backdatadialog.java

网上期货交易的外挂原码,可实现自动交易功能,自动添加模块

package com.jsystemtrader.backdata;

import java.awt.*;
import java.awt.event.*;
import java.io.*;

import javax.swing.*;
import javax.swing.border.*;

import com.ib.client.*;
import com.jsystemtrader.client.*;
import com.jsystemtrader.platform.*;
import com.jsystemtrader.util.*;

/**
 * Dialog to specify options for back data download.
 */
public class BackDataDialog extends JDialog {
    /** Minimum frame size. Width / Height = Golden Mean */
    private static final Dimension MIN_SIZE = new Dimension(450, 278);
    private static final String NOT_APPLICABLE = "Not Applicable";

    private JButton cancelButton, downloadButton, selectFileButton;
    private JTextField tickerText, fileNameText;
    private JComboBox securityTypeCombo, expirationMonthCombo, expirationYearCombo, exchangeCombo, currencyCombo,
            barSizeCombo, rthOnlyCombo;
    private JLabel expirationMonthLabel, expirationYearLabel, exchangeLabel;
    private JProgressBar progressBar;
    private BackDataDownloader downloader;
    private final HTMLLog eventLog;


    public BackDataDialog(JFrame parent) throws JSystemTraderException, FileNotFoundException, IOException {
        super(parent);
        eventLog = Account.getLogger();
        jbInit();
        pack();
        assignListeners();
        setLocationRelativeTo(null);
        setVisible(true);
    }


    public void setProgress(int value, String text) {
        progressBar.setValue(value);
        text = text + " " + value + "%";
        progressBar.setString(text);
    }

    public void setProgress(String text) {
        progressBar.setString(text);
    }


    public void signalCompleted() {
        progressBar.setVisible(false);
        downloadButton.setEnabled(true);
        downloadButton.requestFocus();
        getRootPane().setDefaultButton(downloadButton);
    }

    private void assignListeners() {

        downloadButton.addActionListener(new ActionListener() {
            public void actionPerformed(ActionEvent e) {
                try {
                    validateOptions();

                    String ticker = tickerText.getText();
                    String expiration = null;

                    if (expirationYearCombo.isEnabled() && expirationMonthCombo.isEnabled()) {
                        int expirationMonth = expirationMonthCombo.getSelectedIndex();
                        String expirationMonthStr = String.valueOf(expirationMonth);
                        if (expirationMonth < 10) {
                            expirationMonthStr = "0" + expirationMonthStr;
                        }

                        expiration = expirationYearCombo.getSelectedItem() + expirationMonthStr;
                    }

                    String fileName = fileNameText.getText();
                    String securityType = (String) securityTypeCombo.getSelectedItem();
                    String exchange = (String) exchangeCombo.getSelectedItem();
                    String currency = (String) currencyCombo.getSelectedItem();
                    String barSize = (String) barSizeCombo.getSelectedItem();
                    String rthText = (String) rthOnlyCombo.getSelectedItem();

                    boolean rthOnly = rthText.equalsIgnoreCase("yes") ? true : false;
                    Contract contract = ContractFactory.makeContract(ticker, securityType, exchange, expiration,
                            currency);

                    downloader = new BackDataDownloader(BackDataDialog.this, contract, barSize, rthOnly, fileName);

                    downloadButton.setEnabled(false);
                    progressBar.setValue(0);
                    progressBar.setVisible(true);
                    getRootPane().setDefaultButton(cancelButton);
                    downloader.start();

                } catch (Exception ex) {
                    eventLog.write(ex);
                    MessageDialog.showError(BackDataDialog.this, ex.getMessage());
                }

            }
        });

        cancelButton.addActionListener(new ActionListener() {
            public void actionPerformed(ActionEvent e) {
                cancel();
            }
        });

        selectFileButton.addActionListener(new ActionListener() {
            public void actionPerformed(ActionEvent e) {
                JFileChooser fileChooser = new JFileChooser(JSystemTrader.getAppPath());
                fileChooser.setDialogTitle("Save Back Data As");

                if (fileChooser.showOpenDialog(null) == JFileChooser.APPROVE_OPTION) {
                    File file = fileChooser.getSelectedFile();
                    fileNameText.setText(file.getAbsolutePath());
                }
            }
        });

        BackDataDialog.this.addWindowListener(new WindowAdapter() {
            public void windowClosing(WindowEvent e) {
                cancel();
            }
        });

        securityTypeCombo.addActionListener(new ActionListener() {
            public void actionPerformed(ActionEvent e) {
                String securityType = (String) securityTypeCombo.getSelectedItem();
                boolean isFuture = securityType.equalsIgnoreCase("FUT");

                expirationMonthCombo.setEnabled(isFuture);
                expirationYearCombo.setEnabled(isFuture);
                expirationMonthLabel.setEnabled(isFuture);
                expirationYearLabel.setEnabled(isFuture);

                if (isFuture) {
                    String yearAndMonth = MostLiquidContract.getMostLiquid();
                    int mostLiquidMonth = Integer.valueOf(yearAndMonth.substring(4, 6));
                    expirationMonthCombo.setSelectedIndex(mostLiquidMonth);
                    expirationYearCombo.setSelectedItem(yearAndMonth.substring(0, 4));
                }

                if (!isFuture) {
                    expirationMonthCombo.setSelectedIndex(0);
                    expirationYearCombo.setSelectedIndex(0);
                }

                if (securityType.equalsIgnoreCase("CASH")) {
                    exchangeCombo.setSelectedItem("IDEALPRO");
                    exchangeCombo.setEnabled(false);
                    exchangeLabel.setEnabled(false);
                } else {
                    exchangeCombo.setSelectedItem("SMART");
                    exchangeCombo.setEnabled(true);
                    exchangeLabel.setEnabled(true);
                }

            }
        });
    }

    private void jbInit() throws JSystemTraderException, FileNotFoundException, IOException {

        setModal(true);
        setDefaultCloseOperation(DISPOSE_ON_CLOSE);
        setTitle("Back Data");

        getContentPane().setLayout(new BorderLayout());

        JPanel optionsPanel = new JPanel(new SpringLayout());

        Border etchedBorder = BorderFactory.createEtchedBorder(EtchedBorder.LOWERED);
        TitledBorder border = BorderFactory.createTitledBorder(etchedBorder);
        border.setTitle("Back Data Options");
        optionsPanel.setBorder(border);

        Dimension dimension = new Dimension(120, 23);

        JLabel tickerLabel = new JLabel("Ticker:", JLabel.TRAILING);
        tickerText = new JTextField("MSFT");
        tickerText.setPreferredSize(dimension);
        tickerText.setMaximumSize(dimension);
        tickerLabel.setLabelFor(tickerText);

        JLabel securityTypeLabel = new JLabel("Security Type:", JLabel.TRAILING);
        securityTypeCombo = new JComboBox(new String[] {"STK", "FUT", "CASH"});
        securityTypeCombo.setPreferredSize(dimension);
        securityTypeCombo.setMaximumSize(dimension);
        securityTypeLabel.setLabelFor(securityTypeCombo);

        exchangeLabel = new JLabel("Exchange:", JLabel.TRAILING);
        exchangeCombo = new JComboBox(new String[] {"SMART", "GLOBEX", "ECBOT", "NYMEX", "LIFFE", "IDEALPRO"});
        exchangeCombo.setPreferredSize(dimension);
        exchangeCombo.setMaximumSize(dimension);
        exchangeLabel.setLabelFor(exchangeCombo);

        expirationYearLabel = new JLabel("Expiry Year:", JLabel.TRAILING);
        expirationYearLabel.setEnabled(false);
        expirationYearCombo = new JComboBox(new String[] {NOT_APPLICABLE, "2004", "2005", "2006", "2007", "2008"});
        expirationYearCombo.setEnabled(false);

        expirationYearCombo.setPreferredSize(dimension);
        expirationYearCombo.setMaximumSize(dimension);
        expirationYearLabel.setLabelFor(expirationYearCombo);

        expirationMonthLabel = new JLabel("Expiry Month:", JLabel.TRAILING);
        expirationMonthLabel.setEnabled(false);
        expirationMonthCombo = new JComboBox(new String[] {NOT_APPLICABLE, "January", "February", "March", "April",
                                             "May", "June", "July", "August", "September", "October", "November",
                                             "December"});
        expirationMonthCombo.setEnabled(false);

        expirationMonthCombo.setPreferredSize(dimension);
        expirationMonthCombo.setMaximumSize(dimension);
        expirationMonthLabel.setLabelFor(expirationMonthCombo);

        JLabel currencyLabel = new JLabel("Currency:", JLabel.TRAILING);
        currencyCombo = new JComboBox(new String[] {"USD", "EUR", "GBP", "CHF", "JPY", "AUD"});
        currencyCombo.setPreferredSize(dimension);
        currencyCombo.setMaximumSize(dimension);
        currencyLabel.setLabelFor(currencyCombo);

        JLabel barSizeLabel = new JLabel("Bar Size:", JLabel.TRAILING);
        barSizeCombo = new JComboBox(new String[] {"1 min", "2 mins", "5 mins", "15 mins", "30 mins"});
        barSizeCombo.setPreferredSize(dimension);
        barSizeCombo.setMaximumSize(dimension);
        barSizeLabel.setLabelFor(barSizeCombo);

        JLabel rthOnlyLabel = new JLabel("RTH Only:", JLabel.TRAILING);
        rthOnlyCombo = new JComboBox(new String[] {"Yes", "No"});
        rthOnlyCombo.setPreferredSize(dimension);
        rthOnlyCombo.setMaximumSize(dimension);
        rthOnlyLabel.setLabelFor(rthOnlyCombo);

        optionsPanel.add(tickerLabel);
        optionsPanel.add(tickerText);
        optionsPanel.add(securityTypeLabel);
        optionsPanel.add(securityTypeCombo);
        optionsPanel.add(exchangeLabel);
        optionsPanel.add(exchangeCombo);
        optionsPanel.add(currencyLabel);
        optionsPanel.add(currencyCombo);
        optionsPanel.add(expirationYearLabel);
        optionsPanel.add(expirationYearCombo);
        optionsPanel.add(expirationMonthLabel);
        optionsPanel.add(expirationMonthCombo);
        optionsPanel.add(barSizeLabel);
        optionsPanel.add(barSizeCombo);
        optionsPanel.add(rthOnlyLabel);
        optionsPanel.add(rthOnlyCombo);

        // rows, cols, initX, initY, xPad, yPad
        SpringUtilities.makeCompactGrid(optionsPanel, 4, 4, 12, 12, 11, 5);

        JLabel fileNameLabel = new JLabel("Save as:", JLabel.TRAILING);
        fileNameText = new JTextField();
        fileNameText.setPreferredSize(new Dimension(260, 23));
        fileNameLabel.setLabelFor(fileNameText);

        selectFileButton = new JButton("Browse...");
        //selectFileButton.setPreferredSize(new Dimension(23, 23));

        FlowLayout flowLayout = new FlowLayout();
        flowLayout.setHgap(12);
        flowLayout.setVgap(12);
        flowLayout.setAlignment(FlowLayout.LEFT);

        JPanel filePanel = new JPanel(flowLayout);
        filePanel.add(fileNameLabel);
        filePanel.add(fileNameText);
        filePanel.add(selectFileButton);

        JPanel controlPanel = new JPanel();

        cancelButton = new JButton("Cancel");
        cancelButton.setMnemonic('C');
        downloadButton = new JButton("Download");
        downloadButton.setMnemonic('D');
        progressBar = new JProgressBar();
        progressBar.setValue(0);
        progressBar.setPreferredSize(new Dimension(250, 18));
        progressBar.setVisible(false);
        progressBar.setStringPainted(true);

        controlPanel.add(downloadButton);
        controlPanel.add(cancelButton);
        controlPanel.add(progressBar);

        getContentPane().add(optionsPanel, BorderLayout.NORTH);
        getContentPane().add(filePanel, BorderLayout.CENTER);

        getContentPane().add(controlPanel, BorderLayout.SOUTH);

        getRootPane().setDefaultButton(downloadButton);
        getContentPane().setPreferredSize(MIN_SIZE);
        getContentPane().setMinimumSize(getContentPane().getPreferredSize());
    }

    private void validateOptions() throws JSystemTraderException {
        String ticker = tickerText.getText();
        if (ticker.length() == 0) {
            tickerText.requestFocus();
            throw new JSystemTraderException("Ticker must be specified.");
        }

        String expirationYear = (String) expirationYearCombo.getSelectedItem();
        if (expirationYearCombo.isEnabled() && expirationYear.equals(NOT_APPLICABLE)) {
            expirationYearCombo.requestFocus();
            throw new JSystemTraderException("Expiration year must be specified for security type \"FUT\".");
        }

        String expirationMonth = (String) expirationMonthCombo.getSelectedItem();
        if (expirationMonthCombo.isEnabled() && expirationMonth.equals(NOT_APPLICABLE)) {
            expirationMonthCombo.requestFocus();
            throw new JSystemTraderException("Expiration month must be specified for security type \"FUT\".");
        }

        String fileName = fileNameText.getText();
        if (fileName.length() == 0) {
            fileNameText.requestFocus();
            throw new JSystemTraderException("File name must be specified.");
        }
    }

    private void cancel() {
        if (downloader != null) {
            downloader.cancel();
        }
        dispose();
    }

}