def __init__(self, repAddress, pubAddress):
"""Constructor"""
super(VtServer, self).__init__(repAddress, pubAddress)
self.usePickle()
# 创建主引擎对象
self.engine = MainEngine()
# 注册主引擎的方法到服务器的RPC函数
self.register(self.engine.connect)
self.register(self.engine.subscribe)
self.register(self.engine.sendOrder)
self.register(self.engine.cancelOrder)
self.register(self.engine.qryAccount)
self.register(self.engine.qryPosition)
self.register(self.engine.exit)
self.register(self.engine.writeLog)
self.register(self.engine.dbConnect)
self.register(self.engine.dbInsert)
self.register(self.engine.dbQuery)
self.register(self.engine.dbUpdate)
self.register(self.engine.getContract)
self.register(self.engine.getAllContracts)
self.register(self.engine.getOrder)
self.register(self.engine.getAllWorkingOrders)
self.register(self.engine.getAllGatewayNames)
self.register(self.engine.getGateway4sysMenu)
# 注册事件引擎发送的事件处理监听
self.engine.eventEngine.registerGeneralHandler(self.eventHandler)
def start(self, gatewayList):
"""
:param gatewayList: such as ['CHBTC', 'HUOBI']
:type gatewayList:
:return:
:rtype:
"""
if self.isRunning:
return
self.isRunning = True
# 创建主引擎对象
self.mainEngine = MainEngine(enableCtaEngine=False,
enableDrEngine=True,
enableRmEngine=False)
# 启动server
server = VtServer(self.reqAddr, self.pubAddr, self.mainEngine)
server.start()
self._connectGateway(gatewayList)
printLog('-' * 50)
printLog(u'marketing服务器已启动')
# 进入主循环
self.isRunning = True
self.onRunging()
server.stopServer()
self.mainEngine.exit()
def __init__(self):
self.mainEngine = MainEngine()
self.ctaEngine = self.mainEngine.ctaEngine
self.drEngine = self.mainEngine.drEngine
self.gatewayConnectedDict = {}
self.strategyInited = False
self.strategyStarted = False
self.mainEngine.writeLog("MainEngine Started.")
class Marketing(object):
def __init__(self, reqAddress, pubAddress):
self.reqAddr = reqAddress
self.pubAddr = pubAddress
self.mainEngine = None
self.isRunning = False
def start(self, gatewayList):
"""
:param gatewayList: such as ['CHBTC', 'HUOBI']
:type gatewayList:
:return:
:rtype:
"""
if self.isRunning:
return
self.isRunning = True
# 创建主引擎对象
self.mainEngine = MainEngine(enableCtaEngine=False,
enableDrEngine=True,
enableRmEngine=False)
# 启动server
server = VtServer(self.reqAddr, self.pubAddr, self.mainEngine)
server.start()
self._connectGateway(gatewayList)
printLog('-' * 50)
printLog(u'marketing服务器已启动')
# 进入主循环
self.isRunning = True
self.onRunging()
server.stopServer()
self.mainEngine.exit()
def onRunging(self):
cnt = 0
while self.isRunning:
if cnt >= 10:
cnt = 0
printLog(u'请输入Ctrl-C来关闭服务器')
cnt += 1
sleep(1)
def _connectGateway(self, gatewayList):
for gateway in gatewayList:
# Marketing不需要对账户信息和交易信息进行查询
self.mainEngine.gatewayDict[gateway].setQryEnabled(False)
self.mainEngine.connect(gateway)
printLog('Gateway(%s) connect finished.' % (gateway, ))
def main():
"""主程序入口"""
# 重载sys模块，设置默认字符串编码方式为utf8
reload(sys)
sys.setdefaultencoding('utf8')
# 初始化主引擎和主窗口对象
mainEngine = MainEngine()
mainEngine.connect('CTP')
time.sleep(5)
mainEngine.ctaEngine.loadSetting()
mainEngine.ctaEngine.initStrategy('tradeTest')
mainEngine.ctaEngine.startStrategy('tradeTest')
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.info(u'启动行情记录运行子进程')
ee = EventEngine2()
le.info(u'事件引擎创建成功')
me = MainEngine(ee)
me.addGateway(ctpGateway)
me.addApp(dataRecorder)
le.info(u'主引擎创建成功')
ee.register(EVENT_LOG, le.processLogEvent)
ee.register(EVENT_ERROR, processErrorEvent)
le.info(u'注册日志事件监听')
me.connect('CTP')
le.info(u'连接CTP接口')
while True:
sleep(1)
class VtServer(RpcServer):
"""vn.trader服务器"""
#----------------------------------------------------------------------
def __init__(self, repAddress, pubAddress):
"""Constructor"""
super(VtServer, self).__init__(repAddress, pubAddress)
self.usePickle()
# 创建主引擎对象
self.engine = MainEngine()
# 注册主引擎的方法到服务器的RPC函数
self.register(self.engine.connect)
self.register(self.engine.subscribe)
self.register(self.engine.sendOrder)
self.register(self.engine.cancelOrder)
self.register(self.engine.qryAccount)
self.register(self.engine.qryPosition)
self.register(self.engine.exit)
self.register(self.engine.writeLog)
self.register(self.engine.dbConnect)
self.register(self.engine.dbInsert)
self.register(self.engine.dbQuery)
self.register(self.engine.dbUpdate)
self.register(self.engine.getContract)
self.register(self.engine.getAllContracts)
self.register(self.engine.getOrder)
self.register(self.engine.getAllWorkingOrders)
self.register(self.engine.getAllGatewayNames)
self.register(self.engine.getGateway4sysMenu)
# 注册事件引擎发送的事件处理监听
self.engine.eventEngine.registerGeneralHandler(self.eventHandler)
#----------------------------------------------------------------------
def eventHandler(self, event):
"""事件处理"""
self.publish(event.type_, event)
#----------------------------------------------------------------------
def stopServer(self):
"""停止服务器"""
# 关闭引擎
self.engine.exit()
# 停止服务器线程
self.stop()
class VtServer(RpcServer):
"""vn.trader服务器"""
#----------------------------------------------------------------------
def __init__(self, repAddress, pubAddress):
"""Constructor"""
super(VtServer, self).__init__(repAddress, pubAddress)
self.usePickle()
# 创建主引擎对象
self.engine = MainEngine()
# 注册主引擎的方法到服务器的RPC函数
self.register(self.engine.connect)
self.register(self.engine.subscribe)
self.register(self.engine.sendOrder)
self.register(self.engine.cancelOrder)
self.register(self.engine.qryAccount)
self.register(self.engine.qryPosition)
self.register(self.engine.exit)
self.register(self.engine.writeLog)
self.register(self.engine.dbConnect)
self.register(self.engine.dbInsert)
self.register(self.engine.dbQuery)
self.register(self.engine.dbUpdate)
self.register(self.engine.getContract)
self.register(self.engine.getAllContracts)
self.register(self.engine.getOrder)
self.register(self.engine.getAllWorkingOrders)
self.register(self.engine.getAllGatewayNames)
self.register(self.engine.getGateway4sysMenu)
# 注册事件引擎发送的事件处理监听
self.engine.eventEngine.registerGeneralHandler(self.eventHandler)
#----------------------------------------------------------------------
def eventHandler(self, event):
"""事件处理"""
self.publish(event.type_, event)
#----------------------------------------------------------------------
def stopServer(self):
"""停止服务器"""
# 关闭引擎
self.engine.exit()
# 停止服务器线程
self.stop()
def __init__(self, repAddress, pubAddress):
"""Constructor"""
super(VtServer, self).__init__(repAddress, pubAddress)
self.usePickle()
# 创建主引擎对象
self.engine = MainEngine()
# 注册主引擎的方法到服务器的RPC函数
self.register(self.engine.connect)
self.register(self.engine.subscribe)
self.register(self.engine.sendOrder)
self.register(self.engine.cancelOrder)
self.register(self.engine.qryAccont)
self.register(self.engine.qryPosition)
self.register(self.engine.exit)
self.register(self.engine.writeLog)
self.register(self.engine.dbConnect)
self.register(self.engine.dbInsert)
self.register(self.engine.dbQuery)
self.register(self.engine.dbUpdate)
self.register(self.engine.getContract)
self.register(self.engine.getAllContracts)
self.register(self.engine.getOrder)
self.register(self.engine.getAllWorkingOrders)
self.register(self.engine.getAllGatewayNames)
# 注册事件引擎发送的事件处理监听
self.engine.eventEngine.registerGeneralHandler(self.eventHandler)
def main():
"""主程序入口"""
# 重载sys模块，设置默认字符串编码方式为utf8
reload(sys)
sys.setdefaultencoding('utf8')
# 设置Windows底部任务栏图标
if 'Windows' in platform.uname():
ctypes.windll.shell32.SetCurrentProcessExplicitAppUserModelID(
'vn.trader')
# 初始化Qt应用对象
app = QtGui.QApplication(sys.argv)
app.setWindowIcon(QtGui.QIcon('vnpy.ico'))
app.setFont(BASIC_FONT)
mainEngine = MainEngine()
sm = SelectedMainWidget(mainEngine, mainEngine.eventEngine)
sm.show()
#sm = MainWindow(mainEngine,mainEngine.eventEngine)
#sm.showMaximized()
# 在主线程中启动Qt事件循环
sys.exit(app.exec_())
print("------------------over")
def main():
"""主程序入口"""
# 重载sys模块，设置默认字符串编码方式为utf8
reload(sys)
sys.setdefaultencoding('utf8')
# 设置Windows底部任务栏图标
if 'Windows' in platform.uname():
ctypes.windll.shell32.SetCurrentProcessExplicitAppUserModelID(
u'vn.trader')
# 初始化Qt应用对象
app = QtGui.QApplication(sys.argv)
app.setWindowIcon(QtGui.QIcon(ICON_FILENAME))
app.setFont(BASIC_FONT)
# 设置Qt的皮肤
try:
f = file(SETTING_FILENAME)
setting = json.load(f)
if setting['darkStyle']:
import qdarkstyle
app.setStyleSheet(qdarkstyle.load_stylesheet(pyside=False))
f.close()
except:
pass
# 初始化主引擎和主窗口对象
mainEngine = MainEngine()
mainWindow = MainWindow(mainEngine, mainEngine.eventEngine)
mainWindow.showMaximized()
# 在主线程中启动Qt事件循环
sys.exit(app.exec_())
class App(object):
def __init__(self):
self.mainEngine = MainEngine()
self.ctaEngine = self.mainEngine.ctaEngine
self.drEngine = self.mainEngine.drEngine
self.gatewayConnectedDict = {}
self.strategyInited = False
self.strategyStarted = False
self.mainEngine.writeLog("MainEngine Started.")
#self.connectGateway('SHZD')
# self.connectGateway('CTP')
#self.connectGateway('OANDA')
def quit(self):
try:
self.mainEngine.exit()
except Exception, e:
pass
else:
def main():
"""主程序入口"""
app = QtGui.QApplication(sys.argv)
app.setWindowIcon(QtGui.QIcon('vnpy.ico'))
app.setFont(BASIC_FONT)
mainEngine = MainEngine()
mainWindow = MainWindow(mainEngine, mainEngine.eventEngine)
mainWindow.showMaximized()
sys.exit(app.exec_())
def main():
"""主程序入口"""
# 设置底部任务栏图标，win7以下请注释掉
ctypes.windll.shell32.SetCurrentProcessExplicitAppUserModelID('vn.py trading system')
app = QtGui.QApplication(sys.argv)
app.setWindowIcon(QtGui.QIcon('vnpy.ico'))
app.setFont(BASIC_FONT)
mainEngine = MainEngine()
mainWindow = MainWindow(mainEngine, mainEngine.eventEngine)
mainWindow.showMaximized()
sys.exit(app.exec_())
def runServer():
"""运行服务器"""
global g_trade
signal.signal(signal.SIGTERM, signal_handler)
signal.signal(signal.SIGINT, signal_handler)
mainEngine = MainEngine(enableCtaEngine=False, enableDrEngine=True, enableRmEngine=False)
g_trade = Trade(
config.TRADE_REQ_ADDR,
config.TRADE_PUB_ADDR,
)
g_trade.start([
vtConstant.EXCHANGE_CHBTC,
], mainEngine)
def tcplink(sock, addr):
print 'Accept new connection from %s:%s...' % addr
sock.send('Welcome!')
mainEngine = MainEngine()
while True:
data = sock.recv(1024)
time.sleep(1)
if data == 'exit' or not data:
break
mainEngine.ctaEngine.loadSetting()
mainEngine.ctaEngine.initStrategy(data)
mainEngine.ctaEngine.startStrategy(data)
sock.send("SEVER OK")
sock.close()
def main():
"""主程序入口"""
# 重载sys模块，设置默认字符串编码方式为utf8
reload(sys)
sys.setdefaultencoding('utf8')
# 设置Windows底部任务栏图标
if platform.uname() == 'Windows':
ctypes.windll.shell32.SetCurrentProcessExplicitAppUserModelID('vn.trader')
# 初始化Qt应用对象
app = QtCore.QCoreApplication(sys.argv)
# 初始化主引擎和主窗口对象
mainEngine = MainEngine()
# 在主线程中启动Qt事件循环
sys.exit(app.exec_())
# 连接mongo数据库
mainEngine.dbConnect()
# 连接CTP接口
mainEngine.connect('CTP')
def __init__(self):
self.makeLog('Event loop manager started', False)
self.engineStarted = False
self.mainEngine = MainEngine()
self.eventEngine = EventEngine2()
# 注册事件监听
self.registerEvent()
self.mainEngine.dbConnect()
time.sleep(2)
'''
self.mainEngine.connect('CTP')
time.sleep(3)
self.mainEngine.ctaEngine.loadSetting()
self.mainEngine.ctaEngine.initStrategy('double ema')
'''
self.eventEngine.start()
def main():
"""主程序入口"""
# 重载sys模块，设置默认字符串编码方式为utf8
'''
reload(sys)
try:
sys.setdefaultencoding('utf8')
except:
pass
'''
# 设置Windows底部任务栏图标
if 'Windows' in platform.uname():
ctypes.windll.shell32.SetCurrentProcessExplicitAppUserModelID(
'vn.trader')
# 初始化Qt应用对象
icon = os.path.join(os.getcwd(), 'setting', 'vnpy.ico')
app = QApplication(['VnTrader', ''])
app.setWindowIcon(QIcon(icon))
app.setFont(BASIC_FONT)
darksheet = qdarkstyle.load_stylesheet(pyside=False)
whitesheet = app.styleSheet()
sheets = [whitesheet, darksheet]
# 设置Qt的皮肤
try:
f = open("setting/VT_setting.json")
setting = json.load(f)
if setting['darkStyle']:
app.setStyleSheet(darksheet)
sheets = [darksheet, whitesheet]
except:
pass
# 初始化主引擎和主窗口对象
mainEngine = MainEngine()
mainWindow = MainWindow(mainEngine, mainEngine.eventEngine, app, sheets)
mainWindow.showMaximized()
mainWindow.showLogin()
# 在主线程中启动Qt事件循环
sys.exit(app.exec_())
def main():
"""主程序入口"""
# 重载sys模块，设置默认字符串编码方式为utf8
reload(sys)
# 设置Windows底部任务栏图标
if 'Windows' in platform.uname():
ctypes.windll.shell32.SetCurrentProcessExplicitAppUserModelID(
'vn.trader')
# 初始化Qt应用对象
app = QtGui.QApplication(sys.argv)
# app.setFont(BASIC_FONT)
# 初始化主引擎和主窗口对象
mainEngine = MainEngine()
mainWindow = MainWindow(mainEngine, mainEngine.eventEngine)
mainWindow.showMaximized()
# 在主线程中启动Qt事件循环
sys.exit(app.exec_())
def runServer():
"""运行服务器"""
repAddress = 'tcp://*:2014'
pubAddress = 'tcp://*:2015'
# 创建并启动服务器
server = VtServer(repAddress, pubAddress, MainEngine())
server.start()
printLog('-' * 50)
printLog(u'vn.trader服务器已启动')
# 进入主循环
while True:
printLog(u'请输入exit来关闭服务器')
if raw_input() != 'exit':
continue
printLog(u'确认关闭服务器？yes|no')
if raw_input() == 'yes':
break
server.stopServer()
def run(gateway, strategyName):
reload(sys)
sys.setdefaultencoding('utf-8')
"""主程序入口"""
mainEngine = MainEngine()
logPrint = LogPrint(mainEngine)
print "connect MongoDB.........."
mainEngine.dbConnect()
time.sleep(5)
print "connet %s.........." % gateway
mainEngine.connect(gateway)
time.sleep(5)
print "start strategy %s......." % strategyName
mainEngine.ctaEngine.loadSetting()
mainEngine.ctaEngine.initStrategy(strategyName)
mainEngine.ctaEngine.startStrategy(strategyName)
def main():
app = QCoreApplication(sys.argv)
mainEngine = MainEngine()
# 若需要连接数据库，则启动
mainEngine.dbConnect()
# 指定的连接配置
mainEngine.connect('CTP_Prod')
# 加载cta的配置
mainEngine.ctaEngine.loadSetting()
# 初始化策略，如果多个，则需要逐一初始化多个
mainEngine.ctaEngine.initStrategy(u'S26_PTA套利')
# 逐一启动策略
mainEngine.ctaEngine.startStrategy(u'S26_PTA套利')
logM = LogMonitor(mainEngine.eventEngine)
errorM = ErrorMonitor(mainEngine.eventEngine)
tradeM = TradeMonitor(mainEngine.eventEngine)
orderM = OrderMonitor(mainEngine.eventEngine, mainEngine)
positionM = PositionMonitor(mainEngine.eventEngine)
accountM = AccountMonitor(mainEngine.eventEngine)
app.exec_()
if response:
break
except Exception, e:
pass
# 初始化Qt应用对象
app = QtGui.QApplication(sys.argv)
app.setWindowIcon(QtGui.QIcon(ICON_FILENAME))
app.setFont(BASIC_FONT)
# 设置Qt的皮肤
try:
f = file(SETTING_FILENAME)
setting = json.load(f)
if setting['darkStyle']:
import qdarkstyle
app.setStyleSheet(qdarkstyle.load_stylesheet(pyside=False))
except:
pass
# 初始化主引擎和主窗口对象
mainEngine = MainEngine()
mainWindow = MainWindow(mainEngine, mainEngine.eventEngine)
mainWindow.showMaximized()
# 在主线程中启动Qt事件循环
sys.exit(app.exec_())
if __name__ == '__main__':
main()
class EventLoopManager(object):
def __init__(self):
self.makeLog('Event loop manager started', False)
self.engineStarted = False
self.mainEngine = MainEngine()
self.eventEngine = EventEngine2()
# 注册事件监听
self.registerEvent()
self.mainEngine.dbConnect()
time.sleep(2)
'''
self.mainEngine.connect('CTP')
time.sleep(3)
self.mainEngine.ctaEngine.loadSetting()
self.mainEngine.ctaEngine.initStrategy('double ema')
'''
self.eventEngine.start()
def start(self):
self.eventEngine.start()
# 注册事件监听
self.registerEvent()
def onEventLog(self, event):
log = event.dict_['data']
logContent = ' '.join([log.logTime, log.logContent, '\n'])
self.makeLog(logContent)
def onEventTimer(self, event):
today = date.weekday(datetime.now().date())
if today == 5 or today == 6:#weekends
return
hour = datetime.now().hour
#log in
if(self.engineStarted == False
and (hour in [9, 10, 11, 13, 20, 21, 22, 23, 24, 1])#trading hour
):
#self.makeLog('Starting CTP double ema')
self.run()
return
time.sleep(2)
#log out
if(self.engineStarted == True
and (hour in [14, 2])
):
#self.makeLog('Ending CTP double ema')
self.stop()
return
def registerEvent(self):
"""注册事件监听"""
self.mainEngine.eventEngine.register(EVENT_LOG, self.onEventLog)
self.mainEngine.eventEngine.register(EVENT_CTA_LOG, self.onEventLog)
self.eventEngine.register(EVENT_TIMER, self.onEventTimer)
#self.makeLog('Events registerred',False)
def run(self):
self.mainEngine.connect('CTP')
time.sleep(3)
self.mainEngine.drEngine.loadSetting()
self.mainEngine.ctaEngine.loadSetting()
self.mainEngine.ctaEngine.initStrategy('double ema')
self.mainEngine.ctaEngine.startStrategy('double ema')
self.engineStarted = True
def stop(self):
try:
#self.mainEngine.ctaEngine.stopStrategy('double ema')
#self.mainEngine.exit()
#time.sleep(2)
self.engineStarted = False
except Exception as e:
print e
def makeLog(self, content, sendemail = False):
if sendemail == True:
send_email(subject = content)
print content
from datetime import datetime, timedelta
import pandas as pd
import vtPath
from ctaBase import *
from ctaStrategy import ctaEngine2
#from data.loader import DataLoader
from data.csv_loader import DataLoader
from gateway import GATEWAY_DICT
from vtEngine import MainEngine
__BAR__ = False
if __name__ == '__main__':
mainEngine = MainEngine()
mainEngine.dbConnect()
drEngine = mainEngine.drEngine
drEngine.loadSetting()
dl = DataLoader()
if __BAR__:
# ru
#df_rs = dl.LoadBar('ru1305', '20130104', '20130218', bin='1min')
#df_rs = dl.LoadBar('ru1309', '20130219', '20130627', bin='1min')
#df_rs = dl.LoadBar('ru1401', '20130628', '20131103', bin='1min')
#df_rs = dl.LoadBar('ru1405', '20131104', '20140227', bin='1min')
#df_rs = dl.LoadBar('ru1409', '20140228', '20140722', bin='1min')
#df_rs = dl.LoadBar('ru1501', '20140723', '20141120', bin='1min')
#df_rs = dl.LoadBar('ru1505', '20141121', '20150303', bin='1min')
#df_rs = dl.LoadBar('ru1509', '20150304', '20150715', bin='1min')
#df_rs = dl.LoadBar('ru1601', '20150716', '20151125', bin='1min')
