1169 lines
44 KiB
Python
1169 lines
44 KiB
Python
# encoding: UTF-8
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import json
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import csv
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from collections import OrderedDict
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from PyQt4 import QtGui, QtCore
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from eventEngine import *
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from vtFunction import *
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from vtGateway import *
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#----------------------------------------------------------------------
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def loadFont():
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"""载入字体设置"""
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try:
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f = file("VT_setting.json")
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setting = json.load(f)
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family = setting['fontFamily']
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size = setting['fontSize']
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font = QtGui.QFont(family, size)
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except:
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font = QtGui.QFont(u'微软雅黑', 12)
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return font
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BASIC_FONT = loadFont()
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########################################################################
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class BasicCell(QtGui.QTableWidgetItem):
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"""基础的单元格"""
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#----------------------------------------------------------------------
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def __init__(self, text=None, mainEngine=None):
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"""Constructor"""
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super(BasicCell, self).__init__()
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self.data = None
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if text:
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self.setContent(text)
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#----------------------------------------------------------------------
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def setContent(self, text):
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"""设置内容"""
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if text == '0' or text == '0.0' or type(text) == type(None):
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self.setText('')
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else:
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self.setText(text)
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########################################################################
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class DirectionCell(QtGui.QTableWidgetItem):
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"""用来显示买卖方向的单元格"""
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#----------------------------------------------------------------------
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def __init__(self, text=None, mainEngine=None):
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"""Constructor"""
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super(DirectionCell, self).__init__()
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self.data = None
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if text:
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self.setContent(text)
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#----------------------------------------------------------------------
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def setContent(self, text):
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"""设置内容"""
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if text == DIRECTION_LONG or text == DIRECTION_NET:
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self.setForeground(QtGui.QColor('red'))
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elif text == DIRECTION_SHORT:
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self.setForeground(QtGui.QColor('green'))
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self.setText(text)
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########################################################################
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class NameCell(QtGui.QTableWidgetItem):
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"""用来显示合约中文名的单元格"""
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#----------------------------------------------------------------------
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def __init__(self, text=None, mainEngine=None):
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"""Constructor"""
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super(NameCell, self).__init__()
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self.data = None
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if text:
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self.setContent(text)
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#----------------------------------------------------------------------
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def setContent(self, text):
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"""设置内容"""
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self.setText(text)
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########################################################################
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class NameCell(QtGui.QTableWidgetItem):
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"""用来显示合约中文的单元格"""
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#----------------------------------------------------------------------
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def __init__(self, text=None, mainEngine=None):
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"""Constructor"""
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super(NameCell, self).__init__()
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self.mainEngine = mainEngine
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self.data = None
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if text:
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self.setContent(text)
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#----------------------------------------------------------------------
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def setContent(self, text):
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"""设置内容"""
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if self.mainEngine:
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# 首先尝试正常获取合约对象
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contract = self.mainEngine.getContract(text)
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# 如果能读取合约信息
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if contract:
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self.setText(contract.name)
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########################################################################
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class BidCell(QtGui.QTableWidgetItem):
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"""买价单元格"""
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#----------------------------------------------------------------------
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def __init__(self, text=None, mainEngine=None):
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"""Constructor"""
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super(BidCell, self).__init__()
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self.data = None
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self.setForeground(QtGui.QColor('black'))
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self.setBackground(QtGui.QColor(255,174,201))
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if text:
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self.setContent(text)
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#----------------------------------------------------------------------
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def setContent(self, text):
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"""设置内容"""
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self.setText(text)
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########################################################################
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class AskCell(QtGui.QTableWidgetItem):
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"""买价单元格"""
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#----------------------------------------------------------------------
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def __init__(self, text=None, mainEngine=None):
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"""Constructor"""
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super(AskCell, self).__init__()
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self.data = None
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self.setForeground(QtGui.QColor('black'))
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self.setBackground(QtGui.QColor(160,255,160))
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if text:
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self.setContent(text)
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#----------------------------------------------------------------------
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def setContent(self, text):
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"""设置内容"""
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self.setText(text)
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########################################################################
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class BasicMonitor(QtGui.QTableWidget):
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"""
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基础监控
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headerDict中的值对应的字典格式如下
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{'chinese': u'中文名', 'cellType': BasicCell}
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"""
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signal = QtCore.pyqtSignal(type(Event()))
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#----------------------------------------------------------------------
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def __init__(self, mainEngine=None, eventEngine=None, parent=None):
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"""Constructor"""
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super(BasicMonitor, self).__init__(parent)
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self.mainEngine = mainEngine
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self.eventEngine = eventEngine
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# 保存表头标签用
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self.headerDict = OrderedDict() # 有序字典，key是英文名，value是对应的配置字典
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self.headerList = [] # 对应self.headerDict.keys()
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# 保存相关数据用
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self.dataDict = {} # 字典，key是字段对应的数据，value是保存相关单元格的字典
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self.dataKey = '' # 字典键对应的数据字段
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# 监控的事件类型
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self.eventType = ''
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# 字体
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self.font = None
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# 保存数据对象到单元格
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self.saveData = False
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# 默认不允许根据表头进行排序，需要的组件可以开启
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self.sorting = False
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# 初始化右键菜单
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self.initMenu()
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#----------------------------------------------------------------------
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def setHeaderDict(self, headerDict):
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"""设置表头有序字典"""
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self.headerDict = headerDict
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self.headerList = headerDict.keys()
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#----------------------------------------------------------------------
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def setDataKey(self, dataKey):
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"""设置数据字典的键"""
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self.dataKey = dataKey
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#----------------------------------------------------------------------
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def setEventType(self, eventType):
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"""设置监控的事件类型"""
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self.eventType = eventType
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#----------------------------------------------------------------------
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def setFont(self, font):
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"""设置字体"""
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self.font = font
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#----------------------------------------------------------------------
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def setSaveData(self, saveData):
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"""设置是否要保存数据到单元格"""
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self.saveData = saveData
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#----------------------------------------------------------------------
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def initTable(self):
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"""初始化表格"""
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# 设置表格的列数
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col = len(self.headerDict)
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self.setColumnCount(col)
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# 设置列表头
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labels = [d['chinese'] for d in self.headerDict.values()]
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self.setHorizontalHeaderLabels(labels)
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# 关闭左边的垂直表头
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self.verticalHeader().setVisible(False)
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# 设为不可编辑
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self.setEditTriggers(self.NoEditTriggers)
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# 设为行交替颜色
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self.setAlternatingRowColors(True)
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# 设置允许排序
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self.setSortingEnabled(self.sorting)
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#----------------------------------------------------------------------
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def registerEvent(self):
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"""注册GUI更新相关的事件监听"""
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self.signal.connect(self.updateEvent)
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self.eventEngine.register(self.eventType, self.signal.emit)
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#----------------------------------------------------------------------
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def updateEvent(self, event):
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"""收到事件更新"""
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data = event.dict_['data']
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self.updateData(data)
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#----------------------------------------------------------------------
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def updateData(self, data):
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"""将数据更新到表格中"""
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# 如果允许了排序功能，则插入数据前必须关闭，否则插入新的数据会变乱
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if self.sorting:
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self.setSortingEnabled(False)
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# 如果设置了dataKey，则采用存量更新模式
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if self.dataKey:
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key = data.__getattribute__(self.dataKey)
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# 如果键在数据字典中不存在，则先插入新的一行，并创建对应单元格
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if key not in self.dataDict:
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self.insertRow(0)
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d = {}
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for n, header in enumerate(self.headerList):
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content = safeUnicode(data.__getattribute__(header))
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cellType = self.headerDict[header]['cellType']
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cell = cellType(content, self.mainEngine)
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if self.font:
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cell.setFont(self.font) # 如果设置了特殊字体，则进行单元格设置
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if self.saveData: # 如果设置了保存数据对象，则进行对象保存
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cell.data = data
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self.setItem(0, n, cell)
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d[header] = cell
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self.dataDict[key] = d
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# 否则如果已经存在，则直接更新相关单元格
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else:
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d = self.dataDict[key]
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for header in self.headerList:
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content = safeUnicode(data.__getattribute__(header))
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cell = d[header]
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cell.setContent(content)
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if self.saveData: # 如果设置了保存数据对象，则进行对象保存
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cell.data = data
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# 否则采用增量更新模式
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else:
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self.insertRow(0)
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for n, header in enumerate(self.headerList):
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content = safeUnicode(data.__getattribute__(header))
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cellType = self.headerDict[header]['cellType']
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cell = cellType(content, self.mainEngine)
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if self.font:
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cell.setFont(self.font)
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if self.saveData:
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cell.data = data
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self.setItem(0, n, cell)
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# 调整列宽
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self.resizeColumns()
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# 重新打开排序
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if self.sorting:
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self.setSortingEnabled(True)
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#----------------------------------------------------------------------
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def resizeColumns(self):
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"""调整各列的大小"""
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self.horizontalHeader().resizeSections(QtGui.QHeaderView.ResizeToContents)
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#----------------------------------------------------------------------
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def setSorting(self, sorting):
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"""设置是否允许根据表头排序"""
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self.sorting = sorting
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|
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#----------------------------------------------------------------------
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def saveToCsv(self):
|
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"""保存表格内容到CSV文件"""
|
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# 先隐藏右键菜单
|
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self.menu.close()
|
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|
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# 获取想要保存的文件名
|
||
path = QtGui.QFileDialog.getSaveFileName(self, '保存数据', '', 'CSV(*.csv)')
|
||
|
||
try:
|
||
if not path.isEmpty():
|
||
with open(unicode(path), 'wb') as f:
|
||
writer = csv.writer(f)
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|
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# 保存标签
|
||
headers = [header.encode('gbk') for header in self.headerList]
|
||
writer.writerow(headers)
|
||
|
||
# 保存每行内容
|
||
for row in range(self.rowCount()):
|
||
rowdata = []
|
||
for column in range(self.columnCount()):
|
||
item = self.item(row, column)
|
||
if item is not None:
|
||
rowdata.append(
|
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unicode(item.text()).encode('gbk'))
|
||
else:
|
||
rowdata.append('')
|
||
writer.writerow(rowdata)
|
||
except IOError:
|
||
pass
|
||
|
||
#----------------------------------------------------------------------
|
||
def initMenu(self):
|
||
"""初始化右键菜单"""
|
||
self.menu = QtGui.QMenu(self)
|
||
|
||
saveAction = QtGui.QAction(u'保存内容', self)
|
||
saveAction.triggered.connect(self.saveToCsv)
|
||
|
||
self.menu.addAction(saveAction)
|
||
|
||
#----------------------------------------------------------------------
|
||
def contextMenuEvent(self, event):
|
||
"""右键点击事件"""
|
||
self.menu.popup(QtGui.QCursor.pos())
|
||
|
||
|
||
########################################################################
|
||
class MarketMonitor(BasicMonitor):
|
||
"""市场监控组件"""
|
||
|
||
#----------------------------------------------------------------------
|
||
def __init__(self, mainEngine, eventEngine, parent=None):
|
||
"""Constructor"""
|
||
super(MarketMonitor, self).__init__(mainEngine, eventEngine, parent)
|
||
|
||
# 设置表头有序字典
|
||
d = OrderedDict()
|
||
d['symbol'] = {'chinese':u'合约代码', 'cellType':BasicCell}
|
||
d['vtSymbol'] = {'chinese':u'名称', 'cellType':NameCell}
|
||
d['lastPrice'] = {'chinese':u'最新价', 'cellType':BasicCell}
|
||
d['preClosePrice'] = {'chinese':u'昨收盘价', 'cellType':BasicCell}
|
||
d['volume'] = {'chinese':u'成交量', 'cellType':BasicCell}
|
||
d['openInterest'] = {'chinese':u'持仓量', 'cellType':BasicCell}
|
||
d['openPrice'] = {'chinese':u'开盘价', 'cellType':BasicCell}
|
||
d['highPrice'] = {'chinese':u'最高价', 'cellType':BasicCell}
|
||
d['lowPrice'] = {'chinese':u'最低价', 'cellType':BasicCell}
|
||
d['bidPrice1'] = {'chinese':u'买一价', 'cellType':BidCell}
|
||
d['bidVolume1'] = {'chinese':u'买一量', 'cellType':BidCell}
|
||
d['askPrice1'] = {'chinese':u'卖一价', 'cellType':AskCell}
|
||
d['askVolume1'] = {'chinese':u'卖一量', 'cellType':AskCell}
|
||
d['time'] = {'chinese':u'时间', 'cellType':BasicCell}
|
||
d['gatewayName'] = {'chinese':u'接口', 'cellType':BasicCell}
|
||
self.setHeaderDict(d)
|
||
|
||
# 设置数据键
|
||
self.setDataKey('vtSymbol')
|
||
|
||
# 设置监控事件类型
|
||
self.setEventType(EVENT_TICK)
|
||
|
||
# 设置字体
|
||
self.setFont(BASIC_FONT)
|
||
|
||
# 设置允许排序
|
||
self.setSorting(True)
|
||
|
||
# 初始化表格
|
||
self.initTable()
|
||
|
||
# 注册事件监听
|
||
self.registerEvent()
|
||
|
||
|
||
########################################################################
|
||
class LogMonitor(BasicMonitor):
|
||
"""日志监控"""
|
||
|
||
#----------------------------------------------------------------------
|
||
def __init__(self, mainEngine, eventEngine, parent=None):
|
||
"""Constructor"""
|
||
super(LogMonitor, self).__init__(mainEngine, eventEngine, parent)
|
||
|
||
d = OrderedDict()
|
||
d['logTime'] = {'chinese':u'时间', 'cellType':BasicCell}
|
||
d['logContent'] = {'chinese':u'内容', 'cellType':BasicCell}
|
||
d['gatewayName'] = {'chinese':u'接口', 'cellType':BasicCell}
|
||
self.setHeaderDict(d)
|
||
|
||
self.setEventType(EVENT_LOG)
|
||
self.setFont(BASIC_FONT)
|
||
self.initTable()
|
||
self.registerEvent()
|
||
|
||
|
||
########################################################################
|
||
class ErrorMonitor(BasicMonitor):
|
||
"""错误监控"""
|
||
|
||
#----------------------------------------------------------------------
|
||
def __init__(self, mainEngine, eventEngine, parent=None):
|
||
"""Constructor"""
|
||
super(ErrorMonitor, self).__init__(mainEngine, eventEngine, parent)
|
||
|
||
d = OrderedDict()
|
||
d['errorTime'] = {'chinese':u'错误时间', 'cellType':BasicCell}
|
||
d['errorID'] = {'chinese':u'错误代码', 'cellType':BasicCell}
|
||
d['errorMsg'] = {'chinese':u'错误信息', 'cellType':BasicCell}
|
||
d['additionalInfo'] = {'chinese':u'补充信息', 'cellType':BasicCell}
|
||
d['gatewayName'] = {'chinese':u'接口', 'cellType':BasicCell}
|
||
self.setHeaderDict(d)
|
||
|
||
self.setEventType(EVENT_ERROR)
|
||
self.setFont(BASIC_FONT)
|
||
self.initTable()
|
||
self.registerEvent()
|
||
|
||
|
||
########################################################################
|
||
class TradeMonitor(BasicMonitor):
|
||
"""成交监控"""
|
||
|
||
#----------------------------------------------------------------------
|
||
def __init__(self, mainEngine, eventEngine, parent=None):
|
||
"""Constructor"""
|
||
super(TradeMonitor, self).__init__(mainEngine, eventEngine, parent)
|
||
|
||
d = OrderedDict()
|
||
d['tradeID'] = {'chinese':u'成交编号', 'cellType':BasicCell}
|
||
d['orderID'] = {'chinese':u'委托编号', 'cellType':BasicCell}
|
||
d['symbol'] = {'chinese':u'合约代码', 'cellType':BasicCell}
|
||
d['vtSymbol'] = {'chinese':u'名称', 'cellType':NameCell}
|
||
d['direction'] = {'chinese':u'方向', 'cellType':DirectionCell}
|
||
d['offset'] = {'chinese':u'开平', 'cellType':BasicCell}
|
||
d['price'] = {'chinese':u'价格', 'cellType':BasicCell}
|
||
d['volume'] = {'chinese':u'数量', 'cellType':BasicCell}
|
||
d['tradeTime'] = {'chinese':u'成交时间', 'cellType':BasicCell}
|
||
d['gatewayName'] = {'chinese':u'接口', 'cellType':BasicCell}
|
||
self.setHeaderDict(d)
|
||
|
||
self.setEventType(EVENT_TRADE)
|
||
self.setFont(BASIC_FONT)
|
||
self.initTable()
|
||
self.registerEvent()
|
||
|
||
|
||
########################################################################
|
||
class OrderMonitor(BasicMonitor):
|
||
"""委托监控"""
|
||
|
||
#----------------------------------------------------------------------
|
||
def __init__(self, mainEngine, eventEngine, parent=None):
|
||
"""Constructor"""
|
||
super(OrderMonitor, self).__init__(mainEngine, eventEngine, parent)
|
||
|
||
self.mainEngine = mainEngine
|
||
|
||
d = OrderedDict()
|
||
d['orderID'] = {'chinese':u'委托编号', 'cellType':BasicCell}
|
||
d['symbol'] = {'chinese':u'合约代码', 'cellType':BasicCell}
|
||
d['vtSymbol'] = {'chinese':u'名称', 'cellType':NameCell}
|
||
d['direction'] = {'chinese':u'方向', 'cellType':DirectionCell}
|
||
d['offset'] = {'chinese':u'开平', 'cellType':BasicCell}
|
||
d['price'] = {'chinese':u'价格', 'cellType':BasicCell}
|
||
d['status'] = {'chinese':u'状态', 'cellType':BasicCell}
|
||
d['orderTime'] = {'chinese':u'委托时间', 'cellType':BasicCell}
|
||
d['totalVolume'] = {'chinese':u'委托数量', 'cellType':BasicCell}
|
||
d['tradedVolume'] = {'chinese':u'成交数量', 'cellType':BasicCell}
|
||
d['cancelTime'] = {'chinese':u'撤销时间', 'cellType':BasicCell}
|
||
d['frontID'] = {'chinese':u'前置编号', 'cellType':BasicCell}
|
||
d['sessionID'] = {'chinese':u'会话编号', 'cellType':BasicCell}
|
||
d['gatewayName'] = {'chinese':u'接口', 'cellType':BasicCell}
|
||
self.setHeaderDict(d)
|
||
|
||
self.setDataKey('vtOrderID')
|
||
self.setEventType(EVENT_ORDER)
|
||
self.setFont(BASIC_FONT)
|
||
self.setSaveData(True)
|
||
|
||
# add by Incense 20160728
|
||
self.setSorting(True)
|
||
|
||
self.initTable()
|
||
self.registerEvent()
|
||
|
||
self.connectSignal()
|
||
|
||
|
||
#----------------------------------------------------------------------
|
||
def connectSignal(self):
|
||
"""连接信号"""
|
||
# 双击单元格撤单
|
||
self.itemDoubleClicked.connect(self.cancelOrder)
|
||
|
||
#----------------------------------------------------------------------
|
||
def cancelOrder(self, cell):
|
||
"""根据单元格的数据撤单"""
|
||
order = cell.data
|
||
|
||
req = VtCancelOrderReq()
|
||
req.symbol = order.symbol
|
||
req.exchange = order.exchange
|
||
req.frontID = order.frontID
|
||
req.sessionID = order.sessionID
|
||
req.orderID = order.orderID
|
||
self.mainEngine.cancelOrder(req, order.gatewayName)
|
||
|
||
|
||
########################################################################
|
||
class PositionMonitor(BasicMonitor):
|
||
"""持仓监控"""
|
||
#----------------------------------------------------------------------
|
||
def __init__(self, mainEngine, eventEngine, parent=None):
|
||
"""Constructor"""
|
||
super(PositionMonitor, self).__init__(mainEngine, eventEngine, parent)
|
||
|
||
d = OrderedDict()
|
||
d['symbol'] = {'chinese':u'合约代码', 'cellType':BasicCell}
|
||
d['vtSymbol'] = {'chinese':u'名称', 'cellType':NameCell}
|
||
d['direction'] = {'chinese':u'方向', 'cellType':DirectionCell}
|
||
d['position'] = {'chinese':u'持仓量', 'cellType':BasicCell}
|
||
d['ydPosition'] = {'chinese':u'昨持仓', 'cellType':BasicCell}
|
||
d['frozen'] = {'chinese':u'冻结量', 'cellType':BasicCell}
|
||
d['price'] = {'chinese':u'价格', 'cellType':BasicCell}
|
||
d['gatewayName'] = {'chinese':u'接口', 'cellType':BasicCell}
|
||
self.setHeaderDict(d)
|
||
|
||
self.setDataKey('vtPositionName')
|
||
self.setEventType(EVENT_POSITION)
|
||
self.setFont(BASIC_FONT)
|
||
self.setSaveData(True)
|
||
|
||
# add by Incense 20160728
|
||
self.setSorting(True)
|
||
|
||
self.initTable()
|
||
self.registerEvent()
|
||
|
||
|
||
|
||
########################################################################
|
||
class AccountMonitor(BasicMonitor):
|
||
"""账户监控"""
|
||
|
||
#----------------------------------------------------------------------
|
||
def __init__(self, mainEngine, eventEngine, parent=None):
|
||
"""Constructor"""
|
||
super(AccountMonitor, self).__init__(mainEngine, eventEngine, parent)
|
||
|
||
d = OrderedDict()
|
||
d['accountID'] = {'chinese':u'账户', 'cellType':BasicCell}
|
||
d['preBalance'] = {'chinese':u'昨结', 'cellType':BasicCell}
|
||
d['balance'] = {'chinese':u'净值', 'cellType':BasicCell}
|
||
d['available'] = {'chinese':u'可用', 'cellType':BasicCell}
|
||
d['commission'] = {'chinese':u'手续费', 'cellType':BasicCell}
|
||
d['margin'] = {'chinese':u'保证金', 'cellType':BasicCell}
|
||
d['closeProfit'] = {'chinese':u'平仓盈亏', 'cellType':BasicCell}
|
||
d['positionProfit'] = {'chinese':u'持仓盈亏', 'cellType':BasicCell}
|
||
d['gatewayName'] = {'chinese':u'接口', 'cellType':BasicCell}
|
||
self.setHeaderDict(d)
|
||
|
||
self.setDataKey('vtAccountID')
|
||
self.setEventType(EVENT_ACCOUNT)
|
||
self.setFont(BASIC_FONT)
|
||
self.initTable()
|
||
self.registerEvent()
|
||
|
||
|
||
########################################################################
|
||
class TradingWidget(QtGui.QFrame):
|
||
"""简单交易组件"""
|
||
signal = QtCore.pyqtSignal(type(Event()))
|
||
|
||
directionList = [DIRECTION_LONG,
|
||
DIRECTION_SHORT]
|
||
|
||
offsetList = [OFFSET_OPEN,
|
||
OFFSET_CLOSE,
|
||
OFFSET_CLOSEYESTERDAY,
|
||
OFFSET_CLOSETODAY]
|
||
|
||
priceTypeList = [PRICETYPE_LIMITPRICE,
|
||
PRICETYPE_MARKETPRICE,
|
||
PRICETYPE_FAK,
|
||
PRICETYPE_FOK]
|
||
|
||
exchangeList = [EXCHANGE_NONE,
|
||
EXCHANGE_CFFEX,
|
||
EXCHANGE_SHFE,
|
||
EXCHANGE_DCE,
|
||
EXCHANGE_CZCE,
|
||
EXCHANGE_SSE,
|
||
EXCHANGE_SZSE,
|
||
EXCHANGE_SGE,
|
||
EXCHANGE_HKEX,
|
||
EXCHANGE_SMART,
|
||
EXCHANGE_NYMEX,
|
||
EXCHANGE_GLOBEX,
|
||
EXCHANGE_IDEALPRO]
|
||
|
||
currencyList = [CURRENCY_NONE,
|
||
CURRENCY_CNY,
|
||
CURRENCY_USD]
|
||
|
||
productClassList = [PRODUCT_NONE,
|
||
PRODUCT_EQUITY,
|
||
PRODUCT_FUTURES,
|
||
PRODUCT_OPTION,
|
||
PRODUCT_FOREX]
|
||
|
||
gatewayList = ['']
|
||
|
||
#----------------------------------------------------------------------
|
||
def __init__(self, mainEngine, eventEngine, parent=None):
|
||
"""Constructor"""
|
||
super(TradingWidget, self).__init__(parent)
|
||
self.mainEngine = mainEngine
|
||
self.eventEngine = eventEngine
|
||
|
||
self.symbol = ''
|
||
|
||
# 添加交易接口
|
||
self.gatewayList.extend(mainEngine.gatewayDict.keys())
|
||
|
||
self.initUi()
|
||
self.connectSignal()
|
||
|
||
#----------------------------------------------------------------------
|
||
def initUi(self):
|
||
"""初始化界面"""
|
||
self.setWindowTitle(u'交易')
|
||
self.setMaximumWidth(400)
|
||
self.setFrameShape(self.Box) # 设置边框
|
||
self.setLineWidth(1)
|
||
|
||
# 左边部分
|
||
labelSymbol = QtGui.QLabel(u'代码')
|
||
labelName = QtGui.QLabel(u'名称')
|
||
labelDirection = QtGui.QLabel(u'方向类型')
|
||
labelOffset = QtGui.QLabel(u'开平')
|
||
labelPrice = QtGui.QLabel(u'价格')
|
||
labelVolume = QtGui.QLabel(u'数量')
|
||
labelPriceType = QtGui.QLabel(u'价格类型')
|
||
labelExchange = QtGui.QLabel(u'交易所')
|
||
|
||
labelCurrency = QtGui.QLabel(u'货币')
|
||
labelProductClass = QtGui.QLabel(u'产品类型')
|
||
labelGateway = QtGui.QLabel(u'交易接口')
|
||
|
||
#labelOrder = QtGui.QLabel(u'委托编号')
|
||
|
||
self.lineSymbol = QtGui.QLineEdit()
|
||
self.lineName = QtGui.QLineEdit()
|
||
|
||
self.comboDirection = QtGui.QComboBox()
|
||
self.comboDirection.addItems(self.directionList)
|
||
|
||
self.comboOffset = QtGui.QComboBox()
|
||
self.comboOffset.addItems(self.offsetList)
|
||
|
||
self.spinPrice = QtGui.QDoubleSpinBox()
|
||
self.spinPrice.setDecimals(4)
|
||
self.spinPrice.setMinimum(-1000) # 原来是0，为支持套利，改为-1000
|
||
self.spinPrice.setMaximum(100000)
|
||
|
||
self.spinVolume = QtGui.QSpinBox()
|
||
self.spinVolume.setMinimum(0)
|
||
self.spinVolume.setMaximum(1000000)
|
||
|
||
self.comboPriceType = QtGui.QComboBox()
|
||
self.comboPriceType.addItems(self.priceTypeList)
|
||
|
||
self.comboExchange = QtGui.QComboBox()
|
||
|
||
self.comboExchange.addItems(self.exchangeList)
|
||
|
||
self.comboCurrency = QtGui.QComboBox()
|
||
self.comboCurrency.addItems(self.currencyList)
|
||
|
||
self.comboProductClass = QtGui.QComboBox()
|
||
self.comboProductClass.addItems(self.productClassList)
|
||
|
||
self.comboGateway = QtGui.QComboBox()
|
||
self.comboGateway.addItems(self.gatewayList)
|
||
|
||
#self.lineOrder = QtGui.QLineEdit()
|
||
|
||
gridleft = QtGui.QGridLayout()
|
||
gridleft.addWidget(labelSymbol, 0, 0)
|
||
gridleft.addWidget(labelName, 1, 0)
|
||
gridleft.addWidget(labelDirection, 2, 0)
|
||
gridleft.addWidget(labelOffset, 3, 0)
|
||
gridleft.addWidget(labelPrice, 4, 0)
|
||
gridleft.addWidget(labelVolume, 5, 0)
|
||
gridleft.addWidget(labelPriceType, 6, 0)
|
||
gridleft.addWidget(labelExchange, 7, 0)
|
||
|
||
gridleft.addWidget(labelCurrency, 8, 0)
|
||
gridleft.addWidget(labelProductClass, 9, 0)
|
||
gridleft.addWidget(labelGateway, 10, 0)
|
||
|
||
#gridleft.addWidget(labelOrder, 11, 0)
|
||
|
||
|
||
gridleft.addWidget(self.lineSymbol, 0, 1)
|
||
gridleft.addWidget(self.lineName, 1, 1)
|
||
gridleft.addWidget(self.comboDirection, 2, 1)
|
||
gridleft.addWidget(self.comboOffset, 3, 1)
|
||
gridleft.addWidget(self.spinPrice, 4, 1)
|
||
gridleft.addWidget(self.spinVolume, 5, 1)
|
||
gridleft.addWidget(self.comboPriceType, 6, 1)
|
||
gridleft.addWidget(self.comboExchange, 7, 1)
|
||
gridleft.addWidget(self.comboCurrency, 8, 1)
|
||
gridleft.addWidget(self.comboProductClass, 9, 1)
|
||
gridleft.addWidget(self.comboGateway, 10, 1)
|
||
|
||
#gridleft.addWidget(self.lineOrder, 11, 1)
|
||
|
||
|
||
# 右边部分
|
||
labelBid1 = QtGui.QLabel(u'买一')
|
||
labelBid2 = QtGui.QLabel(u'买二')
|
||
labelBid3 = QtGui.QLabel(u'买三')
|
||
labelBid4 = QtGui.QLabel(u'买四')
|
||
labelBid5 = QtGui.QLabel(u'买五')
|
||
|
||
labelAsk1 = QtGui.QLabel(u'卖一')
|
||
labelAsk2 = QtGui.QLabel(u'卖二')
|
||
labelAsk3 = QtGui.QLabel(u'卖三')
|
||
labelAsk4 = QtGui.QLabel(u'卖四')
|
||
labelAsk5 = QtGui.QLabel(u'卖五')
|
||
|
||
self.labelBidPrice1 = QtGui.QLabel()
|
||
self.labelBidPrice2 = QtGui.QLabel()
|
||
self.labelBidPrice3 = QtGui.QLabel()
|
||
self.labelBidPrice4 = QtGui.QLabel()
|
||
self.labelBidPrice5 = QtGui.QLabel()
|
||
self.labelBidVolume1 = QtGui.QLabel()
|
||
self.labelBidVolume2 = QtGui.QLabel()
|
||
self.labelBidVolume3 = QtGui.QLabel()
|
||
self.labelBidVolume4 = QtGui.QLabel()
|
||
self.labelBidVolume5 = QtGui.QLabel()
|
||
|
||
self.labelAskPrice1 = QtGui.QLabel()
|
||
self.labelAskPrice2 = QtGui.QLabel()
|
||
self.labelAskPrice3 = QtGui.QLabel()
|
||
self.labelAskPrice4 = QtGui.QLabel()
|
||
self.labelAskPrice5 = QtGui.QLabel()
|
||
self.labelAskVolume1 = QtGui.QLabel()
|
||
self.labelAskVolume2 = QtGui.QLabel()
|
||
self.labelAskVolume3 = QtGui.QLabel()
|
||
self.labelAskVolume4 = QtGui.QLabel()
|
||
self.labelAskVolume5 = QtGui.QLabel()
|
||
|
||
labelLast = QtGui.QLabel(u'最新')
|
||
self.labelLastPrice = QtGui.QLabel()
|
||
self.labelReturn = QtGui.QLabel()
|
||
|
||
self.labelLastPrice.setMinimumWidth(60)
|
||
self.labelReturn.setMinimumWidth(60)
|
||
|
||
gridRight = QtGui.QGridLayout()
|
||
gridRight.addWidget(labelAsk5, 0, 0)
|
||
gridRight.addWidget(labelAsk4, 1, 0)
|
||
gridRight.addWidget(labelAsk3, 2, 0)
|
||
gridRight.addWidget(labelAsk2, 3, 0)
|
||
gridRight.addWidget(labelAsk1, 4, 0)
|
||
gridRight.addWidget(labelLast, 5, 0)
|
||
gridRight.addWidget(labelBid1, 6, 0)
|
||
gridRight.addWidget(labelBid2, 7, 0)
|
||
gridRight.addWidget(labelBid3, 8, 0)
|
||
gridRight.addWidget(labelBid4, 9, 0)
|
||
gridRight.addWidget(labelBid5, 10, 0)
|
||
|
||
gridRight.addWidget(self.labelAskPrice5, 0, 1)
|
||
gridRight.addWidget(self.labelAskPrice4, 1, 1)
|
||
gridRight.addWidget(self.labelAskPrice3, 2, 1)
|
||
gridRight.addWidget(self.labelAskPrice2, 3, 1)
|
||
gridRight.addWidget(self.labelAskPrice1, 4, 1)
|
||
gridRight.addWidget(self.labelLastPrice, 5, 1)
|
||
gridRight.addWidget(self.labelBidPrice1, 6, 1)
|
||
gridRight.addWidget(self.labelBidPrice2, 7, 1)
|
||
gridRight.addWidget(self.labelBidPrice3, 8, 1)
|
||
gridRight.addWidget(self.labelBidPrice4, 9, 1)
|
||
gridRight.addWidget(self.labelBidPrice5, 10, 1)
|
||
|
||
gridRight.addWidget(self.labelAskVolume5, 0, 2)
|
||
gridRight.addWidget(self.labelAskVolume4, 1, 2)
|
||
gridRight.addWidget(self.labelAskVolume3, 2, 2)
|
||
gridRight.addWidget(self.labelAskVolume2, 3, 2)
|
||
gridRight.addWidget(self.labelAskVolume1, 4, 2)
|
||
gridRight.addWidget(self.labelReturn, 5, 2)
|
||
gridRight.addWidget(self.labelBidVolume1, 6, 2)
|
||
gridRight.addWidget(self.labelBidVolume2, 7, 2)
|
||
gridRight.addWidget(self.labelBidVolume3, 8, 2)
|
||
gridRight.addWidget(self.labelBidVolume4, 9, 2)
|
||
gridRight.addWidget(self.labelBidVolume5, 10, 2)
|
||
|
||
# 发单按钮
|
||
buttonSendOrder = QtGui.QPushButton(u'发单')
|
||
#buttonCancel = QtGui.QPushButton(u'撤单')
|
||
buttonCancelAll = QtGui.QPushButton(u'全撤')
|
||
|
||
size = buttonSendOrder.sizeHint()
|
||
buttonSendOrder.setMinimumHeight(size.height()*2) # 把按钮高度设为默认两倍
|
||
#buttonCancel.setMinimumHeight(size.height()*2)
|
||
buttonCancelAll.setMinimumHeight(size.height()*2)
|
||
|
||
# 整合布局
|
||
hbox = QtGui.QHBoxLayout()
|
||
hbox.addLayout(gridleft)
|
||
hbox.addLayout(gridRight)
|
||
|
||
vbox = QtGui.QVBoxLayout()
|
||
vbox.addLayout(hbox)
|
||
vbox.addWidget(buttonSendOrder)
|
||
#vbox.addWidget(buttonCancel)
|
||
vbox.addWidget(buttonCancelAll)
|
||
vbox.addStretch()
|
||
|
||
self.setLayout(vbox)
|
||
|
||
# 关联更新
|
||
buttonSendOrder.clicked.connect(self.sendOrder)
|
||
#buttonCancel.clicked.connect(self.canelOrder)
|
||
buttonCancelAll.clicked.connect(self.cancelAll)
|
||
self.lineSymbol.returnPressed.connect(self.updateSymbol)
|
||
|
||
#----------------------------------------------------------------------
|
||
def updateSymbol(self):
|
||
"""合约变化"""
|
||
# 读取组件数据
|
||
symbol = str(self.lineSymbol.text())
|
||
exchange = unicode(self.comboExchange.currentText())
|
||
currency = unicode(self.comboCurrency.currentText())
|
||
productClass = unicode(self.comboProductClass.currentText())
|
||
gatewayName = unicode(self.comboGateway.currentText())
|
||
|
||
# 查询合约
|
||
if exchange:
|
||
vtSymbol = '.'.join([symbol, exchange])
|
||
contract = self.mainEngine.getContract(vtSymbol)
|
||
else:
|
||
vtSymbol = symbol
|
||
contract = self.mainEngine.getContract(symbol)
|
||
|
||
if contract:
|
||
vtSymbol = contract.vtSymbol
|
||
gatewayName = contract.gatewayName
|
||
self.lineName.setText(contract.name)
|
||
exchange = contract.exchange # 保证有交易所代码
|
||
|
||
# 清空价格数量
|
||
self.spinPrice.setValue(0)
|
||
self.spinVolume.setValue(0)
|
||
|
||
# 清空行情显示
|
||
self.labelBidPrice1.setText('')
|
||
self.labelBidPrice2.setText('')
|
||
self.labelBidPrice3.setText('')
|
||
self.labelBidPrice4.setText('')
|
||
self.labelBidPrice5.setText('')
|
||
self.labelBidVolume1.setText('')
|
||
self.labelBidVolume2.setText('')
|
||
self.labelBidVolume3.setText('')
|
||
self.labelBidVolume4.setText('')
|
||
self.labelBidVolume5.setText('')
|
||
self.labelAskPrice1.setText('')
|
||
self.labelAskPrice2.setText('')
|
||
self.labelAskPrice3.setText('')
|
||
self.labelAskPrice4.setText('')
|
||
self.labelAskPrice5.setText('')
|
||
self.labelAskVolume1.setText('')
|
||
self.labelAskVolume2.setText('')
|
||
self.labelAskVolume3.setText('')
|
||
self.labelAskVolume4.setText('')
|
||
self.labelAskVolume5.setText('')
|
||
self.labelLastPrice.setText('')
|
||
self.labelReturn.setText('')
|
||
|
||
# 重新注册事件监听
|
||
self.eventEngine.unregister(EVENT_TICK + self.symbol, self.signal.emit)
|
||
self.eventEngine.register(EVENT_TICK + vtSymbol, self.signal.emit)
|
||
|
||
# 订阅合约
|
||
req = VtSubscribeReq()
|
||
req.symbol = symbol
|
||
req.exchange = exchange
|
||
req.currency = currency
|
||
req.productClass = productClass
|
||
|
||
self.mainEngine.subscribe(req, gatewayName)
|
||
|
||
# 更新组件当前交易的合约
|
||
self.symbol = vtSymbol
|
||
|
||
#----------------------------------------------------------------------
|
||
def updateTick(self, event):
|
||
"""更新行情"""
|
||
tick = event.dict_['data']
|
||
|
||
if tick.vtSymbol == self.symbol:
|
||
self.labelBidPrice1.setText(str(tick.bidPrice1))
|
||
self.labelAskPrice1.setText(str(tick.askPrice1))
|
||
self.labelBidVolume1.setText(str(tick.bidVolume1))
|
||
self.labelAskVolume1.setText(str(tick.askVolume1))
|
||
|
||
if tick.bidPrice2:
|
||
self.labelBidPrice2.setText(str(tick.bidPrice2))
|
||
self.labelBidPrice3.setText(str(tick.bidPrice3))
|
||
self.labelBidPrice4.setText(str(tick.bidPrice4))
|
||
self.labelBidPrice5.setText(str(tick.bidPrice5))
|
||
|
||
self.labelAskPrice2.setText(str(tick.askPrice2))
|
||
self.labelAskPrice3.setText(str(tick.askPrice3))
|
||
self.labelAskPrice4.setText(str(tick.askPrice4))
|
||
self.labelAskPrice5.setText(str(tick.askPrice5))
|
||
|
||
self.labelBidVolume2.setText(str(tick.bidVolume2))
|
||
self.labelBidVolume3.setText(str(tick.bidVolume3))
|
||
self.labelBidVolume4.setText(str(tick.bidVolume4))
|
||
self.labelBidVolume5.setText(str(tick.bidVolume5))
|
||
|
||
self.labelAskVolume2.setText(str(tick.askVolume2))
|
||
self.labelAskVolume3.setText(str(tick.askVolume3))
|
||
self.labelAskVolume4.setText(str(tick.askVolume4))
|
||
self.labelAskVolume5.setText(str(tick.askVolume5))
|
||
|
||
self.labelLastPrice.setText(str(tick.lastPrice))
|
||
|
||
if tick.preClosePrice:
|
||
rt = (tick.lastPrice/tick.preClosePrice)-1
|
||
self.labelReturn.setText(('%.2f' %(rt*100))+'%')
|
||
else:
|
||
self.labelReturn.setText('')
|
||
|
||
#----------------------------------------------------------------------
|
||
def connectSignal(self):
|
||
"""连接Signal"""
|
||
self.signal.connect(self.updateTick)
|
||
|
||
#----------------------------------------------------------------------
|
||
def sendOrder(self):
|
||
"""发单"""
|
||
symbol = str(self.lineSymbol.text())
|
||
exchange = unicode(self.comboExchange.currentText())
|
||
currency = unicode(self.comboCurrency.currentText())
|
||
productClass = unicode(self.comboProductClass.currentText())
|
||
gatewayName = unicode(self.comboGateway.currentText())
|
||
|
||
# 查询合约
|
||
if exchange:
|
||
vtSymbol = '.'.join([symbol, exchange])
|
||
contract = self.mainEngine.getContract(vtSymbol)
|
||
else:
|
||
vtSymbol = symbol
|
||
contract = self.mainEngine.getContract(symbol)
|
||
|
||
if contract:
|
||
gatewayName = contract.gatewayName
|
||
exchange = contract.exchange # 保证有交易所代码
|
||
|
||
req = VtOrderReq()
|
||
req.symbol = symbol
|
||
req.exchange = exchange
|
||
req.price = self.spinPrice.value()
|
||
req.volume = self.spinVolume.value()
|
||
req.direction = unicode(self.comboDirection.currentText())
|
||
req.priceType = unicode(self.comboPriceType.currentText())
|
||
req.offset = unicode(self.comboOffset.currentText())
|
||
req.currency = currency
|
||
req.productClass = productClass
|
||
|
||
self.mainEngine.sendOrder(req, gatewayName)
|
||
|
||
def canelOrder(self):
|
||
"""撤单"""
|
||
orderRef = str(self.lineOrder.text())
|
||
|
||
l = self.mainEngine.getAllWorkingOrders()
|
||
for order in l:
|
||
if order.orderID == orderRef:
|
||
req = VtCancelOrderReq()
|
||
req.symbol = order.symbol
|
||
req.exchange = order.exchange
|
||
req.frontID = order.frontID
|
||
req.sessionID = order.sessionID
|
||
req.orderID = order.orderID
|
||
self.mainEngine.cancelOrder(req, order.gatewayName)
|
||
|
||
|
||
# ----------------------------------------------------------------------
|
||
def cancelAll(self):
|
||
"""一键撤销所有委托"""
|
||
l = self.mainEngine.getAllWorkingOrders()
|
||
for order in l:
|
||
req = VtCancelOrderReq()
|
||
req.symbol = order.symbol
|
||
req.exchange = order.exchange
|
||
req.frontID = order.frontID
|
||
req.sessionID = order.sessionID
|
||
req.orderID = order.orderID
|
||
self.mainEngine.cancelOrder(req, order.gatewayName)
|
||
|
||
#----------------------------------------------------------------------
|
||
def closePosition(self, cell):
|
||
"""根据持仓信息自动填写交易组件"""
|
||
# 读取持仓数据，cell是一个表格中的单元格对象
|
||
pos = cell.data
|
||
symbol = pos.symbol
|
||
|
||
# 更新交易组件的显示合约
|
||
self.lineSymbol.setText(symbol)
|
||
self.updateSymbol()
|
||
|
||
# 自动填写信息
|
||
self.comboPriceType.setCurrentIndex(self.priceTypeList.index(PRICETYPE_LIMITPRICE))
|
||
self.comboOffset.setCurrentIndex(self.offsetList.index(OFFSET_CLOSE))
|
||
self.spinVolume.setValue(pos.position)
|
||
|
||
if pos.direction == DIRECTION_LONG or pos.direction == DIRECTION_NET:
|
||
self.comboDirection.setCurrentIndex(self.directionList.index(DIRECTION_SHORT))
|
||
else:
|
||
self.comboDirection.setCurrentIndex(self.directionList.index(DIRECTION_LONG))
|
||
|
||
# 价格留待更新后由用户输入，防止有误操作
|
||
|
||
|
||
########################################################################
|
||
class ContractMonitor(BasicMonitor):
|
||
"""合约查询"""
|
||
|
||
#----------------------------------------------------------------------
|
||
def __init__(self, mainEngine, parent=None):
|
||
"""Constructor"""
|
||
super(ContractMonitor, self).__init__(parent=parent)
|
||
|
||
self.mainEngine = mainEngine
|
||
|
||
d = OrderedDict()
|
||
d['symbol'] = {'chinese':u'合约代码', 'cellType':BasicCell}
|
||
d['exchange'] = {'chinese':u'交易所', 'cellType':BasicCell}
|
||
d['vtSymbol'] = {'chinese':u'vt系统代码', 'cellType':BasicCell}
|
||
d['name'] = {'chinese':u'名称', 'cellType':BasicCell}
|
||
d['productClass'] = {'chinese':u'合约类型', 'cellType':BasicCell}
|
||
d['size'] = {'chinese':u'大小', 'cellType':BasicCell}
|
||
d['priceTick'] = {'chinese':u'最小价格变动', 'cellType':BasicCell}
|
||
#d['strikePrice'] = {'chinese':u'期权行权价', 'cellType':BasicCell}
|
||
#d['underlyingSymbol'] = {'chinese':u'期权标的物', 'cellType':BasicCell}
|
||
#d['optionType'] = {'chinese':u'期权类型', 'cellType':BasicCell}
|
||
self.setHeaderDict(d)
|
||
|
||
self.initUi()
|
||
|
||
#----------------------------------------------------------------------
|
||
def initUi(self):
|
||
"""初始化界面"""
|
||
self.setWindowTitle(u'合约查询')
|
||
self.setMinimumSize(800, 800)
|
||
self.setFont(BASIC_FONT)
|
||
self.initTable()
|
||
self.addMenuAction()
|
||
|
||
#----------------------------------------------------------------------
|
||
def showAllContracts(self):
|
||
"""显示所有合约数据"""
|
||
l = self.mainEngine.getAllContracts()
|
||
d = {'.'.join([contract.exchange, contract.symbol]):contract for contract in l}
|
||
l2 = d.keys()
|
||
l2.sort(reverse=True)
|
||
|
||
self.setRowCount(len(l2))
|
||
row = 0
|
||
|
||
for key in l2:
|
||
contract = d[key]
|
||
|
||
for n, header in enumerate(self.headerList):
|
||
content = safeUnicode(contract.__getattribute__(header))
|
||
cellType = self.headerDict[header]['cellType']
|
||
cell = cellType(content)
|
||
|
||
if self.font:
|
||
cell.setFont(self.font) # 如果设置了特殊字体，则进行单元格设置
|
||
|
||
self.setItem(row, n, cell)
|
||
|
||
row = row + 1
|
||
|
||
#----------------------------------------------------------------------
|
||
def refresh(self):
|
||
"""刷新"""
|
||
self.menu.close() # 关闭菜单
|
||
self.clearContents()
|
||
self.setRowCount(0)
|
||
self.showAllContracts()
|
||
|
||
#----------------------------------------------------------------------
|
||
def addMenuAction(self):
|
||
"""增加右键菜单内容"""
|
||
refreshAction = QtGui.QAction(u'刷新', self)
|
||
refreshAction.triggered.connect(self.refresh)
|
||
|
||
self.menu.addAction(refreshAction)
|
||
|
||
#----------------------------------------------------------------------
|
||
def show(self):
|
||
"""显示"""
|
||
super(ContractMonitor, self).show()
|
||
self.refresh()
|
||
|
||
|