def initAlgoLayout(self):
""""""
self.lineActiveVtSymbol = QtWidgets.QLineEdit()
self.linePassiveVtSymbol = QtWidgets.QLineEdit()
validator = QtGui.QDoubleValidator()
validator.setBottom(0)
self.lineSpread = QtWidgets.QLineEdit()
self.lineSpread.setValidator(validator)
self.lineVolume = QtWidgets.QLineEdit()
self.lineVolume.setValidator(validator)
intValidator = QtGui.QIntValidator()
intValidator.setBottom(10)
self.lineInterval = QtWidgets.QLineEdit()
self.lineInterval.setValidator(intValidator)
Label = QtWidgets.QLabel
grid = QtWidgets.QGridLayout()
grid.addWidget(Label(u'主动腿代码'), 0, 0)
grid.addWidget(self.lineActiveVtSymbol, 0, 1)
grid.addWidget(Label(u'被动腿代码'), 1, 0)
grid.addWidget(self.linePassiveVtSymbol, 1, 1)
grid.addWidget(Label(u'套利价差'), 2, 0)
grid.addWidget(self.lineSpread, 2, 1)
grid.addWidget(Label(u'委托数量'), 3, 0)
grid.addWidget(self.lineVolume, 3, 1)
grid.addWidget(Label(u'运行间隔'), 4, 0)
grid.addWidget(self.lineInterval, 4, 1)
return grid
def setContent(self, text):
"""设置内容"""
if text == DIRECTION_LONG or text == DIRECTION_NET:
self.setForeground(QtGui.QColor('red'))
elif text == DIRECTION_SHORT:
self.setForeground(QtGui.QColor('green'))
self.setText(text)
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 initMenu(self):
"""初始化右键菜单"""
self.menu = QtGui.QMenu(self)
saveAction = QtGui.QAction(vtText.SAVE_DATA, self)
saveAction.triggered.connect(self.saveToCsv)
self.menu.addAction(saveAction)
def __init__(self, text=None, mainEngine=None):
"""Constructor"""
super(AskCell, self).__init__()
self.data = None
self.setForeground(QtGui.QColor('black'))
self.setBackground(QtGui.QColor(160, 255, 160))
if text:
self.setContent(text)
def initAlgoLayout(self):
""""""
self.lineVtSymbol = QtWidgets.QLineEdit()
self.comboDirection = QtWidgets.QComboBox()
self.comboDirection.addItem(DIRECTION_LONG)
self.comboDirection.addItem(DIRECTION_SHORT)
self.comboDirection.setCurrentIndex(0)
doubleValidator = QtGui.QDoubleValidator()
doubleValidator.setBottom(0)
intValidator = QtGui.QIntValidator()
intValidator.setBottom(1)
self.linePrice = QtWidgets.QLineEdit()
self.linePrice.setValidator(doubleValidator)
self.lineVolume = QtWidgets.QLineEdit()
self.lineVolume.setValidator(doubleValidator)
self.lineDisplay = QtWidgets.QLineEdit()
self.lineDisplay.setValidator(doubleValidator)
self.lineInterval = QtWidgets.QLineEdit()
self.lineInterval.setValidator(intValidator)
self.comboOffset = QtWidgets.QComboBox()
self.comboOffset.addItems(['', OFFSET_OPEN, OFFSET_CLOSE])
self.comboOffset.setCurrentIndex(0)
buttonStart = QtWidgets.QPushButton(u'启动')
buttonStart.clicked.connect(self.addAlgo)
buttonStart.setMinimumHeight(100)
Label = QtWidgets.QLabel
grid = QtWidgets.QGridLayout()
grid.addWidget(Label(u'代码'), 0, 0)
grid.addWidget(self.lineVtSymbol, 0, 1)
grid.addWidget(Label(u'方向'), 1, 0)
grid.addWidget(self.comboDirection, 1, 1)
grid.addWidget(Label(u'价格'), 2, 0)
grid.addWidget(self.linePrice, 2, 1)
grid.addWidget(Label(u'数量'), 3, 0)
grid.addWidget(self.lineVolume, 3, 1)
grid.addWidget(Label(u'挂出数量'), 4, 0)
grid.addWidget(self.lineDisplay, 4, 1)
grid.addWidget(Label(u'运行间隔'), 5, 0)
grid.addWidget(self.lineInterval, 5, 1)
grid.addWidget(Label(u'开平'), 6, 0)
grid.addWidget(self.comboOffset, 6, 1)
return grid
def __init__(self, text=None, kind=None, data=None, key=None):
"""Constructor"""
super(OmCellEditText, self).__init__()
if data and key:
self.key = key
self.data = data
if kind:
if kind == "impv":
self.setDecimals(2)
self.setMinimum(0)
self.setSingleStep(0.01)
self.setMaximum(100)
elif kind == 'volumn':
self.setDecimals(0)
self.setMinimum(0)
self.setMaximum(1000)
elif kind == 'decimals':
self.setDecimals(0)
self.setMinimum(-1000000)
self.setMaximum(1000000)
if text:
self.setValue(float(text))
self.setFixedWidth(200)
self.setFont(QtGui.QFont("Roman times", 10))
def initUi(self):
"""初始化界面"""
self.setWindowTitle(vtText.CONTRACT_SEARCH)
self.lineFilter = QtGui.QLineEdit()
self.buttonFilter = QtGui.QPushButton(vtText.SEARCH)
self.buttonFilter.clicked.connect(self.filterContract)
self.monitor = ContractMonitor(self.mainEngine)
self.monitor.refresh()
hbox = QtGui.QHBoxLayout()
hbox.addWidget(self.lineFilter)
hbox.addWidget(self.buttonFilter)
hbox.addStretch()
vbox = QtGui.QVBoxLayout()
vbox.addLayout(hbox)
vbox.addWidget(self.monitor)
self.setLayout(vbox)
def initAlgoLayout(self):
""""""
self.lineVtSymbol = QtWidgets.QLineEdit()
self.comboDirection = QtWidgets.QComboBox()
self.comboDirection.addItem(DIRECTION_LONG)
self.comboDirection.addItem(DIRECTION_SHORT)
self.comboDirection.setCurrentIndex(0)
doubleValidator = QtGui.QDoubleValidator()
doubleValidator.setBottom(0)
self.linePrice = QtWidgets.QLineEdit()
self.linePrice.setValidator(doubleValidator)
self.comboClosePips = QtWidgets.QComboBox()
self.comboClosePips.addItems(['2', '3', '4', '5', '6', '7', '8', '9'])
self.comboClosePips.setCurrentIndex(4)
self.comboStopPips = QtWidgets.QComboBox()
self.comboStopPips.addItems(['2', '3', '4', '5', '6', '7', '8', '9'])
self.comboStopPips.setCurrentIndex(2)
self.lineVolume = QtWidgets.QLineEdit()
self.lineVolume.setValidator(doubleValidator)
self.comboPrePips = QtWidgets.QComboBox()
self.comboPrePips.addItems(['2', '3', '4', '5', '6', '7', '8', '9'])
self.comboPrePips.setCurrentIndex(0)
buttonStart = QtWidgets.QPushButton(u'启动')
buttonStart.clicked.connect(self.addAlgo)
buttonStart.setMinimumHeight(100)
Label = QtWidgets.QLabel
grid = QtWidgets.QGridLayout()
grid.addWidget(Label(u'代码'), 0, 0)
grid.addWidget(self.lineVtSymbol, 0, 1)
grid.addWidget(Label(u'方向'), 1, 0)
grid.addWidget(self.comboDirection, 1, 1)
grid.addWidget(Label(u'价格'), 2, 0)
grid.addWidget(self.linePrice, 2, 1)
grid.addWidget(Label(u'数量'), 3, 0)
grid.addWidget(self.lineVolume, 3, 1)
grid.addWidget(Label(u'提前跳'), 4, 0)
grid.addWidget(self.comboPrePips, 4, 1)
grid.addWidget(Label(u'止盈跳'), 5, 0)
grid.addWidget(self.comboClosePips, 5, 1)
grid.addWidget(Label(u'止损跳'), 6, 0)
grid.addWidget(self.comboStopPips, 6, 1)
return grid
def addCell(self, name, row, col, color, alignment=None):
"""新增单元格"""
cell = QtWidgets.QTableWidgetItem()
self.setItem(row, col, cell)
self.cellDict[name] = cell
if color:
cell.setForeground(QtGui.QColor(color))
if alignment:
cell.setTextAlignment(alignment)
else:
cell.setTextAlignment(QtCore.Qt.AlignCenter)
def initAlgoLayout(self):
""""""
self.lineStrategyName = QtWidgets.QLineEdit()
self.lineVtSymbol = QtWidgets.QLineEdit()
validator = QtGui.QDoubleValidator()
validator.setBottom(0)
intValidator = QtGui.QIntValidator()
intValidator.setBottom(1)
self.lineSpread = QtWidgets.QLineEdit()
self.lineSpread.setValidator(validator)
self.lineVolume = QtWidgets.QLineEdit()
self.lineVolume.setValidator(intValidator)
self.lineTradeCommand = QtWidgets.QLineEdit()
self.lineInterval = QtWidgets.QLineEdit()
self.lineInterval.setValidator(intValidator)
Label = QtWidgets.QLabel
grid = QtWidgets.QGridLayout()
grid.addWidget(Label(u'价差合约'), 0, 0)
grid.addWidget(self.lineVtSymbol, 0, 1)
grid.addWidget(Label(u'交易命令'), 1, 0)
grid.addWidget(self.lineTradeCommand, 1, 1)
grid.addWidget(Label(u'套利价差'), 2, 0)
grid.addWidget(self.lineSpread, 2, 1)
grid.addWidget(Label(u'委托数量'), 3, 0)
grid.addWidget(self.lineVolume, 3, 1)
grid.addWidget(Label(u'运行间隔'), 4, 0)
grid.addWidget(self.lineInterval, 4, 1)
grid.addWidget(Label(u'策略名称'), 5, 0)
grid.addWidget(self.lineStrategyName, 5, 1)
return grid
def runCalendarEditor():
"""运行日历编辑器"""
reload(sys)
sys.setdefaultencoding('utf8')
app = QtWidgets.QApplication(sys.argv)
app.setFont(QtGui.QFont(u'微软雅黑', 12))
try:
import qdarkstyle
app.setStyleSheet(qdarkstyle.load_stylesheet(pyside=False))
except:
pass
manager = CalendarManager()
manager.showMaximized()
sys.exit(app.exec_())
def __init__(self,
text=None,
background=None,
foreground=None,
data=None,
fontSize=None):
"""Constructor"""
super(OmCell, self).__init__()
self.data = data
self.background = None
if text:
self.setText(text)
if foreground:
self.setForeground(foreground)
if background:
self.setBackground(background)
self.background = background
if fontSize:
self.setFont(QtGui.QFont("Roman times", fontSize))
self.setTextAlignment(QtCore.Qt.AlignCenter)
import os
import platform
from collections import OrderedDict
from six import text_type
from vnpy.event import *
from vnpy.trader import vtText
from vnpy.trader.vtEvent import *
from vnpy.trader.vtConstant import *
from vnpy.trader.vtFunction import *
from vnpy.trader.vtGateway import *
from vnpy.trader.uiQt import QtGui, QtWidgets, QtCore, BASIC_FONT
COLOR_RED = QtGui.QColor('red')
COLOR_GREEN = QtGui.QColor('green')
COLOR_YELLOW = QtGui.QColor('yellow')
########################################################################
class BasicCell(QtWidgets.QTableWidgetItem):
"""基础的单元格"""
#----------------------------------------------------------------------
def __init__(self, text=None, mainEngine=None):
"""Constructor"""
super(BasicCell, self).__init__()
self.data = None
self.setTextAlignment(QtCore.Qt.AlignCenter)
# encoding: UTF-8
import json
import csv
import os
import platform
from collections import OrderedDict
from vnpy.event import *
from vnpy.trader.vtEvent import *
from vnpy.trader.vtFunction import *
from vnpy.trader.vtGateway import *
from vnpy.trader import vtText
from vnpy.trader.uiQt import QtGui, QtWidgets, QtCore, BASIC_FONT
COLOR_RED = QtGui.QColor('red')
COLOR_GREEN = QtGui.QColor('green')
########################################################################
class BasicCell(QtWidgets.QTableWidgetItem):
"""基础的单元格"""
#----------------------------------------------------------------------
def __init__(self, text=None, mainEngine=None):
"""Constructor"""
super(BasicCell, self).__init__()
self.data = None
if text:
self.setContent(text)
def addMenuAction(self):
"""增加右键菜单内容"""
refreshAction = QtGui.QAction(vtText.REFRESH, self)
refreshAction.triggered.connect(self.refresh)
self.menu.addAction(refreshAction)
self.show()
#----------------------------------------------------------------------
def closeEvent(self, event):
""""""
self.hide()
event.ignore()
#----------------------------------------------------------------------
def exit(self):
""""""
self.active = False
self.thread.join()
QtWidgets.qApp.quit()
if __name__ == '__main__':
font = QtGui.QFont(u'微软雅黑', 12)
app = QtWidgets.QApplication([])
app.setFont(font)
app.setStyleSheet(qdarkstyle.load_stylesheet_from_environment())
ctypes.windll.shell32.SetCurrentProcessExplicitAppUserModelID(
'RQDataService')
manager = RqDataManager()
manager.show()
app.exec_()
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 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 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 = QtGui.QLabel(vtText.CONTRACT_SYMBOL)
labelName = QtGui.QLabel(vtText.CONTRACT_NAME)
labelDirection = QtGui.QLabel(vtText.DIRECTION)
labelOffset = QtGui.QLabel(vtText.OFFSET)
labelPrice = QtGui.QLabel(vtText.PRICE)
self.checkFixed = QtGui.QCheckBox(u'') # 价格固定选择框
labelVolume = QtGui.QLabel(vtText.VOLUME)
labelPriceType = QtGui.QLabel(vtText.PRICE_TYPE)
labelExchange = QtGui.QLabel(vtText.EXCHANGE)
labelCurrency = QtGui.QLabel(vtText.CURRENCY)
labelProductClass = QtGui.QLabel(vtText.PRODUCT_CLASS)
labelGateway = QtGui.QLabel(vtText.GATEWAY)
self.lineSymbol = QtGui.QLineEdit()
self.lineName = QtGui.QLineEdit()
self.comboDirection = QtGui.QComboBox()
self.comboDirection.addItems(self.directionList)
self.comboOffset = QtGui.QComboBox()
self.comboOffset.addItems(self.offsetList)
self.spinPrice = QtGui.QDoubleSpinBox()
self.spinPrice.setDecimals(4)
self.spinPrice.setMinimum(-10000) # 原来是0，为支持套利，改为-10000
self.spinPrice.setMaximum(100000)
self.spinVolume = QtGui.QSpinBox()
self.spinVolume.setMinimum(0)
self.spinVolume.setMaximum(1000000)
self.comboPriceType = QtGui.QComboBox()
self.comboPriceType.addItems(self.priceTypeList)
self.comboExchange = QtGui.QComboBox()
self.comboExchange.addItems(self.exchangeList)
self.comboCurrency = QtGui.QComboBox()
self.comboCurrency.addItems(self.currencyList)
self.comboProductClass = QtGui.QComboBox()
self.comboProductClass.addItems(self.productClassList)
self.comboGateway = QtGui.QComboBox()
self.comboGateway.addItems(self.gatewayList)
#self.lineOrder = QtGui.QLineEdit()
gridleft = QtGui.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 = QtGui.QLabel(vtText.BID_1)
labelBid2 = QtGui.QLabel(vtText.BID_2)
labelBid3 = QtGui.QLabel(vtText.BID_3)
labelBid4 = QtGui.QLabel(vtText.BID_4)
labelBid5 = QtGui.QLabel(vtText.BID_5)
labelAsk1 = QtGui.QLabel(vtText.ASK_1)
labelAsk2 = QtGui.QLabel(vtText.ASK_2)
labelAsk3 = QtGui.QLabel(vtText.ASK_3)
labelAsk4 = QtGui.QLabel(vtText.ASK_4)
labelAsk5 = QtGui.QLabel(vtText.ASK_5)
self.labelBidPrice1 = QtGui.QLabel()
self.labelBidPrice2 = QtGui.QLabel()
self.labelBidPrice3 = QtGui.QLabel()
self.labelBidPrice4 = QtGui.QLabel()
self.labelBidPrice5 = QtGui.QLabel()
self.labelBidVolume1 = QtGui.QLabel()
self.labelBidVolume2 = QtGui.QLabel()
self.labelBidVolume3 = QtGui.QLabel()
self.labelBidVolume4 = QtGui.QLabel()
self.labelBidVolume5 = QtGui.QLabel()
self.labelAskPrice1 = QtGui.QLabel()
self.labelAskPrice2 = QtGui.QLabel()
self.labelAskPrice3 = QtGui.QLabel()
self.labelAskPrice4 = QtGui.QLabel()
self.labelAskPrice5 = QtGui.QLabel()
self.labelAskVolume1 = QtGui.QLabel()
self.labelAskVolume2 = QtGui.QLabel()
self.labelAskVolume3 = QtGui.QLabel()
self.labelAskVolume4 = QtGui.QLabel()
self.labelAskVolume5 = QtGui.QLabel()
labelLast = QtGui.QLabel(vtText.LAST)
self.labelLastPrice = QtGui.QLabel()
self.labelReturn = QtGui.QLabel()
self.labelLastPrice.setMinimumWidth(60)
self.labelReturn.setMinimumWidth(60)
gridRight = QtGui.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 = QtGui.QPushButton(vtText.SEND_ORDER)
buttonCancelAll = QtGui.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 = QtGui.QHBoxLayout()
hbox.addLayout(gridleft)
hbox.addLayout(gridRight)
vbox = QtGui.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 __init__(self, text=None, mainEngine=None):
"""Constructor"""
super(BidCell, self).__init__(text)
self.setForeground(QtGui.QColor('black'))
self.setBackground(QtGui.QColor(255,174,201))
# encoding: UTF-8
from vnpy.trader.uiQt import QtGui, QtWidgets, QtCore
COLOR_BID = QtGui.QColor(255, 174, 201)
COLOR_ASK = QtGui.QColor(160, 255, 160)
COLOR_STRIKE = QtGui.QColor(0, 0, 160)
COLOR_POS = QtGui.QColor(225, 255, 255)
COLOR_SYMBOL = QtGui.QColor('white')
COLOR_BLACK = QtGui.QColor('black')
#波动率的计算方式comprehensive:每个月的利率一样，采用平值期权上下两档，五档数据计算,Separate：每个合约都有独立的利率分开算
VOLATILITY_RULE_COMPREHENSIVE = "comprehensive"
VOLATILITY_RULE_SEPARATE = "Separate"
CALL_SUFFIX = '_call'
PUT_SUFFIX = '_put'
STYLESHEET_START = "background-color: rgb(111,255,244); color: black"
STYLESHEET_STOP = "background-color: rgb(255,201,111); color: black"
########################################################################
class OmCell(QtWidgets.QTableWidgetItem):
"""单元格"""
#----------------------------------------------------------------------
def __init__(self,
text=None,
background=None,
foreground=None,