Ejemplo n.º 1
0
    def init_ui(self):
        """"""
        self.name_combo = QtWidgets.QComboBox()

        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.value for offset in Offset])

        double_validator = QtGui.QDoubleValidator()
        double_validator.setBottom(0)

        self.price_line = QtWidgets.QLineEdit()
        self.price_line.setValidator(double_validator)

        self.volume_line = QtWidgets.QLineEdit()
        self.volume_line.setValidator(double_validator)

        for w in [
            self.name_combo,
            self.price_line,
            self.volume_line,
            self.direction_combo,
            self.offset_combo
        ]:
            w.setFixedWidth(150)

        send_button = QtWidgets.QPushButton("委托")
        send_button.clicked.connect(self.send_order)
        send_button.setFixedWidth(70)

        cancel_button = QtWidgets.QPushButton("全撤")
        cancel_button.clicked.connect(self.cancel_all)
        cancel_button.setFixedWidth(70)

        hbox = QtWidgets.QHBoxLayout()
        hbox.addWidget(QtWidgets.QLabel("策略名称"))
        hbox.addWidget(self.name_combo)
        hbox.addWidget(QtWidgets.QLabel("方向"))
        hbox.addWidget(self.direction_combo)
        hbox.addWidget(QtWidgets.QLabel("开平"))
        hbox.addWidget(self.offset_combo)
        hbox.addWidget(QtWidgets.QLabel("价格"))
        hbox.addWidget(self.price_line)
        hbox.addWidget(QtWidgets.QLabel("数量"))
        hbox.addWidget(self.volume_line)
        hbox.addWidget(send_button)
        hbox.addWidget(cancel_button)
        hbox.addStretch()

        self.setLayout(hbox)
Ejemplo n.º 2
0
    def init_ui(self):
        """"""
        self.name_line = QtWidgets.QLineEdit()
        self.symbol_line = QtWidgets.QLineEdit()
        self.remove_combo = QtWidgets.QComboBox()

        for w in [
            self.name_line,
            self.symbol_line,
            self.remove_combo
        ]:
            w.setFixedWidth(150)

        add_button = QtWidgets.QPushButton("创建策略")
        add_button.clicked.connect(self.add_strategy)

        remove_button = QtWidgets.QPushButton("移除策略")
        remove_button.clicked.connect(self.remove_strategy)

        hbox = QtWidgets.QHBoxLayout()
        hbox.addWidget(QtWidgets.QLabel("策略名称"))
        hbox.addWidget(self.name_line)
        hbox.addWidget(QtWidgets.QLabel("交易合约"))
        hbox.addWidget(self.symbol_line)
        hbox.addWidget(add_button)
        hbox.addStretch()
        hbox.addWidget(self.remove_combo)
        hbox.addWidget(remove_button)

        self.setLayout(hbox)
Ejemplo n.º 3
0
    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)

        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(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)
Ejemplo n.º 4
0
    def init_ui(self) -> None:
        """"""
        self.setWindowTitle("组合策略")

        # 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.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)

        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)

        # 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(stop_button)
        hbox1.addWidget(clear_button)

        hbox2 = QtWidgets.QHBoxLayout()
        hbox2.addWidget(scroll_area)
        hbox2.addWidget(self.log_monitor)

        vbox = QtWidgets.QVBoxLayout()
        vbox.addLayout(hbox1)
        vbox.addLayout(hbox2)

        self.setLayout(vbox)
Ejemplo n.º 5
0
    def __init__(self, engine: ManagerEngine, parent=None):
        """"""
        super().__init__()

        self.engine = engine

        self.setWindowTitle("下载历史数据")
        self.setFixedWidth(300)

        self.setWindowFlags((self.windowFlags()
                             | QtCore.Qt.CustomizeWindowHint)
                            & ~QtCore.Qt.WindowMaximizeButtonHint)

        self.symbol_edit = QtWidgets.QLineEdit()

        self.exchange_combo = QtWidgets.QComboBox()
        for i in Exchange:
            self.exchange_combo.addItem(str(i.name), i)

        self.interval_combo = QtWidgets.QComboBox()
        for i in Interval:
            self.interval_combo.addItem(str(i.name), i)

        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))

        button = QtWidgets.QPushButton("下载")
        button.clicked.connect(self.download)

        form = QtWidgets.QFormLayout()
        form.addRow("代码", self.symbol_edit)
        form.addRow("交易所", self.exchange_combo)
        form.addRow("周期", self.interval_combo)
        form.addRow("开始日期", self.start_date_edit)
        form.addRow(button)

        self.setLayout(form)
Ejemplo n.º 6
0
    def init_ui(self):
        """
        Initialize line edits and form layout based on setting.
        """
        self.setMaximumWidth(400)

        form = QtWidgets.QFormLayout()

        for field_name, field_value in self.default_setting.items():
            field_type = type(field_value)

            if field_type == list:
                widget = QtWidgets.QComboBox()
                widget.addItems(field_value)
            else:
                widget = QtWidgets.QLineEdit()

            display_name = NAME_DISPLAY_MAP.get(field_name, field_name)

            form.addRow(display_name, widget)
            self.widgets[field_name] = (widget, field_type)

        start_algo_button = QtWidgets.QPushButton("启动算法")
        start_algo_button.clicked.connect(self.start_algo)
        form.addRow(start_algo_button)

        load_csv_button = QtWidgets.QPushButton("CSV启动")
        load_csv_button.clicked.connect(self.load_csv)
        form.addRow(load_csv_button)

        form.addRow(QtWidgets.QLabel(""))
        form.addRow(QtWidgets.QLabel(""))
        form.addRow(QtWidgets.QLabel(""))

        self.setting_name_line = QtWidgets.QLineEdit()
        form.addRow("配置名称", self.setting_name_line)

        save_setting_button = QtWidgets.QPushButton("保存配置")
        save_setting_button.clicked.connect(self.save_setting)
        form.addRow(save_setting_button)

        for button in [
            start_algo_button,
            load_csv_button,
            save_setting_button
        ]:
            button.setFixedHeight(button.sizeHint().height() * 2)

        self.setLayout(form)
Ejemplo n.º 7
0
    def init_ui(self):
        """"""
        self.setWindowTitle("移除价差")
        self.setMinimumWidth(300)

        self.name_combo = QtWidgets.QComboBox()
        spreads = self.spread_engine.get_all_spreads()
        for spread in spreads:
            self.name_combo.addItem(spread.name)

        button_remove = QtWidgets.QPushButton("移除")
        button_remove.clicked.connect(self.remove_spread)

        hbox = QtWidgets.QHBoxLayout()
        hbox.addWidget(self.name_combo)
        hbox.addWidget(button_remove)

        self.setLayout(hbox)
Ejemplo n.º 8
0
    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)
Ejemplo n.º 9
0
    def init_ui(self):
        """"""
        self.setWindowTitle("CTA回测")

        # Setting Part
        self.class_combo = QtWidgets.QComboBox()

        self.symbol_line = QtWidgets.QLineEdit("BTCUSDT.BINANCE")

        self.interval_combo = QtWidgets.QComboBox()
        for interval in Interval:
            if interval != Interval.TICK:
                self.interval_combo.addItem(interval.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("0.0004")
        self.slippage_line = QtWidgets.QLineEdit("0.5")
        self.size_line = QtWidgets.QLineEdit("1")
        self.pricetick_line = QtWidgets.QLineEdit("0.01")
        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)

        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,
            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(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)
Ejemplo n.º 10
0
    def __init__(self, parent=None):
        """"""
        super().__init__()

        self.setWindowTitle("从CSV文件导入数据")
        self.setFixedWidth(300)

        self.setWindowFlags((self.windowFlags()
                             | QtCore.Qt.CustomizeWindowHint)
                            & ~QtCore.Qt.WindowMaximizeButtonHint)

        file_button = QtWidgets.QPushButton("选择文件")
        file_button.clicked.connect(self.select_file)

        load_button = QtWidgets.QPushButton("确定")
        load_button.clicked.connect(self.accept)

        self.file_edit = QtWidgets.QLineEdit()
        self.symbol_edit = QtWidgets.QLineEdit()

        self.exchange_combo = QtWidgets.QComboBox()
        for i in Exchange:
            self.exchange_combo.addItem(str(i.name), i)

        self.interval_combo = QtWidgets.QComboBox()
        for i in Interval:
            if i != Interval.TICK:
                self.interval_combo.addItem(str(i.name), i)

        self.datetime_edit = QtWidgets.QLineEdit("datetime")
        self.open_edit = QtWidgets.QLineEdit("open")
        self.high_edit = QtWidgets.QLineEdit("high")
        self.low_edit = QtWidgets.QLineEdit("low")
        self.close_edit = QtWidgets.QLineEdit("close")
        self.volume_edit = QtWidgets.QLineEdit("volume")
        self.open_interest_edit = QtWidgets.QLineEdit("open_interest")

        self.format_edit = QtWidgets.QLineEdit("%Y-%m-%d %H:%M:%S")

        info_label = QtWidgets.QLabel("合约信息")
        info_label.setAlignment(QtCore.Qt.AlignCenter)

        head_label = QtWidgets.QLabel("表头信息")
        head_label.setAlignment(QtCore.Qt.AlignCenter)

        format_label = QtWidgets.QLabel("格式信息")
        format_label.setAlignment(QtCore.Qt.AlignCenter)

        form = QtWidgets.QFormLayout()
        form.addRow(file_button, self.file_edit)
        form.addRow(QtWidgets.QLabel())
        form.addRow(info_label)
        form.addRow("代码", self.symbol_edit)
        form.addRow("交易所", self.exchange_combo)
        form.addRow("周期", self.interval_combo)
        form.addRow(QtWidgets.QLabel())
        form.addRow(head_label)
        form.addRow("时间戳", self.datetime_edit)
        form.addRow("开盘价", self.open_edit)
        form.addRow("最高价", self.high_edit)
        form.addRow("最低价", self.low_edit)
        form.addRow("收盘价", self.close_edit)
        form.addRow("成交量", self.volume_edit)
        form.addRow("持仓量", self.open_interest_edit)
        form.addRow(QtWidgets.QLabel())
        form.addRow(format_label)
        form.addRow("时间格式", self.format_edit)
        form.addRow(QtWidgets.QLabel())
        form.addRow(load_button)

        self.setLayout(form)
Ejemplo n.º 11
0
    def init_ui(self):
        """"""
        self.setWindowTitle("算法交易")

        # Left side control widgets
        self.template_combo = QtWidgets.QComboBox()
        self.template_combo.currentIndexChanged.connect(self.show_algo_widget)

        form = QtWidgets.QFormLayout()
        form.addRow("算法", self.template_combo)
        widget = QtWidgets.QWidget()
        widget.setLayout(form)

        vbox = QtWidgets.QVBoxLayout()
        vbox.addWidget(widget)

        for algo_template in self.algo_engine.algo_templates.values():
            widget = AlgoWidget(self.algo_engine, algo_template)
            vbox.addWidget(widget)

            template_name = algo_template.__name__
            display_name = algo_template.display_name

            self.algo_widgets[template_name] = widget
            self.template_combo.addItem(display_name, template_name)

        vbox.addStretch()

        stop_all_button = QtWidgets.QPushButton("全部停止")
        stop_all_button.setFixedHeight(stop_all_button.sizeHint().height() * 2)
        stop_all_button.clicked.connect(self.algo_engine.stop_all)

        vbox.addWidget(stop_all_button)

        # Right side monitor widgets
        active_algo_monitor = ActiveAlgoMonitor(
            self.algo_engine, self.event_engine
        )
        inactive_algo_monitor = InactiveAlgoMonitor(
            self.algo_engine, self.event_engine
        )
        tab1 = QtWidgets.QTabWidget()
        tab1.addTab(active_algo_monitor, "执行中")
        tab1.addTab(inactive_algo_monitor, "已结束")

        log_monitor = LogMonitor(self.event_engine)
        tab2 = QtWidgets.QTabWidget()
        tab2.addTab(log_monitor, "日志")

        setting_monitor = SettingMonitor(self.algo_engine, self.event_engine)
        setting_monitor.use_signal.connect(self.use_setting)
        tab3 = QtWidgets.QTabWidget()
        tab3.addTab(setting_monitor, "配置")

        grid = QtWidgets.QGridLayout()
        grid.addWidget(tab1, 0, 0, 1, 2)
        grid.addWidget(tab2, 1, 0)
        grid.addWidget(tab3, 1, 1)

        hbox2 = QtWidgets.QHBoxLayout()
        hbox2.addLayout(vbox)
        hbox2.addLayout(grid)
        self.setLayout(hbox2)

        self.show_algo_widget()
Ejemplo n.º 12
0
    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)
Ejemplo n.º 13
0
    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])

        self.offset_combo = QtWidgets.QComboBox()
        self.offset_combo.addItems(
            [Offset.NONE.value, Offset.OPEN.value, Offset.CLOSE.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("开平", self.offset_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)