def initMenu(self):
"""初始化右键菜单"""
self.menu = QtWidgets.QMenu(self)
saveAction = QtWidgets.QAction(vtText.SAVE_DATA, self)
saveAction.triggered.connect(self.saveToCsv)
self.menu.addAction(saveAction)
def initUi(self):
"""初始化界面"""
self.setWindowTitle(text.DATA_RECORDER)
# 记录合约配置监控
tickLabel = QtWidgets.QLabel(text.TICK_RECORD)
self.tickTable = QtWidgets.QTableWidget()
self.tickTable.setColumnCount(2)
self.tickTable.verticalHeader().setVisible(False)
self.tickTable.setEditTriggers(QtWidgets.QTableWidget.NoEditTriggers)
self.tickTable.setAlternatingRowColors(True)
self.tickTable.setHorizontalHeaderLabels(
[text.CONTRACT_SYMBOL, text.GATEWAY])
barLabel = QtWidgets.QLabel(text.BAR_RECORD)
self.barTable = QtWidgets.QTableWidget()
self.barTable.setColumnCount(2)
self.barTable.verticalHeader().setVisible(False)
self.barTable.setEditTriggers(QtWidgets.QTableWidget.NoEditTriggers)
self.barTable.setAlternatingRowColors(True)
self.barTable.setHorizontalHeaderLabels(
[text.CONTRACT_SYMBOL, text.GATEWAY])
activeLabel = QtWidgets.QLabel(text.DOMINANT_CONTRACT)
self.activeTable = QtWidgets.QTableWidget()
self.activeTable.setColumnCount(2)
self.activeTable.verticalHeader().setVisible(False)
self.activeTable.setEditTriggers(QtWidgets.QTableWidget.NoEditTriggers)
self.activeTable.setAlternatingRowColors(True)
self.activeTable.setHorizontalHeaderLabels(
[text.DOMINANT_SYMBOL, text.CONTRACT_SYMBOL])
# 日志监控
self.logMonitor = QtWidgets.QTextEdit()
self.logMonitor.setReadOnly(True)
self.logMonitor.setMinimumHeight(600)
# 设置布局
grid = QtWidgets.QGridLayout()
grid.addWidget(tickLabel, 0, 0)
grid.addWidget(barLabel, 0, 1)
grid.addWidget(activeLabel, 0, 2)
grid.addWidget(self.tickTable, 1, 0)
grid.addWidget(self.barTable, 1, 1)
grid.addWidget(self.activeTable, 1, 2)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(grid)
vbox.addWidget(self.logMonitor)
self.setLayout(vbox)
def __init__(self, widget, title, parent=None):
"""Constructor"""
super(StGroup, self).__init__(parent)
self.setTitle(title)
vbox = QtWidgets.QVBoxLayout()
vbox.addWidget(widget)
self.setLayout(vbox)
def initUi(self):
"""初始化界面"""
self.setWindowTitle(vtText.CONTRACT_SEARCH)
self.lineFilter = QtWidgets.QLineEdit()
self.buttonFilter = QtWidgets.QPushButton(vtText.SEARCH)
self.buttonFilter.clicked.connect(self.filterContract)
self.monitor = ContractMonitor(self.mainEngine)
self.monitor.refresh()
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(self.lineFilter)
hbox.addWidget(self.buttonFilter)
hbox.addStretch()
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox)
vbox.addWidget(self.monitor)
self.setLayout(vbox)
def initUi(self):
"""初始化界面"""
self.setWindowTitle(u'价差交易')
# 创建组件
tickMonitor = StTickMonitor(self.mainEngine, self.eventEngine)
posMonitor = StPosMonitor(self.mainEngine, self.eventEngine)
logMonitor = StLogMonitor(self.mainEngine, self.eventEngine)
self.algoManager = StAlgoManager(self.stEngine)
algoLogMonitor = StAlgoLogMonitor(self.mainEngine, self.eventEngine)
# 创建按钮
buttonInit = QtWidgets.QPushButton(u'初始化')
buttonInit.clicked.connect(self.init)
buttonStopAll = QtWidgets.QPushButton(u'全部停止')
buttonStopAll.clicked.connect(self.algoManager.stopAll)
# 创建集合
groupTick = StGroup(tickMonitor, u'价差行情')
groupPos = StGroup(posMonitor, u'价差持仓')
groupLog = StGroup(logMonitor, u'日志信息')
groupAlgo = StGroup(self.algoManager, u'价差算法')
groupAlgoLog = StGroup(algoLogMonitor, u'算法信息')
# 设置布局
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(buttonInit)
hbox.addStretch()
hbox.addWidget(buttonStopAll)
grid = QtWidgets.QGridLayout()
grid.addLayout(hbox, 0, 0, 1, 2)
grid.addWidget(groupTick, 1, 0)
grid.addWidget(groupPos, 1, 1)
grid.addWidget(groupAlgo, 2, 0, 1, 2)
grid.addWidget(groupLog, 3, 0)
grid.addWidget(groupAlgoLog, 3, 1)
self.setLayout(grid)
def initCells(self):
"""初始化单元格"""
algoEngine = self.algoEngine
l = self.algoEngine.getAllAlgoParams()
self.setRowCount(len(l))
for row, d in enumerate(l):
cellSpreadName = QtWidgets.QTableWidgetItem(d['spreadName'])
cellAlgoName = QtWidgets.QTableWidgetItem(d['algoName'])
spinBuyPrice = StBuyPriceSpinBox(algoEngine, d['spreadName'],
d['buyPrice'])
spinSellPrice = StSellPriceSpinBox(algoEngine, d['spreadName'],
d['sellPrice'])
spinShortPrice = StShortPriceSpinBox(algoEngine, d['spreadName'],
d['shortPrice'])
spinCoverPrice = StCoverPriceSpinBox(algoEngine, d['spreadName'],
d['coverPrice'])
spinMaxOrderSize = StMaxOrderSizeSpinBox(algoEngine,
d['spreadName'],
d['maxOrderSize'])
spinMaxPosSize = StMaxPosSizeSpinBox(algoEngine, d['spreadName'],
d['maxPosSize'])
comboMode = StModeComboBox(algoEngine, d['spreadName'], d['mode'])
buttonActive = StActiveButton(algoEngine, d['spreadName'])
self.setItem(row, 0, cellSpreadName)
self.setItem(row, 1, cellAlgoName)
self.setCellWidget(row, 2, spinBuyPrice)
self.setCellWidget(row, 3, spinSellPrice)
self.setCellWidget(row, 4, spinCoverPrice)
self.setCellWidget(row, 5, spinShortPrice)
self.setCellWidget(row, 6, spinMaxOrderSize)
self.setCellWidget(row, 7, spinMaxPosSize)
self.setCellWidget(row, 8, comboMode)
self.setCellWidget(row, 9, buttonActive)
buttonActive.signalActive.connect(comboMode.algoActiveChanged)
self.buttonActiveDict[d['spreadName']] = buttonActive
def initUi(self):
"""初始化界面"""
self.setWindowTitle(vtText.TRADING)
self.setMaximumWidth(400)
self.setFrameShape(self.Box) # 设置边框
self.setLineWidth(1)
# 左边部分
labelSymbol = QtWidgets.QLabel(vtText.CONTRACT_SYMBOL)
labelName = QtWidgets.QLabel(vtText.CONTRACT_NAME)
labelDirection = QtWidgets.QLabel(vtText.DIRECTION)
labelOffset = QtWidgets.QLabel(vtText.OFFSET)
labelPrice = QtWidgets.QLabel(vtText.PRICE)
self.checkFixed = QtWidgets.QCheckBox(u'') # 价格固定选择框
labelVolume = QtWidgets.QLabel(vtText.VOLUME)
labelPriceType = QtWidgets.QLabel(vtText.PRICE_TYPE)
labelExchange = QtWidgets.QLabel(vtText.EXCHANGE)
labelCurrency = QtWidgets.QLabel(vtText.CURRENCY)
labelProductClass = QtWidgets.QLabel(vtText.PRODUCT_CLASS)
labelGateway = QtWidgets.QLabel(vtText.GATEWAY)
self.lineSymbol = QtWidgets.QLineEdit()
self.lineName = QtWidgets.QLineEdit()
self.comboDirection = QtWidgets.QComboBox()
self.comboDirection.addItems(self.directionList)
self.comboOffset = QtWidgets.QComboBox()
self.comboOffset.addItems(self.offsetList)
self.spinPrice = QtWidgets.QDoubleSpinBox()
self.spinPrice.setDecimals(4)
self.spinPrice.setMinimum(0)
self.spinPrice.setMaximum(100000)
self.spinVolume = QtWidgets.QSpinBox()
self.spinVolume.setMinimum(0)
self.spinVolume.setMaximum(1000000)
self.comboPriceType = QtWidgets.QComboBox()
self.comboPriceType.addItems(self.priceTypeList)
self.comboExchange = QtWidgets.QComboBox()
self.comboExchange.addItems(self.exchangeList)
self.comboCurrency = QtWidgets.QComboBox()
self.comboCurrency.addItems(self.currencyList)
self.comboProductClass = QtWidgets.QComboBox()
self.comboProductClass.addItems(self.productClassList)
self.comboGateway = QtWidgets.QComboBox()
self.comboGateway.addItems(self.gatewayList)
gridleft = QtWidgets.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(self.lineSymbol, 0, 1, 1, -1)
gridleft.addWidget(self.lineName, 1, 1, 1, -1)
gridleft.addWidget(self.comboDirection, 2, 1, 1, -1)
gridleft.addWidget(self.comboOffset, 3, 1, 1, -1)
gridleft.addWidget(self.checkFixed, 4, 1)
gridleft.addWidget(self.spinPrice, 4, 2)
gridleft.addWidget(self.spinVolume, 5, 1, 1, -1)
gridleft.addWidget(self.comboPriceType, 6, 1, 1, -1)
gridleft.addWidget(self.comboExchange, 7, 1, 1, -1)
gridleft.addWidget(self.comboCurrency, 8, 1, 1, -1)
gridleft.addWidget(self.comboProductClass, 9, 1, 1, -1)
gridleft.addWidget(self.comboGateway, 10, 1, 1, -1)
# 右边部分
labelBid1 = QtWidgets.QLabel(vtText.BID_1)
labelBid2 = QtWidgets.QLabel(vtText.BID_2)
labelBid3 = QtWidgets.QLabel(vtText.BID_3)
labelBid4 = QtWidgets.QLabel(vtText.BID_4)
labelBid5 = QtWidgets.QLabel(vtText.BID_5)
labelAsk1 = QtWidgets.QLabel(vtText.ASK_1)
labelAsk2 = QtWidgets.QLabel(vtText.ASK_2)
labelAsk3 = QtWidgets.QLabel(vtText.ASK_3)
labelAsk4 = QtWidgets.QLabel(vtText.ASK_4)
labelAsk5 = QtWidgets.QLabel(vtText.ASK_5)
self.labelBidPrice1 = QtWidgets.QLabel()
self.labelBidPrice2 = QtWidgets.QLabel()
self.labelBidPrice3 = QtWidgets.QLabel()
self.labelBidPrice4 = QtWidgets.QLabel()
self.labelBidPrice5 = QtWidgets.QLabel()
self.labelBidVolume1 = QtWidgets.QLabel()
self.labelBidVolume2 = QtWidgets.QLabel()
self.labelBidVolume3 = QtWidgets.QLabel()
self.labelBidVolume4 = QtWidgets.QLabel()
self.labelBidVolume5 = QtWidgets.QLabel()
self.labelAskPrice1 = QtWidgets.QLabel()
self.labelAskPrice2 = QtWidgets.QLabel()
self.labelAskPrice3 = QtWidgets.QLabel()
self.labelAskPrice4 = QtWidgets.QLabel()
self.labelAskPrice5 = QtWidgets.QLabel()
self.labelAskVolume1 = QtWidgets.QLabel()
self.labelAskVolume2 = QtWidgets.QLabel()
self.labelAskVolume3 = QtWidgets.QLabel()
self.labelAskVolume4 = QtWidgets.QLabel()
self.labelAskVolume5 = QtWidgets.QLabel()
labelLast = QtWidgets.QLabel(vtText.LAST)
self.labelLastPrice = QtWidgets.QLabel()
self.labelReturn = QtWidgets.QLabel()
self.labelLastPrice.setMinimumWidth(60)
self.labelReturn.setMinimumWidth(60)
gridRight = QtWidgets.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 = QtWidgets.QPushButton(vtText.SEND_ORDER)
buttonCancelAll = QtWidgets.QPushButton(vtText.CANCEL_ALL)
size = buttonSendOrder.sizeHint()
buttonSendOrder.setMinimumHeight(size.height() * 2) # 把按钮高度设为默认两倍
buttonCancelAll.setMinimumHeight(size.height() * 2)
# 整合布局
hbox = QtWidgets.QHBoxLayout()
hbox.addLayout(gridleft)
hbox.addLayout(gridRight)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox)
vbox.addWidget(buttonSendOrder)
vbox.addWidget(buttonCancelAll)
vbox.addStretch()
self.setLayout(vbox)
# 关联更新
buttonSendOrder.clicked.connect(self.sendOrder)
buttonCancelAll.clicked.connect(self.cancelAll)
self.lineSymbol.returnPressed.connect(self.updateSymbol)
def addMenuAction(self):
"""增加右键菜单内容"""
refreshAction = QtWidgets.QAction(vtText.REFRESH, self)
refreshAction.triggered.connect(self.refresh)
self.menu.addAction(refreshAction)