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

592 lines
23 KiB
Python
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# 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.
LicenseMIT
Websitewww.vnpy.org
Githubwww.github.com/vnpy/vnpy
"""
label = QtGui.QLabel()
label.setText(text)
label.setMinimumWidth(500)
vbox = QtGui.QVBoxLayout()
vbox.addWidget(label)
self.setLayout(vbox)