vnpy源码阅读学习：关于MainEngine的代码阅读

Posted 2020-11-26 bbird

关于MainEngine的代码阅读

在入口文件中，我们看到了除了窗体界面的产生，还有关于MainEngine和EventEngin部分。今天来学习下MainEngine的代码。

首先在run代码中，我们看到以下的代码

main_engine.add_gateway(DeribitGateway)
main_engine.add_app(OptionMasterApp)

从上述代码可以基本猜测所有的网管，设置，甚至策略引擎行情，都跟MainEngine有关系，MainEngine应该是一个主线，把所有的组件穿插起来了。想必MainEngine一定是一条重要的大鱼。下面我们进入MainEngin开始学习 位置：vnpy raderengine.py

MainEngine的大概脉络

class MainEngine:

    #初始化
    def __init__(self, event_engine: EventEngine = None):
        pass
    
    #添加引擎
    def add_engine(self, engine_class: Any):
        pass
    #添加网管
    def add_gateway(self, gateway_class: Type[BaseGateway]):
        pass

    #添加app
    def add_app(self, app_class: Type[BaseApp]):
        pass
    
    #初始化引擎
    def init_engines(self):
        pass
    
    #写入日志
    def write_log(self, msg: str, source: str = ""):
        pass
    
    #获得引擎
    def get_engine(self, engine_name: str):
        pass
    #获得默认设置
    def get_default_setting(self, gateway_name: str):
        pass

    #获得所有引擎的名字
    def get_all_gateway_names(self):
        pass
    #获得所有的APP
    def get_all_apps(self):
        pass
    #获得所有的交易所
    def get_all_exchanges(self):
        pass
    #连接到行情
    def connect(self, setting: dict, gateway_name: str):
        pass
    
    #合约订阅
    def subscribe(self, req: SubscribeRequest, gateway_name: str):
        pass
    
    #下单
    def send_order(self, req: OrderRequest, gateway_name: str):
        pass

    #取消订单
    def cancel_order(self, req: CancelRequest, gateway_name: str):
        pass

    #批量下单
    def send_orders(self, reqs: Sequence[OrderRequest], gateway_name: str):
        pass

    #批量取消订单
    def cancel_orders(self, reqs: Sequence[CancelRequest], gateway_name: str):
        pass

    #历史查询
    def query_history(self, req: HistoryRequest, gateway_name: str):
        pass

    #关闭
    def close(self):
        pass

我把所有的方法体都去掉，仅仅保留方法名称和参数，从上面的结构基本上能看出来MainEngine几乎是一个把各个组件（GateWay, App, Engin)都连接在一起，同时提供了跟交易相关的连接、订阅、下单、撤单、历史记录等都相关的柔和在一起的大杂烩。接下来我们就一个一个方法的阅读学习。

__init__

    def __init__(self, event_engine: EventEngine = None):
        """"""
        if event_engine:
            self.event_engine = event_engine
        else:
            self.event_engine = EventEngine()
        self.event_engine.start()

        self.gateways = {}
        self.engines = {}
        self.apps = {}
        self.exchanges = []

        os.chdir(TRADER_DIR)    # Change working directory
        self.init_engines()     # Initialize function engines

初始化的代码基本上就是实例化事件引擎(EventEngin),然后启动，同时为getways,engines,apps,exchange建立一个字典，同时调用init_engines()的方法。

各种add方法,AddEngine, AddGateWay, AddApp

    def add_engine(self, engine_class: Any):
        """
        Add function engine.
        """
        engine = engine_class(self, self.event_engine)
        self.engines[engine.engine_name] = engine
        return engine

    def add_gateway(self, gateway_class: Type[BaseGateway]):
        """
        Add gateway.
        """
        gateway = gateway_class(self.event_engine)
        self.gateways[gateway.gateway_name] = gateway

        # Add gateway supported exchanges into engine
        for exchange in gateway.exchanges:
            if exchange not in self.exchanges:
                self.exchanges.append(exchange)

        return gateway

    def add_app(self, app_class: Type[BaseApp]):
        """
        Add app.
        """
        app = app_class()
        self.apps[app.app_name] = app

        engine = self.add_engine(app.engine_class)
        return engine

上述3个Add方法比较简单，基本上都是把添加各种APP、Engine、Gateway的话，都把它们的实例化和name形成键值对放入map中去。唯一我们可以得到的线索是gateway 和Exchanges之间应该是有对应关系的话，话一句话说，gateway就是交易场所的API对接网管。所以每次添加一个gateway，就添加了一个交易所名称。

get方法

    def get_gateway(self, gateway_name: str):
        """
        Return gateway object by name.
        """
        gateway = self.gateways.get(gateway_name, None)
        if not gateway:
            self.write_log(f"找不到底层接口：{gateway_name}")
        return gateway

    def get_engine(self, engine_name: str):
        """
        Return engine object by name.
        """
        engine = self.engines.get(engine_name, None)
        if not engine:
            self.write_log(f"找不到引擎：{engine_name}")
        return engine

    def get_default_setting(self, gateway_name: str):
        """
        Get default setting dict of a specific gateway.
        """
        gateway = self.get_gateway(gateway_name)
        if gateway:
            return gateway.get_default_setting()
        return None

基本上是从map中根据指定的名字获得对象的方法。一目了然。get_default_setting方法应该属于get_gateway的一个下属方法，获得gateway的setting.

get_all方法

    def get_all_apps(self):
        """
        Get all app objects.
        """
        return list(self.apps.values())

    def get_all_exchanges(self):
        """
        Get all exchanges.
        """
        return self.exchanges

也是对add进入的对象进行全局获取的方法。

connect

    def connect(self, setting: dict, gateway_name: str):
        """
        Start connection of a specific gateway.
        """
        gateway = self.get_gateway(gateway_name)
        if gateway:
            gateway.connect(setting)

基本上可以理解connect是对gateway的一种装饰方法。通过add可以插入gateway，然后调用connect方法的话，可以通过gateway_name获得接口，然后再调用gateway的connect方法。不出意料下面的订阅行情、下单、撤单、批量撤单都是类似的作用。

gateway的其他类似方法

    def subscribe(self, req: SubscribeRequest, gateway_name: str):
        """
        Subscribe tick data update of a specific gateway.
        """
        gateway = self.get_gateway(gateway_name)
        if gateway:
            gateway.subscribe(req)

    def send_order(self, req: OrderRequest, gateway_name: str):
        """
        Send new order request to a specific gateway.
        """
        gateway = self.get_gateway(gateway_name)
        if gateway:
            return gateway.send_order(req)
        else:
            return ""

    def cancel_order(self, req: CancelRequest, gateway_name: str):
        """
        Send cancel order request to a specific gateway.
        """
        gateway = self.get_gateway(gateway_name)
        if gateway:
            gateway.cancel_order(req)

    def send_orders(self, reqs: Sequence[OrderRequest], gateway_name: str):
        """
        """
        gateway = self.get_gateway(gateway_name)
        if gateway:
            return gateway.send_orders(reqs)
        else:
            return ["" for req in reqs]

    def cancel_orders(self, reqs: Sequence[CancelRequest], gateway_name: str):
        """
        """
        gateway = self.get_gateway(gateway_name)
        if gateway:
            gateway.cancel_orders(reqs)

    def query_history(self, req: HistoryRequest, gateway_name: str):
        """
        Send cancel order request to a specific gateway.
        """
        gateway = self.get_gateway(gateway_name)
        if gateway:
            return gateway.query_history(req)
        else:
            return None

init_engine

    def init_engines(self):
        """
        Init all engines.
        """
        self.add_engine(LogEngine)
        self.add_engine(OmsEngine)
        self.add_engine(EmailEngine)

把日志, OMSEngin, EmialEngin装配进来

close 方法

 def close(self):
        """
        Make sure every gateway and app is closed properly before
        programme exit.
        """
        # Stop event engine first to prevent new timer event.
        self.event_engine.stop()

        for engine in self.engines.values():
            engine.close()

        for gateway in self.gateways.values():
            gateway.close()

基本上是程序退出以后的善后工作罢了。

总结

通过对MainEngin代码的梳理，我们看到其实MainEngine本身没有什么深奥之处。就是一个适配器的模式，把所有的操作抽象成了APP，Gateway， Engine。并且提供了一个统一的操作入口，这样可以方便实现扩展。