[Mod] 优化代码细节实现

vnpy · Nov 25, 2022 · 1be99be · 1be99be
1 parent 37dab93
commit 1be99be
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Showing 5 changed files with 106 additions and 88 deletions.
diff --git a/vnpy_algotrading/algos/best_limit_algo.py b/vnpy_algotrading/algos/best_limit_algo.py
@@ -3,7 +3,6 @@
 from vnpy.trader.constant import Direction
 from vnpy.trader.object import TradeData, OrderData, TickData
 from vnpy.trader.engine import BaseEngine
-from vnpy.trader.utility import round_to
 
 from ..template import AlgoTemplate
 

diff --git a/vnpy_algotrading/engine.py b/vnpy_algotrading/engine.py
@@ -1,5 +1,5 @@
 from collections import defaultdict
-from typing import Dict, List, Optional, Set
+from typing import Dict, List, Optional, Set, Type
 
 from vnpy.event import EventEngine, Event
 from vnpy.trader.engine import BaseEngine, MainEngine
@@ -38,11 +38,11 @@ def __init__(self, main_engine: MainEngine, event_engine: EventEngine) -> None:
         """构造函数"""
         super().__init__(main_engine, event_engine, APP_NAME)
 
+        self.algo_templates: Dict[str, Type[AlgoTemplate]] = {}
+
         self.algos: Dict[str, AlgoTemplate] = {}
         self.symbol_algo_map: Dict[str, Set[AlgoTemplate]] = defaultdict(set)
-        self.orderid_algo_map: dict = {}
-
-        self.algo_templates: dict = {}
+        self.orderid_algo_map: Dict[str, AlgoTemplate] = {}
 
         self.load_algo_template()
         self.register_event()
@@ -53,7 +53,7 @@ def init_engine(self) -> None:
 
     def close(self) -> None:
         """关闭引擎"""
-        pass
+        self.stop_all()
 
     def load_algo_template(self) -> None:
         """载入算法类"""
@@ -118,6 +118,7 @@ def process_order_event(self, event: Event) -> None:
 
     def start_algo(
         self,
+        template_name: str,
         vt_symbol: str,
         direction: Direction,
         offset: Offset,
@@ -131,7 +132,6 @@ def start_algo(
             self.write_log(f'算法启动失败，找不到合约：{vt_symbol}')
             return ""
 
-        template_name: str = setting["template_name"]
         algo_template: AlgoTemplate = self.algo_templates[template_name]
 
         # 创建算法实例
@@ -261,7 +261,11 @@ def write_log(self, msg: str, algo: AlgoTemplate = None) -> None:
 
     def put_algo_event(self, algo: AlgoTemplate, data: dict) -> None:
         """推送更新"""
-        if algo in self.algos.values() and algo.status in [AlgoStatus.STOPPED, AlgoStatus.FINISHED]:
+        # 移除运行结束的算法实例
+        if (
+            algo in self.algos.values()
+            and algo.status in [AlgoStatus.STOPPED, AlgoStatus.FINISHED]
+        ):
             self.algos.pop(algo.algo_name)
 
             for algos in self.symbol_algo_map.values():

diff --git a/vnpy_algotrading/template.py b/vnpy_algotrading/template.py
@@ -1,4 +1,4 @@
-from typing import Dict, Optional
+from typing import Dict, Optional, TYPE_CHECKING
 
 from vnpy.trader.engine import BaseEngine
 from vnpy.trader.object import TickData, OrderData, TradeData, ContractData
@@ -7,6 +7,9 @@
 
 from .base import AlgoStatus
 
+if TYPE_CHECKING:
+    from .engine import AlgoEngine
+
 
 class AlgoTemplate:
     """算法模板"""
@@ -19,7 +22,7 @@ class AlgoTemplate:
 
     def __init__(
         self,
-        algo_engine: BaseEngine,
+        algo_engine: "AlgoEngine",
         algo_name: str,
         vt_symbol: str,
         direction: Direction,
@@ -38,9 +41,10 @@ def __init__(
         self.price: float = price
         self.volume: int = volume
 
-        self.status: str = AlgoStatus.PAUSED
+        self.status: AlgoStatus = AlgoStatus.PAUSED
         self.traded: float = 0
         self.traded_price: float = 0
+
         self.active_orders: Dict[str, OrderData] = {}  # vt_orderid:order
 
     def update_tick(self, tick: TickData) -> None:
@@ -217,9 +221,9 @@ def get_data(self) -> dict:
             "price": self.price,
             "volume": self.volume,
             "status": self.status,
-            "traded_price": self.traded_price,
             "traded": self.traded,
-            "nottraded": self.volume - self.traded,
+            "left": self.volume - self.traded,
+            "traded_price": self.traded_price,
             "parameters": self.get_parameters(),
             "variables": self.get_variables()
         }

diff --git a/vnpy_algotrading/ui/display.py b/vnpy_algotrading/ui/display.py
@@ -9,7 +9,7 @@
     "status": "算法状态",
     "traded_price": "成交均价",
     "traded": "成交数量",
-    "nottraded": "剩余数量",
+    "left": "剩余数量",
     "order_volume": "单笔委托",
     "timer_count": "本轮读秒",
     "total_count": "累计读秒",
@@ -24,10 +24,8 @@
     "spread_up": "价差上限",
     "spread_down": "价差下限",
     "max_pos": "最大持仓",
-
     "start_time": "开始时间",
     "end_time": "结束时间",
-
     "min_volume": "最小委托量",
     "max_volume": "最大委托量",
     "volume_change": "委托量变化"