592 lines
23 KiB
Python
592 lines
23 KiB
Python
# encoding: UTF-8
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import psutil
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from uiBasicWidget import *
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from ctaStrategy.uiCtaWidget import CtaEngineManager
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from dataRecorder.uiDrWidget import DrEngineManager
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from riskManager.uiRmWidget import RmEngineManager
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from uiFullMonitorWidget import MonitorWidget
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from uiKChartWidget import CandleForm
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import os
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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.connectGatewayDict = {}
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self.initUi()
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#self.loadWindowSettings()
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self.connected = False
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self.autoDisConnect = False
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self.orderSaveDate = EMPTY_STRING
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self.barSaveDate = EMPTY_STRING
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# ----------------------------------------------------------------------
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def initUi(self):
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"""初始化界面"""
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path = os.getcwd().rsplit('\\')[-1]
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self.setWindowTitle(path)
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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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widgetMarketM, dockMarketM = self.createDock(MarketMonitor, u'行情', QtCore.Qt.RightDockWidgetArea)
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widgetLogM, dockLogM = self.createDock(LogMonitor, u'日志', QtCore.Qt.BottomDockWidgetArea)
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widgetErrorM, dockErrorM = self.createDock(ErrorMonitor, u'错误', QtCore.Qt.BottomDockWidgetArea)
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self.widgetTradeM, dockTradeM = self.createDock(TradeMonitor, u'成交', QtCore.Qt.BottomDockWidgetArea)
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self.widgetOrderM, dockOrderM = self.createDock(OrderMonitor, u'委托', QtCore.Qt.RightDockWidgetArea)
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widgetPositionM, dockPositionM = self.createDock(PositionMonitor, u'持仓', QtCore.Qt.BottomDockWidgetArea)
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widgetAccountM, dockAccountM = self.createDock(AccountMonitor, u'资金', QtCore.Qt.BottomDockWidgetArea)
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widgetTradingW, dockTradingW = self.createDock(TradingWidget, u'交易', QtCore.Qt.LeftDockWidgetArea)
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self.tabifyDockWidget(dockTradeM, dockErrorM)
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self.tabifyDockWidget(dockTradeM, dockLogM)
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self.tabifyDockWidget(dockPositionM, dockAccountM)
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dockTradeM.raise_()
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dockPositionM.raise_()
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# 连接组件之间的信号
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widgetPositionM.itemDoubleClicked.connect(widgetTradingW.closePosition)
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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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connectCtpProdAction = QtGui.QAction(u'上海中期CTP', self)
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connectCtpProdAction.triggered.connect(self.connectCtpProd)
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connectCtpPostAction = QtGui.QAction(u'中期盘后CTP', self)
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connectCtpPostAction.triggered.connect(self.connectCtpPost)
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connectCtpTestAction = QtGui.QAction(u'光大CTP', self)
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connectCtpTestAction.triggered.connect(self.connectCtpEBF)
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connectCtpJRAction = QtGui.QAction(u'金瑞CTP', self)
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connectCtpJRAction.triggered.connect(self.connectCtpJR)
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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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#connectXspeedAction = QtGui.QAction(u'连接飞创', self)
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#connectXspeedAction.triggered.connect(self.connectXspeed)
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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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#connectSgitAction = QtGui.QAction(u'连接飞鼠', self)
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#connectSgitAction.triggered.connect(self.connectSgit)
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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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#connectOandaAction = QtGui.QAction(u'连接OANDA', self)
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#connectOandaAction.triggered.connect(self.connectOanda)
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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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autoDisconnetAction = QtGui.QAction(u'自动断开重连', self)
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autoDisconnetAction.triggered.connect(self.setAutoDisconnect)
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testAction = QtGui.QAction(u'测试', self)
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testAction.triggered.connect(self.openMonitor)
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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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drAction = QtGui.QAction(u'行情数据记录', self)
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drAction.triggered.connect(self.openDr)
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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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monitorAction = QtGui.QAction(u'周期监控', self)
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monitorAction.triggered.connect(self.openMonitor)
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kChart = QtGui.QAction(u'K线图', self)
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kChart.triggered.connect(self.openKChart)
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rmAction = QtGui.QAction(u'风险管理', self)
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rmAction.triggered.connect(self.openRm)
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# 创建菜单
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menubar = self.menuBar()
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# 设计为只显示存在的接口
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sysMenu = menubar.addMenu(u'系统')
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sysMenu.addAction(connectCtpProdAction)
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sysMenu.addAction(connectCtpPostAction)
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sysMenu.addAction(connectCtpTestAction)
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sysMenu.addAction(connectCtpJRAction)
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if 'CTP' in self.mainEngine.gatewayDict:
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sysMenu.addAction(connectCtpAction)
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#if 'LTS' in self.mainEngine.gatewayDict:
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# sysMenu.addAction(connectLtsAction)
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#if 'FEMAS' in self.mainEngine.gatewayDict:
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# sysMenu.addAction(connectFemasAction)
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#if 'XSPEED' in self.mainEngine.gatewayDict:
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# sysMenu.addAction(connectXspeedAction)
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#if 'KSOTP' in self.mainEngine.gatewayDict:
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# sysMenu.addAction(connectKsotpAction)
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#if 'KSGOLD' in self.mainEngine.gatewayDict:
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# sysMenu.addAction(connectKsgoldAction)
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#if 'SGIT' in self.mainEngine.gatewayDict:
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# sysMenu.addAction(connectSgitAction)
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sysMenu.addSeparator()
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sysMenu.addAction(autoDisconnetAction)
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#if 'IB' in self.mainEngine.gatewayDict:
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# sysMenu.addAction(connectIbAction)
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#if 'OANDA' in self.mainEngine.gatewayDict:
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# sysMenu.addAction(connectOandaAction)
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#sysMenu.addSeparator()
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#if 'Wind' in self.mainEngine.gatewayDict:
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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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functionMenu.addAction(drAction)
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functionMenu.addAction(rmAction)
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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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algoMenu.addAction(monitorAction)
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algoMenu.addAction(kChart)
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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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"""1、在状态栏更新CPU和内存信息"""
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# 2、定时断开服务器连接
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# 3、定时重连服务器
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# 4、定时保存每日的委托单
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# 5、定时执行策略的保存事件
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self.sbCount += 1
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# 更新任务栏
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if self.sbCount == self.sbTrigger:
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self.sbCount = 0
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info = self.getCpuMemory()
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if self.autoDisConnect:
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info = info + u'[自动断开重连]'
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self.statusLabel.setText(info)
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if self.connectGatewayDict:
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s = u''.join(str(e) for e in self.connectGatewayDict.values())
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if not self.connected:
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s = s + u' [已断开]'
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self.setWindowTitle(s)
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# 定时断开
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if self.connected and self.trade_off() and self.autoDisConnect:
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self.disconnect()
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self.mainEngine.writeLog(u'断开连接{0}'.format(self.connectGatewayDict.values()))
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self.mainEngine.writeLog(u'清空数据引擎')
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self.mainEngine.clearData()
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self.mainEngine.writeLog(u'清空委托列表')
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self.widgetOrderM.clearData()
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self.mainEngine.writeLog(u'清空交易列表')
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self.widgetTradeM.clearData()
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# 定时重连
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if not self.connected \
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and self.autoDisConnect \
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and not self.trade_off()\
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and len(self.connectGatewayDict) > 0:
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self.mainEngine.writeLog(u'清空数据引擎')
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self.mainEngine.clearData()
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self.mainEngine.writeLog(u'清空委托列表')
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self.widgetOrderM.clearData()
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self.mainEngine.writeLog(u'清空交易列表')
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self.widgetTradeM.clearData()
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s = u''.join(str(e) for e in self.connectGatewayDict.values())
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self.mainEngine.writeLog(u'重新连接{0}'.format(s))
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for key in self.connectGatewayDict.keys():
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self.mainEngine.connect(key)
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self.connected = True
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# 交易日收盘后保存所有委托记录，
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dt = datetime.now()
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today = datetime.now().strftime('%y%m%d')
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if dt.hour == 15 and dt.minute == 1 and len(self.connectGatewayDict) > 0 and today!=self.orderSaveDate:
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self.orderSaveDate = today
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self.mainEngine.writeLog(u'保存所有委托记录')
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orderfile = os.getcwd() +'/orders/{0}.csv'.format(self.orderSaveDate)
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if os.path.exists(orderfile):
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return
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else:
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self.widgetOrderM.saveToCsv(path=orderfile)
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# 调用各策略保存数据
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if ((dt.hour == 15 and dt.minute == 1) or (dt.hour == 2 and dt.minute == 31)) \
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and len(self.connectGatewayDict) > 0 \
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and today != self.barSaveDate \
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and self.connected:
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self.barSaveDate = today
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self.mainEngine.writeLog(u'调用各策略保存数据')
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self.mainEngine.saveData()
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if not (dt.hour == 15 or dt.hour == 2):
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self.barSaveDate = EMPTY_STRING
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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 connectCtpProd(self):
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"""连接上海中期生产环境CTP接口"""
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self.mainEngine.connect('CTP_Prod')
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self.connectGatewayDict['CTP_Prod'] = u'上海中期CTP'
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self.connected = True
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# ----------------------------------------------------------------------
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def connectCtpPost(self):
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"""连接上海中期盘后CTP接口"""
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self.mainEngine.connect('CTP_Post')
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self.connectGatewayDict['CTP_Post'] = u'中期盘后CTP'
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self.connected = True
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def connectCtpEBF(self):
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"""连接光大期货CTP接口"""
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self.mainEngine.connect('CTP_EBF')
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self.connectGatewayDict['CTP_EBF'] = u'光大CTP'
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self.connected = True
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def connectCtpJR(self):
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"""连接金瑞期货CTP接口"""
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self.mainEngine.connect('CTP_JR')
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self.connectGatewayDict['CTP_JR'] = u'金瑞CTP'
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self.connected = True
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def connectCtpTest(self):
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"""连接SNOW测试环境CTP接口"""
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self.mainEngine.connect('CTP_Test')
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self.connectGatewayDict['CTP_Test'] = u'SNOW测试'
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self.connected = True
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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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self.connectGatewayDict['CTP'] = u'CTP'
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self.connected = True
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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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self.connectGatewayDict['LTS'] = u'LTS'
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self.connected = True
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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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self.connectGatewayDict['KSOTP'] = u'金仕达期权'
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self.connected = True
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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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self.connectGatewayDict['FEMAS'] = u'FEMAS飞马'
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self.connected = True
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#----------------------------------------------------------------------
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def connectXspeed(self):
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"""连接飞马接口"""
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self.mainEngine.connect('XSPEED')
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self.connectGatewayDict['XSPEED'] = u'XSPEED飞马接口'
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self.connected = True
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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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self.connectGatewayDict ['KSGOLD'] = u'金仕达黄金'
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self.connected = True
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#----------------------------------------------------------------------
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def connectSgit(self):
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"""连接飞鼠接口"""
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self.mainEngine.connect('SGIT')
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self.connectGatewayDict['SGIT'] = u'飞鼠'
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self.connected = True
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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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self.connectGatewayDict['Wind'] = u'Wind'
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self.connected = True
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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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self.connectGatewayDict['IB'] = u'盈透'
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self.connected = True
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#----------------------------------------------------------------------
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def connectOanda(self):
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"""连接OANDA"""
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self.mainEngine.connect('OANDA')
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self.connectGatewayDict['OANDA'] = u'OANDA'
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self.connected = True
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def setAutoDisconnect(self):
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if self.autoDisConnect:
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self.autoDisConnect = False
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else:
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self.autoDisConnect = True
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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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# 有需要使用手动触发的测试函数可以写在这里
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self.mainEngine.saveData()
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pass
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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'].showMaximized()
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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'].showMaximized()
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def openMonitor(self):
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try:
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self.widgetDict['Monitor'].showMaximized()
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except KeyError:
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self.widgetDict['Monitor'] = MonitorWidget(self.mainEngine.ctaEngine, self.eventEngine)
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self.widgetDict['Monitor'].showMaximized()
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def openKChart(self):
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try:
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self.widgetDict['kChart'].showMaximized()
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except KeyError:
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self.widgetDict['kChart'] = CandleForm(self.mainEngine.ctaEngine, self.eventEngine, symbol='p1705', period='minute',interval=5)
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self.widgetDict['kChart'].showMaximized()
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#----------------------------------------------------------------------
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def openDr(self):
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"""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.
|
||
|
||
License：MIT
|
||
|
||
Website：www.vnpy.org
|
||
|
||
Github：www.github.com/vnpy/vnpy
|
||
|
||
"""
|
||
|
||
label = QtGui.QLabel()
|
||
label.setText(text)
|
||
label.setMinimumWidth(500)
|
||
|
||
vbox = QtGui.QVBoxLayout()
|
||
vbox.addWidget(label)
|
||
|
||
self.setLayout(vbox)
|
||
|