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
270 lines
8.9 KiB
Python
270 lines
8.9 KiB
Python
# encoding: UTF-8
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'''
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CTA模块相关的GUI控制组件
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'''
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from uiBasicWidget import QtGui, QtCore, BasicCell
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from eventEngine import *
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########################################################################
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class CtaValueMonitor(QtGui.QTableWidget):
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"""参数监控"""
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#----------------------------------------------------------------------
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def __init__(self, parent=None):
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"""Constructor"""
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super(CtaValueMonitor, self).__init__(parent)
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self.keyCellDict = {}
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self.data = None
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self.inited = False
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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.setRowCount(1)
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self.verticalHeader().setVisible(False)
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self.setEditTriggers(self.NoEditTriggers)
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self.setMaximumHeight(self.sizeHint().height())
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#----------------------------------------------------------------------
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def updateData(self, data):
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"""更新数据"""
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if not self.inited:
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self.setColumnCount(len(data))
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self.setHorizontalHeaderLabels(data.keys())
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col = 0
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for k, v in data.items():
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cell = QtGui.QTableWidgetItem(unicode(v))
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self.keyCellDict[k] = cell
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self.setItem(0, col, cell)
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col += 1
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self.inited = True
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else:
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for k, v in data.items():
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cell = self.keyCellDict[k]
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cell.setText(unicode(v))
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########################################################################
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class CtaStrategyManager(QtGui.QGroupBox):
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"""策略管理组件"""
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signal = QtCore.pyqtSignal(type(Event()))
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#----------------------------------------------------------------------
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def __init__(self, ctaEngine, eventEngine, name, parent=None):
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"""Constructor"""
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super(CtaStrategyManager, self).__init__(parent)
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self.ctaEngine = ctaEngine
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self.eventEngine = eventEngine
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self.name = name
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self.initUi()
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self.updateMonitor()
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self.registerEvent()
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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.setTitle(self.name)
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self.paramMonitor = CtaValueMonitor(self)
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self.varMonitor = CtaValueMonitor(self)
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maxHeight = 60
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self.paramMonitor.setMaximumHeight(maxHeight)
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self.varMonitor.setMaximumHeight(maxHeight)
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buttonInit = QtGui.QPushButton(u'初始化')
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buttonStart = QtGui.QPushButton(u'启动')
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buttonStop = QtGui.QPushButton(u'停止')
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buttonInit.clicked.connect(self.init)
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buttonStart.clicked.connect(self.start)
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buttonStop.clicked.connect(self.stop)
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hbox1 = QtGui.QHBoxLayout()
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hbox1.addWidget(buttonInit)
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hbox1.addWidget(buttonStart)
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hbox1.addWidget(buttonStop)
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hbox1.addStretch()
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hbox2 = QtGui.QHBoxLayout()
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hbox2.addWidget(self.paramMonitor)
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hbox3 = QtGui.QHBoxLayout()
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hbox3.addWidget(self.varMonitor)
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vbox = QtGui.QVBoxLayout()
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vbox.addLayout(hbox1)
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vbox.addLayout(hbox2)
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vbox.addLayout(hbox3)
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self.setLayout(vbox)
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#----------------------------------------------------------------------
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def updateMonitor(self, event=None):
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"""显示策略最新状态"""
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paramDict = self.ctaEngine.getStrategyParam(self.name)
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if paramDict:
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self.paramMonitor.updateData(paramDict)
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varDict = self.ctaEngine.getStrategyVar(self.name)
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if varDict:
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self.varMonitor.updateData(varDict)
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#----------------------------------------------------------------------
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def registerEvent(self):
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"""注册事件监听"""
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self.signal.connect(self.updateMonitor)
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self.eventEngine.register(EVENT_CTA_STRATEGY+self.name, self.signal.emit)
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#----------------------------------------------------------------------
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def init(self):
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"""初始化策略"""
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self.ctaEngine.initStrategy(self.name)
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#----------------------------------------------------------------------
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def start(self):
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"""启动策略"""
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self.ctaEngine.startStrategy(self.name)
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#----------------------------------------------------------------------
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def stop(self):
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"""停止策略"""
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self.ctaEngine.stopStrategy(self.name)
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########################################################################
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class CtaEngineManager(QtGui.QWidget):
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"""CTA引擎管理组件"""
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signal = QtCore.pyqtSignal(type(Event()))
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#----------------------------------------------------------------------
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def __init__(self, ctaEngine, eventEngine, parent=None):
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"""Constructor"""
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super(CtaEngineManager, self).__init__(parent)
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self.ctaEngine = ctaEngine
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self.eventEngine = eventEngine
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self.strategyLoaded = False
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self.initUi()
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self.registerEvent()
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# 记录日志
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self.ctaEngine.writeCtaLog(u'CTA引擎启动成功')
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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(u'CTA策略')
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# 按钮
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loadButton = QtGui.QPushButton(u'加载策略')
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initAllButton = QtGui.QPushButton(u'全部初始化')
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startAllButton = QtGui.QPushButton(u'全部启动')
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stopAllButton = QtGui.QPushButton(u'全部停止')
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loadButton.clicked.connect(self.load)
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initAllButton.clicked.connect(self.initAll)
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startAllButton.clicked.connect(self.startAll)
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stopAllButton.clicked.connect(self.stopAll)
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# 滚动区域，放置所有的CtaStrategyManager
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self.scrollArea = QtGui.QScrollArea()
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self.scrollArea.setWidgetResizable(True)
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# CTA组件的日志监控
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self.ctaLogMonitor = QtGui.QTextEdit()
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self.ctaLogMonitor.setReadOnly(True)
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self.ctaLogMonitor.setMaximumHeight(200)
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# 设置布局
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hbox2 = QtGui.QHBoxLayout()
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hbox2.addWidget(loadButton)
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hbox2.addWidget(initAllButton)
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hbox2.addWidget(startAllButton)
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hbox2.addWidget(stopAllButton)
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hbox2.addStretch()
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vbox = QtGui.QVBoxLayout()
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vbox.addLayout(hbox2)
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vbox.addWidget(self.scrollArea)
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vbox.addWidget(self.ctaLogMonitor)
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self.setLayout(vbox)
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#----------------------------------------------------------------------
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def initStrategyManager(self):
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"""初始化策略管理组件界面"""
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w = QtGui.QWidget()
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vbox = QtGui.QVBoxLayout()
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for name in self.ctaEngine.strategyDict.keys():
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strategyManager = CtaStrategyManager(self.ctaEngine, self.eventEngine, name)
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vbox.addWidget(strategyManager)
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vbox.addStretch()
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w.setLayout(vbox)
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self.scrollArea.setWidget(w)
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#----------------------------------------------------------------------
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def initAll(self):
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"""全部初始化"""
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for name in self.ctaEngine.strategyDict.keys():
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self.ctaEngine.initStrategy(name)
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#----------------------------------------------------------------------
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def startAll(self):
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"""全部启动"""
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for name in self.ctaEngine.strategyDict.keys():
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self.ctaEngine.startStrategy(name)
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#----------------------------------------------------------------------
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def stopAll(self):
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"""全部停止"""
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for name in self.ctaEngine.strategyDict.keys():
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self.ctaEngine.stopStrategy(name)
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#----------------------------------------------------------------------
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def load(self):
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"""加载策略"""
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if not self.strategyLoaded:
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self.ctaEngine.loadSetting()
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self.initStrategyManager()
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self.strategyLoaded = True
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self.ctaEngine.writeCtaLog(u'策略加载成功')
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#----------------------------------------------------------------------
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def updateCtaLog(self, event):
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"""更新CTA相关日志"""
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log = event.dict_['data']
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content = '\t'.join([log.logTime, log.logContent])
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self.ctaLogMonitor.append(content)
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#----------------------------------------------------------------------
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def registerEvent(self):
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"""注册事件监听"""
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self.signal.connect(self.updateCtaLog)
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self.eventEngine.register(EVENT_CTA_LOG, self.signal.emit)
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