def updateUI(self, stra):
try:
# stra 状态没有变化不需要更新UI
if not stra.isUpdated():
return
for plateName in stra.plateDict:
plateSymbolList = stra.plateDict[plateName]["symbol_list"]
plateCatchedSymobolList = stra.plateDict[plateName][
"catched_symbol"]
plateMissedSymbolList = stra.plateDict[plateName][
"missed_symbol"]
event1 = Event(type_=EVENT_STRATEGY_CATCH_LIMITUP_STATUS)
catchLimitUpInfo = VtStrategyCatchLimitUpInfo()
event1.dict_['data'] = catchLimitUpInfo
catchLimitUpInfo.plateName = plateName
catchLimitUpInfo.numOfStocks = len(plateSymbolList)
catchLimitUpInfo.catchedStocks = len(plateCatchedSymobolList)
catchLimitUpInfo.missedStocks = len(plateMissedSymbolList)
self.eventEngine.put(event1)
stra.resetUpdatedFlag()
except:
traceback.print_exc()
def onOptionTick(self, optionTick):
try:
# 期权价格信息推送
event1 = Event(type_=EVENT_OPTION_TICK)
event1.dict_['data'] = optionTick
self.eventEngine.put(event1)
except:
traceback.print_exc()
def writeLog(self, content):
"""快速发出日志事件"""
log = VtLogData()
log.logContent = content
log.gatewayName = 'SLIPPERY_GRID_ENGINE'
event = Event(type_=EVENT_LOG)
event.dict_['data'] = log
self.eventEngine.put(event)
def writeLog(self, content):
try:
log = VtLogData()
log.logContent = content
log.gatewayName = 'OPTION_SELECTOR_ENGINE'
event = Event(type_=EVENT_LOG)
event.dict_['data'] = log
self.eventEngine.put(event)
except:
traceback.print_exc()
def writeLog(self, content):
try:
"""快速发出日志事件"""
log = VtLogData()
log.logContent = content
log.gatewayName = 'CATCH_LIMITUP_ENGINE'
event = Event(type_=EVENT_LOG)
event.dict_['data'] = log
self.eventEngine.put(event)
except:
traceback.print_exc()
def writeLog(self, content):
try:
"""快速发出日志事件"""
log = VtLogData()
log.logContent = content
log.gatewayName = 'STOPORDER_MAIN_WINDOW'
event = Event(type_=EVENT_LOG)
event.dict_['data'] = log
self.eventEngine.put(event)
except:
traceback.print_exc()
def updateUI(self, stra):
try:
event1 = Event(type_=EVENT_STRATEGY_STOP_ORDER_STATUS)
straStatus = VtStrategyStopOrderStatus()
event1.dict_['data'] = straStatus
straStatus.strategyID = stra.strategyID
straStatus.status = stra.status
if stra.thresholdPriceEnabled:
# 已经获取了真实的threshold值，则显示真实数值
if stra.realThresholdPrice:
straStatus.thresholdInfo = stra.startThresholdDirection + str(
stra.realThresholdPrice)
# 否则用用户输入代替显示信息
else:
suffix = ""
if stra.thresholdIsPct:
suffix = u"百分比"
straStatus.thresholdInfo = stra.startThresholdDirection + suffix + str(
stra.thresholdPrice)
# 用V X标识价格是否已经冲破 threshold
if stra.isThresholdPriceBroken:
straStatus.thresholdInfo = "V" + straStatus.thresholdInfo
else:
straStatus.thresholdInfo = "X" + straStatus.thresholdInfo
else:
straStatus.thresholdInfo = "无限制"
straStatus.ownerPrice = stra.getOwnerPrice()
straStatus.ownerMaxMinPrice = stra.getOwnerMaxMinPrice()
straStatus.triggerPrice = stra.getTriggerPrice()
straStatus.crossDirection = stra.crossDirection
straStatus.tradeDirection = stra.tradeDirection
straStatus.volume = stra.volume
straStatus.orderVolume = stra.volume
self.eventEngine.put(event1)
except:
traceback.print_exc()
def runChildProcess():
"""子进程运行函数"""
# print '-'*20
# 创建日志引擎
le = LogEngine()
le.setLogLevel(le.LEVEL_INFO)
le.addConsoleHandler()
le.addFileHandler()
le.info(u'启动行情记录运行子进程')
# 创建主引擎
me = MainEngine()
ee = me.eventEngine
ee.register(EVENT_LOG, le.processLogEvent)
ee.register(EVENT_CTA_LOG, le.processLogEvent)
ee.register(EVENT_ERROR, processErrorEvent)
try:
# 添加交易接口
try:
me.addGateway(ctpGateway)
except:
pass
# 添加上层应用
me.addApp(riskManager)
me.addApp(dataRecorder)
#fix: 当服务端初始化完毕后再开启rpcService
#me.addApp(rpcService)
me.addApp(ctaStrategy)
me.addApp(spreadTrading)
me.addApp(algoTrading)
le.info(u'主引擎创建成功')
# 自动建立MongoDB数据库
me.dbConnect()
le.info(u'connect MongoDB')
# 自动建立CTP链接
me.connect('CTP')
le.info(u'连接CTP接口')
# 取仓位信息
me.qryPosition("CTP")
while not me.getAllContracts():
sleep(5)
le.info(u'收集合约信息...')
sleep(3)
le.info(u'合约信息中数量: %s' % len(me.getAllContracts()))
# 及时保存数据引擎里的合约数据到硬盘
me.dataEngine.saveContracts()
#服务端初始化完成
#开启RPC
me.addApp(rpcService)
le.info(u'开启RPCService')
'''
bug-fix: 休息，以便于客户端连接上来收CTP信息
'''
sleep(5.)
#CTP连接完成，发送重启信号
event = Event(EVENT_CTP_RESTARTED)
me.eventEngine.put(event)
le.info(u'通知客户端CTP RESTART')
while True:
sleep(1)
except KeyboardInterrupt:
le.info(u"Keyboard interrupt in process")
finally:
le.info(u"cleaning up")
class CtaStrategyManager(QtGui.QGroupBox):
"""策略管理组件"""
signal = QtCore.pyqtSignal(type(Event()))
# ----------------------------------------------------------------------
def __init__(self, cta_engine, event_engine, name, parent=None):
"""Constructor"""
super(CtaStrategyManager, self).__init__(parent)
self.ctaEngine = cta_engine
self.eventEngine = event_engine
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)
max_height = 60
self.paramMonitor.setMaximumHeight(max_height)
self.varMonitor.setMaximumHeight(max_height)
button_init = QtGui.QPushButton(u'初始化')
button_start = QtGui.QPushButton(u'启动')
button_stop = QtGui.QPushButton(u'停止')
button_init.clicked.connect(self.init)
button_start.clicked.connect(self.start)
button_stop.clicked.connect(self.stop)
hbox1 = QtGui.QHBoxLayout()
hbox1.addWidget(button_init)
hbox1.addWidget(button_start)
hbox1.addWidget(button_stop)
hbox1.addStretch()
hbox2 = QtGui.QHBoxLayout()
hbox2.addWidget(self.paramMonitor)
hbox3 = QtGui.QHBoxLayout()
hbox3.addWidget(self.varMonitor)
vbox = QtGui.QVBoxLayout()
vbox.addLayout(hbox1)
vbox.addLayout(hbox2)
vbox.addLayout(hbox3)
self.setLayout(vbox)
# ----------------------------------------------------------------------
def updateMonitor(self, event=None):
"""显示策略最新状态"""
param_dict = self.ctaEngine.getStrategyParam(self.name)
if param_dict:
self.paramMonitor.updateData(param_dict)
var_dict = self.ctaEngine.getStrategyVar(self.name)
if var_dict:
self.varMonitor.updateData(var_dict)
# ----------------------------------------------------------------------
def registerEvent(self):
"""注册事件监听"""
self.signal.connect(self.updateMonitor)
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(QtGui.QWidget):
"""CTA引擎管理组件"""
signal = QtCore.pyqtSignal(type(Event()))
# ----------------------------------------------------------------------
def __init__(self, cta_engine, event_engine, parent=None):
"""Constructor"""
super(CtaEngineManager, self).__init__(parent)
self.ctaEngine = cta_engine
self.eventEngine = event_engine
self.strategyLoaded = False
self.initUi()
self.registerEvent()
# 记录日志
self.ctaEngine.writeCtaLog(u'CTA引擎启动成功')
# ----------------------------------------------------------------------
def initUi(self):
"""初始化界面"""
self.setWindowTitle(u'CTA策略')
# 按钮
load_button = QtGui.QPushButton(u'加载策略')
init_all_button = QtGui.QPushButton(u'全部初始化')
start_all_button = QtGui.QPushButton(u'全部启动')
stop_all_button = QtGui.QPushButton(u'全部停止')
load_button.clicked.connect(self.load)
init_all_button.clicked.connect(self.initAll)
start_all_button.clicked.connect(self.startAll)
stop_all_button.clicked.connect(self.stopAll)
# 滚动区域，放置所有的CtaStrategyManager
self.scrollArea = QtGui.QScrollArea()
self.scrollArea.setWidgetResizable(True)
# CTA组件的日志监控
self.ctaLogMonitor = QtGui.QTextEdit()
self.ctaLogMonitor.setReadOnly(True)
self.ctaLogMonitor.setMaximumHeight(200)
# 设置布局
hbox2 = QtGui.QHBoxLayout()
hbox2.addWidget(load_button)
hbox2.addWidget(init_all_button)
hbox2.addWidget(start_all_button)
hbox2.addWidget(stop_all_button)
hbox2.addStretch()
vbox = QtGui.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 = QtGui.QWidget()
vbox = QtGui.QVBoxLayout()
for name in self.ctaEngine.strategyDict.keys():
strategy_manager = CtaStrategyManager(self.ctaEngine,
self.eventEngine, name)
vbox.addWidget(strategy_manager)
vbox.addStretch()
w.setLayout(vbox)
self.scrollArea.setWidget(w)
# ----------------------------------------------------------------------
def initAll(self):
"""全部初始化"""
for name in self.ctaEngine.strategyDict.keys():
self.ctaEngine.initStrategy(name)
# ----------------------------------------------------------------------
def startAll(self):
"""全部启动"""
for name in self.ctaEngine.strategyDict.keys():
self.ctaEngine.startStrategy(name)
# ----------------------------------------------------------------------
def stopAll(self):
"""全部停止"""
for name in self.ctaEngine.strategyDict.keys():
self.ctaEngine.stopStrategy(name)
# ----------------------------------------------------------------------
def load(self):
"""加载策略"""
if not self.strategyLoaded:
self.ctaEngine.loadSetting()
self.initStrategyManager()
self.strategyLoaded = True
self.ctaEngine.writeCtaLog(u'策略加载成功')
# ----------------------------------------------------------------------
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)
class SlipperyGridMainWindow(QtWidgets.QWidget):
signalParam = QtCore.Signal(type(Event()))
def __init__(self, strategyEngine, eventEngine, parent=None):
super(SlipperyGridMainWindow, self).__init__(parent)
self.strategyEngine = strategyEngine
self.eventEngine = eventEngine
self.sigFunParam = self.signalParam.emit
self.strategyEngine.start()
self.initUi()
self.registerEvent()
def initUi(self):
self.setWindowTitle(u"滑头网格策略")
labelStockOwner = QLabel(u"正股代码")
labelStockP = QLabel(u"正向标的代码")
labelStockN = QLabel(u"负向标的代码")
labelOnlyOwner = QLabel(u"只正股")
labelBiDirection = QLabel(u"双向")
self.lineStockOwner = QLineEdit()
self.lineStockP = QLineEdit()
self.lineStockN = QLineEdit()
self.checkBoxOnlyOwner = QCheckBox()
self.checkBoxDiDirection = QCheckBox()
gridTop = QGridLayout()
gridTop.addWidget(labelStockOwner, 0, 0)
gridTop.addWidget(self.lineStockOwner, 0, 1)
gridTop.addWidget(labelStockP, 0, 2)
gridTop.addWidget(self.lineStockP, 0, 3)
gridTop.addWidget(labelStockN, 1, 2)
gridTop.addWidget(self.lineStockN, 1, 3)
gridTop.addWidget(labelOnlyOwner, 2, 0)
gridTop.addWidget(self.checkBoxOnlyOwner, 2, 1)
gridTop.addWidget(labelBiDirection, 3, 0)
gridTop.addWidget(self.checkBoxDiDirection, 3, 1)
self.setLayout(gridTop)
# 关联UI事件
self.lineStockOwner.returnPressed.connect(self.qryStockRelationship)
def qryStockRelationship(self):
stockOwnerCode = self.lineStockOwner.text()
if stockOwnerCode in self.strategyEngine.stockOwnership:
stockPCode = self.strategyEngine.stockOwnership[stockOwnerCode][
'positive']
stockNCode = self.strategyEngine.stockOwnership[stockOwnerCode][
'negative']
self.lineStockP.setText(stockPCode)
self.lineStockN.setText(stockNCode)
#注册UI事件处理
stockList = [stockOwnerCode, stockPCode, stockNCode]
self.strategyEngine.subscribe(stockList)
def registerEvent(self):
pass