def _reqData(self, code, data=''):
event = Event({
'EventCode': code,
'StrategyId': self._strategyId,
'Data': data,
})
self.sendEvent2Engine(event)
def _onTradeOrder(self, apiEvent):
'''
交易委托信息发生变化时，更新交易模型信息
:param apiEvent: 引擎返回事件
:return: None
'''
if str(apiEvent.getStrategyId()) != str(self._strategyId):
return
self._dataModel._trdModel.updateOrderData(apiEvent)
# 更新本地订单信息
dataList = apiEvent.getData()
eSessionId = apiEvent.getESessionId()
for data in dataList:
self.updateLocalOrder(eSessionId, data)
if not self._dataModel.getConfigModel().hasTradeTrigger() or len(
dataList) == 0:
return
if apiEvent.getEventCode() == EEQU_SRVEVENT_TRADE_ORDER and str(
apiEvent.getStrategyId()) == str(self._strategyId):
tradeTriggerEvent = Event({
"EventCode": ST_TRIGGER_TRADE,
"ContractNo": dataList[0]["Cont"],
"Data": {
"TriggerType": "Trade",
"Data": apiEvent.getData()
}
})
# 交易触发
self.sendTriggerQueue(tradeTriggerEvent)
def _onTradeOrder(self, apiEvent):
'''
交易委托信息发生变化时，更新交易模型信息
:param apiEvent: 引擎返回事件
:return: None
'''
self._dataModel._trdModel.updateOrderData(apiEvent)
# 更新本地订单信息
dataList = apiEvent.getData()
for data in dataList:
sessionId = data['SessionId']
if sessionId in self._sesnId2eSesnIdMap:
self._eSesnId2orderNoMap[self._sesnId2eSesnIdMap[sessionId]] = data['OrderNo']
if not self._dataModel.getConfigModel().hasTradeTrigger():
return
# print(apiEvent.getEventCode(), apiEvent.getStrategyId())
if apiEvent.getEventCode() == EEQU_SRVEVENT_TRADE_ORDER and str(apiEvent.getStrategyId()) == str(self._strategyId):
# print("交易触发===================11111")
tradeTriggerEvent = Event({
"EventCode":ST_TRIGGER_TRADE,
"Data":{
"TriggerType":"Trade",
"Data": apiEvent.getData()
}
})
# 交易触发
self.sendTriggerQueue(tradeTriggerEvent)
def _triggerTime(self):
'''检查定时触发'''
if not self._dataModel.getConfigModel().hasTimerTrigger(
) or not self.isRealTimeStatus():
return
nowTime = datetime.now()
for i, timeSecond in enumerate(self._dataModel.getConfigTimer()):
specifiedTime = datetime.strptime(timeSecond, "%H%M%S")
if 0 <= (nowTime - specifiedTime
).seconds < 1 and not self._isTimeTriggered[i]:
self._isTimeTriggered[i] = True
key = self._dataModel.getConfigModel().getKLineShowInfoSimple()
dateTimeStamp, tradeDate, lv1Data = self.getTriggerTimeAndData(
key[0])
event = Event({
"EventCode": ST_TRIGGER_TIMER,
"ContractNo": None,
"KLineType": None,
"KLineSlice": None,
"Data": {
"TradeDate": tradeDate,
"DateTimeStamp": dateTimeStamp,
"Data": timeSecond
}
})
self._triggerQueue.put(event)
def _onStrategyRemove(self, event):
self._isSt2EgQueueEffective = False
self._strategyState = StrategyStatusExit
config = None if self._dataModel is None else self._dataModel.getConfigData(
)
responseEvent = Event({
"EventCode": EV_EG2UI_STRATEGY_STATUS,
"StrategyId": self._strategyId,
"Data": {
"Status": ST_STATUS_REMOVE,
"Config": config,
"Pid": os.getpid(),
"Path": self._filePath,
"StrategyName": self._strategyName,
}
})
self.sendEvent2UI(responseEvent)
self.sendEvent2EngineForce(responseEvent)
self.logger.info(
f"策略已经将删除完成信号发送到UI和engine,策略{self._strategyId}, {EV_EG2UI_STRATEGY_STATUS}"
)
# 保证该进程is_alive， 使得队列可用
while True:
time.sleep(2)
def _onStrategyQuit(self, event=None, status=ST_STATUS_QUIT):
try:
#回调退出函数
if hasattr(self._userModule, 'exit_callback'):
self._userModule.exit_callback(self._context)
except Exception as e:
self.logger.error('onStrategyStop callback error: %s' % str(e))
self._isSt2EgQueueEffective = False
self._strategyState = StrategyStatusExit
config = None if self._dataModel is None else self._dataModel.getConfigData(
)
result = None
if self._dataModel and self._dataModel.getCalcCenter():
result = self._dataModel.getCalcCenter().testResult()
quitEvent = Event({
"EventCode": EV_EG2UI_STRATEGY_STATUS,
"StrategyId": self._strategyId,
"Data": {
"Status": status,
"Config": config,
"Pid": os.getpid(),
"Path": self._filePath,
"StrategyName": self._strategyName,
"Result": result
}
})
self.sendEvent2UI(quitEvent)
self.sendEvent2EngineForce(quitEvent)
self.logger.info(f"策略已经将停止完成信号发送到UI和engine,策略{self._strategyId}")
# 保证该进程is_alive， 使得队列可用
while True:
time.sleep(2)
def _snapShotTrigger(self, event):
# 未选择即时行情触发
# if not self._dataModel.getConfigModel().hasSnapShotTrigger() or not self.isRealTimeStatus():
# return
#
# # 该合约不触发
# if event.getContractNo() not in self._dataModel.getConfigModel().getTriggerContract():
# return
if not self.isRealTimeStatus():
return
# 对应字段没有变化不触发
data = event.getData()
if len(data) == 0 or (not set(data[0]["FieldData"].keys())
& set([4, 11, 17, 18, 19, 20])):
# 4:最新价 11:成交量 17:最优买价 18:买量 19:最优卖价 20:卖量
return
dateTimeStamp, tradeDate, lv1Data = self.getTriggerTimeAndData(
event.getContractNo())
event = Event({
"EventCode": ST_TRIGGER_SANPSHOT_FILL,
"ContractNo": event.getContractNo(),
"KLineType": None,
"KLineSlice": None,
"Data": {
"Data": lv1Data,
"DateTimeStamp": dateTimeStamp,
"TradeDate": tradeDate,
"IsLastPriceChanged": 4 in data[0]["FieldData"], # 最新价是否改变
}
})
self.sendTriggerQueue(event)
def _tradeTriggerMatch(self, apiEvent):
if not self._dataModel.getConfigModel().hasTradeTrigger() or len(
apiEvent.getData()) == 0:
return
if apiEvent.getEventCode() == EEQU_SRVEVENT_TRADE_MATCH and str(
apiEvent.getStrategyId()) == str(self._strategyId):
contractNo = apiEvent.getData()[0]["Cont"]
dateTimeStamp, tradeDate, lv1Data = self.getTriggerTimeAndData(
contractNo)
tradeTriggerEvent = Event({
"EventCode": ST_TRIGGER_TRADE_MATCH,
"ContractNo": contractNo,
"KLineType": None,
"KLineSlice": None,
"Data": {
"Data": apiEvent.getData()[0],
"DateTimeStamp": dateTimeStamp,
"TradeDate": tradeDate,
}
})
# 交易触发
self.sendTriggerQueue(tradeTriggerEvent)
def _triggerCycle(self):
'''检查周期性触发'''
if not self._dataModel.getConfigModel().hasCycleTrigger():
return
if not self.isRealTimeStatus():
return
nowTime = datetime.now()
cycle = self._dataModel.getConfigCycle()
if (nowTime - self._nowTime).total_seconds() * 1000 > cycle:
self._nowTime = nowTime
key = self._dataModel.getConfigModel().getKLineShowInfoSimple()
dateTimeStamp, tradeDate, lv1Data = self.getTriggerTimeAndData(
key[0])
event = Event({
"EventCode": ST_TRIGGER_CYCLE,
"ContractNo": None,
"KLineType": None,
"KLineSlice": None,
"Data": {
"TradeDate": tradeDate,
"DateTimeStamp": dateTimeStamp,
"Data": None,
}
})
self._triggerQueue.put(event)
def _onStrategyQuit(self, event=None, status=ST_STATUS_QUIT):
self._isSt2EgQueueEffective = False
self._strategyState = StrategyStatusExit
config = None if self._dataModel is None else self._dataModel.getConfigData()
result = None
if self._dataModel and self._dataModel.getCalcCenter():
result = self._dataModel.getCalcCenter().testResult()
quitEvent = Event({
"EventCode": EV_EG2UI_STRATEGY_STATUS,
"StrategyId": self._strategyId,
"Data":{
"Status":status,
"Config":config,
"Pid":os.getpid(),
"Path":self._filePath,
"StrategyName": self._strategyName,
"Result":result
}
})
self.sendEvent2UI(quitEvent)
self.sendEvent2EngineForce(quitEvent)
self.logger.info(f"策略已经将停止完成信号发送到UI和engine,策略{self._strategyId}")
# 保证该进程is_alive， 使得队列可用
while True:
time.sleep(2)
def _onReport(self, event):
data = self._dataModel.getCalcCenter().testResult()
responseEvent = Event({
"EventCode": EV_EG2UI_REPORT_RESPONSE,
"StrategyId": self._strategyId,
"Data": data
})
self.sendEvent2Engine(responseEvent)
def resetSyncPosConf(self, config):
msg = {
"EventSrc": EEQU_EVSRC_UI,
"EventCode": EV_UI2EG_SYNCPOS_CONF,
"Data": config
}
event = Event(msg)
self._ui2egQueue.put(event)
self._logger.info(f"[UI]: Reset position setting send completely!")
def _onStrategyPause(self, event):
self._strategyState = StrategyStatusPause
responseEvent = Event({
"EventCode": EV_EG2UI_STRATEGY_STATUS,
"StrategyId": self._strategyId,
"Data":{
"Status":ST_STATUS_PAUSE
}
})
self.sendEvent2Engine(responseEvent)
def _send2UIStatus(self, status):
'''通知界面策略运行状态'''
event = Event({
"StrategyId": self._strategyId,
"EventCode": EV_EG2UI_STRATEGY_STATUS,
"Data": {
'Status': status
}
})
self.sendEvent2UI(event)
def _exit(self, errorCode, errorText):
event = Event({
"EventCode": EV_EG2UI_CHECK_RESULT,
"StrategyId": self._strategyId,
"Data": {
"ErrorCode": errorCode,
"ErrorText": errorText,
}
})
self.sendEvent2EngineForce(event)
self._onStrategyQuit(None, ST_STATUS_EXCEPTION)
def _onStrategyResume(self, event):
self._strategyState = StrategyStatusRunning
status = ST_STATUS_CONTINUES if self.isRealTimeStatus() else ST_STATUS_HISTORY
responseEvent = Event({
"EventCode": EV_EG2UI_STRATEGY_STATUS,
"StrategyId": self._strategyId,
"Data": {
"Status": status
}
})
self.sendEvent2Engine(responseEvent)
def deleteOrderByOrderId(self, orderId):
aOrder = {
"OrderId": orderId,
}
aOrderEvent = Event({
"EventCode": EV_ST2EG_ACTUAL_CANCEL_ORDER,
"StrategyId": self.getStrategyId(),
"Data": aOrder
})
self.sendEvent2Engine(aOrderEvent)
return True
def strategyParamRestart(self, strategyId, config):
"""属性设置"""
msg = {
"EventSrc" : EEQU_EVSRC_UI,
"EventCode" : EV_UI2EG_STRATEGY_RESTART,
"SessionId" : 0,
"StrategyId": strategyId,
"Data" : {"Config": config}
}
event = Event(msg)
self._ui2egQueue.put(event)
self._logger.info(f"[UI][{strategyId}]: Strategy Param setting send completely!")
def strategyRemove(self, strategyId):
"""移除策略"""
msg = {
"EventSrc": EEQU_EVSRC_UI,
"EventCode": EV_UI2EG_STRATEGY_REMOVE,
"SessionId": 0,
"StrategyId": strategyId,
"Data": {}
}
event = Event(msg)
self._ui2egQueue.put(event)
def strategySignal(self, strategyId):
"""策略信号和指标图"""
msg = {
"EventSrc": EEQU_EVSRC_UI,
"EventCode": EV_UI2EG_STRATEGY_FIGURE,
"SessionId": 0,
"StrategyId": strategyId,
"Data": {}
}
event = Event(msg)
self._ui2egQueue.put(event)
def strategyQuit(self, strategyId):
"""策略停止运行"""
msg = {
"EventSrc": EEQU_EVSRC_UI,
"EventCode": EV_UI2EG_STRATEGY_QUIT,
"SessionId": 0,
"StrategyId": strategyId,
"Data": {}
}
event = Event(msg)
self._ui2egQueue.put(event)
def _onReport(self, event):
data = self._dataModel.getCalcCenter().testResult()
responseEvent = Event({
"EventCode":EV_EG2UI_REPORT_RESPONSE,
"StrategyId":self._strategyId,
"Data":{
"Result":data,
"BeginTradeDate":self._dataModel.getHisQuoteModel().getBeginDate(),
"EndTradeDate":self._dataModel.getHisQuoteModel().getEndDate(),
}
})
self.sendEvent2Engine(responseEvent)
def strategyResume(self, strategyId):
"""策略运行恢复"""
msg = {
"EventSrc": EEQU_EVSRC_UI,
"EventCode": EV_UI2EG_STRATEGY_RESUME,
"SessionId": 0,
"Data": strategyId
}
event = Event(msg)
self._ui2egQueue.put(event)
print("恢复事件已发送")
def _onEquantExit(self, event):
self._strategyState = StrategyStatusExit
responseEvent = Event({
"EventCode": EV_EG2UI_STRATEGY_STATUS,
"StrategyId": self._strategyId,
"Data": {
"Status": event.getEventCode(),
"Config": self._dataModel.getConfigData(),
"Pid": os.getpid(),
"Path": self._filePath,
}
})
self.sendEvent2Engine(responseEvent)
def strategyQuit(self, strategyId):
"""策略停止运行"""
msg = {
"EventSrc" : EEQU_EVSRC_UI,
"EventCode" : EV_UI2EG_STRATEGY_QUIT,
"SessionId" : 0,
"StrategyId" : strategyId,
"Data" : {}
}
event = Event(msg)
self._ui2egQueue.put(event)
self._logger.info(f"[UI][{strategyId}]: Strategy quit request send completely")
def strategyRemove(self, strategyId):
"""移除策略"""
msg = {
"EventSrc": EEQU_EVSRC_UI,
"EventCode": EV_UI2EG_STRATEGY_REMOVE,
"SessionId": 0,
"StrategyId": strategyId,
"Data": {}
}
event = Event(msg)
self._ui2egQueue.put(event)
self._logger.info(f"[UI][{strategyId}]: Strategy remove request send completely!")
def strategySignal(self, strategyId):
"""策略信号和指标图"""
msg = {
"EventSrc" : EEQU_EVSRC_UI,
"EventCode" : EV_UI2EG_STRATEGY_FIGURE,
"SessionId" : 0,
"StrategyId" : strategyId,
"Data" : {}
}
event = Event(msg)
self._ui2egQueue.put(event)
self._logger.info(f"[UI][{strategyId}]: Strategy Signal and index figure request send completely!")
def strategyResume(self, strategyId):
"""策略运行恢复"""
msg = {
"EventSrc" : EEQU_EVSRC_UI,
"EventCode" : EV_UI2EG_STRATEGY_RESUME,
"SessionId" : 0,
"StrategyId" : strategyId,
"Data" : {}
}
event = Event(msg)
self._ui2egQueue.put(event)
self._logger.info(f"[UI]{strategyId}: Strategy resume request send completely!")
def strategyPause(self, strategyId):
"""策略暂停事件"""
msg = {
"EventSrc": EEQU_EVSRC_UI,
"EventCode": EV_UI2EG_STRATEGY_PAUSE,
"StrategyId": strategyId,
"SessionId": 0,
"Data": {}
}
event = Event(msg)
self._ui2egQueue.put(event)
def _onStrategyQuit(self, event):
self._strategyState = StrategyStatusExit
quitEvent = Event({
"EventCode": EV_EG2UI_STRATEGY_STATUS,
"StrategyId": self._strategyId,
"Data":{
"Status":ST_STATUS_QUIT,
"Config":self._dataModel.getConfigData(),
"Pid":os.getpid(),
"Path":self._filePath,
}
})
self.sendEvent2Engine(quitEvent)
