class AlgoLogMonitor(QtWidgets.QTextEdit):
""""""
signal = QtCore.Signal(type(Event()))
#----------------------------------------------------------------------
def __init__(self, algoEngine):
"""Constructor"""
super(AlgoLogMonitor, self).__init__()
self.eventEngine = algoEngine.eventEngine
self.registerEvent()
#----------------------------------------------------------------------
def registerEvent(self):
""""""
self.signal.connect(self.processEvent)
self.eventEngine.register(EVENT_ALGO_LOG, self.signal.emit)
#----------------------------------------------------------------------
def processEvent(self, event):
""""""
log = event.dict_['data']
if not log.gatewayName:
log.gatewayName = u'算法引擎'
msg = u'%s\t%s：%s' %(log.logTime, log.gatewayName, log.logContent)
self.append(msg)
class StLogMonitor(QtWidgets.QTextEdit):
"""价差日志监控"""
signal = QtCore.Signal(type(Event()))
#----------------------------------------------------------------------
def __init__(self, mainEngine, eventEngine, parent=None):
"""Constructor"""
super(StLogMonitor, self).__init__(parent)
self.eventEngine = eventEngine
self.registerEvent()
#----------------------------------------------------------------------
def processLogEvent(self, event):
"""处理日志事件"""
log = event.dict_['data']
content = '%s:%s' % (log.logTime, log.logContent)
self.append(content)
#----------------------------------------------------------------------
def registerEvent(self):
"""注册事件监听"""
self.signal.connect(self.processLogEvent)
self.eventEngine.register(EVENT_SPREADTRADING_LOG, self.signal.emit)
class StActiveButton(QtWidgets.QPushButton):
""""""
signalActive = QtCore.Signal(bool)
#----------------------------------------------------------------------
def __init__(self, algoEngine, spreadName, parent=None):
"""Constructor"""
super(StActiveButton, self).__init__(parent)
self.algoEngine = algoEngine
self.spreadName = spreadName
self.active = False
self.setStopped()
self.clicked.connect(self.buttonClicked)
#----------------------------------------------------------------------
def buttonClicked(self):
"""改变运行模式"""
if self.active:
self.stop()
else:
self.start()
#----------------------------------------------------------------------
def stop(self):
"""停止"""
algoActive = self.algoEngine.stopAlgo(self.spreadName)
if not algoActive:
self.setStopped()
#----------------------------------------------------------------------
def start(self):
"""启动"""
algoActive = self.algoEngine.startAlgo(self.spreadName)
if algoActive:
self.setStarted()
#----------------------------------------------------------------------
def setStarted(self):
"""算法启动"""
self.setText(u'运行中')
self.setStyleSheet(STYLESHEET_START)
self.active = True
self.signalActive.emit(self.active)
#----------------------------------------------------------------------
def setStopped(self):
"""算法停止"""
self.setText(u'已停止')
self.setStyleSheet(STYLESHEET_STOP)
self.active = False
self.signalActive.emit(self.active)
class LogMonitor(BasicMonitor):
"""日志监控"""
signalError = QtCore.Signal(type(Event()))
#----------------------------------------------------------------------
def __init__(self, mainEngine, eventEngine, parent=None):
"""Constructor"""
super(LogMonitor, self).__init__(mainEngine, eventEngine, parent)
d = OrderedDict()
d['gatewayName'] = {'chinese': vtText.GATEWAY, 'cellType': BasicCell}
d['logTime'] = {'chinese': vtText.TIME, 'cellType': BasicCell}
d['logContent'] = {'chinese': vtText.CONTENT, 'cellType': BasicCell}
self.setHeaderDict(d)
self.setEventType(EVENT_LOG)
self.setFont(BASIC_FONT)
self.initTable()
self.registerEvent()
self.signalError.connect(self.processErrorEvent)
self.eventEngine.register(EVENT_ERROR, self.signalError.emit)
# self.horizontalHeader().setResizeMode(2, QtWidgets.QHeaderView.Stretch)
self.horizontalHeader().setSectionResizeMode(
2, QtWidgets.QHeaderView.Stretch)
self.setFixedHeight(200)
#----------------------------------------------------------------------
def processErrorEvent(self, event):
""""""
error = event.dict_['data']
logContent = u'发生错误，错误代码:%s，错误信息:%s' % (error.errorID, error.errorMsg)
self.insertRow(0)
cellLogTime = BasicCell(error.errorTime)
cellLogContent = BasicCell(logContent)
cellGatewayName = BasicCell(error.gatewayName)
self.setItem(0, 0, cellGatewayName)
self.setItem(0, 1, cellLogTime)
self.setItem(0, 2, cellLogContent)
class RtdManager(QtWidgets.QWidget):
"""RTD管理工具"""
signal = QtCore.Signal(type(Event()))
#----------------------------------------------------------------------
def __init__(self, rsEngine, eventEngine, parent=None):
"""Constructor"""
super(RtdManager, self).__init__(parent)
self.rsEngine = rsEngine
self.eventEngine = eventEngine
self.initUi()
self.registerEvent()
#----------------------------------------------------------------------
def registerEvent(self):
"""注册事件监听"""
self.signal.connect(self.updateLog)
self.eventEngine.register(EVENT_RTDSERVICE_LOG, self.signal.emit)
#----------------------------------------------------------------------
def initUi(self):
"""初始化界面"""
self.setWindowTitle(u'RTD服务')
self.logMonitor = QtWidgets.QTextBrowser()
vbox = QtWidgets.QVBoxLayout()
vbox.addWidget(self.logMonitor)
self.setLayout(vbox)
#----------------------------------------------------------------------
def updateLog(self, event):
"""输出日志"""
log = event.dict_['data']
content = log.logTime + "\t" + log.logContent + '\n'
self.logMonitor.append(content)
class JsEngineManager(QtWidgets.QWidget):
"""Jaqs服务管理组件"""
signal = QtCore.Signal(type(Event()))
#----------------------------------------------------------------------
def __init__(self, jsEngine, eventEngine, parent=None):
"""Constructor"""
super(JsEngineManager, self).__init__(parent)
self.jsEngine = jsEngine
self.eventEngine = eventEngine
self.initUi()
self.registerEvent()
#----------------------------------------------------------------------
def initUi(self):
"""初始化界面"""
self.setWindowTitle('Jaqs服务')
# 日志监控
self.logMonitor = QtWidgets.QTextEdit()
self.logMonitor.setReadOnly(True)
self.logMonitor.setMinimumHeight(600)
# 设置布局
vbox = QtWidgets.QVBoxLayout()
vbox.addWidget(self.logMonitor)
self.setLayout(vbox)
#----------------------------------------------------------------------
def updateLog(self, event):
"""更新日志"""
log = event.dict_['data']
content = '\t'.join([log.logTime, log.logContent])
self.logMonitor.append(content)
#----------------------------------------------------------------------
def registerEvent(self):
"""注册事件监听"""
self.signal.connect(self.updateLog)
self.eventEngine.register(EVENT_JS_LOG, self.signal.emit)
class RqDataManager(QtWidgets.QWidget):
""""""
signal = QtCore.Signal(str)
#----------------------------------------------------------------------
def __init__(self):
"""Constructor"""
super(RqDataManager, self).__init__()
self.client = None
self.rq = None
self.thread = Thread(target=self.run)
self.productList = []
self.symbolExchangeDict = OrderedDict()
self.initUi()
n1 = self.connectMongo()
if not n1:
return
n2 = self.initRqData()
if not n2:
return
self.count = 0
self.active = True
self.thread.start()
#----------------------------------------------------------------------
def connectMongo(self):
"""连接数据库"""
try:
self.client = MongoClient(serverSelectionTimeoutMS=10)
self.client.server_info()
self.writeLog(u'MongoDB连接成功')
return True
except ConnectionFailure:
self.client = None
self.writeLog(u'MongoDB连接失败')
return False
#----------------------------------------------------------------------
def initUi(self):
"""初始化界面"""
self.setWindowTitle(u'RQData数据服务')
self.setWindowIcon(QtGui.QIcon('vnpy.ico'))
self.setFixedHeight(500)
self.setFixedWidth(900)
self.logMonitor = QtWidgets.QTextEdit()
self.logMonitor.setReadOnly(True)
vbox = QtWidgets.QVBoxLayout()
vbox.addWidget(self.logMonitor)
self.setLayout(vbox)
self.signal.connect(self.updateLog)
# 托盘配置
self.tray = QtWidgets.QSystemTrayIcon()
self.tray.setIcon(QtGui.QIcon('vnpy.ico'))
self.tray.activated.connect(self.showManager)
restoreAction = QtWidgets.QAction(u'还原', self, triggered=self.show)
quitAction = QtWidgets.QAction(u'退出', self, triggered=self.exit)
menu = QtWidgets.QMenu(QtWidgets.QApplication.desktop())
menu.addAction(restoreAction)
menu.addAction(quitAction)
self.tray.setContextMenu(menu)
self.tray.show()
#----------------------------------------------------------------------
def initRqData(self):
""""""
with open('config.json') as config:
setting = json.load(config)
for product in setting['product']:
self.productList.append(product.upper())
# 检查是否填写了RQData配置
username = setting.get('rqUsername', None)
password = setting.get('rqPassword', None)
if not username or not password:
self.writeLog(u'RQData的用户名和密码配置错误，请在config.json中修改')
return False
# 加载RQData
try:
import rqdatac as rq
except ImportError:
self.writeLog(u'没有安装RQData客户端，请先安装rqdatac')
return False
# 登录RQData
self.rq = rq
self.rq.init(username, password)
# 获取本日可交易合约代码
try:
df = self.rq.all_instruments(type='Future', date=datetime.now())
for ix, row in df.iterrows():
self.symbolExchangeDict[row['order_book_id']] = row['exchange']
except RuntimeError:
self.writeLog(u'RQData的用户名和密码无效，请联系米筐申请试用或者购买')
return False
self.writeLog(u'RQData客户端登录成功')
return True
#----------------------------------------------------------------------
def downloadBar(self, symbol, frequency):
"""下载合约数据"""
if 'frequency' == '1m':
db = self.client[MINUTE_DB_NAME]
else:
db = self.client[DAILY_DB_NAME]
# 上期所和大商所代码改为小写
exchange = self.symbolExchangeDict[symbol]
if exchange in ['SHFE', 'DCE']:
localSymbol = symbol.lower()
else:
localSymbol = symbol
collection = db[localSymbol]
# 获取本地数据库中最后一条记录的时间，并下载新数据
result = collection.find_one(sort=[("datetime", DESCENDING)])
if result:
startDate = result['datetime']
else:
startDate = '20180101'
if startDate:
self.writeLog(u'%s下载更新数据，开始时间：%s' % (localSymbol, startDate))
else:
self.writeLog(u'%s初次下载数据，耗时可能较长，请耐心等待' % (localSymbol))
df = self.rq.get_price(
symbol,
frequency=frequency,
fields=['open', 'high', 'low', 'close', 'volume'],
start_date=startDate,
end_date=datetime.now())
# 插入到数据库
for ix, row in df.iterrows():
bar = self.generateBar(row, localSymbol)
d = bar.__dict__
flt = {'datetime': bar.datetime}
collection.replace_one(flt, d, True)
self.writeLog(u'%s数据更新完成：%s - %s' %
(localSymbol, df.index[0], df.index[-1]))
#----------------------------------------------------------------------
def generateBar(self, row, symbol):
"""生成K线对象"""
bar = VtBarData()
bar.symbol = symbol
bar.vtSymbol = symbol
bar.open = row['open']
bar.high = row['high']
bar.low = row['low']
bar.close = row['close']
bar.volume = row['volume']
bar.datetime = row.name
bar.date = bar.datetime.strftime("%Y%m%d")
bar.time = bar.datetime.strftime("%H:%M:%S")
return bar
#----------------------------------------------------------------------
def writeLog(self, msg):
"""记录日志"""
self.signal.emit(msg)
#----------------------------------------------------------------------
def updateLog(self, msg):
"""更新日志"""
dt = datetime.now()
msg = '%s: %s' % (dt, msg)
self.logMonitor.append(msg)
#----------------------------------------------------------------------
def run(self):
"""运行"""
while self.active:
sleep(1)
self.count += 1
if self.count < 10:
continue
self.count = 0
now = datetime.now().time()
if ((DAY_START <= now <= DAY_END) or (now >= NIGHT_START)
or (now <= NIGHT_END)):
for symbol in self.symbolExchangeDict.keys():
download = False
for product in self.productList:
if product in symbol:
download = True
if download:
self.downloadBar(symbol, '1m')
else:
self.writeLog(u'非交易时间段，不执行更新')
#----------------------------------------------------------------------
def showManager(self, reason):
""""""
self.show()
#----------------------------------------------------------------------
def closeEvent(self, event):
""""""
self.hide()
event.ignore()
#----------------------------------------------------------------------
def exit(self):
""""""
self.active = False
self.thread.join()
QtWidgets.qApp.quit()
class AlgoStatusMonitor(QtWidgets.QTableWidget):
"""算法状态监控"""
signalParam = QtCore.Signal(type(Event()))
signalVar = QtCore.Signal(type(Event()))
MODE_WORKING = 'working'
MODE_HISTORY = 'history'
#----------------------------------------------------------------------
def __init__(self, algoEngine, mode):
"""Constructor"""
super(AlgoStatusMonitor, self).__init__()
self.algoEngine = algoEngine
self.eventEngine = algoEngine.eventEngine
self.mode = mode
self.cellDict = {}
self.initUi()
self.registerEvent()
#----------------------------------------------------------------------
def initUi(self):
"""初始化界面"""
labels = [u'',
u'名称',
u'参数',
u'变量']
self.setColumnCount(len(labels))
self.setHorizontalHeaderLabels(labels)
self.setRowCount(0)
self.verticalHeader().setVisible(False)
self.setEditTriggers(self.NoEditTriggers)
self.setAlternatingRowColors(True)
if self.mode == self.MODE_HISTORY:
self.hideColumn(0)
#----------------------------------------------------------------------
def registerEvent(self):
"""注册事件监听"""
self.signalParam.connect(self.processParamEvent)
self.signalVar.connect(self.processVarEvent)
self.eventEngine.register(EVENT_ALGO_PARAM, self.signalParam.emit)
self.eventEngine.register(EVENT_ALGO_VAR, self.signalVar.emit)
#----------------------------------------------------------------------
def addAlgo(self, algoName):
"""新增算法"""
self.insertRow(0)
buttonStop = StopButton(self.algoEngine, algoName)
cellName = AlgoCell(algoName)
cellParam = AlgoCell()
cellVar = AlgoCell()
self.setCellWidget(0, 0, buttonStop)
self.setItem(0, 1, cellName)
self.setItem(0, 2, cellParam)
self.setItem(0, 3, cellVar)
self.cellDict[algoName] = {
'param': cellParam,
'var': cellVar,
'button': buttonStop
}
if self.mode == self.MODE_HISTORY:
self.hideRow(0)
#----------------------------------------------------------------------
def processParamEvent(self, event):
"""处理参数事件"""
d = event.dict_['data']
algoName = d['algoName']
if algoName not in self.cellDict:
self.addAlgo(algoName)
text = self.generateText(d)
cell = self.cellDict[algoName]['param']
cell.setText(text)
self.resizeColumnsToContents()
#----------------------------------------------------------------------
def processVarEvent(self, event):
"""处理变量事件"""
d = event.dict_['data']
algoName = d['algoName']
if algoName not in self.cellDict:
self.addAlgo(algoName)
if 'active' in d:
active = d['active']
# 若算法已经结束
if not active:
# 禁用按钮
cells = self.cellDict[algoName]
button = cells['button']
button.disable()
# 根据模式决定显示或者隐藏该行
cell = cells['var']
row = self.row(cell)
if self.mode == self.MODE_WORKING:
self.hideRow(row)
else:
self.showRow(row)
text = self.generateText(d)
cell = self.cellDict[algoName]['var']
cell.setText(text)
self.resizeColumnsToContents()
#----------------------------------------------------------------------
def generateText(self, d):
"""从字典生成字符串"""
l = []
for k, v in d.items():
if k not in ['algoName']:
msg = u'%s:%s' %(k, v)
l.append(msg)
text = ','.join(l)
return text
class AlgoSettingMonitor(QtWidgets.QTableWidget):
""""""
signal = QtCore.Signal(type(Event()))
#----------------------------------------------------------------------
def __init__(self, algoEngine):
"""Constructor"""
super(AlgoSettingMonitor, self).__init__()
self.algoEngine = algoEngine
self.eventEngine = algoEngine.eventEngine
self.cellDict = {}
self.initUi()
self.registerEvent()
#----------------------------------------------------------------------
def initUi(self):
"""初始化界面"""
labels = ['',
'',
u'名称',
u'算法',
u'参数']
self.setColumnCount(len(labels))
self.setHorizontalHeaderLabels(labels)
self.setRowCount(0)
self.verticalHeader().setVisible(False)
self.setEditTriggers(self.NoEditTriggers)
#----------------------------------------------------------------------
def registerEvent(self):
"""注册事件监听"""
self.signal.connect(self.processEvent)
self.eventEngine.register(EVENT_ALGO_SETTING, self.signal.emit)
#----------------------------------------------------------------------
def processEvent(self, event):
"""处理事件"""
setting = event.dict_['data']
settingName = setting['settingName']
# 删除配置行
if len(setting) == 1:
d = self.cellDict.pop(settingName)
cell = d['text']
row = self.row(cell)
self.removeRow(row)
# 新增配置行
elif settingName not in self.cellDict:
self.insertRow(0)
buttonStart = StartButton(self.algoEngine, setting)
buttonDelete = DeleteButton(self.algoEngine, setting)
cellSettingName = AlgoCell(settingName)
cellTemplateName = AlgoCell(setting['templateName'])
cellSettingText = AlgoCell(self.generateText(setting))
self.setCellWidget(0, 0, buttonStart)
self.setCellWidget(0, 1, buttonDelete)
self.setItem(0, 2, cellSettingName)
self.setItem(0, 3, cellTemplateName)
self.setItem(0, 4, cellSettingText)
self.cellDict[settingName] = {
'start': buttonStart,
'template': cellTemplateName,
'text': cellSettingText,
'delete': buttonDelete
}
# 更新已有配置行
else:
d = self.cellDict[settingName]
d['start'].updateSetting(setting)
d['template'].setText(setting['templateName'])
d['text'].setText(self.generateText(setting))
d['delete'].updateSetting(setting)
self.resizeColumnsToContents()
#----------------------------------------------------------------------
def generateText(self, d):
"""从字典生成字符串"""
l = []
for k, v in d.items():
if k not in ['settingName', 'templateName', '_id']:
msg = u'%s:%s' %(k, v)
l.append(msg)
text = ','.join(l)
return text
class CustomMenu(QtWidgets.QPushButton):
"""合约管理组件"""
signal = QtCore.Signal(type(Event()))
# ----------------------------------------------------------------------
def __init__(self, parent):
"""Constructor"""
super(CustomMenu, self).__init__()
self.parent = parent
# self.initUi()
self.initMenu()
#-----------------------------------------------------------------------
def initMenu(self):
self.setStyleSheet(
"QMenu{background:purple;}"
"QMenu{border:1px solid lightgray;}"
"QMenu{border-color:green;}"
"QMenu::item{padding:0px 20px 0px 15px;}"
"QMenu::item{height:30px;}"
"QMenu::item{color:blue;}"
"QMenu::item{background:white;}"
"QMenu::item{margin:1px 0px 0px 0px;}"
"QMenu::item:selected:enabled{background:lightgray;}"
"QMenu::item:selected:enabled{color:blue;}"
"QMenu::item:selected:!enabled{background:transparent;}"
"QMenu::separator{height:50px;}"
"QMenu::separator{width:1px;}"
"QMenu::separator{background:white;}"
"QMenu::separator{margin:1px 1px 1px 1px;}"
"QMenu#menu{background:white;}"
"QMenu#menu{border:1px solid lightgray;}"
"QMenu#menu::item{padding:0px 20px 0px 15px;}"
"QMenu#menu::item{height:15px;}"
"QMenu#menu::item:selected:enabled{background:lightgray;}"
"QMenu#menu::item:selected:enabled{color:white;}"
"QMenu#menu::item:selected:!enabled{background:transparent;}"
"QMenu#menu::separator{height:1px;}"
"QMenu#menu::separator{background:lightgray;}"
"QMenu#menu::separator{margin:2px 0px 2px 0px;}"
"QMenu#menu::indicator {padding:5px;}")
self.color = QColor(Qt.gray)
self.opacity = 1.0
'''''' ' 创建右键菜单 ' ''
# 必须将ContextMenuPolicy设置为Qt.CustomContextMenu
# 否则无法使用customContextMenuRequested信号
self.setContextMenuPolicy(Qt.CustomContextMenu)
self.customContextMenuRequested.connect(self.showContextMenu)
# 创建QMenu
self.contextMenu = QMenu(self)
self.trendMenu = self.contextMenu.addMenu(u"k线形态")
self.swingMenu = self.contextMenu.addMenu(u"技术指标")
self.amountMenu = self.contextMenu.addMenu(u"策略研究")
self.pzxzMenu = self.contextMenu.addMenu(u"品种选择")
# 添加二级菜单
#趋势分析指标
self.actionSAR = self.trendMenu.addAction(u'k线')
self.actionSAR.triggered.connect(
lambda: self.parent.initIndicator(u"KLINE"))
self.actionMA = self.trendMenu.addAction(u'信号隐藏')
self.actionMA.triggered.connect(
lambda: self.parent.initIndicator(u"信号隐藏"))
self.actionMA = self.trendMenu.addAction(u'信号显示')
self.actionMA.triggered.connect(
lambda: self.parent.initIndicator(u"信号显示"))
#摆动分析
self.actionCCI = self.swingMenu.addAction(u'MA SHORT')
self.actionCCI.triggered.connect(
lambda: self.parent.initIndicator(u"MA SHORT"))
self.actionROC = self.swingMenu.addAction(u'MA LONG')
self.actionROC.triggered.connect(
lambda: self.parent.initIndicator(u"MA LONG"))
self.actionSHORTTERM = self.swingMenu.addAction(u'SHORT TERM(Limit)')
self.actionSHORTTERM.triggered.connect(
lambda: self.parent.initIndicator(u"SHORT TERM(Limit)"))
self.actionSHORTTERMF = self.swingMenu.addAction(u'SHORT TERM(First)')
self.actionSHORTTERMF.triggered.connect(
lambda: self.parent.initIndicator(u"SHORT TERM(First)"))
self.actionSHORTTERMALL = self.swingMenu.addAction(u'SHORT TERM(All)')
self.actionSHORTTERMALL.triggered.connect(
lambda: self.parent.initIndicator(u"SHORT TERM(All)"))
self.actionWAIBAORI = self.swingMenu.addAction(u'外包日')
self.actionWAIBAORI.triggered.connect(
lambda: self.parent.initIndicator(u"外包日"))
self.actionGJR_BUY = self.swingMenu.addAction(u'攻击日（买入）')
self.actionGJR_BUY.triggered.connect(
lambda: self.parent.initIndicator(u"攻击日（买入）"))
self.actionGJR_SELL = self.swingMenu.addAction(u'攻击日（卖出）')
self.actionGJR_SELL.triggered.connect(
lambda: self.parent.initIndicator(u"攻击日（卖出）"))
##设为起始日期
self.actionOPI = self.amountMenu.addAction(u'设为起始日期')
self.actionOPI.triggered.connect(
lambda: self.parent.initIndicator(u"设为起始日期"))
self.actionOPI1 = self.amountMenu.addAction(u'设为结束日期')
self.actionOPI1.triggered.connect(
lambda: self.parent.initIndicator(u"设为结束日期"))
##量仓分析
self.actionOPI2 = self.amountMenu.addAction(u'MA_螺纹空_PLUS')
self.actionOPI2.triggered.connect(
lambda: self.parent.initIndicator(u"MA_螺纹空_PLUS"))
##成交量分析
self.actionVOL = self.amountMenu.addAction(u'SHORTTERM_螺纹_多')
self.actionVOL.triggered.connect(
lambda: self.parent.initIndicator(u"SHORTTERM_螺纹_多"))
self.action1 = self.amountMenu.addAction(u'SHORTTERM_螺纹_空')
self.action1.triggered.connect(
lambda: self.parent.initIndicator(u"SHORTTERM_螺纹_空"))
self.action2 = self.amountMenu.addAction(u'SHORTTERM_螺纹_多_加仓')
self.action2.triggered.connect(
lambda: self.parent.initIndicator(u"SHORTTERM_螺纹_多_加仓"))
self.action5 = self.amountMenu.addAction(u'VOLATILITY_螺纹_多')
self.action5.triggered.connect(
lambda: self.parent.initIndicator(u"VOLATILITY_螺纹_多"))
self.action6 = self.amountMenu.addAction(u'VOLATILITY_螺纹_空')
self.action6.triggered.connect(
lambda: self.parent.initIndicator(u"VOLATILITY_螺纹_空"))
self.action9 = self.amountMenu.addAction(u'VOLATILITY_螺纹_V1')
self.action9.triggered.connect(
lambda: self.parent.initIndicator(u"VOLATILITY_螺纹_V1"))
self.action7 = self.amountMenu.addAction(u'外包日_螺纹_多')
self.action7.triggered.connect(
lambda: self.parent.initIndicator(u"外包日_螺纹_多"))
self.action3 = self.pzxzMenu.addAction(u'RB9999')
self.action3.triggered.connect(
lambda: self.parent.initIndicator(u"RB9999"))
self.action4 = self.pzxzMenu.addAction(u'BU9999')
self.action4.triggered.connect(
lambda: self.parent.initIndicator(u"BU9999"))
#self.contextMenu.exec_(QCursor.pos()) # 在鼠标位置显示
#添加二级菜单
def showContextMenu(self, pos):
'''''
右键点击时调用的函数
'''
# 菜单显示前，将它移动到鼠标点击的位置
# self.contextMenu.move(self.pos() + pos)
self.contextMenu.show()
self.contextMenu.exec_(QCursor.pos())
class TcManager(QtWidgets.QWidget):
""""""
REQ_ADDRESS = 'tcp://localhost:2015'
SUB_ADDRESS = 'tcp://localhost:2018'
REP_ADDRESS = 'tcp://*:2015'
PUB_ADDRESS = 'tcp://*:2018'
COPY_RATIO = '1'
INTERVAL = '1'
settingFileName = 'TradeCopy.vt'
settingFilePath = getTempPath(settingFileName)
signal = QtCore.Signal(type(Event()))
#----------------------------------------------------------------------
def __init__(self, tcEngine, eventEngine, parent=None):
"""Constructor"""
super(TcManager, self).__init__(parent)
self.tcEngine = tcEngine
self.eventEngine = eventEngine
self.initUi()
self.loadSetting()
self.registerEvent()
self.tcEngine.writeLog(u'欢迎使用TradeCopy交易复制模块')
#----------------------------------------------------------------------
def initUi(self):
""""""
self.setWindowTitle(u'交易复制')
self.setMinimumWidth(700)
self.setMinimumHeight(700)
# 创建组件
self.lineReqAddress = QtWidgets.QLineEdit(self.REQ_ADDRESS)
self.lineSubAddress= QtWidgets.QLineEdit(self.SUB_ADDRESS)
self.lineRepAddress = QtWidgets.QLineEdit(self.REP_ADDRESS)
self.linePubAddress = QtWidgets.QLineEdit(self.PUB_ADDRESS)
validator = QtGui.QDoubleValidator()
validator.setBottom(0)
self.lineCopyRatio = QtWidgets.QLineEdit()
self.lineCopyRatio.setValidator(validator)
self.lineCopyRatio.setText(self.COPY_RATIO)
validator2 = QtGui.QIntValidator()
validator2.setBottom(1)
self.lineInterval = QtWidgets.QLineEdit()
self.lineInterval.setValidator(validator2)
self.lineInterval.setText(self.INTERVAL)
self.buttonProvider = QtWidgets.QPushButton(u'启动发布者')
self.buttonProvider.clicked.connect(self.startProvider)
self.buttonSubscriber = QtWidgets.QPushButton(u'启动订阅者')
self.buttonSubscriber.clicked.connect(self.startSubscriber)
self.buttonStopEngine = QtWidgets.QPushButton(u'停止')
self.buttonStopEngine.clicked.connect(self.stopEngine)
self.buttonStopEngine.setEnabled(False)
self.buttonResetAddress = QtWidgets.QPushButton(u'重置地址')
self.buttonResetAddress.clicked.connect(self.resetAddress)
self.logMonitor = QtWidgets.QTextEdit()
self.logMonitor.setReadOnly(True)
self.widgetList = [
self.lineCopyRatio,
self.lineInterval,
self.linePubAddress,
self.lineSubAddress,
self.lineRepAddress,
self.lineReqAddress,
self.buttonProvider,
self.buttonSubscriber,
self.buttonResetAddress
]
# 布局
QLabel = QtWidgets.QLabel
grid = QtWidgets.QGridLayout()
grid.addWidget(QLabel(u'响应地址'), 0, 0)
grid.addWidget(self.lineRepAddress, 0, 1)
grid.addWidget(QLabel(u'请求地址'), 0, 2)
grid.addWidget(self.lineReqAddress, 0, 3)
grid.addWidget(QLabel(u'发布地址'), 1, 0)
grid.addWidget(self.linePubAddress, 1, 1)
grid.addWidget(QLabel(u'订阅地址'), 1, 2)
grid.addWidget(self.lineSubAddress, 1, 3)
grid.addWidget(QLabel(u'发布间隔（秒）'), 2, 0)
grid.addWidget(self.lineInterval, 2, 1)
grid.addWidget(QLabel(u'复制比例（倍）'), 2, 2)
grid.addWidget(self.lineCopyRatio, 2, 3)
grid.addWidget(self.buttonProvider, 3, 0, 1, 2)
grid.addWidget(self.buttonSubscriber, 3, 2, 1, 2)
grid.addWidget(self.buttonStopEngine, 4, 0, 1, 2)
grid.addWidget(self.buttonResetAddress, 4, 2, 1, 2)
grid.addWidget(self.logMonitor, 5, 0, 1, 4)
self.setLayout(grid)
#----------------------------------------------------------------------
def saveSetting(self):
""""""
f = shelve.open(self.settingFilePath)
f['repAddress'] = self.lineRepAddress.text()
f['reqAddress'] = self.lineReqAddress.text()
f['pubAddress'] = self.linePubAddress.text()
f['subAddress'] = self.lineSubAddress.text()
f['copyRatio'] = self.lineCopyRatio.text()
f['interval'] = self.lineInterval.text()
f.close()
#----------------------------------------------------------------------
def loadSetting(self):
""""""
f = shelve.open(self.settingFilePath)
if f:
self.lineRepAddress.setText(f['repAddress'])
self.lineReqAddress.setText(f['reqAddress'])
self.linePubAddress.setText(f['pubAddress'])
self.lineSubAddress.setText(f['subAddress'])
self.lineCopyRatio.setText(f['copyRatio'])
self.lineInterval.setText(f['interval'])
f.close()
#----------------------------------------------------------------------
def resetAddress(self):
""""""
self.lineReqAddress.setText(self.REQ_ADDRESS)
self.lineRepAddress.setText(self.REP_ADDRESS)
self.linePubAddress.setText(self.PUB_ADDRESS)
self.lineSubAddress.setText(self.SUB_ADDRESS)
#----------------------------------------------------------------------
def stopEngine(self):
""""""
self.tcEngine.stop()
for widget in self.widgetList:
widget.setEnabled(True)
self.buttonStopEngine.setEnabled(False)
#----------------------------------------------------------------------
def registerEvent(self):
""""""
self.signal.connect(self.processLogEvent)
self.eventEngine.register(EVENT_TC_LOG, self.signal.emit)
#----------------------------------------------------------------------
def processLogEvent(self, event):
""""""
log = event.dict_['data']
txt = '%s: %s' %(log.logTime, log.logContent)
self.logMonitor.append(txt)
#----------------------------------------------------------------------
def startProvider(self):
""""""
repAddress = str(self.lineRepAddress.text())
pubAddress = str(self.linePubAddress.text())
interval = int(self.lineInterval.text())
self.tcEngine.startProvider(repAddress, pubAddress, interval)
for widget in self.widgetList:
widget.setEnabled(False)
self.buttonStopEngine.setEnabled(True)
#----------------------------------------------------------------------
def startSubscriber(self):
""""""
reqAddress = str(self.lineReqAddress.text())
subAddress = str(self.lineSubAddress.text())
copyRatio = float(self.lineCopyRatio.text())
self.tcEngine.startSubscriber(reqAddress, subAddress, copyRatio)
for widget in self.widgetList:
widget.setEnabled(False)
self.buttonStopEngine.setEnabled(True)
class TradingWidget(QtWidgets.QFrame):
"""简单交易组件"""
signal = QtCore.Signal(type(Event()))
directionList = [DIRECTION_LONG,
DIRECTION_SHORT]
offsetList = [OFFSET_OPEN,
OFFSET_CLOSE,
OFFSET_NONE]
priceTypeList = [PRICETYPE_LIMITPRICE,
PRICETYPE_MARKETPRICE]
gatewayList = ['']
#----------------------------------------------------------------------
def __init__(self, mainEngine, eventEngine, parent=None):
"""Constructor"""
super(TradingWidget, self).__init__(parent)
self.mainEngine = mainEngine
self.eventEngine = eventEngine
self.vtSymbol = ''
# 添加交易接口
l = mainEngine.getAllGatewayDetails()
gatewayNameList = [d['gatewayName'] for d in l]
self.gatewayList.extend(gatewayNameList)
self.initUi()
self.registerEvent()
#----------------------------------------------------------------------
def initUi(self):
"""初始化界面"""
self.setWindowTitle(vtText.TRADING)
self.setFixedHeight(400)
self.setFixedWidth(600)
self.setFrameShape(self.Box) # 设置边框
self.setLineWidth(1)
# 左边部分
labelPriceType = QtWidgets.QLabel(vtText.PRICE_TYPE)
labelSymbol = QtWidgets.QLabel(u'VT代码')
labelPrice = QtWidgets.QLabel(vtText.PRICE)
labelVolume = QtWidgets.QLabel(u'数量')
labelOffset = QtWidgets.QLabel(vtText.OFFSET)
self.comboPriceType = QtWidgets.QComboBox()
self.comboPriceType.addItems(self.priceTypeList)
self.lineSymbol = QtWidgets.QLineEdit()
validator = QtGui.QDoubleValidator()
validator.setBottom(0)
self.linePrice = QtWidgets.QLineEdit()
self.linePrice.setValidator(validator)
self.lineVolume = QtWidgets.QLineEdit()
self.lineVolume.setValidator(validator)
self.comboOffset = QtWidgets.QComboBox()
self.comboOffset.addItems(self.offsetList)
gridLeft = QtWidgets.QGridLayout()
gridLeft.addWidget(labelPriceType, 0, 0)
gridLeft.addWidget(labelSymbol, 1, 0)
gridLeft.addWidget(labelPrice, 2, 0)
gridLeft.addWidget(labelVolume, 3, 0)
gridLeft.addWidget(labelOffset, 4, 0)
gridLeft.addWidget(self.comboPriceType, 0, 1)
gridLeft.addWidget(self.lineSymbol, 1, 1)
gridLeft.addWidget(self.linePrice, 2, 1)
gridLeft.addWidget(self.lineVolume, 3, 1)
gridLeft.addWidget(self.comboOffset, 4, 1)
# 右边部分
self.depthMonitor = DepthMonitor(self.mainEngine, self.eventEngine)
# 发单按钮
buttonBuy = QtWidgets.QPushButton(u'买/多')
buttonSell = QtWidgets.QPushButton(u'卖/空')
buttonCancelAll = QtWidgets.QPushButton(vtText.CANCEL_ALL)
size = buttonBuy.sizeHint()
buttonBuy.setMinimumHeight(size.height()*2)
buttonSell.setMinimumHeight(size.height()*2)
buttonCancelAll.setMinimumHeight(size.height()*2)
buttonBuy.clicked.connect(self.sendBuyOrder)
buttonSell.clicked.connect(self.sendSellOrder)
buttonCancelAll.clicked.connect(self.cancelAll)
buttonBuy.setStyleSheet('color:white;background-color:red')
buttonSell.setStyleSheet('color:white;background-color:green')
buttonCancelAll.setStyleSheet('color:black;background-color:yellow')
gridButton = QtWidgets.QGridLayout()
gridButton.addWidget(buttonBuy, 0, 0)
gridButton.addWidget(buttonSell, 0, 1)
gridButton.addWidget(buttonCancelAll, 1, 0, 1, 2)
# 整合布局
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(gridLeft)
vbox.addLayout(gridButton)
hbox = QtWidgets.QHBoxLayout()
hbox.addLayout(vbox)
hbox.addWidget(self.depthMonitor)
self.setLayout(hbox)
# 关联更新
self.lineSymbol.returnPressed.connect(self.updateSymbol)
self.depthMonitor.itemDoubleClicked.connect(self.updatePrice)
#----------------------------------------------------------------------
def updateSymbol(self):
"""合约变化"""
self.vtSymbol = str(self.lineSymbol.text())
contract = self.mainEngine.getContract(self.vtSymbol)
if not contract:
return
# 清空价格数量
self.linePrice.clear()
self.lineVolume.clear()
self.depthMonitor.updateVtSymbol(self.vtSymbol)
# 订阅合约
req = VtSubscribeReq()
req.symbol = contract.symbol
self.mainEngine.subscribe(req, contract.gatewayName)
#----------------------------------------------------------------------
def updateTick(self, event):
"""更新行情"""
tick = event.dict_['data']
if tick.vtSymbol != self.vtSymbol:
return
self.depthMonitor.updateTick(tick)
#----------------------------------------------------------------------
def registerEvent(self):
"""注册事件监听"""
self.signal.connect(self.updateTick)
self.eventEngine.register(EVENT_TICK, self.signal.emit)
#----------------------------------------------------------------------
def updatePrice(self, cell):
""""""
try:
price = cell.price
except AttributeError:
return
self.linePrice.setText(str(price))
#----------------------------------------------------------------------
def sendOrder(self, direction):
"""发单"""
vtSymbol = str(self.lineSymbol.text())
contract = self.mainEngine.getContract(vtSymbol)
if not contract:
return
# 获取价格
priceText = self.linePrice.text()
if not priceText:
return
price = float(priceText)
# 获取数量
volumeText = self.lineVolume.text()
if not volumeText:
return
if '.' in volumeText:
volume = float(volumeText)
else:
volume = int(volumeText)
# 委托
req = VtOrderReq()
req.symbol = contract.symbol
req.vtSymbol = ':'.join([contract.symbol,contract.gatewayName])
req.price = price
req.volume = volume
req.direction = direction
req.priceType = text_type(self.comboPriceType.currentText())
req.offset = text_type(self.comboOffset.currentText())
req.byStrategy = 'Manual'
self.mainEngine.sendOrder(req, contract.gatewayName)
#----------------------------------------------------------------------
def sendBuyOrder(self):
""""""
self.sendOrder(DIRECTION_LONG)
#----------------------------------------------------------------------
def sendSellOrder(self):
""""""
self.sendOrder(DIRECTION_SHORT)
#----------------------------------------------------------------------
def cancelAll(self):
"""一键撤销所有委托"""
l = self.mainEngine.getAllWorkingOrders()
for order in l:
req = VtCancelOrderReq()
req.symbol = order.symbol
req.exchange = order.exchange
req.frontID = order.frontID
req.sessionID = order.sessionID
req.orderID = order.orderID
self.mainEngine.cancelOrder(req, order.gatewayName)
class WeixinEngineManager(QtWidgets.QWidget):
"""行情数据记录引擎管理组件"""
signal = QtCore.Signal(type(Event()))
#----------------------------------------------------------------------
def __init__(self, drEngine, eventEngine, parent=None):
"""Constructor"""
super(DrEngineManager, self).__init__(parent)
self.drEngine = drEngine
self.eventEngine = eventEngine
self.initUi()
self.updateSetting()
self.registerEvent()
#----------------------------------------------------------------------
def initUi(self):
"""初始化界面"""
self.setWindowTitle(text.DATA_RECORDER)
# 记录合约配置监控
tickLabel = QtWidgets.QLabel(text.TICK_RECORD)
self.tickTable = QtWidgets.QTableWidget()
self.tickTable.setColumnCount(2)
self.tickTable.verticalHeader().setVisible(False)
self.tickTable.setEditTriggers(QtWidgets.QTableWidget.NoEditTriggers)
self.tickTable.setAlternatingRowColors(True)
self.tickTable.setHorizontalHeaderLabels(
[text.CONTRACT_SYMBOL, text.GATEWAY])
barLabel = QtWidgets.QLabel(text.BAR_RECORD)
self.barTable = QtWidgets.QTableWidget()
self.barTable.setColumnCount(2)
self.barTable.verticalHeader().setVisible(False)
self.barTable.setEditTriggers(QtWidgets.QTableWidget.NoEditTriggers)
self.barTable.setAlternatingRowColors(True)
self.barTable.setHorizontalHeaderLabels(
[text.CONTRACT_SYMBOL, text.GATEWAY])
activeLabel = QtWidgets.QLabel(text.DOMINANT_CONTRACT)
self.activeTable = QtWidgets.QTableWidget()
self.activeTable.setColumnCount(2)
self.activeTable.verticalHeader().setVisible(False)
self.activeTable.setEditTriggers(QtWidgets.QTableWidget.NoEditTriggers)
self.activeTable.setAlternatingRowColors(True)
self.activeTable.setHorizontalHeaderLabels(
[text.DOMINANT_SYMBOL, text.CONTRACT_SYMBOL])
# 日志监控
self.logMonitor = QtWidgets.QTextEdit()
self.logMonitor.setReadOnly(True)
self.logMonitor.setMinimumHeight(600)
# 设置布局
grid = QtWidgets.QGridLayout()
grid.addWidget(tickLabel, 0, 0)
grid.addWidget(barLabel, 0, 1)
grid.addWidget(activeLabel, 0, 2)
grid.addWidget(self.tickTable, 1, 0)
grid.addWidget(self.barTable, 1, 1)
grid.addWidget(self.activeTable, 1, 2)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(grid)
vbox.addWidget(self.logMonitor)
self.setLayout(vbox)
#----------------------------------------------------------------------
def updateLog(self, event):
"""更新日志"""
log = event.dict_['data']
content = '\t'.join([log.logTime, log.logContent])
self.logMonitor.append(content)
#----------------------------------------------------------------------
def registerEvent(self):
"""注册事件监听"""
self.signal.connect(self.updateLog)
self.eventEngine.register(EVENT_ORDER, self.signal.emit)
#----------------------------------------------------------------------
def updateSetting(self):
"""显示引擎行情记录配置"""
setting, activeSetting = self.drEngine.getSetting()
for d in setting.values():
if 'tick' in d and d['tick']:
self.tickTable.insertRow(0)
self.tickTable.setItem(0, 0, TableCell(d['symbol']))
self.tickTable.setItem(0, 1, TableCell(d['gateway']))
if 'bar' in d and d['bar']:
self.barTable.insertRow(0)
self.barTable.setItem(0, 0, TableCell(d['symbol']))
self.barTable.setItem(0, 1, TableCell(d['gateway']))
for vtSymbol, activeSymbol in activeSetting.items():
self.activeTable.insertRow(0)
self.activeTable.setItem(0, 0, TableCell(activeSymbol))
self.activeTable.setItem(0, 1, TableCell(vtSymbol))
self.tickTable.resizeColumnsToContents()
self.barTable.resizeColumnsToContents()
self.activeTable.resizeColumnsToContents()
class CustomMenu(QtWidgets.QPushButton):
"""合约管理组件"""
signal = QtCore.Signal(type(Event()))
# ----------------------------------------------------------------------
def __init__(self, parent):
"""Constructor"""
super(CustomMenu, self).__init__()
self.parent = parent
# self.initUi()
self.initMenu()
#-----------------------------------------------------------------------
def initMenu(self):
self.setStyleSheet(
"QMenu{background:purple;}"
"QMenu{border:1px solid lightgray;}"
"QMenu{border-color:green;}"
"QMenu::item{padding:0px 20px 0px 15px;}"
"QMenu::item{height:30px;}"
"QMenu::item{color:blue;}"
"QMenu::item{background:white;}"
"QMenu::item{margin:1px 0px 0px 0px;}"
"QMenu::item:selected:enabled{background:lightgray;}"
"QMenu::item:selected:enabled{color:blue;}"
"QMenu::item:selected:!enabled{background:transparent;}"
"QMenu::separator{height:50px;}"
"QMenu::separator{width:1px;}"
"QMenu::separator{background:white;}"
"QMenu::separator{margin:1px 1px 1px 1px;}"
"QMenu#menu{background:white;}"
"QMenu#menu{border:1px solid lightgray;}"
"QMenu#menu::item{padding:0px 20px 0px 15px;}"
"QMenu#menu::item{height:15px;}"
"QMenu#menu::item:selected:enabled{background:lightgray;}"
"QMenu#menu::item:selected:enabled{color:white;}"
"QMenu#menu::item:selected:!enabled{background:transparent;}"
"QMenu#menu::separator{height:1px;}"
"QMenu#menu::separator{background:lightgray;}"
"QMenu#menu::separator{margin:2px 0px 2px 0px;}"
"QMenu#menu::indicator {padding:5px;}")
self.color = QColor(Qt.gray)
self.opacity = 1.0
'''''' ' 创建右键菜单 ' ''
# 必须将ContextMenuPolicy设置为Qt.CustomContextMenu
# 否则无法使用customContextMenuRequested信号
self.setContextMenuPolicy(Qt.CustomContextMenu)
self.customContextMenuRequested.connect(self.showContextMenu)
# 创建QMenu
self.contextMenu = QMenu(self)
self.trendMenu = self.contextMenu.addMenu(u"k线形态")
self.swingMenu = self.contextMenu.addMenu(u"技术指标")
self.amountMenu = self.contextMenu.addMenu(u"策略研究")
# 添加二级菜单
#趋势分析指标
self.actionSAR = self.trendMenu.addAction(u'k线')
self.actionSAR.triggered.connect(
lambda: self.parent.initIndicator(u"KLINE"))
self.actionMA = self.trendMenu.addAction(u'信号隐藏')
self.actionMA.triggered.connect(
lambda: self.parent.initIndicator(u"信号隐藏"))
self.actionMA = self.trendMenu.addAction(u'信号显示')
self.actionMA.triggered.connect(
lambda: self.parent.initIndicator(u"信号显示"))
#摆动分析
self.actionCCI = self.swingMenu.addAction(u'MA SHORT')
self.actionCCI.triggered.connect(
lambda: self.parent.initIndicator(u"MA SHORT"))
self.actionROC = self.swingMenu.addAction(u'MA LONG')
self.actionROC.triggered.connect(
lambda: self.parent.initIndicator(u"MA LONG"))
##设为起始日期
self.actionOPI = self.amountMenu.addAction(u'设为起始日期')
self.actionOPI.triggered.connect(
lambda: self.parent.initIndicator(u"设为起始日期"))
##量仓分析
self.actionOPI = self.amountMenu.addAction(u'MA_螺纹多_PLUS')
self.actionOPI.triggered.connect(
lambda: self.parent.initIndicator(u"MA_螺纹多_PLUS"))
##成交量分析
self.actionVOL = self.amountMenu.addAction(u'CJL')
self.actionVOL.triggered.connect(
lambda: self.parent.initIndicator(u"CJL"))
#self.contextMenu.exec_(QCursor.pos()) # 在鼠标位置显示
#添加二级菜单
def showContextMenu(self, pos):
'''''
右键点击时调用的函数
'''
# 菜单显示前，将它移动到鼠标点击的位置
# self.contextMenu.move(self.pos() + pos)
self.contextMenu.show()
self.contextMenu.exec_(QCursor.pos())
class BasicMonitor(QtWidgets.QTableWidget):
"""
基础监控
headerDict中的值对应的字典格式如下
{'chinese': u'中文名', 'cellType': BasicCell}
"""
signal = QtCore.Signal(type(Event()))
#----------------------------------------------------------------------
def __init__(self, mainEngine=None, eventEngine=None, parent=None):
"""Constructor"""
super(BasicMonitor, self).__init__(parent)
self.mainEngine = mainEngine
self.eventEngine = eventEngine
# 保存表头标签用
self.headerDict = OrderedDict() # 有序字典，key是英文名，value是对应的配置字典
self.headerList = [] # 对应self.headerDict.keys()
# 保存相关数据用
self.dataDict = {} # 字典，key是字段对应的数据，value是保存相关单元格的字典
self.dataKey = '' # 字典键对应的数据字段
# 监控的事件类型
self.eventType = ''
# 列宽调整状态（只在第一次更新数据时调整一次列宽）
self.columnResized = False
# 字体
self.font = None
# 保存数据对象到单元格
self.saveData = False
# 默认不允许根据表头进行排序，需要的组件可以开启
self.sorting = False
# 初始化右键菜单
self.initMenu()
#----------------------------------------------------------------------
def setHeaderDict(self, headerDict):
"""设置表头有序字典"""
self.headerDict = headerDict
self.headerList = headerDict.keys()
#----------------------------------------------------------------------
def setDataKey(self, dataKey):
"""设置数据字典的键"""
self.dataKey = dataKey
#----------------------------------------------------------------------
def setEventType(self, eventType):
"""设置监控的事件类型"""
self.eventType = eventType
#----------------------------------------------------------------------
def setFont(self, font):
"""设置字体"""
self.font = font
#----------------------------------------------------------------------
def setSaveData(self, saveData):
"""设置是否要保存数据到单元格"""
self.saveData = saveData
#----------------------------------------------------------------------
def initTable(self):
"""初始化表格"""
# 设置表格的列数
col = len(self.headerDict)
self.setColumnCount(col)
# 设置列表头
labels = [d['chinese'] for d in self.headerDict.values()]
self.setHorizontalHeaderLabels(labels)
# 关闭左边的垂直表头
self.verticalHeader().setVisible(False)
# 设为不可编辑
self.setEditTriggers(self.NoEditTriggers)
# 设为行交替颜色
self.setAlternatingRowColors(True)
# 设置允许排序
self.setSortingEnabled(self.sorting)
#----------------------------------------------------------------------
def registerEvent(self):
"""注册GUI更新相关的事件监听"""
self.signal.connect(self.updateEvent)
self.eventEngine.register(self.eventType, self.signal.emit)
#----------------------------------------------------------------------
def updateEvent(self, event):
"""收到事件更新"""
data = event.dict_['data']
self.updateData(data)
#----------------------------------------------------------------------
def updateData(self, data):
"""将数据更新到表格中"""
# 如果允许了排序功能，则插入数据前必须关闭，否则插入新的数据会变乱
if self.sorting:
self.setSortingEnabled(False)
# 如果设置了dataKey，则采用存量更新模式
if self.dataKey:
key = data.__getattribute__(self.dataKey)
# 如果键在数据字典中不存在，则先插入新的一行，并创建对应单元格
if key not in self.dataDict:
self.insertRow(0)
d = {}
for n, header in enumerate(self.headerList):
content = safeUnicode(data.__getattribute__(header))
cellType = self.headerDict[header]['cellType']
cell = cellType(content, self.mainEngine)
if self.font:
cell.setFont(self.font) # 如果设置了特殊字体，则进行单元格设置
if self.saveData: # 如果设置了保存数据对象，则进行对象保存
cell.data = data
self.setItem(0, n, cell)
d[header] = cell
self.dataDict[key] = d
# 否则如果已经存在，则直接更新相关单元格
else:
d = self.dataDict[key]
for header in self.headerList:
content = safeUnicode(data.__getattribute__(header))
cell = d[header]
cell.setContent(content)
if self.saveData: # 如果设置了保存数据对象，则进行对象保存
cell.data = data
# 否则采用增量更新模式
else:
self.insertRow(0)
for n, header in enumerate(self.headerList):
content = safeUnicode(data.__getattribute__(header))
cellType = self.headerDict[header]['cellType']
cell = cellType(content, self.mainEngine)
if self.font:
cell.setFont(self.font)
if self.saveData:
cell.data = data
self.setItem(0, n, cell)
# 调整列宽
if not self.columnResized:
self.resizeColumns()
self.columnResized = True
# 重新打开排序
if self.sorting:
self.setSortingEnabled(True)
#----------------------------------------------------------------------
def resizeColumns(self):
"""调整各列的大小"""
self.horizontalHeader().resizeSections(
QtWidgets.QHeaderView.ResizeToContents)
#----------------------------------------------------------------------
def setSorting(self, sorting):
"""设置是否允许根据表头排序"""
self.sorting = sorting
#----------------------------------------------------------------------
def saveToCsv(self):
"""保存表格内容到CSV文件"""
# 先隐藏右键菜单
self.menu.close()
# 获取想要保存的文件名
path = QtWidgets.QFileDialog.getSaveFileName(self, vtText.SAVE_DATA,
'', 'CSV(*.csv)')
try:
#if not path.isEmpty():
if path:
with open(unicode(path), 'wb') as f:
writer = csv.writer(f)
# 保存标签
headers = [
header.encode('gbk') for header in self.headerList
]
writer.writerow(headers)
# 保存每行内容
for row in range(self.rowCount()):
rowdata = []
for column in range(self.columnCount()):
item = self.item(row, column)
if item is not None:
rowdata.append(
unicode(item.text()).encode('gbk'))
else:
rowdata.append('')
writer.writerow(rowdata)
except IOError:
pass
#----------------------------------------------------------------------
def initMenu(self):
"""初始化右键菜单"""
self.menu = QtWidgets.QMenu(self)
saveAction = QtWidgets.QAction(vtText.SAVE_DATA, self)
saveAction.triggered.connect(self.saveToCsv)
self.menu.addAction(saveAction)
#----------------------------------------------------------------------
def contextMenuEvent(self, event):
"""右键点击事件"""
self.menu.popup(QtGui.QCursor.pos())
class TradingWidget(QtWidgets.QFrame):
"""简单交易组件"""
signal = QtCore.Signal(type(Event()))
directionList = [DIRECTION_LONG, DIRECTION_SHORT]
offsetList = [
OFFSET_OPEN, OFFSET_CLOSE, OFFSET_CLOSEYESTERDAY, OFFSET_CLOSETODAY
]
priceTypeList = [
PRICETYPE_LIMITPRICE, PRICETYPE_MARKETPRICE, PRICETYPE_FAK,
PRICETYPE_FOK
]
exchangeList = [
EXCHANGE_NONE, EXCHANGE_CFFEX, EXCHANGE_SHFE, EXCHANGE_DCE,
EXCHANGE_CZCE, EXCHANGE_SSE, EXCHANGE_SZSE, EXCHANGE_SGE,
EXCHANGE_HKEX, EXCHANGE_HKFE, EXCHANGE_SMART, EXCHANGE_ICE,
EXCHANGE_CME, EXCHANGE_NYMEX, EXCHANGE_LME, EXCHANGE_GLOBEX,
EXCHANGE_IDEALPRO
]
currencyList = [CURRENCY_NONE, CURRENCY_CNY, CURRENCY_HKD, CURRENCY_USD]
productClassList = [
PRODUCT_NONE, PRODUCT_EQUITY, PRODUCT_FUTURES, PRODUCT_OPTION,
PRODUCT_FOREX
]
gatewayList = ['']
#----------------------------------------------------------------------
def __init__(self, mainEngine, eventEngine, parent=None):
"""Constructor"""
super(TradingWidget, self).__init__(parent)
self.mainEngine = mainEngine
self.eventEngine = eventEngine
self.symbol = ''
# 添加交易接口
l = mainEngine.getAllGatewayDetails()
gatewayNameList = [d['gatewayName'] for d in l]
self.gatewayList.extend(gatewayNameList)
self.initUi()
self.connectSignal()
#----------------------------------------------------------------------
def initUi(self):
"""初始化界面"""
self.setWindowTitle(vtText.TRADING)
self.setMaximumWidth(400)
self.setFrameShape(self.Box) # 设置边框
self.setLineWidth(1)
# 左边部分
labelSymbol = QtWidgets.QLabel(vtText.CONTRACT_SYMBOL)
labelName = QtWidgets.QLabel(vtText.CONTRACT_NAME)
labelDirection = QtWidgets.QLabel(vtText.DIRECTION)
labelOffset = QtWidgets.QLabel(vtText.OFFSET)
labelPrice = QtWidgets.QLabel(vtText.PRICE)
self.checkFixed = QtWidgets.QCheckBox(u'') # 价格固定选择框
labelVolume = QtWidgets.QLabel(vtText.VOLUME)
labelPriceType = QtWidgets.QLabel(vtText.PRICE_TYPE)
labelExchange = QtWidgets.QLabel(vtText.EXCHANGE)
labelCurrency = QtWidgets.QLabel(vtText.CURRENCY)
labelProductClass = QtWidgets.QLabel(vtText.PRODUCT_CLASS)
labelGateway = QtWidgets.QLabel(vtText.GATEWAY)
#中间部分
self.lineSymbol = QtWidgets.QLineEdit()
self.lineName = QtWidgets.QLineEdit()
self.comboDirection = QtWidgets.QComboBox()
self.comboDirection.addItems(self.directionList)
self.comboOffset = QtWidgets.QComboBox()
self.comboOffset.addItems(self.offsetList)
self.spinPrice = QtWidgets.QDoubleSpinBox()
self.spinPrice.setDecimals(4)
self.spinPrice.setMinimum(0)
self.spinPrice.setMaximum(100000)
self.spinVolume = QtWidgets.QSpinBox()
self.spinVolume.setMinimum(0)
self.spinVolume.setMaximum(1000000)
self.comboPriceType = QtWidgets.QComboBox()
self.comboPriceType.addItems(self.priceTypeList)
self.comboExchange = QtWidgets.QComboBox()
self.comboExchange.addItems(self.exchangeList)
self.comboCurrency = QtWidgets.QComboBox()
self.comboCurrency.addItems(self.currencyList)
self.comboProductClass = QtWidgets.QComboBox()
self.comboProductClass.addItems(self.productClassList)
self.comboGateway = QtWidgets.QComboBox()
self.comboGateway.addItems(self.gatewayList)
gridleft = QtWidgets.QGridLayout()
gridleft.addWidget(labelSymbol, 0, 0)
gridleft.addWidget(labelName, 1, 0)
gridleft.addWidget(labelDirection, 2, 0)
gridleft.addWidget(labelOffset, 3, 0)
gridleft.addWidget(labelPrice, 4, 0)
gridleft.addWidget(labelVolume, 5, 0)
gridleft.addWidget(labelPriceType, 6, 0)
gridleft.addWidget(labelExchange, 7, 0)
gridleft.addWidget(labelCurrency, 8, 0)
gridleft.addWidget(labelProductClass, 9, 0)
gridleft.addWidget(labelGateway, 10, 0)
gridleft.addWidget(self.lineSymbol, 0, 1, 1, -1)
gridleft.addWidget(self.lineName, 1, 1, 1, -1)
gridleft.addWidget(self.comboDirection, 2, 1, 1, -1)
gridleft.addWidget(self.comboOffset, 3, 1, 1, -1)
gridleft.addWidget(self.checkFixed, 4, 1)
gridleft.addWidget(self.spinPrice, 4, 2)
gridleft.addWidget(self.spinVolume, 5, 1, 1, -1)
gridleft.addWidget(self.comboPriceType, 6, 1, 1, -1)
gridleft.addWidget(self.comboExchange, 7, 1, 1, -1)
gridleft.addWidget(self.comboCurrency, 8, 1, 1, -1)
gridleft.addWidget(self.comboProductClass, 9, 1, 1, -1)
gridleft.addWidget(self.comboGateway, 10, 1, 1, -1)
# 右边部分
labelBid1 = QtWidgets.QLabel(vtText.BID_1)
labelBid2 = QtWidgets.QLabel(vtText.BID_2)
labelBid3 = QtWidgets.QLabel(vtText.BID_3)
labelBid4 = QtWidgets.QLabel(vtText.BID_4)
labelBid5 = QtWidgets.QLabel(vtText.BID_5)
labelAsk1 = QtWidgets.QLabel(vtText.ASK_1)
labelAsk2 = QtWidgets.QLabel(vtText.ASK_2)
labelAsk3 = QtWidgets.QLabel(vtText.ASK_3)
labelAsk4 = QtWidgets.QLabel(vtText.ASK_4)
labelAsk5 = QtWidgets.QLabel(vtText.ASK_5)
self.labelBidPrice1 = QtWidgets.QLabel()
self.labelBidPrice2 = QtWidgets.QLabel()
self.labelBidPrice3 = QtWidgets.QLabel()
self.labelBidPrice4 = QtWidgets.QLabel()
self.labelBidPrice5 = QtWidgets.QLabel()
self.labelBidVolume1 = QtWidgets.QLabel()
self.labelBidVolume2 = QtWidgets.QLabel()
self.labelBidVolume3 = QtWidgets.QLabel()
self.labelBidVolume4 = QtWidgets.QLabel()
self.labelBidVolume5 = QtWidgets.QLabel()
self.labelAskPrice1 = QtWidgets.QLabel()
self.labelAskPrice2 = QtWidgets.QLabel()
self.labelAskPrice3 = QtWidgets.QLabel()
self.labelAskPrice4 = QtWidgets.QLabel()
self.labelAskPrice5 = QtWidgets.QLabel()
self.labelAskVolume1 = QtWidgets.QLabel()
self.labelAskVolume2 = QtWidgets.QLabel()
self.labelAskVolume3 = QtWidgets.QLabel()
self.labelAskVolume4 = QtWidgets.QLabel()
self.labelAskVolume5 = QtWidgets.QLabel()
labelLast = QtWidgets.QLabel(vtText.LAST)
self.labelLastPrice = QtWidgets.QLabel()
self.labelReturn = QtWidgets.QLabel()
self.labelLastPrice.setMinimumWidth(60)
self.labelReturn.setMinimumWidth(60)
gridRight = QtWidgets.QGridLayout()
gridRight.addWidget(labelAsk5, 0, 0)
gridRight.addWidget(labelAsk4, 1, 0)
gridRight.addWidget(labelAsk3, 2, 0)
gridRight.addWidget(labelAsk2, 3, 0)
gridRight.addWidget(labelAsk1, 4, 0)
gridRight.addWidget(labelLast, 5, 0)
gridRight.addWidget(labelBid1, 6, 0)
gridRight.addWidget(labelBid2, 7, 0)
gridRight.addWidget(labelBid3, 8, 0)
gridRight.addWidget(labelBid4, 9, 0)
gridRight.addWidget(labelBid5, 10, 0)
gridRight.addWidget(self.labelAskPrice5, 0, 1)
gridRight.addWidget(self.labelAskPrice4, 1, 1)
gridRight.addWidget(self.labelAskPrice3, 2, 1)
gridRight.addWidget(self.labelAskPrice2, 3, 1)
gridRight.addWidget(self.labelAskPrice1, 4, 1)
gridRight.addWidget(self.labelLastPrice, 5, 1)
gridRight.addWidget(self.labelBidPrice1, 6, 1)
gridRight.addWidget(self.labelBidPrice2, 7, 1)
gridRight.addWidget(self.labelBidPrice3, 8, 1)
gridRight.addWidget(self.labelBidPrice4, 9, 1)
gridRight.addWidget(self.labelBidPrice5, 10, 1)
gridRight.addWidget(self.labelAskVolume5, 0, 2)
gridRight.addWidget(self.labelAskVolume4, 1, 2)
gridRight.addWidget(self.labelAskVolume3, 2, 2)
gridRight.addWidget(self.labelAskVolume2, 3, 2)
gridRight.addWidget(self.labelAskVolume1, 4, 2)
gridRight.addWidget(self.labelReturn, 5, 2)
gridRight.addWidget(self.labelBidVolume1, 6, 2)
gridRight.addWidget(self.labelBidVolume2, 7, 2)
gridRight.addWidget(self.labelBidVolume3, 8, 2)
gridRight.addWidget(self.labelBidVolume4, 9, 2)
gridRight.addWidget(self.labelBidVolume5, 10, 2)
# 发单按钮
buttonSendOrder = QtWidgets.QPushButton(vtText.SEND_ORDER)
buttonCancelAll = QtWidgets.QPushButton(vtText.CANCEL_ALL)
size = buttonSendOrder.sizeHint()
buttonSendOrder.setMinimumHeight(size.height() * 2) # 把按钮高度设为默认两倍
buttonCancelAll.setMinimumHeight(size.height() * 2)
# 整合布局
hbox = QtWidgets.QHBoxLayout()
hbox.addLayout(gridleft)
hbox.addLayout(gridRight)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox)
vbox.addWidget(buttonSendOrder)
vbox.addWidget(buttonCancelAll)
vbox.addStretch()
self.setLayout(vbox)
# 关联更新
buttonSendOrder.clicked.connect(self.sendOrder)
buttonCancelAll.clicked.connect(self.cancelAll)
self.lineSymbol.returnPressed.connect(self.updateSymbol)
#----------------------------------------------------------------------
def updateSymbol(self):
"""合约变化"""
# 读取组件数据
symbol = str(self.lineSymbol.text())
exchange = unicode(self.comboExchange.currentText())
currency = unicode(self.comboCurrency.currentText())
productClass = unicode(self.comboProductClass.currentText())
gatewayName = unicode(self.comboGateway.currentText())
# 查询合约
if exchange:
vtSymbol = '.'.join([symbol, exchange])
contract = self.mainEngine.getContract(vtSymbol)
else:
vtSymbol = symbol
contract = self.mainEngine.getContract(symbol)
if contract:
vtSymbol = contract.vtSymbol
gatewayName = contract.gatewayName
self.lineName.setText(contract.name)
exchange = contract.exchange # 保证有交易所代码
# 清空价格数量
self.spinPrice.setValue(0)
self.spinVolume.setValue(0)
# 清空行情显示
self.labelBidPrice1.setText('')
self.labelBidPrice2.setText('')
self.labelBidPrice3.setText('')
self.labelBidPrice4.setText('')
self.labelBidPrice5.setText('')
self.labelBidVolume1.setText('')
self.labelBidVolume2.setText('')
self.labelBidVolume3.setText('')
self.labelBidVolume4.setText('')
self.labelBidVolume5.setText('')
self.labelAskPrice1.setText('')
self.labelAskPrice2.setText('')
self.labelAskPrice3.setText('')
self.labelAskPrice4.setText('')
self.labelAskPrice5.setText('')
self.labelAskVolume1.setText('')
self.labelAskVolume2.setText('')
self.labelAskVolume3.setText('')
self.labelAskVolume4.setText('')
self.labelAskVolume5.setText('')
self.labelLastPrice.setText('')
self.labelReturn.setText('')
# 重新注册事件监听
self.eventEngine.unregister(EVENT_TICK + self.symbol, self.signal.emit)
self.eventEngine.register(EVENT_TICK + vtSymbol, self.signal.emit)
# 订阅合约
req = VtSubscribeReq()
req.symbol = symbol
req.exchange = exchange
req.currency = currency
req.productClass = productClass
# 默认跟随价
self.checkFixed.setChecked(False)
self.mainEngine.subscribe(req, gatewayName)
# 更新组件当前交易的合约
self.symbol = vtSymbol
#----------------------------------------------------------------------
def updateTick(self, event):
"""更新行情"""
tick = event.dict_['data']
if tick.vtSymbol == self.symbol:
if not self.checkFixed.isChecked():
self.spinPrice.setValue(tick.lastPrice)
self.labelBidPrice1.setText(str(tick.bidPrice1))
self.labelAskPrice1.setText(str(tick.askPrice1))
self.labelBidVolume1.setText(str(tick.bidVolume1))
self.labelAskVolume1.setText(str(tick.askVolume1))
if tick.bidPrice2:
self.labelBidPrice2.setText(str(tick.bidPrice2))
self.labelBidPrice3.setText(str(tick.bidPrice3))
self.labelBidPrice4.setText(str(tick.bidPrice4))
self.labelBidPrice5.setText(str(tick.bidPrice5))
self.labelAskPrice2.setText(str(tick.askPrice2))
self.labelAskPrice3.setText(str(tick.askPrice3))
self.labelAskPrice4.setText(str(tick.askPrice4))
self.labelAskPrice5.setText(str(tick.askPrice5))
self.labelBidVolume2.setText(str(tick.bidVolume2))
self.labelBidVolume3.setText(str(tick.bidVolume3))
self.labelBidVolume4.setText(str(tick.bidVolume4))
self.labelBidVolume5.setText(str(tick.bidVolume5))
self.labelAskVolume2.setText(str(tick.askVolume2))
self.labelAskVolume3.setText(str(tick.askVolume3))
self.labelAskVolume4.setText(str(tick.askVolume4))
self.labelAskVolume5.setText(str(tick.askVolume5))
self.labelLastPrice.setText(str(tick.lastPrice))
if tick.preClosePrice:
rt = (tick.lastPrice / tick.preClosePrice) - 1
self.labelReturn.setText(('%.2f' % (rt * 100)) + '%')
else:
self.labelReturn.setText('')
#----------------------------------------------------------------------
def connectSignal(self):
"""连接Signal"""
self.signal.connect(self.updateTick)
#----------------------------------------------------------------------
def sendOrder(self):
"""发单"""
symbol = str(self.lineSymbol.text())
exchange = unicode(self.comboExchange.currentText())
currency = unicode(self.comboCurrency.currentText())
productClass = unicode(self.comboProductClass.currentText())
gatewayName = unicode(self.comboGateway.currentText())
# 查询合约
if exchange:
vtSymbol = '.'.join([symbol, exchange])
contract = self.mainEngine.getContract(vtSymbol)
else:
vtSymbol = symbol
contract = self.mainEngine.getContract(vtSymbol)
if contract:
gatewayName = contract.gatewayName
exchange = contract.exchange # 保证有交易所代码
req = VtOrderReq()
req.symbol = symbol
req.exchange = exchange
req.price = self.spinPrice.value()
req.volume = self.spinVolume.value()
req.direction = unicode(self.comboDirection.currentText())
req.priceType = unicode(self.comboPriceType.currentText())
req.offset = unicode(self.comboOffset.currentText())
req.currency = currency
req.productClass = productClass
self.mainEngine.sendOrder(req, gatewayName)
#----------------------------------------------------------------------
def cancelAll(self):
"""一键撤销所有委托"""
l = self.mainEngine.getAllWorkingOrders()
for order in l:
req = VtCancelOrderReq()
req.symbol = order.symbol
req.exchange = order.exchange
req.frontID = order.frontID
req.sessionID = order.sessionID
req.orderID = order.orderID
self.mainEngine.cancelOrder(req, order.gatewayName)
#----------------------------------------------------------------------
def closePosition(self, cell):
"""根据持仓信息自动填写交易组件"""
# 读取持仓数据，cell是一个表格中的单元格对象
pos = cell.data
symbol = pos.symbol
# 更新交易组件的显示合约
self.lineSymbol.setText(symbol)
self.updateSymbol()
# 自动填写信息
self.comboPriceType.setCurrentIndex(
self.priceTypeList.index(PRICETYPE_LIMITPRICE))
self.comboOffset.setCurrentIndex(self.offsetList.index(OFFSET_CLOSE))
self.spinVolume.setValue(pos.position)
if pos.direction == DIRECTION_LONG or pos.direction == DIRECTION_NET:
self.comboDirection.setCurrentIndex(
self.directionList.index(DIRECTION_SHORT))
else:
self.comboDirection.setCurrentIndex(
self.directionList.index(DIRECTION_LONG))
class AlgoStatusMonitor(QtWidgets.QTableWidget):
""""""
signalParam = QtCore.Signal(type(Event()))
signalVar = QtCore.Signal(type(Event()))
#----------------------------------------------------------------------
def __init__(self, algoEngine):
"""Constructor"""
super(AlgoStatusMonitor, self).__init__()
self.algoEngine = algoEngine
self.eventEngine = algoEngine.eventEngine
self.cellDict = {}
self.initUi()
self.registerEvent()
#----------------------------------------------------------------------
def initUi(self):
"""初始化界面"""
labels = [u'', u'名称', u'参数', u'变量']
self.setColumnCount(len(labels))
self.setHorizontalHeaderLabels(labels)
self.setRowCount(0)
self.verticalHeader().setVisible(False)
self.setEditTriggers(self.NoEditTriggers)
#----------------------------------------------------------------------
def registerEvent(self):
"""注册事件监听"""
self.signalParam.connect(self.processParamEvent)
self.signalVar.connect(self.processVarEvent)
self.eventEngine.register(EVENT_ALGO_PARAM, self.signalParam.emit)
self.eventEngine.register(EVENT_ALGO_VAR, self.signalVar.emit)
#----------------------------------------------------------------------
def addAlgo(self, algoName):
"""新增算法"""
self.insertRow(0)
buttonStop = StopButton(self.algoEngine, algoName)
cellName = AlgoCell(algoName)
cellParam = AlgoCell()
cellVar = AlgoCell()
self.setCellWidget(0, 0, buttonStop)
self.setItem(0, 1, cellName)
self.setItem(0, 2, cellParam)
self.setItem(0, 3, cellVar)
self.cellDict[algoName] = {
'param': cellParam,
'var': cellVar,
'button': buttonStop
}
#----------------------------------------------------------------------
def processParamEvent(self, event):
""""""
d = event.dict_['data']
algoName = d.pop('algoName')
if algoName not in self.cellDict:
self.addAlgo(algoName)
l = []
for k, v in d.items():
msg = u'%s:%s' % (k, v)
l.append(msg)
text = ','.join(l)
cell = self.cellDict[algoName]['param']
cell.setText(text)
self.resizeColumnsToContents()
#----------------------------------------------------------------------
def processVarEvent(self, event):
""""""
d = event.dict_['data']
algoName = d.pop('algoName')
if algoName not in self.cellDict:
self.addAlgo(algoName)
if 'active' in d:
active = d.pop('active')
if not active:
button = self.cellDict[algoName]['button']
button.disable()
l = []
for k, v in d.items():
msg = u'%s:%s' % (k, v)
l.append(msg)
text = ','.join(l)
cell = self.cellDict[algoName]['var']
cell.setText(text)
self.resizeColumnsToContents()
