# encoding: UTF-8 import psutil from uiBasicWidget import * from ctaStrategy.uiCtaWidget import CtaEngineManager from dataRecorder.uiDrWidget import DrEngineManager from riskManager.uiRmWidget import RmEngineManager from uiFullMonitorWidget import MonitorWidget from uiKChartWidget import CandleForm import os ######################################################################## class MainWindow(QtGui.QMainWindow): """主窗口""" #---------------------------------------------------------------------- def __init__(self, mainEngine, eventEngine): """Constructor""" super(MainWindow, self).__init__() self.mainEngine = mainEngine self.eventEngine = eventEngine self.widgetDict = {} # 用来保存子窗口的字典 self.connectGatewayDict = {} self.initUi() #self.loadWindowSettings() self.connected = False self.autoDisConnect = False self.orderSaveDate = EMPTY_STRING self.barSaveDate = EMPTY_STRING # ---------------------------------------------------------------------- def initUi(self): """初始化界面""" path = os.getcwd().rsplit('\\')[-1] self.setWindowTitle(path) self.initCentral() self.initMenu() self.initStatusBar() # ---------------------------------------------------------------------- def initCentral(self): """初始化中心区域""" widgetMarketM, dockMarketM = self.createDock(MarketMonitor, u'行情', QtCore.Qt.RightDockWidgetArea) widgetLogM, dockLogM = self.createDock(LogMonitor, u'日志', QtCore.Qt.BottomDockWidgetArea) widgetErrorM, dockErrorM = self.createDock(ErrorMonitor, u'错误', QtCore.Qt.BottomDockWidgetArea) self.widgetTradeM, dockTradeM = self.createDock(TradeMonitor, u'成交', QtCore.Qt.BottomDockWidgetArea) self.widgetOrderM, dockOrderM = self.createDock(OrderMonitor, u'委托', QtCore.Qt.RightDockWidgetArea) widgetPositionM, dockPositionM = self.createDock(PositionMonitor, u'持仓', QtCore.Qt.BottomDockWidgetArea) widgetAccountM, dockAccountM = self.createDock(AccountMonitor, u'资金', QtCore.Qt.BottomDockWidgetArea) widgetTradingW, dockTradingW = self.createDock(TradingWidget, u'交易', QtCore.Qt.LeftDockWidgetArea) self.tabifyDockWidget(dockTradeM, dockErrorM) self.tabifyDockWidget(dockTradeM, dockLogM) self.tabifyDockWidget(dockPositionM, dockAccountM) dockTradeM.raise_() dockPositionM.raise_() # 连接组件之间的信号 widgetPositionM.itemDoubleClicked.connect(widgetTradingW.closePosition) #---------------------------------------------------------------------- def initMenu(self): """初始化菜单""" # 创建操作 connectCtpProdAction = QtGui.QAction(u'上海中期CTP', self) connectCtpProdAction.triggered.connect(self.connectCtpProd) connectCtpPostAction = QtGui.QAction(u'中期盘后CTP', self) connectCtpPostAction.triggered.connect(self.connectCtpPost) connectCtpTestAction = QtGui.QAction(u'光大CTP', self) connectCtpTestAction.triggered.connect(self.connectCtpEBF) connectCtpJRAction = QtGui.QAction(u'金瑞CTP', self) connectCtpJRAction.triggered.connect(self.connectCtpJR) connectCtpAction = QtGui.QAction(u'连接CTP', self) connectCtpAction.triggered.connect(self.connectCtp) #connectLtsAction = QtGui.QAction(u'连接LTS', self) #connectLtsAction.triggered.connect(self.connectLts) #connectKsotpAction = QtGui.QAction(u'连接金仕达期权', self) #connectKsotpAction.triggered.connect(self.connectKsotp) #connectFemasAction = QtGui.QAction(u'连接飞马', self) #connectFemasAction.triggered.connect(self.connectFemas) #connectXspeedAction = QtGui.QAction(u'连接飞创', self) #connectXspeedAction.triggered.connect(self.connectXspeed) #connectKsgoldAction = QtGui.QAction(u'连接金仕达黄金', self) #connectKsgoldAction.triggered.connect(self.connectKsgold) #connectSgitAction = QtGui.QAction(u'连接飞鼠', self) #connectSgitAction.triggered.connect(self.connectSgit) #connectWindAction = QtGui.QAction(u'连接Wind', self) #connectWindAction.triggered.connect(self.connectWind) #connectIbAction = QtGui.QAction(u'连接IB', self) #connectIbAction.triggered.connect(self.connectIb) #connectOandaAction = QtGui.QAction(u'连接OANDA', self) #connectOandaAction.triggered.connect(self.connectOanda) connectDbAction = QtGui.QAction(u'连接数据库', self) connectDbAction.triggered.connect(self.mainEngine.dbConnect) autoDisconnetAction = QtGui.QAction(u'自动断开重连', self) autoDisconnetAction.triggered.connect(self.setAutoDisconnect) testAction = QtGui.QAction(u'测试', self) testAction.triggered.connect(self.openMonitor) exitAction = QtGui.QAction(u'退出', self) exitAction.triggered.connect(self.close) aboutAction = QtGui.QAction(u'关于', self) aboutAction.triggered.connect(self.openAbout) contractAction = QtGui.QAction(u'查询合约', self) contractAction.triggered.connect(self.openContract) drAction = QtGui.QAction(u'行情数据记录', self) drAction.triggered.connect(self.openDr) ctaAction = QtGui.QAction(u'CTA策略', self) ctaAction.triggered.connect(self.openCta) monitorAction = QtGui.QAction(u'周期监控', self) monitorAction.triggered.connect(self.openMonitor) kChart = QtGui.QAction(u'K线图', self) kChart.triggered.connect(self.openKChart) rmAction = QtGui.QAction(u'风险管理', self) rmAction.triggered.connect(self.openRm) # 创建菜单 menubar = self.menuBar() # 设计为只显示存在的接口 sysMenu = menubar.addMenu(u'系统') sysMenu.addAction(connectCtpProdAction) sysMenu.addAction(connectCtpPostAction) sysMenu.addAction(connectCtpTestAction) sysMenu.addAction(connectCtpJRAction) if 'CTP' in self.mainEngine.gatewayDict: sysMenu.addAction(connectCtpAction) #if 'LTS' in self.mainEngine.gatewayDict: # sysMenu.addAction(connectLtsAction) #if 'FEMAS' in self.mainEngine.gatewayDict: # sysMenu.addAction(connectFemasAction) #if 'XSPEED' in self.mainEngine.gatewayDict: # sysMenu.addAction(connectXspeedAction) #if 'KSOTP' in self.mainEngine.gatewayDict: # sysMenu.addAction(connectKsotpAction) #if 'KSGOLD' in self.mainEngine.gatewayDict: # sysMenu.addAction(connectKsgoldAction) #if 'SGIT' in self.mainEngine.gatewayDict: # sysMenu.addAction(connectSgitAction) sysMenu.addSeparator() sysMenu.addAction(autoDisconnetAction) #if 'IB' in self.mainEngine.gatewayDict: # sysMenu.addAction(connectIbAction) #if 'OANDA' in self.mainEngine.gatewayDict: # sysMenu.addAction(connectOandaAction) #sysMenu.addSeparator() #if 'Wind' in self.mainEngine.gatewayDict: # sysMenu.addAction(connectWindAction) sysMenu.addSeparator() sysMenu.addAction(connectDbAction) sysMenu.addSeparator() sysMenu.addAction(exitAction) functionMenu = menubar.addMenu(u'功能') functionMenu.addAction(contractAction) functionMenu.addAction(drAction) functionMenu.addAction(rmAction) # 算法相关 algoMenu = menubar.addMenu(u'算法') algoMenu.addAction(ctaAction) algoMenu.addAction(monitorAction) algoMenu.addAction(kChart) # 帮助 helpMenu = menubar.addMenu(u'帮助') helpMenu.addAction(aboutAction) helpMenu.addAction(testAction) # ---------------------------------------------------------------------- def initStatusBar(self): """初始化状态栏""" self.statusLabel = QtGui.QLabel() self.statusLabel.setAlignment(QtCore.Qt.AlignLeft) self.statusBar().addPermanentWidget(self.statusLabel) self.statusLabel.setText(self.getCpuMemory()) self.sbCount = 0 self.sbTrigger = 10 # 10秒刷新一次 self.eventEngine.register(EVENT_TIMER, self.updateStatusBar) # ---------------------------------------------------------------------- def updateStatusBar(self, event): """1、在状态栏更新CPU和内存信息""" # 2、定时断开服务器连接 # 3、定时重连服务器 # 4、定时保存每日的委托单 # 5、定时执行策略的保存事件 self.sbCount += 1 # 更新任务栏 if self.sbCount == self.sbTrigger: self.sbCount = 0 info = self.getCpuMemory() if self.autoDisConnect: info = info + u'[自动断开重连]' self.statusLabel.setText(info) if self.connectGatewayDict: s = u''.join(str(e) for e in self.connectGatewayDict.values()) if not self.connected: s = s + u' [已断开]' self.setWindowTitle(s) # 定时断开 if self.connected and self.trade_off() and self.autoDisConnect: self.disconnect() self.mainEngine.writeLog(u'断开连接{0}'.format(self.connectGatewayDict.values())) self.mainEngine.writeLog(u'清空数据引擎') self.mainEngine.clearData() self.mainEngine.writeLog(u'清空委托列表') self.widgetOrderM.clearData() self.mainEngine.writeLog(u'清空交易列表') self.widgetTradeM.clearData() # 定时重连 if not self.connected \ and self.autoDisConnect \ and not self.trade_off()\ and len(self.connectGatewayDict) > 0: self.mainEngine.writeLog(u'清空数据引擎') self.mainEngine.clearData() self.mainEngine.writeLog(u'清空委托列表') self.widgetOrderM.clearData() self.mainEngine.writeLog(u'清空交易列表') self.widgetTradeM.clearData() s = u''.join(str(e) for e in self.connectGatewayDict.values()) self.mainEngine.writeLog(u'重新连接{0}'.format(s)) for key in self.connectGatewayDict.keys(): self.mainEngine.connect(key) self.connected = True # 交易日收盘后保存所有委托记录， dt = datetime.now() today = datetime.now().strftime('%y%m%d') if dt.hour == 15 and dt.minute == 1 and len(self.connectGatewayDict) > 0 and today!=self.orderSaveDate: self.orderSaveDate = today self.mainEngine.writeLog(u'保存所有委托记录') orderfile = os.getcwd() +'/orders/{0}.csv'.format(self.orderSaveDate) if os.path.exists(orderfile): return else: self.widgetOrderM.saveToCsv(path=orderfile) # 调用各策略保存数据 if ((dt.hour == 15 and dt.minute == 1) or (dt.hour == 2 and dt.minute == 31)) \ and len(self.connectGatewayDict) > 0 \ and today != self.barSaveDate \ and self.connected: self.barSaveDate = today self.mainEngine.writeLog(u'调用各策略保存数据') self.mainEngine.saveData() if not (dt.hour == 15 or dt.hour == 2): self.barSaveDate = EMPTY_STRING # ---------------------------------------------------------------------- def getCpuMemory(self): """获取CPU和内存状态信息""" cpuPercent = psutil.cpu_percent() memoryPercent = psutil.virtual_memory().percent return u'CPU使用率：%d%% 内存使用率：%d%%' % (cpuPercent, memoryPercent) # ---------------------------------------------------------------------- def connectCtpProd(self): """连接上海中期生产环境CTP接口""" self.mainEngine.connect('CTP_Prod') self.connectGatewayDict['CTP_Prod'] = u'上海中期CTP' self.connected = True # ---------------------------------------------------------------------- def connectCtpPost(self): """连接上海中期盘后CTP接口""" self.mainEngine.connect('CTP_Post') self.connectGatewayDict['CTP_Post'] = u'中期盘后CTP' self.connected = True def connectCtpEBF(self): """连接光大期货CTP接口""" self.mainEngine.connect('CTP_EBF') self.connectGatewayDict['CTP_EBF'] = u'光大CTP' self.connected = True def connectCtpJR(self): """连接金瑞期货CTP接口""" self.mainEngine.connect('CTP_JR') self.connectGatewayDict['CTP_JR'] = u'金瑞CTP' self.connected = True def connectCtpTest(self): """连接SNOW测试环境CTP接口""" self.mainEngine.connect('CTP_Test') self.connectGatewayDict['CTP_Test'] = u'SNOW测试' self.connected = True def connectCtp(self): """连接CTP接口""" self.mainEngine.connect('CTP') self.connectGatewayDict['CTP'] = u'CTP' self.connected = True # ---------------------------------------------------------------------- def connectLts(self): """连接LTS接口""" self.mainEngine.connect('LTS') self.connectGatewayDict['LTS'] = u'LTS' self.connected = True #---------------------------------------------------------------------- def connectKsotp(self): """连接金仕达期权接口""" self.mainEngine.connect('KSOTP') self.connectGatewayDict['KSOTP'] = u'金仕达期权' self.connected = True #---------------------------------------------------------------------- def connectFemas(self): """连接飞马接口""" self.mainEngine.connect('FEMAS') self.connectGatewayDict['FEMAS'] = u'FEMAS飞马' self.connected = True #---------------------------------------------------------------------- def connectXspeed(self): """连接飞马接口""" self.mainEngine.connect('XSPEED') self.connectGatewayDict['XSPEED'] = u'XSPEED飞马接口' self.connected = True #---------------------------------------------------------------------- def connectKsgold(self): """连接金仕达黄金接口""" self.mainEngine.connect('KSGOLD') self.connectGatewayDict ['KSGOLD'] = u'金仕达黄金' self.connected = True #---------------------------------------------------------------------- def connectSgit(self): """连接飞鼠接口""" self.mainEngine.connect('SGIT') self.connectGatewayDict['SGIT'] = u'飞鼠' self.connected = True #---------------------------------------------------------------------- def connectWind(self): """连接Wind接口""" self.mainEngine.connect('Wind') self.connectGatewayDict['Wind'] = u'Wind' self.connected = True # ---------------------------------------------------------------------- def connectIb(self): """连接Ib""" self.mainEngine.connect('IB') self.connectGatewayDict['IB'] = u'盈透' self.connected = True #---------------------------------------------------------------------- def connectOanda(self): """连接OANDA""" self.mainEngine.connect('OANDA') self.connectGatewayDict['OANDA'] = u'OANDA' self.connected = True def setAutoDisconnect(self): if self.autoDisConnect: self.autoDisConnect = False else: self.autoDisConnect = True #---------------------------------------------------------------------- def test(self): """测试按钮用的函数""" # 有需要使用手动触发的测试函数可以写在这里 self.mainEngine.saveData() pass #---------------------------------------------------------------------- def openAbout(self): """打开关于""" try: self.widgetDict['aboutW'].show() except KeyError: self.widgetDict['aboutW'] = AboutWidget(self) self.widgetDict['aboutW'].show() # ---------------------------------------------------------------------- def openContract(self): """打开合约查询""" try: self.widgetDict['contractM'].show() except KeyError: self.widgetDict['contractM'] = ContractMonitor(self.mainEngine) self.widgetDict['contractM'].show() # ---------------------------------------------------------------------- def openCta(self): """打开CTA组件""" try: self.widgetDict['ctaM'].showMaximized() except KeyError: self.widgetDict['ctaM'] = CtaEngineManager(self.mainEngine.ctaEngine, self.eventEngine) self.widgetDict['ctaM'].showMaximized() def openMonitor(self): try: self.widgetDict['Monitor'].showMaximized() except KeyError: self.widgetDict['Monitor'] = MonitorWidget(self.mainEngine.ctaEngine, self.eventEngine) self.widgetDict['Monitor'].showMaximized() def openKChart(self): try: self.widgetDict['kChart'].showMaximized() except KeyError: self.widgetDict['kChart'] = CandleForm(self.mainEngine.ctaEngine, self.eventEngine, symbol='p1705', period='minute',interval=5) self.widgetDict['kChart'].showMaximized() #---------------------------------------------------------------------- def openDr(self): """打开行情数据记录组件""" try: self.widgetDict['drM'].showMaximized() except KeyError: self.widgetDict['drM'] = DrEngineManager(self.mainEngine.drEngine, self.eventEngine) self.widgetDict['drM'].showMaximized() #---------------------------------------------------------------------- def openRm(self): """打开组件""" try: self.widgetDict['rmM'].show() except KeyError: self.widgetDict['rmM'] = RmEngineManager(self.mainEngine.rmEngine, self.eventEngine) self.widgetDict['rmM'].show() #---------------------------------------------------------------------- def closeEvent(self, event): """关闭事件""" reply = QtGui.QMessageBox.question(self, u'退出', u'确认退出?', QtGui.QMessageBox.Yes | QtGui.QMessageBox.No, QtGui.QMessageBox.No) if reply == QtGui.QMessageBox.Yes: for widget in self.widgetDict.values(): widget.close() self.saveWindowSettings() self.mainEngine.exit() event.accept() else: event.ignore() #---------------------------------------------------------------------- def createDock(self, widgetClass, widgetName, widgetArea): """创建停靠组件""" widget = widgetClass(self.mainEngine, self.eventEngine) dock = QtGui.QDockWidget(widgetName) dock.setWidget(widget) dock.setObjectName(widgetName) dock.setFeatures(dock.DockWidgetFloatable|dock.DockWidgetMovable) self.addDockWidget(widgetArea, dock) return widget, dock #---------------------------------------------------------------------- def saveWindowSettings(self): """保存窗口设置""" settings = QtCore.QSettings('vn.py', 'vn.trader') settings.setValue('state', self.saveState()) settings.setValue('geometry', self.saveGeometry()) #---------------------------------------------------------------------- def loadWindowSettings(self): """载入窗口设置""" settings = QtCore.QSettings('vn.py', 'vn.trader') # 这里由于PyQt4的版本不同，settings.value('state')调用返回的结果可能是： # 1. None（初次调用，注册表里无相应记录，因此为空） # 2. QByteArray（比较新的PyQt4） # 3. QVariant（以下代码正确执行所需的返回结果） # 所以为了兼容考虑，这里加了一个try...except，如果是1、2的情况就pass # 可能导致主界面的设置无法载入（每次退出时的保存其实是成功了） try: self.restoreState(settings.value('state').toByteArray()) self.restoreGeometry(settings.value('geometry').toByteArray()) except AttributeError: pass def disconnect(self): """"断开底层gateway的连接""" self.mainEngine.disconnect() self.connected = False def trade_off(self): """检查现在是否为非交易时间""" now = datetime.now() a = datetime.now().replace(hour=2, minute=35, second=0, microsecond=0) b = datetime.now().replace(hour=8, minute=30, second=0, microsecond=0) c = datetime.now().replace(hour=15, minute=30, second=0, microsecond=0) d = datetime.now().replace(hour=20, minute=30, second=0, microsecond=0) weekend = (now.isoweekday() == 6 and now >= a) or (now.isoweekday() == 7) off = (a<= now <= b) or (c <= now <= d) or weekend return off ######################################################################## class AboutWidget(QtGui.QDialog): """显示关于信息""" # ---------------------------------------------------------------------- def __init__(self, parent=None): """Constructor""" super(AboutWidget, self).__init__(parent) self.initUi() # ---------------------------------------------------------------------- def initUi(self): """""" self.setWindowTitle(u'关于VnTrader') text = u""" Developed by traders, for traders. License：MIT Website：www.vnpy.org Github：www.github.com/vnpy/vnpy """ label = QtGui.QLabel() label.setText(text) label.setMinimumWidth(500) vbox = QtGui.QVBoxLayout() vbox.addWidget(label) self.setLayout(vbox)