def main():
global me
ee = EventEngine()
me = MainEngine(ee)
ee.register(EVENT_TICK, on_tick_update)
me.addGateway(ctpGateway)
me.getGateway('CTP').filePath = os.path.join(
os.path.dirname(os.path.abspath(__file__)),
'CTP_connect.simnow.mock.json')
me.connect('CTP')
# 等待 1 秒是为了避免订阅时机 bug
import time
time.sleep(1)
# vt_symbols = ['SR901C5300.CZCE', 'SR901C5200.CZCE']
vt_symbols = ['ru1908.SHFE', 'rb1908.SHFE']
symbols, exchanges = zip(
*[vs.split('.') if '.' in vs else (vs, '') for vs in vt_symbols])
for s, e in zip(symbols, exchanges):
req = VtSubscribeReq()
req.symbol, req.exchange = s, e
me.subscribe(req, 'CTP')
print('Futures subscribed.')
def run_child():
"""
Running in the child process.
"""
SETTINGS["log.file"] = True
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(CtpGateway)
recorder_engine = main_engine.add_app(DataRecorderApp)
main_engine.write_log("主引擎创建成功")
log_engine = main_engine.get_engine("log")
event_engine.register(EVENT_RECORDER_LOG, log_engine.process_log_event)
main_engine.write_log("注册日志事件监听")
main_engine.connect(ctp_setting, "CTP")
main_engine.write_log("连接CTP接口")
sleep(2)
main_engine.write_log("数据下载开始")
while True:
sleep(1)
def start(self, block=True):
self.setupFanoutAndLogHandler()
# 创建日志引擎
super(MarketService, self).start()
self.active = True
self.thread.start()
le = self.logger
# le = LogEngine()
# le.setLogLevel(le.LEVEL_INFO)
# le.addConsoleHandler()
le.info(u'启动行情记录运行子进程')
self.ee = EventEngine()
le.info(u'事件引擎创建成功')
self.mainEngine = MainEngine(self.ee) # 忽略掉 默认的 DataEngine
self.mainEngine.addGateway(xtpGateway)
le.info(u'主引擎创建成功')
le.info(u'注册日志事件监听')
self.registerEvent()
cfgs = self.cfgs.get('gateway', {})
self.mainEngine.connect(xtpGateway.gatewayName, cfgs)
le.info(u'连接CTP接口')
def run_child():
"""
Running in the child process.
"""
SETTINGS["log.file"] = True # 控制是否要将日志输出到文件中，建议设置为True，否则无法记录生成的日志。
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(CtpGateway)
main_engine.add_app(DataRecorderApp)
main_engine.write_log("行情记录引擎创建成功")
log_engine = main_engine.get_engine("log")
event_engine.register(EVENT_RECORDER_LOG, log_engine.process_log_event)
main_engine.write_log("注册日志事件监听")
main_engine.connect(ctp_setting, "CTP")
main_engine.write_log("连接CTP接口")
sleep(15)
main_engine.write_log("开始记录行情数据……")
while True:
sleep(1)
def run_child():
"""
Running in the child process.
"""
SETTINGS["log.file"] = True
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(CtpGateway)
st_engine = main_engine.add_app(SpreadTradingApp)
main_engine.write_log("主引擎创建成功")
log_engine = main_engine.get_engine("log")
event_engine.register(EVENT_SPREAD_LOG, log_engine.process_log_event)
main_engine.write_log("注册日志事件监听")
main_engine.connect(ctp_setting, "CTP")
main_engine.write_log("连接CTP接口")
sleep(10)
st_engine.start()
main_engine.write_log("Arb引擎启动")
st_engine.strategy_engine.init_all_strategies()
# # sleep(60) # Leave enough time to complete strategy initialization
main_engine.write_log("Arb策略全部初始化")
#
st_engine.strategy_engine.start_all_strategies()
main_engine.write_log("Arb策略全部启动")
print('ok')
def __init__(self):
self.mainCTPList = []
self.agentCTPList = []
self.getAccounts()
self.ee = EventEngine()
self.ee.start()
self.setupCTP(self.ee)
def run_child():
"""
Running in the child process.
"""
SETTINGS["log.file"] = True
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(CtpGateway)
main_engine.write_log("主引擎创建成功")
# 记录引擎
log_engine = main_engine.get_engine("log")
event_engine.register(EVENT_CTA_LOG, log_engine.process_log_event)
main_engine.write_log("注册日志事件监听")
main_engine.connect(CTP_SETTING, "CTP")
main_engine.write_log("连接CTP接口")
whole_market_recorder = WholeMarketRecorder(main_engine, event_engine)
main_engine.write_log("开始录制数据")
oms_engine = main_engine.get_engine("oms")
while True:
sleep(1)
def run_child():
"""
Running in the child process.
"""
SETTINGS["log.file"] = True
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(CtpGateway)
cta_engine = main_engine.add_app(CtaStrategyApp)
main_engine.write_log(" main engine created successfully ")
log_engine = main_engine.get_engine("log")
event_engine.register(EVENT_CTA_LOG, log_engine.process_log_event)
main_engine.write_log(" register an event listener log ")
main_engine.connect(ctp_setting, "CTP")
main_engine.write_log(" connection CTP interface ")
sleep(10)
cta_engine.init_engine()
main_engine.write_log("CTA strategy initialization is complete ")
cta_engine.init_all_strategies()
sleep(60) # Leave enough time to complete strategy initialization
main_engine.write_log("CTA all initialization strategy ")
cta_engine.start_all_strategies()
main_engine.write_log("CTA policy start all ")
while True:
sleep(1)
def main():
"""主程序入口"""
le = LogEngine()
le.setLogLevel(le.LEVEL_INFO)
le.addConsoleHandler()
le.addFileHandler()
le.info(u'启动JAQS服务进程')
ee = EventEngine()
le.info(u'事件引擎创建成功')
me = MainEngine(ee)
me.addGateway(ctpGateway)
me.addApp(jaqsService)
le.info(u'主引擎创建成功')
ee.register(EVENT_LOG, le.processLogEvent)
ee.register(EVENT_JS_LOG, le.processLogEvent)
le.info(u'注册日志事件监听')
me.connect('CTP')
le.info(u'连接CTP接口')
while True:
sleep(1)
def main():
event_engine = EventEngine()
event_engine.register(EVENT_LOG,printLog)
main_engine = MainEngine(event_engine)
# geteway = XtpGateway(event_engine)
#
# default_setting: Dict[str, Any] = {
# "账号": "53191000704",
# "密码": "vj6JDKlq",
# "客户号": 1,
# "行情地址": "120.27.164.138",
# "行情端口": 6002,
# "交易地址": "120.27.164.69",
# "交易端口": 6001,
# "行情协议": "TCP",
# "授权码": "b8aa7173bba3470e390d787219b2112e"
# }
# geteway.connect(default_setting)
geteway = CtpGateway(event_engine)
default_setting: Dict[str, Any] = {
"用户名": "161239",
"密码": "Asdf4321",
"经纪商代码": "9999",
"交易服务器": "218.202.237.33:10102",
"行情服务器": "218.202.237.33:10112",
"产品名称": "",
"授权编码": "",
"产品信息": ""
}
geteway.connect(default_setting)
def run_child():
"""
Running in the child process.
"""
SETTINGS["log.file"] = True
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
huobi = main_engine.add_gateway(HuobiGateway)
cta_engine = main_engine.add_app(CtaStrategyApp)
main_engine.write_log("主引擎创建成功")
log_engine = main_engine.get_engine("log")
event_engine.register(EVENT_CTA_LOG, log_engine.process_log_event)
main_engine.write_log("注册日志事件监听")
filename = f"connect_{huobi.gateway_name.lower()}.json"
setting = load_json(filename)
main_engine.connect(setting, huobi.gateway_name)
main_engine.write_log("连接HUOBI接口")
sleep(10)
cta_engine.init_engine()
main_engine.write_log("CTA策略初始化完成")
cta_engine.init_all_strategies()
sleep(10) # Leave enough time to complete strategy initialization
main_engine.write_log("CTA策略全部初始化")
cta_engine.start_all_strategies()
main_engine.write_log("CTA策略全部启动")
while True:
sleep(1)
def start(self, block=True):
self.setupFanoutAndLogHandler()
# 创建日志引擎
super(MarketService, self).start()
self.active = True
self.thread.start()
le = self.logger
# le = LogEngine()
# le.setLogLevel(le.LEVEL_INFO)
# le.addConsoleHandler()
le.info(u'启动行情记录运行子进程')
self.ee = EventEngine()
le.info(u'事件引擎创建成功')
self.mainEngine = MainEngine(self.ee) # 忽略掉 默认的 DataEngine
self.registerEvent()
le.info(u'主引擎创建成功')
for gw in self.cfgs.get('gateways'):
gateway = None
if gw.get('name').upper() == binanceGateway.gatewayName:
gateway = binanceGateway
if gateway:
self.mainEngine.addGateway(gateway)
self.mainEngine.connect(gateway.gatewayName, gw)
le.info(u'注册日志事件监听')
le.info(u'连接CTP接口')
def run_child():
"""
Running in the child process.
"""
SETTINGS["log.file"] = True
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(CtpGateway)
cta_engine = main_engine.add_app(CtaStrategyApp)
main_engine.write_log("主引擎创建成功")
main_engine.add_app(DataRecorderApp)
log_engine = main_engine.get_engine("log")
event_engine.register(EVENT_CTA_LOG, log_engine.process_log_event)
main_engine.write_log("注册日志事件监听")
main_engine.connect(ctp_setting, "CTP")
main_engine.write_log("连接CTP接口")
#sleep(10)
cta_engine.init_engine()
main_engine.write_log("CTA策略初始化完成")
cta_engine.init_all_strategies()
#sleep(60) # Leave enough time to complete strategy initialization
main_engine.write_log("CTA策略全部初始化")
cta_engine.start_all_strategies()
main_engine.write_log("CTA策略全部启动")
while True:
sleep(1)
class DemoApp(object):
# ----------------------------------------------------------------------
def __init__(self):
"""Constructor"""
self.eventEngine = EventEngine()
self.eventEngine.start()
self.tianqinGateway = TianQinGateway(self.eventEngine)
def start(self):
self.tianqinGateway.connect()
self.tianqinGateway.subscribe_quote(
["cu1803", "SR801", "c1801", "IF1708"], self.on_quote_data)
self.tianqinGateway.subscribe_chart("cu1803", 5, 1000,
self.on_chart_data)
self.tianqinGateway.subscribe_chart("au1712", 0, 1000,
self.on_chart_data)
def on_quote_data(self, ins_id):
quote = self.tianqinGateway.get_quote(ins_id)
print("quote_update", ins_id, quote)
def on_chart_data(self, ins_id, dur_seconds):
if dur_seconds == 0:
tick_serial = self.tianqinGateway.get_tick_serial(ins_id)
print("tick_serial_update", tick_serial)
else:
kline_serial = self.tianqinGateway.get_kline_serial(
ins_id, dur_seconds)
print("kline_serial_update", kline_serial)
def __init__(self, event_engine: EventEngine = None):
""""""
# 无论如何，保证总会有事件引擎对象
if event_engine:
self.event_engine: EventEngine = event_engine
else:
self.event_engine = EventEngine()
# 启动事件引擎，主引擎在创建的时候，事件引擎便启动了
self.event_engine.start()
# 交易接口字典，无脑推断通过vntrader的UI界面里添加的交易接口都会存在这里
self.gateways: Dict[str, BaseGateway] = {}
# 维护其他应用的引擎
# 注意app也会创建应用引擎，在创建的过程中也会保存到engines里
self.engines: Dict[str, BaseEngine] = {}
# 存加载的应用实例， 在创建的过程中，应用类都会被实例化
self.apps: Dict[str, BaseApp] = {}
# 保存接口支持的交易所
# 在add_gateway的时候自动添加交易接口支持的交易所
self.exchanges: List[Exchange] = []
os.chdir(TRADER_DIR) # Change working directory
# 初始化服务引擎包括日志引擎、订单路由引擎、邮件引擎
self.init_engines() # Initialize function engines
def run_child():
SETTINGS["log.file"] = True
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(CtpGateway)
cta_engine = main_engine.add_app(CtaStrategyAppPro)
main_engine.write_log("主引擎创建成功")
log_engine = main_engine.get_engine("log")
event_engine.register(EVENT_CTA_LOG, log_engine.process_log_event)
main_engine.write_log("注册日志事件监听")
main_engine.connect(ctp_setting, "CTP")
main_engine.write_log("连接CTP接口")
# sleep(20)
sleep(5) # 开发用
cta_engine.init_engine()
main_engine.write_log("CTA策略初始化完成")
cta_engine.init_all_strategies()
sleep(5) # 开发用
# sleep(60) # Leave enough time to complete strategy initialization
main_engine.write_log("CTA策略全部初始化")
cta_engine.start_all_strategies()
main_engine.write_log("CTA策略全部启动")
cta_engine.send_run_report_email("账号1监控报表") # 完成启动后，发送监控报表
close_time1 = time(15, 32)
close_time2 = time(15, 35)
close_time3 = time(15, 36)
lock1 = False
lock2 = False
lock3 = False
while True:
current_time = datetime.now().time()
# 实例交易数据保存；资金曲线&策略评估指标更新
if current_time == close_time1 and not lock1:
cta_engine.save_all_trade_data()
main_engine.write_log("实例交易数据保存成功")
cta_engine.update_all_daily_results()
main_engine.write_log("实例资金曲线&策略评估指标更新成功")
lock1 = True
# 发送实例评估报表
if current_time == close_time2 and not lock2:
cta_engine.send_evaluate_report_email("账号1实例评估报表")
lock2 = True
# 发送实例评估报表
if current_time == close_time3 and not lock3:
cta_engine.update_all_k_line()
main_engine.write_log("CTA更新K线图完毕")
lock3 = True
sleep(1)
def __init__(self):
self.mainCTPList = []
self.agentCTPList = []
self.getAccountsM()
self.ee = EventEngine()
self.ee.start()
self.setupCTP(self.ee)
#初始化订阅列表
self.subscribeSetup()
class Mform():
def __init__(self):
self.mainCTPList = []
self.agentCTPList = []
self.getAccounts()
self.ee = EventEngine()
self.ee.start()
self.setupCTP(self.ee)
def getAccounts(self):
filename = 'G:/main/accounts.ph'
self.mainAccountList, self.agentAccountList = getAccounts(filename)
print('账号是', self.mainAccountList)
return self.mainAccountList, self.agentAccountList
def setupCTP(self, eventEngine):
for i in self.agentAccountList:
print('i is ', i)
self.agentCTPList.append(setupAgentCTP(i, eventEngine))
for i in self.mainAccountList:
print('mainaccountlist_i is ', i)
self.mainCTPList.append(setupMainCTP(i, eventEngine))
for i in self.mainAccountList:
if len(i.childs) > 0:
print('有孩子')
print(i.childs)
print(i.userID)
mainCtp = getCTP(i, self.mainCTPList)
for j in i.childs:
agentCtp = getCTP(j, self.agentCTPList)
mainCtp.childList.append(agentCtp)
agentCtp.father = mainCtp
def getCTPList(self):
return self.mainCTPList, self.agentCTPList
# 关联
def relevance(self):
mainAccount = self.mainAccountList[0]
agentAccount = self.agentAccountList[0]
mainCtp = getCTP(mainAccount, self.mainCTPList)
agentCtp = getCTP(agentAccount, self.agentCTPList)
agentCtp.opposite = False
for i in mainCtp.childList:
print('main have guanlian')
if agentCtp is i:
print('关联信息已经存在')
print(agentCtp.userID)
return
mainAccount.childs.append(agentAccount)
agentAccount.father = mainAccount
mainCtp.childList.append(agentCtp)
agentCtp.father = mainCtp
def run_child():
"""
Running in the child process.
"""
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(BinancesGateway)
# rpc_engine = main_engine.add_app(RpcServiceApp)
cta_engine = main_engine.add_app(CtaStrategyApp)
main_engine.add_app(RiskManagerApp)
main_engine.write_log("主引擎创建成功")
log_engine = main_engine.get_engine("log")
event_engine.register(EVENT_CTA_LOG, log_engine.process_log_event)
main_engine.write_log("注册日志事件监听")
binances_setting = load_json("connect_binances.json")
gateway_name = "BINANCES"
main_engine.connect(binances_setting, gateway_name)
# connect_data = load_json("proxy_connect_status.json")
# connect_data.update({gateway_name: True})
# save_json("proxy_connect_status.json", connect_data)
main_engine.write_log("连接BINANCES接口")
sleep(10)
# rpc_engine.start()
cta_engine.init_engine()
main_engine.write_log("CTA策略初始化完成")
cta_engine.init_all_strategies()
sleep(10) # Leave enough time to complete strategy initialization
main_engine.write_log("CTA策略全部初始化")
cta_engine.start_all_strategies()
main_engine.write_log("CTA策略全部启动")
try:
while True:
# connect_data = load_json("proxy_connect_status.json")
# if not connect_data.get(gateway_name):
# main_engine.connect(binances_setting, gateway_name)
# connect_data.update(gateway_name, True)
# save_json("proxy_connect_status.json", connect_data)
# print("重连接口")
sleep(10)
except KeyboardInterrupt:
main_engine.write_log("CTA策略正在退出")
cta_engine.close()
# rpc_engine.close()
main_engine.close()
def main():
event_engine = EventEngine()
event_engine.register("test", handle)
event_engine.start()
evt = Event("test")
evt.data = "df"
print("recei22:" + evt.__str__())
event_engine.put(evt)
sleep(1)
event_engine.stop()
def __init__(self):
self.event_engine = EventEngine()
self.main_engine = MainEngine(self.event_engine)
self.main_engine.add_gateway(HbdmGateway)
self.main_engine.add_gateway(BitmexGateway)
log_engine = self.main_engine.get_engine("log")
self.event_engine.register(EVENT_CTA_LOG, log_engine.process_log_event)
self.main_engine.write_log("注册日志事件监听")
self.main_engine.add_app(CtaStrategyApp)
self.main_engine.add_app(AlgoTradingApp)
def main():
""""""
qapp = create_qapp()
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
log_engine = main_engine.get_engine("log")
event_engine.register(EVENT_FOLLOW_LOG, log_engine.process_log_event)
main_engine.write_log("注册日志事件监听")
# main_engine.add_gateway(BinanceGateway)
main_engine.add_gateway(CtpGateway)
# main_engine.add_gateway(CtptestGateway)
# main_engine.add_gateway(MiniGateway)
# main_engine.add_gateway(SoptGateway)
# main_engine.add_gateway(MinitestGateway)
# main_engine.add_gateway(FemasGateway)
# main_engine.add_gateway(IbGateway)
# main_engine.add_gateway(FutuGateway)
# main_engine.add_gateway(BitmexGateway)
# main_engine.add_gateway(TigerGateway)
# main_engine.add_gateway(OesGateway)
# main_engine.add_gateway(OkexGateway)
# main_engine.add_gateway(HuobiGateway)
# main_engine.add_gateway(BitfinexGateway)
# main_engine.add_gateway(OnetokenGateway)
# main_engine.add_gateway(OkexfGateway)
# main_engine.add_gateway(HbdmGateway)
# main_engine.add_gateway(XtpGateway)
# main_engine.add_gateway(TapGateway)
# main_engine.add_gateway(ToraGateway)
# main_engine.add_gateway(AlpacaGateway)
# main_engine.add_gateway(OkexsGateway)
# main_engine.add_gateway(DaGateway)
# main_engine.add_gateway(CoinbaseGateway)
# main_engine.add_gateway(RpcGateway)
main_engine.add_gateway(TqdataGateway)
main_engine.add_app(CtaStrategyApp)
# main_engine.add_app(CtaBacktesterApp)
# main_engine.add_app(CsvLoaderApp)
# main_engine.add_app(AlgoTradingApp)
# main_engine.add_app(DataRecorderApp)
# main_engine.add_app(RiskManagerApp)
# main_engine.add_app(ScriptTraderApp)
# main_engine.add_app(RpcServiceApp)
# main_engine.add_app(SpreadTradingApp)
# main_engine.add_app(FollowTradingApp)
main_window = MainWindow(main_engine, event_engine)
main_window.showMaximized()
qapp.exec()
def run_child():
"""
Running in the child process.
"""
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(BinancesGateway)
rpc_engine = main_engine.add_app(RpcServiceApp)
cta_engine = main_engine.add_app(CtaStrategyApp)
main_engine.add_app(RiskManagerApp)
main_engine.write_log("主引擎创建成功")
log_engine = main_engine.get_engine("log")
event_engine.register(EVENT_CTA_LOG, log_engine.process_log_event)
main_engine.write_log("注册日志事件监听")
binances_setting = load_json("connect_binances.json")
gateway_name = "BINANCES"
main_engine.connect(binances_setting, gateway_name)
main_engine.write_log("连接BINANCES接口")
sleep(10)
rpc_setting = load_json("rpc_service_setting.json")
rpc_engine.start(rpc_setting['rep_address'], rpc_setting['pub_address'])
cta_engine.init_engine()
main_engine.write_log("CTA策略初始化完成")
cta_engine.init_all_strategies(True)
# sleep(10) # Leave enough time to complete strategy initialization
main_engine.write_log("CTA策略全部初始化")
# cta_engine.start_all_strategies()
# main_engine.write_log("CTA策略全部启动")
def ctrl_handler(signum, frame):
cta_engine.stop_all_strategies()
cta_engine.close()
rpc_engine.close()
main_engine.close()
sys.exit(0)
signal.signal(signal.SIGINT, ctrl_handler)
while True:
# connect_data = load_json("proxy_connect_status.json")
# if not connect_data.get(gateway_name):
# main_engine.connect(binances_setting, gateway_name)
# connect_data.update(gateway_name, True)
# save_json("proxy_connect_status.json", connect_data)
# print("重连接口")
sleep(10)
def run_child():
"""
Running in the child process.
"""
# 全局配置文件机制
# 如果想开发自己的程序，可以把全局配置文件加载成自己的
SETTINGS["log.file"] = True
# 创建事件引擎
event_engine = EventEngine()
# 创建主引擎
main_engine = MainEngine(event_engine)
# 添加交易接口，就是UI界面进入时的左边选择项
main_engine.add_gateway(CtpGateway)
# 添加应用程序，就是UI界面进入时的右边选择项
cta_engine = main_engine.add_app(CtaStrategyApp)
main_engine.write_log("主引擎创建成功")
# 取主引擎的事件引擎
# 向事件引擎注册日志事件监听函数
# 注意主引擎在创建日志引擎的时候，由日志引擎自动向事件引擎注册了主引擎的事件EVENT_LOG -> LogEngine.__init__
log_engine = main_engine.get_engine("log")
event_engine.register(EVENT_CTA_LOG, log_engine.process_log_event)
main_engine.write_log("注册日志事件监听")
# 连接交易接口，相当于UI界面的连接交易接口
main_engine.connect(ctp_setting, "CTP")
main_engine.write_log("连接CTP接口")
# 等待交易接口连接成功
sleep(10)
# 接下来是CtaEngine的操作了
cta_engine.init_engine()
main_engine.write_log("CTA策略初始化完成")
cta_engine.init_all_strategies()
sleep(60) # Leave enough time to complete strategy initialization
main_engine.write_log("CTA策略全部初始化")
cta_engine.start_all_strategies()
main_engine.write_log("CTA策略全部启动")
while True:
sleep(10)
trading = check_trading_period()
if not trading:
print("关闭子进程")
main_engine.close()
sys.exit(0)
def init_cli_trading(gateways: Sequence[Type[BaseGateway]]):
""""""
event_engine = EventEngine()
event_engine.register(EVENT_LOG, process_log_event)
main_engine = MainEngine(event_engine)
for gateway in gateways:
main_engine.add_gateway(gateway)
script_engine = main_engine.add_engine(ScriptEngine)
return script_engine
def main():
global me
ee = EventEngine()
me = MainEngine(ee)
ee.register(EVENT_CONTRACT, on_contract)
me.addGateway(ctpGateway)
me.getGateway('CTP').filePath = os.path.join(
os.path.dirname(os.path.abspath(__file__)),
'CTP_connect.simnow.mock.json')
me.connect('CTP')
def __init__(self, event_engine: EventEngine = None):
""""""
if event_engine:
self.event_engine = event_engine
else:
self.event_engine = EventEngine()
self.event_engine.start()
self.gateways = {}
self.engines = {}
self.apps = {}
self.init_engines()
def __init__(self):
self.event_engine = EventEngine()
self.main_engine = MainEngine(self.event_engine)
self.main_engine.add_gateway(HbdmGateway)
self.main_engine.add_gateway(BitmexGateway)
log_engine = self.main_engine.get_engine("log")
self.event_engine.register(EVENT_CTA_LOG, log_engine.process_log_event)
self.main_engine.write_log("注册日志事件监听")
self.backtester_engine = self.main_engine.add_app(CtaBacktesterApp)
self.backtester_engine.init_engine()
self.algo_engine:AlgoEngine = self.main_engine.add_app(AlgoTradingApp)
self.algo_engine.init_engine()
self.close = None
def main():
""""""
# 创建 QApplication 对象 并进行初始化
# 事件引擎
event_engine = EventEngine()
# 把事件引擎附加到主引擎里
main_engine = MainEngine(event_engine)
main_engine.write_log("主引擎创建成功")
log_engine = main_engine.get_engine("log")
event_engine.register(EVENT_CTA_LOG, log_engine.process_log_event)
main_engine.write_log("注册日志事件监听")
# 添加火币的交互通道
# main_engine.add_gateway(HuobiGateway)
# sleep(1)
# main_engine.add_gateway(BitfinexGateway)
# main_engine.add_gateway(OnetokenGateway)
main_engine.add_gateway(OkexGateway)
sleep(1)
main_engine.add_gateway(OkexfGateway)
# main_engine.add_gateway(HbdmGateway)
# 把 app 保存到 apps 和 engines 里
sleep(1)
data_recorder_app = main_engine.add_app(DataRecorderApp)
sleep(2)
# 获取所有交易通道
gateway_names = main_engine.get_all_gateway_names()
for name in gateway_names:
# 连接火币平台
connect = ConnectNoDialog(main_engine=main_engine, gateway_name=name)
connect.connect()
sleep(2)
sleep(20)
for tick in data_recorder_app.tick_recordings.keys():
data_recorder_app.add_tick_recording(tick)
for bar in data_recorder_app.bar_recordings.keys():
data_recorder_app.add_bar_recording(bar)
while True:
# 一天
sleep(100000000)
def __init__(self, event_engine: EventEngine = None):
""""""
if event_engine:
self.event_engine: EventEngine = event_engine
else:
self.event_engine = EventEngine()
self.event_engine.start()
self.gateways: Dict[str, BaseGateway] = {}
self.engines: Dict[str, BaseEngine] = {}
self.apps: Dict[str, BaseApp] = {}
self.exchanges: List[Exchange] = []
os.chdir(TRADER_DIR) # Change working directory
self.init_engines() # Initialize function engines
def __init__(self, event_engine: EventEngine = None):
""""""
if event_engine:
self.event_engine = event_engine
else:
self.event_engine = EventEngine()
self.event_engine.start()
self.gateways = {}
self.engines = {}
self.apps = {}
self.exchanges = []
os.chdir(TRADER_DIR) # Change working directory
self.init_engines() # Initialize function engines
def __init__(self, event_engine: EventEngine = None):
""""""
if event_engine:
self.event_engine = event_engine
else:
self.event_engine = EventEngine()
self.event_engine.start()
self.gateways = {}
self.engines = {}
self.apps = {}
self.init_engines()
class MainEngine:
"""
Acts as the core of VN Trader.
"""
def __init__(self, event_engine: EventEngine = None):
""""""
if event_engine:
self.event_engine = event_engine
else:
self.event_engine = EventEngine()
self.event_engine.start()
self.gateways = {}
self.engines = {}
self.apps = {}
self.init_engines()
def add_engine(self, engine_class: Any):
"""
Add function engine.
"""
engine = engine_class(self, self.event_engine)
self.engines[engine.engine_name] = engine
def add_gateway(self, gateway_class: BaseGateway):
"""
Add gateway.
"""
gateway = gateway_class(self.event_engine)
self.gateways[gateway.gateway_name] = gateway
def add_app(self, app_class: BaseApp):
"""
Add app.
"""
app = app_class()
self.apps[app.app_name] = app
self.add_engine(app.engine_class)
def init_engines(self):
"""
Init all engines.
"""
self.add_engine(LogEngine)
self.add_engine(OmsEngine)
self.add_engine(EmailEngine)
def write_log(self, msg: str, source: str = ""):
"""
Put log event with specific message.
"""
log = LogData(msg=msg, gateway_name=source)
event = Event(EVENT_LOG, log)
self.event_engine.put(event)
def get_gateway(self, gateway_name: str):
"""
Return gateway object by name.
"""
gateway = self.gateways.get(gateway_name, None)
if not gateway:
self.write_log(f"找不到底层接口：{gateway_name}")
return gateway
def get_engine(self, engine_name: str):
"""
Return engine object by name.
"""
engine = self.engines.get(engine_name, None)
if not engine:
self.write_log(f"找不到引擎：{engine_name}")
return engine
def get_default_setting(self, gateway_name: str):
"""
Get default setting dict of a specific gateway.
"""
gateway = self.get_gateway(gateway_name)
if gateway:
return gateway.get_default_setting()
return None
def get_all_gateway_names(self):
"""
Get all names of gatewasy added in main engine.
"""
return list(self.gateways.keys())
def get_all_apps(self):
"""
Get all app objects.
"""
return list(self.apps.values())
def connect(self, setting: dict, gateway_name: str):
"""
Start connection of a specific gateway.
"""
gateway = self.get_gateway(gateway_name)
if gateway:
gateway.connect(setting)
def subscribe(self, req: SubscribeRequest, gateway_name: str):
"""
Subscribe tick data update of a specific gateway.
"""
gateway = self.get_gateway(gateway_name)
if gateway:
gateway.subscribe(req)
def send_order(self, req: OrderRequest, gateway_name: str):
"""
Send new order request to a specific gateway.
"""
gateway = self.get_gateway(gateway_name)
if gateway:
return gateway.send_order(req)
else:
return ""
def cancel_order(self, req: CancelRequest, gateway_name: str):
"""
Send cancel order request to a specific gateway.
"""
gateway = self.get_gateway(gateway_name)
if gateway:
gateway.cancel_order(req)
def close(self):
"""
Make sure every gateway and app is closed properly before
programme exit.
"""
# Stop event engine first to prevent new timer event.
self.event_engine.stop()
for engine in self.engines.values():
engine.close()
for gateway in self.gateways.values():
gateway.close()
