Exemple #1
0
class MainEngine(object):
    """主引擎"""

    #----------------------------------------------------------------------
    def __init__(self):
        """Constructor"""
        # 创建事件引擎
        self.eventEngine = EventEngine2()
        self.eventEngine.start()

        # 创建数据引擎
        self.dataEngine = DataEngine(self, self.eventEngine)

        # MongoDB数据库相关
        self.dbClient = None  # MongoDB客户端对象

        # 调用一个个初始化函数
        self.initGateway()

        # 扩展模块
        self.ctaEngine = CtaEngine(self, self.eventEngine)  # cta策略运行模块
        self.drEngine = DrEngine(self, self.eventEngine)  # 数据记录模块
        self.rmEngine = RmEngine(self, self.eventEngine)  # 风险管理模块

    #----------------------------------------------------------------------
    def initGateway(self):
        """初始化接口对象"""
        # 用来保存接口对象的字典
        self.gatewayDict = OrderedDict()

        # 创建我们想要接入的接口对象
        try:
            from ctpGateway.ctpGateway import CtpGateway
            self.addGateway(CtpGateway, 'CTP')
            self.gatewayDict['CTP'].setQryEnabled(True)

            self.addGateway(CtpGateway, 'CTP_Prod')
            self.gatewayDict['CTP_Prod'].setQryEnabled(True)

            self.addGateway(CtpGateway, 'CTP_Post')
            self.gatewayDict['CTP_Post'].setQryEnabled(True)

            self.addGateway(CtpGateway, 'CTP_EBF')
            self.gatewayDict['CTP_EBF'].setQryEnabled(True)
        except Exception as e:
            print e
        """
        try:
            from ltsGateway.ltsGateway import LtsGateway
            self.addGateway(LtsGateway, 'LTS')
            self.gatewayDict['LTS'].setQryEnabled(True)
        except Exception, e:
            print e
        """
        """
        try:
            from ksotpGateway.ksotpGateway import KsotpGateway
            self.addGateway(KsotpGateway, 'KSOTP')
            self.gatewayDict['KSOTP'].setQryEnabled(True)
        except Exception, e:
            print e    
            
        try:
            from femasGateway.femasGateway import FemasGateway
            self.addGateway(FemasGateway, 'FEMAS')
            self.gatewayDict['FEMAS'].setQryEnabled(True)
        except Exception, e:
            print e  
        
        try:
            from xspeedGateway.xspeedGateway import XspeedGateway
            self.addGateway(XspeedGateway, 'XSPEED')
            self.gatewayDict['XSPEED'].setQryEnabled(True)
        except Exception, e:
            print e          
        
        try:
            from ksgoldGateway.ksgoldGateway import KsgoldGateway
            self.addGateway(KsgoldGateway, 'KSGOLD')
            self.gatewayDict['KSGOLD'].setQryEnabled(True)
        except Exception, e:
            print e
            
        try:
            from sgitGateway.sgitGateway import SgitGateway
            self.addGateway(SgitGateway, 'SGIT')
            self.gatewayDict['SGIT'].setQryEnabled(True)
        except Exception, e:
            print e        
            
        try:
            from windGateway.windGateway import WindGateway
            self.addGateway(WindGateway, 'Wind') 
        except Exception, e:
            print e
        
        try:
            from ibGateway.ibGateway import IbGateway
            self.addGateway(IbGateway, 'IB')
        except Exception, e:
            print e
            
        try:
            from oandaGateway.oandaGateway import OandaGateway
            self.addGateway(OandaGateway, 'OANDA')
            self.gatewayDict['OANDA'].setQryEnabled(True)
        except Exception, e:
            print e

        try:
            from okcoinGateway.okcoinGateway import OkcoinGateway
            self.addGateway(OkcoinGateway, 'OKCOIN')
            self.gatewayDict['OKCOIN'].setQryEnabled(True)
        except Exception, e:
            print e
        """

    #----------------------------------------------------------------------
    def addGateway(self, gateway, gatewayName=None):
        """创建接口"""
        self.gatewayDict[gatewayName] = gateway(self.eventEngine, gatewayName)

    # ----------------------------------------------------------------------
    def connect(self, gatewayName):
        """连接特定名称的接口"""
        if gatewayName in self.gatewayDict:
            gateway = self.gatewayDict[gatewayName]
            gateway.connect()
        else:
            self.writeLog(u'接口不存在:%s' % gatewayName)

    # ----------------------------------------------------------------------
    def subscribe(self, subscribeReq, gatewayName):
        """订阅特定接口的行情"""
        if gatewayName in self.gatewayDict:
            gateway = self.gatewayDict[gatewayName]
            gateway.subscribe(subscribeReq)
        else:
            self.writeLog(u'接口不存在:%s' % gatewayName)

    # ----------------------------------------------------------------------
    def sendOrder(self, orderReq, gatewayName):
        """对特定接口发单"""
        # 如果风控检查失败则不发单
        if not self.rmEngine.checkRisk(orderReq):
            self.writeLog(u'风控检查不通过')
            return ''

        if gatewayName in self.gatewayDict:
            gateway = self.gatewayDict[gatewayName]
            return gateway.sendOrder(orderReq)
        else:
            self.writeLog(u'接口不存在:%s' % gatewayName)

    # ----------------------------------------------------------------------
    def cancelOrder(self, cancelOrderReq, gatewayName):
        """对特定接口撤单"""
        if gatewayName in self.gatewayDict:
            gateway = self.gatewayDict[gatewayName]
            gateway.cancelOrder(cancelOrderReq)
        else:
            self.writeLog(u'接口不存在:%s' % gatewayName)

    #----------------------------------------------------------------------
    def qryAccont(self, gatewayName):
        """查询特定接口的账户"""
        if gatewayName in self.gatewayDict:
            gateway = self.gatewayDict[gatewayName]
            gateway.getAccount()
        else:
            self.writeLog(u'接口不存在:%s' % gatewayName)

    def getAccountInfo(self):
        """读取风控的账号与仓位数据
        # Added by IncenseLee
        仅支持一个账号。不支持多账号
        以后支持跨市场套利才更新吧。
        """
        return self.rmEngine.getAccountInfo()

    #----------------------------------------------------------------------
    def qryPosition(self, gatewayName):
        """查询特定接口的持仓"""
        if gatewayName in self.gatewayDict:
            gateway = self.gatewayDict[gatewayName]
            gateway.getPosition()
        else:
            self.writeLog(u'接口不存在:%s' % gatewayName)

    # ----------------------------------------------------------------------
    def exit(self):
        """退出程序前调用,保证正常退出"""
        # 安全关闭所有接口
        for gateway in self.gatewayDict.values():
            gateway.close()

        # 停止事件引擎
        self.eventEngine.stop()

        # 停止数据记录引擎
        self.drEngine.stop()

        # 保存数据引擎里的合约数据到硬盘
        self.dataEngine.saveContracts()

    def disconnect(self):
        """断开底层gateway的连接"""
        for gateway in self.gatewayDict.values():
            gateway.close()

    # ----------------------------------------------------------------------
    def writeLog(self, content):
        """快速发出日志事件"""
        log = VtLogData()
        log.logContent = content
        event = Event(type_=EVENT_LOG)
        event.dict_['data'] = log
        self.eventEngine.put(event)

        # 写入本地log日志
        logging.info(content)

    # ----------------------------------------------------------------------
    def dbConnect(self):
        """连接MongoDB数据库"""
        if not self.dbClient:
            # 读取MongoDB的设置
            host, port = loadMongoSetting()

            try:
                # 设置MongoDB操作的超时时间为0.5秒
                self.dbClient = MongoClient(host,
                                            port,
                                            serverSelectionTimeoutMS=500)

                # 调用server_info查询服务器状态,防止服务器异常并未连接成功
                self.dbClient.server_info()

                self.writeLog(u'MongoDB连接成功')
            except ConnectionFailure:
                self.writeLog(u'MongoDB连接失败')

    # ----------------------------------------------------------------------
    def dbInsert(self, dbName, collectionName, d):
        """向MongoDB中插入数据,d是具体数据"""
        if self.dbClient:
            db = self.dbClient[dbName]
            collection = db[collectionName]
            collection.insert(d)

    # ----------------------------------------------------------------------
    def dbQuery(self, dbName, collectionName, d):
        """从MongoDB中读取数据,d是查询要求,返回的是数据库查询的指针"""
        if self.dbClient:
            db = self.dbClient[dbName]
            collection = db[collectionName]
            cursor = collection.find(d)
            return cursor
        else:
            return None

    #----------------------------------------------------------------------
    def getContract(self, vtSymbol):
        """查询合约"""
        return self.dataEngine.getContract(vtSymbol)

    #----------------------------------------------------------------------
    def getAllContracts(self):
        """查询所有合约(返回列表)"""
        return self.dataEngine.getAllContracts()

    #----------------------------------------------------------------------
    def getOrder(self, vtOrderID):
        """查询委托"""
        return self.dataEngine.getOrder(vtOrderID)

    #----------------------------------------------------------------------
    def getAllWorkingOrders(self):
        """查询所有的活跃的委托(返回列表)"""
        return self.dataEngine.getAllWorkingOrders()

    def clearData(self):
        """清空数据引擎的数据"""
        self.dataEngine.clearData()
        self.ctaEngine.clearData()

    def saveData(self):
        self.ctaEngine.saveStrategyData()
Exemple #2
0
class MainEngine(object):
    """主引擎"""

    #----------------------------------------------------------------------
    def __init__(self):
        """Constructor"""
        # 记录今日日期
        self.todayDate = datetime.now().strftime('%Y%m%d')

        # 创建事件引擎
        self.eventEngine = EventEngine2()
        self.eventEngine.start()

        # 创建数据引擎
        self.dataEngine = DataEngine(self.eventEngine)

        # MongoDB数据库相关
        self.dbClient = None  # MongoDB客户端对象

        # 调用一个个初始化函数
        self.initGateway()

        # 扩展模块
        self.ctaEngine = CtaEngine(self, self.eventEngine)
        self.drEngine = DrEngine(self, self.eventEngine)
        self.rmEngine = RmEngine(self, self.eventEngine)

    #----------------------------------------------------------------------
    def initGateway(self):
        """初始化接口对象"""
        # 用来保存接口对象的字典
        self.gatewayDict = OrderedDict()

        # 遍历接口字典并自动创建所有的接口对象
        for gatewayModule in GATEWAY_DICT.values():
            try:
                self.addGateway(gatewayModule.gateway,
                                gatewayModule.gatewayName)
                if gatewayModule.gatewayQryEnabled:
                    self.gatewayDict[gatewayModule.gatewayName].setQryEnabled(
                        True)
            except:
                traceback.print_exc()

    #----------------------------------------------------------------------
    def addGateway(self, gateway, gatewayName=None):
        """创建接口"""
        self.gatewayDict[gatewayName] = gateway(self.eventEngine, gatewayName)

    #----------------------------------------------------------------------
    def connect(self, gatewayName):
        """连接特定名称的接口"""
        if gatewayName in self.gatewayDict:
            gateway = self.gatewayDict[gatewayName]
            gateway.connect()

            # 接口连接后自动执行数据库连接的任务
            self.dbConnect()
        else:
            self.writeLog(text.GATEWAY_NOT_EXIST.format(gateway=gatewayName))

    #----------------------------------------------------------------------
    def subscribe(self, subscribeReq, gatewayName):
        """订阅特定接口的行情"""
        if gatewayName in self.gatewayDict:
            gateway = self.gatewayDict[gatewayName]
            gateway.subscribe(subscribeReq)
        else:
            self.writeLog(text.GATEWAY_NOT_EXIST.format(gateway=gatewayName))

    #----------------------------------------------------------------------
    def sendOrder(self, orderReq, gatewayName):
        """对特定接口发单"""
        # 如果风控检查失败则不发单
        if not self.rmEngine.checkRisk(orderReq):
            return ''

        if gatewayName in self.gatewayDict:
            gateway = self.gatewayDict[gatewayName]
            return gateway.sendOrder(orderReq)
        else:
            self.writeLog(text.GATEWAY_NOT_EXIST.format(gateway=gatewayName))

    #----------------------------------------------------------------------
    def cancelOrder(self, cancelOrderReq, gatewayName):
        """对特定接口撤单"""
        if gatewayName in self.gatewayDict:
            gateway = self.gatewayDict[gatewayName]
            gateway.cancelOrder(cancelOrderReq)
        else:
            self.writeLog(text.GATEWAY_NOT_EXIST.format(gateway=gatewayName))

    #----------------------------------------------------------------------
    def qryAccount(self, gatewayName):
        """查询特定接口的账户"""
        if gatewayName in self.gatewayDict:
            gateway = self.gatewayDict[gatewayName]
            gateway.qryAccount()
        else:
            self.writeLog(text.GATEWAY_NOT_EXIST.format(gateway=gatewayName))

    #----------------------------------------------------------------------
    def qryPosition(self, gatewayName):
        """查询特定接口的持仓"""
        if gatewayName in self.gatewayDict:
            gateway = self.gatewayDict[gatewayName]
            gateway.qryPosition()
        else:
            self.writeLog(text.GATEWAY_NOT_EXIST.format(gateway=gatewayName))

    #----------------------------------------------------------------------
    def exit(self):
        """退出程序前调用,保证正常退出"""
        # 安全关闭所有接口
        for gateway in self.gatewayDict.values():
            gateway.close()

        # 停止事件引擎
        self.eventEngine.stop()

        # 停止数据记录引擎
        self.drEngine.stop()

        # 保存数据引擎里的合约数据到硬盘
        self.dataEngine.saveContracts()

    #----------------------------------------------------------------------
    def writeLog(self, content):
        """快速发出日志事件"""
        log = VtLogData()
        log.logContent = content
        event = Event(type_=EVENT_LOG)
        event.dict_['data'] = log
        self.eventEngine.put(event)

    #----------------------------------------------------------------------
    def dbConnect(self):
        """连接MongoDB数据库"""
        if not self.dbClient:
            # 读取MongoDB的设置
            host, port, logging = loadMongoSetting()

            try:
                # 设置MongoDB操作的超时时间为0.5秒
                self.dbClient = MongoClient(host, port, connectTimeoutMS=500)

                # 调用server_info查询服务器状态,防止服务器异常并未连接成功
                self.dbClient.server_info()

                self.writeLog(text.DATABASE_CONNECTING_COMPLETED)

                # 如果启动日志记录,则注册日志事件监听函数
                if logging:
                    self.eventEngine.register(EVENT_LOG, self.dbLogging)

            except ConnectionFailure:
                self.writeLog(text.DATABASE_CONNECTING_FAILED)

    #----------------------------------------------------------------------
    def dbInsert(self, dbName, collectionName, d):
        """向MongoDB中插入数据,d是具体数据"""
        if self.dbClient:
            db = self.dbClient[dbName]
            collection = db[collectionName]
            collection.insert_one(d)
        else:
            self.writeLog(text.DATA_INSERT_FAILED)

    #----------------------------------------------------------------------
    def dbQuery(self, dbName, collectionName, d):
        """从MongoDB中读取数据,d是查询要求,返回的是数据库查询的指针"""
        if self.dbClient:
            db = self.dbClient[dbName]
            collection = db[collectionName]
            cursor = collection.find(d)
            if cursor:
                return list(cursor)
            else:
                return []
        else:
            self.writeLog(text.DATA_QUERY_FAILED)
            return []

    #----------------------------------------------------------------------
    def dbUpdate(self, dbName, collectionName, d, flt, upsert=False):
        """向MongoDB中更新数据,d是具体数据,flt是过滤条件,upsert代表若无是否要插入"""
        if self.dbClient:
            db = self.dbClient[dbName]
            collection = db[collectionName]
            collection.replace_one(flt, d, upsert)
        else:
            self.writeLog(text.DATA_UPDATE_FAILED)

    #----------------------------------------------------------------------
    def dbLogging(self, event):
        """向MongoDB中插入日志"""
        log = event.dict_['data']
        d = {
            'content': log.logContent,
            'time': log.logTime,
            'gateway': log.gatewayName
        }
        self.dbInsert(LOG_DB_NAME, self.todayDate, d)

    #----------------------------------------------------------------------
    def getContract(self, vtSymbol):
        """查询合约"""
        return self.dataEngine.getContract(vtSymbol)

    #----------------------------------------------------------------------
    def getAllContracts(self):
        """查询所有合约(返回列表)"""
        return self.dataEngine.getAllContracts()

    #----------------------------------------------------------------------
    def getOrder(self, vtOrderID):
        """查询委托"""
        return self.dataEngine.getOrder(vtOrderID)

    #----------------------------------------------------------------------
    def getAllWorkingOrders(self):
        """查询所有的活跃的委托(返回列表)"""
        return self.dataEngine.getAllWorkingOrders()

    #----------------------------------------------------------------------
    def getAllGatewayNames(self):
        """查询引擎中所有可用接口的名称"""
        return self.gatewayDict.keys()

    # ----------------------------------------------------------------------
    def getGateway4sysMenu(self):
        """

        :return:
        """

        toDict = lambda g: {
            'gatewayType': g.gatewayType,
            'gatewayName': g.gatewayName,
            'gatewayDisplayName': g.gatewayDisplayName,
        }
        return [
            toDict(g) for g in GATEWAY_DICT.values()
            if hasattr(g, 'gatewayType')
        ]
Exemple #3
0
class MainEngine(object):
    """主引擎"""

    #----------------------------------------------------------------------
    def __init__(self):
        """Constructor"""
        # 记录今日日期
        self.todayDate = datetime.now().strftime('%Y%m%d')
        
        # 创建事件引擎
        self.eventEngine = EventEngine2()
        self.eventEngine.start()
        
        # 创建数据引擎
        self.dataEngine = DataEngine(self.eventEngine)
        
        # MongoDB数据库相关
        self.dbClient = None    # MongoDB客户端对象
        
        # 调用一个个初始化函数
        self.initGateway()

        # 扩展模块
        self.ctaEngine = CtaEngine(self, self.eventEngine)
        self.drEngine = DrEngine(self, self.eventEngine)
        self.rmEngine = RmEngine(self, self.eventEngine)
        
    #----------------------------------------------------------------------
    def initGateway(self):
        """初始化接口对象"""
        # 用来保存接口对象的字典
        self.gatewayDict = OrderedDict()
        
        # 遍历接口字典并自动创建所有的接口对象
        for gatewayModule in GATEWAY_DICT.values():
            try:
                self.addGateway(gatewayModule.gateway, gatewayModule.gatewayName)
                if gatewayModule.gatewayQryEnabled:
                    self.gatewayDict[gatewayModule.gatewayName].setQryEnabled(True)
            except:
                traceback.print_exc()

    #----------------------------------------------------------------------
    def addGateway(self, gateway, gatewayName=None):
        """创建接口"""
        self.gatewayDict[gatewayName] = gateway(self.eventEngine, gatewayName)
        
    #----------------------------------------------------------------------
    def connect(self, gatewayName):
        """连接特定名称的接口"""
        if gatewayName in self.gatewayDict:
            gateway = self.gatewayDict[gatewayName]
            gateway.connect()
            
            # 接口连接后自动执行数据库连接的任务
            self.dbConnect()
        else:
            self.writeLog(text.GATEWAY_NOT_EXIST.format(gateway=gatewayName))
        
    #----------------------------------------------------------------------
    def subscribe(self, subscribeReq, gatewayName):
        """订阅特定接口的行情"""
        if gatewayName in self.gatewayDict:
            gateway = self.gatewayDict[gatewayName]
            gateway.subscribe(subscribeReq)
        else:
            self.writeLog(text.GATEWAY_NOT_EXIST.format(gateway=gatewayName))        
        
    #----------------------------------------------------------------------
    def sendOrder(self, orderReq, gatewayName):
        """对特定接口发单"""
        # 如果风控检查失败则不发单
        if not self.rmEngine.checkRisk(orderReq):
            return ''

        if gatewayName in self.gatewayDict:
            gateway = self.gatewayDict[gatewayName]
            return gateway.sendOrder(orderReq)
        else:
            self.writeLog(text.GATEWAY_NOT_EXIST.format(gateway=gatewayName))        
    
    #----------------------------------------------------------------------
    def cancelOrder(self, cancelOrderReq, gatewayName):
        """对特定接口撤单"""
        if gatewayName in self.gatewayDict:
            gateway = self.gatewayDict[gatewayName]
            gateway.cancelOrder(cancelOrderReq)
        else:
            self.writeLog(text.GATEWAY_NOT_EXIST.format(gateway=gatewayName))
            
        
    #----------------------------------------------------------------------
    def qryAccount(self, gatewayName):
        """查询特定接口的账户"""
        if gatewayName in self.gatewayDict:
            gateway = self.gatewayDict[gatewayName]
            gateway.qryAccount()
        else:
            self.writeLog(text.GATEWAY_NOT_EXIST.format(gateway=gatewayName))        
        
    #----------------------------------------------------------------------
    def qryPosition(self, gatewayName):
        """查询特定接口的持仓"""
        if gatewayName in self.gatewayDict:
            gateway = self.gatewayDict[gatewayName]
            gateway.qryPosition()
        else:
            self.writeLog(text.GATEWAY_NOT_EXIST.format(gateway=gatewayName))        
        
    #----------------------------------------------------------------------
    def exit(self):
        """退出程序前调用,保证正常退出"""        
        # 安全关闭所有接口
        for gateway in self.gatewayDict.values():        
            gateway.close()
        
        # 停止事件引擎
        self.eventEngine.stop()      
        
        # 停止数据记录引擎
        self.drEngine.stop()
        
        # 保存数据引擎里的合约数据到硬盘
        self.dataEngine.saveContracts()
    
    #----------------------------------------------------------------------
    def writeLog(self, content):
        """快速发出日志事件"""
        log = VtLogData()
        log.logContent = content
        event = Event(type_=EVENT_LOG)
        event.dict_['data'] = log
        self.eventEngine.put(event)        
    
    #----------------------------------------------------------------------
    def dbConnect(self):
        """连接MongoDB数据库"""
        if not self.dbClient:
            # 读取MongoDB的设置
            host, port, logging = loadMongoSetting()
                
            try:
                # 设置MongoDB操作的超时时间为0.5秒
                self.dbClient = MongoClient(host, port, connectTimeoutMS=500)
                
                # 调用server_info查询服务器状态,防止服务器异常并未连接成功
                self.dbClient.server_info()

                self.writeLog(text.DATABASE_CONNECTING_COMPLETED)
                
                # 如果启动日志记录,则注册日志事件监听函数
                if logging:
                    self.eventEngine.register(EVENT_LOG, self.dbLogging)
                    
            except ConnectionFailure:
                self.writeLog(text.DATABASE_CONNECTING_FAILED)
    
    #----------------------------------------------------------------------
    def dbInsert(self, dbName, collectionName, d):
        """向MongoDB中插入数据,d是具体数据"""
        if self.dbClient:
            db = self.dbClient[dbName]
            collection = db[collectionName]
            collection.insert_one(d)
        else:
            self.writeLog(text.DATA_INSERT_FAILED)
    
    #----------------------------------------------------------------------
    def dbQuery(self, dbName, collectionName, d):
        """从MongoDB中读取数据,d是查询要求,返回的是数据库查询的指针"""
        if self.dbClient:
            db = self.dbClient[dbName]
            collection = db[collectionName]
            cursor = collection.find(d)
            if cursor:
                return list(cursor)
            else:
                return []
        else:
            self.writeLog(text.DATA_QUERY_FAILED)   
            return []
        
    #----------------------------------------------------------------------
    def dbUpdate(self, dbName, collectionName, d, flt, upsert=False):
        """向MongoDB中更新数据,d是具体数据,flt是过滤条件,upsert代表若无是否要插入"""
        if self.dbClient:
            db = self.dbClient[dbName]
            collection = db[collectionName]
            collection.replace_one(flt, d, upsert)
        else:
            self.writeLog(text.DATA_UPDATE_FAILED)        
            
    #----------------------------------------------------------------------
    def dbLogging(self, event):
        """向MongoDB中插入日志"""
        log = event.dict_['data']
        d = {
            'content': log.logContent,
            'time': log.logTime,
            'gateway': log.gatewayName
        }
        self.dbInsert(LOG_DB_NAME, self.todayDate, d)
    
    #----------------------------------------------------------------------
    def getContract(self, vtSymbol):
        """查询合约"""
        return self.dataEngine.getContract(vtSymbol)
    
    #----------------------------------------------------------------------
    def getAllContracts(self):
        """查询所有合约(返回列表)"""
        return self.dataEngine.getAllContracts()
    
    #----------------------------------------------------------------------
    def getOrder(self, vtOrderID):
        """查询委托"""
        return self.dataEngine.getOrder(vtOrderID)
    
    #----------------------------------------------------------------------
    def getAllWorkingOrders(self):
        """查询所有的活跃的委托(返回列表)"""
        return self.dataEngine.getAllWorkingOrders()
    
    #----------------------------------------------------------------------
    def getAllGatewayNames(self):
        """查询引擎中所有可用接口的名称"""
        return self.gatewayDict.keys()

    # ----------------------------------------------------------------------
    def getGateway4sysMenu(self):
        """

        :return:
        """

        toDict = lambda g: {
            'gatewayType': g.gatewayType,
            'gatewayName': g.gatewayName,
            'gatewayDisplayName': g.gatewayDisplayName,
        }
        return [
            toDict(g) for g in GATEWAY_DICT.values() if hasattr(g, 'gatewayType')
            ]
Exemple #4
0
class MainEngine(object):
    """主引擎"""

    #----------------------------------------------------------------------
    def __init__(self):
        """Constructor"""
        # 创建事件引擎
        self.eventEngine = EventEngine2()
        self.eventEngine.start()
        
        # 创建数据引擎
        self.dataEngine = DataEngine(self, self.eventEngine)
        
        # MongoDB数据库相关
        self.dbClient = None    # MongoDB客户端对象
        
        # 调用一个个初始化函数
        self.initGateway()

        # 扩展模块
        self.ctaEngine = CtaEngine(self, self.eventEngine)
        self.drEngine = DrEngine(self, self.eventEngine)
        self.rmEngine = RmEngine(self, self.eventEngine)
        
    #----------------------------------------------------------------------
    def initGateway(self):
        """初始化接口对象"""
        # 用来保存接口对象的字典
        self.gatewayDict = OrderedDict()
        
        # 创建我们想要接入的接口对象
        try:
            from ctpGateway.ctpGateway import CtpGateway
            self.addGateway(CtpGateway, 'CTP')
            self.gatewayDict['CTP'].setQryEnabled(True)

            self.addGateway(CtpGateway, 'CTP_Prod')
            self.gatewayDict['CTP_Prod'].setQryEnabled(True)

            self.addGateway(CtpGateway, 'CTP_Post')
            self.gatewayDict['CTP_Post'].setQryEnabled(True)

            self.addGateway(CtpGateway, 'CTP_EBF')
            self.gatewayDict['CTP_EBF'].setQryEnabled(True)
        except Exception as e:
            print e

        """
        try:
            from ltsGateway.ltsGateway import LtsGateway
            self.addGateway(LtsGateway, 'LTS')
            self.gatewayDict['LTS'].setQryEnabled(True)
        except Exception, e:
            print e
        
        try:
            from ksotpGateway.ksotpGateway import KsotpGateway
            self.addGateway(KsotpGateway, 'KSOTP')
            self.gatewayDict['KSOTP'].setQryEnabled(True)
        except Exception, e:
            print e    
            
        try:
            from femasGateway.femasGateway import FemasGateway
            self.addGateway(FemasGateway, 'FEMAS')
            self.gatewayDict['FEMAS'].setQryEnabled(True)
        except Exception, e:
            print e  
        
        try:
            from xspeedGateway.xspeedGateway import XspeedGateway
            self.addGateway(XspeedGateway, 'XSPEED')
            self.gatewayDict['XSPEED'].setQryEnabled(True)
        except Exception, e:
            print e          
        
        try:
            from ksgoldGateway.ksgoldGateway import KsgoldGateway
            self.addGateway(KsgoldGateway, 'KSGOLD')
            self.gatewayDict['KSGOLD'].setQryEnabled(True)
        except Exception, e:
            print e
            
        try:
            from sgitGateway.sgitGateway import SgitGateway
            self.addGateway(SgitGateway, 'SGIT')
            self.gatewayDict['SGIT'].setQryEnabled(True)
        except Exception, e:
            print e        
            
        try:
            from windGateway.windGateway import WindGateway
            self.addGateway(WindGateway, 'Wind') 
        except Exception, e:
            print e
        
        try:
            from ibGateway.ibGateway import IbGateway
            self.addGateway(IbGateway, 'IB')
        except Exception, e:
            print e
            
        try:
            from oandaGateway.oandaGateway import OandaGateway
            self.addGateway(OandaGateway, 'OANDA')
            self.gatewayDict['OANDA'].setQryEnabled(True)
        except Exception, e:
            print e

        try:
            from okcoinGateway.okcoinGateway import OkcoinGateway
            self.addGateway(OkcoinGateway, 'OKCOIN')
            self.gatewayDict['OKCOIN'].setQryEnabled(True)
        except Exception, e:
            print e
        """

    #----------------------------------------------------------------------
    def addGateway(self, gateway, gatewayName=None):
        """创建接口"""
        self.gatewayDict[gatewayName] = gateway(self.eventEngine, gatewayName)
        
    # ----------------------------------------------------------------------
    def connect(self, gatewayName):
        """连接特定名称的接口"""
        if gatewayName in self.gatewayDict:
            gateway = self.gatewayDict[gatewayName]
            gateway.connect()
        else:
            self.writeLog(u'接口不存在:%s' %gatewayName)

    # ----------------------------------------------------------------------
    def subscribe(self, subscribeReq, gatewayName):
        """订阅特定接口的行情"""
        if gatewayName in self.gatewayDict:
            gateway = self.gatewayDict[gatewayName]
            gateway.subscribe(subscribeReq)
        else:
            self.writeLog(u'接口不存在:%s' %gatewayName)        
        
    # ----------------------------------------------------------------------
    def sendOrder(self, orderReq, gatewayName):
        """对特定接口发单"""
        # 如果风控检查失败则不发单
        if not self.rmEngine.checkRisk(orderReq):
            self.writeLog(u'风控检查不通过')
            return ''    
        
        if gatewayName in self.gatewayDict:
            gateway = self.gatewayDict[gatewayName]
            return gateway.sendOrder(orderReq)
        else:
            self.writeLog(u'接口不存在:%s' %gatewayName)        
    
    # ----------------------------------------------------------------------
    def cancelOrder(self, cancelOrderReq, gatewayName):
        """对特定接口撤单"""
        if gatewayName in self.gatewayDict:
            gateway = self.gatewayDict[gatewayName]
            gateway.cancelOrder(cancelOrderReq)
        else:
            self.writeLog(u'接口不存在:%s' %gatewayName)        
        
    #----------------------------------------------------------------------
    def qryAccont(self, gatewayName):
        """查询特定接口的账户"""
        if gatewayName in self.gatewayDict:
            gateway = self.gatewayDict[gatewayName]
            gateway.getAccount()
        else:
            self.writeLog(u'接口不存在:%s' %gatewayName)        

    def getAccountInfo(self):
        """读取风控的账号与仓位数据
        # Added by IncenseLee
        仅支持一个账号。不支持多账号
        以后支持跨市场套利才更新吧。
        """
        return self.rmEngine.getAccountInfo()

    #----------------------------------------------------------------------
    def qryPosition(self, gatewayName):
        """查询特定接口的持仓"""
        if gatewayName in self.gatewayDict:
            gateway = self.gatewayDict[gatewayName]
            gateway.getPosition()
        else:
            self.writeLog(u'接口不存在:%s' %gatewayName)        
        
    # ----------------------------------------------------------------------
    def exit(self):
        """退出程序前调用,保证正常退出"""        
        # 安全关闭所有接口
        for gateway in self.gatewayDict.values():        
            gateway.close()
        
        # 停止事件引擎
        self.eventEngine.stop()      
        
        # 停止数据记录引擎
        self.drEngine.stop()

        # 保存数据引擎里的合约数据到硬盘
        self.dataEngine.saveContracts()

    def disconnect(self):
        """断开底层gateway的连接"""
        for gateway in self.gatewayDict.values():
            gateway.close()

    # ----------------------------------------------------------------------
    def writeLog(self, content):
        """快速发出日志事件"""
        log = VtLogData()
        log.logContent = content
        event = Event(type_=EVENT_LOG)
        event.dict_['data'] = log
        self.eventEngine.put(event)

        # 写入本地log日志
        logging.info(content)

    # ----------------------------------------------------------------------
    def dbConnect(self):
        """连接MongoDB数据库"""
        if not self.dbClient:
            # 读取MongoDB的设置
            host, port = loadMongoSetting()
                
            try:
                # 设置MongoDB操作的超时时间为0.5秒
                self.dbClient = MongoClient(host, port, serverSelectionTimeoutMS=500)
                
                # 调用server_info查询服务器状态,防止服务器异常并未连接成功
                self.dbClient.server_info()

                self.writeLog(u'MongoDB连接成功')
            except ConnectionFailure:
                self.writeLog(u'MongoDB连接失败')
    
    # ----------------------------------------------------------------------
    def dbInsert(self, dbName, collectionName, d):
        """向MongoDB中插入数据,d是具体数据"""
        if self.dbClient:
            db = self.dbClient[dbName]
            collection = db[collectionName]
            collection.insert(d)
    
    # ----------------------------------------------------------------------
    def dbQuery(self, dbName, collectionName, d):
        """从MongoDB中读取数据,d是查询要求,返回的是数据库查询的指针"""
        if self.dbClient:
            db = self.dbClient[dbName]
            collection = db[collectionName]
            cursor = collection.find(d)
            return cursor
        else:
            return None
    
    #----------------------------------------------------------------------
    def getContract(self, vtSymbol):
        """查询合约"""
        return self.dataEngine.getContract(vtSymbol)
    
    #----------------------------------------------------------------------
    def getAllContracts(self):
        """查询所有合约(返回列表)"""
        return self.dataEngine.getAllContracts()
    
    #----------------------------------------------------------------------
    def getOrder(self, vtOrderID):
        """查询委托"""
        return self.dataEngine.getOrder(vtOrderID)
    
    #----------------------------------------------------------------------
    def getAllWorkingOrders(self):
        """查询所有的活跃的委托(返回列表)"""
        return self.dataEngine.getAllWorkingOrders()

    def clearData(self):
        """清空数据引擎的数据"""
        self.dataEngine.clearData()
        self.ctaEngine.clearData()

    def saveData(self):
        self.ctaEngine.saveStrategyData()