def __init__(self, parent=None):
super().__init__(parent)
self.bottomlay = QtWidgets.QHBoxLayout()
self.top_save = QtWidgets.QPushButton("Save", self)
self.top_save.clicked.connect(self.btn_save)
self.top_load = QtWidgets.QPushButton("Load", self)
self.top_load.clicked.connect(self.btn_load)
self.bottomlay.addWidget(self.top_save)
self.bottomlay.addWidget(self.top_load)
self.vlay = QtWidgets.QVBoxLayout(self)
self.tab = QtWidgets.QTabWidget()
self.vlay.addWidget(self.tab)
self.vlay.addLayout(self.bottomlay)
self.tick = 0
self.deal_row_index = 0
self.order_row_index = 0
self.deal_record_row_index = 0
self.page = []
self.create_page1()
self.create_page2()
self.order = {}
self.deal = []
self.deal_gain = 0
self.deal_record = []
SignalFactor().sign_run_init.connect(self.run_init)
SignalFactor().sign_trade_deal.connect(self.trade_deal)
SignalFactor().sign_trade_order_ret.connect(self.trade_order)
SignalFactor().sign_reconnect.connect(self.reconnect)
SignalFactor().sign_tick_update.connect(self.tick_update)
def action_reveiwRun(self):
self.reveiwspeed = 1
id = SettingFactor().getReviewConfigID()
month = SettingFactor().getReviewConfigMonth()
start_time = SettingFactor().getReviewConfigStartDate(
) + SettingFactor().getReviewConfigStartTime()
end_time = SettingFactor().getReviewConfigEndDate() + SettingFactor(
).getReviewConfigEndTime()
SignalFactor().sign_run_init.emit({
'start_time': start_time,
'end_time': end_time
})
SignalFactor().sign_review_run.emit(id, month, 1000, start_time,
end_time)
def trade_clear(self):
gain = 0
count = 0
long_short = True
for t in self.trade:
if t.long_short:
long_short = t.long_short
gain = gain + (self.tick.Close - t.price) * t.count
self.account.fee = self.account.fee + t.count
else:
long_short = t.long_short
gain = gain + (t.price - self.tick.Close) * t.count
self.account.fee = self.account.fee + t.count
count = count + t.count
if gain != 0:
self.account.profit = self.account.profit + gain
if count > 0:
SignalFactor().sign_trade_deal.emit(self.tick, not long_short,
count, gain)
self.trade_order_mit_buy_clear()
self.trade_order_mit_sell_clear()
self.mit = {}
self.marekt = {}
self.trade = []
def yahoo_config_done(self):
SignalFactor().sign_run_init.emit({})
yahoo = YahooAgent()
yahoo.init()
yahoo.setCallback(self.yahoo_callback_price)
yahoo.run_start()
def btn_load(self):
filters = ('all file (*.*);;')
fileName = QtWidgets.QFileDialog.getOpenFileName(self,
'Open File',
'./',
filter=filters)[0]
if fileName:
file = QtCore.QFile(fileName)
if not file.open(QtCore.QFile.ReadOnly | QtCore.QFile.Text):
QtWidgets.QMessageBox.warning(
self, "Application", "Cannot read file %s:\n%s." %
(fileName, file.errorString()))
return
self.deal_record = []
if len(self.page) <= self.df_page_deal_record:
self.create_page3()
else:
self.page[self.deal_record_row_index].setRowCount(0)
self.deal_record_row_index = 0
inf = QtCore.QTextStream(file)
while not inf.atEnd():
line = inf.readLine() #read one line at a time
if line[0:2] == "//":
continue
if 'VER' in line:
continue
datas = line.split(',')
Date_Time = pd.Timestamp(datas[0])
deal = SimpleNamespace(
Date_Time=Date_Time,
Close=float(datas[1]),
LongShort=True if int(datas[2]) > 0 else False,
Count=int(datas[3]))
self.setUpdatesEnabled(False)
self.page[self.df_page_deal_record].insertRow(
self.deal_record_row_index)
self.deal_record_row_index = self.deal_record_row_index + 1
self.add_deal_record_item(self.df_deal_header_buy_sell,
"買" if int(datas[2]) else "賣")
self.add_deal_record_item(self.df_deal_header_date,
Date_Time.strftime('%H:%M:%S'))
self.add_deal_record_item(self.df_deal_header_count, datas[3])
self.add_deal_record_item(self.df_deal_header_price, datas[1])
self.add_deal_record_item(self.df_deal_header_profit, datas[4])
self.add_deal_record_item(self.df_deal_header_note, datas[5])
self.setUpdatesEnabled(True)
if hasattr(
self.tick,
'Date_Time') and self.tick.Date_Time >= deal.Date_Time:
SignalFactor().sign_kbar_deal_mark.emit(deal)
else:
self.deal_record.append(deal)
self.deal_record.reverse()
QtWidgets.QMessageBox.information(self, "Load Successful",
fileName)
def tick_update(self, tick):
self.tick = tick
if self.deal_record:
deal = self.deal_record[-1]
if deal.Date_Time <= self.tick.Date_Time and deal.Close == self.tick.Close:
SignalFactor().sign_kbar_deal_mark.emit(deal)
self.deal_record.pop()
def deactive(self):
SignalFactor().sign_run_init.disconnect(self.run_init)
SignalFactor().sign_tick_update.disconnect(self.tick_update)
SignalFactor().sign_trade_order_market.disconnect(
self.trade_order_market)
SignalFactor().sign_trade_order_limit_market.disconnect(
self.trade_order_limit_market)
SignalFactor().sign_trade_order_market_buy_clear.disconnect(
self.trade_order_market_buy_clear)
SignalFactor().sign_trade_order_market_sell_clear.disconnect(
self.trade_order_market_sell_clear)
SignalFactor().sign_trade_order_mit.disconnect(self.trade_order_mit)
SignalFactor().sign_trade_order_mit_buy_clear.disconnect(
self.trade_order_mit_buy_clear)
SignalFactor().sign_trade_order_mit_sell_clear.disconnect(
self.trade_order_mit_sell_clear)
SignalFactor().sign_trade_clear.disconnect(self.trade_clear)
def action_saveFile(self):
filters = ('PNG (*.png);;')
filename = QtWidgets.QFileDialog.getSaveFileName(self.mainwindow,
'Save File',
'./',
filter=filters)[0]
SignalFactor().sign_savefile.emit(filename)
QtWidgets.QMessageBox.about(self.mainwindow, "Message",
"Save File Finish")
def action_openFile(self):
filters = ('default (*.rpt *.csv);;' 'all file (*.*);;')
filename = QtWidgets.QFileDialog.getOpenFileName(self.mainwindow,
'Open File',
'./',
filter=filters)[0]
SignalFactor().sign_loadfile.emit(filename)
QtWidgets.QMessageBox.about(self.mainwindow, "Message",
"Open File Finish")
def rightClicked(self, e):
pos = e.pos()
item = self.tablewidget.itemAt(pos)
if item is None:
return
row = item.row()
column = item.column()
header = [
PriceLadderWidget.df_header_bid, PriceLadderWidget.df_header_ask,
PriceLadderWidget.df_header_mit_buy,
PriceLadderWidget.df_header_mit_sell
]
if not column in header:
return
price_tiem = self.tablewidget.item(row,
PriceLadderWidget.df_header_price)
if is_digit(price_tiem.text()) == False:
return
price = float(price_tiem.text())
if column == PriceLadderWidget.df_header_bid or column == PriceLadderWidget.df_header_ask:
SignalFactor().sign_trade_order_limit_market.emit(
price, -self.run_position,
column == PriceLadderWidget.df_header_bid)
elif column == PriceLadderWidget.df_header_mit_buy or column == PriceLadderWidget.df_header_mit_sell:
if not price in self.run_mit_list[column]:
self.run_mit_list[column][price] = 0
return
value = self.run_mit_list[column][
price] = self.run_mit_list[column][price] - self.run_position
if self.run_mit_list[column][price] < 0:
self.run_mit_list[column][price] = 0
value = 0
SignalFactor().sign_trade_order_mit.emit(
price, value, column == PriceLadderWidget.df_header_mit_buy)
self.update_mit_header()
def dde_callback_price(self, value, item):
values = value.split(';')
Open = High = Low = Close = float(
re.match('[+-]?([0-9]*[.])?[0-9]+', values[2]).group())
tick = SimpleNamespace(Date_Time=pd.Timestamp(values[0] + ' ' +
values[1]),
Close=Close,
High=High,
Low=Low,
Open=Open)
SignalFactor().sign_tick_update.emit(tick)
def review_interval(self):
old_tick_idx = self.review_tick_idx
self.review_tick_idx = self.review_tick_idx + 1
data_len = self.review_tick.shape[0]
if self.review_tick_idx >= data_len:
self.review_timer.stop()
return
new_tick = self.review_tick.iloc[self.review_tick_idx]
if old_tick_idx >= 0:
old_tick = self.review_tick.iloc[old_tick_idx]
if new_tick.Date_Time != old_tick.Date_Time:
#ProfilerFactor().timer_elapsed ()
self.review_sec()
if old_tick_idx != self.review_tick_idx:
SignalFactor().sign_tick_update.emit(new_tick)
else:
SignalFactor().sign_time_update.emit(self.curr_time)
def trade_order_market(self, price, count, long_short):
#"""
if not self.trade or self.trade[-1].long_short == long_short:
trade = SimpleNamespace()
trade.price = self.tick.Close
trade.long_short = long_short
trade.count = count
self.trade.append(trade)
SignalFactor().sign_trade_deal.emit(self.tick, long_short,
trade.count, 0)
else:
tmp_trade = []
market_count = count
for t in self.trade:
if market_count <= 0:
tmp_trade.append(t)
continue
if t.count > market_count:
if long_short:
gain = (t.price - self.tick.Close) * market_count
else:
gain = (self.tick.Close - t.price) * market_count
self.account.profit = self.account.profit + gain
SignalFactor().sign_trade_deal.emit(
self.tick, long_short, market_count, gain)
self.account.fee = self.account.fee + market_count
t.count = t.count - market_count
market_count = 0
tmp_trade.append(t)
else:
if long_short:
gain = (t.price - self.tick.Close) * t.count
else:
gain = (self.tick.Close - t.price) * t.count
self.account.profit = self.account.profit + gain
self.account.fee = self.account.fee + t.count
SignalFactor().sign_trade_deal.emit(
self.tick, long_short, t.count, gain)
market_count = market_count - t.count
self.trade = tmp_trade
"""
def init(self, mainwindow):
self.mainwindow = mainwindow
self.mit = {}
self.market = {}
self.trade = []
self.account = SimpleNamespace(profit=0, fee=0)
SignalFactor().sign_run_init.connect(self.run_init)
SignalFactor().sign_tick_update.connect(self.tick_update)
SignalFactor().sign_trade_order_market.connect(self.trade_order_market)
SignalFactor().sign_trade_order_limit_market.connect(
self.trade_order_limit_market)
SignalFactor().sign_trade_order_market_buy_clear.connect(
self.trade_order_market_buy_clear)
SignalFactor().sign_trade_order_market_sell_clear.connect(
self.trade_order_market_sell_clear)
SignalFactor().sign_trade_order_mit.connect(self.trade_order_mit)
SignalFactor().sign_trade_order_mit_buy_clear.connect(
self.trade_order_mit_buy_clear)
SignalFactor().sign_trade_order_mit_sell_clear.connect(
self.trade_order_mit_sell_clear)
SignalFactor().sign_trade_clear.connect(self.trade_clear)
def review_prev(self):
old_tick_idx = self.review_tick_idx
curr_time = self.review_tick.iat[old_tick_idx, 5]
curr_epoch = curr_time.timestamp() - SettingFactor().KBarInterval
lefttime = int(curr_epoch) % SettingFactor().KBarInterval
curr_epoch = curr_epoch - lefttime
prev_time = pd.Timestamp(curr_epoch, unit='s')
df = self.review_tick[self.review_tick['Date_Time'] < prev_time]
self.review_tick_idx = df.shape[0]
curr_time = self.review_tick.iat[self.review_tick_idx, 5]
SignalFactor().sign_review_prev_done.emit(curr_time)
self.next_time = curr_time
self.review_tick_idx = self.review_tick_idx - 1
self.review_timer.setInterval(0)
def clickedOK(self):
enable = self.endable_checkbox.isChecked()
service = self.service.text()
topic = self.topic.text()
advise_price = self.advise_price.text()
advise_ask = self.advise_ask.text()
advise_bid = self.advise_bid.text()
SettingFactor().setDDEEnable("True" if enable else "")
SettingFactor().setDDEService(service)
SettingFactor().setDDETopic(topic)
SettingFactor().setDDEAdvisePrice(advise_price)
SettingFactor().setDDEAdviseAsk(advise_ask)
SettingFactor().setDDEAdviseBid(advise_bid)
SignalFactor().sign_dde_config_done.emit(enable)
def review_next(self):
if self.run_review_old_next_tick == self.review_tick_idx:
self.review_tick_idx = self.review_tick_idx + 1
old_tick_idx = self.review_tick_idx
curr_time = self.review_tick.iat[old_tick_idx, 5]
curr_epoch = curr_time.timestamp()
next_epoch = curr_time.timestamp() + SettingFactor().KBarInterval
lefttime = int(curr_epoch) % SettingFactor().KBarInterval
curr_epoch = curr_epoch - lefttime
curr_time = pd.Timestamp(curr_epoch, unit='s')
next_time = pd.Timestamp(next_epoch, unit='s')
df_curr = self.review_tick[self.review_tick['Date_Time'] < curr_time]
df_next = self.review_tick[self.review_tick['Date_Time'] < next_time]
start_idx = df_curr.shape[0]
end_idx = df_next.shape[0]
ticks = []
tick = None
for i in range(start_idx, end_idx):
curr = self.review_tick.iloc[i]
if not tick is None:
if tick.Date_Time.timestamp() - curr.Date_Time.timestamp(
) >= SettingFactor().KBarInterval:
ticks.append(tick)
tick = None
else:
tick.Close = curr.Close
tick.High = max(tick.High, curr.Close)
tick.Low = min(tick.Low, curr.Close)
if tick is None:
tick = SimpleNamespace(Date_Time=curr.Date_Time,
Close=curr.Close,
High=curr.High,
Low=curr.Low,
Open=curr.Open)
if tick:
ticks.append(tick)
self.review_tick_idx = i - 1
self.run_review_old_next_tick = self.review_tick_idx
self.next_time = curr.Date_Time
self.review_timer.setInterval(0)
SignalFactor().sign_review_next_done.emit(ticks)
def dde_run(self):
if self.dde:
del self.dde
self.dde = None
#self.dde = DDEClient("XQLite", "Quote")
#self.dde.advise("FITXN*1.TF-TradingDate,Time,Price", self.dde_callback_price)
#self.dde.advise("FITXN*1.TF-BestBid1,BestBidSize1,BestBid2,BestBidSize2,BestBid3,BestBidSize3,BestBid4,BestBidSize4,BestBid5,BestBidSize5", self.dde_callback_best_bid)
#self.dde.advise("FITXN*1.TF-BestAsk1,BestAskSize1,BestAsk2,BestAskSize2,BestAsk3,BestAskSize3,BestAsk4,BestAskSize4,BestAsk5,BestAskSize5", self.dde_callback_best_ask)
self.dde = DDEClient(SettingFactor().getDDEService(),
SettingFactor().getDDETopic())
self.dde.advise(SettingFactor().getDDEAdvisePrice(),
self.dde_callback_price)
if SettingFactor().getDDEAdviseAsk() != "":
self.dde.advise(SettingFactor().getDDEAdviseAsk(),
self.dde_callback_best_ask)
if SettingFactor().getDDEAdviseBid() != "":
self.dde.advise(SettingFactor().getDDEAdviseBid(),
self.dde_callback_best_bid)
SignalFactor().sign_run_init.emit(
{'start_time': datetime.datetime.now().strftime("%Y%m%d%H%M")})
def __init__(self, mainwindow):
self.mainwindow = mainwindow
self.toolbar = QtWidgets.QToolBar()
self.mainwindow.addToolBar(self.toolbar)
self.toolbar.setIconSize(QtCore.QSize(16, 16))
self.btn = [None] * ToolBar.df_btn_max
action_factor = ActionFactor()
btn = QtWidgets.QToolButton()
btn.setDefaultAction(action_factor.openfile)
self.toolbar.addWidget(btn)
self.btn[ToolBar.df_btn_open] = btn
btn = QtWidgets.QToolButton()
btn.setDefaultAction(action_factor.savefile)
self.toolbar.addWidget(btn)
self.btn[ToolBar.df_btn_save] = btn
self.toolbar.addSeparator()
btn = QtWidgets.QToolButton()
btn.setDefaultAction(action_factor.connectconfig)
btn.setCheckable(True)
self.toolbar.addWidget(btn)
self.btn[ToolBar.df_btn_connect_config] = btn
btn = QtWidgets.QToolButton()
btn.setDefaultAction(action_factor.reconnect)
btn.setCheckable(True)
self.toolbar.addWidget(btn)
self.btn[ToolBar.df_btn_reconnect] = btn
self.toolbar.addSeparator()
btn = QtWidgets.QToolButton()
btn.setDefaultAction(action_factor.reviewconfig)
self.toolbar.addWidget(btn)
self.btn[ToolBar.df_btn_reviewconfig] = btn
btn = QtWidgets.QToolButton()
btn.setDefaultAction(action_factor.reveiwrun)
btn.setCheckable(True)
self.toolbar.addWidget(btn)
self.btn[ToolBar.df_btn_reveiwrun] = btn
btn = QtWidgets.QToolButton()
btn.setDefaultAction(action_factor.reveiwsuspend)
btn.setCheckable(True)
action_factor.reveiwsuspend.triggered.connect(
self.click_btn_reveiwsuspend)
self.toolbar.addWidget(btn)
self.btn[ToolBar.df_btn_reveiwsuspend] = btn
btn = QtWidgets.QToolButton()
btn.setDefaultAction(action_factor.reveiwstop)
self.toolbar.addWidget(btn)
self.btn[ToolBar.df_btn_reveiwstop] = btn
btn = QtWidgets.QToolButton()
btn.setDefaultAction(action_factor.reveiwprev)
self.toolbar.addWidget(btn)
self.btn[ToolBar.df_btn_reveiwprev] = btn
btn = QtWidgets.QToolButton()
btn.setDefaultAction(action_factor.reveiwnext)
self.toolbar.addWidget(btn)
self.btn[ToolBar.df_btn_reveiwnext] = btn
btn = QtWidgets.QToolButton()
btn.setDefaultAction(action_factor.reveiwslower)
self.toolbar.addWidget(btn)
self.btn[ToolBar.df_btn_reveiwslower] = btn
btn = QtWidgets.QToolButton()
btn.setDefaultAction(action_factor.reveiwfaster)
self.toolbar.addWidget(btn)
self.btn[ToolBar.df_btn_reveiwfaster] = btn
self.reviewspeed = QtWidgets.QLabel("1x")
self.toolbar.addWidget(self.reviewspeed)
self.toolbar.addSeparator()
self.timeedit = Time24Edit()
self.timeedit.setMaximumWidth(150)
self.timeedit.setTime(QtCore.QTime(9, 0, 0))
self.toolbar.addWidget(self.timeedit)
btn = QtWidgets.QPushButton()
btn.clicked.connect(action_factor.reviewgoto.triggered)
btn.setMaximumWidth(30)
btn.setText('Go')
self.toolbar.addWidget(btn)
action_factor.reviewgoto.triggered.connect(self.click_btn_reviewgoto)
self.toolbar.addSeparator()
btn = QtWidgets.QToolButton()
btn.setDefaultAction(action_factor.zome_x)
btn.setCheckable(True)
btn.setChecked(True)
action_factor.zome_x.triggered.connect(self.click_btn_zome_x)
self.toolbar.addWidget(btn)
self.btn[ToolBar.df_btn_zoom_x] = btn
btn = QtWidgets.QToolButton()
btn.setDefaultAction(action_factor.zome_y)
btn.setCheckable(True)
btn.setChecked(True)
action_factor.zome_y.triggered.connect(self.click_btn_zome_y)
self.toolbar.addWidget(btn)
self.btn[ToolBar.df_btn_zoom_y] = btn
btn = QtWidgets.QToolButton()
btn.setDefaultAction(action_factor.mark)
btn.setCheckable(True)
btn.setChecked(True)
action_factor.mark.triggered.connect(self.click_btn_mark)
self.toolbar.addWidget(btn)
self.btn[ToolBar.df_btn_mark] = btn
btn = QtWidgets.QToolButton()
btn.setDefaultAction(action_factor.hline)
self.toolbar.addWidget(btn)
self.btn[ToolBar.df_btn_hline] = btn
self.toolbar.addSeparator()
btn = QtWidgets.QToolButton()
btn.setDefaultAction(action_factor.k30s)
btn.setCheckable(True)
btn.triggered.connect(self.connect_btn_k30s)
self.toolbar.addWidget(btn)
self.btn[ToolBar.df_btn_k30s] = btn
self.toolbar.addSeparator()
btn = QtWidgets.QToolButton()
btn.setDefaultAction(action_factor.k1m)
btn.setCheckable(True)
btn.setChecked(True)
btn.triggered.connect(self.connect_btn_k1m)
self.toolbar.addWidget(btn)
self.btn[ToolBar.df_btn_k1m] = btn
self.toolbar.addSeparator()
btn = QtWidgets.QToolButton()
btn.setDefaultAction(action_factor.k5m)
btn.setCheckable(True)
btn.triggered.connect(self.connect_btn_k5m)
self.toolbar.addWidget(btn)
self.btn[ToolBar.df_btn_k5m] = btn
SignalFactor().sign_run_init.connect(self.run_init)
SignalFactor().sign_review_speed_change.connect(
self.review_speed_change)
SignalFactor().sign_connect_config_done.connect(
self.connect_config_done)
def click_btn_reviewgoto(self):
go_time = self.timeedit.time()
SignalFactor().sign_review_goto.emit(go_time)
def clickedDel (self):
value = self.line_number.text()
SignalFactor ().sign_hline_change.emit (value, -1)
self.close ()
def clickedOK (self):
SignalFactor ().sign_connect_config_done.emit ()
self.close ()
def reconnect_trade_order_ret_done(self):
for trade in self.reconnect_trade_order_deal:
SignalFactor().reconnect_trade_order_deal.emit(
trade.price, trade.long_short, trade.count, 0)
def __init__(self, parent=None):
super().__init__(parent)
self.run_left_bar = 0
self.run_show_bar = self.df_show_bar
self.run_tick_range_left = 0
self.run_volumn_offset = 0
self.run_start_time = 0
self.trade = SimpleNamespace(count=0, long_short=True)
self.record_trade = SimpleNamespace(count=0, long_short=True)
self.candlesTick = CandlestickItem()
self.pricePosition = PricePositionItem(self.candlesTick)
self.pricePosition.setvisible(True)
self.priceRecordPosition = PricePositionItem(self.candlesTick)
self.priceRecordPosition.setvisible(True)
self.axis_x_datetime = TimeStringAxis(orientation='bottom')
self.axis_x_datetime.setTickSpacing(10, 5)
vb = CustomViewBox()
self.plotwidget = pg.PlotWidget(
viewBox=vb,
axisItems={'bottom': self.axis_x_datetime},
enableMenu=False)
self.plotwidget.addItem(self.candlesTick)
#self.plotwidget.addItem (self.pricePosition)
self.plotwidget.showGrid(x=True, y=True)
self.axis_volumn_left = self.plotwidget.getAxis('left')
self.axis_volumn_left.setTickSpacing(10, 1)
self.hLineDict = {}
#self.top_line = pg.InfiniteLine(angle=0, movable=False, )
#self.bottom_line = pg.InfiniteLine(angle=0, movable=False, )
#self.plotwidget.addItem (self.top_line, ignoreBounds=True)
#self.plotwidget.addItem (self.bottom_line, ignoreBounds=True)
self.top_label = pg.TextItem(anchor=(0, 1))
self.bottom_label = pg.TextItem()
self.plotwidget.addItem(self.top_label, ignoreBounds=True)
self.plotwidget.addItem(self.bottom_label, ignoreBounds=True)
self.scrollbar_x = QtWidgets.QScrollBar(QtCore.Qt.Horizontal)
self.scrollbar_x.setMinimum(0)
self.scrollbar_x.setMaximum(self.df_max_bar - self.df_show_bar - 1)
self.scrollbar_x.sliderMoved.connect(self.onAxisSliderXMoved)
self.slider_x = QtWidgets.QSlider(QtCore.Qt.Horizontal)
self.slider_x.setRange(-self.df_left_bar,
self.df_max_bar - self.df_show_bar)
self.slider_x.setValue(0)
self.slider_x.sliderMoved.connect(self.onZoomSliderXMoved)
self.scrollbar_y = QtWidgets.QScrollBar(QtCore.Qt.Vertical)
self.scrollbar_y.setMinimum(-500)
self.scrollbar_y.setMaximum(500)
self.scrollbar_y.setValue(0)
self.scrollbar_y.sliderMoved.connect(self.onAxisSliderYMoved)
self.slider_y = QtWidgets.QSlider(QtCore.Qt.Vertical)
self.slider_y.setRange(-100, 100)
self.slider_y.setValue(-19)
self.slider_y.sliderMoved.connect(self.onZoomSliderYMoved)
hlay = QtWidgets.QHBoxLayout()
for w in (self.plotwidget, self.scrollbar_y, self.slider_y):
hlay.addWidget(w)
vlay = QtWidgets.QVBoxLayout(self)
vlay.addLayout(hlay)
for w in (self.scrollbar_x, self.slider_x):
vlay.addWidget(w)
self.info_lable = pg.TextItem()
self.plotwidget.addItem(self.info_lable)
self.vLine = pg.InfiniteLine(
angle=90,
movable=False,
)
self.hLine = pg.InfiniteLine(
angle=0,
movable=False,
)
self.plotwidget.addItem(self.vLine, ignoreBounds=True)
self.plotwidget.addItem(self.hLine, ignoreBounds=True)
self.line_label = pg.TextItem(anchor=(0, 1))
self.plotwidget.addItem(self.line_label, ignoreBounds=True)
self.move_slot = pg.SignalProxy(self.plotwidget.scene().sigMouseMoved,
rateLimit=60,
slot=self.print_slot)
SignalFactor().sign_savefile.connect(self.savefile)
SignalFactor().sign_run_init.connect(self.run_init)
SignalFactor().sign_tick_update.connect(self.update_tick)
SignalFactor().sign_zoom_x_visible.connect(self.zoom_x_visible)
SignalFactor().sign_zoom_y_visible.connect(self.zoom_y_visible)
SignalFactor().sign_mark.connect(self.mark)
SignalFactor().sign_trade_deal.connect(self.trade_deal)
SignalFactor().sign_review_goto_init.connect(self.review_goto_init)
SignalFactor().sign_review_goto_done.connect(self.review_goto_done)
SignalFactor().sign_review_prev_done.connect(self.review_prev_done)
SignalFactor().sign_review_next_done.connect(self.review_next_done)
SignalFactor().sign_hline_change.connect(self.hline_change)
SignalFactor().sign_reconnect.connect(self.reconnect)
SignalFactor().sign_reconnect_trade_order_ret.connect(
self.reconnect_trade_order_ret)
SignalFactor().sign_reconnect_trade_order_ret_done.connect(
self.reconnect_trade_order_ret_done)
SignalFactor().sign_kbar_interval_change_init.connect(
self.kbar_interval_change_init)
SignalFactor().sign_kbar_deal_mark.connect(self.kbar_deal_mark)
def btn_sell(self):
price = self.tick.Close - self.run_better_size
SignalFactor().sign_trade_order_market.emit(price, self.run_position,
False)
def trade_order_mit_sell_clear(self):
for price in self.mit:
if False in self.mit[price]:
del self.mit[price][False]
SignalFactor().sign_trade_order_mit_ret.emit(price, False, 0)
def trade_order_mit_buy_clear(self):
for price in self.mit:
if True in self.mit[price]:
del self.mit[price][True]
SignalFactor().sign_trade_order_mit_ret.emit(price, True, 0)
def trade_exec(self):
if not self.tick.Close in self.mit and not self.tick.Close in self.market:
return
market = None
if self.tick.Close in self.market:
market = self.market[self.tick.Close]
else:
self.market[self.tick.Close] = {}
self.market[self.tick.Close][True] = SimpleNamespace(count=0)
self.market[self.tick.Close][False] = SimpleNamespace(count=0)
market = self.market[self.tick.Close]
mit = None
if self.tick.Close in self.mit:
mit = self.mit[self.tick.Close]
if mit:
for long_short in [True, False]:
if not long_short in mit:
continue
if market is None or not long_short in market:
market[long_short] = SimpleNamespace(count=0)
market[long_short].count = market[long_short].count + mit[
long_short].count
SignalFactor().sign_trade_order_mit_ret.emit(
self.tick.Close, long_short, 0)
del self.mit[self.tick.Close]
for long_short in [True, False]:
if not long_short in market:
continue
if market[long_short].count <= 0:
continue
if not self.trade or self.trade[-1].long_short == long_short:
trade = SimpleNamespace()
trade.price = self.tick.Close
trade.long_short = long_short
trade.count = market[long_short].count
self.trade.append(trade)
del self.market[self.tick.Close][long_short]
SignalFactor().sign_trade_order_market_ret.emit(
self.tick.Close, long_short, 0)
SignalFactor().sign_trade_order_mit_ret.emit(
self.tick.Close, long_short, 0)
SignalFactor().sign_trade_deal.emit(self.tick, long_short,
trade.count, 0)
else:
tmp_trade = []
for t in self.trade:
if market[long_short].count <= 0:
tmp_trade.append(t)
continue
if t.count > market[long_short].count:
if long_short:
gain = (t.price -
self.tick.Close) * market[long_short].count
else:
gain = (self.tick.Close -
t.price) * market[long_short].count
self.account.profit = self.account.profit + gain
SignalFactor().sign_trade_deal.emit(
self.tick, long_short, market[long_short].count,
gain)
self.account.fee = self.account.fee + market[
long_short].count
t.count = t.count - market[long_short].count
market[long_short].count = 0
tmp_trade.append(t)
else:
if long_short:
gain = (t.price - self.tick.Close) * t.count
else:
gain = (self.tick.Close - t.price) * t.count
self.account.profit = self.account.profit + gain
self.account.fee = self.account.fee + t.count
SignalFactor().sign_trade_deal.emit(
self.tick, long_short, t.count, gain)
market[long_short].count = market[
long_short].count - t.count
self.trade = tmp_trade
SignalFactor().sign_trade_order_market_ret.emit(
self.tick.Close, long_short, market[long_short].count)
if market[long_short].count <= 0:
del self.market[self.tick.Close][long_short]
if len(self.trade) <= 0 and SettingFactor(
).getFreePosFreeOrderEnable() == 'True':
self.trade_order_market_buy_clear()
self.trade_order_market_sell_clear()
self.trade_order_mit_buy_clear()
self.trade_order_mit_sell_clear()
def trade_order_limit_market(self, price, count, long_short):
is_trade = False
if count > 0:
if long_short == True and price >= self.tick.Close:
is_trade = True
elif long_short == False and price <= self.tick.Close:
is_trade = True
if is_trade:
if not self.trade or self.trade[-1].long_short == long_short:
trade = SimpleNamespace()
trade.price = self.tick.Close
trade.long_short = long_short
trade.count = count
self.trade.append(trade)
SignalFactor().sign_trade_deal.emit(self.tick, long_short,
trade.count, 0)
else:
tmp_trade = []
market_count = count
for t in self.trade:
if market_count <= 0:
tmp_trade.append(t)
continue
if t.count > market_count:
if long_short:
gain = (t.price - self.tick.Close) * market_count
else:
gain = (self.tick.Close - t.price) * market_count
self.account.profit = self.account.profit + gain
SignalFactor().sign_trade_deal.emit(
self.tick, long_short, market_count, gain)
self.account.fee = self.account.fee + market_count
t.count = t.count - market_count
market_count = 0
tmp_trade.append(t)
else:
if long_short:
gain = (t.price - self.tick.Close) * t.count
else:
gain = (self.tick.Close - t.price) * t.count
self.account.profit = self.account.profit + gain
self.account.fee = self.account.fee + t.count
SignalFactor().sign_trade_deal.emit(
self.tick, long_short, t.count, gain)
market_count = market_count - t.count
self.trade = tmp_trade
else:
if count > 0:
if not price in self.market:
self.market[price] = {}
if not long_short in self.market[price]:
self.market[price][long_short] = SimpleNamespace(count=0)
self.market[price][long_short].count = self.market[price][
long_short].count + count
SignalFactor().sign_trade_order_market_ret.emit(
price, long_short, self.market[price][long_short].count)
else:
if price in self.market and long_short in self.market[price]:
if self.market[price][long_short].count > 0:
self.market[price][long_short].count = self.market[
price][long_short].count + count
SignalFactor().sign_trade_order_market_ret.emit(
price, long_short,
self.market[price][long_short].count)
if self.market[price][long_short].count == 0:
del self.market[price][long_short]
def clickedOK(self):
prodid = self.prodid.text()
SettingFactor().setYahooProdId(prodid)
SignalFactor().sign_yahoo_config_done.emit(True)
