# encoding: UTF-8 """ 该文件中包含的是交易平台的中间层, 将API和事件引擎包装到一个主引擎类中,便于管理。 当客户想采用服务器-客户机模式,实现交易功能放在托管机房, 而图形控制功能在本地电脑时,该主引擎负责实现远程通讯。 """ import sys from datetime import date from time import sleep import shelve from PyQt4 import QtCore from demoApi import * from eventEngine import EventEngine ######################################################################## class MainEngine: """主引擎,负责对API的调度""" #---------------------------------------------------------------------- def __init__(self): """Constructor""" self.ee = EventEngine() # 创建事件驱动引擎 self.md = DemoMdApi(self.ee) # 创建API接口 #self.md = DemoL2Api(self.ee) # 如果使用L2行情就改为这行 self.td = DemoTdApi(self.ee) self.ee.start() # 启动事件驱动引擎 # 循环查询持仓和账户相关 self.countGet = 0 # 查询延时计数 self.lastGet = 'Account' # 上次查询的性质 self.ee.register(EVENT_TDLOGIN, self.initGet) # 登录成功后开始初始化查询 # 合约储存相关 self.dictInstrument = {} # 字典(保存合约查询数据) self.ee.register(EVENT_INSTRUMENT, self.insertInstrument) #---------------------------------------------------------------------- def login(self, userid, password, brokerid, mdAddress, tdAddress): """登陆""" self.md.login(mdAddress, userid, password, brokerid) self.td.login(tdAddress, userid, password, brokerid) #---------------------------------------------------------------------- def subscribe(self, instrumentid, exchangeid): """订阅合约""" self.md.subscribe(instrumentid, exchangeid) #---------------------------------------------------------------------- def getAccount(self): """查询账户""" self.td.getAccount() #---------------------------------------------------------------------- def getInvestor(self): """查询投资者""" self.td.getInvestor() #---------------------------------------------------------------------- def getPosition(self): """查询持仓""" self.td.getPosition() #---------------------------------------------------------------------- def getInstrument(self): """获取合约""" event = Event(type_=EVENT_LOG) log = u'查询合约信息' event.dict_['log'] = log self.ee.put(event) self.td.getInstrument() #---------------------------------------------------------------------- def sendOrder(self, instrumentid, exchangeid, price, pricetype, volume, direction, offset): """发单""" self.td.sendOrder(instrumentid, exchangeid, price, pricetype, volume, direction, offset) #---------------------------------------------------------------------- def cancelOrder(self, instrumentid, exchangeid, orderref, frontid, sessionid): """撤单""" self.td.cancelOrder(instrumentid, exchangeid, orderref, frontid, sessionid) #---------------------------------------------------------------------- def getAccountPosition(self, event): """循环查询账户和持仓""" self.countGet = self.countGet + 1 # 每5秒发一次查询 if self.countGet > 5: self.countGet = 0 # 清空计数 if self.lastGet == 'Account': self.getPosition() self.lastGet = 'Position' else: self.getAccount() self.lastGet = 'Account' #---------------------------------------------------------------------- def initGet(self, event): """在交易服务器登录成功后,开始初始化查询""" # 打开设定文件setting.vn f = shelve.open('setting.vn') # 尝试读取设定字典,若该字典不存在,则发出查询请求 try: d = f['instrument'] # 如果本地保存的合约数据是今日的,则载入,否则发出查询请求 today = date.today() if d['date'] == today: self.dictInstrument = d['dictInstrument'] event = Event(type_=EVENT_LOG) log = u'合约信息读取完成' event.dict_['log'] = log self.ee.put(event) self.getInvestor() # 开始循环查询 self.ee.register(EVENT_TIMER, self.getAccountPosition) else: self.getInstrument() except KeyError: self.getInstrument() f.close() #---------------------------------------------------------------------- def insertInstrument(self, event): """插入合约对象""" data = event.dict_['data'] last = event.dict_['last'] self.dictInstrument[data['InstrumentID']] = data # 合约对象查询完成后,查询投资者信息并开始循环查询 if last: # 将查询完成的合约信息保存到本地文件,今日登录可直接使用不再查询 self.saveInstrument() event = Event(type_=EVENT_LOG) log = u'合约信息查询完成' event.dict_['log'] = log self.ee.put(event) self.getInvestor() # 开始循环查询 self.ee.register(EVENT_TIMER, self.getAccountPosition) #---------------------------------------------------------------------- def selectInstrument(self, instrumentid): """获取合约信息对象""" try: instrument = self.dictInstrument[instrumentid] except KeyError: instrument = None return instrument #---------------------------------------------------------------------- def exit(self): """退出""" # 销毁API对象 self.td = None self.md = None # 停止事件驱动引擎 self.ee.stop() #---------------------------------------------------------------------- def saveInstrument(self): """保存合约属性数据""" f = shelve.open('setting.vn') d = {} d['dictInstrument'] = self.dictInstrument d['date'] = date.today() f['instrument'] = d f.close()