class ContractManager(QtWidgets.QWidget):
"""合约管理组件"""
signal = QtCore.Signal(type(Event()))
# ----------------------------------------------------------------------
def __init__(self, mainEngine, eventEngine, parent):
"""Constructor"""
super(ContractManager, self).__init__(parent=parent)
self.eventEngine = eventEngine
self.mainEngine = mainEngine
self.parent = parent
self.initUi()
# ----------------------------------------------------------------------
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 symbolTextSelect(self):
self.symbolText = self.lineSymbol.text()
print(self.symbolText)
if self.symbolText:
self.parent.loadKlineData(str(self.symbolText))
class CtaStrategyManager(QtWidgets.QGroupBox):
"""策略管理组件"""
signal = QtCore.Signal(type(Event()))
#----------------------------------------------------------------------
def __init__(self, ctaEngine, eventEngine, name, parent=None):
"""Constructor"""
super(CtaStrategyManager, self).__init__(parent)
self.ctaEngine = ctaEngine
self.eventEngine = eventEngine
self.name = name
self.initUi()
self.updateMonitor()
self.registerEvent()
#----------------------------------------------------------------------
def initUi(self):
"""初始化界面"""
self.setTitle(self.name)
self.paramMonitor = CtaValueMonitor(self)
self.varMonitor = CtaValueMonitor(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)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox1)
vbox.addLayout(hbox2)
vbox.addLayout(hbox3)
self.setLayout(vbox)
#----------------------------------------------------------------------
def updateMonitor(self):
"""显示策略最新状态"""
paramDict = self.ctaEngine.getStrategyParam(self.name)
if paramDict:
self.paramMonitor.updateData(paramDict)
varDict = self.ctaEngine.getStrategyVar(self.name)
if varDict:
self.varMonitor.updateData(varDict)
#----------------------------------------------------------------------
def updateVar(self, event):
"""更新策略变量"""
data = event.dict_['data']
self.varMonitor.updateData(data)
#----------------------------------------------------------------------
def registerEvent(self):
"""注册事件监听"""
self.signal.connect(self.updateVar)
self.eventEngine.register(EVENT_CTA_STRATEGY+self.name, self.signal.emit)
#----------------------------------------------------------------------
def init(self):
"""初始化策略"""
self.ctaEngine.initStrategy(self.name)
#----------------------------------------------------------------------
def start(self):
"""启动策略"""
self.ctaEngine.startStrategy(self.name)
#----------------------------------------------------------------------
def stop(self):
"""停止策略"""
self.ctaEngine.stopStrategy(self.name)
class CtaEngineManager(QtWidgets.QWidget):
"""CTA引擎管理组件"""
signal = QtCore.Signal(type(Event()))
#----------------------------------------------------------------------
def __init__(self, ctaEngine, eventEngine, parent=None):
"""Constructor"""
super(CtaEngineManager, self).__init__(parent)
self.ctaEngine = ctaEngine
self.eventEngine = eventEngine
self.strategyLoaded = False
self.initUi()
self.registerEvent()
# 记录日志
self.ctaEngine.writeCtaLog(text.CTA_ENGINE_STARTED)
#----------------------------------------------------------------------
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)
#----------------------------------------------------------------------
def initStrategyManager(self):
"""初始化策略管理组件界面"""
w = QtWidgets.QWidget()
vbox = QtWidgets.QVBoxLayout()
l = self.ctaEngine.getStrategyNames()
for name in l:
strategyManager = CtaStrategyManager(self.ctaEngine, self.eventEngine, name)
vbox.addWidget(strategyManager)
vbox.addStretch()
w.setLayout(vbox)
self.scrollArea.setWidget(w)
#----------------------------------------------------------------------
def initAll(self):
"""全部初始化"""
self.ctaEngine.initAll()
#----------------------------------------------------------------------
def startAll(self):
"""全部启动"""
self.ctaEngine.startAll()
#----------------------------------------------------------------------
def stopAll(self):
"""全部停止"""
self.ctaEngine.stopAll()
#----------------------------------------------------------------------
def load(self):
"""加载策略"""
if not self.strategyLoaded:
self.ctaEngine.loadSetting()
self.initStrategyManager()
self.strategyLoaded = True
self.ctaEngine.writeCtaLog(text.STRATEGY_LOADED)
#----------------------------------------------------------------------
def updateCtaLog(self, event):
"""更新CTA相关日志"""
log = event.dict_['data']
content = '\t'.join([log.logTime, log.logContent])
self.ctaLogMonitor.append(content)
#----------------------------------------------------------------------
def registerEvent(self):
"""注册事件监听"""
self.signal.connect(self.updateCtaLog)
self.eventEngine.register(EVENT_CTA_LOG, self.signal.emit)
class CmaStrategyManager(QtWidgets.QGroupBox):
"""策略管理组件"""
signal = QtCore.Signal(type(Event()))
#----------------------------------------------------------------------
def __init__(self, cmaEngine, eventEngine, name, parent=None):
"""Constructor"""
super(CmaStrategyManager, self).__init__(parent)
self.cmaEngine = cmaEngine
self.eventEngine = eventEngine
self.name = name
self.initUi()
self.updateMonitor()
self.registerEvent()
#----------------------------------------------------------------------
def initUi(self):
"""初始化界面"""
self.setTitle(self.name)
self.paramMonitor = CmaValueMonitor(self) # 参数监控
self.varMonitor = CmaValueMonitor(self) # 变量监控
height = 80
self.paramMonitor.setFixedHeight(height)
self.varMonitor.setFixedHeight(height)
buttonInit = QtWidgets.QPushButton(text.INIT)
buttonStart = QtWidgets.QPushButton(text.START)
buttonStop = QtWidgets.QPushButton(text.STOP)
buttonInitForce = QtWidgets.QPushButton(text.FORCEINIT)
buttonInit.clicked.connect(self.init)
buttonStart.clicked.connect(self.start)
buttonStop.clicked.connect(self.stop)
buttonInitForce.clicked.connect(self.initForce)
hbox1 = QtWidgets.QHBoxLayout()
hbox1.addWidget(buttonInit)
hbox1.addWidget(buttonStart)
hbox1.addWidget(buttonStop)
hbox1.addWidget(buttonInitForce)
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 updateMonitor(self, event=None):
"""显示策略最新状态"""
# 获取策略的参数目录
paramDict = self.cmaEngine.getStrategyParam(self.name)
if paramDict:
self.paramMonitor.updateData(paramDict)
# 获取策略的变量目录
varDict = self.cmaEngine.getStrategyVar(self.name)
if varDict:
self.varMonitor.updateData(varDict)
#----------------------------------------------------------------------
def registerEvent(self):
"""注册事件监听"""
# 绑定事件的更新函数为updateMonitor
self.signal.connect(self.updateMonitor)
# 注册事件
self.eventEngine.register(EVENT_CTA_STRATEGY+self.name, self.signal.emit)
#----------------------------------------------------------------------
def init(self):
"""初始化策略"""
self.cmaEngine.initStrategy(self.name)
def initForce(self):
"""强制初始化策略"""
self.cmaEngine.initStrategy(self.name, force = True)
#----------------------------------------------------------------------
def start(self):
"""启动策略"""
self.cmaEngine.startStrategy(self.name)
#----------------------------------------------------------------------
def stop(self):
"""停止策略"""
self.cmaEngine.stopStrategy(self.name)
class CmaEngineManager(QtWidgets.QWidget):
"""CTA引擎管理组件"""
signal = QtCore.Signal(type(Event()))
#----------------------------------------------------------------------
def __init__(self, cmaEngine, eventEngine, parent=None):
"""Constructor"""
super(CmaEngineManager, self).__init__(parent)
self.cmaEngine = cmaEngine
self.eventEngine = eventEngine
self.strategyLoaded = False
self.initUi()
self.registerEvent()
# 记录日志
self.cmaEngine.writeCtaLog(text.CMA_ENGINE_STARTED)
#----------------------------------------------------------------------
def initUi(self):
"""初始化界面"""
self.setWindowTitle(u'Cross Market Arbitrage')
# 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)
# 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.cmaLogMonitor = QtWidgets.QTextEdit()
self.cmaLogMonitor.setReadOnly(True)
self.cmaLogMonitor.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.cmaLogMonitor)
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 initAll(self):
"""全部初始化"""
for name in self.cmaEngine.strategyDict.keys():
self.cmaEngine.initStrategy(name)
# ----------------------------------------------------------------------
def startAll(self):
"""全部启动"""
for name in self.cmaEngine.strategyDict.keys():
self.cmaEngine.startStrategy(name)
# ----------------------------------------------------------------------
def stopAll(self):
"""全部停止"""
for name in self.cmaEngine.strategyDict.keys():
self.cmaEngine.stopStrategy(name)
# ----------------------------------------------------------------------
def load(self):
"""加载策略"""
if not self.strategyLoaded:
try:
self.cmaEngine.loadSetting()
self.initStrategyManager()
self.strategyLoaded = True
self.cmaEngine.writeCtaLog(text.STRATEGY_LOADED)
except Exception as ex:
self.cmaEngine.writeCtaError(str(ex))
traceback.print_exc()
# ----------------------------------------------------------------------
def updateCtaLog(self, event):
"""更新CTA相关日志"""
log = event.dict_['data']
content = '\t'.join([log.logTime, log.logContent])
self.cmaLogMonitor.append(content)
# ----------------------------------------------------------------------
def registerEvent(self):
"""注册事件监听"""
self.signal.connect(self.updateCtaLog)
self.eventEngine.register(EVENT_CTA_LOG, self.signal.emit)
class RpcServerMonitor(QtWidgets.QWidget):
#RPC服务端监控容器组件
#1）连接服务端，gw名称，
#2）连接状态；操作：停止服务端，停止gw连接，启动gw连接）
#3）CtaEngineMonitorWidget
#4）RpcEventLogMonitor Warning\Error\Nofification\Critical Log
signal = QtCore.Signal(type(Event()))
# ----------------------------------------------------------------------
def __init__(self, name, req_addr, sub_addr, sub_topics, parent=None):
"""Constructor"""
super(RpcServerMonitor, self).__init__(parent)
self.name = name # rpc Gateway Name
self.reqAddress = req_addr # Request/Response Port
self.pubAddress = sub_addr # Subscribe Port
self.subscribeTopics = sub_topics # subscribe Topics
# 创建事件引擎
self.eventEngine = EventEngine2()
self.rpc_client = None
self.mainEngine = None
self.server_info_monitor = None
self.initUi()
# ----------------------------------------------------------------------
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 connect_rpc_server(self):
"""连接到远程服务端"""
if self.rpc_client is not None:
return
try:
self.eventEngine.start(timer=False)
self.rpc_client = VtClient(self.reqAddress, self.pubAddress,
self.eventEngine)
# 这里是订阅所有的publish event，也可以指定。
self.rpc_client.subscribeTopic(self.subscribeTopics)
self.rpc_client.start()
# 初始化主引擎和主窗口对象
self.mainEngine = ClientEngine(self.rpc_client, self.eventEngine)
self.ctaMonitor.setMainEngine(self.mainEngine)
# 绑定本地GUI与EventEngine的事件
self.registerEvent()
except Exception as ex:
traceback.print_exc()
self.logMonitor.append(str(ex))
def registerEvent(self):
"""注册事件"""
self.signal.connect(self.processEvent)
if self.eventEngine:
self.eventEngine.register(EVENT_CTA_LOG, self.signal.emit)
self.eventEngine.register(EVENT_STATUS, self.signal.emit)
def activate_gateway_connection(self):
"""激活服务端连接网关"""
if self.mainEngine is None:
return
try:
self.mainEngine.connect(self.name)
except Exception as ex:
self.logMonitor.append(str(ex))
def deactivate_gateway_connection(self):
"""服务端网关断开"""
if self.mainEngine is None:
return
try:
self.mainEngine.disconnect(self.name)
except:
pass
def qryStatus(self):
if self.mainEngine is None:
return
try:
self.mainEngine.qryStatus()
except Exception as ex:
pass
def processEvent(self, event):
""""处理事件（入口）"""
if event.type_ == EVENT_CTA_LOG and self.chkCtaLog.isChecked():
self.updateCtaLog(event)
return
if event.type_ == EVENT_STATUS:
self.updateStatus(event)
return
if event.type_ == EVENT_WARNING and self.chkWarning.isChecked():
self.updateWarning(event)
return
if event.type_ == EVENT_ERROR and self.chkError.isChecked():
self.updateError(event)
return
if event.type_ == EVENT_CRITICAL and self.chkCritical.isChecked():
self.updateCritical(event)
return
def updateStatus(self, event):
"""更新Status"""
status_dict = event.dict_['data']
if 'strategies' in status_dict:
strategies_status_dict = status_dict['strategies']
self.ctaMonitor.updateStatus(strategies_status_dict)
if 'ticks' in status_dict and self.chkTicks.isChecked():
ticks_dict = status_dict['ticks']
str_dict = json.dumps(ticks_dict, indent=4)
self.logMonitor.append(str_dict)
if 'server' in status_dict:
server_status_dict = status_dict['server']
self.server_info_monitor.update_status(server_status_dict)
if 'account' in status_dict:
account_status = status_dict['account']
# ----------------------------------------------------------------------
def updateCtaLog(self, event):
"""更新CTA相关日志"""
log = event.dict_['data']
content = '\t'.join([log.logTime, log.logContent])
self.logMonitor.append(content)
# ----------------------------------------------------------------------
def updateWarning(self, event):
"""更新相关Warning """
log = event.dict_['data']
content = '\t'.join([log.logTime, log.logContent])
self.logMonitor.append(content)
winsound.PlaySound('err.wav', winsound.SND_ASYNC)
# ----------------------------------------------------------------------
def updateError(self, event):
"""更新相关Error """
log = event.dict_['data']
content = '\t'.join(
[log.errorTime, log.errorID, log.errorMsg, log.additionalInfo])
self.logMonitor.append(content)
winsound.PlaySound('err.wav', winsound.SND_ASYNC)
# ----------------------------------------------------------------------
def updateCritical(self, event):
"""更新相关Critical"""
log = event.dict_['data']
content = '\t'.join([log.logTime, log.logContent])
self.logMonitor.append(content)
winsound.PlaySound('err.wav', winsound.SND_ASYNC)
class ZzsdEngineManager(QtWidgets.QMainWindow):
signal = QtCore.Signal(type(Event()))
signal_tick = QtCore.Signal(type(Event()))
def __init__(self, zzsdEngine, eventEngine, parent=None):
"""Constructor"""
super(ZzsdEngineManager, self).__init__(parent)
self.zzsdEngine = zzsdEngine
self.eventEngine = eventEngine
self.name = "zzsd"
self.stopOrderMonitor = None
self.klineDay = None
self.klineOpt = None
self.dayBarData = {}
self.hourBarData = {}
self.initUi()
self.registerEvent()
self.currrentSymbol = ""
# 记录日志
#self.ctaEngine.writeCtaLog(text.CTA_ENGINE_STARTED)
#----------------------------------------------------------------------
def initUi(self):
"""初始化界面"""
self.setWindowTitle(text.ZZSD_STRATEGY)
##log
logMonitor = LogMonitor(self.zzsdEngine, self.eventEngine)
widgetLogM, dockLogM = self.createDock(logMonitor, u"log",
QtCore.Qt.LeftDockWidgetArea)
##合约
self.marketMonitor = MarketMonitor(None, self.eventEngine)
widgetMarketM, dockMarketM = self.createDock(
self.marketMonitor, vtText.MARKET_DATA,
QtCore.Qt.LeftDockWidgetArea)
##条件单
self.stopOrderMonitor = StopOrderMonitor(None, self.eventEngine)
widgetStopOrderM, dockStopOrderM = self.createDock(
self.stopOrderMonitor, u"条件单", QtCore.Qt.LeftDockWidgetArea)
self.updateMonitor() ##更新一下数据
self.marketMonitor.cellDoubleClicked.connect(self.symbolSelect)
self.stopOrderMonitor.cellDoubleClicked.connect(self.symbolSelect)
##K线跟随
self.klineOpt = KLineWidget()
widgetklineOptM, dockklineOptM = self.createDock(
self.klineOpt, u"操作周期线", QtCore.Qt.RightDockWidgetArea)
self.klineDay = KLineWidget()
widgetklineDayM, dockklineDayM = self.createDock(
self.klineDay, u"周线", QtCore.Qt.RightDockWidgetArea)
##显示合约k线
def symbolSelect(self, row=None, column=None):
symbol = self.stopOrderMonitor.item(row, 0).text()
print(symbol)
if symbol:
self.loadKlineData(symbol)
def loadKlineData(self, symbol):
if self.currrentSymbol == symbol:
return
self.currrentSymbol = symbol
self.loadBar(symbol)
self.klineDay.clearData()
self.klineOpt.clearData()
self.klineOpt.KLtitle.setText(symbol + " opt", size='20pt')
self.klineOpt.loadDataBarArray(self.hourBarData[symbol].barData)
self.klineDay.KLtitle.setText(symbol + " day", size='20pt')
self.klineDay.loadDataBarArray(self.dayBarData[symbol].barData)
def refreshKline(self, symbol):
if self.hourBarData.has_key(symbol):
hourBar = VtBarData()
hourBar.__dict__ = self.hourBarData[symbol].barData[-1]
dayBar = VtBarData()
dayBar.__dict__ = self.dayBarData[symbol].barData[-1]
#print(hourBar.__dict__)
#print(dayBar.__dict__)
self.klineOpt.onBar(hourBar)
self.klineDay.onBar(dayBar)
def loadBar(self, symbol):
if not self.dayBarData.has_key(symbol):
dbDayList = self.loadAllBarFromDb(DAY_DB_NAME, symbol)
self.dayBarData[symbol] = BarManager(dbDayList, symbol, isDay=True)
if not self.hourBarData.has_key(symbol):
dbHourList = self.loadAllBarFromDb(MINUTE_60_DB_NAME, symbol)
self.hourBarData[symbol] = BarManager(dbHourList, symbol, 60)
#----------------------------------------------------------------------
def loadAllBarFromDb(self, dbName, collectionName):
"""从数据库中读取Bar数据，startDate是datetime对象"""
d = {}
if self.zzsdEngine.client: ##rpc模式
barData = self.zzsdEngine.client.mainEngine.dbQuery(
dbName, collectionName, d)
else:
barData = self.zzsdEngine.mainEngine.dbQuery(
dbName, collectionName, d)
return barData
def updateMonitor(self):
##更新条件单
varOrders = self.zzsdEngine.getStopOrders()
self.stopOrderMonitor.updateAllData(varOrders)
def processTickEvent(self, event):
"""收到事件更新"""
tick = event.dict_['data']
if self.dayBarData.has_key(tick.symbol):
self.dayBarData[tick.symbol].updateTick(tick)
if self.hourBarData.has_key(tick.symbol):
self.hourBarData[tick.symbol].updateTick(tick)
self.refreshKline(tick.symbol)
#----------------------------------------------------------------------
def registerEvent(self):
"""注册事件监听"""
self.signal.connect(self.updateMonitor)
self.eventEngine.register(EVENT_ZZSD_STRATEGY + self.name,
self.signal.emit)
self.signal_tick.connect(self.processTickEvent)
self.eventEngine.register(EVENT_TICK, self.signal_tick.emit)
#----------------------------------------------------------------------
def createDock(self, widget, widgetName, widgetArea):
"""创建停靠组件"""
dock = QtWidgets.QDockWidget(widgetName)
dock.setWidget(widget)
dock.setObjectName(widgetName)
dock.setFeatures(dock.DockWidgetFloatable | dock.DockWidgetMovable)
self.addDockWidget(widgetArea, dock)
return widget, dock
class DrEngineManager(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(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 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_DATARECORDER_LOG, self.signal.emit)
#----------------------------------------------------------------------
def updateSetting(self):
"""显示引擎行情记录配置"""
with open(self.drEngine.settingFileName) as f:
drSetting = json.load(f)
if 'tick' in drSetting:
l = drSetting['tick']
for setting in l:
self.tickTable.insertRow(0)
self.tickTable.setItem(0, 0, TableCell(setting[0]))
self.tickTable.setItem(0, 1, TableCell(setting[1]))
if 'bar' in drSetting:
l = drSetting['bar']
for setting in l:
self.barTable.insertRow(0)
self.barTable.setItem(0, 0, TableCell(setting[0]))
self.barTable.setItem(0, 1, TableCell(setting[1]))
if 'active' in drSetting:
d = drSetting['active']
for activeSymbol, symbol in d.items():
self.activeTable.insertRow(0)
self.activeTable.setItem(0, 0, TableCell(activeSymbol))
self.activeTable.setItem(0, 1, TableCell(symbol))
class MmEngineManager(QtWidgets.QMainWindow): #QWidget
"""监控引擎的管理组件"""
signal = QtCore.Signal(type(Event()))
signal_tick = QtCore.Signal(type(Event()))
settingFileName = 'Daily_setting.json'
settingfilePath = getJsonPath(settingFileName, __file__)
def __init__(self, MmEngine, eventEngine, parent=None):
"""Constructor"""
super(MmEngineManager, self).__init__(parent)
self.MmEngine = MmEngine
self.eventEngine = eventEngine
self.isReplay = False ##监控
# 监控的事件类型
self.eventType = EVENT_TICK
if isinstance(self.MmEngine.mainEngine, MainEngine) == True:
print("replay")
self.isReplay = True ##复盘
self.name = "zzsd"
self.stopOrderMonitor = None
self.traderOrderMonitor = None
self.klineDay = None
self.klineOpt = None
self.symbolText = None
self.dayBarData = {}
self.hourBarData = {}
self.hourSarData = {}
self.currrentSymbol = None
self.currrentXmin = None
self.initUi()
# ----------------------------------------------------------------------
def initUi(self):
"""初始化界面"""
self.setWindowTitle(u"监控界面")
self.initMenu()
##log
self.logMonitor = LogMonitor(self.MmEngine, self.eventEngine)
widgetLogM, dockLogM = self.createDock(self.logMonitor, u"log",
QtCore.Qt.LeftDockWidgetArea)
##行情
self.marketMonitor = MarketMonitor(self.MmEngine, self.eventEngine)
widgetMarketM, dockMarketM = self.createDock(
self.marketMonitor, vtText.MARKET_DATA,
QtCore.Qt.LeftDockWidgetArea)
##合约
self.symbolMonitor = ContractManager(self.MmEngine, self.eventEngine,
self)
widgetSymbolM, dockLogM = self.createDock(self.symbolMonitor, u"订阅合约",
QtCore.Qt.LeftDockWidgetArea)
##成交单
self.traderOrderMonitor = TraderOrderMonitor(None, self.eventEngine)
widgetStopOrderM, dockStopOrderM = self.createDock(
self.traderOrderMonitor, u"成交单", QtCore.Qt.LeftDockWidgetArea)
self.updateTraderMonitor() ##更新一下数据
self.traderOrderMonitor.cellDoubleClicked.connect(self.symbolSelect)
self.logMonitor.setMaximumWidth(575)
self.traderOrderMonitor.setMaximumWidth(575)
##K线跟随
self.klineOpt = KLineWidget(name="opt")
widgetklineOptM, dockklineOptM = self.createDock(
self.klineOpt, u"操作周期线", QtCore.Qt.RightDockWidgetArea)
# self.klineDay = KLineWidget(name="day")
# widgetklineDayM, dockklineDayM = self.createDock(self.klineDay, u"周线", QtCore.Qt.RightDockWidgetArea)
if self.isReplay == True:
self.fun_timer(
) #每隔5秒执行一次加载交易数据的函数和日志函数updateTraderMonitor()，updateLogMonitor()
self.refreshTimer = thd.Timer(60, self.fun_timer)
self.refreshTimer.start()
def fun_timer(self):
##加载交易数据
self.updateTraderMonitor()
##加载log数据
self.updateLogMonitor()
def closeEvent(self, event):
if self.refreshTimer:
self.refreshTimer.cancel()
def initMenu(self):
"""初始化菜单"""
# 创建菜单
menubar = self.menuBar()
self.cycle = ["1min", "3min", "5min", "15min", "30min", "1H", "day"]
n = 0
for item in self.cycle:
action = QtWidgets.QAction(item, self)
menubar.addAction(action)
try:
action.triggered[()].connect(
lambda item=item: self.cycleAction(item)
) #一个空元组用于指定触发的信号。如果没有这样做，触发信号将在默认情况下发送一个布尔值，这将阻塞lambda的项目参数。
finally:
pass
def cycleAction(self, cycle):
self.loadXKlineData(self.currrentSymbol, cycle)
def logSelect(self, row=None, column=None):
content = self.logMonitor.item(row, 1).text()
print(content)
if content and content.startswith("subscribe===") == True:
symbol = content[len("subscribe==="):len(content)]
self.loadKlineData(symbol)
##显示合约k线
def symbolSelect(self, row=None, column=None):
symbol = self.traderOrderMonitor.item(row, 1).text()
print(symbol)
if symbol:
self.loadKlineData(symbol)
##显示合约k线
def symbolSelectMarket(self, row=None, column=None):
symbol = self.marketMonitor.item(row, 0).text()
if symbol:
self.loadKlineData(symbol)
def loadKlineData(self, symbol):
if self.currrentSymbol == symbol:
return
self.subscribeEvent(symbol) # 订阅合约
self.currrentSymbol = symbol
print symbol
self.loadBar(symbol)
# self.klineDay.clearData()
self.klineOpt.clearData()
self.klineOpt.KLtitle.setText(symbol + " opt", size='20pt')
self.klineOpt.loadDataBarArray(self.hourBarData[symbol].barData)
def subscribeEvent(self, symbol):
# # 重新注册事件监听
# self.eventEngine.unregister(EVENT_TICK + self.currrentSymbol, self.signal_tick.emit)
self.signal_tick.connect(self.updateEvent)
self.eventEngine.register(EVENT_TICK + symbol, self.signal_tick.emit)
self.signal_tick.connect(self.processTickEvent)
self.eventEngine.register(EVENT_TICK + symbol, self.signal_tick.emit)
# 订阅行情
req = VtSubscribeReq()
req.symbol = symbol
# req.exchange ="SHFE"
self.MmEngine.mainEngine.subscribe(req, "CTP")
# ----------------------------------------------------------------------
def updateEvent(self, event):
"""收到事件更新"""
data = event.dict_['data']
self.marketMonitor.updateData(data)
def loadXKlineData(self, symbol, xmin):
if self.currrentSymbol == symbol and self.currrentXmin == xmin:
return
# 订阅合约
self.subscribeEvent(symbol)
self.currrentSymbol = symbol
self.currrentXmin = xmin
print symbol
self.loadXBar(symbol, xmin)
self.klineOpt.clearData()
self.klineOpt.KLtitle.setText(symbol + " opt=" + xmin, size='20pt')
if xmin == "day":
self.klineOpt.loadDataBarArray(self.dayBarData[symbol].barData)
else:
self.klineOpt.loadDataBarArray(self.hourBarData[symbol].barData)
# 初始化sar指标
self.klineOpt.initIndicator("SAR")
def refreshKline(self, symbol):
if self.hourBarData.has_key(symbol):
hourBar = VtBarData()
hourBar.__dict__ = self.hourBarData[symbol].barData[-1]
self.klineOpt.onBar(hourBar)
def loadBar(self, symbol):
"""读取策略配置"""
with open(self.settingfilePath) as f:
l = json.load(f)
db = MINUTE_5_DB_NAME
xmin = 5
self.currrentXmin = 5
if xmin == "day":
if not self.dayBarData.has_key(symbol):
dbDayList = self.loadAllBarFromDb(DAY_DB_NAME, symbol)
self.dayBarData[symbol] = BarManager(dbDayList,
symbol,
isDay=True)
else:
# if not self.hourBarData.has_key(symbol):
dbHourList = self.loadAllBarFromDb(db, symbol)
self.hourBarData[symbol] = BarManager(dbHourList, symbol, xmin)
def loadXBar(self, symbol, cycle):
db = MINUTE_5_DB_NAME
xmin = 5
if cycle == 'week':
db = WEEK_DB_NAME
elif cycle == 'day':
db = DAILY_DB_NAME
xmin = "day"
elif cycle == '1H':
xmin = 60
db = MINUTE_60_DB_NAME
else:
xmin = cycle_number[cycle]
db = cycle_db[cycle]
self.currrentXmin = xmin
if xmin == "day":
if not self.dayBarData.has_key(symbol):
dbDayList = self.loadAllBarFromDb(DAY_DB_NAME, symbol)
self.dayBarData[symbol] = BarManager(dbDayList,
symbol,
isDay=True)
else:
# if not self.hourBarData.has_key(symbol):
dbHourList = self.loadAllBarFromDb(db, symbol)
self.hourBarData[symbol] = BarManager(dbHourList, symbol, xmin)
# ----------------------------------------------------------------------
def loadAllBarFromDb(self, dbName, collectionName):
"""从数据库中读取Bar数据，startDate是datetime对象"""
d = {}
if hasattr(self.MmEngine, "client"): ##rpc模式
barData = self.MmEngine.client.mainEngine.dbQuery(
dbName, collectionName, d, 'datetime')
else:
barData = self.MmEngine.mainEngine.dbQuery(dbName, collectionName,
d, 'datetime')
return barData
def updateLogMonitor(self):
logList = self.MmEngine.mainEngine.mysqlClient.dbSelect(
SQL_TABLENAME_LOG, None, "all")
for log in logList:
logEntity = VtLogData()
logEntity.gatewayName = log["gatewayName"]
logEntity.logContent = log["logContent"]
logEntity.logLevel = log["logLevel"]
logEntity.logTime = log["logTime"]
self.logMonitor.updateData(logEntity)
##日志table加入click事件 subscribe===
self.logMonitor.cellDoubleClicked.connect(self.logSelect)
def updateTraderMonitor(self):
##更新交易单
varOrders = self.MmEngine.getTraderOrders()
self.traderOrderMonitor.updateAllData(varOrders)
# ----------------------------------------------------------------------
def processTickEvent(self, event):
"""收到事件更新"""
tick = event.dict_['data']
if self.dayBarData.has_key(tick.symbol):
self.dayBarData[tick.symbol].updateTick(tick)
if self.hourBarData.has_key(tick.symbol):
self.hourBarData[tick.symbol].updateTick(tick)
if self.currrentSymbol == tick.symbol:
self.refreshKline(tick.symbol)
# ----------------------------------------------------------------------
def createDock(self, widget, widgetName, widgetArea):
"""创建停靠组件"""
dock = QtWidgets.QDockWidget(widgetName)
dock.setWidget(widget)
dock.setObjectName(widgetName)
dock.setFeatures(dock.DockWidgetFloatable | dock.DockWidgetMovable)
self.addDockWidget(widgetArea, dock)
return widget, dock
class StrategyManager(QtWidgets.QGroupBox):
"""策略管理组件"""
signal = QtCore.Signal(type(Event()))
#----------------------------------------------------------------------
def __init__(self, engine, eventEngine, name, parent=None):
"""Constructor"""
super(StrategyManager, self).__init__(parent)
self.engine = engine
self.eventEngine = eventEngine
self.name = name
self.initUi()
self.updateMonitor()
self.registerEvent()
#----------------------------------------------------------------------
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 updateMonitor(self, event=None):
"""显示策略最新状态"""
paramDict = self.engine.getStrategyParam(self.name)
if paramDict:
self.paramMonitor.updateData(paramDict)
varDict = self.engine.getStrategyVar(self.name)
if varDict:
self.varMonitor.updateData(varDict)
#----------------------------------------------------------------------
def registerEvent(self):
"""注册事件监听"""
self.signal.connect(self.updateMonitor)
self.eventEngine.register(EVENT_OM_STRATEGY + self.name,
self.signal.emit)
#----------------------------------------------------------------------
def init(self):
"""初始化策略"""
self.engine.initStrategy(self.name)
#----------------------------------------------------------------------
def start(self):
"""启动策略"""
self.engine.startStrategy(self.name)
#----------------------------------------------------------------------
def stop(self):
"""停止策略"""
self.engine.stopStrategy(self.name)
#----------------------------------------------------------------------
def setParam(self, cell):
"""更新参数"""
text = unicode(cell.text())
key = cell.key
if text.isdigit():
if '.' in text:
value = float(text)
else:
value = int(text)
else:
value = text
self.engine.setStrategyParam(self.name, key, value)
class StrategyEngineManager(QtWidgets.QWidget):
"""引擎管理组件"""
signal = QtCore.Signal(type(Event()))
#----------------------------------------------------------------------
def __init__(self, omEngine, parent=None):
"""Constructor"""
super(StrategyEngineManager, self).__init__(parent)
self.engine = omEngine.strategyEngine
self.eventEngine = omEngine.eventEngine
self.strategyLoaded = False
self.initUi()
self.registerEvent()
# 记录日志
self.engine.writeLog(u'期权策略引擎启动')
#----------------------------------------------------------------------
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 initStrategyManager(self):
"""初始化策略管理组件界面"""
w = QtWidgets.QWidget()
vbox = QtWidgets.QVBoxLayout()
for name in self.engine.strategyDict.keys():
strategyManager = StrategyManager(self.engine, self.eventEngine,
name)
vbox.addWidget(strategyManager)
vbox.addStretch()
w.setLayout(vbox)
self.scrollArea.setWidget(w)
#----------------------------------------------------------------------
def initAll(self):
"""全部初始化"""
self.engine.initAll()
#----------------------------------------------------------------------
def startAll(self):
"""全部启动"""
self.engine.startAll()
#----------------------------------------------------------------------
def stopAll(self):
"""全部停止"""
self.engine.stopAll()
#----------------------------------------------------------------------
def load(self):
"""加载策略"""
if not self.strategyLoaded:
self.engine.loadSetting()
self.initStrategyManager()
self.strategyLoaded = True
self.engine.writeLog(u'策略加载成功')
#----------------------------------------------------------------------
def updateLog(self, event):
"""更新相关日志"""
log = event.dict_['data']
content = '\t'.join([log.logTime, log.logContent])
self.ctaLogMonitor.append(content)
#----------------------------------------------------------------------
def registerEvent(self):
"""注册事件监听"""
self.signal.connect(self.updateLog)
self.eventEngine.register(EVENT_OM_STRATEGYLOG, self.signal.emit)
class DailyEngineManager(QtWidgets.QMainWindow):
signal = QtCore.Signal(type(Event()))
signal_tick = QtCore.Signal(type(Event()))
settingFileName = 'Daily_setting.json'
settingfilePath = getJsonPath(settingFileName, __file__)
def __init__(self, dailyEngine, eventEngine, parent=None):
"""Constructor"""
super(DailyEngineManager, self).__init__(parent)
self.dailyEngine = dailyEngine
self.eventEngine = eventEngine
self.isReplay = False ##监控
if isinstance(self.dailyEngine.mainEngine, MainEngine) == True:
print("replay")
self.isReplay = True ##复盘
self.name = "zzsd"
self.stopOrderMonitor = None
self.klineDay = None
self.klineOpt = None
self.dayBarData = {}
self.hourBarData = {}
self.hourSarData = {}
self.initUi()
self.registerEvent()
self.currrentSymbol = ""
# 记录日志
#self.ctaEngine.writeCtaLog(text.CTA_ENGINE_STARTED)
#----------------------------------------------------------------------
def initUi(self):
"""初始化界面"""
self.setWindowTitle(u"daily策略")
##log
self.logMonitor = LogMonitor(self.dailyEngine, self.eventEngine)
widgetLogM, dockLogM = self.createDock(self.logMonitor, u"log",
QtCore.Qt.LeftDockWidgetArea)
##合约
self.marketMonitor = MarketMonitor(None, self.eventEngine)
widgetMarketM, dockMarketM = self.createDock(
self.marketMonitor, vtText.MARKET_DATA,
QtCore.Qt.LeftDockWidgetArea)
##条件单
self.stopOrderMonitor = StopOrderMonitor(None, self.eventEngine)
widgetStopOrderM, dockStopOrderM = self.createDock(
self.stopOrderMonitor, u"条件单", QtCore.Qt.LeftDockWidgetArea)
self.updateMonitor() ##更新一下数据
self.marketMonitor.cellDoubleClicked.connect(self.symbolSelectMarket)
self.stopOrderMonitor.cellDoubleClicked.connect(self.symbolSelect)
self.logMonitor.setMaximumWidth(575)
self.marketMonitor.setMaximumWidth(575)
self.stopOrderMonitor.setMaximumWidth(575)
##K线跟随
self.klineOpt = KLineWidget(name="opt")
widgetklineOptM, dockklineOptM = self.createDock(
self.klineOpt, u"操作周期线", QtCore.Qt.RightDockWidgetArea)
#self.klineDay = KLineWidget(name="day")
#widgetklineDayM, dockklineDayM = self.createDock(self.klineDay, u"周线", QtCore.Qt.RightDockWidgetArea)
if self.isReplay == True:
##加载log数据
logList = self.dailyEngine.mainEngine.mysqlClient.dbSelect(
SQL_TABLENAME_LOG, None, "all")
for log in logList:
logEntity = VtLogData()
logEntity.gatewayName = log["gatewayName"]
logEntity.logContent = log["logContent"]
logEntity.logLevel = log["logLevel"]
logEntity.logTime = log["logTime"]
self.logMonitor.updateData(logEntity)
##日志table加入click事件 subscribe===
self.logMonitor.cellDoubleClicked.connect(self.logSelect)
def logSelect(self, row=None, column=None):
content = self.logMonitor.item(row, 1).text()
print(content)
if content and content.startswith("subscribe===") == True:
symbol = content[len("subscribe==="):len(content)]
self.loadKlineData(symbol)
##显示合约k线
def symbolSelect(self, row=None, column=None):
symbol = self.stopOrderMonitor.item(row, 0).text()
print(symbol)
if symbol:
self.loadKlineData(symbol)
##显示合约k线
def symbolSelectMarket(self, row=None, column=None):
symbol = self.marketMonitor.item(row, 0).text()
print(symbol)
if symbol:
self.loadKlineData(symbol)
def loadKlineData(self, symbol):
if self.currrentSymbol == symbol:
return
self.currrentSymbol = symbol
self.loadBar(symbol)
#self.klineDay.clearData()
self.klineOpt.clearData()
self.klineOpt.KLtitle.setText(symbol + " opt", size='20pt')
self.klineOpt.loadDataBarArray(self.hourBarData[symbol].barData)
if not self.hourSarData.has_key(symbol):
sar_t = SAR()
sar_t.OnCalculate(len(self.klineOpt.listHigh), 0,
self.klineOpt.listHigh, self.klineOpt.listLow)
self.hourSarData[symbol] = sar_t
self.klineOpt.addIndicatorSar(self.hourSarData[symbol].ExtSARBuffer)
#self.klineDay.KLtitle.setText(symbol+" day",size='20pt')
#self.klineDay.loadDataBarArray(self.dayBarData[symbol].barData)
def refreshKline(self, symbol):
if self.hourBarData.has_key(symbol):
hourBar = VtBarData()
hourBar.__dict__ = self.hourBarData[symbol].barData[-1]
#dayBar = VtBarData()
#dayBar.__dict__ = self.dayBarData[symbol].barData[-1]
#print(hourBar.__dict__)
#print(dayBar.__dict__)
self.klineOpt.onBar(hourBar)
##sar 只计算最后3个值
preSARLen = len(self.hourSarData[symbol].ExtSARBuffer)
self.hourSarData[symbol].OnCalculate(
len(self.klineOpt.listHigh),
len(self.klineOpt.listHigh) - 3, self.klineOpt.listHigh,
self.klineOpt.listLow)
self.klineOpt.updateIndicatorSar(
self.hourSarData[symbol].ExtSARBuffer, preSARLen - 1)
def loadBar(self, symbol):
#if not self.dayBarData.has_key(symbol):
#dbDayList = self.loadAllBarFromDb(DAY_DB_NAME,symbol)
#self.dayBarData[symbol] = BarManager(dbDayList,symbol,isDay=True)
if not self.hourBarData.has_key(symbol):
"""读取策略配置"""
with open(self.settingfilePath) as f:
l = json.load(f)
db = MINUTE_5_DB_NAME
xmin = 5
#if l["strategyCycle"] == "5min":
# db = MINUTE_5_DB_NAME
# xmin = 5
#if l["strategyCycle"] == "30min":
# db = MINUTE_30_DB_NAME
# xmin = 30
dbHourList = self.loadAllBarFromDb(db, symbol)
self.hourBarData[symbol] = BarManager(dbHourList, symbol, xmin)
#----------------------------------------------------------------------
def loadAllBarFromDb(self, dbName, collectionName):
"""从数据库中读取Bar数据，startDate是datetime对象"""
d = {}
if hasattr(self.dailyEngine, "client"): ##rpc模式
barData = self.dailyEngine.client.mainEngine.dbQuery(
dbName, collectionName, d, 'datetime')
else:
barData = self.dailyEngine.mainEngine.dbQuery(
dbName, collectionName, d, 'datetime')
return barData
def updateMonitor(self):
##更新条件单
varOrders = self.dailyEngine.getStopOrders()
self.stopOrderMonitor.updateAllData(varOrders)
def processTickEvent(self, event):
"""收到事件更新"""
tick = event.dict_['data']
#if self.dayBarData.has_key(tick.symbol):
# self.dayBarData[tick.symbol].updateTick(tick)
if self.hourBarData.has_key(tick.symbol):
self.hourBarData[tick.symbol].updateTick(tick)
if self.currrentSymbol == tick.symbol:
self.refreshKline(tick.symbol)
#----------------------------------------------------------------------
def registerEvent(self):
"""注册事件监听"""
self.signal.connect(self.updateMonitor)
self.eventEngine.register(EVENT_DAILY_STRATEGY + self.name,
self.signal.emit)
self.signal_tick.connect(self.processTickEvent)
self.eventEngine.register(EVENT_TICK, self.signal_tick.emit)
#----------------------------------------------------------------------
def createDock(self, widget, widgetName, widgetArea):
"""创建停靠组件"""
dock = QtWidgets.QDockWidget(widgetName)
dock.setWidget(widget)
dock.setObjectName(widgetName)
dock.setFeatures(dock.DockWidgetFloatable | dock.DockWidgetMovable)
self.addDockWidget(widgetArea, dock)
return widget, dock
