# encoding: UTF-8
# import json
from __future__ import division
import csv
from builtins import range
from builtins import str
from collections import OrderedDict
from past.utils import old_div
# PyQt 4/5 compatibility
try:
from PyQt4.QtGui import QTableWidgetItem, QTableWidget, QFrame, QLabel, QLineEdit, QComboBox, QDoubleSpinBox, \
QSpinBox, QCheckBox, QGridLayout, QHBoxLayout, QVBoxLayout, QPushButton, QMenu, QAction, QHeaderView
from PyQt4 import QtGui, QtCore
except ImportError:
from PyQt5 import QtGui, QtCore
from PyQt5.QtWidgets import QTableWidgetItem, QTableWidget, QFrame, QLabel, QLineEdit, QComboBox, QDoubleSpinBox, \
QSpinBox, QCheckBox, QGridLayout, QHBoxLayout, QVBoxLayout, QPushButton, QMenu, QAction, QHeaderView
from eventEngine import *
from vtFunction import *
from vtGateway import *
# ----------------------------------------------------------------------
def loadFont():
"""载入字体设置"""
try:
f = file("setting/VT_setting.json")
setting = json.load(f)
family = setting['fontFamily']
size = setting['fontSize']
font = QtGui.QFont(family, size)
except:
font = QtGui.QFont(u'微软雅黑', 12)
return font
BASIC_FONT = loadFont()
########################################################################
class BasicCell(QTableWidgetItem):
"""基础的单元格"""
# ----------------------------------------------------------------------
def __init__(self, text=None, mainEngine=None, foreground=None, background=None):
"""Constructor"""
super(BasicCell, self).__init__()
if foreground is not None:
self.setForeground(foreground)
if background is not None:
self.setBackground(background)
self.data = None
if text:
self.setContent(text)
def _conditional_style_before(self, text):
pass
def _conditional_style_after(self, text):
pass
def _after_set_text(self):
pass
def _get_text(self, text):
return text
# ----------------------------------------------------------------------
def setContent(self, text):
"""设置内容"""
if text is None:
self.setText("")
return
real_text = self._get_text(text)
self._conditional_style_before(text)
self.setText(real_text)
self._conditional_style_after(text)
self._after_set_text()
class ErrorCell(BasicCell):
"""基础的单元格"""
def _conditional_style_after(self, text):
if text.find(u'失败') >= 0 or text.find(u'错误') >= 0:
self.setForeground(QtGui.QColor('red'))
self.setToolTip(text)
########################################################################
class NumCell(BasicCell):
"""用来显示数字的单元格"""
def _get_text(self, text):
if text == '0' or text == '0.0':
res = ''
else:
res = text
return res
########################################################################
class NumCellColored(NumCell):
"""用来显示数字的单元格"""
def _conditional_style_after(self, text):
try:
num = float(text)
except Exception as e:
print(type(text), text)
raise(e)
if num < 0:
self.setForeground(QtGui.QColor('green'))
else:
self.setForeground(QtGui.QColor('red'))
class PositionCell(NumCell):
"""用来显示数字的单元格"""
pass
########################################################################
class DirectionCell(BasicCell):
"""用来显示买卖方向的单元格"""
# ----------------------------------------------------------------------
def _conditional_style_after(self, text):
"""设置内容"""
if text == DIRECTION_LONG or text == DIRECTION_NET:
self.setForeground(QtGui.QColor('red'))
elif text == DIRECTION_SHORT:
self.setForeground(QtGui.QColor('green'))
########################################################################
class NameCell(BasicCell):
"""用来显示合约中文的单元格"""
# ----------------------------------------------------------------------
def __init__(self, text=None, mainEngine=None):
"""Constructor"""
self.mainEngine = mainEngine
super(NameCell, self).__init__(text=text, mainEngine=mainEngine)
def _get_text(self, text):
if self.mainEngine:
# 首先尝试正常获取合约对象
contract = self.mainEngine.getContract(text)
# 如果能读取合约信息
if contract:
return contract.name
########################################################################
class BidCell(BasicCell):
"""买价单元格"""
# ----------------------------------------------------------------------
def __init__(self, text=None, mainEngine=None):
"""Constructor"""
super(BidCell, self).__init__(text=text, mainEngine=mainEngine,
background=QtGui.QColor(255, 174, 201),
foreground=QtGui.QColor('black'))
########################################################################
class AskCell(BasicCell):
"""买价单元格"""
# ----------------------------------------------------------------------
def __init__(self, text=None, mainEngine=None):
"""Constructor"""
super(AskCell, self).__init__(text=text, mainEngine=mainEngine,
background=QtGui.QColor(160, 255, 160),
foreground=QtGui.QColor('black'))
########################################################################
class BasicMonitor(QTableWidget):
"""
基础监控
headerDict中的值对应的字典格式如下
{'chinese': u'中文名', 'cellType': BasicCell}
"""
signal = QtCore.pyqtSignal(type(Event()))
signal_clear = QtCore.pyqtSignal(type(Event()))
# ----------------------------------------------------------------------
def __init__(self, mainEngine=None, eventEngine=None, parent=None):
"""Constructor"""
super(BasicMonitor, self).__init__(parent)
self.mainEngine = mainEngine
self.eventEngine = eventEngine
self.signalemit = None
self.signalclearemit = None
# 保存表头标签用
self.headerDict = OrderedDict() # 有序字典，key是英文名，value是对应的配置字典
self.headerList = [] # 对应self.headerDict.keys()
# 保存相关数据用
self.dataDict = {} # 字典，key是字段对应的数据，value是保存相关单元格的字典
self.dataKey = '' # 字典键对应的数据字段
# 监控的事件类型
self.eventType = ''
self.eventTypeClear = ''
# 字体
self.font = None
# 保存数据对象到单元格
self.saveData = False
# 默认不允许根据表头进行排序，需要的组件可以开启
self.sorting = False
# 初始化右键菜单
self.initMenu()
# ----------------------------------------------------------------------
def setHeaderDict(self, headerDict):
"""设置表头有序字典"""
self.headerDict = headerDict
self.headerList = list(headerDict.keys())
# ----------------------------------------------------------------------
def setDataKey(self, dataKey):
"""设置数据字典的键"""
self.dataKey = dataKey
# ----------------------------------------------------------------------
def setEventType(self, eventType1, eventType2=''):
"""设置监控的事件类型"""
self.eventType = eventType1
self.eventTypeClear = eventType2
# ----------------------------------------------------------------------
def setFont(self, font):
"""设置字体"""
self.font = font
# ----------------------------------------------------------------------
def setSaveData(self, saveData):
"""设置是否要保存数据到单元格"""
self.saveData = saveData
# ----------------------------------------------------------------------
def initTable(self):
"""初始化表格"""
# 设置表格的列数
col = len(self.headerDict)
self.setColumnCount(col)
# 设置列表头
labels = [d['chinese'] for d in list(self.headerDict.values())]
self.setHorizontalHeaderLabels(labels)
# 关闭左边的垂直表头
self.verticalHeader().setVisible(False)
# 设为不可编辑
self.setEditTriggers(self.NoEditTriggers)
# 设为行交替颜色
self.setAlternatingRowColors(True)
# 设置允许排序
self.setSortingEnabled(self.sorting)
# set stretch
# self.horizontalHeader().setResizeMode(QHeaderView.Stretch)
# ----------------------------------------------------------------------
def registerEvent(self):
"""注册GUI更新相关的事件监听"""
self.signal.connect(self.updateEvent)
self.signalemit = self.signal.emit
self.eventEngine.register(self.eventType, self.signalemit)
if len(self.eventTypeClear) > 0:
self.signal_clear.connect(self.clearEvent)
self.signalclearemit = self.signal_clear.emit
self.eventEngine.register(self.eventTypeClear, self.signalclearemit)
def unRegister(self):
self.eventEngine.unregister(self.eventType, self.signalemit)
if len(self.eventTypeClear) > 0:
self.eventEngine.unregister(self.eventTypeClear, self.signalclearemit)
# ----------------------------------------------------------------------
def updateEvent(self, event):
"""收到事件更新"""
data = event.dict_['data']
self.updateData(data)
def clearEvent(self, event):
"""收到事件更新"""
self.dataDict.clear()
self.setRowCount(0)
# ----------------------------------------------------------------------
def updateData(self, data):
"""将数据更新到表格中"""
# 如果允许了排序功能，则插入数据前必须关闭，否则插入新的数据会变乱
if self.sorting:
self.setSortingEnabled(False)
# 如果设置了dataKey，则采用存量更新模式
if self.dataKey:
#key = data.__getattribute__(self.dataKey)
key = getattr(data, self.dataKey, None)
# 如果键在数据字典中不存在，则先插入新的一行，并创建对应单元格
if key not in self.dataDict:
self.insertRow(0)
d = {}
for n, header in enumerate(self.headerList):
content = safeUnicode(data.__getattribute__(header))
# content = safeUnicode(getattr(data, header, None))
cellType = self.headerDict[header]['cellType']
try:
cell = cellType(content, self.mainEngine)
except Exception as e:
print(cellType)
print(data)
print(content)
raise(e)
if self.font:
cell.setFont(self.font) # 如果设置了特殊字体，则进行单元格设置
if self.saveData: # 如果设置了保存数据对象，则进行对象保存
cell.data = data
self.setItem(0, n, cell)
d[header] = cell
self.dataDict[key] = d
# 否则如果已经存在，则直接更新相关单元格
else:
d = self.dataDict[key]
for header in self.headerList:
content = safeUnicode(getattr(data, header, None))
cell = d[header]
cell.setContent(content)
if self.saveData: # 如果设置了保存数据对象，则进行对象保存
cell.data = data
# 否则采用增量更新模式
else:
self.insertRow(0)
for n, header in enumerate(self.headerList):
content = safeUnicode(data.__getattribute__(header))
cellType = self.headerDict[header]['cellType']
cell = cellType(content, self.mainEngine)
if self.font:
cell.setFont(self.font)
if self.saveData:
cell.data = data
self.setItem(0, n, cell)
# 调整列宽
self.resizeColumns()
# 重新打开排序
if self.sorting:
self.setSortingEnabled(True)
# ----------------------------------------------------------------------
def resizeColumns(self):
"""调整各列的大小"""
self.horizontalHeader().resizeSections(QHeaderView.ResizeToContents)
# ----------------------------------------------------------------------
def setSorting(self, sorting):
"""设置是否允许根据表头排序"""
self.sorting = sorting
# ----------------------------------------------------------------------
def saveToCsv(self):
"""保存表格内容到CSV文件"""
# 先隐藏右键菜单
self.menu.close()
# 获取想要保存的文件名
path = QtGui.QFileDialog.getSaveFileName(self, '保存数据', '', 'CSV(*.csv)')
try:
if not path.isEmpty():
with open(safeUnicode(path), 'wb') as f:
writer = csv.writer(f)
# 保存标签
headers = [header.encode('gbk') for header in self.headerList]
writer.writerow(headers)
# 保存每行内容
for row in range(self.rowCount()):
rowdata = []
for column in range(self.columnCount()):
item = self.item(row, column)
if item is not None:
rowdata.append(
safeUnicode(item.text()).encode('gbk'))
else:
rowdata.append('')
writer.writerow(rowdata)
except IOError:
pass
# ----------------------------------------------------------------------
def initMenu(self):
"""初始化右键菜单"""
self.menu = QMenu(self)
'''
saveAction = QAction(u'保存内容', self)
saveAction.triggered.connect(self.saveToCsv)
resizeAction = QAction(u'调整列宽', self)
resizeAction.triggered.connect(self.resizeColumns)
self.menu.addAction(resizeAction)
self.menu.addAction(saveAction)
'''
# ----------------------------------------------------------------------
def contextMenuEvent(self, event):
"""右键点击事件"""
self.menu.popup(QtGui.QCursor.pos())
########################################################################
class MarketMonitor(BasicMonitor):
"""市场监控组件"""
# ----------------------------------------------------------------------
def __init__(self, mainEngine, eventEngine, parent=None):
"""Constructor"""
super(MarketMonitor, self).__init__(mainEngine, eventEngine, parent)
# 设置表头有序字典
d = OrderedDict()
d['symbol'] = {'chinese': u'合约代码', 'cellType': BasicCell}
d['name'] = {'chinese': u'名称', 'cellType': NameCell}
d['lastPrice'] = {'chinese': u'最新价', 'cellType': BasicCell}
d['preClosePrice'] = {'chinese': u'昨收盘价', 'cellType': BasicCell}
d['volume'] = {'chinese': u'成交量', 'cellType': NumCell}
d['openInterest'] = {'chinese': u'持仓量', 'cellType': NumCell}
d['openPrice'] = {'chinese': u'开盘价', 'cellType': BasicCell}
d['highPrice'] = {'chinese': u'最高价', 'cellType': BasicCell}
d['lowPrice'] = {'chinese': u'最低价', 'cellType': BasicCell}
d['bidPrice1'] = {'chinese': u'买一价', 'cellType': BidCell}
d['bidVolume1'] = {'chinese': u'买一量', 'cellType': NumCell}
d['askPrice1'] = {'chinese': u'卖一价', 'cellType': AskCell}
d['askVolume1'] = {'chinese': u'卖一量', 'cellType': NumCell}
d['time'] = {'chinese': u'时间', 'cellType': BasicCell}
d['volchg'] = {'chinese': u'成交量变', 'cellType': NumCell}
d['turnover'] = {'chinese': u'成交额', 'cellType': BasicCell}
# d['gatewayName'] = {'chinese':u'接口', 'cellType':BasicCell}
self.setHeaderDict(d)
# 设置数据键
self.setDataKey('symbol')
# 设置监控事件类型
self.setEventType(EVENT_TICK, EVENT_CLEAR)
# 设置字体
self.setFont(BASIC_FONT)
# 设置允许排序
self.setSorting(False)
self.setSaveData(True)
# 初始化表格
self.initTable()
# 注册事件监听
self.registerEvent()
def updateEvent(self, event):
new_tick = event.dict_['data']
if new_tick.symbol in self.dataDict:
old_tick = self.dataDict[new_tick.symbol]['symbol'].data
new_tick.volchg = new_tick.volume - old_tick.volume if new_tick.volume > old_tick.volume else old_tick.volchg
BasicMonitor.updateEvent(self, event)
########################################################################
class LogMonitor(BasicMonitor):
"""日志监控"""
# ----------------------------------------------------------------------
def __init__(self, mainEngine, eventEngine, parent=None):
"""Constructor"""
super(LogMonitor, self).__init__(mainEngine, eventEngine, parent)
d = OrderedDict()
d['logTime'] = {'chinese': u'时间', 'cellType': BasicCell}
d['logContent'] = {'chinese': u'内容', 'cellType': ErrorCell}
d['gatewayName'] = {'chinese': u'接口', 'cellType': BasicCell}
self.setHeaderDict(d)
self.setEventType(EVENT_LOG)
self.setFont(BASIC_FONT)
self.initTable()
self.registerEvent()
########################################################################
class ErrorMonitor(BasicMonitor):
"""错误监控"""
# ----------------------------------------------------------------------
def __init__(self, mainEngine, eventEngine, parent=None):
"""Constructor"""
super(ErrorMonitor, self).__init__(mainEngine, eventEngine, parent)
d = OrderedDict()
d['errorTime'] = {'chinese': u'错误时间', 'cellType': BasicCell}
d['errorID'] = {'chinese': u'错误代码', 'cellType': BasicCell}
d['errorMsg'] = {'chinese': u'错误信息', 'cellType': BasicCell}
d['additionalInfo'] = {'chinese': u'补充信息', 'cellType': BasicCell}
d['gatewayName'] = {'chinese': u'接口', 'cellType': BasicCell}
self.setHeaderDict(d)
self.setEventType(EVENT_ERROR)
self.setFont(BASIC_FONT)
self.initTable()
self.registerEvent()
########################################################################
class TradeMonitor(BasicMonitor):
"""成交监控"""
# ----------------------------------------------------------------------
def __init__(self, mainEngine, eventEngine, parent=None):
"""Constructor"""
super(TradeMonitor, self).__init__(mainEngine, eventEngine, parent)
d = OrderedDict()
d['tradeID'] = {'chinese': u'成交编号', 'cellType': BasicCell}
d['orderID'] = {'chinese': u'委托编号', 'cellType': BasicCell}
d['symbol'] = {'chinese': u'合约代码', 'cellType': BasicCell}
d['name'] = {'chinese': u'名称', 'cellType': NameCell}
d['direction'] = {'chinese': u'方向', 'cellType': DirectionCell}
d['offset'] = {'chinese': u'开平', 'cellType': BasicCell}
d['price'] = {'chinese': u'价格', 'cellType': BasicCell}
d['volume'] = {'chinese': u'数量', 'cellType': NumCell}
d['tradeTime'] = {'chinese': u'成交时间', 'cellType': BasicCell}
# d['gatewayName'] = {'chinese':u'接口', 'cellType':BasicCell}
self.setHeaderDict(d)
self.setDataKey('vtTradeID')
self.setEventType(EVENT_TRADE, EVENT_CLEAR)
self.setFont(BASIC_FONT)
self.setSorting(True)
self.initTable()
self.registerEvent()
########################################################################
class OrderMonitor(BasicMonitor):
"""委托监控"""
signal_trade = QtCore.pyqtSignal(type(Event()))
# ----------------------------------------------------------------------
def __init__(self, mainEngine, eventEngine, parent=None):
"""Constructor"""
super(OrderMonitor, self).__init__(mainEngine, eventEngine, parent)
self.mainEngine = mainEngine
d = OrderedDict()
d['orderID'] = {'chinese': u'委托编号', 'cellType': BasicCell}
d['symbol'] = {'chinese': u'合约代码', 'cellType': BasicCell}
d['name'] = {'chinese': u'名称', 'cellType': NameCell}
d['priceType'] = {'chinese': u'算法', 'cellType': BasicCell}
d['direction'] = {'chinese': u'方向', 'cellType': DirectionCell}
d['offset'] = {'chinese': u'开平', 'cellType': BasicCell}
d['price'] = {'chinese': u'价格', 'cellType': BasicCell}
d['totalVolume'] = {'chinese': u'委托数量', 'cellType': NumCell}
d['tradePrice'] = {'chinese': u'成交价格', 'cellType': BasicCell}
d['tradedVolume'] = {'chinese': u'成交数量', 'cellType': NumCell}
d['status'] = {'chinese': u'状态', 'cellType': BasicCell}
d['orderTime'] = {'chinese': u'委托时间', 'cellType': BasicCell}
d['taskID'] = {'chinese': u'任务编号', 'cellType': BasicCell}
# d['cancelTime'] = {'chinese':u'撤销时间', 'cellType':BasicCell}
# d['frontID'] = {'chinese':u'前置编号', 'cellType':BasicCell}
# d['sessionID'] = {'chinese':u'会话编号', 'cellType':BasicCell}
# d['gatewayName'] = {'chinese':u'接口', 'cellType':BasicCell}
self.setHeaderDict(d)
self.setDataKey('vtOrderID')
self.setEventType(EVENT_ORDER, EVENT_CLEAR)
self.setFont(BASIC_FONT)
self.setSaveData(True)
self.setSorting(True)
self.initTable()
self.registerEvent()
self.connectSignal()
self.registerTradeEvent()
def registerTradeEvent(self):
self.signal_trade.connect(self.updateTrade)
self.eventEngine.register(EVENT_TRADE, self.signal_trade.emit)
# ----------------------------------------------------------------------
def connectSignal(self):
"""连接信号"""
# 双击单元格撤单
self.itemDoubleClicked.connect(self.cancelOrder)
# ----------------------------------------------------------------------
def cancelOrder(self, cell):
"""根据单元格的数据撤单"""
order = cell.data
req = VtCancelOrderReq()
req.symbol = order.symbol
req.exchange = order.exchange
req.frontID = order.frontID
req.sessionID = order.sessionID
req.orderID = order.taskID
self.mainEngine.cancelOrder(req, order.gatewayName)
def updateTrade(self, event):
"""更新成交数据"""
trade = event.dict_['data']
if trade.vtOrderID in self.dataDict:
order = self.dataDict[trade.vtOrderID]['orderID'].data
if order.status not in (STATUS_ALLTRADED, STATUS_CANCELLED, STATUS_REJECTED):
order.tradePrice = old_div((trade.volume * trade.price + order.tradePrice * order.tradedVolume),
(order.tradedVolume + trade.volume))
order.tradedVolume += trade.volume
self.updateData(order)
########################################################################
class PositionMonitor(BasicMonitor):
"""持仓监控"""
# ----------------------------------------------------------------------
def __init__(self, mainEngine, eventEngine, parent=None):
"""Constructor"""
super(PositionMonitor, self).__init__(mainEngine, eventEngine, parent)
d = OrderedDict()
d['symbol'] = {'chinese': u'代码', 'cellType': BasicCell}
d['name'] = {'chinese': u'名称', 'cellType': NameCell}
d['direction'] = {'chinese': u'方向', 'cellType': DirectionCell}
d['initPosition'] = {'chinese': u'初持仓', 'cellType': PositionCell}
d['position'] = {'chinese': u'总持仓', 'cellType': PositionCell}
d['price'] = {'chinese': u'成本价', 'cellType': NumCell}
d['ydPosition'] = {'chinese': u'昨持仓', 'cellType': PositionCell}
d['tdPosition'] = {'chinese': u'今持仓', 'cellType': PositionCell}
d['frozen'] = {'chinese': u'冻结量', 'cellType': NumCell}
d['enable'] = {'chinese': u'可用量', 'cellType': NumCell}
d['want'] = {'chinese': u'开仓在途', 'cellType': NumCell}
d['trading'] = {'chinese': u'交易赢亏', 'cellType': NumCellColored}
d['holding'] = {'chinese': u'持仓赢亏', 'cellType': NumCellColored}
d['commission'] = {'chinese': u'手续费', 'cellType': NumCell}
d['last'] = {'chinese': u'市场价', 'cellType': NumCell}
d['mktval'] = {'chinese': u'市值', 'cellType': NumCell}
self.setHeaderDict(d)
self.setDataKey('vtPositionName')
self.setEventType(EVENT_POSITION, EVENT_CLEAR)
self.setFont(BASIC_FONT)
self.setSaveData(True)
self.setSorting(True)
self.initTable()
self.registerEvent()
########################################################################
class AccountMonitor(BasicMonitor):
"""账户监控"""
# ----------------------------------------------------------------------
def __init__(self, mainEngine, eventEngine, parent=None):
"""Constructor"""
super(AccountMonitor, self).__init__(mainEngine, eventEngine, parent)
d = OrderedDict()
d['accountID'] = {'chinese': u'账号', 'cellType': BasicCell}
d['type'] = {'chinese': u'类型', 'cellType': BasicCell}
d['init_balance'] = {'chinese': u'期初', 'cellType': NumCell}
d['enable_balance'] = {'chinese': u'可用', 'cellType': NumCell}
d['frozen_balance'] = {'chinese': u'冻结', 'cellType': NumCell}
d['margin'] = {'chinese': u'保证金', 'cellType': NumCell}
d['holding_pnl'] = {'chinese': u'持仓盈亏', 'cellType': NumCellColored}
d['trading_pnl'] = {'chinese': u'交易盈亏', 'cellType': NumCellColored}
d['commission'] = {'chinese': u'手续费', 'cellType': NumCell}
d['float_pnl'] = {'chinese': u'浮动盈亏', 'cellType': NumCellColored}
d['close_pnl'] = {'chinese': u'平仓盈亏', 'cellType': NumCellColored}
d['deposit_balance'] = {'chinese': u'差额', 'cellType': NumCell}
self.setHeaderDict(d)
self.setDataKey('vtAccountID')
self.setEventType(EVENT_ACCOUNT, EVENT_CLEAR)
self.setFont(BASIC_FONT)
self.initTable()
self.registerEvent()
########################################################################
class TradingWidget(QFrame):
"""简单交易组件"""
signal = QtCore.pyqtSignal(type(Event()))
directionList = [DIRECTION_LONG,
DIRECTION_SHORT]
offsetList = [OFFSET_OPEN,
OFFSET_CLOSE,
OFFSET_CLOSEYESTERDAY,
OFFSET_CLOSETODAY]
priceTypeList = [PRICETYPE_LIMITPRICE,
PRICETYPE_VWAP,
PRICETYPE_TWAP]
exchangeList = [EXCHANGE_NONE,
EXCHANGE_CFFEX,
EXCHANGE_SHFE,
EXCHANGE_DCE,
EXCHANGE_CZCE,
EXCHANGE_SSE,
EXCHANGE_SZSE,
EXCHANGE_SGE,
EXCHANGE_HKEX,
EXCHANGE_CSI,
EXCHANGE_HKH,
EXCHANGE_HKS,
EXCHANGE_JZ,
EXCHANGE_SPOT,
EXCHANGE_IB,
EXCHANGE_FX,
EXCHANGE_INE,
EXCHANGE_SMART,
EXCHANGE_ICE,
EXCHANGE_CME,
EXCHANGE_NYMEX,
EXCHANGE_GLOBEX,
EXCHANGE_IDEALPRO]
currencyList = [CURRENCY_NONE,
CURRENCY_CNY,
CURRENCY_USD]
productClassList = [PRODUCT_NONE,
PRODUCT_EQUITY,
PRODUCT_FUTURES,
PRODUCT_OPTION,
PRODUCT_BOND,
PRODUCT_FOREX]
# ----------------------------------------------------------------------
def __init__(self, mainEngine, eventEngine, parent=None):
"""Constructor"""
super(TradingWidget, self).__init__(parent)
self.mainEngine = mainEngine
self.eventEngine = eventEngine
self.symbol = ''
self.signalemit = None
self.initUi()
self.connectSignal()
# ----------------------------------------------------------------------
def initUi(self):
"""初始化界面"""
self.setWindowTitle(u'交易')
self.setMaximumWidth(500)
self.setFrameShape(self.Box) # 设置边框
self.setLineWidth(1)
# 左边部分
labelSymbol = QLabel(u'代码')
labelName = QLabel(u'名称')
labelDirection = QLabel(u'方向类型')
labelOffset = QLabel(u'开平')
labelPrice = QLabel(u'价格')
labelVolume = QLabel(u'数量')
labelPriceType = QLabel(u'价格类型')
labelExchange = QLabel(u'交易所')
labelCurrency = QLabel(u'货币')
labelProductClass = QLabel(u'产品类型')
labelUrgency = QLabel(u'紧急度')
self.lineSymbol = QLineEdit()
self.lineName = QLineEdit()
self.comboDirection = QComboBox()
self.comboDirection.addItems(self.directionList)
self.comboOffset = QComboBox()
self.comboOffset.addItem('')
self.comboOffset.addItems(self.offsetList)
self.comboOffset.setEnabled(False)
self.tickOffset = QCheckBox(u'指定')
self.spinPrice = QDoubleSpinBox()
self.spinPrice.setDecimals(4)
self.spinPrice.setMinimum(0)
self.spinPrice.setMaximum(500000)
self.spinVolume = QSpinBox()
self.spinVolume.setMinimum(0)
self.spinVolume.setMaximum(1000000)
self.comboPriceType = QComboBox()
self.comboPriceType.addItems(self.priceTypeList)
self.comboExchange = QComboBox()
self.comboExchange.addItems(self.exchangeList)
self.comboExchange.setEnabled(False)
self.comboCurrency = QComboBox()
self.comboCurrency.addItems(self.currencyList)
self.comboCurrency.setEnabled(False)
self.comboProductClass = QComboBox()
self.comboProductClass.addItems(self.productClassList)
self.comboProductClass.setEnabled(False)
self.spinUrgency = QSpinBox()
self.spinUrgency.setMinimum(1)
self.spinUrgency.setMaximum(9)
self.spinUrgency.setSingleStep(1)
self.spinUrgency.setValue(5)
gridleft = QGridLayout()
gridleft.addWidget(labelSymbol, 0, 0)
gridleft.addWidget(labelName, 1, 0)
gridleft.addWidget(labelDirection, 2, 0)
gridleft.addWidget(labelOffset, 3, 0)
gridleft.addWidget(labelPrice, 4, 0)
gridleft.addWidget(labelVolume, 5, 0)
gridleft.addWidget(labelPriceType, 6, 0)
gridleft.addWidget(labelUrgency, 7, 0)
gridleft.addWidget(labelExchange, 8, 0)
gridleft.addWidget(labelProductClass, 9, 0)
gridleft.addWidget(labelCurrency, 10, 0)
gridleft.addWidget(self.lineSymbol, 0, 1)
gridleft.addWidget(self.lineName, 1, 1)
gridleft.addWidget(self.comboDirection, 2, 1)
hbox1 = QHBoxLayout()
hbox1.addWidget(self.comboOffset)
lable1 = QLabel()
hbox1.addWidget(lable1)
hbox1.addWidget(self.tickOffset)
hbox1.setStretchFactor(self.comboOffset, 4)
hbox1.setStretchFactor(lable1, 1)
hbox1.setStretchFactor(self.tickOffset, 3)
gridleft.addItem(hbox1, 3, 1)
gridleft.addWidget(self.spinPrice, 4, 1)
gridleft.addWidget(self.spinVolume, 5, 1)
gridleft.addWidget(self.comboPriceType, 6, 1)
gridleft.addWidget(self.spinUrgency, 7, 1)
gridleft.addWidget(self.comboExchange, 8, 1)
gridleft.addWidget(self.comboProductClass, 9, 1)
gridleft.addWidget(self.comboCurrency, 10, 1)
# 右边部分
labelBid1 = QLabel(u'买一')
labelBid2 = QLabel(u'买二')
labelBid3 = QLabel(u'买三')
labelBid4 = QLabel(u'买四')
labelBid5 = QLabel(u'买五')
labelAsk1 = QLabel(u'卖一')
labelAsk2 = QLabel(u'卖二')
labelAsk3 = QLabel(u'卖三')
labelAsk4 = QLabel(u'卖四')
labelAsk5 = QLabel(u'卖五')
self.labelBidPrice1 = QLabel()
self.labelBidPrice2 = QLabel()
self.labelBidPrice3 = QLabel()
self.labelBidPrice4 = QLabel()
self.labelBidPrice5 = QLabel()
self.labelBidVolume1 = QLabel()
self.labelBidVolume2 = QLabel()
self.labelBidVolume3 = QLabel()
self.labelBidVolume4 = QLabel()
self.labelBidVolume5 = QLabel()
self.labelAskPrice1 = QLabel()
self.labelAskPrice2 = QLabel()
self.labelAskPrice3 = QLabel()
self.labelAskPrice4 = QLabel()
self.labelAskPrice5 = QLabel()
self.labelAskVolume1 = QLabel()
self.labelAskVolume2 = QLabel()
self.labelAskVolume3 = QLabel()
self.labelAskVolume4 = QLabel()
self.labelAskVolume5 = QLabel()
labelLast = QLabel(u'最新')
self.labelLastPrice = QLabel()
self.labelReturn = QLabel()
self.labelLastPrice.setMinimumWidth(60)
self.labelReturn.setMinimumWidth(60)
gridRight = QGridLayout()
gridRight.addWidget(labelAsk5, 0, 0)
gridRight.addWidget(labelAsk4, 1, 0)
gridRight.addWidget(labelAsk3, 2, 0)
gridRight.addWidget(labelAsk2, 3, 0)
gridRight.addWidget(labelAsk1, 4, 0)
gridRight.addWidget(labelLast, 5, 0)
gridRight.addWidget(labelBid1, 6, 0)
gridRight.addWidget(labelBid2, 7, 0)
gridRight.addWidget(labelBid3, 8, 0)
gridRight.addWidget(labelBid4, 9, 0)
gridRight.addWidget(labelBid5, 10, 0)
gridRight.addWidget(self.labelAskPrice5, 0, 1)
gridRight.addWidget(self.labelAskPrice4, 1, 1)
gridRight.addWidget(self.labelAskPrice3, 2, 1)
gridRight.addWidget(self.labelAskPrice2, 3, 1)
gridRight.addWidget(self.labelAskPrice1, 4, 1)
gridRight.addWidget(self.labelLastPrice, 5, 1)
gridRight.addWidget(self.labelBidPrice1, 6, 1)
gridRight.addWidget(self.labelBidPrice2, 7, 1)
gridRight.addWidget(self.labelBidPrice3, 8, 1)
gridRight.addWidget(self.labelBidPrice4, 9, 1)
gridRight.addWidget(self.labelBidPrice5, 10, 1)
gridRight.addWidget(self.labelAskVolume5, 0, 2)
gridRight.addWidget(self.labelAskVolume4, 1, 2)
gridRight.addWidget(self.labelAskVolume3, 2, 2)
gridRight.addWidget(self.labelAskVolume2, 3, 2)
gridRight.addWidget(self.labelAskVolume1, 4, 2)
gridRight.addWidget(self.labelReturn, 5, 2)
gridRight.addWidget(self.labelBidVolume1, 6, 2)
gridRight.addWidget(self.labelBidVolume2, 7, 2)
gridRight.addWidget(self.labelBidVolume3, 8, 2)
gridRight.addWidget(self.labelBidVolume4, 9, 2)
gridRight.addWidget(self.labelBidVolume5, 10, 2)
# 发单按钮
buttonSendOrder = QPushButton(u'发单')
buttonCancelAll = QPushButton(u'全撤')
size = buttonSendOrder.sizeHint()
buttonSendOrder.setMinimumHeight(size.height() * 2) # 把按钮高度设为默认两倍
buttonCancelAll.setMinimumHeight(size.height() * 2)
# 整合布局
hbox = QHBoxLayout()
hbox.addLayout(gridleft)
hbox.addLayout(gridRight)
vbox = QVBoxLayout()
vbox.addLayout(hbox)
vbox.addWidget(buttonSendOrder)
vbox.addWidget(buttonCancelAll)
vbox.addStretch()
self.setLayout(vbox)
# 关联更新
buttonSendOrder.clicked.connect(self.sendOrder)
buttonCancelAll.clicked.connect(self.cancelAll)
self.lineSymbol.returnPressed.connect(self.updateSymbol)
self.comboDirection.currentIndexChanged.connect(self.updateOffset)
self.tickOffset.stateChanged.connect(self.updateOffset)
self.labelAskPrice1.mouseDoubleClickEvent = self.ask1clicked
self.labelAskPrice2.mouseDoubleClickEvent = self.ask2clicked
self.labelAskPrice3.mouseDoubleClickEvent = self.ask3clicked
self.labelAskPrice4.mouseDoubleClickEvent = self.ask4clicked
self.labelAskPrice5.mouseDoubleClickEvent = self.ask5clicked
self.labelBidPrice1.mouseDoubleClickEvent = self.bid1clicked
self.labelBidPrice2.mouseDoubleClickEvent = self.bid2clicked
self.labelBidPrice3.mouseDoubleClickEvent = self.bid3clicked
self.labelBidPrice4.mouseDoubleClickEvent = self.bid4clicked
self.labelBidPrice5.mouseDoubleClickEvent = self.bid5clicked
self.labelLastPrice.mouseDoubleClickEvent = self.lastclicked
def ask1clicked(self, a):
self.askclicked(self.labelAskPrice1.text())
def ask2clicked(self, a):
self.askclicked(self.labelAskPrice2.text())
def ask3clicked(self, a):
self.askclicked(self.labelAskPrice3.text())
def ask4clicked(self, a):
self.askclicked(self.labelAskPrice4.text())
def ask5clicked(self, a):
self.askclicked(self.labelAskPrice5.text())
def bid1clicked(self, a):
self.bidclicked(self.labelBidPrice1.text())
def bid2clicked(self, a):
self.bidclicked(self.labelBidPrice2.text())
def bid3clicked(self, a):
self.bidclicked(self.labelBidPrice3.text())
def bid4clicked(self, a):
self.bidclicked(self.labelBidPrice4.text())
def bid5clicked(self, a):
self.bidclicked(self.labelBidPrice5.text())
def lastclicked(self, a):
self.setPrice(self.labelLastPrice.text())
def setPrice(self, text):
result = False
if text is not None and len(text) > 0:
price = float(str(text))
if price > 0:
self.spinPrice.setValue(price)
result = True
return result
def askclicked(self, text):
if self.setPrice(text):
self.comboDirection.setCurrentIndex(self.directionList.index(DIRECTION_LONG))
self.updateOffset()
def bidclicked(self, text):
if self.setPrice(text):
self.comboDirection.setCurrentIndex(self.directionList.index(DIRECTION_SHORT))
self.updateOffset()
def updateOffset(self):
if self.tickOffset.checkState():
self.comboOffset.setEnabled(True)
if self.comboProductClass.currentText() in (PRODUCT_EQUITY, PRODUCT_BOND):
dir = self.comboDirection.currentText()
if dir == DIRECTION_LONG:
self.comboOffset.setCurrentIndex(self.offsetList.index(OFFSET_OPEN) + 1)
elif dir == DIRECTION_SHORT:
self.comboOffset.setCurrentIndex(self.offsetList.index(OFFSET_CLOSE) + 1)
elif self.comboOffset.currentIndex() == 0:
self.comboOffset.setCurrentIndex(1)
else:
self.comboOffset.setEnabled(False)
self.comboOffset.setCurrentIndex(0)
# ----------------------------------------------------------------------
def updateSymbol(self):
"""合约变化"""
# 读取组件数据
symbol = str(self.lineSymbol.text())
self.comboCurrency.setCurrentIndex(1)
currency = safeUnicode(self.comboCurrency.currentText())
gatewayName = safeUnicode('quantos')
# 查询合约
contract = self.mainEngine.getContract(symbol)
# 清空价格数量
self.spinPrice.setValue(0)
self.spinVolume.setValue(0)
if contract:
gatewayName = contract.gatewayName
self.lineName.setText(contract.name)
p = self.lineName.palette()
p.setColor(self.lineName.foregroundRole(), QtGui.QColor('black'))
self.lineName.setPalette(p)
exchange = contract.exchange
productClass = contract.productClass
self.comboExchange.setCurrentIndex(self.exchangeList.index(exchange))
self.comboProductClass.setCurrentIndex(self.productClassList.index(productClass))
self.spinPrice.setSingleStep(contract.priceTick)
self.spinVolume.setSingleStep(contract.lotsize)
self.updateOffset()
else:
self.comboExchange.setCurrentIndex(0)
self.comboProductClass.setCurrentIndex(0)
productClass = safeUnicode(self.comboProductClass.currentText())
exchange = safeUnicode(self.comboExchange.currentText())
self.lineName.setText(u'不存在')
p = self.lineName.palette()
p.setColor(self.lineName.foregroundRole(), QtGui.QColor('red'))
self.lineName.setPalette(p)
# 清空行情显示
self.labelBidPrice1.setText('')
self.labelBidPrice2.setText('')
self.labelBidPrice3.setText('')
self.labelBidPrice4.setText('')
self.labelBidPrice5.setText('')
self.labelBidVolume1.setText('')
self.labelBidVolume2.setText('')
self.labelBidVolume3.setText('')
self.labelBidVolume4.setText('')
self.labelBidVolume5.setText('')
self.labelAskPrice1.setText('')
self.labelAskPrice2.setText('')
self.labelAskPrice3.setText('')
self.labelAskPrice4.setText('')
self.labelAskPrice5.setText('')
self.labelAskVolume1.setText('')
self.labelAskVolume2.setText('')
self.labelAskVolume3.setText('')
self.labelAskVolume4.setText('')
self.labelAskVolume5.setText('')
self.labelLastPrice.setText('')
self.labelReturn.setText('')
if contract:
# 重新注册事件监听
if self.signalemit != None:
self.eventEngine.unregister(EVENT_TICK + self.symbol, self.signalemit)
self.signalemit = self.signal.emit
self.eventEngine.register(EVENT_TICK + symbol, self.signalemit)
# 订阅合约
self.mainEngine.subscribe(contract.symbol, gatewayName)
# 更新组件当前交易的合约
self.symbol = symbol
# ----------------------------------------------------------------------
def format_price(self, price):
return int(price * 1000) / 1000
# ----------------------------------------------------------------------
def updateTick(self, event):
"""更新行情"""
tick = event.dict_['data']
if tick.symbol == self.symbol:
contract = self.mainEngine.getContract(tick.symbol)
price_tick = contract.priceTick
self.labelBidPrice1.setText(str(self.format_price(tick.bidPrice1)))
self.labelAskPrice1.setText(str(self.format_price(tick.askPrice1)))
self.labelBidVolume1.setText(str(tick.bidVolume1))
self.labelAskVolume1.setText(str(tick.askVolume1))
if tick.bidPrice2:
self.labelBidPrice2.setText(str(self.format_price(tick.bidPrice2)))
self.labelBidPrice3.setText(str(self.format_price(tick.bidPrice3)))
self.labelBidPrice4.setText(str(self.format_price(tick.bidPrice4)))
self.labelBidPrice5.setText(str(self.format_price(tick.bidPrice5)))
self.labelAskPrice2.setText(str(self.format_price(tick.askPrice2)))
self.labelAskPrice3.setText(str(self.format_price(tick.askPrice3)))
self.labelAskPrice4.setText(str(self.format_price(tick.askPrice4)))
self.labelAskPrice5.setText(str(self.format_price(tick.askPrice5)))
self.labelBidVolume2.setText(str(tick.bidVolume2))
self.labelBidVolume3.setText(str(tick.bidVolume3))
self.labelBidVolume4.setText(str(tick.bidVolume4))
self.labelBidVolume5.setText(str(tick.bidVolume5))
self.labelAskVolume2.setText(str(tick.askVolume2))
self.labelAskVolume3.setText(str(tick.askVolume3))
self.labelAskVolume4.setText(str(tick.askVolume4))
self.labelAskVolume5.setText(str(tick.askVolume5))
self.labelLastPrice.setText(str(self.format_price(tick.lastPrice)))
if self.spinPrice.value() < 0.000001 and tick.lastPrice > 0.000001:
self.spinPrice.setValue(tick.lastPrice)
if tick.preClosePrice:
rt = (old_div(tick.lastPrice, tick.preClosePrice)) - 1
self.labelReturn.setText(('%.2f' % (rt * 100)) + '%')
else:
self.labelReturn.setText('')
# ----------------------------------------------------------------------
def connectSignal(self):
"""连接Signal"""
self.signal.connect(self.updateTick)
# ----------------------------------------------------------------------
def sendOrder(self):
"""发单"""
symbol = str(self.lineSymbol.text()).strip()
exchange = safeUnicode(self.comboExchange.currentText())
price = self.spinPrice.value()
volume = self.spinVolume.value()
gatewayName = safeUnicode('quantos')
if len(symbol) <= 0 or len(exchange) <= 0 or price <= 0 or volume <= 0:
return
# 查询合约
contract = self.mainEngine.getContract(symbol)
if contract:
gatewayName = contract.gatewayName
exchange = contract.exchange # 保证有交易所代码
req = VtOrderReq()
idx = symbol.find(".")
if idx != -1:
req.symbol = symbol[0:idx]
else:
req.symbol = symbol
req.exchange = exchange
req.price = price
req.volume = volume
req.direction = safeUnicode(self.comboDirection.currentText())
req.priceType = safeUnicode(self.comboPriceType.currentText())
req.offset = safeUnicode(self.comboOffset.currentText())
req.urgency = self.spinUrgency.value()
req.productClass = safeUnicode(self.comboProductClass.currentText())
self.mainEngine.sendOrder(req, gatewayName)
# ----------------------------------------------------------------------
def cancelAll(self):
"""一键撤销所有委托"""
l = self.mainEngine.getAllWorkingOrders()
for order in l:
req = VtCancelOrderReq()
req.symbol = order.symbol
req.exchange = order.exchange
req.frontID = order.frontID
req.sessionID = order.sessionID
req.orderID = order.taskID
self.mainEngine.cancelOrder(req, order.gatewayName)
# ----------------------------------------------------------------------
def closePosition(self, cell):
"""根据持仓信息自动填写交易组件"""
# 读取持仓数据，cell是一个表格中的单元格对象
pos = cell.data
symbol = pos.symbol
# 更新交易组件的显示合约
self.lineSymbol.setText(symbol)
self.updateSymbol()
# 自动填写信息
self.comboPriceType.setCurrentIndex(self.priceTypeList.index(PRICETYPE_LIMITPRICE))
self.spinVolume.setValue(pos.enable)
if pos.direction == DIRECTION_LONG or pos.direction == DIRECTION_NET:
self.comboDirection.setCurrentIndex(self.directionList.index(DIRECTION_SHORT))
else:
self.comboDirection.setCurrentIndex(self.directionList.index(DIRECTION_LONG))
if self.comboProductClass.currentText() not in (PRODUCT_EQUITY, PRODUCT_BOND):
self.tickOffset.setChecked(True)
self.comboOffset.setCurrentIndex(self.offsetList.index(OFFSET_CLOSE) + 1)
elif self.tickOffset.checkState():
self.comboOffset.setCurrentIndex(self.offsetList.index(OFFSET_CLOSE) + 1)
# 价格留待更新后由用户输入，防止有误操作
def fillSymbol(self, cell):
tick = cell.data
self.lineSymbol.setText(tick.symbol)
self.updateSymbol()
if type(cell) in (BidCell, AskCell):
price = str(cell.text())
if len(price) > 0:
price = float(price)
if price > 0:
self.spinPrice.setValue(price)
direction = DIRECTION_LONG if type(cell) is AskCell else DIRECTION_SHORT
self.comboDirection.setCurrentIndex(self.directionList.index(direction))
self.updateOffset()
########################################################################
class ContractMonitor(BasicMonitor):
"""合约查询"""
# ----------------------------------------------------------------------
def __init__(self, mainEngine, eventEngine, parent=None):
"""Constructor"""
super(ContractMonitor, self).__init__(parent=parent)
self.mainEngine = mainEngine
self.eventEngine = eventEngine
d = OrderedDict()
d['symbol'] = {'chinese': u'合约代码', 'cellType': BasicCell}
d['exchange'] = {'chinese': u'交易所', 'cellType': BasicCell}
d['name'] = {'chinese': u'名称', 'cellType': NameCell}
d['productClass'] = {'chinese': u'合约类型', 'cellType': BasicCell}
d['size'] = {'chinese': u'合约乘数', 'cellType': BasicCell}
d['lotsize'] = {'chinese': u'最小交易单位', 'cellType': BasicCell}
d['priceTick'] = {'chinese': u'最小价格变动', 'cellType': BasicCell}
self.setHeaderDict(d)
self.initUi()
# ----------------------------------------------------------------------
def initUi(self):
"""初始化界面"""
self.setWindowTitle(u'合约')
self.setLineWidth(1)
self.setFont(BASIC_FONT)
self.initTable()
# 设置数据键
self.setDataKey('')
self.setSorting(False)
# 设置监控事件类型
self.setEventType(EVENT_CONTRACT, EVENT_CONTRACT_CLEAR)
self.initTable()
self.registerEvent()
