def init_ui(self):
""""""
self.setWindowTitle("CTA回测")
# Setting Part
self.class_combo = QtWidgets.QComboBox()
self.symbol_line = QtWidgets.QLineEdit("IF88.CFFEX")
self.interval_combo = QtWidgets.QComboBox()
for inteval in Interval:
self.interval_combo.addItem(inteval.value)
end_dt = datetime.now()
start_dt = datetime(2010, 1, 1)
self.start_date_edit = QtWidgets.QDateEdit(
QtCore.QDate(start_dt.year, start_dt.month, start_dt.day))
self.end_date_edit = QtWidgets.QDateEdit(QtCore.QDate.currentDate())
self.rate_line = QtWidgets.QLineEdit("0.000025")
self.slippage_line = QtWidgets.QLineEdit("0.2")
self.size_line = QtWidgets.QLineEdit("300")
self.pricetick_line = QtWidgets.QLineEdit("0.2")
self.capital_line = QtWidgets.QLineEdit("1000000")
self.inverse_combo = QtWidgets.QComboBox()
self.inverse_combo.addItems(["正向", "反向"])
backtesting_button = QtWidgets.QPushButton("开始回测")
backtesting_button.clicked.connect(self.start_backtesting)
optimization_button = QtWidgets.QPushButton("参数优化")
optimization_button.clicked.connect(self.start_optimization)
self.result_button = QtWidgets.QPushButton("优化结果")
self.result_button.clicked.connect(self.show_optimization_result)
self.result_button.setEnabled(False)
downloading_button = QtWidgets.QPushButton("下载数据")
downloading_button.clicked.connect(self.start_downloading)
self.order_button = QtWidgets.QPushButton("委托记录")
self.order_button.clicked.connect(self.show_backtesting_orders)
self.order_button.setEnabled(False)
self.trade_button = QtWidgets.QPushButton("成交记录")
self.trade_button.clicked.connect(self.show_backtesting_trades)
self.trade_button.setEnabled(False)
self.daily_button = QtWidgets.QPushButton("每日盈亏")
self.daily_button.clicked.connect(self.show_daily_results)
self.daily_button.setEnabled(False)
self.candle_button = QtWidgets.QPushButton("K线图表")
self.candle_button.clicked.connect(self.show_candle_chart)
self.candle_button.setEnabled(False)
edit_button = QtWidgets.QPushButton("代码编辑")
edit_button.clicked.connect(self.edit_strategy_code)
reload_button = QtWidgets.QPushButton("策略重载")
reload_button.clicked.connect(self.reload_strategy_class)
for button in [
backtesting_button, optimization_button, downloading_button,
self.result_button, self.order_button, self.trade_button,
self.daily_button, self.candle_button, edit_button,
reload_button
]:
button.setFixedHeight(button.sizeHint().height() * 2)
form = QtWidgets.QFormLayout()
form.addRow("交易策略", self.class_combo)
form.addRow("本地代码", self.symbol_line)
form.addRow("K线周期", self.interval_combo)
form.addRow("开始日期", self.start_date_edit)
form.addRow("结束日期", self.end_date_edit)
form.addRow("手续费率", self.rate_line)
form.addRow("交易滑点", self.slippage_line)
form.addRow("合约乘数", self.size_line)
form.addRow("价格跳动", self.pricetick_line)
form.addRow("回测资金", self.capital_line)
form.addRow("合约模式", self.inverse_combo)
result_grid = QtWidgets.QGridLayout()
result_grid.addWidget(self.trade_button, 0, 0)
result_grid.addWidget(self.order_button, 0, 1)
result_grid.addWidget(self.daily_button, 1, 0)
result_grid.addWidget(self.candle_button, 1, 1)
left_vbox = QtWidgets.QVBoxLayout()
left_vbox.addLayout(form)
left_vbox.addWidget(backtesting_button)
left_vbox.addWidget(downloading_button)
left_vbox.addStretch()
left_vbox.addLayout(result_grid)
left_vbox.addStretch()
left_vbox.addWidget(optimization_button)
left_vbox.addWidget(self.result_button)
left_vbox.addStretch()
left_vbox.addWidget(edit_button)
left_vbox.addWidget(reload_button)
# Result part
self.statistics_monitor = StatisticsMonitor()
self.log_monitor = QtWidgets.QTextEdit()
self.log_monitor.setMaximumHeight(400)
self.chart = BacktesterChart()
self.chart.setMinimumWidth(1000)
self.trade_dialog = BacktestingResultDialog(self.main_engine,
self.event_engine,
"回测成交记录",
BacktestingTradeMonitor)
self.order_dialog = BacktestingResultDialog(self.main_engine,
self.event_engine,
"回测委托记录",
BacktestingOrderMonitor)
self.daily_dialog = BacktestingResultDialog(self.main_engine,
self.event_engine,
"回测每日盈亏",
DailyResultMonitor)
# Candle Chart
self.candle_dialog = CandleChartDialog()
# Layout
vbox = QtWidgets.QVBoxLayout()
vbox.addWidget(self.statistics_monitor)
vbox.addWidget(self.log_monitor)
hbox = QtWidgets.QHBoxLayout()
hbox.addLayout(left_vbox)
hbox.addLayout(vbox)
hbox.addWidget(self.chart)
self.setLayout(hbox)
# Code Editor
self.editor = CodeEditor(self.main_engine, self.event_engine)
def init_ui(self):
""""""
self.setWindowTitle("CTA回测")
# Setting Part
self.class_combo = QtWidgets.QComboBox()
self.class_combo.addItems(self.class_names)
# self.symbol_line = QtWidgets.QLineEdit("IF88.CFFEX")
self.symbol_line = QtWidgets.QLineEdit("IF0000.CZCE")
self.interval_combo = QtWidgets.QComboBox()
for inteval in Interval:
self.interval_combo.addItem(inteval.value)
#end_dt = datetime.now()
#start_dt = end_dt - timedelta(days=3 * 20)
end_dt = datetime(2019, 8, 6)
start_dt = datetime(2014, 1, 2)
self.start_date_edit = QtWidgets.QDateEdit(
QtCore.QDate(start_dt.year, start_dt.month, start_dt.day))
self.end_date_edit = QtWidgets.QDateEdit(
QtCore.QDate(end_dt.year, end_dt.month, end_dt.day))
self.rate_line = QtWidgets.QLineEdit("0.005")
self.slippage_line = QtWidgets.QLineEdit("50")
self.size_line = QtWidgets.QLineEdit("5")
self.pricetick_line = QtWidgets.QLineEdit("5")
self.capital_line = QtWidgets.QLineEdit("1000000")
self.bt_mode = QtWidgets.QLineEdit("BAR")
backtesting_button = QtWidgets.QPushButton("开始回测")
backtesting_button.clicked.connect(self.start_backtesting)
optimization_button = QtWidgets.QPushButton("参数优化")
optimization_button.clicked.connect(self.start_optimization)
self.result_button = QtWidgets.QPushButton("优化结果")
self.result_button.clicked.connect(self.show_optimization_result)
self.result_button.setEnabled(False)
downloading_button = QtWidgets.QPushButton("下载数据")
downloading_button.clicked.connect(self.start_downloading)
self.order_button = QtWidgets.QPushButton("委托记录")
self.order_button.clicked.connect(self.show_backtesting_orders)
self.order_button.setEnabled(False)
self.trade_button = QtWidgets.QPushButton("成交记录")
self.trade_button.clicked.connect(self.show_backtesting_trades)
self.trade_button.setEnabled(False)
self.daily_button = QtWidgets.QPushButton("每日盈亏")
self.daily_button.clicked.connect(self.show_daily_results)
self.daily_button.setEnabled(False)
for button in [
backtesting_button, optimization_button, downloading_button,
self.result_button, self.order_button, self.trade_button,
self.daily_button
]:
button.setFixedHeight(button.sizeHint().height() * 2)
form = QtWidgets.QFormLayout()
form.addRow("交易策略", self.class_combo)
form.addRow("本地代码", self.symbol_line)
form.addRow("K线周期", self.interval_combo)
form.addRow("开始日期", self.start_date_edit)
form.addRow("结束日期", self.end_date_edit)
form.addRow("手续费率", self.rate_line)
form.addRow("交易滑点", self.slippage_line)
form.addRow("合约乘数", self.size_line)
form.addRow("价格跳动", self.pricetick_line)
form.addRow("回测资金", self.capital_line)
form.addRow("回测模式", self.bt_mode)
left_vbox = QtWidgets.QVBoxLayout()
left_vbox.addLayout(form)
left_vbox.addWidget(backtesting_button)
left_vbox.addWidget(downloading_button)
left_vbox.addStretch()
left_vbox.addWidget(self.trade_button)
left_vbox.addWidget(self.order_button)
left_vbox.addWidget(self.daily_button)
left_vbox.addStretch()
left_vbox.addWidget(optimization_button)
left_vbox.addWidget(self.result_button)
# Result part
self.statistics_monitor = StatisticsMonitor()
self.log_monitor = QtWidgets.QTextEdit()
self.log_monitor.setMaximumHeight(400)
self.chart = BacktesterChart()
self.chart.setMinimumWidth(1000)
self.trade_dialog = BacktestingResultDialog(self.main_engine,
self.event_engine,
"回测成交记录",
BacktestingTradeMonitor)
self.order_dialog = BacktestingResultDialog(self.main_engine,
self.event_engine,
"回测委托记录",
BacktestingOrderMonitor)
self.daily_dialog = BacktestingResultDialog(self.main_engine,
self.event_engine,
"回测每日盈亏",
DailyResultMonitor)
# Layout
vbox = QtWidgets.QVBoxLayout()
vbox.addWidget(self.statistics_monitor)
vbox.addWidget(self.log_monitor)
hbox = QtWidgets.QHBoxLayout()
hbox.addLayout(left_vbox)
hbox.addLayout(vbox)
hbox.addWidget(self.chart)
self.setLayout(hbox)
def init_ui(self):
""""""
self.setWindowTitle("投资管理")
# 设置UI组件
self.interval_combo = QtWidgets.QComboBox()
for inteval in InvestmentInterval:
self.interval_combo.addItem(inteval.value)
end_dt = datetime.now()
start_dt = end_dt - timedelta(days=3 * 10)
self.start_date_edit = QtWidgets.QDateEdit(
QtCore.QDate(start_dt.year, start_dt.month, start_dt.day))
self.end_date_edit = QtWidgets.QDateEdit(QtCore.QDate.currentDate())
self.capital_line = QtWidgets.QLineEdit("30000")
self.strategy_edit = QtWidgets.QLineEdit("")
self.symbol_edit = QtWidgets.QLineEdit("")
analyze_button = QtWidgets.QPushButton("开始统计")
analyze_button.clicked.connect(self.start_analyzing)
candle_button = QtWidgets.QPushButton("K线图表")
candle_button.clicked.connect(self.show_candle_chart)
product_manage_button = QtWidgets.QPushButton("品种维护")
product_manage_button.clicked.connect(self.start_optimization)
clean_backtester_button = QtWidgets.QPushButton("清空回测")
clean_backtester_button.clicked.connect(self.start_optimization)
for button in [
analyze_button, product_manage_button, candle_button,
clean_backtester_button
]:
button.setFixedHeight(button.sizeHint().height() * 2)
form = QtWidgets.QFormLayout()
form.addRow("投资周期", self.interval_combo)
form.addRow("投资策略", self.strategy_edit)
form.addRow("投资品种", self.symbol_edit)
form.addRow("投资金额", self.capital_line)
form.addRow("开始日期", self.start_date_edit)
form.addRow("结束日期", self.end_date_edit)
left_vbox = QtWidgets.QVBoxLayout()
left_vbox.addLayout(form)
left_vbox.addWidget(analyze_button)
left_vbox.addWidget(candle_button)
left_vbox.addStretch()
left_vbox.addWidget(product_manage_button)
left_vbox.addWidget(clean_backtester_button)
left_vbox.addStretch()
# Result part
self.statistics_monitor = StatisticsMonitor()
self.statistics_monitor.setMaximumHeight(310)
self.investment_table = InvestmentTableMonitor(self.main_engine,
self.event_engine)
self.investment_table.setMinimumWidth(1550)
# self.log_monitor.setMaximumHeight(900)
self.chart = InvestmentChart()
self.chart.setMinimumWidth(1200)
self.chart.setMaximumHeight(310)
# Layout
center_top_hbox = QtWidgets.QHBoxLayout()
center_top_hbox.addWidget(self.statistics_monitor)
center_top_hbox.addWidget(self.chart)
center_vbox = QtWidgets.QVBoxLayout()
center_vbox.addLayout(center_top_hbox)
center_vbox.addWidget(self.investment_table)
hbox = QtWidgets.QHBoxLayout()
hbox.addLayout(left_vbox)
hbox.addLayout(center_vbox)
self.setLayout(hbox)
def init_ui(self):
""""""
self.setWindowTitle("CTA回测")
# Setting Part
# 创建下来列表框保存具体策略
self.class_combo = QtWidgets.QComboBox()
# 输入文本框，单行文本
self.symbol_line = QtWidgets.QLineEdit("IF88.CFFEX")
# 供选择的回测周期
self.interval_combo = QtWidgets.QComboBox()
# 把已经存在的回测周期添加到下拉列表中
for inteval in Interval:
self.interval_combo.addItem(inteval.value)
# 默认设置为截止到今天之前的三年
end_dt = datetime.now()
start_dt = end_dt - timedelta(days=3 * 365)
self.start_date_edit = QtWidgets.QDateEdit(
QtCore.QDate(
start_dt.year,
start_dt.month,
start_dt.day
)
)
self.end_date_edit = QtWidgets.QDateEdit(
QtCore.QDate.currentDate()
)
self.rate_line = QtWidgets.QLineEdit("0.000025")
self.slippage_line = QtWidgets.QLineEdit("0.2")
self.size_line = QtWidgets.QLineEdit("300")
self.pricetick_line = QtWidgets.QLineEdit("0.2")
self.capital_line = QtWidgets.QLineEdit("1000000")
self.inverse_combo = QtWidgets.QComboBox()
self.inverse_combo.addItems(["正向", "反向"])
backtesting_button = QtWidgets.QPushButton("开始回测")
backtesting_button.clicked.connect(self.start_backtesting)
optimization_button = QtWidgets.QPushButton("参数优化")
optimization_button.clicked.connect(self.start_optimization)
self.result_button = QtWidgets.QPushButton("优化结果")
self.result_button.clicked.connect(self.show_optimization_result)
self.result_button.setEnabled(False)
downloading_button = QtWidgets.QPushButton("下载数据")
downloading_button.clicked.connect(self.start_downloading)
self.order_button = QtWidgets.QPushButton("委托记录")
self.order_button.clicked.connect(self.show_backtesting_orders)
self.order_button.setEnabled(False)
self.trade_button = QtWidgets.QPushButton("成交记录")
self.trade_button.clicked.connect(self.show_backtesting_trades)
self.trade_button.setEnabled(False)
self.daily_button = QtWidgets.QPushButton("每日盈亏")
self.daily_button.clicked.connect(self.show_daily_results)
self.daily_button.setEnabled(False)
self.candle_button = QtWidgets.QPushButton("K线图表")
self.candle_button.clicked.connect(self.show_candle_chart)
self.candle_button.setEnabled(False)
edit_button = QtWidgets.QPushButton("代码编辑")
edit_button.clicked.connect(self.edit_strategy_code)
reload_button = QtWidgets.QPushButton("策略重载")
reload_button.clicked.connect(self.reload_strategy_class)
for button in [
backtesting_button,
optimization_button,
downloading_button,
self.result_button,
self.order_button,
self.trade_button,
self.daily_button,
self.candle_button,
edit_button,
reload_button
]:
button.setFixedHeight(button.sizeHint().height() * 2)
form = QtWidgets.QFormLayout()
form.addRow("交易策略", self.class_combo)
form.addRow("本地代码", self.symbol_line)
form.addRow("K线周期", self.interval_combo)
form.addRow("开始日期", self.start_date_edit)
form.addRow("结束日期", self.end_date_edit)
form.addRow("手续费率", self.rate_line)
form.addRow("交易滑点", self.slippage_line)
form.addRow("合约乘数", self.size_line)
form.addRow("价格跳动", self.pricetick_line)
form.addRow("回测资金", self.capital_line)
form.addRow("合约模式", self.inverse_combo)
result_grid = QtWidgets.QGridLayout()
result_grid.addWidget(self.trade_button, 0, 0)
result_grid.addWidget(self.order_button, 0, 1)
result_grid.addWidget(self.daily_button, 1, 0)
result_grid.addWidget(self.candle_button, 1, 1)
left_vbox = QtWidgets.QVBoxLayout()
left_vbox.addLayout(form)
left_vbox.addWidget(backtesting_button)
left_vbox.addWidget(downloading_button)
# 不知道这个是做什么用的
left_vbox.addStretch()
left_vbox.addLayout(result_grid)
left_vbox.addStretch()
left_vbox.addWidget(optimization_button)
left_vbox.addWidget(self.result_button)
left_vbox.addStretch()
left_vbox.addWidget(edit_button)
left_vbox.addWidget(reload_button)
# Result part
self.statistics_monitor = StatisticsMonitor()
# 和QLineEdit的区别就是，line只能是单行数据
# QTextEdit显示多行文本内容，当文本内容超出控件显示范围时，可以显示水平和垂直滚动条。
self.log_monitor = QtWidgets.QTextEdit()
self.log_monitor.setMaximumHeight(400)
self.chart = BacktesterChart()
self.chart.setMinimumWidth(600)
self.trade_dialog = BacktestingResultDialog(
self.main_engine,
self.event_engine,
"回测成交记录",
BacktestingTradeMonitor
)
self.order_dialog = BacktestingResultDialog(
self.main_engine,
self.event_engine,
"回测委托记录",
BacktestingOrderMonitor
)
self.daily_dialog = BacktestingResultDialog(
self.main_engine,
self.event_engine,
"回测每日盈亏",
DailyResultMonitor
)
# Candle Chart
self.candle_dialog = CandleChartDialog()
# Layout
vbox = QtWidgets.QVBoxLayout()
vbox.addWidget(self.statistics_monitor)
vbox.addWidget(self.log_monitor)
hbox = QtWidgets.QHBoxLayout()
hbox.addLayout(left_vbox)
hbox.addLayout(vbox)
hbox.addWidget(self.chart)
self.setLayout(hbox)
# Code Editor
self.editor = CodeEditor(self.main_engine, self.event_engine)
# Load setting
setting = load_json(self.setting_filename)
if not setting:
return
self.class_combo.setCurrentIndex(
self.class_combo.findText(setting["class_name"])
)
self.symbol_line.setText(setting["vt_symbol"])
self.interval_combo.setCurrentIndex(
self.interval_combo.findText(setting["interval"])
)
self.rate_line.setText(str(setting["rate"]))
self.slippage_line.setText(str(setting["slippage"]))
self.size_line.setText(str(setting["size"]))
self.pricetick_line.setText(str(setting["pricetick"]))
self.capital_line.setText(str(setting["capital"]))
if not setting["inverse"]:
self.inverse_combo.setCurrentIndex(0)
else:
self.inverse_combo.setCurrentIndex(1)
def init_ui(self):
""""""
self.setWindowTitle("CTA backtesting ")
# Setting Part
self.class_combo = QtWidgets.QComboBox()
self.class_combo.addItems(self.class_names)
self.symbol_line = QtWidgets.QLineEdit("IF88.CFFEX")
self.interval_combo = QtWidgets.QComboBox()
for inteval in Interval:
self.interval_combo.addItem(inteval.value)
end_dt = datetime.now()
start_dt = end_dt - timedelta(days=3 * 365)
self.start_date_edit = QtWidgets.QDateEdit(
QtCore.QDate(
start_dt.year,
start_dt.month,
start_dt.day
)
)
self.end_date_edit = QtWidgets.QDateEdit(
QtCore.QDate.currentDate()
)
self.rate_line = QtWidgets.QLineEdit("0.000025")
self.slippage_line = QtWidgets.QLineEdit("0.2")
self.size_line = QtWidgets.QLineEdit("300")
self.pricetick_line = QtWidgets.QLineEdit("0.2")
self.capital_line = QtWidgets.QLineEdit("1000000")
backtesting_button = QtWidgets.QPushButton(" start backtesting ")
backtesting_button.clicked.connect(self.start_backtesting)
optimization_button = QtWidgets.QPushButton(" parameter optimization ")
optimization_button.clicked.connect(self.start_optimization)
self.result_button = QtWidgets.QPushButton(" optimization results ")
self.result_button.clicked.connect(self.show_optimization_result)
self.result_button.setEnabled(False)
downloading_button = QtWidgets.QPushButton(" download data ")
downloading_button.clicked.connect(self.start_downloading)
self.order_button = QtWidgets.QPushButton(" commissioned record ")
self.order_button.clicked.connect(self.show_backtesting_orders)
self.order_button.setEnabled(False)
self.trade_button = QtWidgets.QPushButton(" transaction record ")
self.trade_button.clicked.connect(self.show_backtesting_trades)
self.trade_button.setEnabled(False)
self.daily_button = QtWidgets.QPushButton(" daily profit and loss ")
self.daily_button.clicked.connect(self.show_daily_results)
self.daily_button.setEnabled(False)
self.candle_button = QtWidgets.QPushButton("K line chart ")
self.candle_button.clicked.connect(self.show_candle_chart)
self.candle_button.setEnabled(False)
for button in [
backtesting_button,
optimization_button,
downloading_button,
self.result_button,
self.order_button,
self.trade_button,
self.daily_button,
self.candle_button
]:
button.setFixedHeight(button.sizeHint().height() * 2)
form = QtWidgets.QFormLayout()
form.addRow(" trading straregy ", self.class_combo)
form.addRow(" native code ", self.symbol_line)
form.addRow("K line cycle ", self.interval_combo)
form.addRow(" start date ", self.start_date_edit)
form.addRow(" end date ", self.end_date_edit)
form.addRow(" fee rate ", self.rate_line)
form.addRow(" trading slippage ", self.slippage_line)
form.addRow(" contract multiplier ", self.size_line)
form.addRow(" price beat ", self.pricetick_line)
form.addRow(" backtesting funds ", self.capital_line)
left_vbox = QtWidgets.QVBoxLayout()
left_vbox.addLayout(form)
left_vbox.addWidget(backtesting_button)
left_vbox.addWidget(downloading_button)
left_vbox.addStretch()
left_vbox.addWidget(self.trade_button)
left_vbox.addWidget(self.order_button)
left_vbox.addWidget(self.daily_button)
left_vbox.addWidget(self.candle_button)
left_vbox.addStretch()
left_vbox.addWidget(optimization_button)
left_vbox.addWidget(self.result_button)
# Result part
self.statistics_monitor = StatisticsMonitor()
self.log_monitor = QtWidgets.QTextEdit()
self.log_monitor.setMaximumHeight(400)
self.chart = BacktesterChart()
self.chart.setMinimumWidth(1000)
self.trade_dialog = BacktestingResultDialog(
self.main_engine,
self.event_engine,
" backtesting transaction records ",
BacktestingTradeMonitor
)
self.order_dialog = BacktestingResultDialog(
self.main_engine,
self.event_engine,
" backtesting commissioned record ",
BacktestingOrderMonitor
)
self.daily_dialog = BacktestingResultDialog(
self.main_engine,
self.event_engine,
" back-tested daily profit and loss ",
DailyResultMonitor
)
# Candle Chart
self.candle_dialog = CandleChartDialog()
# Layout
vbox = QtWidgets.QVBoxLayout()
vbox.addWidget(self.statistics_monitor)
vbox.addWidget(self.log_monitor)
hbox = QtWidgets.QHBoxLayout()
hbox.addLayout(left_vbox)
hbox.addLayout(vbox)
hbox.addWidget(self.chart)
self.setLayout(hbox)
def init_ui(self):
""""""
self.setWindowTitle("CTA回测")
# Setting Part
self.class_combo = QtWidgets.QComboBox()
self.class_combo.addItems(self.class_names)
self.symbol_line = QtWidgets.QLineEdit("IF88.CFFEX")
self.interval_combo = QtWidgets.QComboBox()
for inteval in Interval:
self.interval_combo.addItem(inteval.value)
end_dt = datetime.now()
start_dt = end_dt - timedelta(days=3 * 365)
self.start_date_edit = QtWidgets.QDateEdit(
QtCore.QDate(start_dt.year, start_dt.month, start_dt.day))
self.end_date_edit = QtWidgets.QDateEdit(QtCore.QDate.currentDate())
self.rate_line = QtWidgets.QLineEdit("0.000025")
self.slippage_line = QtWidgets.QLineEdit("0.2")
self.size_line = QtWidgets.QLineEdit("300")
self.pricetick_line = QtWidgets.QLineEdit("0.2")
self.capital_line = QtWidgets.QLineEdit("1000000")
start_button = QtWidgets.QPushButton("开始回测")
start_button.clicked.connect(self.start_backtesting)
form = QtWidgets.QFormLayout()
form.addRow("交易策略", self.class_combo)
form.addRow("本地代码", self.symbol_line)
form.addRow("K线周期", self.interval_combo)
form.addRow("开始日期", self.start_date_edit)
form.addRow("结束日期", self.end_date_edit)
form.addRow("手续费率", self.rate_line)
form.addRow("交易滑点", self.slippage_line)
form.addRow("合约乘数", self.size_line)
form.addRow("价格跳动", self.pricetick_line)
form.addRow("回测资金", self.capital_line)
form.addRow(start_button)
# Result part
self.statistics_monitor = StatisticsMonitor()
self.log_monitor = QtWidgets.QTextEdit()
self.log_monitor.setMaximumHeight(400)
self.chart = BacktesterChart()
self.chart.setMinimumWidth(1000)
# Layout
vbox = QtWidgets.QVBoxLayout()
vbox.addWidget(self.statistics_monitor)
vbox.addWidget(self.log_monitor)
hbox = QtWidgets.QHBoxLayout()
hbox.addLayout(form)
hbox.addLayout(vbox)
hbox.addWidget(self.chart)
self.setLayout(hbox)
def init_ui(self):
""""""
self.setWindowTitle("CTA回测")
# Setting Part
self.class_combo = QtWidgets.QComboBox()
# self.symbol_line = QtWidgets.QLineEdit("IF88.CFFEX")
self.symbol_line = ""
self.symbol_label = QtWidgets.QLabel()
self.data_counts_label = QtWidgets.QLabel()
#############################################
# fangyang add, 根据数据库内容进行选项显示
self.dbbardata_groupby_df = self.db_instance.get_groupby_data_from_sql_db(
)
self.exchange_combo = QtWidgets.QComboBox()
self.exchange_combo.addItems(
self.dbbardata_groupby_df['exchange'].drop_duplicates().to_list())
self.exchange_combo.activated[str].connect(self.onExchangeActivated)
self.symbol_combo = QtWidgets.QComboBox()
self.symbol_combo.currentIndexChanged.connect(self.onSymbolActivated)
self.interval_combo = QtWidgets.QComboBox()
self.interval_combo.currentIndexChanged.connect(
self.onIntervalActivated)
##########################################
end_dt = datetime.now()
# start_dt = end_dt - timedelta(days=3 * 365) # debug 临时更改
start_dt = end_dt - timedelta(days=100) # debug 临时更改
self.start_date_edit = QtWidgets.QDateEdit(
QtCore.QDate(start_dt.year, start_dt.month, start_dt.day))
self.end_date_edit = QtWidgets.QDateEdit(QtCore.QDate.currentDate())
self.rate_line = QtWidgets.QLineEdit("0.000025")
self.slippage_line = QtWidgets.QLineEdit("1")
self.size_line = QtWidgets.QLineEdit("10")
self.pricetick_line = QtWidgets.QLineEdit("1")
self.capital_line = QtWidgets.QLineEdit("1000000")
self.inverse_combo = QtWidgets.QComboBox()
self.inverse_combo.addItems(["正向", "反向"])
# fangyang add
self.debug_combo = QtWidgets.QComboBox()
self.debug_combo.addItems(["Thread 运行回测", "Debug 运行回测"])
backtesting_button = QtWidgets.QPushButton("开始回测")
backtesting_button.clicked.connect(self.start_backtesting)
rl_train_button = QtWidgets.QPushButton("开始RL训练")
rl_train_button.clicked.connect(self.start_rl_train)
optimization_button = QtWidgets.QPushButton("参数优化")
optimization_button.clicked.connect(self.start_optimization)
self.result_button = QtWidgets.QPushButton("优化结果")
self.result_button.clicked.connect(self.show_optimization_result)
self.result_button.setEnabled(False)
downloading_button = QtWidgets.QPushButton("下载数据")
downloading_button.clicked.connect(self.start_downloading)
self.order_button = QtWidgets.QPushButton("委托记录")
self.order_button.clicked.connect(self.show_backtesting_orders)
self.order_button.setEnabled(False)
self.trade_button = QtWidgets.QPushButton("成交记录")
self.trade_button.clicked.connect(self.show_backtesting_trades)
self.trade_button.setEnabled(False)
self.daily_button = QtWidgets.QPushButton("每日盈亏")
self.daily_button.clicked.connect(self.show_daily_results)
self.daily_button.setEnabled(False)
self.candle_button = QtWidgets.QPushButton("K线图表")
self.candle_button.clicked.connect(self.show_candle_chart)
self.candle_button.setEnabled(False)
self.candle_button_web = QtWidgets.QPushButton("K线图表web")
self.candle_button_web.clicked.connect(self.show_candle_chart_web)
# self.candle_button_web.setEnabled(False)
edit_button = QtWidgets.QPushButton("代码编辑")
edit_button.clicked.connect(self.edit_strategy_code)
reload_button = QtWidgets.QPushButton("策略重载")
reload_button.clicked.connect(self.reload_strategy_class)
# for button in [
# backtesting_button,
# optimization_button,
# downloading_button,
# self.result_button,
# self.order_button,
# self.trade_button,
# self.daily_button,
# self.candle_button,
# edit_button,
# reload_button
# ]:
# button.setFixedHeight(button.sizeHint().height() * 2)
form = QtWidgets.QFormLayout()
form.addRow("交易策略", self.class_combo)
form.addRow("交易所代码", self.exchange_combo)
form.addRow("本地代码", self.symbol_combo)
form.addRow("合约名称", self.symbol_label)
form.addRow("K线周期", self.interval_combo)
form.addRow("开始日期", self.start_date_edit)
form.addRow("结束日期\n(+1天才能回测到最后这天)", self.end_date_edit)
form.addRow("DB内总数据量", self.data_counts_label)
form.addRow("手续费率", self.rate_line)
form.addRow("交易滑点", self.slippage_line)
form.addRow("合约乘数", self.size_line)
form.addRow("价格跳动", self.pricetick_line)
form.addRow("回测资金", self.capital_line)
form.addRow("合约模式\n(数字货币用反向)", self.inverse_combo)
form.addRow("回测模式", self.debug_combo)
result_grid = QtWidgets.QGridLayout()
result_grid.addWidget(self.trade_button, 0, 0)
result_grid.addWidget(self.order_button, 0, 1)
result_grid.addWidget(self.daily_button, 1, 0)
result_grid.addWidget(self.candle_button, 1, 1)
result_grid.addWidget(self.candle_button_web, 2, 1)
left_vbox = QtWidgets.QVBoxLayout()
left_vbox.addLayout(form)
left_vbox.addWidget(backtesting_button)
left_vbox.addWidget(rl_train_button)
left_vbox.addWidget(downloading_button)
left_vbox.addStretch()
left_vbox.addLayout(result_grid)
left_vbox.addStretch()
left_vbox.addWidget(optimization_button)
left_vbox.addWidget(self.result_button)
left_vbox.addStretch()
left_vbox.addWidget(edit_button)
left_vbox.addWidget(reload_button)
# Result part
self.statistics_monitor = StatisticsMonitor()
self.log_monitor = QtWidgets.QTextEdit()
self.log_monitor.setMaximumHeight(400)
self.chart = BacktesterChart()
self.chart.setMinimumWidth(1000)
self.trade_dialog = BacktestingResultDialog(self.main_engine,
self.event_engine,
"回测成交记录",
BacktestingTradeMonitor)
self.order_dialog = BacktestingResultDialog(self.main_engine,
self.event_engine,
"回测委托记录",
BacktestingOrderMonitor)
self.daily_dialog = BacktestingResultDialog(self.main_engine,
self.event_engine,
"回测每日盈亏",
DailyResultMonitor)
# Candle Chart
self.candle_dialog = CandleChartDialog()
# Layout
vbox = QtWidgets.QVBoxLayout()
vbox.addWidget(self.statistics_monitor)
vbox.addWidget(self.log_monitor)
hbox = QtWidgets.QHBoxLayout()
hbox.addLayout(left_vbox)
hbox.addLayout(vbox)
hbox.addWidget(self.chart)
self.setLayout(hbox)
# Code Editor
self.editor = CodeEditor(self.main_engine, self.event_engine)
# Load setting
setting = load_json(self.setting_filename)
if not setting:
return
self.class_combo.setCurrentIndex(
self.class_combo.findText(setting["class_name"]))
self.interval_combo.setCurrentIndex(
self.interval_combo.findText(setting["interval"]))
self.rate_line.setText(str(setting["rate"]))
self.slippage_line.setText(str(setting["slippage"]))
self.size_line.setText(str(setting["size"]))
self.pricetick_line.setText(str(setting["pricetick"]))
self.capital_line.setText(str(setting["capital"]))
if not setting["inverse"]:
self.inverse_combo.setCurrentIndex(0)
else:
self.inverse_combo.setCurrentIndex(1)
