class MainForm(QtGui.QMainWindow):
def __init__(self, parent=None):
QtGui.QMainWindow.__init__(self, parent)
self.initVar()
self.initUI()
self.initFeedCode()
self.initStrikeList()
self.initTableWidget()
self.initThread()
sip.setdestroyonexit(False)
def closeEvent(self, event):
self.mythread.stop()
setting = QtCore.QSettings("ZeroOptionViewer.ini",QtCore.QSettings.IniFormat)
setting.setValue("geometry", self.saveGeometry())
def initVar(self):
self.expireMonthCode = 'LB'
def initUI(self):
self.ui = Ui_MainWindow()
self.ui.setupUi(self)
self.ui.actionStart.triggered.connect(self.onStart)
self.resize(800, 200)
self.myOrderWidget = OptionViewerOrderWidget(self)
self.myOrderWidget.initZMQ()
setting = QtCore.QSettings("ZeroOptionViewer.ini",QtCore.QSettings.IniFormat)
if setting.value("geometry"):
self.restoreGeometry(setting.value("geometry").toByteArray())
# self.restoreGeometry(setting.value("geometry"))
pass
def initFeedCode(self):
self._FeedCodeList = FeedCodeList()
self._FeedCodeList.ReadCodeListFile()
#for item in self._FeedCodeList.optionshcodelst:
# print item
def initStrikeList(self):
shcodelist = self._FeedCodeList.optionshcodelst
self.strikelst = list(set([shcode[-3:] for shcode in shcodelist
if shcode[3:5] == self.expireMonthCode]))
self.strikelst.sort()
self.strikelst.reverse()
def initTableWidget(self):
self.ui.tableWidget.resizeColumnToContents(1)
self.ui.tableWidget.resizeColumnToContents(2)
self.ui.tableWidget.resizeColumnToContents(3)
self.ui.tableWidget.resizeColumnToContents(6)
self.ui.tableWidget.resizeColumnToContents(7)
self.ui.tableWidget.resizeColumnToContents(8)
self.ui.tableWidget.resizeColumnToContents(11)
self.ui.tableWidget.resizeColumnToContents(12)
self.ui.tableWidget.resizeColumnToContents(13)
self.ui.tableWidget.resizeColumnToContents(15)
self.ui.tableWidget.resizeColumnToContents(16)
self.ui.tableWidget.setColumnWidth(4,31)
self.ui.tableWidget.setColumnWidth(5,31)
self.ui.tableWidget.setColumnWidth(9,31)
self.ui.tableWidget.setColumnWidth(10,31)
self.ui.tableWidget.setRowCount(max(len(self.strikelst),3))
self.ui.tableWidget.resizeRowsToContents()
self.alignRightColumnList = [1,3,8]
self.bidaskcolindex = [4,5,9,10]
self.synthbidaskcolindex = [15,16]
self.ui.tableWidget.cellDoubleClicked[int,int].connect(self.onDoubleClicked)
for i in xrange(len(self.strikelst)):
if self.strikelst[i][-1] == '2' or self.strikelst[i][-1] == '7':
strikeprice = self.strikelst[i] + '.5'
else:
strikeprice = self.strikelst[i] + '.0'
self.ui.tableWidget.setItem(i,7,QtGui.QTableWidgetItem(strikeprice))
def initThread(self):
self.mythread = OptionViewerThread(None)
self.mythread.receiveData[dict].connect(self.onReceiveData)
def initData(self):
shcode = '201J7267'
ask1 = '0.64'
bid1 = '0.63'
askqty1 = '82'
bidqty1 = '89'
pos = self.strikelst.index(shcode[5:8])
if shcode[:3] == '201':
self.updateTableWidgetItem(pos,0,shcode)
self.updateTableWidgetItem(pos,3,askqty1)
self.updateTableWidgetItem(pos,4,ask1)
self.updateTableWidgetItem(pos,5,bid1)
self.updateTableWidgetItem(pos,6,bidqty1)
elif shcode[:3] == '301':
self.updateTableWidgetItem(pos,14,shcode)
self.updateTableWidgetItem(pos,8,askqty1)
self.updateTableWidgetItem(pos,9,ask1)
self.updateTableWidgetItem(pos,10,bid1)
self.updateTableWidgetItem(pos,11,bidqty1)
pass
def onStart(self):
if not self.mythread.isRunning():
self.mythread.start()
#print "start"
pass
def updateTableWidgetItem(self,row,col,text):
widgetItem = self.ui.tableWidget.item(row,col)
if not widgetItem:
NewItem = QtGui.QTableWidgetItem(text)
if col in self.alignRightColumnList: NewItem.setTextAlignment(QtCore.Qt.AlignRight|QtCore.Qt.AlignVCenter)
self.ui.tableWidget.setItem(row,col,NewItem)
else:
widgetItem.setText(text)
pass
def onDoubleClicked(self, row, col):
if col in self.bidaskcolindex:
try:
if col in self.bidaskcolindex[0:2]: shortcd = self.ui.tableWidget.item(row, 0).text()
elif col in self.bidaskcolindex[2:4]: shortcd = self.ui.tableWidget.item(row, 14).text()
except AttributeError:
return
elif col in self.synthbidaskcolindex:
try:
call_shortcd = self.ui.tableWidget.item(row, 0).text()
put_shortcd = self.ui.tableWidget.item(row, 14).text()
except AttributeError:
return
if col == self.bidaskcolindex[0] or col == self.bidaskcolindex[2]:
price = float(self.ui.tableWidget.item(row,col).text())
buysell = True
elif col == self.bidaskcolindex[1] or col == self.bidaskcolindex[3]:
price = float(self.ui.tableWidget.item(row,col).text())
buysell = False
elif col == self.synthbidaskcolindex[0]:
price = float(self.ui.tableWidget.item(row,self.synthbidaskcolindex[0]).text())
if self.ui.tableWidget.item(row,self.bidaskcolindex[0]-2) is not None and \
self.ui.tableWidget.item(row,self.bidaskcolindex[3]+2) is not None:
call_price = float(self.ui.tableWidget.item(row,self.bidaskcolindex[0]-2).text())
put_price = float(self.ui.tableWidget.item(row,self.bidaskcolindex[3]+2).text())
buysell = True
else:
return
elif col == self.synthbidaskcolindex[1]:
price = float(self.ui.tableWidget.item(row,self.synthbidaskcolindex[1]).text())
if self.ui.tableWidget.item(row,self.bidaskcolindex[0]-2) is not None and \
self.ui.tableWidget.item(row,self.bidaskcolindex[3]+2) is not None:
call_price = float(self.ui.tableWidget.item(row,self.bidaskcolindex[0]-2).text())
put_price = float(self.ui.tableWidget.item(row,self.bidaskcolindex[3]+2).text())
buysell = False
else:
return
else:
return
item = self.ui.tableWidget.item(row,col)
rect = self.ui.tableWidget.visualItemRect(item)
win_pos = self.pos()
rect.moveTo(rect.x() + win_pos.x() + rect.width()/2, rect.y() + win_pos.y() + rect.height() * 5)
widget = QtGui.QWidget()
widget.setGeometry(rect)
if col in self.bidaskcolindex:
self.myOrderWidget.initMove(widget)
self.myOrderWidget.initOrder(shortcd, price, 1, buysell)
self.myOrderWidget.show()
elif col in self.synthbidaskcolindex:
self.myOrderWidget.initMove(widget)
self.myOrderWidget.initSynthOrder(buysell, price, call_shortcd, call_price, put_shortcd, put_price, 1)
self.myOrderWidget.show()
pass
def onReceiveData(self, msg_dict):
nowtime = datetime.now()
shortcd = msg_dict['ShortCD']
if msg_dict['SecuritiesType'] == 'futures' and msg_dict['TAQ'] == 'Q':
askqty1 = msg_dict['AskQty1']
ask1 = msg_dict['Ask1']
bid1 = msg_dict['Bid1']
bidqty1 = msg_dict['BidQty1']
if shortcd[:3] == '101':
showmsg = '%s, %s, %s, %s' % (askqty1, ask1, bid1, bidqty1)
self.statusBar().showMessage(showmsg)
return
if msg_dict['SecuritiesType'] != 'options': return
if msg_dict['TAQ'] == 'Q':
askqty1 = msg_dict['AskQty1']
ask1 = msg_dict['Ask1']
bid1 = msg_dict['Bid1']
bidqty1 = msg_dict['BidQty1']
# if msg_dict['SecuritiesType'] != 'options': return
if shortcd[3:5] != self.expireMonthCode: return
pos = self.strikelst.index(shortcd[5:8])
if shortcd[:3] == '201':
self.updateTableWidgetItem(pos,0,shortcd)
self.updateTableWidgetItem(pos,3,askqty1)
self.updateTableWidgetItem(pos,4,ask1)
self.updateTableWidgetItem(pos,5,bid1)
self.updateTableWidgetItem(pos,6,bidqty1)
elif shortcd[:3] == '301':
self.updateTableWidgetItem(pos,14,shortcd)
self.updateTableWidgetItem(pos,8,askqty1)
self.updateTableWidgetItem(pos,9,ask1)
self.updateTableWidgetItem(pos,10,bid1)
self.updateTableWidgetItem(pos,11,bidqty1)
if not (nowtime.hour == 15 and (nowtime.minute >= 35 or nowtime.minute <= 45)):
self.makeSyntheticBid(pos)
self.makeSyntheticAsk(pos)
elif msg_dict['TAQ'] == 'T':
lastprice = msg_dict['LastPrice']
lastqty = msg_dict['LastQty']
if shortcd[3:5] != self.expireMonthCode: return
pos = self.strikelst.index(shortcd[5:8])
if shortcd[:3] == '201':
self.updateTableWidgetItem(pos,0,shortcd)
self.updateTableWidgetItem(pos,2,lastprice)
self.updateTableWidgetItem(pos,1,lastqty)
elif shortcd[:3] == '301':
self.updateTableWidgetItem(pos,14,shortcd)
self.updateTableWidgetItem(pos,12,lastprice)
self.updateTableWidgetItem(pos,13,lastqty)
elif msg_dict['TAQ'] == 'E' and msg_dict['SecuritiesType'] == 'options':
shortcd = msg_dict['ShortCD']
expectprice = msg_dict['ExpectPrice']
expectqty = 'E'
if shortcd[3:5] != self.expireMonthCode: return
pos = self.strikelst.index(shortcd[5:8])
if shortcd[:3] == '201':
self.updateTableWidgetItem(pos,0,shortcd)
self.updateTableWidgetItem(pos,2,expectprice)
self.updateTableWidgetItem(pos,1,expectqty)
elif shortcd[:3] == '301':
self.updateTableWidgetItem(pos,14,shortcd)
self.updateTableWidgetItem(pos,12,expectprice)
self.updateTableWidgetItem(pos,13,expectqty)
# self.makeSyntheticExpect(pos)
# if not (nowtime.hour == 17 and (nowtime.minute >= 0 or nowtime.minute <= 59)):
# self.makeSyntheticBid(pos)
# self.makeSyntheticAsk(pos)
pass
def makeSyntheticBid(self,pos):
try:
callbid = self.ui.tableWidget.item(pos,5).text()
putask = self.ui.tableWidget.item(pos,9).text()
strike = self.ui.tableWidget.item(pos,7).text()
syntheticprice = float(callbid) - float(putask) + float(strike)
if float(callbid) != 0 and float(putask):
self.updateTableWidgetItem(pos,16,convert(syntheticprice))
except:
return
pass
def makeSyntheticAsk(self,pos):
try:
callask = self.ui.tableWidget.item(pos,4).text()
putbid = self.ui.tableWidget.item(pos,10).text()
strike = self.ui.tableWidget.item(pos,7).text()
syntheticprice = float(callask) - float(putbid) + float(strike)
if float(callask) != 0 and float(putbid):
self.updateTableWidgetItem(pos,15,convert(syntheticprice))
except:
return
pass
def makeSyntheticExpect(self,pos):
try:
callexpect = self.ui.tableWidget.item(pos,2).text()
putexpect = self.ui.tableWidget.item(pos,12).text()
strike = self.ui.tableWidget.item(pos,7).text()
syntheticprice = float(callexpect) - float(putexpect) + float(strike)
if float(callexpect) !=0 and float(putexpect) != 0:
item = convert(syntheticprice)
self.updateTableWidgetItem(pos,15,item)
self.updateTableWidgetItem(pos,16,item)
except:
return
pass
def initThread(self):
self.mythread = OptionViewerThread(None)
self.mythread.receiveData[dict].connect(self.onReceiveData)