vnpy源碼閱讀學習(5)：關於MainEngine的代碼閱讀

關於MainEngine的代碼閱讀

在入口文件中，我們看到了除了窗體界面的產生，還有關於MainEngine和EventEngin部分。今天來學習下MainEngine的代碼。

首先在run代碼中，我們看到以下的代碼

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

從上述代碼可以基本猜測所有的網管，設置，甚至策略引擎行情，都跟MainEngine有關系，MainEngine應該是一個主線，把所有的組件穿插起來了。想必MainEngine一定是一條重要的大魚。下面我們進入MainEngin開始學習 位置：\vnpy\trader\engine.py

MainEngine的大概脈絡

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
    #添加網管
    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
    
    #寫入日志
    def write_log(self, msg: str, source: str = ""):
        pass
    
    #獲得引擎
    def get_engine(self, engine_name: str):
        pass
    #獲得默認設置
    def get_default_setting(self, gateway_name: str):
        pass

    #獲得所有引擎的名字
    def get_all_gateway_names(self):
        pass
    #獲得所有的APP
    def get_all_apps(self):
        pass
    #獲得所有的交易所
    def get_all_exchanges(self):
        pass
    #連接到行情
    def connect(self, setting: dict, gateway_name: str):
        pass
    
    #合約訂閱
    def subscribe(self, req: SubscribeRequest, gateway_name: str):
        pass
    
    #下單
    def send_order(self, req: OrderRequest, gateway_name: str):
        pass

    #取消訂單
    def cancel_order(self, req: CancelRequest, gateway_name: str):
        pass

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

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

    #歷史查詢
    def query_history(self, req: HistoryRequest, gateway_name: str):
        pass

    #關閉
    def close(self):
        pass

我把所有的方法體都去掉，僅僅保留方法名稱和參數，從上面的結構基本上能看出來MainEngine幾乎是一個把各個組件（GateWay, App, Engin)都連接在一起，同時提供了跟交易相關的連接、訂閱、下單、撤單、歷史記錄等都相關的柔和在一起的大雜燴。接下來我們就一個一個方法的閱讀學習。

__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

初始化的代碼基本上就是實例化事件引擎(EventEngin),然后啟動，同時為getways,engines,apps,exchange建立一個字典，同時調用init_engines()的方法。

各種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個Add方法比較簡單，基本上都是把添加各種APP、Engine、Gateway的話，都把它們的實例化和name形成鍵值對放入map中去。唯一我們可以得到的線索是gateway 和Exchanges之間應該是有對應關系的話，話一句話說，gateway就是交易場所的API對接網管。所以每次添加一個gateway，就添加了一個交易所名稱。

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"找不到底層接口：{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

基本上是從map中根據指定的名字獲得對象的方法。一目了然。get_default_setting方法應該屬於get_gateway的一個下屬方法，獲得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

也是對add進入的對象進行全局獲取的方法。

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是對gateway的一種裝飾方法。通過add可以插入gateway，然后調用connect方法的話，可以通過gateway_name獲得接口，然后再調用gateway的connect方法。不出意料下面的訂閱行情、下單、撤單、批量撤單都是類似的作用。

gateway的其他類似方法

    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裝配進來

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罷了。

總結

通過對MainEngin代碼的梳理，我們看到其實MainEngine本身沒有什么深奧之處。就是一個適配器的模式，把所有的操作抽象成了APP，Gateway， Engine。並且提供了一個統一的操作入口，這樣可以方便實現擴展。