# encoding: UTF-8 from collections import OrderedDict from PyQt4 import QtGui, QtCore from eventEngine import * from vtFunction import * from vtGateway import * import logging ######################################################################## class BasicMonitor(object): """ 基础监控 headerDict中的值对应的字典格式如下 {'chinese': u'中文名', 'cellType': ""} """ # ---------------------------------------------------------------------- def __init__(self, eventEngine=None, parent=None): 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 = '' # 保存数据对象到单元格 self.saveData = False # ---------------------------------------------------------------------- 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 setSaveData(self, saveData): """设置是否要保存数据到单元格""" self.saveData = saveData # ---------------------------------------------------------------------- def registerEvent(self): self.eventEngine.register(self.eventType, self.updateEvent) # ---------------------------------------------------------------------- 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""" s = [] for header, value in self.headerDict.items(): v = getattr(data, header) if isinstance(v, basestring) and not isinstance(v, unicode): try: v = v.decode('gbk') except: v = v.decode('utf8') s.append('%s: %s' % (value['chinese'], v)) logging.info(' '.join(s)) ######################################################################## class MarketMonitor(BasicMonitor): """市场监控组件""" # ---------------------------------------------------------------------- def __init__(self, eventEngine, parent=None): """Constructor""" super(MarketMonitor, self).__init__(eventEngine, parent) # 设置表头有序字典 d = OrderedDict() d['symbol'] = {'chinese': u'合约代码', 'cellType': ""} d['vtSymbol'] = {'chinese': u'名称', 'cellType': ""} d['lastPrice'] = {'chinese': u'最新价', 'cellType': ""} d['volume'] = {'chinese': u'成交量', 'cellType': ""} d['openInterest'] = {'chinese': u'持仓量', 'cellType': ""} d['openPrice'] = {'chinese': u'开盘价', 'cellType': ""} d['highPrice'] = {'chinese': u'最高价', 'cellType': ""} d['lowPrice'] = {'chinese': u'最低价', 'cellType': ""} d['bidPrice1'] = {'chinese': u'买一价', 'cellType': ""} d['bidVolume1'] = {'chinese': u'买一量', 'cellType': ""} d['askPrice1'] = {'chinese': u'卖一价', 'cellType': ""} d['askVolume1'] = {'chinese': u'卖一量', 'cellType': ""} d['time'] = {'chinese': u'时间', 'cellType': ""} d['gatewayName'] = {'chinese': u'接口', 'cellType': ""} self.setHeaderDict(d) # 设置数据键 self.setDataKey('vtSymbol') # 设置监控事件类型 self.setEventType(EVENT_TICK) # 注册事件监听 self.registerEvent() ######################################################################## class LogMonitor(BasicMonitor): """日志监控""" # ---------------------------------------------------------------------- def __init__(self, eventEngine, parent=None): """Constructor""" super(LogMonitor, self).__init__(eventEngine, parent) d = OrderedDict() d['logTime'] = {'chinese': u'时间', 'cellType': ""} d['logContent'] = {'chinese': u'内容', 'cellType': ""} d['gatewayName'] = {'chinese': u'接口', 'cellType': ""} self.setHeaderDict(d) self.setEventType(EVENT_LOG) self.registerEvent() ######################################################################## class CtaLogMonitor(BasicMonitor): """日志监控""" # ---------------------------------------------------------------------- def __init__(self, eventEngine, parent=None): """Constructor""" super(CtaLogMonitor, self).__init__(eventEngine, parent) d = OrderedDict() d['logTime'] = {'chinese': u'时间', 'cellType': ""} d['logContent'] = {'chinese': u'内容', 'cellType': ""} # d['gatewayName'] = {'chinese': u'接口', 'cellType': ""} self.setHeaderDict(d) self.setEventType(EVENT_CTA_LOG) self.registerEvent() ######################################################################## class ErrorMonitor(BasicMonitor): """错误监控""" # ---------------------------------------------------------------------- def __init__(self, eventEngine, parent=None): """Constructor""" super(ErrorMonitor, self).__init__(eventEngine, parent) d = OrderedDict() d['errorID'] = {'chinese': u'错误代码', 'cellType': ""} d['errorMsg'] = {'chinese': u'错误信息', 'cellType': ""} d['additionalInfo'] = {'chinese': u'补充信息', 'cellType': ""} d['gatewayName'] = {'chinese': u'接口', 'cellType': ""} self.setHeaderDict(d) self.setEventType(EVENT_ERROR) self.registerEvent() ######################################################################## class TradeMonitor(BasicMonitor): """成交监控""" # ---------------------------------------------------------------------- def __init__(self, eventEngine, parent=None): """Constructor""" super(TradeMonitor, self).__init__(eventEngine, parent) d = OrderedDict() d['tradeID'] = {'chinese': u'成交编号', 'cellType': ""} d['orderID'] = {'chinese': u'委托编号', 'cellType': ""} d['symbol'] = {'chinese': u'合约代码', 'cellType': ""} d['vtSymbol'] = {'chinese': u'名称', 'cellType': ""} d['direction'] = {'chinese': u'方向', 'cellType': ""} d['offset'] = {'chinese': u'开平', 'cellType': ""} d['price'] = {'chinese': u'价格', 'cellType': ""} d['volume'] = {'chinese': u'数量', 'cellType': ""} d['tradeTime'] = {'chinese': u'成交时间', 'cellType': ""} d['gatewayName'] = {'chinese': u'接口', 'cellType': ""} self.setHeaderDict(d) self.setEventType(EVENT_TRADE) self.registerEvent() ######################################################################## class OrderMonitor(BasicMonitor): """委托监控""" # ---------------------------------------------------------------------- def __init__(self, eventEngine, mainEngine, parent=None): """Constructor""" super(OrderMonitor, self).__init__(eventEngine, parent) self.mainEngine = mainEngine d = OrderedDict() d['orderID'] = {'chinese': u'委托编号', 'cellType': ""} d['symbol'] = {'chinese': u'合约代码', 'cellType': ""} d['vtSymbol'] = {'chinese': u'名称', 'cellType': ""} d['direction'] = {'chinese': u'方向', 'cellType': ""} d['offset'] = {'chinese': u'开平', 'cellType': ""} d['price'] = {'chinese': u'价格', 'cellType': ""} d['totalVolume'] = {'chinese': u'委托数量', 'cellType': ""} d['tradedVolume'] = {'chinese': u'成交数量', 'cellType': ""} d['status'] = {'chinese': u'状态', 'cellType': ""} d['orderTime'] = {'chinese': u'委托时间', 'cellType': ""} d['cancelTime'] = {'chinese': u'撤销时间', 'cellType': ""} d['frontID'] = {'chinese': u'前置编号', 'cellType': ""} d['sessionID'] = {'chinese': u'会话编号', 'cellType': ""} d['gatewayName'] = {'chinese': u'接口', 'cellType': ""} self.setHeaderDict(d) self.setDataKey('vtOrderID') self.setEventType(EVENT_ORDER) self.setSaveData(True) self.registerEvent() ######################################################################## class PositionMonitor(BasicMonitor): """持仓监控""" # ---------------------------------------------------------------------- def __init__(self, eventEngine, parent=None): """Constructor""" super(PositionMonitor, self).__init__(eventEngine, parent) d = OrderedDict() d['symbol'] = {'chinese': u'合约代码', 'cellType': ""} d['vtSymbol'] = {'chinese': u'名称', 'cellType': ""} d['direction'] = {'chinese': u'方向', 'cellType': ""} d['position'] = {'chinese': u'持仓量', 'cellType': ""} d['ydPosition'] = {'chinese': u'昨持仓', 'cellType': ""} d['frozen'] = {'chinese': u'冻结量', 'cellType': ""} d['price'] = {'chinese': u'价格', 'cellType': ""} d['gatewayName'] = {'chinese': u'接口', 'cellType': ""} self.setHeaderDict(d) self.setDataKey('vtPositionName') self.setEventType(EVENT_POSITION) self.registerEvent() ######################################################################## class AccountMonitor(BasicMonitor): """账户监控""" # ---------------------------------------------------------------------- def __init__(self, eventEngine, parent=None): """Constructor""" super(AccountMonitor, self).__init__(eventEngine, parent) d = OrderedDict() d['accountID'] = {'chinese': u'账户', 'cellType': ""} d['preBalance'] = {'chinese': u'昨结', 'cellType': ""} d['balance'] = {'chinese': u'净值', 'cellType': ""} d['available'] = {'chinese': u'可用', 'cellType': ""} d['commission'] = {'chinese': u'手续费', 'cellType': ""} d['margin'] = {'chinese': u'保证金', 'cellType': ""} d['closeProfit'] = {'chinese': u'平仓盈亏', 'cellType': ""} d['positionProfit'] = {'chinese': u'持仓盈亏', 'cellType': ""} d['gatewayName'] = {'chinese': u'接口', 'cellType': ""} self.setHeaderDict(d) self.setDataKey('vtAccountID') self.setEventType(EVENT_ACCOUNT) self.registerEvent()