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()
class MainEngine:
"""
Acts as the core of VN Trader.
"""
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 add_engine(self, engine_class: Any) -> "BaseEngine":
"""
Add function engine.
"""
engine = engine_class(self, self.event_engine)
self.engines[engine.engine_name] = engine
return engine
def add_gateway(self, gateway_class: Type[BaseGateway]) -> BaseGateway:
"""
Add gateway.
"""
gateway = gateway_class(self.event_engine)
self.gateways[gateway.gateway_name] = gateway
# Add gateway supported exchanges into engine
for exchange in gateway.exchanges:
if exchange not in self.exchanges:
self.exchanges.append(exchange)
return gateway
def add_app(self, app_class: Type[BaseApp]) -> "BaseEngine":
"""
Add app.
"""
app = app_class()
self.apps[app.app_name] = app
engine = self.add_engine(app.engine_class)
return engine
def init_engines(self) -> None:
"""
Init all engines.
"""
self.add_engine(LogEngine)
self.add_engine(OmsEngine)
self.add_engine(EmailEngine)
def write_log(self, msg: str, source: str = "") -> None:
"""
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) -> BaseGateway:
"""
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) -> "BaseEngine":
"""
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) -> Optional[Dict[str, Any]]:
"""
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) -> List[str]:
"""
Get all names of gatewasy added in main engine.
"""
return list(self.gateways.keys())
def get_all_apps(self) -> List[BaseApp]:
"""
Get all app objects.
"""
return list(self.apps.values())
def get_all_exchanges(self) -> List[Exchange]:
"""
Get all exchanges.
"""
return self.exchanges
def connect(self, setting: dict, gateway_name: str) -> None:
"""
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) -> None:
"""
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) -> 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) -> None:
"""
Send cancel order request to a specific gateway.
"""
gateway = self.get_gateway(gateway_name)
if gateway:
gateway.cancel_order(req)
def send_orders(self, reqs: Sequence[OrderRequest],
gateway_name: str) -> List[str]:
"""
"""
gateway = self.get_gateway(gateway_name)
if gateway:
return gateway.send_orders(reqs)
else:
return ["" for req in reqs]
def cancel_orders(self, reqs: Sequence[CancelRequest],
gateway_name: str) -> None:
"""
"""
gateway = self.get_gateway(gateway_name)
if gateway:
gateway.cancel_orders(reqs)
def query_history(self, req: HistoryRequest,
gateway_name: str) -> Optional[List[BarData]]:
"""
Send cancel order request to a specific gateway.
"""
gateway = self.get_gateway(gateway_name)
if gateway:
return gateway.query_history(req)
else:
return None
def close(self) -> None:
"""
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()
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
return engine
def add_gateway(self, gateway_class: BaseGateway):
"""
Add gateway.
"""
gateway = gateway_class(self.event_engine)
self.gateways[gateway.gateway_name] = gateway
return gateway
def add_app(self, app_class: BaseApp):
"""
Add app.
"""
app = app_class()
self.apps[app.app_name] = app
engine = self.add_engine(app.engine_class)
return engine
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()
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()
# 添加引擎之后，立即启动
self.event_engine.start()
# 所有的gateway
self.gateways = {}
# 所有的引擎
self.engines = {}
# 所有的App
self.apps = {}
# 交易所
self.exchanges = []
# 初始化引擎
self.init_engines()
def add_engine(self, engine_class: Any):
"""
Add function engine.
"""
# 其他所有引擎的构建方式，要添加主引擎，和事件引擎
engine = engine_class(self, self.event_engine)
# 保存所有引擎
self.engines[engine.engine_name] = engine
return engine
def add_gateway(self, gateway_class: BaseGateway):
"""
Add gateway.
"""
# gateway_class的构建方式，添加事件引擎
gateway = gateway_class(self.event_engine)
self.gateways[gateway.gateway_name] = gateway
# Add gateway supported exchanges into engine
# 添加交易所数据
for exchange in gateway.exchanges:
if exchange not in self.exchanges:
self.exchanges.append(exchange)
return gateway
def add_app(self, app_class: BaseApp):
"""
Add app.
"""
# app的构建方式，单独的app
app = app_class()
self.apps[app.app_name] = app
# 每个app有一个engine和主引擎相联
engine = self.add_engine(app.engine_class)
return engine
def init_engines(self):
"""
Init all engines.
"""
# 初始化所有引擎
# 初始化日志引擎
self.add_engine(LogEngine)
# 初始化订单管理引擎
self.add_engine(OmsEngine)
# 初始化邮件引擎
self.add_engine(EmailEngine)
def write_log(self, msg: str, source: str = ""):
"""
Put log event with specific message.
"""
# 写日志
log = LogData(msg=msg, gateway_name=source)
# 发送事件
event = Event(EVENT_LOG, log)
# 插入事件
self.event_engine.put(event)
def get_gateway(self, gateway_name: str):
"""
Return gateway object by name.
"""
# 获取接口
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.
"""
# 获取引擎
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.
"""
# 获取默认设置，这里也就是说，每个gateway，都有get_default_setting函数
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 get_all_exchanges(self):
"""
Get all exchanges.
"""
return self.exchanges
def connect(self, setting: dict, gateway_name: str):
"""
Start connection of a specific gateway.
"""
# 也就是说，所有的gateway都有connect方法，连接的配置，字典
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.
"""
# 订阅所有的gateway_name
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 send_orders(self, reqs: Sequence[OrderRequest], gateway_name: str):
"""
发一系列单
"""
gateway = self.get_gateway(gateway_name)
if gateway:
return gateway.send_orders(reqs)
else:
return ["" for req in reqs]
def cancel_orders(self, reqs: Sequence[CancelRequest], gateway_name: str):
"""
取消一系列单
"""
gateway = self.get_gateway(gateway_name)
if gateway:
gateway.cancel_orders(reqs)
def query_history(self, req: HistoryRequest, gateway_name: str):
"""
Send cancel order request to a specific gateway.
获取历史所有请求，由gateway提供函数query_history
"""
gateway = self.get_gateway(gateway_name)
if gateway:
return gateway.query_history(req)
else:
return None
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()
# 关闭所有的engine
for engine in self.engines.values():
engine.close()
# 关闭所有的gateway
for gateway in self.gateways.values():
gateway.close()
class MainEngine:
"""
Acts as the core of VN Trader.
做为VN Trader的内核
"""
def __init__(self, event_engine: EventEngine = None):
""""""
if event_engine:
# 传入 EventEngine， 如果不为None，则赋值
self.event_engine = event_engine
else:
# 如果为None，创建一个EventEngine
self.event_engine = EventEngine()
# 开始事件引擎，并产生定时器事件
self.event_engine.start()
# 保存交易通道
self.gateways = {}
# 保存注册的 引擎
self.engines = {}
# 保存apps， app里
self.apps = {}
# 保存交易所列表
self.exchanges = []
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
return engine
def add_gateway(self, gateway_class: BaseGateway):
"""
Add gateway.
"""
gateway = gateway_class(self.event_engine)
self.gateways[gateway.gateway_name] = gateway
# Add gateway supported exchanges into engine
for exchange in gateway.exchanges:
if exchange not in self.exchanges:
self.exchanges.append(exchange)
return gateway
def add_app(self, app_class: BaseApp):
"""
Add app.
把 app 保存在 self.apps和 self.engines
"""
app = app_class()
self.apps[app.app_name] = app
engine = self.add_engine(app.engine_class)
return engine
def init_engines(self):
"""
Init all engines.
"""
# 日志引擎
self.add_engine(LogEngine)
# 提供订单管理系统函数给VN
# Trader
self.add_engine(OmsEngine)
# 邮件引擎
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.
根据名字返回引擎
"""
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 get_all_exchanges(self):
"""
Get all exchanges.
"""
return self.exchanges
def connect(self, setting: dict, gateway_name: str):
"""
Start connection of a specific gateway.
开始链接指定的geteway
"""
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.
从指定的gateway 订阅tick数据
"""
gateway = self.get_gateway(gateway_name)
if gateway:
gateway.subscribe(req)
def subscribe1min(self, req: SubscribeRequest1Min, gateway_name: str):
"""
Subscribe 1 min bar data update of a specific gateway.
从指定的gateway 订阅1 min bar数据
"""
gateway = self.get_gateway(gateway_name)
if gateway:
gateway.subscribe1min(req)
def send_order(self, req: OrderRequest, gateway_name: str):
"""
Send new order request to a specific gateway.
发送新的订单数据到指定的geteway
"""
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.
发送撤单数据到指定的gateway
"""
gateway = self.get_gateway(gateway_name)
if gateway:
gateway.cancel_order(req)
def send_orders(self, reqs: Sequence[OrderRequest], gateway_name: str):
"""
"""
gateway = self.get_gateway(gateway_name)
if gateway:
return gateway.send_orders(reqs)
else:
return ["" for req in reqs]
def cancel_orders(self, reqs: Sequence[CancelRequest], gateway_name: str):
"""
"""
gateway = self.get_gateway(gateway_name)
if gateway:
gateway.cancel_orders(reqs)
def query_history(self, req: HistoryRequest, gateway_name: str):
"""
指定 gateway 请求历史数据
"""
gateway = self.get_gateway(gateway_name)
if gateway:
return gateway.query_history(req)
else:
return None
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()
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()
class MainEngine:
"""
Acts as the core of the trading platform.
"""
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 add_engine(self, engine_class: Any) -> "BaseEngine":
"""
Add function engine.
这种实现机制真神奇
传入的是engine_class，就是一个类
在函数实现里创建这个类，这种设计可以使得不会出现engines字典内有同一个引擎的情况？
BaseEngine的构造函数可以看出，一个引擎在创建的过程中，会传入主引擎、事件引擎、引擎名，这可真绕
这样在BaseEngine所派生的引擎里，就可以调用主引擎提供的接口
class BaseEngine(ABC):
def __init__(
self,
main_engine: MainEngine,
event_engine: EventEngine,
engine_name: str,
):
"""
engine = engine_class(self, self.event_engine)
self.engines[engine.engine_name] = engine
return engine
def add_gateway(self, gateway_class: Type[BaseGateway]) -> BaseGateway:
"""
Add gateway.
"""
# 引擎创建与添加，同样传入的也是一个类，在函数实现时创建
gateway = gateway_class(self.event_engine)
self.gateways[gateway.gateway_name] = gateway
# Add gateway supported exchanges into engine
for exchange in gateway.exchanges:
if exchange not in self.exchanges:
self.exchanges.append(exchange)
return gateway
def add_app(self, app_class: Type[BaseApp]) -> "BaseEngine":
"""
Add app.
"""
# 应用app创建与添加
# app类里只是一些资源索引
app = app_class()
self.apps[app.app_name] = app
# 将app的引擎添加进引擎字典里
# 每个app的实现都会有引擎
engine = self.add_engine(app.engine_class)
return engine
def init_engines(self) -> None:
"""
Init all engines.
"""
self.add_engine(LogEngine)
self.add_engine(OmsEngine)
self.add_engine(EmailEngine)
def write_log(self, msg: str, source: str = "") -> None:
"""
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) -> BaseGateway:
"""
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) -> "BaseEngine":
"""
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) -> Optional[Dict[str, Any]]:
"""
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) -> List[str]:
"""
Get all names of gatewasy added in main engine.
"""
return list(self.gateways.keys())
def get_all_apps(self) -> List[BaseApp]:
"""
Get all app objects.
"""
return list(self.apps.values())
def get_all_exchanges(self) -> List[Exchange]:
"""
Get all exchanges.
"""
return self.exchanges
def connect(self, setting: dict, gateway_name: str) -> None:
"""
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) -> None:
"""
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) -> 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) -> None:
"""
Send cancel order request to a specific gateway.
"""
gateway = self.get_gateway(gateway_name)
if gateway:
gateway.cancel_order(req)
def send_quote(self, req: QuoteRequest, gateway_name: str) -> str:
"""
Send new quote request to a specific gateway.
"""
gateway = self.get_gateway(gateway_name)
if gateway:
return gateway.send_quote(req)
else:
return ""
def cancel_quote(self, req: CancelRequest, gateway_name: str) -> None:
"""
Send cancel quote request to a specific gateway.
"""
gateway = self.get_gateway(gateway_name)
if gateway:
gateway.cancel_quote(req)
def query_history(self, req: HistoryRequest, gateway_name: str) -> Optional[List[BarData]]:
"""
Query bar history data from a specific gateway.
"""
gateway = self.get_gateway(gateway_name)
if gateway:
return gateway.query_history(req)
else:
return None
def close(self) -> None:
"""
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()
class MainEngine:
"""
Acts as the core of VN Trader.
一个大的类来把策略、ctp行情、事件引擎combine起来
ctaTemplate -> CtaEngine->mainEngine ->ctpgateway ->CtpT dApi, 传到C++封装的接口。返回的就是vtOrderID
"""
def __init__(self, event_engine: EventEngine = None):
"""绑定事件引擎"""
if event_engine:
self.event_engine = event_engine # 这个地方难道还可以绑到其他事件引擎
else:
self.event_engine = EventEngine()
self.event_engine.start()
self.gateways = {} # 这个字典的key是借口名称，value是key对应的引擎
self.engines = {} # 传入的引擎
self.apps = {}
self.exchanges = [] # 交易所
os.chdir(TRADER_DIR) # Change working directory
# 用于改变当前工作的目录，from .utility import get_folder_path, TRADER_DIR，是这个地方把这个值引导过来了
# 也就是把Path.cwd转换成TRADER_DIR目录地址，此处为C:\Users\Administrator
self.init_engines() # Initialize function engines
# 添加引擎
def add_engine(self, engine_class: Any):
"""
Add function engine.
"""
engine = engine_class(self, self.event_engine)
# 返回的是engine_class的一个实例对象，如返回EmailEngine，
# 上面的self代表的是MainEngine，engine_class可以指BacktesterEngine或CtaEngine等。
self.engines[engine.engine_name] = engine
# 这样子就可以把引擎的名字和对应的引擎对应起来
return engine
# 添加网管，gateway就是交易场所的API对接网管，每次添加一个gateway，就添加了一个交易所名称
def add_gateway(self, gateway_class: Type[BaseGateway]):
"""
Add gateway：添加接口；
这个函数传入CTPGateway，将传入的CTPGateway
"""
gateway = gateway_class(self.event_engine)
# //TODO:这个geteway_class是从外面传入的参数
# 这里得到一个gateway_class（是CTPGateway之类，不是BaseGateway）的实例，实例的参数是init MainEngine的时候传入的event_engine
self.gateways[gateway.gateway_name] = gateway
# 这里的gateway.gateway_name指的是ctp，调用上面的实例的gateway_name属性，并作为字典的键
# 这里得到了gateways字典，在下面的get_gateway函数要用，取出gateway。
# Add gateway supported exchanges into engine
# 取出gateway的exchanges类属性（列表，非实例属性），
for exchange in gateway.exchanges:
if exchange not in self.exchanges:
self.exchanges.append(exchange)
return gateway
# 主要是指增加系统界面的功能模块
def add_app(self, app_class: Type[BaseApp]):
"""
Add app.
添加上层应用
"""
app = app_class()
self.apps[app.app_name] = app
engine = self.add_engine(app.engine_class)
return engine
# 初始化引擎
def init_engines(self):
"""
Init all engines.
"""
self.add_engine(LogEngine)
# 启动日志引擎
self.add_engine(OmsEngine)
# 启动订单管理系统
self.add_engine(EmailEngine)
# 启动邮箱管理系统
# 写入日志
def write_log(self, msg: str, source: str = ""):
"""
Put log event with specific message.
"""
# LogData继承自BaseData，BaseData有gateway_name，所以这里可以传gateway_name，得到LogData对象。
# //TODO: 不知道这个函数在做什么
log = LogData(msg=msg, gateway_name=source)
event = Event(EVENT_LOG, log)
# Event传入type和data
self.event_engine.put(event)
# 获得网管
def get_gateway(self, gateway_name: str):
"""
Return gateway object by name.
作用是传入CtpGateway，从字典中取出CtpGateway实例，再返回这个实例，getway_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
# 这个返回getaway表示这个gateway已经启动了，现在可以使用了。
# 主要用于后面的send_order,subscibe
# 获得引擎
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
# 获得默认设置
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
# 获得所有引擎的名字
def get_all_gateway_names(self):
"""
Get all names of gatewasy added in main engine.
"""
return list(self.gateways.keys())
# 获得所有的APP
def get_all_apps(self):
"""
Get all app objects.
"""
return list(self.apps.values())
# 获得所有的交易所
def get_all_exchanges(self):
"""
Get all exchanges.
"""
return self.exchanges
# 连接到行情
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)
# 合约订阅
def subscribe(self, req: SubscribeRequest, gateway_name: str):
"""
Subscribe tick data update of a specific gateway.
根据传入的CtpGateway，调用get_gateway函数取出CtpGateway实例，然后订阅行情。
"""
gateway = self.get_gateway(gateway_name)
if gateway:
gateway.subscribe(req)
# 调用CTPGateway实例的subscribe方法，而self.md_api.subscribe(req)的方法就是self.md_api.subscribe(req)，即底层API，而传入的参数是SubscribeRequest（一个类），应该是{self.symbol}.{self.exchange.value}这样的形式
# 下单
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 ""
# 取消订单
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)
# 批量下单
def send_orders(self, reqs: Sequence[OrderRequest], gateway_name: str):
"""
"""
gateway = self.get_gateway(gateway_name)
if gateway:
return gateway.send_orders(reqs)
else:
return ["" for req in reqs]
# 批量取消订单
def cancel_orders(self, reqs: Sequence[CancelRequest], gateway_name: str):
"""
"""
gateway = self.get_gateway(gateway_name)
if gateway:
gateway.cancel_orders(reqs)
# 历史查询
def query_history(self, req: HistoryRequest, gateway_name: str):
"""
Send cancel order request to a specific gateway.
"""
gateway = self.get_gateway(gateway_name)
if gateway:
return gateway.query_history(req)
else:
return None
# 关闭
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()
userID = '118336'
brokerID = '9999'
accountID = "".join((userID, brokerID))
def atest(event):
print event.dict_['data']
print('ddd')
ee = EventEngine()
# ee.register(".".join(("orderSend",accountID)),atest)
# ee.start(timer=True)
a = MainCtp(ee, userID, '147258369', "9999", "tcp://180.168.146.187:10001",
"tcp://180.168.146.187:10001", "Z模拟", "telecom")
print a
a.connect()
ee.register(".".join(("orderSend", a.accountID)), atest)
# ee.register(EVENT_TIMER, atest)
ee.start()
eventType = str(".".join(("orderSend", a.accountID)))
event = Event(type_=eventType)
event.dict_ = {'data': '1', '2': 'b'}
ee.put(event)
ee.put(event)
# ee.register(".".join(("orderSend",a.accountID)),atest)
