def print(self, description, type=DyLogData.info):
if not self._enabled and type != DyLogData.error and type != DyLogData.warning: return
event = DyEvent(DyEventType.subLog_ + '_' + str(self._paramGroupNo) + str(self._period))
event.data = DyLogData(description, type)
self._outQueue.put(event)
def handle_msg_all(self, msg):
if msg['user']['name'] == 'self':
event = DyEvent(DyEventType.wxQueryStockStrategy)
event.data = msg['content']['data']
self._eventEngine.put(event)
def _updateStockHistDays_Handler(self, event):
# unpack
codes = event.data
# check stop flag firstly
if self._isStopped:
self._printCount()
self._eventEngine.put(DyEvent(DyEventType.stopAck))
return
# update one code each time
code = sorted(codes)[0]
self._updateOneCode(code, codes[code])
# update progress
self._progress.update()
# delete updated code
del codes[code]
if not codes: # all codes are are updated
self._printCount()
self._eventEngine.put(DyEvent(DyEventType.finish))
return
# send for next updating
event = DyEvent(DyEventType.updateStockHistDays_)
event.data = codes
self._eventEngine.put(event)
def _histDaysMannualUpdate(self):
if self._histDaysMannualUpdateAction.text() == '停止':
self._mainEngine._info.print('停止股票(指数)历史日线数据手动更新...', DyLogData.ind)
# change UI
self._stopRunningMutexAction()
event = DyEvent(DyEventType.stopUpdateStockHistDaysReq)
self._mainEngine.eventEngine.put(event)
else: # 开始手动更新
data = {}
if DyStockDataHistDaysManualUpdateDlg(data, self).exec_():
self._mainEngine._info.print('开始股票(指数,基金)历史日线数据手动更新[{0}, {1}]...'.format(data['startDate'], data['endDate']), DyLogData.ind)
# change UI
self._startRunningMutexAction(self._histDaysMannualUpdateAction)
event = DyEvent(DyEventType.updateStockHistDays)
event.data = data
event.data['codes'] = DyStockCommon.getDyStockCodes(event.data['codes'])
# 是否要更新指数的日线数据
if event.data['index']:
if event.data['codes'] is None:
event.data['codes'] = []
event.data['codes'].extend(list(DyStockCommon.indexes))
self._mainEngine.eventEngine.put(event)
def _newEntrust(self, type, datetime, strategyCls, code, name, price, volume):
"""
生成新的委托，并向交易接口发送委托事件
"""
# check if there's same code and type of entrust not done for different strategy
entrusts = self._curEntrusts.get(code)
if entrusts is not None:
for entrust in entrusts:
if (not entrust.isDone()) and entrust.type == type and entrust.strategyCls != strategyCls:
self._info.print('{}: 策略[{}]委托失败({}, {}, {}, 价格={}, 数量={}): 策略[{}]有未完成的委托'.format(self.__class__.__name__, strategyCls.chName,
code, name, type, price, volume,
entrust.strategyCls.chName), DyLogData.warning)
return None
# create a new entrust
curEntrustCount = self.newCurEntrustCount()
entrust = DyStockEntrust(datetime, type, code, name, price, volume)
entrust.dyEntrustId = '{0}.{1}_{2}'.format(self.broker, self._curTDay, curEntrustCount)
entrust.strategyCls = strategyCls
# add into 当日委托
self._curEntrusts.setdefault(code, [])
self._curEntrusts[code].append(copy.copy(entrust))
# put buy/sell event
eventType = DyEventType.stockBuy if type == DyStockOpType.buy else DyEventType.stockSell
event = DyEvent(eventType + self.broker)
event.data = copy.copy(entrust)
self._eventEngine.put(event)
return entrust
def cancel(self, cancelEntrust):
"""
取消委托
"""
# find corresponding entrust
entrusts = self._curEntrusts.get(cancelEntrust.code)
if entrusts is None:
return False
for entrust in entrusts:
if entrust.dyEntrustId == cancelEntrust.dyEntrustId:
break
else:
return False
if entrust.isDone():
self._info.print('{}: 撤销委托失败: {}'.format(self.__class__.__name__, entrust.__dict__, DyLogData.warning))
return False
if entrust.brokerEntrustId is None:
self._curWorkingCancelEntrusts.append(entrust)
return True
# put cancel event
event = DyEvent(DyEventType.stockCancel + self.broker)
event.data = copy.copy(entrust)
self._eventEngine.put(event)
return True
def progressSingle(self, percent):
if self._progressSingle != percent:
self._progressSingle = percent
event = DyEvent(DyEventType.progressSingle)
event.data = percent
self._eventEngine.put(event)
def progressTotal(self, percent):
if self._progressTotal != percent:
self._progressTotal = percent
event = DyEvent(DyEventType.progressTotal)
event.data = percent
self._eventEngine.put(event)
def _putTickEvent(self, ctaTickDatas):
if not ctaTickDatas:
return
event = DyEvent(DyEventType.stockMarketTicks)
event.data = ctaTickDatas
self._eventEngine.put(event)
def progressSingle(self, percent):
if self._progressSingle != percent:
self._progressSingle = percent
event = DyEvent(DyEventType.progressSingle)
event.data = percent
self._eventEngine.put(event)
def _updateStrategyDeal(self, deal):
"""
向UI推送策略成交事件
"""
event = DyEvent(DyEventType.stockStrategyDealsUpdate + deal.strategyCls.name)
event.data = [deal]
self._eventEngine.put(event)
def progressTotal(self, percent):
if self._progressTotal != percent:
self._progressTotal = percent
event = DyEvent(DyEventType.progressTotal)
event.data = percent
self._eventEngine.put(event)
def print(self, description, type=DyLogData.info):
if not self._enabled and type != DyLogData.error and type != DyLogData.warning:
return
event = DyEvent(DyEventType.subLog_ + '_' + str(self._paramGroupNo) +
str(self._period))
event.data = DyLogData(description, type)
self._outQueue.put(event)
def handle_msg_all(self, msg):
try:
if msg['user']['name'] == 'self':
event = DyEvent(DyEventType.wxQueryStockStrategy)
event.data = msg['content']['data']
self._eventEngine.put(event)
except:
pass
def _updateStrategyPos(self, strategy):
"""
向UI推送策略持仓更新事件
"""
# 持仓
event = DyEvent(DyEventType.stockStrategyPosUpdate + strategy.name)
event.data = copy.deepcopy(strategy.curPos)
self._eventEngine.put(event)
def _updateStrategyDeal(self, deal):
"""
向UI推送策略成交事件
"""
event = DyEvent(DyEventType.stockStrategyDealsUpdate +
deal.strategyCls.name)
event.data = [deal]
self._eventEngine.put(event)
def _updateStrategyEntrust(self, entrust):
"""
向UI推送策略委托事件
"""
# because only one entrust, no need OrderedDict
event = DyEvent(DyEventType.stockStrategyEntrustsUpdate + entrust.strategyCls.name)
event.data = {entrust.dyEntrustId: copy.copy(entrust)}
self._eventEngine.put(event)
def _startStockCtaStrategyHandler(self, event):
""" 启动策略, 创建唯一策略实例 """
strategyCls = event.data['class']
state = event.data['state']
self._info.print('开始启动策略: {0}, 状态: {1},...'.format(strategyCls.chName, state.state), DyLogData.ind)
# 是否是唯一策略实例
if strategyCls.name in self._strategies:
self._info.print('重复启动策略: {0}'.format(strategyCls.chName), DyLogData.error)
return
# !!!It's tricky for live trading but not accurate.
sleep(1) # sleep so that UI related dynamic windows can be created firstly.
# 实例化策略
strategy = strategyCls(self, self._info, state)
# 策略开盘前初始化
if not strategy.onOpen(datetime.now().strftime("%Y-%m-%d"), strategy.onOpenCodes()):
self._info.print('策略: {0}启动失败'.format(strategyCls.chName), DyLogData.error)
return
# 启动策略的账户管理
if state.isState(DyStockStrategyState.running):
if strategy.broker is not None: # Strategy has configured the broker
if not self._startAccountManager(strategyCls):
return
# 从券商管理类同步策略持仓
self._accountManagers[strategy.broker].syncStrategyPos(strategy)
# 获取策略要监控的股票池
monitoredStocks = strategy.onMonitor()
# 添加到策略字典
self._strategies[strategyCls.name] = (strategy, DyStockMarketFilter(monitoredStocks))
# 添加到bar聚合字典
if 'bar' in strategyCls.liveMode:
if strategyCls.liveMode not in self._barAggs:
self._barAggs[strategyCls.liveMode] = DyStockCtaBarAggFast(strategyCls.liveMode, monitoredStocks)
else:
self._barAggs[strategyCls.liveMode].add(monitoredStocks)
# 向股票市场发送监控的股票池
monitoredStocks = monitoredStocks + [DyStockCommon.etf300, DyStockCommon.etf500] # always add ETF300 and ETF500 for 大盘参考。主要原因是历史分笔数据没有指数的，所以只能用ETF替代。
if monitoredStocks:
event = DyEvent(DyEventType.stockMarketMonitor)
event.data = monitoredStocks
self._eventEngine.put(event)
# 向UI推送策略的账户相关事件
self._updateStrategyAccount(strategy)
self._info.print('策略: {0}启动成功'.format(strategyCls.chName), DyLogData.ind)
def _startStockCtaStrategyHandler(self, event):
""" 启动策略, 创建唯一策略实例 """
strategyCls = event.data['class']
state = event.data['state']
self._info.print('开始启动策略: {0}, 状态: {1},...'.format(strategyCls.chName, state.state), DyLogData.ind)
# 是否是唯一策略实例
if strategyCls.name in self._strategies:
self._info.print('重复启动策略: {0}'.format(strategyCls.chName), DyLogData.error)
return
# !!!It's tricky for live trading but not accurate.
sleep(1) # sleep so that UI related dynamic windows can be created firstly.
# 实例化策略
strategy = strategyCls(self, self._info, state)
# 策略开盘前初始化
if not strategy.onOpen(datetime.now().strftime("%Y-%m-%d"), strategy.onOpenCodes()):
self._info.print('策略: {0}启动失败'.format(strategyCls.chName), DyLogData.error)
return
# 启动策略的账户管理
if state.isState(DyStockStrategyState.running):
if strategy.broker is not None: # Strategy has configured the broker
if not self._startAccountManager(strategyCls):
return
# 从券商管理类同步策略持仓
self._accountManagers[strategy.broker].syncStrategyPos(strategy)
# 获取策略要监控的股票池
monitoredStocks = strategy.onMonitor()
# 添加到策略字典
self._strategies[strategyCls.name] = (strategy, DyStockMarketFilter(monitoredStocks))
# 添加到bar聚合字典
if 'bar' in strategyCls.liveMode:
if strategyCls.liveMode not in self._barAggs:
self._barAggs[strategyCls.liveMode] = DyStockCtaBarAggFast(strategyCls.liveMode, monitoredStocks)
else:
self._barAggs[strategyCls.liveMode].add(monitoredStocks)
# 向股票市场发送监控的股票池
monitoredStocks = monitoredStocks + [DyStockCommon.etf300, DyStockCommon.etf500] # always add ETF300 and ETF500 for 大盘参考。主要原因是历史分笔数据没有指数的，所以只能用ETF替代。
if monitoredStocks:
event = DyEvent(DyEventType.stockMarketMonitor)
event.data = monitoredStocks
self._eventEngine.put(event)
# 向UI推送策略的账户相关事件
self._updateStrategyAccount(strategy)
self._info.print('策略: {0}启动成功'.format(strategyCls.chName), DyLogData.ind)
def _updateStrategyEntrust(self, entrust):
"""
向UI推送策略委托事件
"""
# because only one entrust, no need OrderedDict
event = DyEvent(DyEventType.stockStrategyEntrustsUpdate + entrust.strategyCls.name)
event.data = {entrust.dyEntrustId: copy.copy(entrust)}
self._eventEngine.put(event)
def _updateStrategyPos(self, strategy):
"""
向UI推送策略持仓更新事件
"""
# 持仓
event = DyEvent(DyEventType.stockStrategyPosUpdate + strategy.name)
event.data = copy.deepcopy(strategy.curPos)
self._eventEngine.put(event)
def _highLowDistAct(self):
data = {}
if not DyDateDlg(data).exec_():
return
event = DyEvent(DyEventType.plotReq)
event.data = data
event.data['type'] = 'highLowDist'
self._mainEngine.eventEngine.put(event)
def putEvent(self, type, data):
"""
推送一个事件到事件引擎
@type: 事件类型
@data: 事件数据，一般为dict
"""
event = DyEvent(type)
event.data = data
self._eventEngine.put(event)
def _updateStrategyAccount(self, strategy):
"""
向UI推送策略的账户相关事件
只有不改变的对象内容可以在多线程之间传递。策略账户相关的对象可能会改变，所以做deepcopy或者copy
"""
# 持仓
self._updateStrategyPos(strategy)
# 委托
event = DyEvent(DyEventType.stockStrategyEntrustsUpdate + strategy.name)
event.data = copy.deepcopy(strategy.curEntrusts)
self._eventEngine.put(event)
# 成交
event = DyEvent(DyEventType.stockStrategyDealsUpdate + strategy.name)
event.data = list(strategy.curDeals.values()) # [DyStockDeal]
self._eventEngine.put(event)
def _bBandsStats(self):
data = {}
if not DyStockSelectBBandsStatsDlg(data).exec_():
return
event = DyEvent(DyEventType.plotReq)
event.data = data
event.data['type'] = 'bBandsStats'
self._mainEngine.eventEngine.put(event)
def _limitUpStatsAct(self):
data = {}
if not DyDateDlg(data).exec_():
return
event = DyEvent(DyEventType.plotReq)
event.data = data
event.data['type'] = 'limitUpStats'
self._mainEngine.eventEngine.put(event)
def progressTotal(self, percent):
if not self._enabled: return
if self._progressTotal != percent:
self._progressTotal = percent
event = DyEvent(DyEventType.subProgressTotal_ + '_' + str(self._paramGroupNo) + str(self._period))
event.data = percent
self._outQueue.put(event)
def _focusAnalysisAct(self):
data = {}
if not DyDateDlg(data).exec_():
return
event = DyEvent(DyEventType.plotReq)
event.data = data
event.data['type'] = 'focusAnalysis'
self._mainEngine.eventEngine.put(event)
def _updateStrategyAccount(self, strategy):
"""
向UI推送策略的账户相关事件
只有不改变的对象内容可以在多线程之间传递。策略账户相关的对象可能会改变，所以做deepcopy或者copy
"""
# 持仓
self._updateStrategyPos(strategy)
# 委托
event = DyEvent(DyEventType.stockStrategyEntrustsUpdate + strategy.name)
event.data = copy.deepcopy(strategy.curEntrusts)
self._eventEngine.put(event)
# 成交
event = DyEvent(DyEventType.stockStrategyDealsUpdate + strategy.name)
event.data = list(strategy.curDeals.values()) # [DyStockDeal]
self._eventEngine.put(event)
def progressTotal(self, percent):
if not self._enabled: return
if self._progressTotal != percent:
self._progressTotal = percent
event = DyEvent(DyEventType.subProgressTotal_ + '_' + str(self._paramGroupNo) + str(self._period))
event.data = percent
self._outQueue.put(event)
def _putDealsEvent(self, deals):
"""
@deals: [deal object]
"""
# 向引擎推送成交回报
if deals:
event = DyEvent(DyEventType.stockOnDeal)
event.data = deals
self._eventEngine.put(event)
def putEvent(self, type, data):
"""
推送一个事件到事件引擎
@type: 事件类型
@data: 事件数据，一般为dict
"""
event = DyEvent(type)
event.data = data
self._eventEngine.put(event)
def _jaccardIndexAct(self):
data = {}
if not DyStockSelectJaccardIndexDlg(data).exec_():
return
event = DyEvent(DyEventType.plotReq)
event.data = data
event.data['type'] = 'jaccardIndex'
self._mainEngine.eventEngine.put(event)
def _putDealsEvent(self, deals):
"""
@deals: [deal object]
"""
# 向引擎推送成交回报
if deals:
event = DyEvent(DyEventType.stockOnDeal)
event.data = deals
self._eventEngine.put(event)
def _stockHistTicksReqHandler(self, event):
code = event.data.code
date = event.data.date
data = self._getTicks(code, date)
# put ack event
event = DyEvent(DyEventType.stockHistTicksAck)
event.data = DyStockHistTicksAckData(code, date, data)
self._eventEngine.put(event)
def _stockHistTicksReqHandler(self, event):
code = event.data.code
date = event.data.date
data = self._getTicks(code, date)
# put ack event
event = DyEvent(DyEventType.stockHistTicksAck)
event.data = DyStockHistTicksAckData(code, date, data)
self._eventEngine.put(event)
def _stockOneKeyUpdateHandler(self, event):
if self._oneKeyUpdateState is None:
# 自动更新日线数据
event = DyEvent(DyEventType.updateStockHistDays)
event.data = None
self._eventEngine.put(event)
self._isStopped = False
self._updateDates = None
self._oneKeyUpdateState = DyStockDataEngine.State.sWaitingDays
def _stockOneKeyUpdateHandler(self, event):
if self._oneKeyUpdateState is None:
# 自动更新日线数据
event = DyEvent(DyEventType.updateStockHistDays)
event.data = None
self._eventEngine.put(event)
self._isStopped = False
self._updateDates = None
self._oneKeyUpdateState = DyStockDataEngine.State.sWaitingDays
def _stockStrategyPosReqHandler(self, event):
strategyCls = event.data
if strategyCls.name not in self._strategies:
return
strategy = self._strategies[strategyCls.name][0]
event = DyEvent(DyEventType.stockStrategyPosAck)
event.data = strategy.curPos
self._eventEngine.put(event)
def _stockStrategyMonitoredCodesReqHandler(self, event):
strategyCls = event.data
if strategyCls.name not in self._strategies:
return
filter = self._strategies[strategyCls.name][1]
event = DyEvent(DyEventType.stockStrategyMonitoredCodesAck)
event.data = filter.codes
self._eventEngine.put(event)
def dyStockBackTestingStrategyEngineProcess(outQueue,
inQueue,
reqData,
config=None):
"""
股票回测处理实体。每个回测处理实体由一个参数组合和一个回测周期组成。
每个交易日回测结束后向UI推送持仓和成交信息
"""
paramGroupNo = reqData.paramGroupNo
period = [reqData.tDays[0], reqData.tDays[-1]]
if config is not None:
DyStockConfig.setConfigForBackTesting(config)
# set DB Cache
useDbCache = __setDbCache(reqData)
# Engines
eventEngine = DyDummyEventEngine()
info = DySubInfo(paramGroupNo, period, outQueue)
dataEngine = DyStockDataEngine(eventEngine,
info,
False,
dbCache=useDbCache)
# create stock back testing CTA engine
ctaEngine = DyStockBackTestingCtaEngine(eventEngine,
info,
dataEngine,
reqData,
dbCache=useDbCache)
for tDay in reqData.tDays:
try:
event = inQueue.get_nowait()
except queue.Empty:
pass
# 回测当日数据
if not ctaEngine.run(tDay):
break
# 发送当日回测结果数据事件
event = DyEvent(DyEventType.stockStrategyBackTestingAck)
event.data = ctaEngine.getCurAckData()
outQueue.put(event)
# 发送'股票回测策略引擎处理结束'事件
event = DyEvent(DyEventType.stockBackTestingStrategyEngineProcessEnd)
event.data[paramGroupNo] = period
outQueue.put(event)
def _stockStrategyMonitoredCodesReqHandler(self, event):
strategyCls = event.data
if strategyCls.name not in self._strategies:
return
filter = self._strategies[strategyCls.name][1]
event = DyEvent(DyEventType.stockStrategyMonitoredCodesAck)
event.data = filter.codes
self._eventEngine.put(event)
def _stockStrategyPosReqHandler(self, event):
strategyCls = event.data
if strategyCls.name not in self._strategies:
return
strategy = self._strategies[strategyCls.name][0]
event = DyEvent(DyEventType.stockStrategyPosAck)
event.data = strategy.curPos
self._eventEngine.put(event)
def _manualUpdateSectorCodeTableAct(self):
data = {'codes': list(DyStockCommon.sectors)}
if DyCodeDateDlg('板块代码', data, self).exec_():
self._mainEngine._info.print('开始{0}股票板块代码表更新[{1}, {2}]...'.format(data['codes'], data['startDate'], data['endDate']), DyLogData.ind)
# change UI
self._startRunningMutexAction(self._manualUpdateSectorCodeTableAction)
event = DyEvent(DyEventType.updateStockSectorCodes)
event.data = data
event.data['sectorCode'] = data['codes']
self._mainEngine.eventEngine.put(event)
def _putStockMarketMonitorEvent(self):
"""
向股票市场发送监控持仓的股票
Note: !!!实盘跟回测有不同之处，实盘没有实现@onMonitor接口。回测时，@onMonitor是由CTA Engine调用。实盘则根据券商的持仓信息来监控持仓股票实时信息。
"""
if self._curPos:
event = DyEvent(DyEventType.stockMarketMonitor)
event.data = list(self._curPos)
self._eventEngine.put(event)
# 新的持仓Filter
self._filter = DyStockMarketFilter(list(self._curPos))
def _putStockMarketMonitorEvent(self):
"""
向股票市场发送监控持仓的股票
Note: !!!实盘跟回测有不同之处，实盘没有实现@onMonitor接口。回测时，@onMonitor是由CTA Engine调用。实盘则根据券商的持仓信息来监控持仓股票实时信息。
"""
if self._curPos:
event = DyEvent(DyEventType.stockMarketMonitor)
event.data = list(self._curPos)
self._eventEngine.put(event)
# 新的持仓Filter
self._filter = DyStockMarketFilter(list(self._curPos))
def _manualUpdateSectorCodeTableAct(self):
data = {'codes': list(DyStockCommon.sectors)}
if DyCodeDateDlg('板块代码', data, self).exec_():
self._mainEngine._info.print('开始{0}股票板块代码表更新[{1}, {2}]...'.format(data['codes'], data['startDate'], data['endDate']), DyLogData.ind)
# change UI
self._startRunningMutexAction(self._manualUpdateSectorCodeTableAction)
event = DyEvent(DyEventType.updateStockSectorCodes)
event.data = data
event.data['sectorCode'] = data['codes']
self._mainEngine.eventEngine.put(event)
def _backTesting(self):
strategyCls, param = self._widgetStrategy.getStrategy()
if strategyCls is None: return
data = {}
if not DyStockBackTestingSettingDlg(data).exec_():
return
# change UI
self._startRunningMutexAction(self._backTestingAction)
event = DyEvent(DyEventType.stockStrategyBackTestingReq)
event.data = DyStockBackTestingStrategyReqData(strategyCls, [data['startDate'], data['endDate']], data, param)
self._mainEngine.eventEngine.put(event)
def _backTesting(self):
strategyCls, param = self._widgetStrategy.getStrategy()
if strategyCls is None: return
data = {}
if not DyStockBackTestingSettingDlg(data).exec_():
return
# change UI
self._startRunningMutexAction(self._backTestingAction)
event = DyEvent(DyEventType.stockStrategyBackTestingReq)
event.data = DyStockBackTestingStrategyReqData(strategyCls, [data['startDate'], data['endDate']], data, param)
self._mainEngine.eventEngine.put(event)
def _testedStocks(self):
isTested = self._testedStocksAction.isChecked()
codes = None
if isTested:
data = {}
if DyStockSelectTestedStocksDlg(data).exec_():
codes = data['codes']
else:
self._testedStocksAction.setChecked(False)
# put event
event = DyEvent(DyEventType.stockSelectTestedCodes)
event.data = codes
self._mainEngine.eventEngine.put(event)
def _testedStocks(self):
isTested = self._testedStocksAction.isChecked()
codes = None
if isTested:
data = {}
if DyStockSelectTestedStocksDlg(data).exec_():
codes = data['codes']
else:
self._testedStocksAction.setChecked(False)
# put event
event = DyEvent(DyEventType.stockSelectTestedCodes)
event.data = codes
self._mainEngine.eventEngine.put(event)
def _insert2Db(self, code, date, data):
if self._mongoDbEngine.insertTicks(code, date, data): # insert into DB successfully
# count firstly
self._inserted2DbCount += 1
self._updateProgress()
self._updateWindow()
else: # failed into DB
# send to Gateway to get ticks again, 2016/7/1
#self._sendTicksReq(code, date, self._progress.totalReqCount) # just use @self._progress.totalReqCount as request count
# simualte Ack event and push back to insert into DB again
event = DyEvent(DyEventType.stockHistTicksAck)
event.data = DyStockHistTicksAckData(code, date, data)
self._eventEngine.put(event)
def _updateHistDays(self, startDate, endDate, indicators, isForced=False, codes=None):
# get updated codes data info
codes = self._getUpdatedCodes(startDate, endDate, indicators, isForced, codes)
if codes is None: return
# init
self._isStopped = False
self._updatedCodeCount = 0
self._progress.init(len(codes), 10)
self._info.print("开始更新{0}只股票(指数,基金)的历史日线数据...".format(len(codes)))
# send for updating
event = DyEvent(DyEventType.updateStockHistDays_)
event.data = codes
self._eventEngine.put(event)
def _indexConsecutiveDayLineStatsAct(self):
if self._greenLineStatsAction.isChecked():
greenLine = True
self._greenLineStatsAction.setChecked(False)
else:
greenLine = False
self._redLineStatsAction.setChecked(False)
data = {}
if not DyDateDlg(data).exec_():
return
event = DyEvent(DyEventType.plotReq)
event.data = data
event.data['type'] = 'indexConsecutiveDayLineStats'
event.data['greenLine'] = greenLine
self._mainEngine.eventEngine.put(event)
def _stockCurEntrustsUpdateHandler(self, event):
"""
收到来自券商接口的当日委托更新事件
"""
# unpack
header = event.data['header']
rows = event.data['rows']
updatedEntrusts = []
for data in rows[::-1]: # 从券商最近的委托开始匹配
# unpack from 券商接口当日委托
code = DyStockCommon.getDyStockCode(data[header.index(
self.headerNameMap['curEntrust']['code'])])
price = float(data[header.index(
self.headerNameMap['curEntrust']['price'])])
totalVolume = float(data[header.index(
self.headerNameMap['curEntrust']['totalVolume'])])
dealedVolume = float(data[header.index(
self.headerNameMap['curEntrust']['dealedVolume'])])
type = data[header.index(self.headerNameMap['curEntrust']['type'])]
status = data[header.index(
self.headerNameMap['curEntrust']['status'])]
brokerEntrustId = data[header.index(
self.headerNameMap['curEntrust']['entrustId'])]
# get matched entrust from saved DevilYuan entrusts
entrust = self._getEntrust(code, type, price, totalVolume,
brokerEntrustId)
if entrust is None: # 不是通过策略发出的委托
continue
# update entrust
if self._updateEntrust(entrust, dealedVolume, status,
brokerEntrustId):
updatedEntrusts.append(copy.copy(entrust))
# 向引擎推送委托回报事件
if updatedEntrusts:
event = DyEvent(DyEventType.stockOnEntrust)
event.data = updatedEntrusts
self._eventEngine.put(event)
