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)