83e50ac220
Conflicts: .gitignore vn.trader/CTP_connect.json vn.trader/ContractData.vt vn.trader/LTS_connect.json vn.trader/ctaEngine.py vn.trader/ctaStrategies.py vn.trader/ctaStrategyTemplate.py vn.trader/ctpGateway.py vn.trader/ltsGateway.py vn.trader/uiBasicWidget.py vn.trader/uiCtaWidget.py vn.trader/uiMainWindow.py vn.trader/vtConstant.py vn.trader/vtEngine.py vn.trader/vtGateway.py
376 lines
12 KiB
Python
376 lines
12 KiB
Python
# encoding: UTF-8
|
||
|
||
import psutil
|
||
|
||
from uiBasicWidget import *
|
||
<<<<<<< HEAD
|
||
<<<<<<< HEAD
|
||
|
||
=======
|
||
from uiCtaWidget import CtaEngineManager
|
||
>>>>>>> refs/remotes/vnpy/master
|
||
=======
|
||
from uiCtaWidget import CtaEngineManager
|
||
>>>>>>> refs/remotes/vnpy/master
|
||
|
||
########################################################################
|
||
class MainWindow(QtGui.QMainWindow):
|
||
"""主窗口"""
|
||
|
||
#----------------------------------------------------------------------
|
||
def __init__(self, mainEngine, eventEngine, dataEngine):
|
||
"""Constructor"""
|
||
super(MainWindow, self).__init__()
|
||
|
||
self.mainEngine = mainEngine
|
||
self.eventEngine = eventEngine
|
||
self.dataEngine = dataEngine
|
||
|
||
self.initUi()
|
||
|
||
#----------------------------------------------------------------------
|
||
def initUi(self):
|
||
"""初始化界面"""
|
||
self.setWindowTitle('VnTrader')
|
||
self.initCentral()
|
||
self.initMenu()
|
||
self.initStatusBar()
|
||
|
||
#----------------------------------------------------------------------
|
||
def initCentral(self):
|
||
"""初始化中心区域"""
|
||
marketM = MarketMonitor(self.eventEngine)
|
||
logM = LogMonitor(self.eventEngine)
|
||
errorM = ErrorMonitor(self.eventEngine)
|
||
tradeM = TradeMonitor(self.eventEngine)
|
||
orderM = OrderMonitor(self.eventEngine, self.mainEngine)
|
||
positionM = PositionMonitor(self.eventEngine)
|
||
accountM = AccountMonitor(self.eventEngine)
|
||
|
||
tradingW = TradingWidget(self.mainEngine, self.mainEngine.eventEngine, self.mainEngine.dataEngine)
|
||
|
||
leftTab = QtGui.QTabWidget()
|
||
leftTab.addTab(logM, u'日志')
|
||
leftTab.addTab(errorM, u'错误')
|
||
leftTab.addTab(accountM, u'账户')
|
||
|
||
rightTab = QtGui.QTabWidget()
|
||
rightTab.addTab(tradeM, u'成交')
|
||
rightTab.addTab(orderM, u'委托')
|
||
rightTab.addTab(positionM, u'持仓')
|
||
|
||
hbox = QtGui.QHBoxLayout()
|
||
hbox.addWidget(tradingW)
|
||
hbox.addWidget(marketM)
|
||
|
||
grid = QtGui.QGridLayout()
|
||
grid.addLayout(hbox, 0, 0, 1, 2)
|
||
grid.addWidget(leftTab, 1, 0)
|
||
grid.addWidget(rightTab, 1, 1)
|
||
|
||
central = QtGui.QWidget()
|
||
central.setLayout(grid)
|
||
self.setCentralWidget(central)
|
||
|
||
#----------------------------------------------------------------------
|
||
def initMenu(self):
|
||
"""初始化菜单"""
|
||
# 创建操作
|
||
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)
|
||
|
||
connectWindAction = QtGui.QAction(u'连接Wind', self)
|
||
connectWindAction.triggered.connect(self.connectWind)
|
||
|
||
<<<<<<< HEAD
|
||
<<<<<<< HEAD
|
||
=======
|
||
connectIbAction = QtGui.QAction(u'连接IB', self)
|
||
connectIbAction.triggered.connect(self.connectIb)
|
||
|
||
>>>>>>> refs/remotes/vnpy/master
|
||
=======
|
||
connectIbAction = QtGui.QAction(u'连接IB', self)
|
||
connectIbAction.triggered.connect(self.connectIb)
|
||
|
||
>>>>>>> refs/remotes/vnpy/master
|
||
testAction = QtGui.QAction(u'测试', self)
|
||
testAction.triggered.connect(self.testSubscribe)
|
||
|
||
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)
|
||
|
||
<<<<<<< HEAD
|
||
<<<<<<< HEAD
|
||
=======
|
||
ctaAction = QtGui.QAction(u'CTA策略', self)
|
||
ctaAction.triggered.connect(self.openCta)
|
||
|
||
>>>>>>> refs/remotes/vnpy/master
|
||
=======
|
||
ctaAction = QtGui.QAction(u'CTA策略', self)
|
||
ctaAction.triggered.connect(self.openCta)
|
||
|
||
>>>>>>> refs/remotes/vnpy/master
|
||
# 创建菜单
|
||
menubar = self.menuBar()
|
||
|
||
sysMenu = menubar.addMenu(u'系统')
|
||
sysMenu.addAction(connectCtpAction)
|
||
sysMenu.addAction(connectLtsAction)
|
||
sysMenu.addAction(connectWindAction)
|
||
<<<<<<< HEAD
|
||
<<<<<<< HEAD
|
||
=======
|
||
sysMenu.addAction(connectIbAction)
|
||
>>>>>>> refs/remotes/vnpy/master
|
||
=======
|
||
sysMenu.addAction(connectIbAction)
|
||
>>>>>>> refs/remotes/vnpy/master
|
||
sysMenu.addAction(testAction)
|
||
sysMenu.addAction(exitAction)
|
||
|
||
functionMenu = menubar.addMenu(u'功能')
|
||
functionMenu.addAction(contractAction)
|
||
<<<<<<< HEAD
|
||
<<<<<<< HEAD
|
||
=======
|
||
functionMenu.addAction(ctaAction)
|
||
>>>>>>> refs/remotes/vnpy/master
|
||
=======
|
||
functionMenu.addAction(ctaAction)
|
||
>>>>>>> refs/remotes/vnpy/master
|
||
|
||
helpMenu = menubar.addMenu(u'帮助')
|
||
helpMenu.addAction(aboutAction)
|
||
|
||
#----------------------------------------------------------------------
|
||
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):
|
||
"""在状态栏更新CPU和内存信息"""
|
||
self.sbCount += 1
|
||
|
||
if self.sbCount == self.sbTrigger:
|
||
self.sbCount = 0
|
||
self.statusLabel.setText(self.getCpuMemory())
|
||
|
||
#----------------------------------------------------------------------
|
||
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 connectCtp(self):
|
||
"""连接CTP接口"""
|
||
self.mainEngine.connect('CTP')
|
||
|
||
#----------------------------------------------------------------------
|
||
def connectLts(self):
|
||
"""连接LTS接口"""
|
||
self.mainEngine.connect('LTS')
|
||
|
||
#----------------------------------------------------------------------
|
||
def connectWind(self):
|
||
"""连接Wind接口"""
|
||
self.mainEngine.connect('Wind')
|
||
|
||
#----------------------------------------------------------------------
|
||
<<<<<<< HEAD
|
||
<<<<<<< HEAD
|
||
def testSubscribe(self):
|
||
"""测试订阅"""
|
||
req = VtSubscribeReq()
|
||
req.symbol = '600000'
|
||
req.exchange = EXCHANGE_SSE
|
||
self.mainEngine.subscribe(req, 'Wind')
|
||
|
||
req = VtSubscribeReq()
|
||
req.symbol = '000062'
|
||
req.exchange = EXCHANGE_SZSE
|
||
self.mainEngine.subscribe(req, 'Wind')
|
||
|
||
req = VtSubscribeReq()
|
||
req.symbol = 'IF1511'
|
||
req.exchange = EXCHANGE_CFFEX
|
||
self.mainEngine.subscribe(req, 'Wind')
|
||
|
||
req = VtSubscribeReq()
|
||
req.symbol = 'CU1601'
|
||
req.exchange = EXCHANGE_SHFE
|
||
self.mainEngine.subscribe(req, 'Wind')
|
||
|
||
req = VtSubscribeReq()
|
||
req.symbol = 'C1601'
|
||
req.exchange = EXCHANGE_DCE
|
||
self.mainEngine.subscribe(req, 'Wind')
|
||
|
||
req = VtSubscribeReq()
|
||
req.symbol = 'SR1601'
|
||
req.exchange = EXCHANGE_CZCE
|
||
self.mainEngine.subscribe(req, 'Wind')
|
||
=======
|
||
=======
|
||
>>>>>>> refs/remotes/vnpy/master
|
||
def connectIb(self):
|
||
"""连接Ib"""
|
||
self.mainEngine.connect('IB')
|
||
|
||
#----------------------------------------------------------------------
|
||
def testSubscribe(self):
|
||
"""测试订阅"""
|
||
req = VtSubscribeReq()
|
||
req.symbol = 'GOOG'
|
||
req.productClass = PRODUCT_EQUITY
|
||
req.exchange = EXCHANGE_SMART
|
||
req.currency = CURRENCY_USD
|
||
self.mainEngine.subscribe(req, 'IB')
|
||
|
||
req.symbol = 'AAPL'
|
||
self.mainEngine.subscribe(req, 'IB')
|
||
|
||
req.symbol = 'YHOO'
|
||
self.mainEngine.subscribe(req, 'IB')
|
||
|
||
req.symbol = 'MSFT'
|
||
self.mainEngine.subscribe(req, 'IB')
|
||
|
||
req.symbol = 'GE'
|
||
self.mainEngine.subscribe(req, 'IB')
|
||
<<<<<<< HEAD
|
||
>>>>>>> refs/remotes/vnpy/master
|
||
=======
|
||
>>>>>>> refs/remotes/vnpy/master
|
||
|
||
#----------------------------------------------------------------------
|
||
def openAbout(self):
|
||
"""打开关于"""
|
||
try:
|
||
self.aboutW.show()
|
||
except AttributeError:
|
||
self.aboutW = AboutWidget(self)
|
||
self.aboutW.show()
|
||
|
||
#----------------------------------------------------------------------
|
||
def openContract(self):
|
||
"""打开合约查询"""
|
||
try:
|
||
self.contractM.show()
|
||
except AttributeError:
|
||
self.contractM = ContractMonitor(self.mainEngine.dataEngine)
|
||
self.contractM.show()
|
||
<<<<<<< HEAD
|
||
<<<<<<< HEAD
|
||
=======
|
||
=======
|
||
>>>>>>> refs/remotes/vnpy/master
|
||
|
||
#----------------------------------------------------------------------
|
||
def openCta(self):
|
||
"""打开CTA组件"""
|
||
try:
|
||
self.ctaM.show()
|
||
except AttributeError:
|
||
self.ctaM = CtaEngineManager(self.mainEngine.ctaEngine, self.eventEngine)
|
||
self.ctaM.show()
|
||
<<<<<<< HEAD
|
||
>>>>>>> refs/remotes/vnpy/master
|
||
=======
|
||
>>>>>>> refs/remotes/vnpy/master
|
||
|
||
#----------------------------------------------------------------------
|
||
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:
|
||
self.mainEngine.exit()
|
||
event.accept()
|
||
else:
|
||
event.ignore()
|
||
|
||
|
||
########################################################################
|
||
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')
|
||
|
||
text = u"""
|
||
VnTrader
|
||
|
||
更新日期：2015/9/29
|
||
|
||
作者：用Python的交易员
|
||
|
||
License：MIT
|
||
|
||
主页：vnpy.org
|
||
|
||
Github：github.com/vnpy/vnpy
|
||
|
||
QQ交流群：262656087
|
||
|
||
|
||
|
||
|
||
开发环境
|
||
|
||
操作系统：Windows 7 专业版 64位
|
||
|
||
Python发行版：Python 2.7.6 (Anaconda 1.9.2 Win-32)
|
||
|
||
CTP：vn.ctp 2015/6/1版
|
||
|
||
图形库：PyQt4 4.11.3 Py2.7-x32
|
||
|
||
事件驱动引擎：vn.event
|
||
|
||
开发环境：WingIDE 5.0.6
|
||
|
||
|
||
"""
|
||
|
||
label = QtGui.QLabel()
|
||
label.setText(text)
|
||
label.setMinimumWidth(500)
|
||
|
||
vbox = QtGui.QVBoxLayout()
|
||
vbox.addWidget(label)
|
||
|
||
self.setLayout(vbox)
|
||
|