189 lines
6.8 KiB
Python
189 lines
6.8 KiB
Python
# encoding: UTF-8
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"""
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该文件中包含的是交易平台的中间层，
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将API和事件引擎包装到一个主引擎类中，便于管理。
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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，
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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。
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"""
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import sys
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from datetime import date
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from time import sleep
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import shelve
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from PyQt4 import QtCore
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from demoApi import *
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from eventEngine import EventEngine
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########################################################################
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class MainEngine:
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"""主引擎，负责对API的调度"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""Constructor"""
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self.ee = EventEngine() # 创建事件驱动引擎
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self.md = DemoMdApi(self.ee) # 创建API接口
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#self.md = DemoL2Api(self.ee) # 如果使用L2行情就改为这行
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self.td = DemoTdApi(self.ee)
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self.ee.start() # 启动事件驱动引擎
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# 循环查询持仓和账户相关
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self.countGet = 0 # 查询延时计数
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self.lastGet = 'Account' # 上次查询的性质
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self.ee.register(EVENT_TDLOGIN, self.initGet) # 登录成功后开始初始化查询
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# 合约储存相关
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self.dictInstrument = {} # 字典（保存合约查询数据）
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self.ee.register(EVENT_INSTRUMENT, self.insertInstrument)
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#----------------------------------------------------------------------
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def login(self, userid, mdPassword, tdPassword, brokerid, mdAddress, tdAddress):
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"""登陆"""
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self.md.login(mdAddress, userid, mdPassword, brokerid)
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self.td.login(tdAddress, userid, tdPassword, brokerid)
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#----------------------------------------------------------------------
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def subscribe(self, instrumentid, exchangeid):
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"""订阅合约"""
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self.md.subscribe(instrumentid, exchangeid)
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#----------------------------------------------------------------------
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def getAccount(self):
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"""查询账户"""
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self.td.getAccount()
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#----------------------------------------------------------------------
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def getInvestor(self):
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"""查询投资者"""
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self.td.getInvestor()
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#----------------------------------------------------------------------
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def getPosition(self):
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"""查询持仓"""
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self.td.getPosition()
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#----------------------------------------------------------------------
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def getInstrument(self):
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"""获取合约"""
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event = Event(type_=EVENT_LOG)
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log = u'查询合约信息'
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event.dict_['log'] = log
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self.ee.put(event)
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self.td.getInstrument()
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#----------------------------------------------------------------------
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def sendOrder(self, instrumentid, exchangeid, price, pricetype, volume, direction, offset):
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"""发单"""
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self.td.sendOrder(instrumentid, exchangeid, price, pricetype, volume, direction, offset)
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#----------------------------------------------------------------------
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def cancelOrder(self, instrumentid, exchangeid, orderref, frontid, sessionid):
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"""撤单"""
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self.td.cancelOrder(instrumentid, exchangeid, orderref, frontid, sessionid)
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#----------------------------------------------------------------------
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def getAccountPosition(self, event):
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"""循环查询账户和持仓"""
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self.countGet = self.countGet + 1
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# 每5秒发一次查询
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if self.countGet > 5:
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self.countGet = 0 # 清空计数
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if self.lastGet == 'Account':
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self.getPosition()
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self.lastGet = 'Position'
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else:
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self.getAccount()
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self.lastGet = 'Account'
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#----------------------------------------------------------------------
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def initGet(self, event):
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"""在交易服务器登录成功后，开始初始化查询"""
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# 打开设定文件setting.vn
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f = shelve.open('setting.vn')
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# 尝试读取设定字典，若该字典不存在，则发出查询请求
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try:
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d = f['instrument']
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# 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
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today = date.today()
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if d['date'] == today:
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self.dictInstrument = d['dictInstrument']
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event = Event(type_=EVENT_LOG)
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log = u'合约信息读取完成'
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event.dict_['log'] = log
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self.ee.put(event)
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self.getInvestor()
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# 开始循环查询
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self.ee.register(EVENT_TIMER, self.getAccountPosition)
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else:
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self.getInstrument()
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except KeyError:
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self.getInstrument()
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f.close()
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#----------------------------------------------------------------------
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def insertInstrument(self, event):
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"""插入合约对象"""
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data = event.dict_['data']
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last = event.dict_['last']
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self.dictInstrument[data['InstrumentID']] = data
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# 合约对象查询完成后，查询投资者信息并开始循环查询
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if last:
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# 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
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self.saveInstrument()
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event = Event(type_=EVENT_LOG)
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log = u'合约信息查询完成'
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event.dict_['log'] = log
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self.ee.put(event)
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self.getInvestor()
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# 开始循环查询
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self.ee.register(EVENT_TIMER, self.getAccountPosition)
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#----------------------------------------------------------------------
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def selectInstrument(self, instrumentid):
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"""获取合约信息对象"""
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try:
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instrument = self.dictInstrument[instrumentid]
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except KeyError:
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instrument = None
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return instrument
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#----------------------------------------------------------------------
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def exit(self):
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"""退出"""
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# 销毁API对象
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self.td = None
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self.md = None
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# 停止事件驱动引擎
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self.ee.stop()
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#----------------------------------------------------------------------
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def saveInstrument(self):
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"""保存合约属性数据"""
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f = shelve.open('setting.vn')
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d = {}
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d['dictInstrument'] = self.dictInstrument
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d['date'] = date.today()
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f['instrument'] = d
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f.close() |