def writeLog(self, content):
"""快速发出日志事件"""
log = VtLogData()
log.logContent = content
log.gatewayName = 'MAIN_ENGINE'
event = Event(type_=EVENT_LOG)
event.dict_['data'] = log
self.eventEngine.put(event)
def writeLog(self, content):
"""发出日志"""
log = VtLogData()
log.logContent = content
event = Event(EVENT_SPREADTRADING_LOG)
event.dict_['data'] = log
self.eventEngine.put(event)
def writeRiskLog(self, content):
"""快速发出日志事件"""
# 发出报警提示音
if platform.uname() == 'Windows':
import winsound
winsound.PlaySound("SystemHand", winsound.SND_ASYNC)
# 发出日志事件
log = VtLogData()
log.logContent = content
log.gatewayName = self.name
event = Event(type_=EVENT_LOG)
event.dict_['data'] = log
self.eventEngine.put(event)
class StLogMonitor(QtWidgets.QTextEdit):
"""价差日志监控"""
signal = QtCore.Signal(type(Event()))
#----------------------------------------------------------------------
def __init__(self, mainEngine, eventEngine, parent=None):
"""Constructor"""
super(StLogMonitor, self).__init__(parent)
self.eventEngine = eventEngine
self.registerEvent()
#----------------------------------------------------------------------
def processLogEvent(self, event):
"""处理日志事件"""
log = event.dict_['data']
content = '%s:%s' % (log.logTime, log.logContent)
self.append(content)
#----------------------------------------------------------------------
def registerEvent(self):
"""注册事件监听"""
self.signal.connect(self.processLogEvent)
self.eventEngine.register(EVENT_SPREADTRADING_LOG, self.signal.emit)
def putSpreadPosEvent(self, spread):
"""发出价差持仓事件"""
event1 = Event(EVENT_SPREADTRADING_POS + spread.name)
event1.dict_['data'] = spread
self.eventEngine.put(event1)
event2 = Event(EVENT_SPREADTRADING_POS)
event2.dict_['data'] = spread
self.eventEngine.put(event2)
def putSpreadTickEvent(self, spread):
"""发出价差行情更新事件"""
event1 = Event(EVENT_SPREADTRADING_TICK + spread.name)
event1.dict_['data'] = spread
self.eventEngine.put(event1)
event2 = Event(EVENT_SPREADTRADING_TICK)
event2.dict_['data'] = spread
self.eventEngine.put(event2)
def processTradeEvent(self, event):
"""处理成交推送"""
# 检查成交是否需要处理
trade = event.dict_['data']
if trade.vtSymbol not in self.legDict:
return
# 更新腿持仓
leg = self.legDict[trade.vtSymbol]
direction = trade.direction
offset = trade.offset
if direction == DIRECTION_LONG:
if offset == OFFSET_OPEN:
leg.longPos += trade.volume
else:
leg.shortPos -= trade.volume
else:
if offset == OFFSET_OPEN:
leg.shortPos += trade.volume
else:
leg.longPos -= trade.volume
leg.netPos = leg.longPos - leg.shortPos
# 更新价差持仓
spread = self.vtSymbolSpreadDict[trade.vtSymbol]
spread.calculatePos()
# 推送价差持仓更新
event1 = Event(EVENT_SPREADTRADING_POS + spread.name)
event1.dict_['data'] = spread
self.eventEngine.put(event1)
event2 = Event(EVENT_SPREADTRADING_POS)
event2.dict_['data'] = spread
self.eventEngine.put(event2)
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)
def putAlgoEvent(self, algo):
"""发出算法状态更新事件"""
event = Event(EVENT_SPREADTRADING_ALGO + algo.name)
self.eventEngine.put(event)