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作者: lijiang ;来源:维恩的派论坛 ;应用版本 vn.demo (2016年版本)

实现步骤


  1. 在MainWindow主窗口下,增加价格图的窗口布局。
  2. 添加PriceWidget模块,定义相关参数,变量。
  3. 调用函数self.__connectMongo(),连接数据库;
  4. 初始化界面,并下载历史数据。
  5. 注册事件监听,更新实时数据,onBar()里调用画图函数。
  6. 画图模块,TICK图比较简单,K图是从pyqtgraph里直接copy过来的模块,关键点在p.drawLine。

 

启动vn.demo/ctpdemo/demoMain.py,点击选择系统、登录账号,在代码框敲入合约代码+enter键。
效果图如下:
 
enter image description here

 

代码实现如下:

# encoding: UTF-8

"""
该文件中包含的是交易平台的上层UI部分,
通过图形界面调用中间层的主动函数,并监控相关数据更新。

Monitor主要负责监控数据,有部分包含主动功能。
Widget主要用于调用主动功能,有部分包含数据监控。
"""

from __future__ import division

import time
import sys
import shelve
from collections import OrderedDict

import sip
from PyQt4 import QtCore, QtGui

import pyqtgraph as pg
import numpy as np
from eventEngine import *
from pymongo import MongoClient
from pymongo.errors import *
from datetime import datetime, timedelta


########################################################################
class LogMonitor(QtGui.QTableWidget):
    """用于显示日志"""
    signal = QtCore.pyqtSignal(type(Event()))

    #----------------------------------------------------------------------
    def __init__(self, eventEngine, parent=None):
        """Constructor"""
        super(LogMonitor, self).__init__(parent)
        self.__eventEngine = eventEngine

        self.initUi()
        self.registerEvent()

    #----------------------------------------------------------------------
    def initUi(self):
        """初始化界面"""
        self.setWindowTitle(u'日志')

        self.setColumnCount(2)                     
        self.setHorizontalHeaderLabels([u'时间', u'日志'])

        self.verticalHeader().setVisible(False)                 # 关闭左边的垂直表头
        self.setEditTriggers(QtGui.QTableWidget.NoEditTriggers) # 设为不可编辑状态

        # 自动调整列宽
        self.horizontalHeader().setResizeMode(0, QtGui.QHeaderView.ResizeToContents)
        self.horizontalHeader().setResizeMode(1, QtGui.QHeaderView.Stretch)        

    #----------------------------------------------------------------------
    def registerEvent(self):
        """注册事件监听"""
        # Qt图形组件的GUI更新必须使用Signal/Slot机制,否则有可能导致程序崩溃
        # 因此这里先将图形更新函数作为Slot,和信号连接起来
        # 然后将信号的触发函数注册到事件驱动引擎中
        self.signal.connect(self.updateLog)
        self.__eventEngine.register(EVENT_LOG, self.signal.emit)

    #----------------------------------------------------------------------
    def updateLog(self, event):
        """更新日志"""
        # 获取当前时间和日志内容
        t = time.strftime('%H:%M:%S',time.localtime(time.time()))   
        log = event.dict_['log']                                    

        # 在表格最上方插入一行
        self.insertRow(0)              

        # 创建单元格
        cellTime = QtGui.QTableWidgetItem(t)    
        cellLog = QtGui.QTableWidgetItem(log)

        # 将单元格插入表格
        self.setItem(0, 0, cellTime)            
        self.setItem(0, 1, cellLog)


########################################################################
class AccountMonitor(QtGui.QTableWidget):
    """用于显示账户"""
    signal = QtCore.pyqtSignal(type(Event()))

    dictLabels = OrderedDict()
    dictLabels['AccountID'] = u'投资者账户'
    dictLabels['PreBalance'] = u'昨结'
    dictLabels['CloseProfit'] = u'平仓盈亏'
    dictLabels['PositionProfit'] = u'持仓盈亏'
    dictLabels['Commission'] = u'手续费'
    dictLabels['CurrMargin'] = u'当前保证金'
    dictLabels['Balance'] = u'账户资金'
    dictLabels['Available'] = u'可用资金'
    dictLabels['WithdrawQuota'] = u'可取资金'
    dictLabels['FrozenCash'] = u'冻结资金'
    dictLabels['FrozenMargin'] = u'冻结保证金'
    dictLabels['FrozenCommission'] = u'冻结手续费'
    dictLabels['Withdraw'] = u'出金'
    dictLabels['Deposit'] = u'入金'

    #----------------------------------------------------------------------
    def __init__(self, eventEngine, parent=None):
        """Constructor"""
        super(AccountMonitor, self).__init__(parent)
        self.__eventEngine = eventEngine

        self.dictAccount = {}       # 用来保存账户对应的单元格

        self.initUi()
        self.registerEvent()

    #----------------------------------------------------------------------
    def initUi(self):
        """"""
        self.setWindowTitle(u'账户')

        self.setColumnCount(len(self.dictLabels))
        self.setHorizontalHeaderLabels(self.dictLabels.values())

        self.verticalHeader().setVisible(False)                 # 关闭左边的垂直表头
        self.setEditTriggers(QtGui.QTableWidget.NoEditTriggers) # 设为不可编辑状态  

    #----------------------------------------------------------------------
    def registerEvent(self):
        """"""
        self.signal.connect(self.updateAccount)
        self.__eventEngine.register(EVENT_ACCOUNT, self.signal.emit)

    #----------------------------------------------------------------------
    def updateAccount(self, event):
        """"""
        data = event.dict_['data']
        accountid = data['AccountID']

        # 如果之前已经收到过这个账户的数据, 则直接更新
        if accountid in self.dictAccount:
            d = self.dictAccount[accountid]

            for label, cell in d.items():
                cell.setText(str(data[label]))
        # 否则插入新的一行,并更新
        else:
            self.insertRow(0)
            d = {}

            for col, label in enumerate(self.dictLabels.keys()):
                cell = QtGui.QTableWidgetItem(str(data[label]))
                self.setItem(0, col, cell)
                d[label] = cell

            self.dictAccount[accountid] = d


########################################################################
class TradeMonitor(QtGui.QTableWidget):
    """用于显示成交记录"""
    signal = QtCore.pyqtSignal(type(Event()))

    dictLabels = OrderedDict()
    dictLabels['InstrumentID'] = u'合约代码'
    dictLabels['ExchangeID'] = u'交易所'
    dictLabels['Direction'] = u'方向'   
    dictLabels['OffsetFlag'] = u'开平'
    dictLabels['TradeID'] = u'成交编号'
    dictLabels['TradeTime'] = u'成交时间'
    dictLabels['Volume'] = u'数量'
    dictLabels['Price'] = u'价格'
    dictLabels['OrderRef'] = u'报单号'
    dictLabels['OrderSysID'] = u'报单系统号'

    dictDirection = {}
    dictDirection['0'] = u'买'
    dictDirection['1'] = u'        卖'
    dictDirection['2'] = u'ETF申购'
    dictDirection['3'] = u'ETF赎回'
    dictDirection['4'] = u'ETF现金替代'
    dictDirection['5'] = u'债券入库'
    dictDirection['6'] = u'债券出库'
    dictDirection['7'] = u'配股'
    dictDirection['8'] = u'转托管'
    dictDirection['9'] = u'信用账户配股'
    dictDirection['A'] = u'担保品买入'
    dictDirection['B'] = u'担保品卖出'
    dictDirection['C'] = u'担保品转入'
    dictDirection['D'] = u'担保品转出'
    dictDirection['E'] = u'融资买入'
    dictDirection['F'] = u'融资卖出'
    dictDirection['G'] = u'卖券还款'
    dictDirection['H'] = u'买券还券'
    dictDirection['I'] = u'直接还款'
    dictDirection['J'] = u'直接换券'
    dictDirection['K'] = u'余券划转'
    dictDirection['L'] = u'OF申购'    
    dictDirection['M'] = u'OF赎回'
    dictDirection['N'] = u'SF拆分'
    dictDirection['O'] = u'SF合并'
    dictDirection['P'] = u'备兑'
    dictDirection['Q'] = u'证券冻结/解冻'
    dictDirection['R'] = u'行权'      

    dictOffset = {}
    dictOffset['0'] = u'开仓'
    dictOffset['1'] = u'        平仓'
    dictOffset['2'] = u'    强平'
    dictOffset['3'] = u'        平今'
    dictOffset['4'] = u'    平昨'
    dictOffset['5'] = u'    强减'
    dictOffset['6'] = u'    本地强平'

    #----------------------------------------------------------------------
    def __init__(self, eventEngine, parent=None):
        """Constructor"""
        super(TradeMonitor, self).__init__(parent)
        self.__eventEngine = eventEngine

        self.initUi()
        self.registerEvent()    

    #----------------------------------------------------------------------
    def initUi(self):
        """"""
        self.setWindowTitle(u'成交')

        self.setColumnCount(len(self.dictLabels))
        self.setHorizontalHeaderLabels(self.dictLabels.values())

        self.verticalHeader().setVisible(False)                 # 关闭左边的垂直表头
        self.setEditTriggers(QtGui.QTableWidget.NoEditTriggers) # 设为不可编辑状态  

    #----------------------------------------------------------------------
    def registerEvent(self):
        """"""
        self.signal.connect(self.updateTrade)
        self.__eventEngine.register(EVENT_TRADE, self.signal.emit)

    #----------------------------------------------------------------------
    def updateTrade(self, event):
        """"""
        data = event.dict_['data']

        self.insertRow(0)

        for col, label in enumerate(self.dictLabels.keys()):
            if label == 'Direction':
                try:
                    value = self.dictDirection[data[label]]
                except KeyError:
                    value = u'未知类型'
            elif label == 'OffsetFlag':
                try:
                    value = self.dictOffset[data[label]]
                except KeyError:
                    value = u'未知类型'
            else:
                value = str(data[label])

            cell = QtGui.QTableWidgetItem(value)
            self.setItem(0, col, cell)


########################################################################
class PositionMonitor(QtGui.QTableWidget):
    """用于显示持仓"""
    signal = QtCore.pyqtSignal(type(Event()))

    dictLabels = OrderedDict()
    dictLabels['InstrumentID'] = u'合约代码'
    dictLabels['PosiDirection'] = u'方向'  
    dictLabels['Position'] = u'持仓'
    dictLabels['PositionCost'] = u'持仓成本'
    dictLabels['PositionProfit'] = u'持仓盈亏'

    dictPosiDirection = {}
    dictPosiDirection['1'] = u'    净'
    dictPosiDirection['2'] = u'多'
    dictPosiDirection['3'] = u'        空'

    #----------------------------------------------------------------------
    def __init__(self, eventEngine, parent=None):
        """Constructor"""
        super(PositionMonitor, self).__init__(parent)
        self.__eventEngine = eventEngine

        self.dictPosition = {}      # 用来保存持仓对应的单元格

        self.initUi()
        self.registerEvent()

    #----------------------------------------------------------------------
    def initUi(self):
        """"""
        self.setWindowTitle(u'持仓')

        self.setColumnCount(len(self.dictLabels))
        self.setHorizontalHeaderLabels(self.dictLabels.values())

        self.verticalHeader().setVisible(False)                 # 关闭左边的垂直表头
        self.setEditTriggers(QtGui.QTableWidget.NoEditTriggers) # 设为不可编辑状态  

    #----------------------------------------------------------------------
    def registerEvent(self):
        """"""
        self.signal.connect(self.updatePosition)
        self.__eventEngine.register(EVENT_POSITION, self.signal.emit)

    #----------------------------------------------------------------------
    def updatePosition(self, event):
        """"""
        data = event.dict_['data']

        # 过滤返回值为空的情况
        if data['InstrumentID']:
            posid = data['InstrumentID'] + '.' + data['PosiDirection']

            # 如果之前已经收到过这个账户的数据, 则直接更新
            if posid in self.dictPosition:
                d = self.dictPosition[posid]

                for label, cell in d.items():
                    if label == 'PosiDirection':
                        try:
                            value = self.dictPosiDirection[data[label]]
                        except KeyError:
                            value = u'未知类型'
                    else:
                        value = str(data[label])    
                    cell.setText(value)
            # 否则插入新的一行,并更新
            else:
                self.insertRow(0)
                d = {}

                for col, label in enumerate(self.dictLabels.keys()):
                    if label == 'PosiDirection':
                        try:
                            value = self.dictPosiDirection[data[label]]
                        except KeyError:
                            value = u'未知类型'
                    else:
                        value = str(data[label])
                    cell = QtGui.QTableWidgetItem(value)
                    self.setItem(0, col, cell)
                    d[label] = cell

                self.dictPosition[posid] = d


########################################################################
class OrderMonitor(QtGui.QTableWidget):
    """用于显示所有报单"""
    signal = QtCore.pyqtSignal(type(Event()))

    dictLabels = OrderedDict()
    dictLabels['OrderRef'] = u'报单号'
    dictLabels['InsertTime'] = u'委托时间'
    dictLabels['InstrumentID'] = u'合约代码'
    dictLabels['Direction'] = u'方向'
    dictLabels['CombOffsetFlag'] = u'开平'
    dictLabels['LimitPrice'] = u'价格'
    dictLabels['VolumeTotalOriginal'] = u'委托数量'
    dictLabels['VolumeTraded'] = u'成交数量'
    dictLabels['StatusMsg'] = u'状态信息'
    dictLabels['OrderSysID'] = u'系统编号'


    dictDirection = {}
    dictDirection['0'] = u'买'
    dictDirection['1'] = u'       卖'
    dictDirection['2'] = u'ETF申购'
    dictDirection['3'] = u'ETF赎回'
    dictDirection['4'] = u'ETF现金替代'
    dictDirection['5'] = u'债券入库'
    dictDirection['6'] = u'债券出库'
    dictDirection['7'] = u'配股'
    dictDirection['8'] = u'转托管'
    dictDirection['9'] = u'信用账户配股'
    dictDirection['A'] = u'担保品买入'
    dictDirection['B'] = u'担保品卖出'
    dictDirection['C'] = u'担保品转入'
    dictDirection['D'] = u'担保品转出'
    dictDirection['E'] = u'融资买入'
    dictDirection['F'] = u'融资卖出'
    dictDirection['G'] = u'卖券还款'
    dictDirection['H'] = u'买券还券'
    dictDirection['I'] = u'直接还款'
    dictDirection['J'] = u'直接换券'
    dictDirection['K'] = u'余券划转'
    dictDirection['L'] = u'OF申购'    
    dictDirection['M'] = u'OF赎回'
    dictDirection['N'] = u'SF拆分'
    dictDirection['O'] = u'SF合并'
    dictDirection['P'] = u'备兑'
    dictDirection['Q'] = u'证券冻结/解冻'
    dictDirection['R'] = u'行权'          

    dictOffset = {}
    dictOffset['0'] = u'开仓'
    dictOffset['1'] = u'        平仓'
    dictOffset['2'] = u'        强平'
    dictOffset['3'] = u'        平今'
    dictOffset['4'] = u'        平昨'
    dictOffset['5'] = u'        强减'
    dictOffset['6'] = u'        本地强平'

    #----------------------------------------------------------------------
    def __init__(self, eventEngine, mainEngine, parent=None):
        """Constructor"""
        super(OrderMonitor, self).__init__(parent)
        self.__eventEngine = eventEngine
        self.__mainEngine = mainEngine

        self.dictOrder = {}     # 用来保存报单号对应的单元格对象
        self.dictOrderData = {}     # 用来保存报单数据

        self.initUi()
        self.registerEvent()

    #----------------------------------------------------------------------
    def initUi(self):
        """"""
        self.setWindowTitle(u'报单')

        self.setColumnCount(len(self.dictLabels))
        self.setHorizontalHeaderLabels(self.dictLabels.values())

        self.verticalHeader().setVisible(False)                 # 关闭左边的垂直表头
        self.setEditTriggers(QtGui.QTableWidget.NoEditTriggers) # 设为不可编辑状态

    #----------------------------------------------------------------------
    def registerEvent(self):
        """"""
        self.signal.connect(self.updateOrder)
        self.__eventEngine.register(EVENT_ORDER, self.signal.emit)

        self.itemDoubleClicked.connect(self.cancelOrder)

    #----------------------------------------------------------------------
    def updateOrder(self, event):
        """"""
        data = event.dict_['data']
        orderref = data['OrderRef']

        self.dictOrderData[orderref] = data

        # 如果之前已经收到过这个账户的数据, 则直接更新
        if orderref in self.dictOrder:
            d = self.dictOrder[orderref]

            for label, cell in d.items():
                if label == 'Direction':
                    try:
                        value = self.dictDirection[data[label]]
                    except KeyError:
                        value = u'未知类型'
                elif label == 'CombOffsetFlag':
                    try:
                        value = self.dictOffset[data[label]]
                    except KeyError:
                        value = u'未知类型'
                elif label == 'StatusMsg':
                    value = data[label].decode('gbk')
                else:
                    value = str(data[label])    

                cell.setText(value)
        # 否则插入新的一行,并更新
        else:
            self.insertRow(0)
            d = {}

            for col, label in enumerate(self.dictLabels.keys()):
                if label == 'Direction':
                    try:
                        value = self.dictDirection[data[label]]
                    except KeyError:
                        value = u'未知类型'
                elif label == 'CombOffsetFlag':
                    try:
                        value = self.dictOffset[data[label]]
                    except KeyError:
                        value = u'未知类型'
                elif label == 'StatusMsg':
                    value = data[label].decode('gbk')       
                else:
                    value = str(data[label])        

                cell = QtGui.QTableWidgetItem(value)
                self.setItem(0, col, cell)
                d[label] = cell

                cell.orderref = orderref    # 动态绑定报单号到单元格上

            self.dictOrder[orderref] = d

    #----------------------------------------------------------------------
    def cancelOrder(self, cell):
        """双击撤单"""
        orderref = cell.orderref
        order = self.dictOrderData[orderref]

        # 撤单前检查报单是否已经撤销或者全部成交
        if not (order['OrderStatus'] == '0' or order['OrderStatus'] == '5'):
            self.__mainEngine.cancelOrder(order['InstrumentID'],
                                          order['ExchangeID'],
                                          orderref,
                                          order['FrontID'],
                                          order['SessionID'])

    #----------------------------------------------------------------------
    def cancelAll(self):
        """全撤"""
        for order in self.dictOrderData.values():
            if not (order['OrderStatus'] == '0' or order['OrderStatus'] == '5'):
                self.__mainEngine.cancelOrder(order['InstrumentID'],
                                              order['ExchangeID'],
                                              order['OrderRef'],
                                              order['FrontID'],
                                              order['SessionID'])   


########################################################################
class MarketDataMonitor(QtGui.QTableWidget):
    """用于显示行情"""
    signal = QtCore.pyqtSignal(type(Event()))

    dictLabels = OrderedDict()
    dictLabels['Name'] = u'合约名称'
    dictLabels['InstrumentID'] = u'合约代码'
    dictLabels['ExchangeInstID'] = u'合约交易所代码'

    dictLabels['BidPrice1'] = u'买一价'
    dictLabels['BidVolume1'] = u'买一量'
    dictLabels['AskPrice1'] = u'卖一价'
    dictLabels['AskVolume1'] = u'卖一量'    

    dictLabels['LastPrice'] = u'最新价'
    dictLabels['Volume'] = u'成交量'

    dictLabels['UpdateTime'] = u'更新时间'


    #----------------------------------------------------------------------
    def __init__(self, eventEngine, mainEngine, parent=None):
        """Constructor"""
        super(MarketDataMonitor, self).__init__(parent)
        self.__eventEngine = eventEngine
        self.__mainEngine = mainEngine

        self.dictData = {}

        self.initUi()
        self.registerEvent()

    #----------------------------------------------------------------------
    def initUi(self):
        """"""
        self.setWindowTitle(u'行情')

        self.setColumnCount(len(self.dictLabels))
        self.setHorizontalHeaderLabels(self.dictLabels.values())

        self.verticalHeader().setVisible(False)                 # 关闭左边的垂直表头
        self.setEditTriggers(QtGui.QTableWidget.NoEditTriggers) # 设为不可编辑状态

    #----------------------------------------------------------------------
    def registerEvent(self):
        """"""
        self.signal.connect(self.updateData)
        self.__eventEngine.register(EVENT_MARKETDATA, self.signal.emit)

    #----------------------------------------------------------------------
    def updateData(self, event):
        """"""
        data = event.dict_['data']
        instrumentid = data['InstrumentID']

        # 如果之前已经收到过这个账户的数据, 则直接更新
        if instrumentid in self.dictData:
            d = self.dictData[instrumentid]

            for label, cell in d.items():
                if label != 'Name':
                    value = str(data[label])    
                else:
                    value = self.getName(data['InstrumentID'])
                cell.setText(value)
        # 否则插入新的一行,并更新
        else:
            row = self.rowCount()
            self.insertRow(row)
            d = {}

            for col, label in enumerate(self.dictLabels.keys()):
                if label != 'Name':
                    value = str(data[label])                    
                    cell = QtGui.QTableWidgetItem(value)
                    self.setItem(row, col, cell)
                    d[label] = cell
                else:
                    name = self.getName(data['InstrumentID'])               
                    cell = QtGui.QTableWidgetItem(name) 
                    self.setItem(row, col, cell)
                    d[label] = cell

            self.dictData[instrumentid] = d

    #----------------------------------------------------------------------
    def getName(self, instrumentid):
        """获取名称"""
        instrument = self.__mainEngine.selectInstrument(instrumentid)
        if instrument:
            return instrument['InstrumentName'].decode('GBK')
        else:
            return ''


########################################################################
class LoginWidget(QtGui.QDialog):
    """登录"""

    #----------------------------------------------------------------------
    def __init__(self, mainEngine, parent=None):
        """Constructor"""
        super(LoginWidget, self).__init__()
        self.__mainEngine = mainEngine

        self.initUi()
        self.loadData()

    #----------------------------------------------------------------------
    def initUi(self):
        """初始化界面"""
        self.setWindowTitle(u'登录')

        # 设置组件
        labelUserID = QtGui.QLabel(u'账号:')
        labelPassword = QtGui.QLabel(u'密码:')
        labelMdAddress = QtGui.QLabel(u'行情服务器:')
        labelTdAddress = QtGui.QLabel(u'交易服务器:')
        labelBrokerID = QtGui.QLabel(u'经纪商代码')

        self.editUserID = QtGui.QLineEdit()
        self.editPassword = QtGui.QLineEdit()
        self.editMdAddress = QtGui.QLineEdit()
        self.editTdAddress = QtGui.QLineEdit()
        self.editBrokerID = QtGui.QLineEdit()

        self.editUserID.setMinimumWidth(200)
        self.editPassword.setEchoMode(QtGui.QLineEdit.Password)

        buttonLogin = QtGui.QPushButton(u'登录')
        buttonCancel = QtGui.QPushButton(u'取消')
        buttonLogin.clicked.connect(self.login)
        buttonCancel.clicked.connect(self.close)

        # 设置布局
        buttonHBox = QtGui.QHBoxLayout()
        buttonHBox.addStretch()
        buttonHBox.addWidget(buttonLogin)
        buttonHBox.addWidget(buttonCancel)

        grid = QtGui.QGridLayout()
        grid.addWidget(labelUserID, 0, 0)
        grid.addWidget(labelPassword, 1, 0)
        grid.addWidget(labelMdAddress, 2, 0)
        grid.addWidget(labelTdAddress, 3, 0)
        grid.addWidget(labelBrokerID, 4, 0)
        grid.addWidget(self.editUserID, 0, 1)
        grid.addWidget(self.editPassword, 1, 1)
        grid.addWidget(self.editMdAddress, 2, 1)
        grid.addWidget(self.editTdAddress, 3, 1)
        grid.addWidget(self.editBrokerID, 4, 1)
        grid.addLayout(buttonHBox, 5, 0, 1, 2)

        self.setLayout(grid)

    #----------------------------------------------------------------------
    def login(self):
        """登录"""
        userid = str(self.editUserID.text())
        password = str(self.editPassword.text())
        mdAddress = str(self.editMdAddress.text())
        tdAddress = str(self.editTdAddress.text())
        brokerid = str(self.editBrokerID.text())

        self.__mainEngine.login(userid, password, brokerid, mdAddress, tdAddress)
        self.close()

    #----------------------------------------------------------------------
    def loadData(self):
        """读取数据"""
        f = shelve.open('setting.vn')

        try:
            setting = f['login']
            userid = setting['userid']
            password = setting['password']
            mdAddress = setting['mdAddress']
            tdAddress = setting['tdAddress']
            brokerid = setting['brokerid']

            self.editUserID.setText(userid)
            self.editPassword.setText(password)
            self.editMdAddress.setText(mdAddress)
            self.editTdAddress.setText(tdAddress)
            self.editBrokerID.setText(brokerid)
        except KeyError:
            pass

        f.close()

    #----------------------------------------------------------------------
    def saveData(self):
        """保存数据"""
        setting = {}
        setting['userid'] = str(self.editUserID.text())
        setting['password'] = str(self.editPassword.text())
        setting['mdAddress'] = str(self.editMdAddress.text())
        setting['tdAddress'] = str(self.editTdAddress.text())
        setting['brokerid'] = str(self.editBrokerID.text())

        f = shelve.open('setting.vn')
        f['login'] = setting
        f.close()   

    #----------------------------------------------------------------------
    def closeEvent(self, event):
        """关闭事件处理"""
        # 当窗口被关闭时,先保存登录数据,再关闭
        self.saveData()
        event.accept()      


########################################################################
class ControlWidget(QtGui.QWidget):
    """调用查询函数"""

    #----------------------------------------------------------------------
    def __init__(self, mainEngine, parent=None):
        """Constructor"""
        super(ControlWidget, self).__init__()
        self.__mainEngine = mainEngine

        self.initUi()

    #----------------------------------------------------------------------
    def initUi(self):
        """"""
        self.setWindowTitle(u'测试')

        buttonAccount = QtGui.QPushButton(u'查询账户')
        buttonInvestor = QtGui.QPushButton(u'查询投资者')
        buttonPosition = QtGui.QPushButton(u'查询持仓')

        buttonAccount.clicked.connect(self.__mainEngine.getAccount)
        buttonInvestor.clicked.connect(self.__mainEngine.getInvestor)
        buttonPosition.clicked.connect(self.__mainEngine.getPosition)

        hBox = QtGui.QHBoxLayout()
        hBox.addWidget(buttonAccount)
        hBox.addWidget(buttonInvestor)
        hBox.addWidget(buttonPosition)

        self.setLayout(hBox)


########################################################################
class TradingWidget(QtGui.QWidget):
    """交易"""
    signal = QtCore.pyqtSignal(type(Event()))

    dictDirection = OrderedDict()
    dictDirection['0'] = u'买'
    dictDirection['1'] = u'卖'  

    dictOffset = OrderedDict()
    dictOffset['0'] = u'开仓'
    dictOffset['1'] = u'平仓' 
    dictOffset['3'] = u'平今'

    dictPriceType = OrderedDict()
    dictPriceType['1'] = u'任意价'
    dictPriceType['2'] = u'限价'
    dictPriceType['3'] = u'最优价'
    dictPriceType['4'] = u'最新价'

    # 反转字典
    dictDirectionReverse = {value:key for key,value in dictDirection.items()}
    dictOffsetReverse = {value:key for key, value in dictOffset.items()}
    dictPriceTypeReverse = {value:key for key, value in dictPriceType.items()}

    #----------------------------------------------------------------------
    def __init__(self, eventEngine, mainEngine, orderMonitor, parent=None):
        """Constructor"""
        super(TradingWidget, self).__init__()
        self.__eventEngine = eventEngine
        self.__mainEngine = mainEngine
        self.__orderMonitor = orderMonitor

        self.instrumentid = ''

        self.initUi()
        self.registerEvent()

    #----------------------------------------------------------------------
    def initUi(self):
        """初始化界面"""
        self.setWindowTitle(u'交易')

        # 左边部分
        labelID = QtGui.QLabel(u'代码')
        labelName =  QtGui.QLabel(u'名称')
        labelDirection = QtGui.QLabel(u'委托类型')
        labelOffset = QtGui.QLabel(u'开平')
        labelPrice = QtGui.QLabel(u'价格')
        labelVolume = QtGui.QLabel(u'数量')
        labelPriceType = QtGui.QLabel(u'价格类型')

        self.lineID = QtGui.QLineEdit()
        self.lineName = QtGui.QLineEdit()

        self.comboDirection = QtGui.QComboBox()
        self.comboDirection.addItems(self.dictDirection.values())

        self.comboOffset = QtGui.QComboBox()
        self.comboOffset.addItems(self.dictOffset.values())

        self.spinPrice = QtGui.QDoubleSpinBox()
        self.spinPrice.setDecimals(4)
        self.spinPrice.setMinimum(0)
        self.spinPrice.setMaximum(10000)

        self.spinVolume = QtGui.QSpinBox()
        self.spinVolume.setMinimum(0)
        self.spinVolume.setMaximum(1000000)

        self.comboPriceType = QtGui.QComboBox()
        self.comboPriceType.addItems(self.dictPriceType.values())

        gridleft = QtGui.QGridLayout()
        gridleft.addWidget(labelID, 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(self.lineID, 0, 1)
        gridleft.addWidget(self.lineName, 1, 1)
        gridleft.addWidget(self.comboDirection, 2, 1)
        gridleft.addWidget(self.comboOffset, 3, 1)
        gridleft.addWidget(self.spinPrice, 4, 1)
        gridleft.addWidget(self.spinVolume, 5, 1)
        gridleft.addWidget(self.comboPriceType, 6, 1)   

        # 右边部分
        labelBid1 = QtGui.QLabel(u'买一')
        labelBid2 = QtGui.QLabel(u'买二')
        labelBid3 = QtGui.QLabel(u'买三')
        labelBid4 = QtGui.QLabel(u'买四')
        labelBid5 = QtGui.QLabel(u'买五')

        labelAsk1 = QtGui.QLabel(u'卖一')
        labelAsk2 = QtGui.QLabel(u'卖二')
        labelAsk3 = QtGui.QLabel(u'卖三')
        labelAsk4 = QtGui.QLabel(u'卖四')
        labelAsk5 = QtGui.QLabel(u'卖五')

        self.labelBidPrice1 = QtGui.QLabel()
        self.labelBidPrice2 = QtGui.QLabel()
        self.labelBidPrice3 = QtGui.QLabel()
        self.labelBidPrice4 = QtGui.QLabel()
        self.labelBidPrice5 = QtGui.QLabel()
        self.labelBidVolume1 = QtGui.QLabel()
        self.labelBidVolume2 = QtGui.QLabel()
        self.labelBidVolume3 = QtGui.QLabel()
        self.labelBidVolume4 = QtGui.QLabel()
        self.labelBidVolume5 = QtGui.QLabel()   

        self.labelAskPrice1 = QtGui.QLabel()
        self.labelAskPrice2 = QtGui.QLabel()
        self.labelAskPrice3 = QtGui.QLabel()
        self.labelAskPrice4 = QtGui.QLabel()
        self.labelAskPrice5 = QtGui.QLabel()
        self.labelAskVolume1 = QtGui.QLabel()
        self.labelAskVolume2 = QtGui.QLabel()
        self.labelAskVolume3 = QtGui.QLabel()
        self.labelAskVolume4 = QtGui.QLabel()
        self.labelAskVolume5 = QtGui.QLabel()   

        labelLast = QtGui.QLabel(u'最新')
        self.labelLastPrice = QtGui.QLabel()
        self.labelReturn = QtGui.QLabel()

        self.labelLastPrice.setMinimumWidth(60)
        self.labelReturn.setMinimumWidth(60)

        gridRight = QtGui.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 = QtGui.QPushButton(u'发单')
        buttonCancelAll = QtGui.QPushButton(u'全撤')

        # 整合布局
        hbox = QtGui.QHBoxLayout()
        hbox.addLayout(gridleft)
        hbox.addLayout(gridRight)

        vbox = QtGui.QVBoxLayout()
        vbox.addLayout(hbox)
        vbox.addWidget(buttonSendOrder)
        vbox.addWidget(buttonCancelAll)

        self.setLayout(vbox)

        # 关联更新
        buttonSendOrder.clicked.connect(self.sendOrder)
        buttonCancelAll.clicked.connect(self.__orderMonitor.cancelAll)
        self.lineID.returnPressed.connect(self.updateID)

    #----------------------------------------------------------------------
    def updateID(self):
        """合约变化"""
        instrumentid = str(self.lineID.text())

        # 获取合约
        instrument = self.__mainEngine.selectInstrument(instrumentid)
        if instrument:
            self.lineName.setText(instrument['InstrumentName'].decode('GBK'))

            # 清空价格数量
            self.spinPrice.setValue(0)
            self.spinVolume.setValue(0)

            # 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('')

            # 重新注册事件监听
            self.__eventEngine.unregister(EVENT_MARKETDATA_CONTRACT+self.instrumentid, self.signal.emit)
            self.__eventEngine.register(EVENT_MARKETDATA_CONTRACT+instrumentid, self.signal.emit)

            # 订阅合约
            self.__mainEngine.subscribe(instrumentid, instrument['ExchangeID'])

            # 更新目前的合约
            self.instrumentid = instrumentid

    #----------------------------------------------------------------------
    def updateMarketData(self, event):
        """更新行情"""
        data = event.dict_['data']

        if data['InstrumentID'] == self.instrumentid:
            self.labelBidPrice1.setText(str(data['BidPrice1']))
            self.labelAskPrice1.setText(str(data['AskPrice1']))
            self.labelBidVolume1.setText(str(data['BidVolume1']))
            self.labelAskVolume1.setText(str(data['AskVolume1']))

            if data['BidVolume2']:
                self.labelBidPrice2.setText(str(data['BidPrice2']))
                self.labelBidPrice3.setText(str(data['BidPrice3']))
                self.labelBidPrice4.setText(str(data['BidPrice4']))
                self.labelBidPrice5.setText(str(data['BidPrice5']))

                self.labelAskPrice2.setText(str(data['AskPrice2']))
                self.labelAskPrice3.setText(str(data['AskPrice3']))
                self.labelAskPrice4.setText(str(data['AskPrice4']))
                self.labelAskPrice5.setText(str(data['AskPrice5']))

                self.labelBidVolume2.setText(str(data['BidVolume2']))
                self.labelBidVolume3.setText(str(data['BidVolume3']))
                self.labelBidVolume4.setText(str(data['BidVolume4']))
                self.labelBidVolume5.setText(str(data['BidVolume5']))

                self.labelAskVolume2.setText(str(data['AskVolume2']))
                self.labelAskVolume3.setText(str(data['AskVolume3']))
                self.labelAskVolume4.setText(str(data['AskVolume4']))
                self.labelAskVolume5.setText(str(data['AskVolume5']))   

            self.labelLastPrice.setText(str(data['LastPrice']))
            rt = (data['LastPrice']/data['PreClosePrice'])-1
            self.labelReturn.setText(('%.2f' %(rt*100))+'%')

    #----------------------------------------------------------------------
    def registerEvent(self):
        """注册事件监听"""
        self.signal.connect(self.updateMarketData)

    #----------------------------------------------------------------------
    def sendOrder(self):
        """发单"""
        instrumentid = str(self.lineID.text())

        instrument = self.__mainEngine.selectInstrument(instrumentid)
        if instrument:
            exchangeid = instrument['ExchangeID']
            direction = self.dictDirectionReverse[unicode(self.comboDirection.currentText())]
            offset = self.dictOffsetReverse[unicode(self.comboOffset.currentText())]
            price = float(self.spinPrice.value())
            volume = int(self.spinVolume.value())
            pricetype = self.dictPriceTypeReverse[unicode(self.comboPriceType.currentText())]
            self.__mainEngine.sendOrder(instrumentid, exchangeid, price, pricetype, volume ,direction, offset)


########################################################################
class AboutWidget(QtGui.QDialog):
    """显示关于信息"""

    #----------------------------------------------------------------------
    def __init__(self, parent):
        """Constructor"""
        super(AboutWidget, self).__init__(parent)

        self.initUi()

    #----------------------------------------------------------------------
    def initUi(self):
        """"""
        self.setWindowTitle(u'关于')

        text = u"""
            vn.py框架Demo  

            完成日期:2015/4/17 

            作者:用Python的交易员

            License:MIT

            主页:vnpy.org

            Github:github.com/vnpy/vnpy

            QQ交流群:262656087




            开发环境

            操作系统:Windows 7 专业版 64位

            Python发行版:Python 2.7.6 (Anaconda 1.9.2 Win-32)

            图形库:PyQt4 4.11.3 Py2.7-x32

            交易接口:vn.lts/vn.ctp

            事件驱动引擎:vn.event

            开发环境:WingIDE 5.0.6

            EXE打包:Nuitka 0.5.12.1 Python2.7 32 bit MSI
            """

        label = QtGui.QLabel()
        label.setText(text)
        label.setMinimumWidth(450)

        vbox = QtGui.QVBoxLayout()
        vbox.addWidget(label)

        self.setLayout(vbox)

########################################################################
class PriceWidget(QtGui.QWidget):
    """用于显示价格走势图"""
    signal = QtCore.pyqtSignal(type(Event()))

    # tick图的相关参数、变量
    listlastPrice = np.empty(1000)

    fastMA = 0
    midMA = 0
    slowMA = 0
    listfastMA = np.empty(1000)
    listmidMA = np.empty(1000)
    listslowMA = np.empty(1000)
    tickFastAlpha = 0.0333    # 快速均线的参数,30
    tickMidAlpha = 0.0167     # 中速均线的参数,60
    tickSlowAlpha = 0.0083    # 慢速均线的参数,120

    ptr = 0
    ticktime = None  # tick数据时间

    # K线图EMA均线的参数、变量
    EMAFastAlpha = 0.0167    # 快速EMA的参数,60
    EMASlowAlpha = 0.0083  # 慢速EMA的参数,120
    fastEMA = 0        # 快速EMA的数值
    slowEMA = 0        # 慢速EMA的数值
    listfastEMA = []
    listslowEMA = []

    # K线缓存对象
    barOpen = 0
    barHigh = 0
    barLow = 0
    barClose = 0
    barTime = None
    barOpenInterest = 0
    num = 0

    # 保存K线数据的列表对象
    listBar = []
    listClose = []
    listHigh = []
    listLow = []
    listOpen = []
    listOpenInterest = []

    # 是否完成了历史数据的读取
    initCompleted = False
    # 初始化时读取的历史数据的起始日期(可以选择外部设置)
    startDate = None
    symbol = 'SR701'

    class CandlestickItem(pg.GraphicsObject):
        def __init__(self, data):
            pg.GraphicsObject.__init__(self)
            self.data = data  ## data must have fields: time, open, close, min, max
            self.generatePicture()

        def generatePicture(self):
            ## pre-computing a QPicture object allows paint() to run much more quickly,
            ## rather than re-drawing the shapes every time.
            self.picture = QtGui.QPicture()
            p = QtGui.QPainter(self.picture)
            p.setPen(pg.mkPen(color='w', width=0.4))  # 0.4 means w*2
            # w = (self.data[1][0] - self.data[0][0]) / 3.
            w = 0.2
            for (t, open, close, min, max) in self.data:
                p.drawLine(QtCore.QPointF(t, min), QtCore.QPointF(t, max))
                if open > close:
                    p.setBrush(pg.mkBrush('g'))
                else:
                    p.setBrush(pg.mkBrush('r'))
                p.drawRect(QtCore.QRectF(t-w, open, w*2, close-open))
            p.end()

        def paint(self, p, *args):
            p.drawPicture(0, 0, self.picture)

        def boundingRect(self):
            ## boundingRect _must_ indicate the entire area that will be drawn on
            ## or else we will get artifacts and possibly crashing.
            ## (in this case, QPicture does all the work of computing the bouning rect for us)
            return QtCore.QRectF(self.picture.boundingRect())

    #----------------------------------------------------------------------
    def __init__(self, eventEngine, mainEngine, parent=None):
        """Constructor"""
        super(PriceWidget, self).__init__(parent)

        self.__eventEngine = eventEngine
        self.__mainEngine = mainEngine
        # MongoDB数据库相关
        self.__mongoConnected = False
        self.__mongoConnection = None
        self.__mongoTickDB = None

        # 调用函数
        self.__connectMongo()
        self.initUi(startDate=None)
        self.registerEvent()

    #----------------------------------------------------------------------
    def initUi(self, startDate=None):
        """初始化界面"""
        self.setWindowTitle(u'Price')

        self.vbl_1 = QtGui.QVBoxLayout()
        self.initplotTick()  # plotTick初始化

        self.vbl_2 = QtGui.QVBoxLayout()
        self.initplotKline()  # plotKline初始化
        self.initplotTendency()  # plot分时图的初始化

        # 整体布局
        self.hbl = QtGui.QHBoxLayout()
        self.hbl.addLayout(self.vbl_1)
        self.hbl.addLayout(self.vbl_2)
        self.setLayout(self.hbl)

        self.initHistoricalData()  # 下载历史数据

    #----------------------------------------------------------------------
    def initplotTick(self):
        """"""
        self.pw1 = pg.PlotWidget(name='Plot1')
        self.vbl_1.addWidget(self.pw1)
        self.pw1.setRange(xRange=[-360, 0])
        self.pw1.setLimits(xMax=5)
        self.pw1.setDownsampling(mode='peak')
        self.pw1.setClipToView(True)

        self.curve1 = self.pw1.plot()
        self.curve2 = self.pw1.plot()
        self.curve3 = self.pw1.plot()
        self.curve4 = self.pw1.plot()

    #----------------------------------------------------------------------
    def initplotKline(self):
        """Kline"""
        self.pw2 = pg.PlotWidget(name='Plot2')  # K线图
        self.vbl_2.addWidget(self.pw2)
        self.pw2.setDownsampling(mode='peak')
        self.pw2.setClipToView(True)

        self.curve5 = self.pw2.plot()
        self.curve6 = self.pw2.plot()

        self.candle = self.CandlestickItem(self.listBar)
        self.pw2.addItem(self.candle)
        ## Draw an arrowhead next to the text box
        # self.arrow = pg.ArrowItem()
        # self.pw2.addItem(self.arrow)

    #----------------------------------------------------------------------
    def initplotTendency(self):
        """"""
        self.pw3 = pg.PlotWidget(name='Plot3')
        self.vbl_2.addWidget(self.pw3)
        self.pw3.setDownsampling(mode='peak')
        self.pw3.setClipToView(True)
        self.pw3.setMaximumHeight(200)
        self.pw3.setXLink('Plot2')   # X linked with Plot2

        self.curve7 = self.pw3.plot()

    #----------------------------------------------------------------------
    def initHistoricalData(self,startDate=None):
        """初始历史数据"""

        td = timedelta(days=1)     # 读取3天的历史TICK数据

        if startDate:
            cx = self.loadTick(self.symbol, startDate-td)
        else:
            today = datetime.today().replace(hour=0, minute=0, second=0, microsecond=0)
            cx = self.loadTick(self.symbol, today-td)

        if cx:
            for data in cx:
                tick = Tick(data['InstrumentID'])

                tick.openPrice = data['OpenPrice']
                tick.highPrice = data['HighestPrice']
                tick.lowPrice = data['LowestPrice']
                tick.lastPrice = data['LastPrice']

                tick.volume = data['Volume']
                tick.openInterest = data['OpenInterest']

                tick.upperLimit = data['UpperLimitPrice']
                tick.lowerLimit = data['LowerLimitPrice']

                tick.time = data['UpdateTime']
                tick.ms = data['UpdateMillisec']

                tick.bidPrice1 = data['BidPrice1']
                tick.bidPrice2 = data['BidPrice2']
                tick.bidPrice3 = data['BidPrice3']
                tick.bidPrice4 = data['BidPrice4']
                tick.bidPrice5 = data['BidPrice5']

                tick.askPrice1 = data['AskPrice1']
                tick.askPrice2 = data['AskPrice2']
                tick.askPrice3 = data['AskPrice3']
                tick.askPrice4 = data['AskPrice4']
                tick.askPrice5 = data['AskPrice5']

                tick.bidVolume1 = data['BidVolume1']
                tick.bidVolume2 = data['BidVolume2']
                tick.bidVolume3 = data['BidVolume3']
                tick.bidVolume4 = data['BidVolume4']
                tick.bidVolume5 = data['BidVolume5']

                tick.askVolume1 = data['AskVolume1']
                tick.askVolume2 = data['AskVolume2']
                tick.askVolume3 = data['AskVolume3']
                tick.askVolume4 = data['AskVolume4']
                tick.askVolume5 = data['AskVolume5']

                self.onTick(tick)

        self.initCompleted = True    # 读取历史数据完成
        # pprint('load historic data completed')

    #----------------------------------------------------------------------
    def plotTick(self):
        """画tick图"""
        if self.initCompleted:
            self.curve1.setData(self.listlastPrice[:self.ptr])
            self.curve2.setData(self.listfastMA[:self.ptr], pen=(255, 0, 0), name="Red curve")
            self.curve3.setData(self.listmidMA[:self.ptr], pen=(0, 255, 0), name="Green curve")
            self.curve4.setData(self.listslowMA[:self.ptr], pen=(0, 0, 255), name="Blue curve")
            self.curve1.setPos(-self.ptr, 0)
            self.curve2.setPos(-self.ptr, 0)
            self.curve3.setPos(-self.ptr, 0)
            self.curve4.setPos(-self.ptr, 0)

    #----------------------------------------------------------------------
    def plotKline(self):
        """K线图"""
        if self.initCompleted:
            # 均线
            self.curve5.setData(self.listfastEMA, pen=(255, 0, 0), name="Red curve")
            self.curve6.setData(self.listslowEMA, pen=(0, 255, 0), name="Green curve")

            # 画K线
            self.pw2.removeItem(self.candle)
            self.candle = self.CandlestickItem(self.listBar)
            self.pw2.addItem(self.candle)
            self.plotText()   # 显示开仓信号位置

    #----------------------------------------------------------------------
    def plotTendency(self):
        """"""
        if self.initCompleted:
            self.curve7.setData(self.listOpenInterest, pen=(255, 255, 255), name="White curve")

    #----------------------------------------------------------------------
    def plotText(self):
        lenClose = len(self.listClose)

        if lenClose >= 5:                                       # Fractal Signal
            if self.listClose[-1] > self.listClose[-2] and self.listClose[-3] > self.listClose[-2] and self.listClose[-4] > self.listClose[-2] and self.listClose[-5] > self.listClose[-2] and self.listfastEMA[-1] > self.listslowEMA[-1]:
                ## Draw an arrowhead next to the text box
                # self.pw2.removeItem(self.arrow)
                self.arrow = pg.ArrowItem(pos=(lenClose-1, self.listLow[-1]), angle=90, brush=(255, 0, 0))
                self.pw2.addItem(self.arrow)
            elif self.listClose[-1] < self.listClose[-2] and self.listClose[-3] < self.listClose[-2] and self.listClose[-4] < self.listClose[-2] and self.listClose[-5] < self.listClose[-2] and self.listfastEMA[-1] < self.listslowEMA[-1]:
                ## Draw an arrowhead next to the text box
                # self.pw2.removeItem(self.arrow)
                self.arrow = pg.ArrowItem(pos=(lenClose-1, self.listHigh[-1]), angle=-90, brush=(0, 255, 0))
                self.pw2.addItem(self.arrow)

    #----------------------------------------------------------------------
    def updateMarketData(self, event):
        """更新行情"""
        data = event.dict_['data']
        symbol = data['InstrumentID']
        tick = Tick(symbol)
        tick.openPrice = data['OpenPrice']
        tick.highPrice = data['HighestPrice']
        tick.lowPrice = data['LowestPrice']
        tick.lastPrice = data['LastPrice']

        tick.volume = data['Volume']
        tick.openInterest = data['OpenInterest']

        tick.upperLimit = data['UpperLimitPrice']
        tick.lowerLimit = data['LowerLimitPrice']

        tick.time = data['UpdateTime']
        tick.ms = data['UpdateMillisec']

        tick.bidPrice1 = data['BidPrice1']
        tick.bidPrice2 = data['BidPrice2']
        tick.bidPrice3 = data['BidPrice3']
        tick.bidPrice4 = data['BidPrice4']
        tick.bidPrice5 = data['BidPrice5']

        tick.askPrice1 = data['AskPrice1']
        tick.askPrice2 = data['AskPrice2']
        tick.askPrice3 = data['AskPrice3']
        tick.askPrice4 = data['AskPrice4']
        tick.askPrice5 = data['AskPrice5']

        tick.bidVolume1 = data['BidVolume1']
        tick.bidVolume2 = data['BidVolume2']
        tick.bidVolume3 = data['BidVolume3']
        tick.bidVolume4 = data['BidVolume4']
        tick.bidVolume5 = data['BidVolume5']

        tick.askVolume1 = data['AskVolume1']
        tick.askVolume2 = data['AskVolume2']
        tick.askVolume3 = data['AskVolume3']
        tick.askVolume4 = data['AskVolume4']
        tick.askVolume5 = data['AskVolume5']

        self.onTick(tick)  # tick数据更新

        # # 将数据插入MongoDB数据库,实盘建议另开程序记录TICK数据
        # self.__recordTick(data)

    #----------------------------------------------------------------------
    def onTick(self, tick):
        """tick数据更新"""
        from datetime import time

        # 首先生成datetime.time格式的时间(便于比较),从字符串时间转化为time格式的时间
        hh, mm, ss = tick.time.split(':')
        self.ticktime = time(int(hh), int(mm), int(ss), microsecond=tick.ms)

        # 计算tick图的相关参数
        if self.ptr == 0:
            self.fastMA = tick.lastPrice
            self.midMA = tick.lastPrice
            self.slowMA = tick.lastPrice
        else:
            self.fastMA = (1-self.tickFastAlpha) * self.fastMA + self.tickFastAlpha * tick.lastPrice
            self.midMA = (1-self.tickMidAlpha) * self.midMA + self.tickMidAlpha * tick.lastPrice
            self.slowMA = (1-self.tickSlowAlpha) * self.slowMA + self.tickSlowAlpha * tick.lastPrice
        self.listlastPrice[self.ptr] = tick.lastPrice
        self.listfastMA[self.ptr] = self.fastMA
        self.listmidMA[self.ptr] = self.midMA
        self.listslowMA[self.ptr] = self.slowMA

        self.ptr += 1
        # pprint("----------")
        # pprint(self.ptr)
        if self.ptr >= self.listlastPrice.shape[0]:
            tmp = self.listlastPrice
            self.listlastPrice = np.empty(self.listlastPrice.shape[0] * 2)
            self.listlastPrice[:tmp.shape[0]] = tmp

            tmp = self.listfastMA
            self.listfastMA = np.empty(self.listfastMA.shape[0] * 2)
            self.listfastMA[:tmp.shape[0]] = tmp

            tmp = self.listmidMA
            self.listmidMA = np.empty(self.listmidMA.shape[0] * 2)
            self.listmidMA[:tmp.shape[0]] = tmp

            tmp = self.listslowMA
            self.listslowMA = np.empty(self.listslowMA.shape[0] * 2)
            self.listslowMA[:tmp.shape[0]] = tmp

        # K线数据
        # 假设是收到的第一个TICK
        if self.barOpen == 0:
            # 初始化新的K线数据
            self.barOpen = tick.lastPrice
            self.barHigh = tick.lastPrice
            self.barLow = tick.lastPrice
            self.barClose = tick.lastPrice
            self.barTime = self.ticktime
            self.barOpenInterest = tick.openInterest
            self.onBar(self.num, self.barOpen, self.barClose, self.barLow, self.barHigh, self.barOpenInterest)
        else:
            # 如果是当前一分钟内的数据
            if self.ticktime.minute == self.barTime.minute:
                if self.ticktime.second >= 30 and self.barTime.second < 30: # 判断30秒周期K线
                    # 先保存K线收盘价
                    self.num += 1
                    self.onBar(self.num, self.barOpen, self.barClose, self.barLow, self.barHigh, self.barOpenInterest)
                    # 初始化新的K线数据
                    self.barOpen = tick.lastPrice
                    self.barHigh = tick.lastPrice
                    self.barLow = tick.lastPrice
                    self.barClose = tick.lastPrice
                    self.barTime = self.ticktime
                    self.barOpenInterest = tick.openInterest
                # 汇总TICK生成K线
                self.barHigh = max(self.barHigh, tick.lastPrice)
                self.barLow = min(self.barLow, tick.lastPrice)
                self.barClose = tick.lastPrice
                self.barTime = self.ticktime
                self.listBar.pop()
                self.listfastEMA.pop()
                self.listslowEMA.pop()
                self.listOpen.pop()
                self.listClose.pop()
                self.listHigh.pop()
                self.listLow.pop()
                self.listOpenInterest.pop()
                self.onBar(self.num, self.barOpen, self.barClose, self.barLow, self.barHigh, self.barOpenInterest)
            # 如果是新一分钟的数据
            else:
                # 先保存K线收盘价
                self.num += 1
                self.onBar(self.num, self.barOpen, self.barClose, self.barLow, self.barHigh, self.barOpenInterest)
                # 初始化新的K线数据
                self.barOpen = tick.lastPrice
                self.barHigh = tick.lastPrice
                self.barLow = tick.lastPrice
                self.barClose = tick.lastPrice
                self.barTime = self.ticktime
                self.barOpenInterest = tick.openInterest

    #----------------------------------------------------------------------
    def onBar(self, n, o, c, l, h, oi):
        self.listBar.append((n, o, c, l, h))
        self.listOpen.append(o)
        self.listClose.append(c)
        self.listHigh.append(h)
        self.listLow.append(l)
        self.listOpenInterest.append(oi)

        #计算K线图EMA均线
        if self.fastEMA:
            self.fastEMA = c*self.EMAFastAlpha + self.fastEMA*(1-self.EMAFastAlpha)
            self.slowEMA = c*self.EMASlowAlpha + self.slowEMA*(1-self.EMASlowAlpha)
        else:
            self.fastEMA = c
            self.slowEMA = c
        self.listfastEMA.append(self.fastEMA)
        self.listslowEMA.append(self.slowEMA)

        # 调用画图函数
        self.plotTick()      # tick图
        self.plotKline()     # K线图
        self.plotTendency()  # K线副图,持仓量

    #----------------------------------------------------------------------
    def __connectMongo(self):
        """连接MongoDB数据库"""
        try:
            self.__mongoConnection = MongoClient()
            self.__mongoConnected = True
            self.__mongoTickDB = self.__mongoConnection['TickDB']
        except ConnectionFailure:
            pass

    #----------------------------------------------------------------------
    def __recordTick(self, data):
        """将Tick数据插入到MongoDB中"""
        if self.__mongoConnected:
            symbol = data['InstrumentID']
            data['date'] = self.today
            self.__mongoTickDB[symbol].insert(data)

    #----------------------------------------------------------------------
    def loadTick(self, symbol, startDate, endDate=None):
        """从MongoDB中读取Tick数据"""
        if self.__mongoConnected:
            collection = self.__mongoTickDB[symbol]

            # 如果输入了读取TICK的最后日期
            if endDate:
                cx = collection.find({'date': {'$gte': startDate, '$lte': endDate}})
            else:
                cx = collection.find({'date': {'$gte': startDate}})
            return cx
        else:
            return None

    #----------------------------------------------------------------------
    def registerEvent(self):
        """注册事件监听"""
        self.signal.connect(self.updateMarketData)
        self.__eventEngine.register(EVENT_MARKETDATA, self.signal.emit)


########################################################################
class MainWindow(QtGui.QMainWindow):
    """主窗口"""
    signalInvestor = QtCore.pyqtSignal(type(Event()))
    signalLog = QtCore.pyqtSignal(type(Event()))

    #----------------------------------------------------------------------
    def __init__(self, eventEngine, mainEngine):
        """Constructor"""
        super(MainWindow, self).__init__()
        self.__eventEngine = eventEngine
        self.__mainEngine = mainEngine

        self.initUi()
        self.registerEvent()

    #----------------------------------------------------------------------
    def initUi(self):
        """"""
        # 设置名称
        self.setWindowTitle(u'欢迎使用vn.py框架Demo')
        # 布局设置
        self.logM = LogMonitor(self.__eventEngine, self)
        self.accountM = AccountMonitor(self.__eventEngine, self)
        self.positionM = PositionMonitor(self.__eventEngine, self)
        self.tradeM = TradeMonitor(self.__eventEngine, self)
        self.orderM = OrderMonitor(self.__eventEngine, self.__mainEngine, self)
        self.marketdataM = MarketDataMonitor(self.__eventEngine, self.__mainEngine, self)
        self.tradingW = TradingWidget(self.__eventEngine, self.__mainEngine, self.orderM, self)
        self.PriceW = PriceWidget(self.__eventEngine, self.__mainEngine, self)

        righttab = QtGui.QTabWidget()
        righttab.addTab(self.accountM, u'账户')
        righttab.addTab(self.positionM, u'持仓')

        lefttab = QtGui.QTabWidget()
        lefttab.addTab(self.logM, u'日志')
        lefttab.addTab(self.orderM, u'报单')
        lefttab.addTab(self.tradeM, u'成交')

        mkttab = QtGui.QTabWidget()
        mkttab.addTab(self.PriceW, u'Price')
        mkttab.addTab(self.marketdataM, u'行情')


        self.tradingW.setMaximumWidth(400)
        tradingVBox = QtGui.QVBoxLayout()
        tradingVBox.addWidget(self.tradingW)
        tradingVBox.addStretch()

        upHBox = QtGui.QHBoxLayout()
        upHBox.addLayout(tradingVBox)
        upHBox.addWidget(mkttab)

        downHBox = QtGui.QHBoxLayout()
        downHBox.addWidget(lefttab)
        downHBox.addWidget(righttab)

        vBox = QtGui.QVBoxLayout()
        vBox.addLayout(upHBox)
        vBox.addLayout(downHBox)

        centralwidget = QtGui.QWidget()
        centralwidget.setLayout(vBox)
        self.setCentralWidget(centralwidget)

        # 设置状态栏
        self.bar = self.statusBar()
        self.bar.showMessage(u'启动Demo')

        # 设置菜单栏
        actionLogin = QtGui.QAction(u'登录', self)
        actionLogin.triggered.connect(self.openLoginWidget)
        actionExit = QtGui.QAction(u'退出', self)
        actionExit.triggered.connect(self.close)

        actionAbout = QtGui.QAction(u'关于', self)
        actionAbout.triggered.connect(self.openAboutWidget)     

        menubar = self.menuBar()
        sysMenu = menubar.addMenu(u'系统')
        sysMenu.addAction(actionLogin)
        sysMenu.addAction(actionExit)

        helpMenu = menubar.addMenu(u'帮助')
        helpMenu.addAction(actionAbout)

    #----------------------------------------------------------------------
    def registerEvent(self):
        """"""
        self.signalInvestor.connect(self.updateInvestor)
        self.signalLog.connect(self.updateLog)

        self.__eventEngine.register(EVENT_INVESTOR, self.signalInvestor.emit)
        self.__eventEngine.register(EVENT_LOG, self.signalLog.emit)

    #----------------------------------------------------------------------
    def updateInvestor(self, event):
        """"""
        data = event.dict_['data']

        self.setWindowTitle(u'欢迎使用vn.py框架Demo  ' + data['InvestorName'].decode('GBK'))

    #----------------------------------------------------------------------
    def updateLog(self, event):
        """"""
        log = event.dict_['log']

        self.bar.showMessage(log)

    #----------------------------------------------------------------------
    def openLoginWidget(self):
        """打开登录"""
        try:
            self.loginW.show()
        except AttributeError:
            self.loginW = LoginWidget(self.__mainEngine, self)
            self.loginW.show()

    #----------------------------------------------------------------------
    def openAboutWidget(self):
        """打开关于"""
        try:
            self.aboutW.show()
        except AttributeError:
            self.aboutW = AboutWidget(self)
            self.aboutW.show()

    #----------------------------------------------------------------------
    def closeEvent(self, event):
        """退出事件处理"""
        reply = QtGui.QMessageBox.question(self, u'退出',
                                           u'确认退出?', QtGui.QMessageBox.Yes | 
                                           QtGui.QMessageBox.No, QtGui.QMessageBox.No)

        if reply == QtGui.QMessageBox.Yes:
            self.__mainEngine.exit()
            event.accept()
        else:
            event.ignore()

class Tick:
    """Tick数据对象"""

    #----------------------------------------------------------------------
    def __init__(self, symbol):
        """Constructor"""
        self.symbol = symbol        # 合约代码

        self.openPrice = 0          # OHLC
        self.highPrice = 0
        self.lowPrice = 0
        self.lastPrice = 0

        self.volume = 0             # 成交量
        self.openInterest = 0       # 持仓量

        self.upperLimit = 0         # 涨停价
        self.lowerLimit = 0         # 跌停价

        self.time = ''              # 更新时间和毫秒
        self.ms = 0

        self.bidPrice1 = 0          # 深度行情
        self.bidPrice2 = 0
        self.bidPrice3 = 0
        self.bidPrice4 = 0
        self.bidPrice5 = 0

        self.askPrice1 = 0
        self.askPrice2 = 0
        self.askPrice3 = 0
        self.askPrice4 = 0
        self.askPrice5 = 0

        self.bidVolume1 = 0
        self.bidVolume2 = 0
        self.bidVolume3 = 0
        self.bidVolume4 = 0
        self.bidVolume5 = 0

        self.askVolume1 = 0
        self.askVolume2 = 0
        self.askVolume3 = 0
        self.askVolume4 = 0
        self.askVolume5 = 0
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verynice, 我来捞一下这个老帖

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多谢,
感谢这些分享代码的朋友。

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