def restart(self):
"""引擎初始化"""
self.write_log("模拟交易主引擎：启动")
# 引擎工作参数检查
self._param_check()
# 持久化配置
if self._settings['PERSISTENCE_MODE'] == PersistanceMode.REALTIME:
self.pst_active = True
elif self._settings['PERSISTENCE_MODE'] == PersistanceMode.MANUAL:
self.pst_active = False
else:
raise ValueError("持久化参数错误")
# 连接数据库
db = self.creat_db()
# 连接行情
hq_client = self.creat_hq_api()
# 账户引擎启动
self.account_engine = AccountEngine(self.event_engine, self.pst_active,
self._settings['LOAD_DATA_MODE'],
db)
self.account_engine.start()
# 默认使用ChinaAMarket
if not self._market or isinstance(self._market, ChinaAMarket):
self._market = ChinaAMarket(self.event_engine, self.account_engine,
hq_client, {})
else:
self._market = self._market(self.event_engine, self.account_engine,
hq_client, {})
# 交易市场初始化，并返回订单推送函数
self.order_put = self._market.on_init()
# 启动订单薄撮合程序
self._thread = Thread(target=self._run)
self._thread.start()
self.__active = True
return self
def start(self):
"""引擎初始化"""
self.write_log("模拟交易主引擎：启动")
# 默认使用ChinaAMarket
if not self._market:
self._market = ChinaAMarket(self.event_engine, self._mode)
# 交易市场初始化
self.order_put = self._market.on_init()
# 连接数据库
host = self.settings.get('MONGO_HOST')
port = self.settings.get('MONGO_PORT')
self.db = MongoDBService(host, port)
self.db.connect_db()
# 启动订单薄撮合程序
self._thread.start()
return self
class MainEngine():
"""模拟交易主引擎"""
def __init__(self,
event_engine: EventEngine = None,
market=None,
param: dict = None):
# 绑定事件引擎
if not event_engine:
self.event_engine = EventEngine()
else:
self.event_engine = event_engine
self.event_engine.start()
self._settings = SETTINGS # 配置参数
self.__active = False # 主引擎状态
self.pst_active = None # 数据持久化开关
self._market = market # 交易市场
self.account_engine = None # 账户引擎
self.order_put = None # 订单回调函数
# 更新参数
self._settings.update(param)
# 开启日志引擎
log = LogEngine(self.event_engine)
log.register_event()
# 开启邮件引擎
# self.email = EmailEngine(self.event_engine)
# self.email.start()
# 市场模拟交易线程
self._thread = Thread(target=self._run)
# 注册事件监听
self.event_register()
self.write_log("模拟交易主引擎：初始化完毕")
def event_register(self):
"""注册事件监听"""
self.event_engine.register(EVENT_ERROR, self.process_error_event)
self.event_engine.register(EVENT_MARKET_CLOSE,
self.process_market_close)
def start(self):
"""引擎初始化"""
self.write_log("模拟交易主引擎：启动")
# 引擎工作参数检查
self._param_check()
# 持久化配置
if self._settings['PERSISTENCE_MODE'] == PersistanceMode.REALTIME:
self.pst_active = True
elif self._settings['PERSISTENCE_MODE'] == PersistanceMode.MANUAL:
self.pst_active = False
else:
raise ValueError("持久化参数错误")
# 连接数据库
db = self.creat_db()
# 连接行情
hq_client = self.creat_hq_api()
# 账户引擎启动
self.account_engine = AccountEngine(self.event_engine, self.pst_active,
self._settings['LOAD_DATA_MODE'],
db)
self.account_engine.start()
# 默认使用ChinaAMarket
if not self._market or isinstance(self._market, ChinaAMarket):
self._market = ChinaAMarket(self.event_engine, self.account_engine,
hq_client, {})
else:
self._market = self._market(self.event_engine, self.account_engine,
hq_client, {})
# 交易市场初始化，并返回订单推送函数
self.order_put = self._market.on_init()
# 启动订单薄撮合程序
self._thread.start()
self.__active = True
return self
def restart(self):
"""引擎初始化"""
self.write_log("模拟交易主引擎：启动")
# 引擎工作参数检查
self._param_check()
# 持久化配置
if self._settings['PERSISTENCE_MODE'] == PersistanceMode.REALTIME:
self.pst_active = True
elif self._settings['PERSISTENCE_MODE'] == PersistanceMode.MANUAL:
self.pst_active = False
else:
raise ValueError("持久化参数错误")
# 连接数据库
db = self.creat_db()
# 连接行情
hq_client = self.creat_hq_api()
# 账户引擎启动
self.account_engine = AccountEngine(self.event_engine, self.pst_active,
self._settings['LOAD_DATA_MODE'],
db)
self.account_engine.start()
# 默认使用ChinaAMarket
if not self._market or isinstance(self._market, ChinaAMarket):
self._market = ChinaAMarket(self.event_engine, self.account_engine,
hq_client, {})
else:
self._market = self._market(self.event_engine, self.account_engine,
hq_client, {})
# 交易市场初始化，并返回订单推送函数
self.order_put = self._market.on_init()
# 启动订单薄撮合程序
self._thread = Thread(target=self._run)
self._thread.start()
self.__active = True
return self
def _run(self):
"""订单薄撮合程序启动"""
self._market.on_match()
def _close(self):
"""模拟交易引擎关闭"""
# 关闭市场
self._market._active = False
self._thread.join()
self.__active = False
self.write_log("模拟交易主引擎：关闭")
def _param_check(self):
"""引擎工作参数检查"""
if not self._settings['PERSISTENCE_MODE']:
raise ValueError("数据持久化参数未配置")
def on_orders_arrived(self, order):
"""订单到达处理"""
if self.__active:
status, msg = self.account_engine.orders_arrived(order)
return status, msg
else:
return False, "交易市场关闭"
def process_market_close(self, event):
"""市场关闭处理"""
market_name = event.data
self.write_log("{}: 交易市场闭市".format(market_name))
self._close()
def process_error_event(self, event):
"""系统错误处理"""
msg = event.data
self.write_log(msg, level=logging.CRITICAL)
# self.email.queue.put(msg)
def creat_db(self):
"""实例化数据库"""
host = self._settings.get('MONGO_HOST', "localhost")
port = self._settings.get('MONGO_PORT', 27017)
db = MongoDBService(host, port)
db.connect_db()
return db
def creat_hq_api(self):
"""实例化行情源"""
tdx = PYTDXService()
tdx.connect_api()
return tdx
def write_log(self, msg: str, level: int = logging.INFO):
""""""
log = LogData(log_content=msg, log_level=level)
event = Event(EVENT_LOG, log)
self.event_engine.put(event)
class MainEngine():
"""模拟交易主引擎"""
def __init__(
self,
event_engine: EventEngine = None,
market: Exchange = None,
param: dict = None
):
# 绑定事件引擎
if not event_engine:
self.event_engine = EventEngine()
else:
self.event_engine = event_engine
self.event_engine.start()
self.db = None # 数据库实例
self._market = market # 市场实例
self._mode = param.get('ENGINE_MODE')
self.settings = SETTINGS # 绑定参数
self.order_put = None # 订单推送
# 更新参数
self.settings.update(param)
# 开启日志引擎
log = LogEngine(self.event_engine)
log.register_event()
# 开启邮件引擎
# self.email = EmailEngine(self.event_engine)
# self.email.start()
# 市场交易线程
self._thread = Thread(target=self._run)
# 注册事件监听
self.event_register()
self.write_log("模拟交易主引擎：初始化完毕")
def event_register(self):
"""注册事件监听"""
self.event_engine.register(EVENT_ERROR, self.process_error_event)
self.event_engine.register(
EVENT_MARKET_CLOSE,
self.process_market_close)
def start(self):
"""引擎初始化"""
self.write_log("模拟交易主引擎：启动")
# 默认使用ChinaAMarket
if not self._market:
self._market = ChinaAMarket(self.event_engine, self._mode)
# 交易市场初始化
self.order_put = self._market.on_init()
# 连接数据库
host = self.settings.get('MONGO_HOST')
port = self.settings.get('MONGO_PORT')
self.db = MongoDBService(host, port)
self.db.connect_db()
# 启动订单薄撮合程序
self._thread.start()
return self
def _run(self):
"""订单薄撮合程序启动"""
self._market.on_match(self.db)
def _close(self):
"""模拟交易引擎关闭"""
# 关闭市场
self._market._active = False
self._thread.join()
# 关闭数据库
self.db.close()
self.write_log("模拟交易主引擎：关闭")
def process_market_close(self, event):
"""市场关闭处理"""
market_name = event.data
self.write_log("{}: 交易市场闭市".format(market_name))
self._close()
def process_error_event(self, event):
"""系统错误处理"""
msg = event.data
self.write_log(msg, level=logging.CRITICAL)
# self.email.queue.put(msg)
def get_report(self, token, start, end):
"""获取交易报告"""
captial, account_df, pos_df, trade_df = calculate_result(token, self.db, start, end)
if not len(trade_df):
return "成交记录为空，无法计算"
# 获取分析报告
statistics = trade_statistics(captial, account_df, pos_df, trade_df)
return statistics
def write_log(self, msg: str, level: int = logging.INFO):
""""""
log = LogData(
log_content=msg,
log_level=level
)
event = Event(EVENT_LOG, log)
self.event_engine.put(event)