├── .flake8 ├── .gitignore ├── CHANGELOG.md ├── LICENSE ├── README.md ├── setup.cfg ├── setup.py └── vnpy_datarecorder ├── __init__.py ├── engine.py └── ui ├── __init__.py ├── recorder.ico └── widget.py /.flake8: -------------------------------------------------------------------------------- 1 | [flake8] 2 | exclude = build,__pycache__,__init__.py 3 | ignore = 4 | E501 5 | W503 6 | -------------------------------------------------------------------------------- /.gitignore: -------------------------------------------------------------------------------- 1 | # Byte-compiled / optimized / DLL files 2 | __pycache__/ 3 | *.py[cod] 4 | *$py.class 5 | 6 | # C extensions 7 | *.so 8 | 9 | # Distribution / packaging 10 | .Python 11 | build/ 12 | develop-eggs/ 13 | dist/ 14 | downloads/ 15 | eggs/ 16 | .eggs/ 17 | lib/ 18 | lib64/ 19 | parts/ 20 | sdist/ 21 | var/ 22 | wheels/ 23 | pip-wheel-metadata/ 24 | share/python-wheels/ 25 | *.egg-info/ 26 | .installed.cfg 27 | *.egg 28 | MANIFEST 29 | 30 | # PyInstaller 31 | # Usually these files are written by a python script from a template 32 | # before PyInstaller builds the exe, so as to inject date/other infos into it. 33 | *.manifest 34 | *.spec 35 | 36 | # Installer logs 37 | pip-log.txt 38 | pip-delete-this-directory.txt 39 | 40 | # Unit test / coverage reports 41 | htmlcov/ 42 | .tox/ 43 | .nox/ 44 | .coverage 45 | .coverage.* 46 | .cache 47 | nosetests.xml 48 | coverage.xml 49 | *.cover 50 | *.py,cover 51 | .hypothesis/ 52 | .pytest_cache/ 53 | 54 | # Translations 55 | *.mo 56 | *.pot 57 | 58 | # Django stuff: 59 | *.log 60 | local_settings.py 61 | db.sqlite3 62 | db.sqlite3-journal 63 | 64 | # Flask stuff: 65 | instance/ 66 | .webassets-cache 67 | 68 | # Scrapy stuff: 69 | .scrapy 70 | 71 | # Sphinx documentation 72 | docs/_build/ 73 | 74 | # PyBuilder 75 | target/ 76 | 77 | # Jupyter Notebook 78 | .ipynb_checkpoints 79 | 80 | # IPython 81 | profile_default/ 82 | ipython_config.py 83 | 84 | # pyenv 85 | .python-version 86 | 87 | # pipenv 88 | # According to pypa/pipenv#598, it is recommended to include Pipfile.lock in version control. 89 | # However, in case of collaboration, if having platform-specific dependencies or dependencies 90 | # having no cross-platform support, pipenv may install dependencies that don't work, or not 91 | # install all needed dependencies. 92 | #Pipfile.lock 93 | 94 | # PEP 582; used by e.g. github.com/David-OConnor/pyflow 95 | __pypackages__/ 96 | 97 | # Celery stuff 98 | celerybeat-schedule 99 | celerybeat.pid 100 | 101 | # SageMath parsed files 102 | *.sage.py 103 | 104 | # Environments 105 | .env 106 | .venv 107 | env/ 108 | venv/ 109 | ENV/ 110 | env.bak/ 111 | venv.bak/ 112 | 113 | # Spyder project settings 114 | .spyderproject 115 | .spyproject 116 | 117 | # Rope project settings 118 | .ropeproject 119 | 120 | # mkdocs documentation 121 | /site 122 | 123 | # mypy 124 | .mypy_cache/ 125 | .dmypy.json 126 | dmypy.json 127 | 128 | # Pyre type checker 129 | .pyre/ 130 | -------------------------------------------------------------------------------- /CHANGELOG.md: -------------------------------------------------------------------------------- 1 | # 1.0.8版本 2 | 3 | 1. 替换所有的Qt信号pyqtSignal为Signal 4 | 5 | # 1.0.7版本 6 | 7 | 1. 补充价差Tick行情中缺失的localtime字段 8 | 2. 类型声明使用Python内置类型 9 | 10 | # 1.0.6版本 11 | 12 | 1. 增加基于Tick时间戳和本地时间戳偏离范围的数据过滤支持 13 | 14 | # 1.0.5版本 15 | 16 | 1. 修复vnpy_spreadtrading升级后报错找不到'to_tick'的问题 17 | 18 | # 1.0.4版本 19 | 20 | 1. 执行写入数据操作时，使用流式参数stream来优化性能 21 | 22 | # 1.0.3版本 23 | 24 | 1. 将模块的图标文件信息，改为完整路径字符串 25 | -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- 1 | The MIT License (MIT) 2 | 3 | Copyright (c) 2015-present, Xiaoyou Chen 4 | 5 | Permission is hereby granted, free of charge, to any person obtaining a copy 6 | of this software and associated documentation files (the "Software"), to deal 7 | in the Software without restriction, including without limitation the rights 8 | to use, copy, modify, merge, publish, distribute, sublicense, and/or sell 9 | copies of the Software, and to permit persons to whom the Software is 10 | furnished to do so, subject to the following conditions: 11 | 12 | The above copyright notice and this permission notice shall be included in all 13 | copies or substantial portions of the Software. 14 | 15 | THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR 16 | IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, 17 | FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE 18 | AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER 19 | LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, 20 | OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE 21 | SOFTWARE. -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- 1 | # VeighNa框架的行情录制模块 2 | 3 |

4 | 5 |

6 | 7 |

8 | 9 | 10 | 11 | 12 |

13 | 14 | ## 说明 15 | 16 | DataRecorder是用于实时行情记录的模块，用户可以利用该模块记录实时Tick数据和K线数据，并自动写入保存到数据库中。 17 | 18 | 记录的数据可以通过DataManager模块查看，也可以用于CtaBacktester的历史回测，以及CtaStrategy、PortfolioStrategy等策略的实盘初始化。 19 | 20 | ## 安装 21 | 22 | 安装环境推荐基于3.9.0版本以上的【[**VeighNa Studio**](https://www.vnpy.com)】。 23 | 24 | 直接使用pip命令： 25 | 26 | ``` 27 | pip install vnpy_datarecorder 28 | ``` 29 | 30 | 31 | 或者下载源代码后，解压后在cmd中运行： 32 | 33 | ``` 34 | pip install . 35 | ``` 36 | -------------------------------------------------------------------------------- /setup.cfg: -------------------------------------------------------------------------------- 1 | [metadata] 2 | name = vnpy_datarecorder 3 | version = 1.0.8 4 | url = https://www.vnpy.com 5 | license = MIT 6 | author = Xiaoyou Chen 7 | author_email = xiaoyou.chen@mail.vnpy.com 8 | description = Data recorder application for VeighNa quant trading framework. 9 | long_description = file: README.md 10 | long_description_content_type = text/markdown 11 | keywords = 12 | quant 13 | quantitative 14 | investment 15 | trading 16 | algotrading 17 | classifiers = 18 | Development Status :: 5 - Production/Stable 19 | Operating System :: OS Independent 20 | Programming Language :: Python :: 3 21 | Programming Language :: Python :: 3.10 22 | Programming Language :: Python :: 3.11 23 | Programming Language :: Python :: 3.12 24 | Programming Language :: Python :: 3.13 25 | Topic :: Office/Business :: Financial :: Investment 26 | Programming Language :: Python :: Implementation :: CPython 27 | License :: OSI Approved :: MIT License 28 | Natural Language :: Chinese (Simplified) 29 | 30 | [options] 31 | packages = find: 32 | zip_safe = False 33 | 34 | [options.package_data] 35 | * = *.ico 36 | -------------------------------------------------------------------------------- /setup.py: -------------------------------------------------------------------------------- 1 | from setuptools import setup 2 | 3 | 4 | setup() 5 | -------------------------------------------------------------------------------- /vnpy_datarecorder/__init__.py: -------------------------------------------------------------------------------- 1 | # The MIT License (MIT) 2 | # 3 | # Copyright (c) 2015-present, Xiaoyou Chen 4 | # 5 | # Permission is hereby granted, free of charge, to any person obtaining a copy 6 | # of this software and associated documentation files (the "Software"), to deal 7 | # in the Software without restriction, including without limitation the rights 8 | # to use, copy, modify, merge, publish, distribute, sublicense, and/or sell 9 | # copies of the Software, and to permit persons to whom the Software is 10 | # furnished to do so, subject to the following conditions: 11 | # 12 | # The above copyright notice and this permission notice shall be included in all 13 | # copies or substantial portions of the Software. 14 | # 15 | # THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR 16 | # IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, 17 | # FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE 18 | # AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER 19 | # LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, 20 | # OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE 21 | # SOFTWARE. 22 | 23 | 24 | from pathlib import Path 25 | 26 | import importlib_metadata 27 | from vnpy.trader.app import BaseApp 28 | 29 | from .engine import RecorderEngine, APP_NAME 30 | 31 | 32 | try: 33 | __version__ = importlib_metadata.version("vnpy_datarecorder") 34 | except importlib_metadata.PackageNotFoundError: 35 | __version__ = "dev" 36 | 37 | 38 | class DataRecorderApp(BaseApp): 39 | """""" 40 | 41 | app_name: str = APP_NAME 42 | app_module: str = __module__ 43 | app_path: Path = Path(__file__).parent 44 | display_name: str = "行情记录" 45 | engine_class: RecorderEngine = RecorderEngine 46 | widget_name: str = "RecorderManager" 47 | icon_name: str = str(app_path.joinpath("ui", "recorder.ico")) 48 | -------------------------------------------------------------------------------- /vnpy_datarecorder/engine.py: -------------------------------------------------------------------------------- 1 | import traceback 2 | from threading import Thread 3 | from queue import Queue, Empty 4 | from copy import copy 5 | from collections import defaultdict 6 | from typing import Optional 7 | from datetime import datetime, timedelta 8 | 9 | from vnpy.event import Event, EventEngine 10 | from vnpy.trader.engine import BaseEngine, MainEngine 11 | from vnpy.trader.constant import Exchange 12 | from vnpy.trader.object import ( 13 | SubscribeRequest, 14 | TickData, 15 | BarData, 16 | ContractData 17 | ) 18 | from vnpy.trader.event import EVENT_TICK, EVENT_CONTRACT, EVENT_TIMER 19 | from vnpy.trader.utility import load_json, save_json, BarGenerator 20 | from vnpy.trader.database import BaseDatabase, get_database, DB_TZ 21 | from vnpy_spreadtrading.base import EVENT_SPREAD_DATA, SpreadItem 22 | 23 | 24 | APP_NAME = "DataRecorder" 25 | 26 | EVENT_RECORDER_LOG = "eRecorderLog" 27 | EVENT_RECORDER_UPDATE = "eRecorderUpdate" 28 | EVENT_RECORDER_EXCEPTION = "eRecorderException" 29 | 30 | 31 | class RecorderEngine(BaseEngine): 32 | """ 33 | For running data recorder. 34 | """ 35 | 36 | setting_filename: str = "data_recorder_setting.json" 37 | 38 | def __init__(self, main_engine: MainEngine, event_engine: EventEngine) -> None: 39 | """""" 40 | super().__init__(main_engine, event_engine, APP_NAME) 41 | 42 | self.queue: Queue = Queue() 43 | self.thread: Thread = Thread(target=self.run) 44 | self.active: bool = False 45 | 46 | self.tick_recordings: dict[str, dict] = {} 47 | self.bar_recordings: dict[str, dict] = {} 48 | self.bar_generators: dict[str, BarGenerator] = {} 49 | 50 | self.timer_count: int = 0 51 | self.timer_interval: int = 10 52 | 53 | self.ticks: dict[str, list[TickData]] = defaultdict(list) 54 | self.bars: dict[str, list[BarData]] = defaultdict(list) 55 | 56 | self.filter_dt: datetime = datetime.now(DB_TZ) # Tick数据过滤的时间戳 57 | self.filter_window: int = 60 # Tick数据过滤的时间窗口，默认60秒 58 | self.filter_delta: timedelta = None # Tick数据过滤的时间偏差对象 59 | 60 | self.database: BaseDatabase = get_database() 61 | 62 | self.load_setting() 63 | self.register_event() 64 | self.start() 65 | self.put_event() 66 | 67 | def load_setting(self) -> None: 68 | """""" 69 | setting: dict = load_json(self.setting_filename) 70 | self.tick_recordings = setting.get("tick", {}) 71 | self.bar_recordings = setting.get("bar", {}) 72 | 73 | self.filter_window = setting.get("filter_window", 60) 74 | self.filter_delta = timedelta(seconds=self.filter_window) 75 | 76 | def save_setting(self) -> None: 77 | """""" 78 | setting: dict = { 79 | "tick": self.tick_recordings, 80 | "bar": self.bar_recordings 81 | } 82 | save_json(self.setting_filename, setting) 83 | 84 | def run(self) -> None: 85 | """""" 86 | while self.active: 87 | try: 88 | task: object = self.queue.get(timeout=1) 89 | task_type, data = task 90 | 91 | if task_type == "tick": 92 | self.database.save_tick_data(data, stream=True) 93 | elif task_type == "bar": 94 | self.database.save_bar_data(data, stream=True) 95 | 96 | except Empty: 97 | continue 98 | 99 | except Exception: 100 | self.active = False 101 | 102 | info = traceback.format_exc() 103 | event: Event = Event(EVENT_RECORDER_EXCEPTION, info) 104 | self.event_engine.put(event) 105 | 106 | def close(self) -> None: 107 | """""" 108 | self.active = False 109 | 110 | if self.thread.is_alive(): 111 | self.thread.join() 112 | 113 | def start(self) -> None: 114 | """""" 115 | self.active = True 116 | self.thread.start() 117 | 118 | def add_bar_recording(self, vt_symbol: str) -> None: 119 | """""" 120 | if vt_symbol in self.bar_recordings: 121 | self.write_log(f"已在K线记录列表中：{vt_symbol}") 122 | return 123 | 124 | if Exchange.LOCAL.value not in vt_symbol: 125 | contract: Optional[ContractData] = self.main_engine.get_contract(vt_symbol) 126 | if not contract: 127 | self.write_log(f"找不到合约：{vt_symbol}") 128 | return 129 | 130 | self.bar_recordings[vt_symbol] = { 131 | "symbol": contract.symbol, 132 | "exchange": contract.exchange.value, 133 | "gateway_name": contract.gateway_name 134 | } 135 | 136 | self.subscribe(contract) 137 | else: 138 | self.bar_recordings[vt_symbol] = {} 139 | 140 | self.save_setting() 141 | self.put_event() 142 | 143 | self.write_log(f"添加K线记录成功：{vt_symbol}") 144 | 145 | def add_tick_recording(self, vt_symbol: str) -> None: 146 | """""" 147 | if vt_symbol in self.tick_recordings: 148 | self.write_log(f"已在Tick记录列表中：{vt_symbol}") 149 | return 150 | 151 | # For normal contract 152 | if Exchange.LOCAL.value not in vt_symbol: 153 | contract: Optional[ContractData] = self.main_engine.get_contract(vt_symbol) 154 | if not contract: 155 | self.write_log(f"找不到合约：{vt_symbol}") 156 | return 157 | 158 | self.tick_recordings[vt_symbol] = { 159 | "symbol": contract.symbol, 160 | "exchange": contract.exchange.value, 161 | "gateway_name": contract.gateway_name 162 | } 163 | 164 | self.subscribe(contract) 165 | # No need to subscribe for spread data 166 | else: 167 | self.tick_recordings[vt_symbol] = {} 168 | 169 | self.save_setting() 170 | self.put_event() 171 | 172 | self.write_log(f"添加Tick记录成功：{vt_symbol}") 173 | 174 | def remove_bar_recording(self, vt_symbol: str) -> None: 175 | """""" 176 | if vt_symbol not in self.bar_recordings: 177 | self.write_log(f"不在K线记录列表中：{vt_symbol}") 178 | return 179 | 180 | self.bar_recordings.pop(vt_symbol) 181 | self.save_setting() 182 | self.put_event() 183 | 184 | self.write_log(f"移除K线记录成功：{vt_symbol}") 185 | 186 | def remove_tick_recording(self, vt_symbol: str) -> None: 187 | """""" 188 | if vt_symbol not in self.tick_recordings: 189 | self.write_log(f"不在Tick记录列表中：{vt_symbol}") 190 | return 191 | 192 | self.tick_recordings.pop(vt_symbol) 193 | self.save_setting() 194 | self.put_event() 195 | 196 | self.write_log(f"移除Tick记录成功：{vt_symbol}") 197 | 198 | def register_event(self) -> None: 199 | """""" 200 | self.event_engine.register(EVENT_TIMER, self.process_timer_event) 201 | self.event_engine.register(EVENT_TICK, self.process_tick_event) 202 | self.event_engine.register(EVENT_CONTRACT, self.process_contract_event) 203 | self.event_engine.register(EVENT_SPREAD_DATA, self.process_spread_event) 204 | 205 | def update_tick(self, tick: TickData) -> None: 206 | """""" 207 | # 过滤偏离本地时间戳过大的Tick数据 208 | tick_delta: timedelta = abs(tick.datetime - self.filter_dt) 209 | if abs(tick_delta) >= self.filter_delta: 210 | return 211 | 212 | if tick.vt_symbol in self.tick_recordings: 213 | self.record_tick(copy(tick)) 214 | 215 | if tick.vt_symbol in self.bar_recordings: 216 | bg: BarGenerator = self.get_bar_generator(tick.vt_symbol) 217 | bg.update_tick(copy(tick)) 218 | 219 | def process_timer_event(self, event: Event) -> None: 220 | """""" 221 | self.filter_dt = datetime.now(DB_TZ) 222 | 223 | self.timer_count += 1 224 | if self.timer_count < self.timer_interval: 225 | return 226 | self.timer_count = 0 227 | 228 | for bars in self.bars.values(): 229 | self.queue.put(("bar", bars)) 230 | self.bars.clear() 231 | 232 | for ticks in self.ticks.values(): 233 | self.queue.put(("tick", ticks)) 234 | self.ticks.clear() 235 | 236 | def process_tick_event(self, event: Event) -> None: 237 | """""" 238 | tick: TickData = event.data 239 | self.update_tick(tick) 240 | 241 | def process_contract_event(self, event: Event) -> None: 242 | """""" 243 | contract: ContractData = event.data 244 | vt_symbol: str = contract.vt_symbol 245 | 246 | if (vt_symbol in self.tick_recordings or vt_symbol in self.bar_recordings): 247 | self.subscribe(contract) 248 | 249 | def process_spread_event(self, event: Event) -> None: 250 | """""" 251 | spread_item: SpreadItem = event.data 252 | tick: TickData = TickData( 253 | symbol=spread_item.name, 254 | exchange=Exchange.LOCAL, 255 | datetime=spread_item.datetime, 256 | name=spread_item.name, 257 | last_price=(spread_item.bid_price + spread_item.ask_price) / 2, 258 | bid_price_1=spread_item.bid_price, 259 | ask_price_1=spread_item.ask_price, 260 | bid_volume_1=spread_item.bid_volume, 261 | ask_volume_1=spread_item.ask_volume, 262 | localtime=spread_item.datetime, 263 | gateway_name="SPREAD" 264 | ) 265 | 266 | # Filter not inited spread data 267 | if tick.datetime: 268 | self.update_tick(tick) 269 | 270 | def write_log(self, msg: str) -> None: 271 | """""" 272 | event: Event = Event( 273 | EVENT_RECORDER_LOG, 274 | msg 275 | ) 276 | self.event_engine.put(event) 277 | 278 | def put_event(self) -> None: 279 | """""" 280 | tick_symbols: list[str] = list(self.tick_recordings.keys()) 281 | tick_symbols.sort() 282 | 283 | bar_symbols: list[str] = list(self.bar_recordings.keys()) 284 | bar_symbols.sort() 285 | 286 | data: dict = { 287 | "tick": tick_symbols, 288 | "bar": bar_symbols 289 | } 290 | 291 | event: Event = Event( 292 | EVENT_RECORDER_UPDATE, 293 | data 294 | ) 295 | self.event_engine.put(event) 296 | 297 | def record_tick(self, tick: TickData) -> None: 298 | """""" 299 | self.ticks[tick.vt_symbol].append(tick) 300 | 301 | def record_bar(self, bar: BarData) -> None: 302 | """""" 303 | self.bars[bar.vt_symbol].append(bar) 304 | 305 | def get_bar_generator(self, vt_symbol: str) -> BarGenerator: 306 | """""" 307 | bg: Optional[BarGenerator] = self.bar_generators.get(vt_symbol, None) 308 | 309 | if not bg: 310 | bg = BarGenerator(self.record_bar) 311 | self.bar_generators[vt_symbol] = bg 312 | 313 | return bg 314 | 315 | def subscribe(self, contract: ContractData) -> None: 316 | """""" 317 | req: SubscribeRequest = SubscribeRequest( 318 | symbol=contract.symbol, 319 | exchange=contract.exchange 320 | ) 321 | self.main_engine.subscribe(req, contract.gateway_name) 322 | -------------------------------------------------------------------------------- /vnpy_datarecorder/ui/__init__.py: -------------------------------------------------------------------------------- 1 | from .widget import RecorderManager 2 | -------------------------------------------------------------------------------- /vnpy_datarecorder/ui/recorder.ico: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vnpy/vnpy_datarecorder/7db93460df2d9094b33bf64f5e8f7887cb1fa9f6/vnpy_datarecorder/ui/recorder.ico -------------------------------------------------------------------------------- /vnpy_datarecorder/ui/widget.py: -------------------------------------------------------------------------------- 1 | from datetime import datetime 2 | 3 | from vnpy.event import Event, EventEngine 4 | from vnpy.trader.engine import MainEngine 5 | from vnpy.trader.ui import QtCore, QtWidgets 6 | from vnpy.trader.event import EVENT_CONTRACT 7 | from vnpy.trader.object import ContractData 8 | 9 | from ..engine import ( 10 | APP_NAME, 11 | EVENT_RECORDER_LOG, 12 | EVENT_RECORDER_UPDATE, 13 | EVENT_RECORDER_EXCEPTION, 14 | RecorderEngine 15 | ) 16 | 17 | 18 | class RecorderManager(QtWidgets.QWidget): 19 | """""" 20 | 21 | signal_log: QtCore.Signal = QtCore.Signal(Event) 22 | signal_update: QtCore.Signal = QtCore.Signal(Event) 23 | signal_contract: QtCore.Signal = QtCore.Signal(Event) 24 | signal_exception: QtCore.Signal = QtCore.Signal(Event) 25 | 26 | def __init__(self, main_engine: MainEngine, event_engine: EventEngine) -> None: 27 | super().__init__() 28 | 29 | self.main_engine: MainEngine = main_engine 30 | self.event_engine: EventEngine = event_engine 31 | self.recorder_engine: RecorderEngine = main_engine.get_engine(APP_NAME) 32 | 33 | self.init_ui() 34 | self.register_event() 35 | self.recorder_engine.put_event() 36 | 37 | def init_ui(self) -> None: 38 | """""" 39 | self.setWindowTitle("行情记录") 40 | self.resize(1000, 600) 41 | 42 | # Create widgets 43 | self.symbol_line: QtWidgets.QLineEdit = QtWidgets.QLineEdit() 44 | 45 | self.interval_spin: QtWidgets.QSpinBox = QtWidgets.QSpinBox() 46 | self.interval_spin.setMinimum(1) 47 | self.interval_spin.setMaximum(60) 48 | self.interval_spin.setValue(self.recorder_engine.timer_interval) 49 | self.interval_spin.setSuffix("秒") 50 | self.interval_spin.valueChanged.connect(self.set_interval) 51 | 52 | contracts: list[ContractData] = self.main_engine.get_all_contracts() 53 | self.vt_symbols: list = [contract.vt_symbol for contract in contracts] 54 | 55 | self.symbol_completer: QtWidgets.QCompleter = QtWidgets.QCompleter(self.vt_symbols) 56 | self.symbol_completer.setFilterMode(QtCore.Qt.MatchContains) 57 | self.symbol_completer.setCompletionMode(self.symbol_completer.CompletionMode.PopupCompletion) 58 | self.symbol_line.setCompleter(self.symbol_completer) 59 | 60 | add_bar_button: QtWidgets.QPushButton = QtWidgets.QPushButton("添加") 61 | add_bar_button.clicked.connect(self.add_bar_recording) 62 | 63 | remove_bar_button: QtWidgets.QPushButton = QtWidgets.QPushButton("移除") 64 | remove_bar_button.clicked.connect(self.remove_bar_recording) 65 | 66 | add_tick_button: QtWidgets.QPushButton = QtWidgets.QPushButton("添加") 67 | add_tick_button.clicked.connect(self.add_tick_recording) 68 | 69 | remove_tick_button: QtWidgets.QPushButton = QtWidgets.QPushButton("移除") 70 | remove_tick_button.clicked.connect(self.remove_tick_recording) 71 | 72 | self.bar_recording_edit: QtWidgets.QTextEdit = QtWidgets.QTextEdit() 73 | self.bar_recording_edit.setReadOnly(True) 74 | 75 | self.tick_recording_edit: QtWidgets.QTextEdit = QtWidgets.QTextEdit() 76 | self.tick_recording_edit.setReadOnly(True) 77 | 78 | self.log_edit: QtWidgets.QTextEdit = QtWidgets.QTextEdit() 79 | self.log_edit.setReadOnly(True) 80 | 81 | # Set layout 82 | grid: QtWidgets.QGridLayout = QtWidgets.QGridLayout() 83 | grid.addWidget(QtWidgets.QLabel("K线记录"), 0, 0) 84 | grid.addWidget(add_bar_button, 0, 1) 85 | grid.addWidget(remove_bar_button, 0, 2) 86 | grid.addWidget(QtWidgets.QLabel("Tick记录"), 1, 0) 87 | grid.addWidget(add_tick_button, 1, 1) 88 | grid.addWidget(remove_tick_button, 1, 2) 89 | 90 | form: QtWidgets.QFormLayout = QtWidgets.QFormLayout() 91 | form.addRow("本地代码", self.symbol_line) 92 | form.addRow("写入间隔", self.interval_spin) 93 | 94 | hbox: QtWidgets.QHBoxLayout = QtWidgets.QHBoxLayout() 95 | hbox.addLayout(form) 96 | hbox.addWidget(QtWidgets.QLabel(" ")) 97 | hbox.addLayout(grid) 98 | hbox.addStretch() 99 | 100 | grid2: QtWidgets.QGridLayout = QtWidgets.QGridLayout() 101 | grid2.addWidget(QtWidgets.QLabel("K线记录列表"), 0, 0) 102 | grid2.addWidget(QtWidgets.QLabel("Tick记录列表"), 0, 1) 103 | grid2.addWidget(self.bar_recording_edit, 1, 0) 104 | grid2.addWidget(self.tick_recording_edit, 1, 1) 105 | grid2.addWidget(self.log_edit, 2, 0, 1, 2) 106 | 107 | vbox: QtWidgets.QVBoxLayout = QtWidgets.QVBoxLayout() 108 | vbox.addLayout(hbox) 109 | vbox.addLayout(grid2) 110 | self.setLayout(vbox) 111 | 112 | def register_event(self) -> None: 113 | """""" 114 | self.signal_log.connect(self.process_log_event) 115 | self.signal_contract.connect(self.process_contract_event) 116 | self.signal_update.connect(self.process_update_event) 117 | self.signal_exception.connect(self.process_exception_event) 118 | 119 | self.event_engine.register(EVENT_CONTRACT, self.signal_contract.emit) 120 | self.event_engine.register( 121 | EVENT_RECORDER_LOG, self.signal_log.emit) 122 | self.event_engine.register( 123 | EVENT_RECORDER_UPDATE, self.signal_update.emit) 124 | self.event_engine.register(EVENT_RECORDER_EXCEPTION, self.signal_exception.emit) 125 | 126 | def process_log_event(self, event: Event) -> None: 127 | """""" 128 | timestamp: str = datetime.now().strftime("%H:%M:%S") 129 | msg: str = f"{timestamp}\t{event.data}" 130 | self.log_edit.append(msg) 131 | 132 | def process_update_event(self, event: Event) -> None: 133 | """""" 134 | data: object = event.data 135 | 136 | self.bar_recording_edit.clear() 137 | bar_text: str = "\n".join(data["bar"]) 138 | self.bar_recording_edit.setText(bar_text) 139 | 140 | self.tick_recording_edit.clear() 141 | tick_text: str = "\n".join(data["tick"]) 142 | self.tick_recording_edit.setText(tick_text) 143 | 144 | def process_contract_event(self, event: Event) -> None: 145 | """""" 146 | contract: ContractData = event.data 147 | self.vt_symbols.append(contract.vt_symbol) 148 | 149 | model: QtCore.QAbstractItemModel = self.symbol_completer.model() 150 | model.setStringList(self.vt_symbols) 151 | 152 | def process_exception_event(self, event: Event) -> None: 153 | """""" 154 | exc_info = event.data 155 | raise exc_info[1].with_traceback(exc_info[2]) 156 | 157 | def add_bar_recording(self) -> None: 158 | """""" 159 | vt_symbol: str = self.symbol_line.text() 160 | self.recorder_engine.add_bar_recording(vt_symbol) 161 | 162 | def add_tick_recording(self) -> None: 163 | """""" 164 | vt_symbol: str = self.symbol_line.text() 165 | self.recorder_engine.add_tick_recording(vt_symbol) 166 | 167 | def remove_bar_recording(self) -> None: 168 | """""" 169 | vt_symbol: str = self.symbol_line.text() 170 | self.recorder_engine.remove_bar_recording(vt_symbol) 171 | 172 | def remove_tick_recording(self) -> None: 173 | """""" 174 | vt_symbol: str = self.symbol_line.text() 175 | self.recorder_engine.remove_tick_recording(vt_symbol) 176 | 177 | def set_interval(self, interval) -> None: 178 | """""" 179 | self.recorder_engine.timer_interval = interval 180 | --------------------------------------------------------------------------------