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demoEngine.py
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demoEngine.py
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# encoding: UTF-8
"""
该文件中包含的是交易平台的中间层，
将API和事件引擎包装到一个主引擎类中，便于管理。
当客户想采用服务器-客户机模式，实现交易功能放在托管机房，
而图形控制功能在本地电脑时，该主引擎负责实现远程通讯。
"""
import sys
from datetime import date
from time import sleep
import shelve
from pb import base_pb2, error_pb2
from PyQt4 import QtCore
from net.baseclient import BaseClient
from demoApi import DemoStockApi, DemoMarketApi
from eventEngine import EventEngine
import struct
import uuid
########################################################################
class MainEngine:
"""主引擎，负责对API的调度"""
#----------------------------------------------------------------------
def __init__(self):
"""Constructor"""
self.ee = EventEngine() # 创建事件驱动引擎
self.dsa = DemoStockApi(('192.168.16.59', 9991), self.ee) # 现货报单
self.dma = DemoMarketApi(('10.10.1.186', 9101), self.ee) # 现货报单
# self.md = DemoL2Api(self.ee) # 如果使用L2行情就改为这行
# self.td = DemoTdApi(self.ee)
self.ee.start() # 启动事件驱动引擎
# 循环查询持仓和账户相关
self.countGet = 0 # 查询延时计数
self.lastGet = 'Account' # 上次查询的性质
# self.ee.register(EVENT_TDLOGIN, self.initGet) # 登录成功后开始初始化查询
# 合约储存相关
self.dictInstrument = {} # 字典（保存合约查询数据）
# self.ee.register(EVENT_INSTRUMENT, self.insertInstrument)
#----------------------------------------------------------------------
def login(self, userid, mdPassword, tdPassword, brokerid, mdAddress, tdAddress):
"""登陆"""
self.dsa.login_req()
# self.md.login(mdAddress, userid, mdPassword, brokerid)
# self.td.login(tdAddress, userid, tdPassword, brokerid)
#----------------------------------------------------------------------
def subscribe(self, instrumentid, exchangeid):
"""订阅合约"""
# self.md.subscribe(instrumentid, exchangeid)
#----------------------------------------------------------------------
def getAccount(self):
"""查询账户"""
# self.td.getAccount()
#----------------------------------------------------------------------
def getInvestor(self):
"""查询投资者"""
# self.td.getInvestor()
#----------------------------------------------------------------------
def getPosition(self):
"""查询持仓"""
# self.td.getPosition()
#----------------------------------------------------------------------
def getInstrument(self):
"""获取合约"""
# event = Event(type_=EVENT_LOG)
# log = u'查询合约信息'
# event.dict_['log'] = log
# self.ee.put(event)
# self.td.getInstrument()
#----------------------------------------------------------------------
def sendOrder(self, instrumentid, exchangeid, price, pricetype, volume, direction, offset):
"""发单"""
# self.td.sendOrder(instrumentid, exchangeid, price, pricetype, volume, direction, offset)
#----------------------------------------------------------------------
def cancelOrder(self, instrumentid, exchangeid, orderref, frontid, sessionid):
"""撤单"""
# self.td.cancelOrder(instrumentid, exchangeid, orderref, frontid, sessionid)
#----------------------------------------------------------------------
def getAccountPosition(self, event):
"""循环查询账户和持仓"""
# self.countGet = self.countGet + 1
#
# # 每5秒发一次查询
# if self.countGet > 5:
# self.countGet = 0 # 清空计数
#
# if self.lastGet == 'Account':
# self.getPosition()
# self.lastGet = 'Position'
# else:
# self.getAccount()
# self.lastGet = 'Account'
#----------------------------------------------------------------------
def initGet(self, event):
"""在交易服务器登录成功后，开始初始化查询"""
# 打开设定文件setting.vn
# f = shelve.open('setting.vn')
#
# # 尝试读取设定字典，若该字典不存在，则发出查询请求
# try:
# d = f['instrument']
#
# # 如果本地保存的合约数据是今日的，则载入，否则发出查询请求
# today = date.today()
# if d['date'] == today:
# self.dictInstrument = d['dictInstrument']
#
# # event = Event(type_=EVENT_LOG)
# # log = u'合约信息读取完成'
# # event.dict_['log'] = log
# # self.ee.put(event)
# #
# # self.getInvestor()
# #
# # # 开始循环查询
# # self.ee.register(EVENT_TIMER, self.getAccountPosition)
# else:
# self.getInstrument()
# except KeyError:
# self.getInstrument()
#
# f.close()
#----------------------------------------------------------------------
def insertInstrument(self, event):
"""插入合约对象"""
# data = event.dict_['data']
# last = event.dict_['last']
#
# self.dictInstrument[data['InstrumentID']] = data
#
# # 合约对象查询完成后，查询投资者信息并开始循环查询
# if last:
# # 将查询完成的合约信息保存到本地文件，今日登录可直接使用不再查询
# self.saveInstrument()
# event = Event(type_=EVENT_LOG)
# log = u'合约信息查询完成'
# event.dict_['log'] = log
# self.ee.put(event)
#
# self.getInvestor()
#
# # 开始循环查询
# self.ee.register(EVENT_TIMER, self.getAccountPosition)
#----------------------------------------------------------------------
def selectInstrument(self, instrumentid):
"""获取合约信息对象"""
# try:
# instrument = self.dictInstrument[instrumentid]
# except KeyError:
# instrument = None
# return instrument
#----------------------------------------------------------------------
def exit(self):
"""退出"""
# 销毁API对象
# self.td = None
# self.md = None
self.dsa = None
# 停止事件驱动引擎
self.ee.stop()
#----------------------------------------------------------------------
def saveInstrument(self):
"""保存合约属性数据"""
# f = shelve.open('setting.vn')
# d = {}
# d['dictInstrument'] = self.dictInstrument
# d['date'] = date.today()
# f['instrument'] = d
# f.close()