vnpy/vn.trader/uiBasicWidget.py
2017-04-28 22:10:07 +08:00

1254 lines
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Python
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# encoding: UTF-8
import json
import csv
import os
from collections import OrderedDict
from PyQt4 import QtGui, QtCore
from eventEngine import *
from vtFunction import *
from vtGateway import *
import vtText
#----------------------------------------------------------------------
def loadFont():
"""载入字体设置"""
fileName = 'VT_setting.json'
path = os.path.abspath(os.path.dirname(__file__))
fileName = os.path.join(path, fileName)
try:
f = file(fileName)
setting = json.load(f)
family = setting['fontFamily']
size = setting['fontSize']
font = QtGui.QFont(family, size)
except:
font = QtGui.QFont(u'微软雅黑', 12)
return font
BASIC_FONT = loadFont()
########################################################################
class BasicCell(QtGui.QTableWidgetItem):
"""基础的单元格"""
#----------------------------------------------------------------------
def __init__(self, text=None, mainEngine=None):
"""Constructor"""
super(BasicCell, self).__init__()
self.data = None
if text:
self.setContent(text)
#----------------------------------------------------------------------
def setContent(self, text):
"""设置内容"""
if text == '0' or text == '0.0' or type(text) == type(None):
self.setText('')
else:
self.setText(text)
########################################################################
class NumCell(QtGui.QTableWidgetItem):
"""用来显示数字的单元格"""
# ----------------------------------------------------------------------
def __init__(self, text=None, mainEngine=None):
"""Constructor"""
super(NumCell, self).__init__()
self.data = None
if text:
self.setContent(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(QtGui.QTableWidgetItem):
"""用来显示买卖方向的单元格"""
#----------------------------------------------------------------------
def __init__(self, text=None, mainEngine=None):
"""Constructor"""
super(DirectionCell, self).__init__()
self.data = None
if text:
self.setContent(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(QtGui.QTableWidgetItem):
"""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(QtGui.QTableWidgetItem):
"""买价单元格"""
#----------------------------------------------------------------------
def __init__(self, text=None, mainEngine=None):
"""Constructor"""
super(BidCell, self).__init__()
self.data = None
self.setForeground(QtGui.QColor('black'))
self.setBackground(QtGui.QColor(255,174,201))
if text:
self.setContent(text)
#----------------------------------------------------------------------
def setContent(self, text):
"""设置内容"""
self.setText(text)
########################################################################
class AskCell(QtGui.QTableWidgetItem):
"""买价单元格"""
#----------------------------------------------------------------------
def __init__(self, text=None, mainEngine=None):
"""Constructor"""
super(AskCell, self).__init__()
self.data = None
self.setForeground(QtGui.QColor('black'))
self.setBackground(QtGui.QColor(160,255,160))
if text:
self.setContent(text)
#----------------------------------------------------------------------
def setContent(self, text):
"""设置内容"""
self.setText(text)
########################################################################
class BasicMonitor(QtGui.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.pyqtSignal(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 = ''
# 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
# 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)
#----------------------------------------------------------------------
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
self.resizeColumns()
# 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(QtGui.QHeaderView.ResizeToContents)
#----------------------------------------------------------------------
def setSorting(self, sorting):
"""设置是否允许根据表头排序"""
self.sorting = sorting
#----------------------------------------------------------------------
def saveToCsv(self, path=EMPTY_STRING):
"""保存表格内容到CSV文件"""
# 获取想要保存的文件名
if not path:
# 先隐藏右键菜单
self.menu.close()
# 获取想要保存的文件名
path = QtGui.QFileDialog.getSaveFileName(self, vtText.SAVE_DATA, '', 'CSV(*.csv)')
log = VtLogData()
log.gatewayName = u'-'
try:
if not os.path.exists(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(
unicode(item.text()).encode('gbk'))
else:
rowdata.append('')
writer.writerow(rowdata)
log.logContent = u'数据保存至:{0}'.format(path)
except IOError:
log.logContent = u'文件IO失败:{0}'.format(path)
event1 = Event(type_=EVENT_LOG)
event1.dict_['data'] = log
self.eventEngine.put(event1)
#----------------------------------------------------------------------
def initMenu(self):
"""初始化右键菜单"""
self.menu = QtGui.QMenu(self)
saveAction = QtGui.QAction(vtText.SAVE_DATA, self)
saveAction.triggered.connect(self.saveToCsv)
self.menu.addAction(saveAction)
#----------------------------------------------------------------------
def contextMenuEvent(self, event):
"""右键点击事件"""
self.menu.popup(QtGui.QCursor.pos())
def clearData(self):
"""清空数据"""
self.dataDict = {}
self.setRowCount(0)
########################################################################
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['symbol'] = {'chinese':vtText.CONTRACT_SYMBOL, 'cellType':BasicCell}
d['vtSymbol'] = {'chinese':vtText.CONTRACT_NAME, 'cellType':NameCell}
d['lastPrice'] = {'chinese':vtText.LAST_PRICE, 'cellType':BasicCell}
d['preClosePrice'] = {'chinese':vtText.PRE_CLOSE_PRICE, 'cellType':BasicCell}
d['volume'] = {'chinese':vtText.VOLUME, 'cellType':BasicCell}
d['openInterest'] = {'chinese':vtText.OPEN_INTEREST, '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}
d['gatewayName'] = {'chinese':vtText.GATEWAY, 'cellType':BasicCell}
self.setHeaderDict(d)
# 设置数据键
self.setDataKey('vtSymbol')
# 设置监控事件类型
self.setEventType(EVENT_TICK)
# 设置字体
self.setFont(BASIC_FONT)
# 设置允许排序
self.setSorting(True)
# 初始化表格
self.initTable()
# 注册事件监听
self.registerEvent()
########################################################################
class LogMonitor(BasicMonitor):
"""日志监控"""
#----------------------------------------------------------------------
def __init__(self, mainEngine, eventEngine, parent=None):
"""Constructor"""
super(LogMonitor, self).__init__(mainEngine, eventEngine, parent)
d = OrderedDict()
d['logTime'] = {'chinese':vtText.TIME, 'cellType':BasicCell}
d['logContent'] = {'chinese':vtText.CONTENT, 'cellType':BasicCell}
d['gatewayName'] = {'chinese':vtText.GATEWAY, 'cellType':BasicCell}
self.setHeaderDict(d)
self.setEventType(EVENT_LOG)
self.setFont(BASIC_FONT)
self.initTable()
self.registerEvent()
########################################################################
class ErrorMonitor(BasicMonitor):
"""错误监控"""
#----------------------------------------------------------------------
def __init__(self, mainEngine, eventEngine, parent=None):
"""Constructor"""
super(ErrorMonitor, self).__init__(mainEngine, eventEngine, parent)
d = OrderedDict()
d['errorTime'] = {'chinese':vtText.TIME, 'cellType':BasicCell}
d['errorID'] = {'chinese':vtText.ERROR_CODE, 'cellType':BasicCell}
d['errorMsg'] = {'chinese':vtText.ERROR_MESSAGE, 'cellType':BasicCell}
d['gatewayName'] = {'chinese':vtText.GATEWAY, 'cellType':BasicCell}
d['additionalInfo'] = {'chinese': u'补充信息', 'cellType': BasicCell}
self.setHeaderDict(d)
self.setEventType(EVENT_ERROR)
self.setFont(BASIC_FONT)
self.initTable()
self.registerEvent()
########################################################################
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['tradeID'] = {'chinese':vtText.TRADE_ID, 'cellType':NumCell}
d['orderID'] = {'chinese':vtText.ORDER_ID, 'cellType':NumCell}
d['symbol'] = {'chinese':vtText.CONTRACT_SYMBOL, 'cellType':BasicCell}
d['vtSymbol'] = {'chinese':vtText.CONTRACT_NAME, 'cellType':NameCell}
d['direction'] = {'chinese':vtText.DIRECTION, 'cellType':DirectionCell}
d['offset'] = {'chinese':vtText.OFFSET, 'cellType':BasicCell}
d['price'] = {'chinese':vtText.PRICE, 'cellType':BasicCell}
d['volume'] = {'chinese':vtText.VOLUME, 'cellType':BasicCell}
d['tradeTime'] = {'chinese':vtText.TRADE_TIME, 'cellType':BasicCell}
d['gatewayName'] = {'chinese':vtText.GATEWAY, 'cellType':BasicCell}
self.setHeaderDict(d)
self.setEventType(EVENT_TRADE)
self.setFont(BASIC_FONT)
self.setSorting(True)
self.initTable()
self.registerEvent()
########################################################################
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['orderID'] = {'chinese':vtText.ORDER_ID, 'cellType':NumCell}
d['symbol'] = {'chinese':vtText.CONTRACT_SYMBOL, 'cellType':BasicCell}
d['vtSymbol'] = {'chinese':vtText.CONTRACT_NAME, 'cellType':NameCell}
d['direction'] = {'chinese':vtText.DIRECTION, 'cellType':DirectionCell}
d['offset'] = {'chinese':vtText.OFFSET, 'cellType':BasicCell}
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}
d['cancelTime'] = {'chinese':vtText.CANCEL_TIME, 'cellType':BasicCell}
#d['frontID'] = {'chinese':vtText.FRONT_ID, 'cellType':BasicCell} # 考虑到在vn.trader中ctpGateway的报单号应该是始终递增的因此这里可以忽略
#d['sessionID'] = {'chinese':vtText.SESSION_ID, 'cellType':BasicCell}
d['gatewayName'] = {'chinese':vtText.GATEWAY, 'cellType':BasicCell}
self.setHeaderDict(d)
self.setDataKey('vtOrderID')
self.setEventType(EVENT_ORDER)
self.setFont(BASIC_FONT)
self.setSaveData(True)
# add by Incense 20160728
self.setSorting(True)
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['symbol'] = {'chinese':vtText.CONTRACT_SYMBOL, 'cellType':BasicCell}
d['vtSymbol'] = {'chinese':vtText.CONTRACT_NAME, 'cellType':NameCell}
d['direction'] = {'chinese':vtText.DIRECTION, 'cellType':DirectionCell}
d['position'] = {'chinese':vtText.POSITION, 'cellType':BasicCell}
d['ydPosition'] = {'chinese':vtText.YD_POSITION, 'cellType':BasicCell}
d['frozen'] = {'chinese':vtText.FROZEN, 'cellType':BasicCell}
d['price'] = {'chinese':vtText.PRICE, 'cellType':BasicCell}
d['positionProfit'] = {'chinese':vtText.POSITION_PROFIT, 'cellType':BasicCell}
d['gatewayName'] = {'chinese':vtText.GATEWAY, 'cellType':BasicCell}
self.setHeaderDict(d)
self.setDataKey('vtPositionName')
self.setEventType(EVENT_POSITION)
self.setFont(BASIC_FONT)
self.setSaveData(True)
# add by Incense 20160728
self.setSorting(True)
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['accountID'] = {'chinese':vtText.ACCOUNT_ID, 'cellType':BasicCell}
d['preBalance'] = {'chinese':vtText.PRE_BALANCE, 'cellType':BasicCell}
d['balance'] = {'chinese':vtText.BALANCE, 'cellType':BasicCell}
d['available'] = {'chinese':vtText.AVAILABLE, 'cellType':BasicCell}
d['commission'] = {'chinese':vtText.COMMISSION, 'cellType':BasicCell}
d['margin'] = {'chinese':vtText.MARGIN, 'cellType':BasicCell}
d['closeProfit'] = {'chinese':vtText.CLOSE_PROFIT, 'cellType':BasicCell}
d['positionProfit'] = {'chinese':vtText.POSITION_PROFIT, 'cellType':BasicCell}
d['gatewayName'] = {'chinese':vtText.GATEWAY, 'cellType':BasicCell}
self.setHeaderDict(d)
self.setDataKey('vtAccountID')
self.setEventType(EVENT_ACCOUNT)
self.setFont(BASIC_FONT)
self.initTable()
self.registerEvent()
########################################################################
class TradingWidget(QtGui.QFrame):
"""简单交易组件"""
signal = QtCore.pyqtSignal(type(Event()))
directionList = [DIRECTION_LONG,
DIRECTION_SHORT]
offsetList = [OFFSET_OPEN,
OFFSET_CLOSE,
OFFSET_CLOSEYESTERDAY,
OFFSET_CLOSETODAY]
priceTypeList = [PRICETYPE_LIMITPRICE,
PRICETYPE_MARKETPRICE,
PRICETYPE_FAK,
PRICETYPE_FOK]
exchangeList = [EXCHANGE_NONE,
EXCHANGE_CFFEX,
EXCHANGE_SHFE,
EXCHANGE_DCE,
EXCHANGE_CZCE,
EXCHANGE_SSE,
EXCHANGE_SZSE,
EXCHANGE_SGE,
EXCHANGE_HKEX,
EXCHANGE_HKFE,
EXCHANGE_SMART,
EXCHANGE_ICE,
EXCHANGE_CME,
EXCHANGE_NYMEX,
EXCHANGE_GLOBEX,
EXCHANGE_IDEALPRO]
currencyList = [CURRENCY_NONE,
CURRENCY_CNY,
CURRENCY_HKD,
CURRENCY_USD]
productClassList = [PRODUCT_NONE,
PRODUCT_EQUITY,
PRODUCT_FUTURES,
PRODUCT_OPTION,
PRODUCT_FOREX]
gatewayList = ['']
#----------------------------------------------------------------------
def __init__(self, mainEngine, eventEngine, parent=None):
"""Constructor"""
super(TradingWidget, self).__init__(parent)
self.mainEngine = mainEngine
self.eventEngine = eventEngine
self.symbol = ''
# 添加交易接口
self.gatewayList.extend(mainEngine.getAllGatewayNames())
self.initUi()
self.connectSignal()
#----------------------------------------------------------------------
def initUi(self):
"""初始化界面"""
self.setWindowTitle(vtText.TRADING)
self.setMaximumWidth(400)
self.setFrameShape(self.Box) # 设置边框
self.setLineWidth(1)
# 左边部分
labelSymbol = QtGui.QLabel(vtText.CONTRACT_SYMBOL)
labelName = QtGui.QLabel(vtText.CONTRACT_NAME)
labelDirection = QtGui.QLabel(vtText.DIRECTION)
labelOffset = QtGui.QLabel(vtText.OFFSET)
labelPrice = QtGui.QLabel(vtText.PRICE)
self.checkFixed = QtGui.QCheckBox(u'') # 价格固定选择框
labelVolume = QtGui.QLabel(vtText.VOLUME)
labelPriceType = QtGui.QLabel(vtText.PRICE_TYPE)
labelExchange = QtGui.QLabel(vtText.EXCHANGE)
labelCurrency = QtGui.QLabel(vtText.CURRENCY)
labelProductClass = QtGui.QLabel(vtText.PRODUCT_CLASS)
labelGateway = QtGui.QLabel(vtText.GATEWAY)
self.lineSymbol = QtGui.QLineEdit()
self.lineName = QtGui.QLineEdit()
self.comboDirection = QtGui.QComboBox()
self.comboDirection.addItems(self.directionList)
self.comboOffset = QtGui.QComboBox()
self.comboOffset.addItems(self.offsetList)
self.spinPrice = QtGui.QDoubleSpinBox()
self.spinPrice.setDecimals(4)
self.spinPrice.setMinimum(-10000) # 原来是0为支持套利改为-10000
self.spinPrice.setMaximum(100000)
self.spinVolume = QtGui.QSpinBox()
self.spinVolume.setMinimum(0)
self.spinVolume.setMaximum(1000000)
self.comboPriceType = QtGui.QComboBox()
self.comboPriceType.addItems(self.priceTypeList)
self.comboExchange = QtGui.QComboBox()
self.comboExchange.addItems(self.exchangeList)
self.comboCurrency = QtGui.QComboBox()
self.comboCurrency.addItems(self.currencyList)
self.comboProductClass = QtGui.QComboBox()
self.comboProductClass.addItems(self.productClassList)
self.comboGateway = QtGui.QComboBox()
self.comboGateway.addItems(self.gatewayList)
#self.lineOrder = QtGui.QLineEdit()
gridleft = QtGui.QGridLayout()
gridleft.addWidget(labelSymbol, 0, 0)
gridleft.addWidget(labelName, 1, 0)
gridleft.addWidget(labelDirection, 2, 0)
gridleft.addWidget(labelOffset, 3, 0)
gridleft.addWidget(labelPrice, 4, 0)
gridleft.addWidget(labelVolume, 5, 0)
gridleft.addWidget(labelPriceType, 6, 0)
gridleft.addWidget(labelExchange, 7, 0)
gridleft.addWidget(labelCurrency, 8, 0)
gridleft.addWidget(labelProductClass, 9, 0)
gridleft.addWidget(labelGateway, 10, 0)
gridleft.addWidget(self.lineSymbol, 0, 1, 1, -1)
gridleft.addWidget(self.lineName, 1, 1, 1, -1)
gridleft.addWidget(self.comboDirection, 2, 1, 1, -1)
gridleft.addWidget(self.comboOffset, 3, 1, 1, -1)
gridleft.addWidget(self.checkFixed, 4, 1)
gridleft.addWidget(self.spinPrice, 4, 2)
gridleft.addWidget(self.spinVolume, 5, 1, 1, -1)
gridleft.addWidget(self.comboPriceType, 6, 1, 1, -1)
gridleft.addWidget(self.comboExchange, 7, 1, 1, -1)
gridleft.addWidget(self.comboCurrency, 8, 1, 1, -1)
gridleft.addWidget(self.comboProductClass, 9, 1, 1, -1)
gridleft.addWidget(self.comboGateway, 10, 1, 1, -1)
# 右边部分
labelBid1 = QtGui.QLabel(vtText.BID_1)
labelBid2 = QtGui.QLabel(vtText.BID_2)
labelBid3 = QtGui.QLabel(vtText.BID_3)
labelBid4 = QtGui.QLabel(vtText.BID_4)
labelBid5 = QtGui.QLabel(vtText.BID_5)
labelAsk1 = QtGui.QLabel(vtText.ASK_1)
labelAsk2 = QtGui.QLabel(vtText.ASK_2)
labelAsk3 = QtGui.QLabel(vtText.ASK_3)
labelAsk4 = QtGui.QLabel(vtText.ASK_4)
labelAsk5 = QtGui.QLabel(vtText.ASK_5)
self.labelBidPrice1 = QtGui.QLabel()
self.labelBidPrice2 = QtGui.QLabel()
self.labelBidPrice3 = QtGui.QLabel()
self.labelBidPrice4 = QtGui.QLabel()
self.labelBidPrice5 = QtGui.QLabel()
self.labelBidVolume1 = QtGui.QLabel()
self.labelBidVolume2 = QtGui.QLabel()
self.labelBidVolume3 = QtGui.QLabel()
self.labelBidVolume4 = QtGui.QLabel()
self.labelBidVolume5 = QtGui.QLabel()
self.labelAskPrice1 = QtGui.QLabel()
self.labelAskPrice2 = QtGui.QLabel()
self.labelAskPrice3 = QtGui.QLabel()
self.labelAskPrice4 = QtGui.QLabel()
self.labelAskPrice5 = QtGui.QLabel()
self.labelAskVolume1 = QtGui.QLabel()
self.labelAskVolume2 = QtGui.QLabel()
self.labelAskVolume3 = QtGui.QLabel()
self.labelAskVolume4 = QtGui.QLabel()
self.labelAskVolume5 = QtGui.QLabel()
labelLast = QtGui.QLabel(vtText.LAST)
self.labelLastPrice = QtGui.QLabel()
self.labelReturn = QtGui.QLabel()
self.labelLastPrice.setMinimumWidth(60)
self.labelReturn.setMinimumWidth(60)
gridRight = QtGui.QGridLayout()
gridRight.addWidget(labelAsk5, 0, 0)
gridRight.addWidget(labelAsk4, 1, 0)
gridRight.addWidget(labelAsk3, 2, 0)
gridRight.addWidget(labelAsk2, 3, 0)
gridRight.addWidget(labelAsk1, 4, 0)
gridRight.addWidget(labelLast, 5, 0)
gridRight.addWidget(labelBid1, 6, 0)
gridRight.addWidget(labelBid2, 7, 0)
gridRight.addWidget(labelBid3, 8, 0)
gridRight.addWidget(labelBid4, 9, 0)
gridRight.addWidget(labelBid5, 10, 0)
gridRight.addWidget(self.labelAskPrice5, 0, 1)
gridRight.addWidget(self.labelAskPrice4, 1, 1)
gridRight.addWidget(self.labelAskPrice3, 2, 1)
gridRight.addWidget(self.labelAskPrice2, 3, 1)
gridRight.addWidget(self.labelAskPrice1, 4, 1)
gridRight.addWidget(self.labelLastPrice, 5, 1)
gridRight.addWidget(self.labelBidPrice1, 6, 1)
gridRight.addWidget(self.labelBidPrice2, 7, 1)
gridRight.addWidget(self.labelBidPrice3, 8, 1)
gridRight.addWidget(self.labelBidPrice4, 9, 1)
gridRight.addWidget(self.labelBidPrice5, 10, 1)
gridRight.addWidget(self.labelAskVolume5, 0, 2)
gridRight.addWidget(self.labelAskVolume4, 1, 2)
gridRight.addWidget(self.labelAskVolume3, 2, 2)
gridRight.addWidget(self.labelAskVolume2, 3, 2)
gridRight.addWidget(self.labelAskVolume1, 4, 2)
gridRight.addWidget(self.labelReturn, 5, 2)
gridRight.addWidget(self.labelBidVolume1, 6, 2)
gridRight.addWidget(self.labelBidVolume2, 7, 2)
gridRight.addWidget(self.labelBidVolume3, 8, 2)
gridRight.addWidget(self.labelBidVolume4, 9, 2)
gridRight.addWidget(self.labelBidVolume5, 10, 2)
# 发单按钮
buttonSendOrder = QtGui.QPushButton(vtText.SEND_ORDER)
buttonCancelAll = QtGui.QPushButton(vtText.CANCEL_ALL)
size = buttonSendOrder.sizeHint()
buttonSendOrder.setMinimumHeight(size.height()*2) # 把按钮高度设为默认两倍
buttonCancelAll.setMinimumHeight(size.height()*2)
# 整合布局
hbox = QtGui.QHBoxLayout()
hbox.addLayout(gridleft)
hbox.addLayout(gridRight)
vbox = QtGui.QVBoxLayout()
vbox.addLayout(hbox)
vbox.addWidget(buttonSendOrder)
vbox.addWidget(buttonCancelAll)
vbox.addStretch()
self.setLayout(vbox)
# 关联更新
buttonSendOrder.clicked.connect(self.sendOrder)
buttonCancelAll.clicked.connect(self.cancelAll)
self.lineSymbol.returnPressed.connect(self.updateSymbol)
#----------------------------------------------------------------------
def updateSymbol(self):
"""合约变化"""
# 读取组件数据
symbol = str(self.lineSymbol.text())
exchange = unicode(self.comboExchange.currentText())
currency = unicode(self.comboCurrency.currentText())
productClass = unicode(self.comboProductClass.currentText())
gatewayName = unicode(self.comboGateway.currentText())
# 查询合约
if exchange:
vtSymbol = '.'.join([symbol, exchange])
contract = self.mainEngine.getContract(vtSymbol)
else:
vtSymbol = symbol
contract = self.mainEngine.getContract(symbol)
if contract:
vtSymbol = contract.vtSymbol
gatewayName = contract.gatewayName
self.lineName.setText(contract.name)
exchange = contract.exchange # 保证有交易所代码
# 清空价格数量
self.spinPrice.setValue(0)
self.spinVolume.setValue(0)
# 清空行情显示
self.labelBidPrice1.setText('')
self.labelBidPrice2.setText('')
self.labelBidPrice3.setText('')
self.labelBidPrice4.setText('')
self.labelBidPrice5.setText('')
self.labelBidVolume1.setText('')
self.labelBidVolume2.setText('')
self.labelBidVolume3.setText('')
self.labelBidVolume4.setText('')
self.labelBidVolume5.setText('')
self.labelAskPrice1.setText('')
self.labelAskPrice2.setText('')
self.labelAskPrice3.setText('')
self.labelAskPrice4.setText('')
self.labelAskPrice5.setText('')
self.labelAskVolume1.setText('')
self.labelAskVolume2.setText('')
self.labelAskVolume3.setText('')
self.labelAskVolume4.setText('')
self.labelAskVolume5.setText('')
self.labelLastPrice.setText('')
self.labelReturn.setText('')
# 重新注册事件监听
self.eventEngine.unregister(EVENT_TICK + self.symbol, self.signal.emit)
self.eventEngine.register(EVENT_TICK + vtSymbol, self.signal.emit)
# 订阅合约
req = VtSubscribeReq()
req.symbol = symbol
req.exchange = exchange
req.currency = currency
req.productClass = productClass
# 默认跟随价
self.checkFixed.setChecked(False)
self.mainEngine.subscribe(req, gatewayName)
# 更新组件当前交易的合约
self.symbol = vtSymbol
#----------------------------------------------------------------------
def updateTick(self, event):
"""更新行情"""
tick = event.dict_['data']
if tick.vtSymbol == self.symbol:
if not self.checkFixed.isChecked():
self.spinPrice.setValue(tick.lastPrice)
self.labelBidPrice1.setText(str(tick.bidPrice1))
self.labelAskPrice1.setText(str(tick.askPrice1))
self.labelBidVolume1.setText(str(tick.bidVolume1))
self.labelAskVolume1.setText(str(tick.askVolume1))
if tick.bidPrice2:
self.labelBidPrice2.setText(str(tick.bidPrice2))
self.labelBidPrice3.setText(str(tick.bidPrice3))
self.labelBidPrice4.setText(str(tick.bidPrice4))
self.labelBidPrice5.setText(str(tick.bidPrice5))
self.labelAskPrice2.setText(str(tick.askPrice2))
self.labelAskPrice3.setText(str(tick.askPrice3))
self.labelAskPrice4.setText(str(tick.askPrice4))
self.labelAskPrice5.setText(str(tick.askPrice5))
self.labelBidVolume2.setText(str(tick.bidVolume2))
self.labelBidVolume3.setText(str(tick.bidVolume3))
self.labelBidVolume4.setText(str(tick.bidVolume4))
self.labelBidVolume5.setText(str(tick.bidVolume5))
self.labelAskVolume2.setText(str(tick.askVolume2))
self.labelAskVolume3.setText(str(tick.askVolume3))
self.labelAskVolume4.setText(str(tick.askVolume4))
self.labelAskVolume5.setText(str(tick.askVolume5))
self.labelLastPrice.setText(str(tick.lastPrice))
if tick.preClosePrice:
rt = (tick.lastPrice/tick.preClosePrice)-1
self.labelReturn.setText(('%.2f' %(rt*100))+'%')
else:
self.labelReturn.setText('')
#----------------------------------------------------------------------
def connectSignal(self):
"""连接Signal"""
self.signal.connect(self.updateTick)
#----------------------------------------------------------------------
def sendOrder(self):
"""发单"""
symbol = str(self.lineSymbol.text())
exchange = unicode(self.comboExchange.currentText())
currency = unicode(self.comboCurrency.currentText())
productClass = unicode(self.comboProductClass.currentText())
gatewayName = unicode(self.comboGateway.currentText())
# 查询合约
if exchange:
vtSymbol = '.'.join([symbol, exchange])
contract = self.mainEngine.getContract(vtSymbol)
else:
vtSymbol = symbol
contract = self.mainEngine.getContract(symbol)
if contract:
if not gatewayName:
gatewayName = contract.gatewayName
exchange = contract.exchange # 保证有交易所代码
req = VtOrderReq()
req.symbol = symbol
req.exchange = exchange
req.price = self.spinPrice.value()
req.volume = self.spinVolume.value()
req.direction = unicode(self.comboDirection.currentText())
req.priceType = unicode(self.comboPriceType.currentText())
req.offset = unicode(self.comboOffset.currentText())
req.currency = currency
req.productClass = productClass
self.mainEngine.sendOrder(req, gatewayName)
def canelOrder(self):
"""撤单"""
orderRef = str(self.lineOrder.text())
l = self.mainEngine.getAllWorkingOrders()
for order in l:
if order.orderID == orderRef:
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)
# ----------------------------------------------------------------------
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)
#----------------------------------------------------------------------
def closePosition(self, cell):
"""根据持仓信息自动填写交易组件"""
# 读取持仓数据cell是一个表格中的单元格对象
pos = cell.data
symbol = pos.symbol
# 更新交易组件的显示合约
self.lineSymbol.setText(symbol)
self.updateSymbol()
# 自动填写信息
self.comboPriceType.setCurrentIndex(self.priceTypeList.index(PRICETYPE_LIMITPRICE))
self.comboOffset.setCurrentIndex(self.offsetList.index(OFFSET_CLOSE))
self.spinVolume.setValue(pos.position)
if pos.direction == DIRECTION_LONG or pos.direction == DIRECTION_NET:
self.comboDirection.setCurrentIndex(self.directionList.index(DIRECTION_SHORT))
else:
self.comboDirection.setCurrentIndex(self.directionList.index(DIRECTION_LONG))
# 价格留待更新后由用户输入,防止有误操作
########################################################################
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['name'] = {'chinese':vtText.CONTRACT_NAME, '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}
d['strikePrice'] = {'chinese':vtText.STRIKE_PRICE, 'cellType':BasicCell}
d['underlyingSymbol'] = {'chinese':vtText.UNDERLYING_SYMBOL, 'cellType':BasicCell}
d['optionType'] = {'chinese':vtText.OPTION_TYPE, '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.setWindowTitle(u'合约查询')
self.setMinimumSize(800, 800)
self.setFont(BASIC_FONT)
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 = 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 = QtGui.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(QtGui.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 = QtGui.QLineEdit()
self.buttonFilter = QtGui.QPushButton(vtText.SEARCH)
self.buttonFilter.clicked.connect(self.filterContract)
self.monitor = ContractMonitor(self.mainEngine)
self.monitor.refresh()
hbox = QtGui.QHBoxLayout()
hbox.addWidget(self.lineFilter)
hbox.addWidget(self.buttonFilter)
hbox.addStretch()
vbox = QtGui.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()