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)
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 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 main():
"""客户端主程序入口"""
# 重载sys模块，设置默认字符串编码方式为utf8
reload(sys)
sys.setdefaultencoding('utf8')
# 设置Windows底部任务栏图标
if 'Windows' in platform.uname():
ctypes.windll.shell32.SetCurrentProcessExplicitAppUserModelID(
'vn.trader')
# 创建事件引擎
eventEngine = EventEngine()
eventEngine.start(timer=False)
# 创建客户端
reqAddress = 'tcp://localhost:2014'
subAddress = 'tcp://localhost:0602'
client = VtClient(reqAddress, subAddress, eventEngine)
client.subscribeTopic('')
client.start()
# 初始化Qt应用对象
app = QtGui.QApplication(sys.argv)
app.setWindowIcon(QtGui.QIcon(ICON_FILENAME))
app.setFont(BASIC_FONT)
# 设置Qt的皮肤
try:
f = file(SETTING_FILENAME)
setting = json.load(f)
if setting['darkStyle']:
import qdarkstyle
app.setStyleSheet(qdarkstyle.load_stylesheet(pyside=False))
except:
pass
# 初始化主引擎和主窗口对象
mainEngine = ClientEngine(client, eventEngine)
mainWindow = MainWindow(mainEngine, mainEngine.eventEngine)
mainWindow.showMaximized()
# 在主线程中启动Qt事件循环
sys.exit(app.exec_())
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 Form(QMainWindow, ui_mainfollow.Ui_MainWindow):
"""docstring for Form"""
def __init__(self, parent=None):
super(Form, self).__init__(parent)
self.setupUi(self)
self.ee = EventEngine()
self.ee.start()
self.eventPush = EventPush(self.ee)
self.dirty = False
mxh_a, mxh_b = self.getAccounts()
self.mainCTPList = []
self.agentCTPList = []
self.mainShowCtp = ShowCtp()
self.agentShowCtp = ShowCtp()
self.ee.register(u"addListWidget", self.addListWidget)
self.ee.register(u"addLog", self.addLog)
self.ee.register(u"addTable", self.updateTable)
self.mainFreshPushButton.clicked.connect(self.qryMainPositionDetail)
# self.agentFreshPushButton.clicked.connect(self.qryAgentPositionDetail)
self.setupCTP(self.ee)
self.newAgentCtp = None
self.newMainCtp = None
self.editItem = EditTreeItem()
self.filemenu = self.menuBar().addMenu(u"&菜单")
self.editmenu = self.menuBar().addMenu(u"账户设置")
fileToolbar = self.addToolBar("file")
editToolbar = self.addToolBar("edit")
self.startAction = self.createAction(u"启动",
self.start,
icon="start",
tip=u"启动连接账号")
self.stopAction = self.createAction(u"停止",
self.stop,
icon="stop",
tip=u"断开账户连接")
newAction = self.createAction(u"新建", self.new, icon="add", tip=u"新建账户")
self.modifyAction = self.createAction(u"账户修改",
self.modify,
icon="modify",
tip=u"修改账户信息")
self.delAction = self.createAction(u"删除账户",
self.delete,
icon="delete",
tip=u"删除选中的账户")
# self.relevanceAction = self.createAction(u"关联账户", self.relevance,
# icon="relevance", tip=u"关联主账户与子账户")
startAllAction = self.createAction(u"全部启动",
self.startAll,
tip=u"启动全部账号")
stopAllAction = self.createAction(u"全部停止", self.stopAll, tip=u"断开全部账号")
exitAction = self.createAction(u"退出", self.closeEvent, tip=u"退出系统")
self.saveAction = self.createAction(u"保存",
self.save,
icon="save",
tip=u"保存账号信息")
fileActions = (self.startAction, self.stopAction, None, startAllAction,
stopAllAction, None, exitAction)
editActions = (newAction, self.modifyAction, self.saveAction,
self.delAction, None)
self.addActions(self.filemenu, fileActions)
self.addActions(self.editmenu, editActions)
self.addActions(fileToolbar, (self.startAction, self.stopAction))
self.addActions(editToolbar, editActions)
self.setWindowTitle(u"期货系统")
self.updateUi()
self.initComboBox()
self.updateTree()
self.setWindowIcon(QIcon(":/logo.png"))
self.statusLabelCompany = QLabel(u"杭州易期智能科技有限公司")
self.statusLabelTel = QLabel(u"Tel:0571-86493200")
self.statusBar().addPermanentWidget(self.statusLabelCompany)
self.statusBar().addPermanentWidget(self.statusLabelTel)
self.accountTreeWidget.itemClicked.connect(self.getEditItem)
# 初始化时，什么也没做
self.mainAccountComboBox.currentIndexChanged.connect(
self.updateMainComboBox)
# self.agentAccountComboBox.currentIndexChanged.connect(self.updateAgentComboBox)
# 设置输出信息
self.setupTable(self.mainAccountTable)
# self.setupTable(self.agentAccountTable)
# 初始化订阅列表
self.subscribeSetup()
def subscribeSetup(self):
for i in self.mainAccountList:
for j in self.mainCTPList:
if j.userID == i.userID:
j.subscribeList = i.subscribes
def subscribeApi(self, subscribeObj, mainuserID):
for i in self.mainAccountList:
if i.userID == mainuserID:
print('jinru')
for sub in i.subscribes:
if subscribeObj.channel_id == sub.channel_id:
print('have subscript')
break
else:
pass
else:
print('start subscribe...')
i.subscribes.append(subscribeObj)
self.save()
# ctp列表中订阅
for j in self.mainCTPList:
if j.userID == i.userID:
j.subscribeList.append(subscribeObj)
else:
print('没有此操盘手：%s' % mainuserID)
return self.mainAccountList
def unsubscribeApi(self, subscribeObj, mainuserID):
for i in self.mainAccountList:
if i.userID == mainuserID:
print('jinru')
for sub in i.subscribes:
if subscribeObj.channel_id == sub.channel_id:
print('delect subscribe')
i.subscribes.remove(sub)
self.save()
# ctp列表中删除订阅
for j in self.mainCTPList:
if j.userID == i.userID:
for each in j.subscribeList:
if each.channel_id == subscribeObj.channel_id:
j.subscribeList.remove(each)
break
else:
pass
else:
print('You have not subscribed ')
return self.mainAccountList
# 设置输出框的格式
def setupTable(self, target):
target.setSortingEnabled(False)
target.setColumnCount(6)
headers = [u"持仓合约", u'买卖', u'手数', u'开仓价', u'开仓时间', u"持仓盈亏"]
target.setHorizontalHeaderLabels(headers)
target.setEditTriggers(target.NoEditTriggers)
target.setAlternatingRowColors(True)
def updateTable(self, event):
data = event.dict_['data']
rowCount = len(data)
print u'持仓信息'
print '就是这里'
def setItem(target, data):
target.clearContents()
for i, v in enumerate(data):
# print i,v
if i == 0:
continue
item = QTableWidgetItem("%s" % v['InstrumentID'])
target.setItem(i - 1, 0, item)
if v['Direction'] == "0":
item = QTableWidgetItem(u"买")
item.setForeground(QColor('red'))
else:
item = QTableWidgetItem(u"卖")
item.setForeground(QColor('green'))
target.setItem(i - 1, 1, item)
item = QTableWidgetItem("%s" % safeUnicode(v['Volume']))
target.setItem(i - 1, 2, item)
item = QTableWidgetItem("%s" % safeUnicode(v['OpenPrice']))
target.setItem(i - 1, 3, item)
item = QTableWidgetItem("%s" % safeUnicode(v['OpenDate']))
target.setItem(i - 1, 4, item)
item = QTableWidgetItem("%s" %
safeUnicode(v['PositionProfitByDate']))
if v['PositionProfitByDate'] < 0:
item.setBackground(QColor("green"))
item.setForeground(QColor("white"))
elif v['PositionProfitByDate'] > 0:
item.setBackground(QColor("red"))
item.setForeground(QColor("white"))
target.setItem(i - 1, 5, item)
if data[0] and rowCount != 0:
self.mainAccountTable.setRowCount(rowCount - 1)
setItem(self.mainAccountTable, data)
else:
pass
def getEditItem(self):
currentItem = self.accountTreeWidget.currentItem()
parentItem = currentItem.parent()
topIndex = self.accountTreeWidget.indexOfTopLevelItem(parentItem)
if topIndex == 0:
k, ctp, accountIndex, account = getCTPFromTree(
currentItem.text(0), currentItem.text(2), self.mainCTPList,
self.mainAccountList)
self.editItem.index = k
self.editItem.ctp = ctp
self.editItem.flag = True
self.editItem.isNone = False
self.editItem.accountIndex = accountIndex
self.editItem.account = account
elif topIndex == 1:
k, ctp, accountIndex, account = getCTPFromTree(
currentItem.text(0), currentItem.text(2), self.agentCTPList,
self.agentAccountList)
self.editItem.index = k
self.editItem.ctp = ctp
self.editItem.flag = False
self.editItem.isNone = False
self.editItem.accountIndex = accountIndex
self.editItem.account = account
else:
self.editItem = EditTreeItem()
self.updateUi()
def updateTree(self):
self.accountTreeWidget.clear()
self.accountTreeWidget.setColumnCount(3)
self.accountTreeWidget.setHeaderLabels([u'账号信息', u'连接状态', u'期货公司'])
self.rootMain = QTreeWidgetItem(self.accountTreeWidget)
self.rootMain.setText(0, u"主账号:")
# self.rootAgent = QTreeWidgetItem(self.accountTreeWidget)
# self.rootAgent.setText(0, u"子账号:")
self.accountTreeWidget.expandItem(self.rootMain)
# self.accountTreeWidget.expandItem(self.rootAgent)
for i in self.mainCTPList:
mainCtp = QTreeWidgetItem(self.rootMain)
mainCtp.setText(0, i.userID)
if i.loginStatus:
mainCtp.setText(1, u"ON")
else:
mainCtp.setText(1, u"OFF")
mainCtp.setText(2, i.company)
# print i.childList
if len(i.childList) > 0:
for k, j in enumerate(i.childList):
childCtp = QTreeWidgetItem(mainCtp)
childCtp.setText(0, u"%s:" % (k + 1) + unicode(j.userID))
if j.connectionStatus:
childCtp.setText(1, u"ON")
else:
childCtp.setText(1, u"OFF")
childCtp.setText(2, j.company)
# for i in self.agentCTPList:
# agentCtp = QTreeWidgetItem(self.rootAgent)
# agentCtp.setText(0, i.userID)
# if i.connectionStatus:
# agentCtp.setText(1, u"ON")
# else:
# agentCtp.setText(1, u"OFF")
# agentCtp.setText(2, i.company)
def getAccounts(self):
filename = os.getcwd() + r"\\accounts.ph"
self.mainAccountList, self.agentAccountList = getAccounts(filename)
return self.mainAccountList, self.agentAccountList
def setupCTP(self, eventEngine):
self.mainCTPList = []
self.agentCTPList = []
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:
mainCtp = getCTP(i, self.mainCTPList)
for j in i.childs:
agentCtp = getCTP(j, self.agentCTPList)
mainCtp.childList.append(agentCtp)
agentCtp.father = mainCtp
def updateCTP(self):
if self.newMainCtp is not None:
self.mainCTPList.append(self.newMainCtp)
if self.newAgentCtp is not None:
self.agentCTPList.append(self.newAgentCtp)
self.newMainCtp = None
self.newAgentCtp = None
# 账号启动连接
def start(self):
if self.editItem.flag:
self.editItem.ctp.connect()
else:
if self.editItem.ctp.father is not None:
self.editItem.ctp.connect()
else:
QMessageBox.warning(self, u"账号启动", u"启动前请先关联主账号。")
sleep(1)
self.updateUi()
self.updateTree()
def stop(self):
self.editItem.ctp.close()
# sleep(1)
now = datetime.now()
if self.editItem.flag:
flag = u"主帐号"
else:
flag = u"子帐号"
msg = " ".join(
(now.strftime('%Y-%m-%d %H:%M:%S'), flag,
self.editItem.ctp.company, self.editItem.ctp.userID, u"已经断开连接"))
self.logListWidget.insertItem(0, QListWidgetItem(msg))
self.updateUi()
self.updateTree()
def startAll(self):
for i in self.mainCTPList:
i.connect()
for i in self.agentCTPList:
if i.father is not None:
i.connect()
else:
QMessageBox.warning(self, u"账号启动", u"启动前请先关联主账号。")
sleep(1)
self.updateTree()
def stopAll(self):
for i in self.mainCTPList:
if i.loginStatus:
i.close()
for i in self.agentCTPList:
if i.loginStatus:
i.close()
self.updateTree()
now = datetime.now()
msg = " ".join((now.strftime('%Y-%m-%d %H:%M:%S'), u"账号已经全部断开连接"))
self.logListWidget.insertItem(0, QListWidgetItem(msg))
def save(self):
if self.dirty:
filename = os.getcwd() + r"\\accounts.ph"
accounts = shelve.open(filename)
accounts['mainAccountList'] = self.mainAccountList
accounts['agentAccountList'] = self.agentAccountList
accounts.close()
self.dirty = False
self.updateUi()
def new(self):
self.newDialog = NewAccountDialog(self)
if self.newDialog.exec_():
newAccount = self.newDialog.newAccount
if newAccount.mainFlag:
self.mainAccountList.append(newAccount)
self.newMainCtp = setupMainCTP(newAccount, self.ee)
else:
# self.agentAccountList.append(newAccount)
# self.newAgentCtp = setupAgentCTP(newAccount, self.ee)
pass
else:
return
self.updateCTP()
self.dirty = True
self.updateUi()
self.updateTree()
self.initComboBox()
def updateUi(self):
if self.dirty:
self.saveAction.setEnabled(True)
else:
self.saveAction.setEnabled(False)
if self.editItem.isNone:
self.stopAction.setEnabled(False)
# self.relevanceAction.setEnabled(False)
self.startAction.setEnabled(False)
self.modifyAction.setEnabled(False)
self.delAction.setEnabled(False)
else:
if self.editItem.ctp.connectionStatus:
self.stopAction.setEnabled(True)
self.startAction.setEnabled(False)
else:
self.stopAction.setEnabled(False)
self.startAction.setEnabled(True)
self.modifyAction.setEnabled(True)
# self.relevanceAction.setEnabled(True)
self.delAction.setEnabled(True)
if self.editItem.isNone:
self.startAction.setEnabled(False)
self.stopAction.setEnabled(False)
else:
if self.editItem.ctp.connectionStatus:
self.startAction.setEnabled(False)
self.stopAction.setEnabled(True)
else:
self.startAction.setEnabled(True)
self.stopAction.setEnabled(False)
def initComboBox(self):
self.mainAccountComboBox.clear()
# self.agentAccountComboBox.clear()
for i in self.mainAccountList:
msg = u"brokerID:" + unicode(i.brokerID) + u" 账号:" + unicode(
i.userID)
self.mainAccountComboBox.addItem(msg)
# for j in self.agentAccountList:
# msg = u"brokerID:" + unicode(j.brokerID) + u" 账号:" + unicode(j.userID)
# self.agentAccountComboBox.addItem(msg)
self.updateMainComboBox()
# self.updateAgentComboBox()
def updateMainComboBox(self):
try:
msg = self.mainAccountComboBox.currentText()
msg = msg.split(" ")
brokerID = msg[0].split(":")[1]
userID = msg[1].split(":")[1]
k, ctp = getCTPFromBrokerID(brokerID, userID, self.mainCTPList)
self.mainShowCtp.index = k
self.mainShowCtp.ctp = ctp
self.mainShowCtp.isNone = False
self.mainCompanyLabel.setText(ctp.company)
self.mainOperatorLabel.setText(ctp.operator)
self.mainTdAddressLabel.setText(ctp.address)
except IndexError:
pass
def updateAgentComboBox(self):
try:
msg = self.agentAccountComboBox.currentText()
msg = msg.split(" ")
brokerID = msg[0].split(":")[1]
userID = msg[1].split(":")[1]
k, ctp = getCTPFromBrokerID(brokerID, userID, self.agentCTPList)
self.agentShowCtp.id = k
self.agentShowCtp.ctp = ctp
self.agentShowCtp.isNone = False
self.agentCompanyLabel.setText(ctp.company)
self.agentOperatorLabel.setText(ctp.operator)
self.agentTdAddressLabel.setText(ctp.address)
except IndexError:
pass
def qryMainPositionDetail(self, event):
if not self.mainShowCtp.isNone and self.mainShowCtp.ctp.loginStatus:
self.mainShowCtp.ctp.qryInvestorPositionDetail()
else:
# pass
self.mainAccountTable.clearContents()
def qryAgentPositionDetail(self, event):
if not self.agentShowCtp.isNone and self.agentShowCtp.ctp.loginStatus:
sleep(0.2)
self.agentShowCtp.ctp.qryInvestorPositionDetail()
else:
pass
def modify(self):
if self.editItem.isNone:
QMessageBox.warning(self, u"密码修改", u"请选择账号。")
return
self.editDialog = EditDialog(self.editItem.ctp.strike,
self.editItem.ctp.multiple,
self.editItem.ctp.opposite, self)
self.editDialog.userIDLabel.setText(self.editItem.ctp.userID)
if self.editDialog.exec_():
password = self.editDialog.password
multiple = self.editDialog.multiple
strike = self.editDialog.slip
oppositeFlag = self.editDialog.oppositeFlag
if password != "":
self.editItem.ctp.password = password
self.editItem.account.password = password
self.editItem.ctp.strike = strike
self.editItem.ctp.multiple = multiple
self.editItem.ctp.opposite = oppositeFlag
self.dirty = True
self.updateUi()
print self.editItem.ctp.opposite
print '是什么？'
else:
return
def delete(self):
msg = " ".join(("确定删除", self.editItem.ctp.company, "账户:",
self.editItem.ctp.userID, "?"))
reply = QMessageBox.question(self, u"账户删除", msg,
QMessageBox.Yes | QMessageBox.No,
QMessageBox.No)
if reply == QMessageBox.Yes:
if self.editItem.flag:
self.mainAccountList.pop(self.editItem.accountIndex)
self.mainCTPList.pop(self.editItem.index)
for i in self.agentCTPList:
if self.editItem.ctp == i.father:
i.father = None
for i in self.agentAccountList:
if self.editItem.account == i.father:
i.father = None
else:
if self.editItem.ctp.father is not None:
for k, i in enumerate(self.editItem.ctp.father.childList):
if self.editItem.ctp is i:
self.editItem.ctp.father.childList.pop(k)
for k, i in enumerate(self.editItem.account.father.childs):
if self.editItem.account.userID == i.userID \
and self.editItem.account.brokerID == i.brokerID:
self.editItem.account.father.childs.pop(k)
self.agentAccountList.pop(self.editItem.accountIndex)
self.agentCTPList.pop(self.editItem.index)
self.editItem = EditTreeItem()
self.dirty = True
self.updateTree()
self.updateUi()
self.initComboBox()
else:
return
def relevance(self):
self.relevanceDialog = RelevanceDialog(self, self.mainAccountList,
self.agentAccountList)
mainAccount = None
agentAccount = None
strike = 3
if self.relevanceDialog.exec_():
mainAccount = self.relevanceDialog.mainAccount
agentAccount = self.relevanceDialog.agentAccount
strike = self.relevanceDialog.strike
multiple = self.relevanceDialog.multiple
oppositeFlag = self.relevanceDialog.oppositeFlag
if mainAccount is not None and agentAccount is not None:
mainCtp = getCTP(mainAccount, self.mainCTPList)
agentCtp = getCTP(agentAccount, self.agentCTPList)
agentCtp.strike = strike
agentCtp.multiple = multiple
agentCtp.opposite = oppositeFlag
print agentCtp.opposite
print 'guan lian'
for i in mainCtp.childList:
print('guanlianxinxihanshu:', i)
if agentCtp is i:
QMessageBox.warning(
self, u"关联信息已存在", " ".join(
(u"子账户", agentCtp.company, agentCtp.userID,
u"已经关联到主账户", mainCtp.company, mainCtp.userID,
u"中，请勿重复关联！")))
return
mainAccount.childs.append(agentAccount)
agentAccount.father = mainAccount
mainCtp.childList.append(agentCtp)
agentCtp.father = mainCtp
self.dirty = True
self.updateTree()
return
def closeEvent(self, event):
reply = QMessageBox.question(self, u"退出", u"确认退出系统？",
QMessageBox.Yes | QMessageBox.No,
QMessageBox.No)
if reply == QMessageBox.Yes:
if self.dirty:
saveReply = QMessageBox.question(
self, u"保存", u"账号信息有变动，是否保存？",
QMessageBox.Yes | QMessageBox.No, QMessageBox.No)
if saveReply == QMessageBox.Yes:
self.save()
self.stopAll()
self.ee.stop()
event.accept()
else:
event.ignore()
def createAction(self,
text,
slot=None,
shortcut=None,
icon=None,
tip=None,
checkable=False,
signal="triggered"):
action = QAction(text, self)
if icon is not None:
action.setIcon(QIcon(":/%s.png" % icon))
if shortcut is not None:
action.setShortcut(shortcut)
if tip is not None:
action.setToolTip(tip)
action.setStatusTip(tip)
if slot is not None:
if signal == "triggered":
action.triggered.connect(slot)
if checkable:
action.setCheckable(True)
return action
def addActions(self, target, actions):
for action in actions:
if action is None:
target.addSeparator()
else:
target.addAction(action)
def getPrice(self):
pass
def addListWidget(self, event):
now = datetime.now()
msg = " ".join(
(now.strftime('%Y-%m-%d %H:%M:%S'), event.dict_['data']))
self.logListWidget.insertItem(0, QListWidgetItem(msg))
print('print meg is', QListWidgetItem(msg))
def addLog(self, event):
print event.dict_['data']
print '数据嘛？'
class Mform():
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()
def subscribeSetup(self):
for i in self.mainAccountList:
for j in self.mainCTPList:
if j.userID == i.userID:
j.subscribeList = i.subscribes
def getAccountsM(self):
filename = os.getcwd() + r"\\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)
print(i.company, i.operator, i.userID, i.tdAddress, i.mdAddress,
i.childs, i.subscribes)
self.mainCTPList.append(setupMainCTP(i, eventEngine))
for i in self.mainAccountList:
if len(i.childs) > 0:
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.mainAccountList
def subscribeApi(self, subscribeObj, mainuserID):
for i in self.mainAccountList:
if i.userID == mainuserID:
print('jinru')
for sub in i.subscribes:
if subscribeObj.channel_id == sub.channel_id:
print('have subscript')
break
else:
pass
else:
print('start subscribe...')
i.subscribes.append(subscribeObj)
self.save()
#ctp列表中订阅
for j in self.mainCTPList:
if j.userID == i.userID:
j.subscribeList.append(subscribeObj)
else:
print('没有此操盘手：%s' % mainuserID)
return self.mainAccountList
def unsubscribeApi(self, subscribeObj, mainuserID):
for i in self.mainAccountList:
if i.userID == mainuserID:
print('jinru')
for sub in i.subscribes:
if subscribeObj.channel_id == sub.channel_id:
print('delect subscribe')
i.subscribes.remove(sub)
self.save()
# ctp列表中删除订阅
for j in self.mainCTPList:
if j.userID == i.userID:
for each in j.subscribeList:
if each.channel_id == subscribeObj.channel_id:
j.subscribeList.remove(each)
break
else:
pass
else:
print('You have not subscribed ')
return self.mainAccountList
def save(self):
filename = os.getcwd() + r"\\accounts.ph"
accounts = shelve.open(filename)
accounts['mainAccountList'] = self.mainAccountList
accounts['agentAccountList'] = self.agentAccountList
accounts.close()
def new(self, userID, password, brokerID, company, operator, tdAddress,
mdAddress):
mainuser = phAccount()
mainuser.userID = userID
mainuser.password = password
mainuser.brokerID = brokerID
mainuser.company = company
mainuser.operator = operator
mainuser.tdAddress = tdAddress
mainuser.mdAddress = mdAddress
mainuser.mainFlag = True
for i in self.mainAccountList:
if userID == i.userID:
print('user have exist')
num = input('1,确定修改，2 退出')
if num == 1:
print('sjsj')
i.userID = userID
i.password = password
i.brokerID = brokerID
i.company = company
i.operator = operator
i.tdAddress = tdAddress
i.mdAddress = mdAddress
# self.mainAccountList.pop()
self.save()
break
else:
print('tuichu')
break
else:
print('else zhixing')
self.mainAccountList.append(mainuser)
self.save()
return self.mainAccountList
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()
new_data = bars[n:] # 其它留着演示
else:
history = bars # 先取得最新的n根bar作为历史
new_data = [] # 演示的为空
# 绘制历史K线主图及各个副图
widget.update_history(history)
# 绘制委托单到主图
trades = make_trades()
trades = [value for value in trades.values()]
# widget.add_orders(orders)
# 绘制成交单到主图
widget.add_trades(trades)
def update_bar():
if new_data:
bar = new_data.pop(0)
widget.update_bar(bar)
timer = QtCore.QTimer()
timer.timeout.connect(update_bar)
if dynamic:
timer.start(100)
widget.show()
event_engine.start()
app.exec_()
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()
from vnpy.event import EventEngine from vnpy.trader.engine import LogEngine logengine = LogEngine() eventEngine = EventEngine() eventEngine.start()
# from vnpy.trader.vtFunction import getTempPath
# from phFunction import getCTPPath,EventPush
from vnpy.trader.gateway.ctpGateway.language import text
from vnpy.trader.vtConstant import GATEWAYTYPE_FUTURES
from vnpy.event import EventEngine, Event
from vnpy.trader.vtEngine import MainEngine
from vnpy.trader.gateway.ctpGateway.ctpGateway import *
from phCTP import *
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.start()
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()
