def initUi(self):
"""初始化界面"""
self.setWindowTitle(u'CTA Strategy')
# 按钮
loadButton = QtWidgets.QPushButton(u'Load Strategy')
updateMCButton = QtWidgets.QPushButton(u'Update Margin/Commission')
loadButton.clicked.connect(self.load)
updateMCButton.clicked.connect(self.updateMC)
# 滚动区域，放置所有的ArbStrategyManager
self.scrollArea = QtWidgets.QScrollArea()
self.scrollArea.setWidgetResizable(True)
# ARB组件的日志监控
self.arbLogMonitor = QtWidgets.QTextEdit()
self.arbLogMonitor.setReadOnly(True)
self.arbLogMonitor.setMaximumHeight(200)
# 设置布局
hbox2 = QtWidgets.QHBoxLayout()
hbox2.addWidget(loadButton)
hbox2.addWidget(updateMCButton)
hbox2.addStretch()
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox2)
vbox.addWidget(self.scrollArea)
vbox.addWidget(self.arbLogMonitor)
self.setLayout(vbox)
def updateStatus(self, status_dict):
"""更新状态数据"""
if not self.mainEngine:
return
if not self.initVarMonitors:
w = QtWidgets.QWidget()
self.monitor_vbox = QtWidgets.QVBoxLayout()
strategy_names = status_dict.keys()
sorted_strategy_names = sorted(strategy_names)
for k in sorted_strategy_names:
monitor = StrategyMonitorWidget(name=k,
mainEngine=self.mainEngine,
parent=self)
self.strategy_monitors[k] = monitor
self.monitor_vbox.addWidget(monitor)
w.setLayout(self.monitor_vbox)
self.scrollArea.setWidget(w)
self.initVarMonitors = True
for k, v in status_dict.items():
if k in self.strategy_monitors:
monitor = self.strategy_monitors[k]
monitor.updateStatus(v)
else:
monitor = StrategyMonitorWidget(name=k,
mainEngine=self.mainEngine,
parent=self)
self.strategy_monitors[k] = monitor
if self.monitor_vbox is not None:
self.monitor_vbox.addWidget(monitor)
monitor.updateStatus(v)
def updateStatus(self, status_dict):
"""更新状态数据"""
if not self.mainEngine:
return
if not self.initVarMonitors:
w = QtWidgets.QWidget()
vbox = QtWidgets.QVBoxLayout()
for k, v in status_dict.items():
monitor = StrategyMonitorWidget(name=k,
mainEngine=self.mainEngine,
parent=self)
#height = 65
#monitor.setFixedHeight(height)
self.strategy_monitors[k] = monitor
vbox.addWidget(monitor)
w.setLayout(vbox)
self.scrollArea.setWidget(w)
self.initVarMonitors = True
for k, v in status_dict.items():
if k in self.strategy_monitors:
monitor = self.strategy_monitors[k]
monitor.updateStatus(v)
def initUi(self):
self.setTitle(self.name)
# 策略的操作按钮：初始化/启动/停止/强制初始化
btnInitStrategy = QtWidgets.QPushButton(u'Init')
btnInitStrategy.clicked.connect(self.init_strategy)
btnStartStrategy = QtWidgets.QPushButton(u'Start')
btnStartStrategy.clicked.connect(self.start_strategy)
btnStopStrategy = QtWidgets.QPushButton(u'Stop')
btnStopStrategy.clicked.connect(self.stop_strategy)
btnForceInitStrategy = QtWidgets.QPushButton(u'ForceInit')
btnForceInitStrategy.clicked.connect(self.force_init_strategy)
btnDispatchOutStrategy = QtWidgets.QPushButton(u'Dispatch Out')
btnDispatchOutStrategy.clicked.connect(self.remove_strategy)
hbox1 = QtWidgets.QHBoxLayout()
hbox1.addWidget(btnInitStrategy)
hbox1.addWidget(btnStartStrategy)
hbox1.addWidget(btnStopStrategy)
hbox1.addWidget(btnForceInitStrategy)
#hbox1.addWidget(btnDispatchOutStrategy)
hbox1.addStretch()
# 策略的运行数据表
hbox2 = QtWidgets.QHBoxLayout()
hbox2.addWidget(self.varTable)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox1)
vbox.addLayout(hbox2)
self.setLayout(vbox)
def initUi(self):
"""初始化界面"""
self.setTitle(self.name)
self.paramMonitor = CtaValueMonitor(self)
self.varMonitor = CtaValueMonitor(self)
# height = 70
# self.paramMonitor.setFixedHeight(height)
# self.varMonitor.setFixedHeight(height)
buttonInit = QtWidgets.QPushButton(text.INIT)
buttonStart = QtWidgets.QPushButton(text.START)
buttonStop = QtWidgets.QPushButton(text.STOP)
buttonInit.clicked.connect(self.init)
buttonStart.clicked.connect(self.start)
buttonStop.clicked.connect(self.stop)
hbox1 = QtWidgets.QHBoxLayout()
hbox1.addWidget(buttonInit)
hbox1.addWidget(buttonStart)
hbox1.addWidget(buttonStop)
hbox1.addStretch()
hbox2 = QtWidgets.QHBoxLayout()
hbox2.addWidget(self.paramMonitor)
hbox3 = QtWidgets.QHBoxLayout()
hbox3.addWidget(self.varMonitor)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox1)
vbox.addLayout(hbox2)
vbox.addLayout(hbox3)
self.setLayout(vbox)
def initUi(self):
"""初始化界面"""
self.setWindowTitle(u'行情数据记录工具')
# 记录合约配置监控
tickLabel = QtWidgets.QLabel(u'Tick记录')
self.tickTable = QtWidgets.QTableWidget()
self.tickTable.setColumnCount(2)
self.tickTable.verticalHeader().setVisible(False)
self.tickTable.setEditTriggers(QtWidgets.QTableWidget.NoEditTriggers)
self.tickTable.horizontalHeader().setResizeMode(
QtWidgets.QHeaderView.Stretch)
self.tickTable.setAlternatingRowColors(True)
self.tickTable.setHorizontalHeaderLabels([u'合约代码', u'接口'])
barLabel = QtWidgets.QLabel(u'Bar记录')
self.barTable = QtWidgets.QTableWidget()
self.barTable.setColumnCount(2)
self.barTable.verticalHeader().setVisible(False)
self.barTable.setEditTriggers(QtWidgets.QTableWidget.NoEditTriggers)
self.barTable.horizontalHeader().setResizeMode(
QtWidgets.QHeaderView.Stretch)
self.barTable.setAlternatingRowColors(True)
self.barTable.setHorizontalHeaderLabels([u'合约代码', u'接口'])
activeLabel = QtWidgets.QLabel(u'主力合约')
self.activeTable = QtWidgets.QTableWidget()
self.activeTable.setColumnCount(2)
self.activeTable.verticalHeader().setVisible(False)
self.activeTable.setEditTriggers(QtWidgets.QTableWidget.NoEditTriggers)
self.activeTable.horizontalHeader().setResizeMode(
QtWidgets.QHeaderView.Stretch)
self.activeTable.setAlternatingRowColors(True)
self.activeTable.setHorizontalHeaderLabels([u'主力代码', u'合约代码'])
# 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 initUi(self):
Label = QtWidgets.QLabel
grid = QtWidgets.QGridLayout()
grid.addWidget(Label(u'CPU'), 0, 0)
grid.addWidget(self.label_cpu_percent, 0, 1)
grid.addWidget(Label(u'Memory'), 0, 2)
grid.addWidget(self.label_mem_percent, 0, 3)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(grid)
self.setLayout(vbox)
def __init__(self, parent=None):
"""Constructor"""
super(CtaEngineMonitorWidget, self).__init__(parent)
self.mainEngine = None
self.strategy_monitors = {}
self.scrollArea = QtWidgets.QScrollArea()
self.scrollArea.setWidgetResizable(True)
self.scrollLayout = QtWidgets.QVBoxLayout()
self.initUi()
self.initVarMonitors = False
def initStrategyManager(self):
"""初始化策略管理组件界面"""
w = QtWidgets.QWidget()
vbox = QtWidgets.QVBoxLayout()
for name in list(self.ctaEngine.strategyDict.keys()):
strategyManager = CtaStrategyManager(self.ctaEngine, self.eventEngine, name)
vbox.addWidget(strategyManager)
vbox.addStretch()
w.setLayout(vbox)
self.scrollArea.setWidget(w)
def initUi(self):
"""初始化界面"""
self.lineSymbol = QtWidgets.QLineEdit(u'rb1805')
self.pushButton = QtWidgets.QPushButton(u'订阅合约')
self.pushButton.clicked.connect(self.symbolTextSelect)
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(self.lineSymbol)
hbox.addWidget(self.pushButton)
hbox.addStretch()
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox)
self.setLayout(vbox)
def initStrategyManager(self):
"""初始化策略管理组件界面"""
w = QtWidgets.QWidget()
vbox = QtWidgets.QVBoxLayout()
for name in self.cmaEngine.strategyDict.keys():
# 为每一个策略实例，创建对应的管理组件实例
strategyManager = CmaStrategyManager(self.cmaEngine, self.eventEngine, name)
vbox.addWidget(strategyManager)
sleep(0.2)
vbox.addStretch()
w.setLayout(vbox)
self.scrollArea.setWidget(w)
def initStrategyManager(self):
"""初始化策略管理组件界面"""
w = QtWidgets.QWidget()
vbox = QtWidgets.QVBoxLayout()
l = self.account.getStrategyNames()
for name in l:
strategyManager = AShStrategyManager(self.account,
self._eventChannel, name)
vbox.addWidget(strategyManager)
vbox.addStretch()
w.setLayout(vbox)
self.scrollArea.setWidget(w)
def initStrategyManager(self):
"""初始化策略管理组件界面"""
w = QtWidgets.QWidget()
vbox = QtWidgets.QVBoxLayout()
for name in sorted(self.arbEngine.strategyDict.keys()):
if name not in self.nameList:
strategyManager = ArbStrategyManager(self.arbEngine, self.eventEngine, name)
self.strategyManagers[name] = strategyManager
else:
strategyManager = self.strategyManagers[name]
vbox.addWidget(strategyManager)
self.nameList.append(name)
vbox.addStretch()
w.setLayout(vbox)
self.scrollArea.setWidget(w)
def initUi(self):
"""初始化界面"""
self.setWindowTitle(text.CTA_STRATEGY)
# 按钮
loadButton = QtWidgets.QPushButton(text.LOAD_STRATEGY)
initAllButton = QtWidgets.QPushButton(text.INIT_ALL)
startAllButton = QtWidgets.QPushButton(text.START_ALL)
stopAllButton = QtWidgets.QPushButton(text.STOP_ALL)
loadButton.clicked.connect(self.load)
initAllButton.clicked.connect(self.initAll)
startAllButton.clicked.connect(self.startAll)
stopAllButton.clicked.connect(self.stopAll)
# 滚动区域，放置所有的CtaStrategyManager
self.scrollArea = QtWidgets.QScrollArea()
self.scrollArea.setWidgetResizable(True)
# CTA组件的日志监控
self.ctaLogMonitor = QtWidgets.QTextEdit()
self.ctaLogMonitor.setReadOnly(True)
self.ctaLogMonitor.setMaximumHeight(200)
# 设置布局
hbox2 = QtWidgets.QHBoxLayout()
hbox2.addWidget(loadButton)
hbox2.addWidget(initAllButton)
hbox2.addWidget(startAllButton)
hbox2.addWidget(stopAllButton)
hbox2.addStretch()
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox2)
vbox.addWidget(self.scrollArea)
vbox.addWidget(self.ctaLogMonitor)
self.setLayout(vbox)
self.resize(1024, 800) #ROBINLIN
# ROBINLIN 窗口显示后，立即加载和初始化策略。
self.load()
self.initAll()
self.startAll()
def initUi(self):
"""初始化界面"""
self.setTitle(self.name)
self.paramMonitor = CtaValueMonitor(self)
self.varMonitor = CtaValueMonitor(self)
self.dictMonitor = GridControlDictMonitor(self)
height = 65
self.paramMonitor.setFixedHeight(height)
self.varMonitor.setFixedHeight(height)
buttonInit = QtWidgets.QPushButton(text.INIT)
buttonStart = QtWidgets.QPushButton(text.START)
buttonStop = QtWidgets.QPushButton(text.STOP)
buttonInit.clicked.connect(self.init)
buttonStart.clicked.connect(self.start)
buttonStop.clicked.connect(self.stop)
hbox1 = QtWidgets.QHBoxLayout()
hbox1.addWidget(buttonInit)
hbox1.addWidget(buttonStart)
hbox1.addWidget(buttonStop)
hbox1.addStretch()
hbox2 = QtWidgets.QHBoxLayout()
hbox2.addWidget(self.paramMonitor)
hbox3 = QtWidgets.QHBoxLayout()
hbox3.addWidget(self.varMonitor)
# ROBINLIN add QTableWidget to show the control_dic
hbox4 = QtWidgets.QHBoxLayout()
hbox4.addWidget(self.dictMonitor)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox1)
vbox.addLayout(hbox2)
vbox.addLayout(hbox3)
vbox.addLayout(hbox4)
self.setLayout(vbox)
def initUi(self):
btnLoadStrategies = QtWidgets.QPushButton(u'Load All Strategies')
btnStartStrategies = QtWidgets.QPushButton(u'Start All Strategies')
btnStopStrategies = QtWidgets.QPushButton(u'Stop All Strategies')
btnLoadStrategies.clicked.connect(self.load_all_strategies)
btnStartStrategies.clicked.connect(self.start_all_strategies)
btnStopStrategies.clicked.connect(self.stop_all_strategies)
hbox1 = QtWidgets.QHBoxLayout()
hbox1.addWidget(btnLoadStrategies)
hbox1.addWidget(btnStartStrategies)
hbox1.addWidget(btnStopStrategies)
hbox1.addStretch()
self.vbox = QtWidgets.QVBoxLayout()
self.vbox.addLayout(hbox1)
self.vbox.addWidget(self.scrollArea)
self.setLayout(self.vbox)
def load_rpc_servers(self):
"""从vt_Setting.Json加载所有RPC服务器信息"""
if self.rpc_servers_loaded:
QtWidgets.QMessageBox.warning(self, u'Already Loaded')
return
try:
zmqAddressDict = globalSetting['ZMQ']
w = QtWidgets.QWidget()
vbox = QtWidgets.QVBoxLayout()
for k, v in zmqAddressDict.items():
if k == 'CTP_Post':
continue
reqAddress = v['ReqAddress']
pubAddress = v['PubAddress']
subscribes = v['SubscribeTopic']
sub_window = QtWidgets.QMdiSubWindow()
sub_window.setWindowTitle(k)
rpc_monitor = RpcServerMonitor(name=k,
req_addr=reqAddress,
sub_addr=pubAddress,
sub_topics=subscribes,
parent=self)
sub_window.setWidget(rpc_monitor)
self.mdi.addSubWindow(rpc_monitor)
rpc_monitor.show()
self.mdi.tileSubWindows()
except Exception as ex:
traceback.print_exc()
QtWidgets.QMessageBox.warning(self, 'Exception',
u'Load vt_Setting.json Exception',
QtWidgets.QMessageBox.Cancel,
QtWidgets.QMessageBox.NoButton,
QtGui.QMessageBox.NoButton)
return
def initUi(self):
"""初始化界面"""
self.setWindowTitle(text.CTA_STRATEGY)
# 按钮
loadButton = QtWidgets.QPushButton(text.LOAD_STRATEGY)
initAllButton = QtWidgets.QPushButton(text.INIT_ALL)
startAllButton = QtWidgets.QPushButton(text.START_ALL)
stopAllButton = QtWidgets.QPushButton(text.STOP_ALL)
savePositionButton = QtWidgets.QPushButton(text.SAVE_POSITION_DATA)
loadButton.clicked.connect(self.load)
initAllButton.clicked.connect(self.initAll)
startAllButton.clicked.connect(self.startAll)
stopAllButton.clicked.connect(self.stopAll)
savePositionButton.clicked.connect(self.ctaEngine.savePosition)
# 滚动区域，放置所有的CtaStrategyManager
self.scrollArea = QtWidgets.QScrollArea()
self.scrollArea.setWidgetResizable(True)
# CTA组件的日志监控
self.ctaLogMonitor = QtWidgets.QTextEdit()
self.ctaLogMonitor.setReadOnly(True)
self.ctaLogMonitor.setMaximumHeight(200)
# 设置布局
hbox2 = QtWidgets.QHBoxLayout()
hbox2.addWidget(loadButton)
hbox2.addWidget(initAllButton)
hbox2.addWidget(startAllButton)
hbox2.addWidget(stopAllButton)
hbox2.addWidget(savePositionButton)
hbox2.addStretch()
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox2)
vbox.addWidget(self.scrollArea)
vbox.addWidget(self.ctaLogMonitor)
self.setLayout(vbox)
def initUi(self):
"""初始化界面"""
self.setTitle(self.name)
self.paramMonitor = ValueMonitor(True, self)
self.varMonitor = ValueMonitor(False, self)
height = 65
self.paramMonitor.setFixedHeight(height)
self.varMonitor.setFixedHeight(height)
buttonInit = QtWidgets.QPushButton(u'初始化')
buttonStart = QtWidgets.QPushButton(u'启动')
buttonStop = QtWidgets.QPushButton(u'停止')
buttonInit.clicked.connect(self.init)
buttonStart.clicked.connect(self.start)
buttonStop.clicked.connect(self.stop)
hbox1 = QtWidgets.QHBoxLayout()
hbox1.addWidget(buttonInit)
hbox1.addWidget(buttonStart)
hbox1.addWidget(buttonStop)
hbox1.addStretch()
hbox2 = QtWidgets.QHBoxLayout()
hbox2.addWidget(self.paramMonitor)
hbox3 = QtWidgets.QHBoxLayout()
hbox3.addWidget(self.varMonitor)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox1)
vbox.addLayout(hbox2)
vbox.addLayout(hbox3)
self.setLayout(vbox)
self.paramMonitor.itemChanged.connect(self.setParam)
def initUi(self):
"""初始化界面"""
self.setWindowTitle(u'期权策略')
# 按钮
loadButton = QtWidgets.QPushButton(u'加载策略')
initAllButton = QtWidgets.QPushButton(u'全部初始化')
startAllButton = QtWidgets.QPushButton(u'全部启动')
stopAllButton = QtWidgets.QPushButton(u'全部停止')
loadButton.clicked.connect(self.load)
initAllButton.clicked.connect(self.initAll)
startAllButton.clicked.connect(self.startAll)
stopAllButton.clicked.connect(self.stopAll)
# 滚动区域，放置所有的StrategyManager
self.scrollArea = QtWidgets.QScrollArea()
self.scrollArea.setWidgetResizable(True)
# 日志监控
self.ctaLogMonitor = QtWidgets.QTextEdit()
self.ctaLogMonitor.setReadOnly(True)
self.ctaLogMonitor.setMaximumHeight(200)
# 设置布局
hbox2 = QtWidgets.QHBoxLayout()
hbox2.addWidget(loadButton)
hbox2.addWidget(initAllButton)
hbox2.addWidget(startAllButton)
hbox2.addWidget(stopAllButton)
hbox2.addStretch()
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox2)
vbox.addWidget(self.scrollArea)
vbox.addWidget(self.ctaLogMonitor)
self.setLayout(vbox)
def initUi(self):
"""初始化界面"""
self.setWindowTitle(u'风险管理')
# 设置界面
self.buttonSwitchEngineStatus = QtWidgets.QPushButton(u'风控模块未启动')
self.spinOrderFlowLimit = RmSpinBox(self.rmEngine.orderFlowLimit)
self.spinOrderFlowClear = RmSpinBox(self.rmEngine.orderFlowClear)
self.spinOrderSizeLimit = RmSpinBox(self.rmEngine.orderSizeLimit)
self.spinTradeLimit = RmSpinBox(self.rmEngine.tradeLimit)
self.spinWorkingOrderLimit = RmSpinBox(self.rmEngine.workingOrderLimit)
# 最大开仓比例
self.spinPercentLimit = RmSpinBox(self.rmEngine.percentLimit)
# 最大净值止损比例,满足后强制止损
self.spinLossLimit = RmSpinBox(self.rmEngine.lossLimit)
buttonClearOrderFlowCount = QtWidgets.QPushButton(u'清空流控计数')
buttonClearTradeCount = QtWidgets.QPushButton(u'清空总成交计数')
buttonSaveSetting = QtWidgets.QPushButton(u'保存设置')
Label = QtWidgets.QLabel
grid = QtWidgets.QGridLayout()
grid.addWidget(Label(u'工作状态'), 0, 0)
grid.addWidget(self.buttonSwitchEngineStatus, 0, 1)
grid.addWidget(RmLine(), 1, 0, 1, 2)
grid.addWidget(Label(u'流控上限'), 2, 0)
grid.addWidget(self.spinOrderFlowLimit, 2, 1)
grid.addWidget(Label(u'流控清空（秒）'), 3, 0)
grid.addWidget(self.spinOrderFlowClear, 3, 1)
grid.addWidget(RmLine(), 4, 0, 1, 2)
grid.addWidget(Label(u'单笔委托上限'), 5, 0)
grid.addWidget(self.spinOrderSizeLimit, 5, 1)
grid.addWidget(RmLine(), 6, 0, 1, 2)
grid.addWidget(Label(u'总成交上限'), 7, 0)
grid.addWidget(self.spinTradeLimit, 7, 1)
grid.addWidget(RmLine(), 8, 0, 1, 2)
grid.addWidget(Label(u'活动订单上限'), 9, 0)
grid.addWidget(self.spinWorkingOrderLimit, 9, 1)
grid.addWidget(RmLine(), 10, 0, 1, 2)
grid.addWidget(Label(u'仓位上限(1~100)'), 11, 0)
grid.addWidget(self.spinPercentLimit, 11, 1)
grid.addWidget(Label(u'强制止损净值'), 12, 0)
grid.addWidget(self.spinLossLimit, 12, 1)
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(buttonClearOrderFlowCount)
hbox.addWidget(buttonClearTradeCount)
hbox.addStretch()
hbox.addWidget(buttonSaveSetting)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(grid)
vbox.addLayout(hbox)
self.setLayout(vbox)
# 连接组件信号
self.spinOrderFlowLimit.valueChanged.connect(
self.rmEngine.setOrderFlowLimit)
self.spinOrderFlowClear.valueChanged.connect(
self.rmEngine.setOrderFlowClear)
self.spinOrderSizeLimit.valueChanged.connect(
self.rmEngine.setOrderSizeLimit)
self.spinTradeLimit.valueChanged.connect(self.rmEngine.setTradeLimit)
self.spinWorkingOrderLimit.valueChanged.connect(
self.rmEngine.setWorkingOrderLimit)
self.spinPercentLimit.valueChanged.connect(
self.rmEngine.setAccountPercentLimit)
self.spinLossLimit.valueChanged.connect(self.rmEngine.setLossLimit)
self.buttonSwitchEngineStatus.clicked.connect(self.switchEngineSatus)
buttonClearOrderFlowCount.clicked.connect(
self.rmEngine.clearOrderFlowCount)
buttonClearTradeCount.clicked.connect(self.rmEngine.clearTradeCount)
buttonSaveSetting.clicked.connect(self.rmEngine.saveSetting)
# 设为固定大小
self.setFixedSize(self.sizeHint())
def initUi(self):
"""初始化界面"""
self.setWindowTitle(text.RISK_MANAGER)
# 设置界面
self.buttonSwitchEngineStatus = QtWidgets.QPushButton(
text.RISK_MANAGER_STOP)
self.spinOrderFlowLimit = RmSpinBox(self.rmEngine.orderFlowLimit)
self.spinOrderFlowClear = RmSpinBox(self.rmEngine.orderFlowClear)
self.spinOrderSizeLimit = RmSpinBox(self.rmEngine.orderSizeLimit)
self.spinTradeLimit = RmSpinBox(self.rmEngine.tradeLimit)
self.spinWorkingOrderLimit = RmSpinBox(self.rmEngine.workingOrderLimit)
self.spinOrderCancelLimit = RmSpinBox(self.rmEngine.orderCancelLimit)
self.spinMarginRatioLimit = RmSpinBox(self.rmEngine.marginRatioLimit *
100) # 百分比显示配置
self.spinMarginRatioLimit.setMaximum(100)
self.spinMarginRatioLimit.setSuffix('%')
buttonClearOrderFlowCount = QtWidgets.QPushButton(
text.CLEAR_ORDER_FLOW_COUNT)
buttonClearTradeCount = QtWidgets.QPushButton(
text.CLEAR_TOTAL_FILL_COUNT)
buttonSaveSetting = QtWidgets.QPushButton(text.SAVE_SETTING)
Label = QtWidgets.QLabel
grid = QtWidgets.QGridLayout()
grid.addWidget(Label(text.WORKING_STATUS), 0, 0)
grid.addWidget(self.buttonSwitchEngineStatus, 0, 1)
grid.addWidget(RmLine(), 1, 0, 1, 2)
grid.addWidget(Label(text.ORDER_FLOW_LIMIT), 2, 0)
grid.addWidget(self.spinOrderFlowLimit, 2, 1)
grid.addWidget(Label(text.ORDER_FLOW_CLEAR), 3, 0)
grid.addWidget(self.spinOrderFlowClear, 3, 1)
grid.addWidget(RmLine(), 4, 0, 1, 2)
grid.addWidget(Label(text.ORDER_SIZE_LIMIT), 5, 0)
grid.addWidget(self.spinOrderSizeLimit, 5, 1)
grid.addWidget(RmLine(), 6, 0, 1, 2)
grid.addWidget(Label(text.TOTAL_TRADE_LIMIT), 7, 0)
grid.addWidget(self.spinTradeLimit, 7, 1)
grid.addWidget(RmLine(), 8, 0, 1, 2)
grid.addWidget(Label(text.WORKING_ORDER_LIMIT), 9, 0)
grid.addWidget(self.spinWorkingOrderLimit, 9, 1)
grid.addWidget(RmLine(), 10, 0, 1, 2)
grid.addWidget(Label(text.CONTRACT_CANCEL_LIMIT), 11, 0)
grid.addWidget(self.spinOrderCancelLimit, 11, 1)
grid.addWidget(RmLine(), 12, 0, 1, 2)
grid.addWidget(Label(text.MARGIN_RATIO_LIMIT), 13, 0)
grid.addWidget(self.spinMarginRatioLimit, 13, 1)
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(buttonClearOrderFlowCount)
hbox.addWidget(buttonClearTradeCount)
hbox.addStretch()
hbox.addWidget(buttonSaveSetting)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(grid)
vbox.addLayout(hbox)
self.setLayout(vbox)
# 连接组件信号
self.spinOrderFlowLimit.valueChanged.connect(
self.rmEngine.setOrderFlowLimit)
self.spinOrderFlowClear.valueChanged.connect(
self.rmEngine.setOrderFlowClear)
self.spinOrderSizeLimit.valueChanged.connect(
self.rmEngine.setOrderSizeLimit)
self.spinTradeLimit.valueChanged.connect(self.rmEngine.setTradeLimit)
self.spinWorkingOrderLimit.valueChanged.connect(
self.rmEngine.setWorkingOrderLimit)
self.spinOrderCancelLimit.valueChanged.connect(
self.rmEngine.setOrderCancelLimit)
self.spinMarginRatioLimit.valueChanged.connect(
self.rmEngine.setMarginRatioLimit)
self.buttonSwitchEngineStatus.clicked.connect(self.switchEngineSatus)
buttonClearOrderFlowCount.clicked.connect(
self.rmEngine.clearOrderFlowCount)
buttonClearTradeCount.clicked.connect(self.rmEngine.clearTradeCount)
buttonSaveSetting.clicked.connect(self.rmEngine.saveSetting)
# 设为固定大小
self.setFixedSize(self.sizeHint())
def initUi(self):
"""初始化界面"""
# 1) 服务端级别按钮，
btnConnectRpcServer = QtWidgets.QPushButton(u'Connect {0}'.format(
self.name))
btnActivateGateWayConnection = QtWidgets.QPushButton(u'activate CTP')
btnDeactivateGateway = QtWidgets.QPushButton(u'Deactivate CTP')
btnQryStatus = QtWidgets.QPushButton(u'Qry Status')
btnConnectRpcServer.clicked.connect(self.connect_rpc_server)
btnActivateGateWayConnection.clicked.connect(
self.activate_gateway_connection)
btnDeactivateGateway.clicked.connect(
self.deactivate_gateway_connection)
btnQryStatus.clicked.connect(self.qryStatus)
hbox1 = QtWidgets.QHBoxLayout()
hbox1.addWidget(btnConnectRpcServer)
hbox1.addWidget(btnActivateGateWayConnection)
hbox1.addWidget(btnDeactivateGateway)
hbox1.addWidget(btnQryStatus)
self.chkCritical = QtWidgets.QCheckBox('Critical')
self.chkCritical.setChecked(True)
self.chkError = QtWidgets.QCheckBox('Error')
self.chkError.setChecked(True)
self.chkWarning = QtWidgets.QCheckBox('Warning')
self.chkWarning.setChecked(True)
self.chkCtaLog = QtWidgets.QCheckBox('CtaLog')
self.chkCtaLog.setChecked(True)
self.chkTicks = QtWidgets.QCheckBox('Ticks')
self.chkTicks.setChecked(False)
self.chkSignal = QtWidgets.QCheckBox('Signal')
self.chkSignal.setChecked(True)
hbox1.addWidget(self.chkCritical)
hbox1.addWidget(self.chkError)
hbox1.addWidget(self.chkWarning)
hbox1.addWidget(self.chkCtaLog)
hbox1.addWidget(self.chkTicks)
hbox1.addWidget(self.chkSignal)
hbox1.addStretch()
self.server_info_monitor = ServerInfoWidget()
# 滚动区域，放置所有的CtaStrategyManager
self.scrollArea = QtWidgets.QScrollArea()
self.scrollArea.setWidgetResizable(True)
# 2)服务端策略监控widget
self.ctaMonitor = CtaEngineMonitorWidget(self) # 参数监控
self.ctaMonitor.setMinimumHeight(200)
#self.ctaMonitor.setMinimumWidth(800)
hbox2 = QtWidgets.QVBoxLayout()
hbox2.addWidget(self.ctaMonitor)
self.scrollArea.setLayout(hbox2)
# 服务端日志监控widget
self.logMonitor = QtWidgets.QTextEdit()
self.logMonitor.setReadOnly(True)
self.logMonitor.setMaximumHeight(200)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox1)
vbox.addWidget(self.server_info_monitor) # 添加服务监控
vbox.addWidget(self.logMonitor)
vbox.addWidget(self.scrollArea)
self.setLayout(vbox)
def initUi(self):
"""初始化界面"""
self.setTitle(self.name)
self.directionList = [u'LONG',
u'SHORT',
u'NONE']
self.offsetList = [u'OPEN',
u'CLOSE']
labelX1 = QtWidgets.QLabel(u'Multiplier 1')
labelS1 = QtWidgets.QLabel(u' x')
labelC1 = QtWidgets.QLabel(u'Contract 1')
self.lineX1 = QtWidgets.QLineEdit()
self.lineS1 = QtWidgets.QLabel(u' x')
self.lineC1 = QtWidgets.QLineEdit()
labelP2 = QtWidgets.QLabel(u' +')
labelX2 = QtWidgets.QLabel(u'Multiplier 2')
labelS2 = QtWidgets.QLabel(u' x')
labelC2 = QtWidgets.QLabel(u'Contract 2')
self.lineP2 = QtWidgets.QLabel(u' +')
self.lineX2 = QtWidgets.QLineEdit()
self.lineS2 = QtWidgets.QLabel(u' x')
self.lineC2 = QtWidgets.QLineEdit()
labelP3 = QtWidgets.QLabel(u' +')
labelX3 = QtWidgets.QLabel(u'Multiplier 3')
labelS3 = QtWidgets.QLabel(u' x')
labelC3 = QtWidgets.QLabel(u'Contract 3')
self.lineP3 = QtWidgets.QLabel(u' +')
self.lineX3 = QtWidgets.QLineEdit()
self.lineS3 = QtWidgets.QLabel(u' x')
self.lineC3 = QtWidgets.QLineEdit()
labelP4 = QtWidgets.QLabel(u' +')
labelX4 = QtWidgets.QLabel(u'Multiplier 4')
labelS4 = QtWidgets.QLabel(u' x')
labelC4 = QtWidgets.QLabel(u'Contract 4')
self.lineP4 = QtWidgets.QLabel(u' +')
self.lineX4 = QtWidgets.QLineEdit()
self.lineS4 = QtWidgets.QLabel(u' x')
self.lineC4 = QtWidgets.QLineEdit()
labelX5 = QtWidgets.QLabel(u'Spread')
labelC5 = QtWidgets.QLabel(u'Quantity')
self.lineX5 = QtWidgets.QLineEdit()
self.lineC5 = QtWidgets.QLineEdit()
labelX7 = QtWidgets.QLabel(u'Bought at')
labelC7 = QtWidgets.QLabel(u'Sold at')
self.lineX7 = QtWidgets.QLabel(u'3349')
self.lineC7 = QtWidgets.QLabel(u'3312')
labelX6 = QtWidgets.QLabel(u'Direction')
self.comboDirection = QtWidgets.QComboBox()
self.comboDirection.addItems(self.directionList)
labelC6 = QtWidgets.QLabel(u'Offset')
self.comboOffset = QtWidgets.QComboBox()
self.comboOffset.addItems(self.offsetList)
# 代码输入框
gridup = QtWidgets.QGridLayout()
gridup.addWidget(labelX1, 0, 0)
gridup.addWidget(labelS1, 0, 1)
gridup.addWidget(labelC1, 0, 2)
gridup.addWidget(labelP2, 0, 3)
gridup.addWidget(labelX2, 0, 4)
gridup.addWidget(labelS2, 0, 5)
gridup.addWidget(labelC2, 0, 6)
gridup.addWidget(labelP3, 0, 7)
gridup.addWidget(labelX3, 0, 8)
gridup.addWidget(labelS3, 0, 9)
gridup.addWidget(labelC3, 0, 10)
gridup.addWidget(labelP4, 0, 11)
gridup.addWidget(labelX4, 0, 12)
gridup.addWidget(labelS4, 0, 13)
gridup.addWidget(labelC4, 0, 14)
gridup.addWidget(self.lineX1, 1, 0)
gridup.addWidget(self.lineS1, 1, 1)
gridup.addWidget(self.lineC1, 1, 2)
gridup.addWidget(self.lineP2, 1, 3)
gridup.addWidget(self.lineX2, 1, 4)
gridup.addWidget(self.lineS2, 1, 5)
gridup.addWidget(self.lineC2, 1, 6)
gridup.addWidget(self.lineP3, 1, 7)
gridup.addWidget(self.lineX3, 1, 8)
gridup.addWidget(self.lineS3, 1, 9)
gridup.addWidget(self.lineC3, 1, 10)
gridup.addWidget(self.lineP4, 1, 11)
gridup.addWidget(self.lineX4, 1, 12)
gridup.addWidget(self.lineS4, 1, 13)
gridup.addWidget(self.lineC4, 1, 14)
gridup.setColumnStretch(0, 1)
gridup.setColumnStretch(1, 1)
gridup.setColumnStretch(2, 2)
gridup.setColumnStretch(3, 1)
gridup.setColumnStretch(4, 1)
gridup.setColumnStretch(5, 1)
gridup.setColumnStretch(6, 2)
gridup.setColumnStretch(7, 1)
gridup.setColumnStretch(8, 1)
gridup.setColumnStretch(9, 1)
gridup.setColumnStretch(10, 2)
gridup.setColumnStretch(11, 1)
gridup.setColumnStretch(12, 1)
gridup.setColumnStretch(13, 1)
gridup.setColumnStretch(14, 2)
gridup.setContentsMargins(2,2,600,10)
griddown = QtWidgets.QGridLayout()
griddown.addWidget(labelX7, 0, 0)
griddown.addWidget(labelC7, 0, 1)
griddown.addWidget(labelX5, 0, 2)
griddown.addWidget(labelC5, 0, 3)
griddown.addWidget(labelX6, 0, 4)
griddown.addWidget(labelC6, 0, 5)
griddown.addWidget(self.lineX7, 1, 0)
griddown.addWidget(self.lineC7, 1, 1)
griddown.addWidget(self.lineX5, 1, 2)
griddown.addWidget(self.lineC5, 1, 3)
griddown.addWidget(self.comboDirection, 1, 4)
griddown.addWidget(self.comboOffset, 1, 5)
griddown.setContentsMargins(2,2,1300,20)
self.paramMonitor = ArbValueMonitor(self)
self.varMonitor = ArbValueMonitor(self)
maxHeight = 80
#self.paramMonitor.setMaximumHeight(maxHeight)
self.paramMonitor.setMinimumHeight(maxHeight)
self.paramMonitor.resizeRowsToContents()
#self.varMonitor.setMaximumHeight(maxHeight)
self.varMonitor.setMinimumHeight(maxHeight)
self.varMonitor.resizeRowsToContents()
buttonUpdate = QtWidgets.QPushButton(u'Update Contracts')
buttonInit = QtWidgets.QPushButton(u'Initialize')
buttonSend = QtWidgets.QPushButton(u'Trigger')
buttonStart = QtWidgets.QPushButton(u'Start')
buttonClear = QtWidgets.QPushButton(u'Clear Strategy')
buttonQrypos = QtWidgets.QPushButton(u'Query Position')
buttonReport = QtWidgets.QPushButton(u'Report Strategy')
buttonStop = QtWidgets.QPushButton(u'Stop')
buttonUpdate.clicked.connect(self.update)
buttonInit.clicked.connect(self.init)
buttonSend.clicked.connect(self.send)
buttonStart.clicked.connect(self.start)
buttonClear.clicked.connect(self.clear)
buttonQrypos.clicked.connect(self.qrypos)
buttonReport.clicked.connect(self.report)
buttonStop.clicked.connect(self.stop)
hbox1 = QtWidgets.QHBoxLayout()
hbox1.addWidget(buttonUpdate)
hbox1.addWidget(buttonInit)
hbox1.addWidget(buttonSend)
hbox1.addWidget(buttonStart)
hbox1.addWidget(buttonClear)
hbox1.addWidget(buttonQrypos)
hbox1.addWidget(buttonReport)
hbox1.addWidget(buttonStop)
hbox1.addStretch()
hbox2 = QtWidgets.QHBoxLayout()
hbox2.addWidget(self.paramMonitor)
hbox3 = QtWidgets.QHBoxLayout()
hbox3.addWidget(self.varMonitor)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(gridup)
vbox.addLayout(griddown)
vbox.addLayout(hbox1)
vbox.addLayout(hbox2)
vbox.addLayout(hbox3)
vbox.setContentsMargins(20,50,20,20)
self.setLayout(vbox)
def initUi(self):
"""初始化界面"""
self.setWindowTitle(u'套利交易')
# 连接运行中的套利测试（策略名称[下拉菜单]，连接按钮）
self.btnSwitchConnectStatus = QtWidgets.QPushButton(u'套利策略未连接')
self.btnSwitchConnectStatus.clicked.connect(self.btnSwitchClick)
Label = QtWidgets.QLabel
grid = QtWidgets.QGridLayout()
grid.addWidget(Label(u'状态'), 0, 0)
grid.addWidget(self.btnSwitchConnectStatus, 0, 1)
self.spreadStraty = QtWidgets.QComboBox()
self.strategy_name_list = self.ctaEngine.strategyDict.keys()
self.spreadStraty.addItems(self.strategy_name_list)
grid.addWidget(Label(u'套利策略'), 1, 0)
grid.addWidget(self.spreadStraty, 1, 1)
# 网格信息+操作（新增，删除，更新）
grid.addWidget(Label(u'方向'), 2, 0)
self.gridDirection = QtWidgets.QComboBox()
self.gridDirection.addItems(self.directionList)
grid.addWidget(self.gridDirection, 2, 1)
self.spinOpenPrice = QtWidgets.QDoubleSpinBox()
self.spinOpenPrice.setDecimals(4)
self.spinOpenPrice.setMinimum(-10000) # 原来是0，为支持套利，改为-10000
self.spinOpenPrice.setMaximum(100000)
self.spinOpenPrice.valueChanged.connect(self.spinOpenPrice_valueChanged)
grid.addWidget(Label(u'开仓价'), 3, 0)
grid.addWidget(self.spinOpenPrice, 3, 1)
self.spinClosePrice = QtWidgets.QDoubleSpinBox()
self.spinClosePrice.setDecimals(4)
self.spinClosePrice.setMinimum(-10000) # 原来是0，为支持套利，改为-10000
self.spinClosePrice.setMaximum(100000)
grid.addWidget(Label(u'平仓价'), 4, 0)
grid.addWidget(self.spinClosePrice, 4, 1)
self.spinOrderVolume = QtWidgets.QSpinBox()
self.spinOrderVolume.setMinimum(0)
self.spinClosePrice.setDecimals(4)
self.spinOrderVolume.setMaximum(1000)
grid.addWidget(Label(u'委托数量'), 5, 0)
grid.addWidget(self.spinOrderVolume, 5, 1)
self.spinTradedVolume = QtWidgets.QSpinBox()
self.spinTradedVolume.setMinimum(0)
self.spinTradedVolume.setMaximum(1000)
grid.addWidget(Label(u'成交数量'), 6, 0)
grid.addWidget(self.spinTradedVolume, 6, 1)
self.openStatus = QtWidgets.QCheckBox(u'') # 开仓状态
grid.addWidget(Label(u'开仓状态'), 7, 0)
grid.addWidget(self.openStatus, 7, 1)
self.orderStatus = QtWidgets.QCheckBox(u'') # 委托状态
grid.addWidget(Label(u'委托状态'), 8, 0)
grid.addWidget(self.orderStatus, 8, 1)
self.closeStatus = QtWidgets.QCheckBox(u'') # 平仓状态
grid.addWidget(Label(u'平仓状态'), 9, 0)
grid.addWidget(self.closeStatus, 9, 1)
self.reuseStatus = QtWidgets.QCheckBox(u'') # 平仓状态
grid.addWidget(Label(u'重用网格'), 10, 0)
grid.addWidget(self.reuseStatus, 10, 1)
btnAddGrid = QtWidgets.QPushButton(u'增加')
btnAddGrid.clicked.connect(self.btnAddGridClick)
btnUpdateGrid = QtWidgets.QPushButton(u'更新')
btnUpdateGrid.clicked.connect(self.btnUpdateGridClick)
btnRemoveGrid = QtWidgets.QPushButton(u'删除')
btnRemoveGrid.clicked.connect(self.btnRemoveGridClick)
btnRemoveAll = QtWidgets.QPushButton(u'全删除')
btnRemoveAll.clicked.connect(self.btnRemoveAllClick)
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(btnAddGrid)
hbox.addWidget(btnUpdateGrid)
hbox.addStretch()
hbox.addWidget(btnRemoveGrid)
hbox.addWidget(btnRemoveAll)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(grid)
vbox.addLayout(hbox)
# 状态信息（通过定时器，显示 上网格清单，下网格清单）
#日志监控
self.logMsgs = QtWidgets.QTextEdit()
self.logMsgs.setReadOnly(True)
self.logMsgs.setMaximumHeight(200)
vbox.addWidget(self.logMsgs)
self.setLayout(vbox)
