def init_ui(self):
self.setWindowTitle("锁仓单平仓")
self.setMinimumWidth(300)
self.symbol_combo = ComboBox()
self.symbol_combo.pop_show.connect(self.refresh_symbol_list)
self.symbol_combo.activated[str].connect(self.set_close_symbol)
validator = QtGui.QIntValidator()
self.close_pos_line = QtWidgets.QLineEdit()
self.close_pos_line.setValidator(validator)
button_close = QtWidgets.QPushButton("平仓")
button_close.clicked.connect(self.close_hedged_pos)
for btn in [button_close]:
btn.setFixedHeight(btn.sizeHint().height() * 1.5)
form = QtWidgets.QFormLayout()
form.addRow("合约代码", self.symbol_combo)
form.addRow("平仓手数", self.close_pos_line)
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(button_close)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(form)
vbox.addLayout(hbox)
self.setLayout(vbox)
def init_ui(self):
""""""
form = QtWidgets.QFormLayout()
# Add vt_symbol and name edit if add new strategy
self.setWindowTitle(f"策略参数配置：{self.class_name}")
button_text = "确定"
parameters = self.parameters
for name, value in parameters.items():
type_ = type(value)
edit = QtWidgets.QLineEdit(str(value))
if type_ is int:
validator = QtGui.QIntValidator()
edit.setValidator(validator)
elif type_ is float:
validator = QtGui.QDoubleValidator()
edit.setValidator(validator)
form.addRow(f"{name} {type_}", edit)
self.edits[name] = (edit, type_)
button = QtWidgets.QPushButton(button_text)
button.clicked.connect(self.accept)
form.addRow(button)
self.setLayout(form)
def init_ui(self):
""""""
form = QtWidgets.QFormLayout()
# Add spread_name and name edit if add new strategy
if self.class_name:
self.setWindowTitle(f" add strategy ：{self.class_name}")
button_text = " add to "
parameters = {"strategy_name": "", "spread_name": ""}
parameters.update(self.parameters)
else:
self.setWindowTitle(f" parameter editing ：{self.strategy_name}")
button_text = " determine "
parameters = self.parameters
for name, value in parameters.items():
type_ = type(value)
edit = QtWidgets.QLineEdit(str(value))
if type_ is int:
validator = QtGui.QIntValidator()
edit.setValidator(validator)
elif type_ is float:
validator = QtGui.QDoubleValidator()
edit.setValidator(validator)
form.addRow(f"{name} {type_}", edit)
self.edits[name] = (edit, type_)
button = QtWidgets.QPushButton(button_text)
button.clicked.connect(self.accept)
form.addRow(button)
self.setLayout(form)
def init_ui(self):
""""""
self.setWindowTitle("创建价差")
self.name_line = QtWidgets.QLineEdit()
self.active_line = QtWidgets.QLineEdit()
self.grid = QtWidgets.QGridLayout()
button_add = QtWidgets.QPushButton("创建价差")
button_add.clicked.connect(self.add_spread)
Label = QtWidgets.QLabel
grid = QtWidgets.QGridLayout()
grid.addWidget(Label("价差名称"), 0, 0)
grid.addWidget(self.name_line, 0, 1, 1, 3)
grid.addWidget(Label("主动腿代码"), 1, 0)
grid.addWidget(self.active_line, 1, 1, 1, 3)
grid.addWidget(Label(""), 2, 0)
grid.addWidget(Label("本地代码"), 3, 1)
grid.addWidget(Label("价格乘数"), 3, 2)
grid.addWidget(Label("交易乘数"), 3, 3)
int_validator = QtGui.QIntValidator()
leg_count = 5
for i in range(leg_count):
symbol_line = QtWidgets.QLineEdit()
price_line = QtWidgets.QLineEdit()
price_line.setValidator(int_validator)
trading_line = QtWidgets.QLineEdit()
trading_line.setValidator(int_validator)
grid.addWidget(Label("腿{}".format(i + 1)), 4 + i, 0)
grid.addWidget(symbol_line, 4 + i, 1)
grid.addWidget(price_line, 4 + i, 2)
grid.addWidget(trading_line, 4 + i, 3)
d = {
"symbol": symbol_line,
"price": price_line,
"trading": trading_line
}
self.leg_widgets.append(d)
grid.addWidget(
Label(""),
4 + leg_count,
0,
)
grid.addWidget(button_add, 5 + leg_count, 0, 1, 4)
self.setLayout(grid)
def init_ui(self):
self.setWindowTitle("修改仓位")
self.setMinimumWidth(300)
self.symbol_combo = ComboBox()
self.symbol_combo.pop_show.connect(self.refresh_symbol_list)
self.symbol_combo.activated[str].connect(self.set_modify_symbol)
validator = QtGui.QIntValidator()
# self.long_pos_line = QtWidgets.QLineEdit()
# self.long_pos_line.setValidator(validator)
# self.short_pos_line = QtWidgets.QLineEdit()
# self.short_pos_line.setValidator(validator)
self.basic_delta_line = QtWidgets.QLineEdit()
self.basic_delta_line.setValidator(validator)
self.traded_net_line = QtWidgets.QLineEdit()
self.traded_net_line.setValidator(validator)
self.lost_follow_line = QtWidgets.QLineEdit()
self.lost_follow_line.setValidator(validator)
button_modify = QtWidgets.QPushButton("修改")
button_modify.clicked.connect(self.modify)
for btn in [button_modify]:
btn.setFixedHeight(btn.sizeHint().height() * 1.5)
form = QtWidgets.QFormLayout()
form.addRow("合约代码", self.symbol_combo)
# form.addRow("目标户多仓", self.long_pos_line)
# form.addRow("目标户空仓", self.short_pos_line)
form.addRow("底仓差", self.basic_delta_line)
form.addRow("交易净仓", self.traded_net_line)
form.addRow("丢失净仓", self.lost_follow_line)
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(button_modify)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(form)
vbox.addLayout(hbox)
self.setLayout(vbox)
def init_ui(self):
""""""
form = QtWidgets.QFormLayout()
# Add vt_symbol and name edit if add new strategy
if self.class_name:
self.setWindowTitle(f"添加策略：{self.class_name}")
button_text = "添加"
parameters = {"strategy_name": "", "vt_symbol": ""}
parameters.update(self.parameters)
else:
self.setWindowTitle(f"参数编辑：{self.strategy_name}")
button_text = "确定"
parameters = self.parameters
for name, value in parameters.items():
type_ = type(value)
edit = QtWidgets.QLineEdit(str(value))
if type_ is int:
validator = QtGui.QIntValidator()
edit.setValidator(validator)
elif type_ is float:
validator = QtGui.QDoubleValidator()
edit.setValidator(validator)
form.addRow(f"{name} {type_}", edit)
self.edits[name] = (edit, type_)
button = QtWidgets.QPushButton(button_text)
button.clicked.connect(self.accept)
form.addRow(button)
widget = QtWidgets.QWidget()
widget.setLayout(form)
scroll = QtWidgets.QScrollArea()
scroll.setWidgetResizable(True)
scroll.setWidget(widget)
vbox = QtWidgets.QVBoxLayout()
vbox.addWidget(scroll)
self.setLayout(vbox)
def init_ui(self):
""""""
self.setWindowTitle("期权交易")
self.symbol_line = QtWidgets.QLineEdit()
float_validator = QtGui.QDoubleValidator()
float_validator.setBottom(0)
self.price_line = QtWidgets.QLineEdit()
self.price_line.setValidator(float_validator)
int_validator = QtGui.QIntValidator()
int_validator.setBottom(0)
self.volume_line = QtWidgets.QLineEdit()
self.volume_line.setValidator(int_validator)
self.direction_combo = QtWidgets.QComboBox()
self.direction_combo.addItems(
[Direction.LONG.value, Direction.SHORT.value])
self.offset_combo = QtWidgets.QComboBox()
self.offset_combo.addItems([Offset.OPEN.value, Offset.CLOSE.value])
order_button = QtWidgets.QPushButton("委托")
order_button.clicked.connect(self.send_order)
cancel_button = QtWidgets.QPushButton("全撤")
cancel_button.clicked.connect(self.cancel_all)
form = QtWidgets.QFormLayout()
form.addRow("代码", self.symbol_line)
form.addRow("方向", self.direction_combo)
form.addRow("开平", self.offset_combo)
form.addRow("价格", self.price_line)
form.addRow("数量", self.volume_line)
form.addRow(order_button)
form.addRow(cancel_button)
self.setLayout(form)
def init_ui(self):
""""""
form = QtWidgets.QFormLayout()
for key, column_name_list in self.column_name_combo_dict.items():
column_name_combo = QtWidgets.QComboBox()
for column_name in column_name_list:
column_name_combo.addItem(f'{column_name}', column_name)
self.column_name_combo_dict[key] = column_name_combo
form.addRow(key, column_name_combo)
# Add vt_symbol and name edit if add new strategy
self.setWindowTitle(f"技术指标参数配置：{self.class_name}")
button_text = "确定"
parameters = self.parameters
for name, value in parameters.items():
type_ = type(value)
edit = QtWidgets.QLineEdit(str(value))
if type_ is int:
validator = QtGui.QIntValidator()
edit.setValidator(validator)
elif type_ is float:
validator = QtGui.QDoubleValidator()
edit.setValidator(validator)
form.addRow(f"{name} {type_}", edit)
self.edits[name] = (edit, type_)
button = QtWidgets.QPushButton(button_text)
button.clicked.connect(self.accept)
form.addRow(button)
self.setLayout(form)
def init_ui(self) -> None:
""""""
self.setWindowTitle("期权交易")
# Trading Area
self.symbol_line = QtWidgets.QLineEdit()
self.symbol_line.returnPressed.connect(self._update_symbol)
float_validator = QtGui.QDoubleValidator()
float_validator.setBottom(0)
self.price_line = QtWidgets.QLineEdit()
self.price_line.setValidator(float_validator)
int_validator = QtGui.QIntValidator()
int_validator.setBottom(0)
self.volume_line = QtWidgets.QLineEdit()
self.volume_line.setValidator(int_validator)
self.direction_combo = QtWidgets.QComboBox()
self.direction_combo.addItems(
[Direction.LONG.value, Direction.SHORT.value])
self.offset_combo = QtWidgets.QComboBox()
self.offset_combo.addItems([Offset.OPEN.value, Offset.CLOSE.value])
order_button = QtWidgets.QPushButton("委托")
order_button.clicked.connect(self.send_order)
cancel_button = QtWidgets.QPushButton("全撤")
cancel_button.clicked.connect(self.cancel_all)
form1 = QtWidgets.QFormLayout()
form1.addRow("代码", self.symbol_line)
form1.addRow("方向", self.direction_combo)
form1.addRow("开平", self.offset_combo)
form1.addRow("价格", self.price_line)
form1.addRow("数量", self.volume_line)
form1.addRow(order_button)
form1.addRow(cancel_button)
# Depth Area
bid_color = "rgb(255,174,201)"
ask_color = "rgb(160,255,160)"
self.bp1_label = self.create_label(bid_color)
self.bp2_label = self.create_label(bid_color)
self.bp3_label = self.create_label(bid_color)
self.bp4_label = self.create_label(bid_color)
self.bp5_label = self.create_label(bid_color)
self.bv1_label = self.create_label(bid_color,
alignment=QtCore.Qt.AlignRight)
self.bv2_label = self.create_label(bid_color,
alignment=QtCore.Qt.AlignRight)
self.bv3_label = self.create_label(bid_color,
alignment=QtCore.Qt.AlignRight)
self.bv4_label = self.create_label(bid_color,
alignment=QtCore.Qt.AlignRight)
self.bv5_label = self.create_label(bid_color,
alignment=QtCore.Qt.AlignRight)
self.ap1_label = self.create_label(ask_color)
self.ap2_label = self.create_label(ask_color)
self.ap3_label = self.create_label(ask_color)
self.ap4_label = self.create_label(ask_color)
self.ap5_label = self.create_label(ask_color)
self.av1_label = self.create_label(ask_color,
alignment=QtCore.Qt.AlignRight)
self.av2_label = self.create_label(ask_color,
alignment=QtCore.Qt.AlignRight)
self.av3_label = self.create_label(ask_color,
alignment=QtCore.Qt.AlignRight)
self.av4_label = self.create_label(ask_color,
alignment=QtCore.Qt.AlignRight)
self.av5_label = self.create_label(ask_color,
alignment=QtCore.Qt.AlignRight)
self.lp_label = self.create_label()
self.return_label = self.create_label(alignment=QtCore.Qt.AlignRight)
min_width = 70
self.lp_label.setMinimumWidth(min_width)
self.return_label.setMinimumWidth(min_width)
form2 = QtWidgets.QFormLayout()
form2.addRow(self.ap5_label, self.av5_label)
form2.addRow(self.ap4_label, self.av4_label)
form2.addRow(self.ap3_label, self.av3_label)
form2.addRow(self.ap2_label, self.av2_label)
form2.addRow(self.ap1_label, self.av1_label)
form2.addRow(self.lp_label, self.return_label)
form2.addRow(self.bp1_label, self.bv1_label)
form2.addRow(self.bp2_label, self.bv2_label)
form2.addRow(self.bp3_label, self.bv3_label)
form2.addRow(self.bp4_label, self.bv4_label)
form2.addRow(self.bp5_label, self.bv5_label)
# Set layout
hbox = QtWidgets.QHBoxLayout()
hbox.addLayout(form1)
hbox.addLayout(form2)
self.setLayout(hbox)
def init_ui(self):
""""""
self.setWindowTitle("启动算法")
self.setFrameShape(self.Box)
self.setLineWidth(1)
self.name_line = QtWidgets.QLineEdit()
self.direction_combo = QtWidgets.QComboBox()
self.direction_combo.addItems(
[Direction.LONG.value, Direction.SHORT.value])
float_validator = QtGui.QDoubleValidator()
self.price_line = QtWidgets.QLineEdit()
self.price_line.setValidator(float_validator)
self.volume_line = QtWidgets.QLineEdit()
self.volume_line.setValidator(float_validator)
int_validator = QtGui.QIntValidator()
self.payup_line = QtWidgets.QLineEdit()
self.payup_line.setValidator(int_validator)
self.interval_line = QtWidgets.QLineEdit()
self.interval_line.setValidator(int_validator)
button_start = QtWidgets.QPushButton("启动")
button_start.clicked.connect(self.start_algo)
self.lock_combo = QtWidgets.QComboBox()
self.lock_combo.addItems(["否", "是"])
self.class_combo = QtWidgets.QComboBox()
add_button = QtWidgets.QPushButton("添加策略")
add_button.clicked.connect(self.add_strategy)
init_button = QtWidgets.QPushButton("全部初始化")
init_button.clicked.connect(self.strategy_engine.init_all_strategies)
start_button = QtWidgets.QPushButton("全部启动")
start_button.clicked.connect(self.strategy_engine.start_all_strategies)
stop_button = QtWidgets.QPushButton("全部停止")
stop_button.clicked.connect(self.strategy_engine.stop_all_strategies)
add_spread_button = QtWidgets.QPushButton("创建价差")
add_spread_button.clicked.connect(self.add_spread)
remove_spread_button = QtWidgets.QPushButton("移除价差")
remove_spread_button.clicked.connect(self.remove_spread)
form = QtWidgets.QFormLayout()
form.addRow("价差", self.name_line)
form.addRow("方向", self.direction_combo)
form.addRow("价格", self.price_line)
form.addRow("数量", self.volume_line)
form.addRow("超价", self.payup_line)
form.addRow("间隔", self.interval_line)
form.addRow("锁仓", self.lock_combo)
form.addRow(button_start)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(form)
vbox.addStretch()
vbox.addWidget(self.class_combo)
vbox.addWidget(add_button)
vbox.addWidget(init_button)
vbox.addWidget(start_button)
vbox.addWidget(stop_button)
vbox.addStretch()
vbox.addWidget(add_spread_button)
vbox.addWidget(remove_spread_button)
self.setLayout(vbox)
def init_ui(self):
""""""
self.setWindowTitle("创建价差")
self.name_line = QtWidgets.QLineEdit()
self.active_line = QtWidgets.QLineEdit()
self.min_volume_combo = QtWidgets.QComboBox()
self.min_volume_combo.addItems([
"1",
"0.1",
"0.01",
"0.001",
"0.0001",
"0.00001",
"0.000001",
])
self.formula_line = QtWidgets.QLineEdit()
self.grid = QtWidgets.QGridLayout()
button_add = QtWidgets.QPushButton("创建价差")
button_add.clicked.connect(self.add_spread)
Label = QtWidgets.QLabel
grid = QtWidgets.QGridLayout()
grid.addWidget(Label("价差名称"), 0, 0)
grid.addWidget(self.name_line, 0, 1, 1, 4)
grid.addWidget(Label("主动腿代码"), 1, 0)
grid.addWidget(self.active_line, 1, 1, 1, 4)
grid.addWidget(Label("最小交易量"), 2, 0)
grid.addWidget(self.min_volume_combo, 2, 1, 1, 4)
grid.addWidget(Label("价格公式"), 3, 0)
grid.addWidget(self.formula_line, 3, 1, 1, 4)
grid.addWidget(Label("合约代码"), 4, 1)
grid.addWidget(Label("交易方向"), 4, 2)
grid.addWidget(Label("交易乘数"), 4, 3)
grid.addWidget(Label("合约模式"), 4, 4)
int_validator = QtGui.QIntValidator()
int_validator.setBottom(0)
leg_count = 5
variables = ["A", "B", "C", "D", "E"]
for i, variable in enumerate(variables):
symbol_line = QtWidgets.QLineEdit()
direction_combo = QtWidgets.QComboBox()
direction_combo.addItems(["买入", "卖出"])
trading_line = QtWidgets.QLineEdit()
trading_line.setValidator(int_validator)
inverse_combo = QtWidgets.QComboBox()
inverse_combo.addItems(["正向", "反向"])
grid.addWidget(Label(variable), 5 + i, 0)
grid.addWidget(symbol_line, 5 + i, 1)
grid.addWidget(direction_combo, 5 + i, 2)
grid.addWidget(trading_line, 5 + i, 3)
grid.addWidget(inverse_combo, 5 + i, 4)
d = {
"variable": variable,
"symbol": symbol_line,
"direction": direction_combo,
"trading": trading_line,
"inverse": inverse_combo
}
self.leg_widgets.append(d)
grid.addWidget(
Label(""),
5 + leg_count,
0,
)
grid.addWidget(button_add, 6 + leg_count, 0, 1, 5)
self.setLayout(grid)
def init_ui(self):
""""""
self.setWindowTitle("创建价差")
self.name_line = QtWidgets.QLineEdit()
self.active_line = QtWidgets.QLineEdit()
self.min_volume_combo = QtWidgets.QComboBox()
self.min_volume_combo.addItems([
"1",
"0.1",
"0.01",
"0.001",
"0.0001",
"0.00001",
"0.000001",
])
self.grid = QtWidgets.QGridLayout()
button_add = QtWidgets.QPushButton("创建价差")
button_add.clicked.connect(self.add_spread)
Label = QtWidgets.QLabel
grid = QtWidgets.QGridLayout()
grid.addWidget(Label("价差名称"), 0, 0)
grid.addWidget(self.name_line, 0, 1, 1, 4)
grid.addWidget(Label("主动腿代码"), 1, 0)
grid.addWidget(self.active_line, 1, 1, 1, 4)
grid.addWidget(Label("最小交易量"), 2, 0)
grid.addWidget(self.min_volume_combo, 2, 1, 1, 4)
grid.addWidget(Label(""), 3, 0)
grid.addWidget(Label("本地代码"), 4, 1)
grid.addWidget(Label("价格乘数"), 4, 2)
grid.addWidget(Label("交易乘数"), 4, 3)
grid.addWidget(Label("合约模式"), 4, 4)
int_validator = QtGui.QIntValidator()
double_validator = QtGui.QDoubleValidator()
leg_count = 5
for i in range(leg_count):
symbol_line = QtWidgets.QLineEdit()
price_line = QtWidgets.QLineEdit()
price_line.setValidator(double_validator)
trading_line = QtWidgets.QLineEdit()
trading_line.setValidator(int_validator)
inverse_combo = QtWidgets.QComboBox()
inverse_combo.addItems(["正向", "反向"])
grid.addWidget(Label("腿{}".format(i + 1)), 5 + i, 0)
grid.addWidget(symbol_line, 5 + i, 1)
grid.addWidget(price_line, 5 + i, 2)
grid.addWidget(trading_line, 5 + i, 3)
grid.addWidget(inverse_combo, 5 + i, 4)
d = {
"symbol": symbol_line,
"price": price_line,
"trading": trading_line,
"inverse": inverse_combo
}
self.leg_widgets.append(d)
grid.addWidget(
Label(""),
5 + leg_count,
0,
)
grid.addWidget(button_add, 6 + leg_count, 0, 1, 5)
self.setLayout(grid)
def init_ui(self):
self.setWindowTitle("同步合约设置")
self.setMinimumWidth(300)
self.symbol_combo = ComboBox()
self.symbol_combo.pop_show.connect(self.refresh_symbol_list)
self.symbol_combo.activated[str].connect(self.set_removed_symbol)
self.refresh_symbol_list()
self.intra_combo = ComboBox()
self.intra_combo.pop_show.connect(self.refresh_intra_list)
self.intra_combo.activated[str].connect(self.set_removed_com)
self.refresh_intra_list()
self.order_vol_combo = ComboBox()
self.order_vol_combo.pop_show.connect(self.refresh_order_vol_white_list)
self.order_vol_combo.activated[str].connect(self.set_removed_order_vol)
self.refresh_order_vol_white_list()
self.filter_vol_combo = QtWidgets.QComboBox()
self.filter_vol_combo.addItems(['是', '否'])
self.filter_vol_combo.activated[str].connect(self.set_is_filter_vol)
self.get_current_filter_vol()
validator = QtGui.QIntValidator()
self.new_remove_line = QtWidgets.QLineEdit()
self.new_intra_line = QtWidgets.QLineEdit()
self.new_order_vol_line = QtWidgets.QLineEdit()
self.new_order_vol_line.setValidator(validator)
button_add = QtWidgets.QPushButton("添加禁止同步")
button_add.clicked.connect(self.add)
button_remove = QtWidgets.QPushButton("移除禁止同步")
button_remove.clicked.connect(self.remove)
button_add_com = QtWidgets.QPushButton("添加日内品种")
button_add_com.clicked.connect(self.add_com)
button_remove_com = QtWidgets.QPushButton("移除日内品种")
button_remove_com.clicked.connect(self.remove_com)
button_add_order_volume = QtWidgets.QPushButton("添加委托手数")
button_add_order_volume.clicked.connect(self.add_order_volume)
button_remove_order_volume = QtWidgets.QPushButton("移除委托手数")
button_remove_order_volume.clicked.connect(self.remove_order_volume)
big_btns = [
button_add, button_remove,
button_add_com, button_remove_com,
button_add_order_volume, button_remove_order_volume
]
for btn in big_btns:
btn.setFixedHeight(btn.sizeHint().height() * 1)
save_setting_button = QtWidgets.QPushButton("保存设置")
save_setting_button.clicked.connect(self.save_setting)
save_setting_button.setFixedHeight(save_setting_button.sizeHint().height() * 1.5)
form = QtWidgets.QFormLayout()
form.addRow("禁止同步合约", self.symbol_combo)
form.addRow("添加新合约", self.new_remove_line)
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(button_add)
hbox.addWidget(button_remove)
form_com = QtWidgets.QFormLayout()
form_com.addRow("日内模式品种", self.intra_combo)
form_com.addRow("添加新品种", self.new_intra_line)
hbox_com = QtWidgets.QHBoxLayout()
hbox_com.addWidget(button_add_com)
hbox_com.addWidget(button_remove_com)
form_order_vol = QtWidgets.QFormLayout()
form_order_vol.addRow("是否过滤委托手数", self.filter_vol_combo)
form_order_vol.addRow("允许跟单委托手数", self.order_vol_combo)
form_order_vol.addRow("添加新手数", self.new_order_vol_line)
hbox_order_vol = QtWidgets.QHBoxLayout()
hbox_order_vol.addWidget(button_add_order_volume)
hbox_order_vol.addWidget(button_remove_order_volume)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(form)
vbox.addLayout(hbox)
vbox.addLayout(form_com)
vbox.addLayout(hbox_com)
vbox.addLayout(form_order_vol)
vbox.addLayout(hbox_order_vol)
vbox.addWidget(save_setting_button)
self.setLayout(vbox)
def init_ui(self):
self.setWindowTitle("委托设置")
self.setMinimumWidth(300)
self.order_type_combo = QtWidgets.QComboBox()
self.order_type_combo.addItems(['限价', '市价'])
self.order_type_combo.activated[str].connect(self.set_order_type)
self.get_current_order_type()
self.chase_base_price_combo = QtWidgets.QComboBox()
self.chase_base_price_combo.addItems(['对手价', '挂单价'])
self.chase_base_price_combo.activated[str].connect(self.set_chase_base_price)
self.get_current_chase_base_price()
self.chase_combo = QtWidgets.QComboBox()
self.chase_combo.addItems(['是', '否'])
self.chase_combo.activated[str].connect(self.set_is_chase)
self.get_current_chase()
self.chase_base_last_order_combo = QtWidgets.QComboBox()
self.chase_base_last_order_combo.addItems(['是', '否'])
self.chase_base_last_order_combo.activated[str].connect(self.set_chase_base_last)
self.chase_base_last_order_combo.currentIndexChanged[int].connect(self.change_base_price_editable)
self.get_current_chase_base_last()
validator = QtGui.QIntValidator()
self.chase_timeout_line = QtWidgets.QLineEdit(str(self.follow_engine.chase_order_timeout))
self.chase_timeout_line.setValidator(validator)
self.chase_timeout_line.editingFinished.connect(self.set_chase_order_timeout)
self.chase_tickadd_line = QtWidgets.QLineEdit(str(self.follow_engine.chase_order_tick_add))
self.chase_tickadd_line.setValidator(validator)
self.chase_tickadd_line.editingFinished.connect(self.set_chase_order_tickadd)
self.chase_resend_line = QtWidgets.QLineEdit(str(self.follow_engine.chase_max_resend))
self.chase_resend_line.setValidator(validator)
self.chase_resend_line.editingFinished.connect(self.set_chase_max_resend)
self.timeout_line = QtWidgets.QLineEdit(str(self.follow_engine.cancel_order_timeout))
self.timeout_line.setValidator(validator)
self.timeout_line.editingFinished.connect(self.set_cancel_order_timeout)
self.tickout_line = QtWidgets.QLineEdit(str(self.follow_engine.tick_add))
self.tickout_line.setValidator(validator)
self.tickout_line.editingFinished.connect(self.set_tick_add)
self.mustdone_tickout_line = QtWidgets.QLineEdit(str(self.follow_engine.must_done_tick_add))
self.mustdone_tickout_line.setValidator(validator)
self.mustdone_tickout_line.editingFinished.connect(self.set_must_done_tick_add)
self.single_max_line = QtWidgets.QLineEdit(str(self.follow_engine.single_max))
self.single_max_line.setValidator(validator)
self.single_max_line.editingFinished.connect(self.set_single_max)
self.save_setting_button = QtWidgets.QPushButton("保存设置")
self.save_setting_button.clicked.connect(self.save_setting)
self.save_setting_button.setFixedHeight(self.save_setting_button.sizeHint().height() * 1.5)
form = QtWidgets.QFormLayout()
form.addRow("发单类型", self.order_type_combo)
form.addRow("超时撤单(秒)", self.timeout_line)
form.addRow("小超价档位", self.tickout_line)
form.addRow("大超价档位", self.mustdone_tickout_line)
form.addRow("单笔最大手数", self.single_max_line)
form.addRow("是否追单", self.chase_combo)
form.addRow("是否基于上笔委托追单", self.chase_base_last_order_combo)
form.addRow("追单基础价(不指定)", self.chase_base_price_combo)
form.addRow("追单超时", self.chase_timeout_line)
form.addRow("追单超价", self.chase_tickadd_line)
form.addRow("最大追单次数", self.chase_resend_line)
form.addRow(self.save_setting_button)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(form)
self.setLayout(vbox)
def init_ui(self):
""""""
self.setWindowTitle(f"跟随交易 [{TRADER_DIR}]")
self.setMinimumSize(920, 750)
self.setMaximumSize(1920, 1080)
# create widgets
self.start_button = QtWidgets.QPushButton("启动")
self.start_button.clicked.connect(self.start_follow)
self.stop_button = QtWidgets.QPushButton("停止")
self.stop_button.clicked.connect(self.stop_follow)
self.stop_button.setEnabled(False)
self.sync_pos_button = QtWidgets.QPushButton("同步持仓")
self.sync_pos_button.clicked.connect(self.sync_pos)
self.sync_pos_button.setEnabled(False)
self.modify_pos_button = QtWidgets.QPushButton("修改仓位")
self.modify_pos_button.clicked.connect(self.manual_modify_pos)
self.set_skip_button = QtWidgets.QPushButton("同步设置")
self.set_skip_button.clicked.connect(self.set_skip_contracts)
self.set_order_button = QtWidgets.QPushButton("委托设置")
self.set_order_button.clicked.connect(self.set_order_setting)
self.close_hedged_pos_button = QtWidgets.QPushButton("锁仓单平仓")
self.close_hedged_pos_button.clicked.connect(self.close_hedged_pos)
self.close_hedged_pos_button.setEnabled(False)
for btn in [self.start_button,
self.stop_button,
self.sync_pos_button,
self.modify_pos_button,
self.set_skip_button,
self.set_order_button,
self.close_hedged_pos_button]:
btn.setFixedHeight(btn.sizeHint().height() * 2)
gateways = self.follow_engine.get_connected_gateway_names()
if len(gateways) == 2:
self.is_gateway_inited = True
self.source_combo = ComboBox()
self.source_combo.addItems(gateways)
self.source_combo.pop_show.connect(self.refresh_gateway_name)
self.target_combo = ComboBox()
self.target_combo.addItems(gateways)
self.target_combo.pop_show.connect(self.refresh_gateway_name)
self.skip_contracts_combo = ComboBox()
self.skip_contracts_combo.pop_show.connect(self.refresh_skip_contracts)
self.refresh_skip_contracts()
self.intraday_combo = ComboBox()
self.intraday_combo.pop_show.connect(self.refresh_intraday)
self.refresh_intraday()
self.order_vol_combo = ComboBox()
self.order_vol_combo.pop_show.connect(self.refresh_order_vols)
self.refresh_order_vols()
self.follow_direction_combo = QtWidgets.QComboBox()
self.follow_direction_combo.addItems(['正向跟随', '反向跟随'])
self.follow_direction_combo.activated[str].connect(self.set_follow_direction)
self.get_current_follow_direction()
self.follow_direction_combo.setEnabled(False)
self.intraday_trading_combo = QtWidgets.QComboBox()
self.intraday_trading_combo.addItems(['是', '否'])
self.intraday_trading_combo.activated[str].connect(self.set_is_intraday_trading)
self.get_current_intraday_trading()
validator = QtGui.QIntValidator()
self.follow_timeout_line = QtWidgets.QLineEdit(str(self.follow_engine.filter_trade_timeout))
self.follow_timeout_line.setValidator(validator)
self.follow_timeout_line.editingFinished.connect(self.set_follow_timeout)
self.multiples_line = QtWidgets.QLineEdit(str(self.follow_engine.multiples))
self.multiples_line.setValidator(validator)
self.multiples_line.editingFinished.connect(self.set_multiples)
self.pos_delta_monitor = PosDeltaMonitor(self.main_engine, self.event_engine)
self.log_monitor = LogMonitor(self.main_engine, self.event_engine)
# Set layout
form = QtWidgets.QFormLayout()
form.addRow("标准户接口", self.source_combo)
form.addRow("跟单户接口", self.target_combo)
form.addRow("跟单方向", self.follow_direction_combo)
form.addRow("超时禁跟（秒）", self.follow_timeout_line)
form.addRow("跟随倍数", self.multiples_line)
form.addRow("是否日内交易", self.intraday_trading_combo)
form.addRow(self.start_button)
form.addRow(self.stop_button)
form_action = QtWidgets.QFormLayout()
form_action.addRow("日内模式品种", self.intraday_combo)
form_action.addRow("禁止同步合约", self.skip_contracts_combo)
form_action.addRow("跟单委托手数", self.order_vol_combo)
form_action.addRow(self.modify_pos_button)
form_action.addRow(self.set_skip_button)
form_action.addRow(self.set_order_button)
form_action.addRow(self.sync_pos_button)
form_action.addRow(self.close_hedged_pos_button)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(form)
vbox.addStretch()
vbox.addLayout(form_action)
vbox.addStretch()
grid = QtWidgets.QGridLayout()
grid.addLayout(vbox, 0, 0, 2, 1)
grid.addWidget(self.pos_delta_monitor, 0, 1)
grid.addWidget(self.log_monitor, 1, 1)
grid.setColumnStretch(0, 1)
grid.setColumnStretch(1, 3)
self.setLayout(grid)
def init_ui(self):
""""""
self.setWindowTitle(" start algorithm ")
self.setFrameShape(self.Box)
self.setLineWidth(1)
self.name_line = QtWidgets.QLineEdit()
self.direction_combo = QtWidgets.QComboBox()
self.direction_combo.addItems(
[Direction.LONG.value, Direction.SHORT.value])
float_validator = QtGui.QDoubleValidator()
self.price_line = QtWidgets.QLineEdit()
self.price_line.setValidator(float_validator)
self.volume_line = QtWidgets.QLineEdit()
self.volume_line.setValidator(float_validator)
int_validator = QtGui.QIntValidator()
self.payup_line = QtWidgets.QLineEdit()
self.payup_line.setValidator(int_validator)
self.interval_line = QtWidgets.QLineEdit()
self.interval_line.setValidator(int_validator)
button_start = QtWidgets.QPushButton(" start up ")
button_start.clicked.connect(self.start_algo)
self.lock_combo = QtWidgets.QComboBox()
self.lock_combo.addItems([" no ", " yes "])
self.class_combo = QtWidgets.QComboBox()
add_button = QtWidgets.QPushButton(" add strategy ")
add_button.clicked.connect(self.add_strategy)
init_button = QtWidgets.QPushButton(" all initialization ")
init_button.clicked.connect(self.strategy_engine.init_all_strategies)
start_button = QtWidgets.QPushButton(" all start ")
start_button.clicked.connect(self.strategy_engine.start_all_strategies)
stop_button = QtWidgets.QPushButton(" full stop ")
stop_button.clicked.connect(self.strategy_engine.stop_all_strategies)
add_spread_button = QtWidgets.QPushButton(" creating spread ")
add_spread_button.clicked.connect(self.add_spread)
remove_spread_button = QtWidgets.QPushButton(" spread removed ")
remove_spread_button.clicked.connect(self.remove_spread)
form = QtWidgets.QFormLayout()
form.addRow(" spread ", self.name_line)
form.addRow(" direction ", self.direction_combo)
form.addRow(" price ", self.price_line)
form.addRow(" quantity ", self.volume_line)
form.addRow(" overvalued ", self.payup_line)
form.addRow(" interval ", self.interval_line)
form.addRow(" lock ", self.lock_combo)
form.addRow(button_start)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(form)
vbox.addStretch()
vbox.addWidget(self.class_combo)
vbox.addWidget(add_button)
vbox.addWidget(init_button)
vbox.addWidget(start_button)
vbox.addWidget(stop_button)
vbox.addStretch()
vbox.addWidget(add_spread_button)
vbox.addWidget(remove_spread_button)
self.setLayout(vbox)
