42df562e60
1. 重新设计的策略引擎API 2. 重新设计的策略模板，策略方面的开发更直观 3. 设计了一个基于EMA双均线的演示策略 4. 基于新的策略模板重写了行情记录工具DataRecorder
315 lines
11 KiB
Python
315 lines
11 KiB
Python
# encoding: UTF-8
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import psutil
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from uiBasicWidget import *
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from ctaAlgo.uiCtaWidget import CtaEngineManager
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########################################################################
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class MainWindow(QtGui.QMainWindow):
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"""主窗口"""
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#----------------------------------------------------------------------
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def __init__(self, mainEngine, eventEngine):
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"""Constructor"""
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super(MainWindow, self).__init__()
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self.mainEngine = mainEngine
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self.eventEngine = eventEngine
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self.widgetDict = {} # 用来保存子窗口的字典
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self.initUi()
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#----------------------------------------------------------------------
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def initUi(self):
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"""初始化界面"""
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self.setWindowTitle('VnTrader')
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self.initCentral()
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self.initMenu()
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self.initStatusBar()
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#----------------------------------------------------------------------
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def initCentral(self):
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"""初始化中心区域"""
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marketM = MarketMonitor(self.mainEngine, self.eventEngine)
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logM = LogMonitor(self.mainEngine, self.eventEngine)
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errorM = ErrorMonitor(self.mainEngine, self.eventEngine)
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tradeM = TradeMonitor(self.mainEngine, self.eventEngine)
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orderM = OrderMonitor(self.mainEngine, self.eventEngine)
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positionM = PositionMonitor(self.mainEngine, self.eventEngine)
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accountM = AccountMonitor(self.mainEngine, self.eventEngine)
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tradingW = TradingWidget(self.mainEngine, self.eventEngine)
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leftTab = QtGui.QTabWidget()
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leftTab.addTab(logM, u'日志')
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leftTab.addTab(errorM, u'错误')
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leftTab.addTab(accountM, u'账户')
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rightTab = QtGui.QTabWidget()
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rightTab.addTab(tradeM, u'成交')
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rightTab.addTab(orderM, u'委托')
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rightTab.addTab(positionM, u'持仓')
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hbox = QtGui.QHBoxLayout()
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hbox.addWidget(tradingW)
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hbox.addWidget(marketM)
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grid = QtGui.QGridLayout()
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grid.addLayout(hbox, 0, 0, 1, 2)
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grid.addWidget(leftTab, 1, 0)
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grid.addWidget(rightTab, 1, 1)
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central = QtGui.QWidget()
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central.setLayout(grid)
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self.setCentralWidget(central)
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#----------------------------------------------------------------------
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def initMenu(self):
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"""初始化菜单"""
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# 创建操作
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connectCtpAction = QtGui.QAction(u'连接CTP', self)
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connectCtpAction.triggered.connect(self.connectCtp)
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connectLtsAction = QtGui.QAction(u'连接LTS', self)
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connectLtsAction.triggered.connect(self.connectLts)
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connectKsotpAction = QtGui.QAction(u'连接金仕达期权', self)
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connectKsotpAction.triggered.connect(self.connectKsotp)
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connectFemasAction = QtGui.QAction(u'连接飞马', self)
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connectFemasAction.triggered.connect(self.connectFemas)
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connectKsgoldAction = QtGui.QAction(u'连接金仕达黄金', self)
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connectKsgoldAction.triggered.connect(self.connectKsgold)
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connectWindAction = QtGui.QAction(u'连接Wind', self)
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connectWindAction.triggered.connect(self.connectWind)
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connectIbAction = QtGui.QAction(u'连接IB', self)
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connectIbAction.triggered.connect(self.connectIb)
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connectDbAction = QtGui.QAction(u'连接数据库', self)
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connectDbAction.triggered.connect(self.mainEngine.dbConnect)
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testAction = QtGui.QAction(u'测试', self)
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testAction.triggered.connect(self.test)
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exitAction = QtGui.QAction(u'退出', self)
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exitAction.triggered.connect(self.close)
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aboutAction = QtGui.QAction(u'关于', self)
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aboutAction.triggered.connect(self.openAbout)
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contractAction = QtGui.QAction(u'查询合约', self)
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contractAction.triggered.connect(self.openContract)
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ctaAction = QtGui.QAction(u'CTA策略', self)
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ctaAction.triggered.connect(self.openCta)
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# 创建菜单
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menubar = self.menuBar()
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sysMenu = menubar.addMenu(u'系统')
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sysMenu.addAction(connectCtpAction)
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sysMenu.addAction(connectLtsAction)
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sysMenu.addAction(connectFemasAction)
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sysMenu.addAction(connectKsotpAction)
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sysMenu.addAction(connectKsgoldAction)
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sysMenu.addAction(connectIbAction)
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sysMenu.addSeparator()
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sysMenu.addAction(connectWindAction)
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sysMenu.addSeparator()
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sysMenu.addAction(connectDbAction)
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sysMenu.addSeparator()
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sysMenu.addAction(exitAction)
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functionMenu = menubar.addMenu(u'功能')
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functionMenu.addAction(contractAction)
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# 算法相关
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algoMenu = menubar.addMenu(u'算法')
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algoMenu.addAction(ctaAction)
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# 帮助
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helpMenu = menubar.addMenu(u'帮助')
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helpMenu.addAction(aboutAction)
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helpMenu.addAction(testAction)
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#----------------------------------------------------------------------
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def initStatusBar(self):
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"""初始化状态栏"""
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self.statusLabel = QtGui.QLabel()
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self.statusLabel.setAlignment(QtCore.Qt.AlignLeft)
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self.statusBar().addPermanentWidget(self.statusLabel)
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self.statusLabel.setText(self.getCpuMemory())
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self.sbCount = 0
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self.sbTrigger = 10 # 10秒刷新一次
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self.eventEngine.register(EVENT_TIMER, self.updateStatusBar)
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#----------------------------------------------------------------------
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def updateStatusBar(self, event):
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"""在状态栏更新CPU和内存信息"""
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self.sbCount += 1
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if self.sbCount == self.sbTrigger:
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self.sbCount = 0
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self.statusLabel.setText(self.getCpuMemory())
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#----------------------------------------------------------------------
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def getCpuMemory(self):
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"""获取CPU和内存状态信息"""
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cpuPercent = psutil.cpu_percent()
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memoryPercent = psutil.virtual_memory().percent
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return u'CPU使用率：%d%% 内存使用率：%d%%' % (cpuPercent, memoryPercent)
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#----------------------------------------------------------------------
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def connectCtp(self):
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"""连接CTP接口"""
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self.mainEngine.connect('CTP')
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#----------------------------------------------------------------------
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def connectLts(self):
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"""连接LTS接口"""
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self.mainEngine.connect('LTS')
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#----------------------------------------------------------------------
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def connectKsotp(self):
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"""连接金仕达期权接口"""
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self.mainEngine.connect('KSOTP')
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#----------------------------------------------------------------------
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def connectFemas(self):
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"""连接飞马接口"""
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self.mainEngine.connect('FEMAS')
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#----------------------------------------------------------------------
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def connectKsgold(self):
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"""连接金仕达黄金接口"""
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self.mainEngine.connect('KSGOLD')
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#----------------------------------------------------------------------
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def connectWind(self):
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"""连接Wind接口"""
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self.mainEngine.connect('Wind')
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#----------------------------------------------------------------------
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def connectIb(self):
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"""连接Ib"""
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self.mainEngine.connect('IB')
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#----------------------------------------------------------------------
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def test(self):
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"""测试按钮用的函数"""
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api = self.mainEngine.gatewayDict['KSGOLD'].tdApi
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api.reqID += 1
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api.reqQryOrder({}, api.reqID)
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#api.reqQryTrade({}, api.reqID)
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#----------------------------------------------------------------------
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def openAbout(self):
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"""打开关于"""
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try:
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self.widgetDict['aboutW'].show()
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except KeyError:
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self.widgetDict['aboutW'] = AboutWidget(self)
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self.widgetDict['aboutW'].show()
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#----------------------------------------------------------------------
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def openContract(self):
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"""打开合约查询"""
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try:
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self.widgetDict['contractM'].show()
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except KeyError:
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self.widgetDict['contractM'] = ContractMonitor(self.mainEngine)
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self.widgetDict['contractM'].show()
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#----------------------------------------------------------------------
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def openCta(self):
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"""打开CTA组件"""
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try:
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self.widgetDict['ctaM'].show()
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except KeyError:
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self.widgetDict['ctaM'] = CtaEngineManager(self.mainEngine.ctaEngine, self.eventEngine)
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self.widgetDict['ctaM'].show()
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#----------------------------------------------------------------------
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def closeEvent(self, event):
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"""关闭事件"""
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reply = QtGui.QMessageBox.question(self, u'退出',
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u'确认退出?', QtGui.QMessageBox.Yes |
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QtGui.QMessageBox.No, QtGui.QMessageBox.No)
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if reply == QtGui.QMessageBox.Yes:
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for widget in self.widgetDict.values():
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widget.close()
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self.mainEngine.exit()
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event.accept()
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else:
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event.ignore()
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########################################################################
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class AboutWidget(QtGui.QDialog):
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"""显示关于信息"""
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#----------------------------------------------------------------------
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def __init__(self, parent=None):
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"""Constructor"""
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super(AboutWidget, self).__init__(parent)
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self.initUi()
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#----------------------------------------------------------------------
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def initUi(self):
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""""""
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self.setWindowTitle(u'关于')
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text = u"""
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VnTrader
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更新日期：2015/9/29
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作者：用Python的交易员
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License：MIT
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主页：vnpy.org
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Github：github.com/vnpy/vnpy
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QQ交流群：262656087
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开发环境
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操作系统：Windows 7 专业版 64位
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Python发行版：Python 2.7.6 (Anaconda 1.9.2 Win-32)
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CTP：vn.ctp 2015/6/1版
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图形库：PyQt4 4.11.3 Py2.7-x32
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事件驱动引擎：vn.event
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开发环境：WingIDE 5.0.6
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"""
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label = QtGui.QLabel()
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label.setText(text)
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label.setMinimumWidth(500)
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vbox = QtGui.QVBoxLayout()
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vbox.addWidget(label)
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self.setLayout(vbox)
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