def init_ui(self):
""""""
self.setWindowTitle("CTA策略")
# Create widgets
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.cta_engine.init_all_strategies)
start_button = QtWidgets.QPushButton("全部启动")
start_button.clicked.connect(self.cta_engine.start_all_strategies)
recover_button = QtWidgets.QPushButton("全部恢复")
recover_button.clicked.connect(self.cta_engine.recover_all_strategies)
cover_pos_button = QtWidgets.QPushButton("全部平仓")
cover_pos_button.clicked.connect(
self.cta_engine.close_all_strategies_pos)
stop_button = QtWidgets.QPushButton("全部停止")
stop_button.clicked.connect(self.cta_engine.stop_all_strategies)
clear_button = QtWidgets.QPushButton("清空日志")
clear_button.clicked.connect(self.clear_log)
self.scroll_layout = QtWidgets.QVBoxLayout()
self.scroll_layout.addStretch()
scroll_widget = QtWidgets.QWidget()
scroll_widget.setLayout(self.scroll_layout)
scroll_area = QtWidgets.QScrollArea()
scroll_area.setWidgetResizable(True)
scroll_area.setWidget(scroll_widget)
self.log_monitor = LogMonitor(self.main_engine, self.event_engine)
self.stop_order_monitor = StopOrderMonitor(self.main_engine,
self.event_engine)
# Set layout
hbox1 = QtWidgets.QHBoxLayout()
hbox1.addWidget(self.class_combo)
hbox1.addWidget(add_button)
hbox1.addStretch()
hbox1.addWidget(init_button)
hbox1.addWidget(start_button)
hbox1.addWidget(recover_button)
hbox1.addWidget(cover_pos_button)
hbox1.addWidget(stop_button)
hbox1.addWidget(clear_button)
grid = QtWidgets.QGridLayout()
grid.addWidget(scroll_area, 0, 0, 2, 1)
grid.addWidget(self.stop_order_monitor, 0, 1)
grid.addWidget(self.log_monitor, 1, 1)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox1)
vbox.addLayout(grid)
self.setLayout(vbox)
def init_ui(self):
""""""
self.setWindowTitle("行情记录")
self.resize(1000, 600)
# Create widgets
self.symbol_line = QtWidgets.QLineEdit()
self.symbol_line.setFixedHeight(self.symbol_line.sizeHint().height() *
2)
contracts = self.main_engine.get_all_contracts()
self.vt_symbols = [contract.vt_symbol for contract in contracts]
self.symbol_completer = QtWidgets.QCompleter(self.vt_symbols)
self.symbol_completer.setFilterMode(QtCore.Qt.MatchContains)
self.symbol_completer.setCompletionMode(
self.symbol_completer.PopupCompletion)
self.symbol_line.setCompleter(self.symbol_completer)
add_bar_button = QtWidgets.QPushButton("添加")
add_bar_button.clicked.connect(self.add_bar_recording)
remove_bar_button = QtWidgets.QPushButton("移除")
remove_bar_button.clicked.connect(self.remove_bar_recording)
add_tick_button = QtWidgets.QPushButton("添加")
add_tick_button.clicked.connect(self.add_tick_recording)
remove_tick_button = QtWidgets.QPushButton("移除")
remove_tick_button.clicked.connect(self.remove_tick_recording)
self.bar_recording_edit = QtWidgets.QTextEdit()
self.bar_recording_edit.setReadOnly(True)
self.tick_recording_edit = QtWidgets.QTextEdit()
self.tick_recording_edit.setReadOnly(True)
self.log_edit = QtWidgets.QTextEdit()
self.log_edit.setReadOnly(True)
# Set layout
grid = QtWidgets.QGridLayout()
grid.addWidget(QtWidgets.QLabel("K线记录"), 0, 0)
grid.addWidget(add_bar_button, 0, 1)
grid.addWidget(remove_bar_button, 0, 2)
grid.addWidget(QtWidgets.QLabel("Tick记录"), 1, 0)
grid.addWidget(add_tick_button, 1, 1)
grid.addWidget(remove_tick_button, 1, 2)
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(QtWidgets.QLabel("本地代码"))
hbox.addWidget(self.symbol_line)
hbox.addWidget(QtWidgets.QLabel(" "))
hbox.addLayout(grid)
hbox.addStretch()
grid2 = QtWidgets.QGridLayout()
grid2.addWidget(QtWidgets.QLabel("K线记录列表"), 0, 0)
grid2.addWidget(QtWidgets.QLabel("Tick记录列表"), 0, 1)
grid2.addWidget(self.bar_recording_edit, 1, 0)
grid2.addWidget(self.tick_recording_edit, 1, 1)
grid2.addWidget(self.log_edit, 2, 0, 1, 2)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox)
vbox.addLayout(grid2)
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.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()
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)
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) -> None:
""""""
self.setWindowTitle("期权电子眼")
self.algo_monitor = ElectronicEyeMonitor(self.option_engine, self.portfolio_name)
self.log_monitor = QtWidgets.QTextEdit()
self.log_monitor.setReadOnly(True)
self.log_monitor.setMaximumWidth(400)
stop_pricing_button = QtWidgets.QPushButton("停止定价")
stop_pricing_button.clicked.connect(self.stop_pricing_for_all)
stop_trading_button = QtWidgets.QPushButton("停止交易")
stop_trading_button.clicked.connect(self.stop_trading_for_all)
self.price_spread_spin = AlgoDoubleSpinBox()
self.volatility_spread_spin = AlgoDoubleSpinBox()
self.direction_combo = AlgoDirectionCombo()
self.max_order_size_spin = AlgoPositiveSpinBox()
self.target_pos_spin = AlgoSpinBox()
self.max_pos_spin = AlgoPositiveSpinBox()
price_spread_button = QtWidgets.QPushButton("设置")
price_spread_button.clicked.connect(self.set_price_spread_for_all)
volatility_spread_button = QtWidgets.QPushButton("设置")
volatility_spread_button.clicked.connect(self.set_volatility_spread_for_all)
direction_button = QtWidgets.QPushButton("设置")
direction_button.clicked.connect(self.set_direction_for_all)
max_order_size_button = QtWidgets.QPushButton("设置")
max_order_size_button.clicked.connect(self.set_max_order_size_for_all)
target_pos_button = QtWidgets.QPushButton("设置")
target_pos_button.clicked.connect(self.set_target_pos_for_all)
max_pos_button = QtWidgets.QPushButton("设置")
max_pos_button.clicked.connect(self.set_max_pos_for_all)
QLabel = QtWidgets.QLabel
grid = QtWidgets.QGridLayout()
grid.addWidget(QLabel("价格价差"), 0, 0)
grid.addWidget(self.price_spread_spin, 0, 1)
grid.addWidget(price_spread_button, 0, 2)
grid.addWidget(QLabel("隐波价差"), 1, 0)
grid.addWidget(self.volatility_spread_spin, 1, 1)
grid.addWidget(volatility_spread_button, 1, 2)
grid.addWidget(QLabel("持仓上限"), 2, 0)
grid.addWidget(self.max_pos_spin, 2, 1)
grid.addWidget(max_pos_button, 2, 2)
grid.addWidget(QLabel("目标持仓"), 3, 0)
grid.addWidget(self.target_pos_spin, 3, 1)
grid.addWidget(target_pos_button, 3, 2)
grid.addWidget(QLabel("最大委托"), 4, 0)
grid.addWidget(self.max_order_size_spin, 4, 1)
grid.addWidget(max_order_size_button, 4, 2)
grid.addWidget(QLabel("方向"), 5, 0)
grid.addWidget(self.direction_combo, 5, 1)
grid.addWidget(direction_button, 5, 2)
hbox1 = QtWidgets.QHBoxLayout()
hbox1.addWidget(stop_pricing_button)
hbox1.addWidget(stop_trading_button)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox1)
vbox.addLayout(grid)
vbox.addWidget(self.log_monitor)
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(self.algo_monitor)
hbox.addLayout(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):
""""""
QLabel = QtWidgets.QLabel
self.target_combo = QtWidgets.QComboBox()
self.target_combo.addItems(list(self.DISPLAY_NAME_MAP.keys()))
grid = QtWidgets.QGridLayout()
grid.addWidget(QLabel("目标"), 0, 0)
grid.addWidget(self.target_combo, 0, 1, 1, 3)
grid.addWidget(QLabel("参数"), 1, 0)
grid.addWidget(QLabel("开始"), 1, 1)
grid.addWidget(QLabel("步进"), 1, 2)
grid.addWidget(QLabel("结束"), 1, 3)
# Add vt_symbol and name edit if add new strategy
self.setWindowTitle(f"优化参数配置：{self.class_name}")
validator = QtGui.QDoubleValidator()
row = 2
for name, value in self.parameters.items():
type_ = type(value)
if type_ not in [int, float]:
continue
start_edit = QtWidgets.QLineEdit(str(value))
step_edit = QtWidgets.QLineEdit(str(1))
end_edit = QtWidgets.QLineEdit(str(value))
for edit in [start_edit, step_edit, end_edit]:
edit.setValidator(validator)
grid.addWidget(QLabel(name), row, 0)
grid.addWidget(start_edit, row, 1)
grid.addWidget(step_edit, row, 2)
grid.addWidget(end_edit, row, 3)
self.edits[name] = {
"type": type_,
"start": start_edit,
"step": step_edit,
"end": end_edit
}
row += 1
parallel_button = QtWidgets.QPushButton("多进程优化")
parallel_button.clicked.connect(self.generate_parallel_setting)
grid.addWidget(parallel_button, row, 0, 1, 4)
row += 1
ga_button = QtWidgets.QPushButton("遗传算法优化")
ga_button.clicked.connect(self.generate_ga_setting)
grid.addWidget(ga_button, row, 0, 1, 4)
widget = QtWidgets.QWidget()
widget.setLayout(grid)
scroll = QtWidgets.QScrollArea()
scroll.setWidgetResizable(True)
scroll.setWidget(widget)
vbox = QtWidgets.QVBoxLayout()
vbox.addWidget(scroll)
self.setLayout(vbox)
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 = 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)
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.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)