回到OptionMaster

根据我们对APP调用的代码阅读，我们基本上知道了一个APP是如何被调用，那么我们回到OptionMaster学习下这个APP的实现。

看看结构

class OptionManager(QtWidgets.QWidget):

    """"""

    signal_new_portfolio = QtCore.pyqtSignal(Event)

    def __init__(self, main_engine: MainEngine, event_engine: EventEngine):

        pass

    def init_ui(self):

        pass

    def register_event(self):

        pass

    def process_new_portfolio_event(self, event: Event):

        pass

    def update_portfolio_combo(self):

        pass

    def open_portfolio_dialog(self):

        pass

    def init_widgets(self):

        pass

    def calculate_underlying_adjustment(self):

        pass

通过结构和注释，我们基本上知道这是一个期权方面的APP。我们来对代码进行仔细学习

`init`

    def __init__(self, main_engine: MainEngine, event_engine: EventEngine):

        """"""

        super().__init__()

        self.main_engine = main_engine

        self.event_engine = event_engine

        self.option_engine = main_engine.get_engine(APP_NAME)

        self.portfolio_name: str = ""

        self.market_monitor: OptionMarketMonitor = None

        self.greeks_monitor: OptionGreeksMonitor = None

        self.docks: List[QtWidgets.QDockWidget] = []

        self.init_ui()

        self.register_event()

在init中我们看到和MainWindow不一样的地方出了main_engine和event_engin还加入了一个他自己的引擎，这个引擎是在app注册时候配置在engine_class中的。然后有两个报表：market_monitor和greeks_monitor

init_ui

    def init_ui(self):

        #具体实现

        self.portfolio_button = QtWidgets.QPushButton("配置")

        self.portfolio_button.clicked.connect(self.open_portfolio_dialog)

简单的界面配置我们通过运行程序看到实现的大概如下

我们只看到portfolio_button点击以后调用了self.open_portfolio_dialog

open_portfolio_dialog

    def open_portfolio_dialog(self):

        """"""

        portfolio_name = self.portfolio_combo.currentText()

        if not portfolio_name:

            return

        self.portfolio_name = portfolio_name

        dialog = PortfolioDialog(self.option_engine, portfolio_name)

        result = dialog.exec_()

        if result == dialog.Accepted:

            self.portfolio_combo.setEnabled(False)

            self.portfolio_button.setEnabled(False)

            self.init_widgets()

我们看到点击配置以后，如果有选择期权产品，则弹出 PortfolioDialog对话框。根据对话框的执行结果，如果点击了接受，则下拉框和配置按钮不可用，然后执行init_widgets

init_widgets

    def init_widgets(self):

        """"""

        self.market_monitor = OptionMarketMonitor(self.option_engine, self.portfolio_name)

        self.greeks_monitor = OptionGreeksMonitor(self.option_engine, self.portfolio_name)

        self.manual_trader = OptionManualTrader(self.option_engine, self.portfolio_name)

        self.market_monitor.itemDoubleClicked.connect(self.manual_trader.update_symbol)

        self.market_button.clicked.connect(self.market_monitor.showMaximized)

        self.greeks_button.clicked.connect(self.greeks_monitor.showMaximized)

        self.manual_button.clicked.connect(self.manual_trader.show)

        self.chain_button.clicked.connect(self.calculate_underlying_adjustment)

        for button in [

            self.market_button,

            self.greeks_button,

            self.chain_button,

            self.manual_button

        ]:

            button.setEnabled(True)

我们看到则是对market_monitor，greeks_monitor，manual_trader进行实例化，并且绑定了事件的信号插槽。同时对一些按钮进行了绑定，基本上都是窗体的显示。主要是以下按钮和窗体的显示的对应

        self.market_button = QtWidgets.QPushButton("T型报价")

        self.greeks_button = QtWidgets.QPushButton("持仓希腊值")

        self.chain_button = QtWidgets.QPushButton("拟合升贴水")

        self.manual_button = QtWidgets.QPushButton("快速交易")

而且每一个窗体都传入了该APP定义的engine

register_event

我们在__init__方法中同时看到了此方法的调用。

    def register_event(self):

        """"""

        self.signal_new_portfolio.connect(self.process_new_portfolio_event)

        self.event_engine.register(EVENT_OPTION_NEW_PORTFOLIO, self.signal_new_portfolio.emit)

我们看到该方法把 process_new_portfolio_event的Handler和register到了MainEngine中去。

process_new_portfolio_event

    def process_new_portfolio_event(self, event: Event):

        """"""

        self.update_portfolio_combo()

    def update_portfolio_combo(self):

        """"""

        if not self.portfolio_combo.isEnabled():

            return

        self.portfolio_combo.clear()

        portfolio_names = self.option_engine.get_portfolio_names()

        self.portfolio_combo.addItems(portfolio_names)

根据handler的调用来更新期权产品的列表

calculate_underlying_adjustment



self.chain_button.clicked.connect(self.calculate_underlying_adjustment)

    def calculate_underlying_adjustment(self):

        """"""

        portfolio = self.option_engine.get_portfolio(self.portfolio_name)

        for chain in portfolio.chains.values():

            chain.calculate_underlying_adjustment()

我们看到快速交易点击以后，会执行从引擎中获得期权产品的数据，然后执行calculate_underlying_adjustment（）方法，要继续深入下去，我们有几个方向：

market_monitor
greeks_monitor
manual_trader
option_engine
calculate_underlying_adjustment

我们还是从周围向心脏的方式学习，先看看几个窗体，然后随后深入引擎的代码学习

market_monitor

class OptionMarketMonitor(MonitorTable):

    def __init__(self, option_engine: OptionEngine, portfolio_name: str):

    def init_ui(self):

    def register_event(self):

    def process_tick_event(self, event: Event):

    def process_trade_event(self, event: Event):

    def process_position_event(self, event: Event):

    def update_pos(self, vt_symbol: str):

    def update_price(self, vt_symbol: str):

    def update_impv(self, vt_symbol: str):

    def update_greeks(self, vt_symbol: str):

    def scroll_to_middle(self):

    def resizeEvent(self, event: QtGui.QResizeEvent):

我们看到 OptionMarketMonitor继承了MonitorTable，而MonitorTable基本上和框架里面的MonitorBase如出一辙。其实大量代码几乎可以重用。

我们先来看看这个类的具体代码，最值得琢磨的其实是这个

    def register_event(self):

        """"""

        self.signal_tick.connect(self.process_tick_event)

        self.signal_trade.connect(self.process_trade_event)

        self.signal_position.connect(self.process_position_event)

        self.event_engine.register(EVENT_TICK, self.signal_tick.emit)

        self.event_engine.register(EVENT_TRADE, self.signal_trade.emit)

        self.event_engine.register(EVENT_POSITION, self.signal_position.emit)

    def __init__(self, option_engine: OptionEngine, portfolio_name: str):

        """"""

        super().__init__()

        self.option_engine = option_engine

        self.event_engine = option_engine.event_engine

        self.portfolio_name = portfolio_name

把处理tick事件，交易事件，仓位事件都和OptionEngine连接起来。

而这些处理的Handler无非根据信息改变界面，就不一一研究。

其他窗体

class OptionManualTrader(QtWidgets.QWidget):

    def __init__(self, option_engine: OptionEngine, portfolio_name: str):

        """"""

        super().__init__()

        self.option_engine = option_engine

        self.main_engine: MainEngine = option_engine.main_engine

        self.event_engine: EventEngine = option_engine.event_engine

我们可以看到窗体不但对自己的引擎OptionEngine，而且也对mainEngin和EventEngine有所调用。

 def send_order(self):

        """"""

        symbol = self.symbol_line.text()

        contract = self.contracts.get(symbol, None)

        if not contract:

            return

        price_text = self.price_line.text()

        volume_text = self.volume_line.text()

        if not price_text or not volume_text:

            return

        price = float(price_text)

        volume = int(volume_text)

        direction = Direction(self.direction_combo.currentText())

        offset = Offset(self.offset_combo.currentText())

        req = OrderRequest(

            symbol=contract.symbol,

            exchange=contract.exchange,

            direction=direction,

            type=OrderType.LIMIT,

            offset=offset,

            volume=volume,

            price=price

        )

        self.main_engine.send_order(req, contract.gateway_name)

整个是通过main_engin来下单的。而在分析主引擎的时候我们知道send_order正是通过gateway_name来下单的。

而gateway_name来自contract合约

而合约来自main_engin

    def init_contracts(self):

        """"""

        contracts = self.main_engine.get_all_contracts()

        for contract in contracts:

            self.contracts[contract.symbol] = contract

我们可以想象得到。而main_engine中合约的信息又来自OmsEngine 指定管理系统 (Order Manage System)

接下来我们要继续深入就必须深入到引擎的内容了。

巴特西

vnpy源码阅读学习（9）回到OptionMaster