classDiagram
class Event {
+ __init__(type, data)
}
class EventEngine {
+ start()
+ stop()
+ put(event)
+ register(type, handler)
+ unregister(type, handler)
+ register_general(handler)
+ unregister_general(handler)
+ _run()
+ _process(event)
+ _run_timer()
}
class MainEngine {
+ add_gateway(CtpGateway)
+ add_app(app_class)
+ cancel_order(req, gateway_name)
}
class BaseEngine {
+ __init__(main_engine, event_engine, engine_name)
+ close()
}
class LogEngine {
+ __init__(main_engine, event_engine)
+ register_event()
+ process_log_event(event)
}
class OmsEngine {
+ __init__(main_engine, event_engine)
+ add_function()
+ register_event()
+ get_all_trades()
+ get_all_positions()
+ get_all_accounts()
+ get_all_contracts()
+ get_all_quotes()
+ get_all_active_orders(vt_symbol)
+ get_all_active_quotes(vt_symbol)
+ update_order_request(req, vt_orderid, gateway_name)
}
class EmailEngine {
}
class CtpGateway {
+ write_error(msg, error)
+ process_timer_event(event)
+ init_query()
+ connect(address, userid, password, brokerid)
+ login()
+ subscribe(req)
+ close()
+ update_date()
+ send_order(req)
+ cancel_order(req)
+ query_account()
+ query_position()
}
class BacktesterEngine {
+dict classes
+BacktestingEngine backtesting_engine
+Thread thread
+BaseDatafeed datafeed
+BaseDatabase database
+DataFrame result_df
+dict result_statistics
+list result_values
+void init_engine()
+void init_datafeed()
+void write_log(str msg)
+void load_strategy_class()
+void load_strategy_class_from_folder(Path path, str module_name)
+void load_strategy_class_from_module(str module_name)
+void reload_strategy_class()
+list get_strategy_class_names()
+void run_backtesting(str class_name, str vt_symbol, str interval, datetime start, datetime end, float rate, float slippage, int size, float pricetick, int capital, dict setting)
+bool start_backtesting(str class_name, str vt_symbol, str interval, datetime start, datetime end, float rate, float slippage, int size, float pricetick, int capital, dict setting)
+DataFrame get_result_df()
+dict get_result_statistics()
+list get_result_values()
+dict get_default_setting(str class_name)
+void run_optimization(str class_name, str vt_symbol, str interval, datetime start, datetime end, float rate, float slippage, int size, float pricetick, int capital, OptimizationSetting optimization_setting, bool use_ga, int max_workers)
+bool start_optimization(str class_name, str vt_symbol, str interval, datetime start, datetime end, float rate, float slippage, int size, float pricetick, int capital, OptimizationSetting optimization_setting, bool use_ga, int max_workers)
+void run_downloading(str vt_symbol, str interval, datetime start, datetime end)
+bool start_downloading(str vt_symbol, str interval, datetime start, datetime end)
+list get_all_trades()
+list get_all_orders()
+list get_all_daily_results()
+list get_history_data()
+str get_strategy_class_file(str class_name)
}
class FutuGateway {
+str default_name
+Dict default_setting
+List exchanges
+OpenQuoteContext quote_ctx
+Union trade_ctx
+str host
+int port
+str market
+str password
+TrdEnv env
+Dict ticks
+Set trades
+Dict contracts
+Thread thread
+int count
+int interval
+list query_funcs
+void connect(dict setting)
+void query_data()
+void process_timer_event(Event event)
+void connect_quote()
+void connect_trade()
+void subscribe(SubscribeRequest req)
+str send_order(OrderRequest req)
+void cancel_order(CancelRequest req)
+void query_contract()
+void query_account()
+void query_position()
+void query_order()
+void query_trade()
+void close()
+TickData get_tick(str code)
+List query_history(HistoryRequest req)
+void process_quote(DataFrame data)
+void process_orderbook(DataFrame data)
+void process_order(DataFrame data)
+void process_deal(DataFrame data)
}
class MainWindow {
+ __init__(main_engine, event_engine)
+ init_ui()
+ init_dock()
+ init_toolbar()
+ init_menu()
+ add_action(menu, action_name, icon_name, func, toolbar)
+ create_dock(widget_class, name, area)
+ connect(gateway_name)
+ open_widget(widget_class, name)
+ save_window_setting(name)
+ load_window_setting(name)
+ restore_window_setting(name)
+ send_test_email()
+ open_forum()
+ edit_global_setting()
}
class CtaStrategyApp {
+ start()
+ stop()
}
class CtaEngine {
+ add_strategy()
+ remove_strategy()
+ start_strategy()
+ stop_strategy()
}
class StrategyTemplate {
+ on_init()
+ on_start()
+ on_stop()
+ on_tick()
}
class CtaBacktesterApp {
+ start()
+ stop()
}
class BacktesterEngine {
+ run_backtest()
+ load_data()
+ calculate_result()
+ show_chart()
}
class DataManagerApp {
+ start()
+ stop()
}
class DataEngine {
+ load_data()
+ save_data()
+ delete_data()
+ query_data()
}
EventEngine --|> Event
MainEngine --|> EventEngine
MainEngine --|> BaseEngine
MainEngine --|> LogEngine
MainEngine --|> OmsEngine
MainEngine --|> EmailEngine
MainEngine --|> CtpGateway
MainEngine --|> FutuGateway
MainEngine --|> CtaStrategyApp
MainEngine --|> CtaBacktesterApp
MainEngine --|> DataManagerApp
MainWindow --|> MainEngine
MainWindow --|> EventEngine
CtaStrategyApp --> CtaEngine
CtaEngine --> StrategyTemplate
CtaBacktesterApp --> BacktesterEngine
DataManagerApp --> DataEngine
BacktesterEngine --> BaseEngine : 继承
FutuGateway --> BaseGateway : 继承
BacktesterEngine --> BacktestingEngine : 使用
BacktesterEngine --> BaseDatafeed : 使用
BacktesterEngine --> BaseDatabase : 使用
FutuGateway --> OpenQuoteContext : 使用
FutuGateway --> OpenSecTradeContext : 使用
FutuGateway --> OpenFutureTradeContext : 使用
FutuGateway --> EventEngine : 使用
FutuGateway --> SubscribeRequest : 使用
FutuGateway --> OrderRequest : 使用
FutuGateway --> CancelRequest : 使用
FutuGateway --> HistoryRequest : 使用
FutuGateway --> TickData : 使用
FutuGateway --> OrderData : 使用
FutuGateway --> TradeData : 使用
FutuGateway --> BarData : 使用
FutuGateway --> AccountData : 使用
FutuGateway --> ContractData : 使用
FutuGateway --> PositionData : 使用
FutuGateway --> Event : 使用