------------------------------------------------------------- def __init__(self, mainEngine, parent=None): """Constructor""" super(ContractMonitor, self).__init__(parent=parent) self.mainEngine = mainEngine d = OrderedDict() d['symbol'] = {'chinese':vtText.CONTRACT_SYMBOL, 'cellType':BasicCell} d['exchange'] = {'chinese':vtText.EXCHANGE, 'cellType':BasicCell} d['vtSymbol'] = {'chinese':vtText.VT_SYMBOL, 'cellType':BasicCell} d['productClass'] = {'chinese':vtText.PRODUCT_CLASS, 'cellType':BasicCell} d['size'] = {'chinese':vtText.CONTRACT_SIZE, 'cellType':BasicCell} d['priceTick'] = {'chinese':vtText.PRICE_TICK, 'cellType':BasicCell} self.setHeaderDict(d) # 过滤显示用的字符串 self.filterContent = EMPTY_STRING self.initUi() #---------------------------------------------------------------------- def initUi(self): """初始化界面""" self.setMinimumSize(800, 800) self.setFont(BASIC_FONT) self.setResizeMode(QtWidgets.QHeaderView.Stretch) self.initTable() self.addMenuAction() #---------------------------------------------------------------------- def showAllContracts(self): """显示所有合约数据""" l = self.mainEngine.getAllContracts() d = {'.'.join([contract.exchange, contract.symbol]):contract for contract in l} l2 = list(d.keys()) l2.sort(reverse=True) self.setRowCount(len(l2)) row = 0 for key in l2: # 如果设置了过滤信息且合约代码中不含过滤信息，则不显示 if self.filterContent and self.filterContent not in key: continue contract = d[key] for n, header in enumerate(self.headerList): content = safeUnicode(contract.__getattribute__(header)) cellType = self.headerDict[header]['cellType'] cell = cellType(content) if self.font: cell.setFont(self.font) # 如果设置了特殊字体，则进行单元格设置 self.setItem(row, n, cell) row = row + 1 #---------------------------------------------------------------------- def refresh(self): """刷新""" self.menu.close() # 关闭菜单 self.clearContents() self.setRowCount(0) self.showAllContracts() #---------------------------------------------------------------------- def addMenuAction(self): """增加右键菜单内容""" refreshAction = QtWidgets.QAction(vtText.REFRESH, self) refreshAction.triggered.connect(self.refresh) self.menu.addAction(refreshAction) #---------------------------------------------------------------------- def show(self): """显示""" super(ContractMonitor, self).show() self.refresh() #---------------------------------------------------------------------- def setFilterContent(self, content): """设置过滤字符串""" self.filterContent = content ######################################################################## class ContractManager(QtWidgets.QWidget): """合约管理组件""" #---------------------------------------------------------------------- def __init__(self, mainEngine, parent=None): """Constructor""" super(ContractManager, self).__init__(parent=parent) self.mainEngine = mainEngine self.initUi() #---------------------------------------------------------------------- def initUi(self): """初始化界面""" self.setWindowTitle(vtText.CONTRACT_SEARCH) self.lineFilter = QtWidgets.QLineEdit() self.buttonFilter = QtWidgets.QPushButton(vtText.SEARCH) self.buttonFilter.clicked.connect(self.filterContract) self.monitor = ContractMonitor(self.mainEngine) self.monitor.refresh() hbox = QtWidgets.QHBoxLayout() hbox.addWidget(self.lineFilter) hbox.addWidget(self.buttonFilter) hbox.addStretch() vbox = QtWidgets.QVBoxLayout() vbox.addLayout(hbox) vbox.addWidget(self.monitor) self.setLayout(vbox) #---------------------------------------------------------------------- def filterContract(self): """显示过滤后的合约""" content = str(self.lineFilter.text()) self.monitor.setFilterContent(content) self.monitor.refresh() ######################################################################## class WorkingOrderMonitor(OrderMonitor): """活动委托监控""" STATUS_COMPLETED = [STATUS_ALLTRADED, STATUS_CANCELLED, STATUS_REJECTED] #---------------------------------------------------------------------- def __init__(self, mainEngine, eventEngine, parent=None): """Constructor""" super(WorkingOrderMonitor, self).__init__(mainEngine, eventEngine, parent) #---------------------------------------------------------------------- def updateData(self, data): """更新数据""" super(WorkingOrderMonitor, self).updateData(data) # 如果该委托已完成，则隐藏该行 if data.status in self.STATUS_COMPLETED: vtOrderID = data.vtOrderID cellDict = self.dataDict[vtOrderID] cell = cellDict['status'] row = self.row(cell) self.hideRow(row) ######################################################################## class SettingEditor(QtWidgets.QWidget): """配置编辑器""" #---------------------------------------------------------------------- def __init__(self, mainEngine, parent=None): """Constructor""" super(SettingEditor, self).__init__(parent) self.mainEngine = mainEngine self.currentFileName = '' self.initUi() #---------------------------------------------------------------------- def initUi(self): """初始化界面""" self.setWindowTitle(vtText.EDIT_SETTING) self.comboFileName = QtWidgets.QComboBox() self.comboFileName.addItems(jsonPathDict.keys()) buttonLoad = QtWidgets.QPushButton(vtText.LOAD) buttonSave = QtWidgets.QPushButton(vtText.SAVE) buttonLoad.clicked.connect(self.loadSetting) buttonSave.clicked.connect(self.saveSetting) self.editSetting = QtWidgets.QTextEdit() self.labelPath = QtWidgets.QLabel() hbox = QtWidgets.QHBoxLayout() hbox.addWidget(self.comboFileName) hbox.addWidget(buttonLoad) hbox.addWidget(buttonSave) hbox.addStretch() vbox = QtWidgets.QVBoxLayout() vbox.addLayout(hbox) vbox.addWidget(self.editSetting) vbox.addWidget(self.labelPath) self.setLayout(vbox) #---------------------------------------------------------------------- def loadSetting(self): """加载配置""" self.currentFileName = str(self.comboFileName.currentText()) filePath = jsonPathDict[self.currentFileName] self.labelPath.setText(filePath) with open(filePath) as f: self.editSetting.clear() for line in f: line = line.replace('\n', '') # 移除换行符号 line = line.decode('UTF-8') self.editSetting.append(line) #---------------------------------------------------------------------- def saveSetting(self): """保存配置""" if not self.currentFileName: return filePath = jsonPathDict[self.currentFileName] with open(filePath, 'w') as f: content = self.editSetting.toPlainText() content = content.encode('UTF-8') f.write(content) #---------------------------------------------------------------------- def show(self): """显示""" # 更新配置文件下拉框 self.comboFileName.clear() self.comboFileName.addItems(jsonPathDict.keys()) # 显示界面 super(SettingEditor, self).show()