Example #1
0
    def init_ui(self) -> None:
        """"""
        self.setWindowTitle("移仓助手")

        old_symbols = []
        for vt_symbol, strategies in self.cta_engine.symbol_strategy_map.items(
        ):
            if strategies:
                old_symbols.append(vt_symbol)
        self.old_symbol_combo = QtWidgets.QComboBox()
        self.old_symbol_combo.addItems(old_symbols)

        self.new_symbol_line = QtWidgets.QLineEdit()

        self.payup_spin = QtWidgets.QSpinBox()
        self.payup_spin.setMinimum(5)

        self.log_edit = QtWidgets.QTextEdit()
        self.log_edit.setReadOnly(True)
        self.log_edit.setMinimumWidth(500)

        button = QtWidgets.QPushButton("移仓")
        button.clicked.connect(self.roll_all)
        button.setFixedHeight(button.sizeHint().height() * 2)

        form = QtWidgets.QFormLayout()
        form.addRow("移仓合约", self.old_symbol_combo)
        form.addRow("目标合约", self.new_symbol_line)
        form.addRow("委托超价", self.payup_spin)
        form.addRow(button)

        hbox = QtWidgets.QHBoxLayout()
        hbox.addLayout(form)
        hbox.addWidget(self.log_edit)
        self.setLayout(hbox)
Example #2
0
    def init_ui(self) -> None:
        """"""
        self.setMinimumWidth(300)
        self.setWindowTitle(f"添加【{self.rule_name}】雷达信号")

        self.type_combo = QtWidgets.QComboBox()
        self.type_combo.addItems([
            SignalType.GREATER_THAN.value,
            SignalType.LESS_THAN.value,
            SignalType.EQUAL_TO.value,
        ])

        self.target_line = QtWidgets.QLineEdit()
        self.target_line.setValidator(QtGui.QDoubleValidator())

        self.sound_check = QtWidgets.QCheckBox()
        self.email_check = QtWidgets.QCheckBox()

        button = QtWidgets.QPushButton("添加")
        button.clicked.connect(self.add_signal)

        form = QtWidgets.QFormLayout()
        form.addRow("信号类型", self.type_combo)
        form.addRow("目标数值", self.target_line)
        form.addRow("声音通知", self.sound_check)
        form.addRow("邮件通知", self.email_check)
        form.addRow(button)

        self.setLayout(form)
Example #3
0
    def init_ui(self):
        self.setWindowTitle("锁仓单平仓")
        self.setMinimumWidth(300)

        self.symbol_combo = ComboBox()
        self.symbol_combo.pop_show.connect(self.refresh_symbol_list)
        self.symbol_combo.activated[str].connect(self.set_close_symbol)

        validator = QtGui.QIntValidator()
        self.close_pos_line = QtWidgets.QLineEdit()
        self.close_pos_line.setValidator(validator)

        button_close = QtWidgets.QPushButton("平仓")
        button_close.clicked.connect(self.close_hedged_pos)

        for btn in [button_close]:
            btn.setFixedHeight(btn.sizeHint().height() * 1.5)

        form = QtWidgets.QFormLayout()
        form.addRow("合约代码", self.symbol_combo)
        form.addRow("平仓手数", self.close_pos_line)

        hbox = QtWidgets.QHBoxLayout()
        hbox.addWidget(button_close)

        vbox = QtWidgets.QVBoxLayout()
        vbox.addLayout(form)
        vbox.addLayout(hbox)

        self.setLayout(vbox)
Example #4
0
    def __init__(self, start: datetime, end: datetime, parent=None):
        """"""
        super().__init__(parent)

        self.setWindowTitle("选择数据区间")

        self.start_edit = QtWidgets.QDateEdit(
            QtCore.QDate(
                start.year,
                start.month,
                start.day
            )
        )
        self.end_edit = QtWidgets.QDateEdit(
            QtCore.QDate(
                end.year,
                end.month,
                end.day
            )
        )

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

        form = QtWidgets.QFormLayout()
        form.addRow("开始时间", self.start_edit)
        form.addRow("结束时间", self.end_edit)
        form.addRow(button)

        self.setLayout(form)
Example #5
0
    def init_ui(self):
        """"""
        form = QtWidgets.QFormLayout()

        # Add vt_symbol and name edit if add new strategy
        self.setWindowTitle(f"策略参数配置:{self.class_name}")
        button_text = "确定"
        parameters = self.parameters

        for name, value in parameters.items():
            type_ = type(value)

            edit = QtWidgets.QLineEdit(str(value))
            if type_ is int:
                validator = QtGui.QIntValidator()
                edit.setValidator(validator)
            elif type_ is float:
                validator = QtGui.QDoubleValidator()
                edit.setValidator(validator)

            form.addRow(f"{name} {type_}", edit)

            self.edits[name] = (edit, type_)

        button = QtWidgets.QPushButton(button_text)
        button.clicked.connect(self.accept)
        form.addRow(button)

        self.setLayout(form)
Example #6
0
    def init_ui(self):
        """"""
        form = QtWidgets.QFormLayout()

        # Add spread_name and name edit if add new strategy
        if self.class_name:
            self.setWindowTitle(f" add strategy :{self.class_name}")
            button_text = " add to "
            parameters = {"strategy_name": "", "spread_name": ""}
            parameters.update(self.parameters)
        else:
            self.setWindowTitle(f" parameter editing :{self.strategy_name}")
            button_text = " determine "
            parameters = self.parameters

        for name, value in parameters.items():
            type_ = type(value)

            edit = QtWidgets.QLineEdit(str(value))
            if type_ is int:
                validator = QtGui.QIntValidator()
                edit.setValidator(validator)
            elif type_ is float:
                validator = QtGui.QDoubleValidator()
                edit.setValidator(validator)

            form.addRow(f"{name} {type_}", edit)

            self.edits[name] = (edit, type_)

        button = QtWidgets.QPushButton(button_text)
        button.clicked.connect(self.accept)
        form.addRow(button)

        self.setLayout(form)
Example #7
0
    def init_ui(self):
        """"""
        self.setWindowTitle("交易风控")

        # Create widgets
        self.active_combo = QtWidgets.QComboBox()
        self.active_combo.addItems(["停止", "启动"])

        self.flow_limit_spin = RiskManagerSpinBox()
        self.flow_clear_spin = RiskManagerSpinBox()
        self.size_limit_spin = RiskManagerSpinBox()
        self.trade_limit_spin = RiskManagerSpinBox()
        self.active_limit_spin = RiskManagerSpinBox()
        self.cancel_limit_spin = RiskManagerSpinBox()

        save_button = QtWidgets.QPushButton("保存")
        save_button.clicked.connect(self.save_setting)

        # Form layout
        form = QtWidgets.QFormLayout()
        form.addRow("风控运行状态", self.active_combo)
        form.addRow("委托流控上限(笔)", self.flow_limit_spin)
        form.addRow("委托流控清空(秒)", self.flow_clear_spin)
        form.addRow("单笔委托上限(数量)", self.size_limit_spin)
        form.addRow("总成交上限(笔)", self.trade_limit_spin)
        form.addRow("活动委托上限(笔)", self.active_limit_spin)
        form.addRow("合约撤单上限(笔)", self.cancel_limit_spin)
        form.addRow(save_button)

        self.setLayout(form)

        # Set Fix Size
        hint = self.sizeHint()
        self.setFixedSize(hint.width() * 1.2, hint.height())
Example #8
0
    def init_ui(self) -> None:
        """"""
        self.setWindowTitle("市场雷达")

        self.radar_monitor = RadarMonitor(self.radar_engine)

        self.log_monitor = QtWidgets.QTextEdit()
        self.log_monitor.setReadOnly(True)
        self.log_monitor.setMaximumHeight(300)

        self.name_line = QtWidgets.QLineEdit()
        self.formula_line = QtWidgets.QLineEdit()
        self.a_line = QtWidgets.QLineEdit()
        self.b_line = QtWidgets.QLineEdit()
        self.c_line = QtWidgets.QLineEdit()
        self.d_line = QtWidgets.QLineEdit()
        self.e_line = QtWidgets.QLineEdit()

        self.ndigits_spin = QtWidgets.QSpinBox()
        self.ndigits_spin.setMinimum(0)
        self.ndigits_spin.setValue(2)

        add_button = QtWidgets.QPushButton("添加")
        add_button.clicked.connect(self.add_rule)

        edit_button = QtWidgets.QPushButton("修改")
        edit_button.clicked.connect(self.edit_rule)

        load_button = QtWidgets.QPushButton("导入CSV")
        load_button.clicked.connect(self.load_csv)

        form = QtWidgets.QFormLayout()
        form.addRow("名称", self.name_line)
        form.addRow("公式", self.formula_line)
        form.addRow("A", self.a_line)
        form.addRow("B", self.b_line)
        form.addRow("C", self.c_line)
        form.addRow("D", self.d_line)
        form.addRow("E", self.e_line)
        form.addRow("小数", self.ndigits_spin)
        form.addRow(add_button)
        form.addRow(edit_button)

        vbox = QtWidgets.QVBoxLayout()
        vbox.addWidget(self.log_monitor)
        vbox.addWidget(load_button)

        hbox = QtWidgets.QHBoxLayout()
        hbox.addLayout(form)
        hbox.addStretch()
        hbox.addLayout(vbox)

        vbox2 = QtWidgets.QVBoxLayout()
        vbox2.addWidget(self.radar_monitor)
        vbox2.addLayout(hbox)

        self.setLayout(vbox2)
Example #9
0
    def init_ui(self) -> None:
        """"""
        self.setWindowTitle("Delta对冲")

        underlying_symbols = []
        portfolio = self.option_engine.get_portfolio(self.portfolio_name)

        for chain in portfolio.chains.values():
            underlying_symbol = chain.underlying.symbol
            self.symbol_map[underlying_symbol] = chain.underlying.vt_symbol

            if underlying_symbol not in underlying_symbols:
                underlying_symbols.append(underlying_symbol)

        underlying_symbols.sort()

        self.symbol_combo = QtWidgets.QComboBox()
        self.symbol_combo.addItems(underlying_symbols)

        self.trigger_spin = QtWidgets.QSpinBox()
        self.trigger_spin.setSuffix("秒")
        self.trigger_spin.setMinimum(1)
        self.trigger_spin.setValue(5)

        self.target_spin = QtWidgets.QSpinBox()
        self.target_spin.setMaximum(99999999)
        self.target_spin.setMinimum(-99999999)
        self.target_spin.setValue(0)

        self.range_spin = QtWidgets.QSpinBox()
        self.range_spin.setMinimum(0)
        self.range_spin.setMaximum(9999999)
        self.range_spin.setValue(12000)

        self.payup_spin = QtWidgets.QSpinBox()
        self.payup_spin.setMinimum(0)
        self.payup_spin.setValue(3)

        self.start_button = QtWidgets.QPushButton("启动")
        self.start_button.clicked.connect(self.start)

        self.stop_button = QtWidgets.QPushButton("停止")
        self.stop_button.clicked.connect(self.stop)
        self.stop_button.setEnabled(False)

        form = QtWidgets.QFormLayout()
        form.addRow("对冲合约", self.symbol_combo)
        form.addRow("执行频率", self.trigger_spin)
        form.addRow("Delta目标", self.target_spin)
        form.addRow("对冲阈值", self.range_spin)
        form.addRow("委托超价", self.payup_spin)
        form.addRow(self.start_button)
        form.addRow(self.stop_button)

        self.setLayout(form)
Example #10
0
    def init_ui(self):
        """"""
        self.setWindowTitle("K线图表")
        self.resize(1400, 800)
        self.chart = MarketDataChartWidget()

        self.contract_combo = QtWidgets.QComboBox()
        self.contracts = {
            c.vt_symbol: c
            for c in self.main_engine.get_all_contracts()
        }
        self.contract_combo.addItems(self.contracts.keys())
        self.contract_combo.setCurrentIndex(-1)
        self.contract_combo.currentTextChanged.connect(self.change_contract)

        self.interval_combo = QtWidgets.QComboBox()
        self.interval_combo.addItems([Interval.MINUTE.value])
        self.indicator_combo = QtWidgets.QComboBox()
        self.indicator_combo.addItems(
            [n for n in self.chart.indicators.keys()])
        self.indicator_combo.currentTextChanged.connect(
            self.chart.change_indicator)

        self.previous_btn = QtWidgets.QPushButton("←")
        self.previous_btn.released.connect(
            partial(self.update_previous_bar, 300))

        form = QtWidgets.QFormLayout()
        form.addRow("合约", self.contract_combo)
        form.addRow("周期", self.interval_combo)
        form.addRow("指标", self.indicator_combo)
        form.addRow(self.previous_btn)

        self.tick_info = InfoWidget()

        # Set layout
        box = QtWidgets.QHBoxLayout()
        vbox = QtWidgets.QVBoxLayout()
        vbox.addLayout(form)
        vbox.addWidget(self.chart)

        infoBox = QtWidgets.QVBoxLayout()
        infoBox.addStretch(1)
        infoBox.addLayout(self.tick_info)
        infoBox.addStretch(5)

        box.addLayout(vbox)
        box.addLayout(infoBox)
        box.setStretchFactor(vbox, 8)
        box.setStretchFactor(infoBox, 1)

        self.setLayout(box)
Example #11
0
    def init_ui(self):
        self.setWindowTitle("同步仓位")
        self.setMinimumWidth(300)

        # Select symbol widget
        self.sync_symbol_combo = ComboBox()
        self.sync_symbol_combo.pop_show.connect(self.refresh_symbol_list)
        self.sync_symbol_combo.activated[str].connect(self.set_sync_symbol)

        # Sync action button
        self.sync_open_button = QtWidgets.QPushButton("单合约开仓同步")
        self.sync_open_button.clicked.connect(self.sync_open)

        self.sync_close_button = QtWidgets.QPushButton("单合约平仓同步")
        self.sync_close_button.clicked.connect(self.sync_close)

        self.sync_button = QtWidgets.QPushButton("单合约开平同步")
        self.sync_button.clicked.connect(self.sync_open_and_close)

        self.sync_all_button = QtWidgets.QPushButton("所有持仓同步")
        self.sync_all_button.clicked.connect(self.sync_all)

        self.sync_net_button = QtWidgets.QPushButton("日内交易同步")
        self.sync_net_button.clicked.connect(lambda: self.sync_net_delta(is_sync_baisc=False))

        self.sync_basic_button = QtWidgets.QPushButton("日内底仓同步")
        self.sync_basic_button.clicked.connect(lambda: self.sync_net_delta(is_sync_baisc=True))

        for btn in [self.sync_open_button,
                    self.sync_close_button,
                    self.sync_button,
                    self.sync_all_button,
                    self.sync_net_button,
                    self.sync_basic_button]:
            btn.setFixedHeight(btn.sizeHint().height() * 1.5)

        # Set layout
        form_sync = QtWidgets.QFormLayout()
        form_sync.addRow("同步合约", self.sync_symbol_combo)
        form_sync.addRow(self.sync_open_button)
        form_sync.addRow(self.sync_close_button)
        form_sync.addRow(self.sync_button)
        form_sync.addRow(self.sync_all_button)
        form_sync.addRow(self.sync_net_button)
        form_sync.addRow(self.sync_basic_button)

        vbox = QtWidgets.QVBoxLayout()
        vbox.addLayout(form_sync)

        self.setLayout(vbox)
Example #12
0
    def init_ui(self):
        """"""
        form = QtWidgets.QFormLayout()

        self.setWindowTitle(f"数据修改:{self.strategy_name}")
        button_text = "修改"

        self.key_edit = QtWidgets.QLineEdit()
        self.value_edit = QtWidgets.QLineEdit()

        form.addRow(self.key_edit, ":", self.value_edit)

        button = QtWidgets.QPushButton(button_text)
        button.clicked.connect(self.accept)
        form.addRow(button)
        self.setLayout(form)
Example #13
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)
Example #14
0
    def init_ui(self):
        self.setWindowTitle("修改仓位")
        self.setMinimumWidth(300)

        self.symbol_combo = ComboBox()
        self.symbol_combo.pop_show.connect(self.refresh_symbol_list)
        self.symbol_combo.activated[str].connect(self.set_modify_symbol)

        validator = QtGui.QIntValidator()

        # self.long_pos_line = QtWidgets.QLineEdit()
        # self.long_pos_line.setValidator(validator)
        # self.short_pos_line = QtWidgets.QLineEdit()
        # self.short_pos_line.setValidator(validator)

        self.basic_delta_line = QtWidgets.QLineEdit()
        self.basic_delta_line.setValidator(validator)

        self.traded_net_line = QtWidgets.QLineEdit()
        self.traded_net_line.setValidator(validator)

        self.lost_follow_line = QtWidgets.QLineEdit()
        self.lost_follow_line.setValidator(validator)

        button_modify = QtWidgets.QPushButton("修改")
        button_modify.clicked.connect(self.modify)

        for btn in [button_modify]:
            btn.setFixedHeight(btn.sizeHint().height() * 1.5)

        form = QtWidgets.QFormLayout()
        form.addRow("合约代码", self.symbol_combo)
        # form.addRow("目标户多仓", self.long_pos_line)
        # form.addRow("目标户空仓", self.short_pos_line)
        form.addRow("底仓差", self.basic_delta_line)
        form.addRow("交易净仓", self.traded_net_line)
        form.addRow("丢失净仓", self.lost_follow_line)

        hbox = QtWidgets.QHBoxLayout()
        hbox.addWidget(button_modify)

        vbox = QtWidgets.QVBoxLayout()
        vbox.addLayout(form)
        vbox.addLayout(hbox)

        self.setLayout(vbox)
Example #15
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)
Example #16
0
    def init_ui(self):
        """"""
        form = QtWidgets.QFormLayout()

        # Add vt_symbol and name edit if add new strategy
        if self.class_name:
            self.setWindowTitle(f"添加策略:{self.class_name}")
            button_text = "添加"
            parameters = {"strategy_name": "", "vt_symbol": ""}
            parameters.update(self.parameters)
        else:
            self.setWindowTitle(f"参数编辑:{self.strategy_name}")
            button_text = "确定"
            parameters = self.parameters

        for name, value in parameters.items():
            type_ = type(value)

            edit = QtWidgets.QLineEdit(str(value))
            if type_ is int:
                validator = QtGui.QIntValidator()
                edit.setValidator(validator)
            elif type_ is float:
                validator = QtGui.QDoubleValidator()
                edit.setValidator(validator)

            form.addRow(f"{name} {type_}", edit)

            self.edits[name] = (edit, type_)

        button = QtWidgets.QPushButton(button_text)
        button.clicked.connect(self.accept)
        form.addRow(button)

        widget = QtWidgets.QWidget()
        widget.setLayout(form)

        scroll = QtWidgets.QScrollArea()
        scroll.setWidgetResizable(True)
        scroll.setWidget(widget)

        vbox = QtWidgets.QVBoxLayout()
        vbox.addWidget(scroll)
        self.setLayout(vbox)
Example #17
0
    def init_ui(self):
        """"""
        self.setWindowTitle("RPC服务")
        self.setFixedWidth(900)
        self.setFixedHeight(500)

        self.start_button = QtWidgets.QPushButton("启动")
        self.start_button.clicked.connect(self.start_server)

        self.stop_button = QtWidgets.QPushButton("停止")
        self.stop_button.clicked.connect(self.stop_server)
        self.stop_button.setEnabled(False)

        for button in [self.start_button, self.stop_button]:
            hint = button.sizeHint()
            button.setFixedHeight(hint.height() * 2)
            button.setFixedWidth(hint.width() * 4)

        self.rep_line = QtWidgets.QLineEdit(self.rpc_engine.rep_address)
        self.rep_line.setFixedWidth(300)

        self.pub_line = QtWidgets.QLineEdit(self.rpc_engine.pub_address)
        self.pub_line.setFixedWidth(300)

        self.log_monitor = QtWidgets.QTextEdit()
        self.log_monitor.setReadOnly(True)

        form = QtWidgets.QFormLayout()
        form.addRow("请求响应地址", self.rep_line)
        form.addRow("事件广播地址", self.pub_line)

        hbox = QtWidgets.QHBoxLayout()
        hbox.addLayout(form)
        hbox.addWidget(self.start_button)
        hbox.addWidget(self.stop_button)
        hbox.addStretch()

        vbox = QtWidgets.QVBoxLayout()
        vbox.addLayout(hbox)
        vbox.addWidget(self.log_monitor)

        self.setLayout(vbox)
Example #18
0
    def init_ui(self):
        """"""
        self.setWindowTitle("期权交易")

        self.symbol_line = QtWidgets.QLineEdit()

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

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

        int_validator = QtGui.QIntValidator()
        int_validator.setBottom(0)

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

        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.OPEN.value, Offset.CLOSE.value])

        order_button = QtWidgets.QPushButton("委托")
        order_button.clicked.connect(self.send_order)

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

        form = QtWidgets.QFormLayout()
        form.addRow("代码", self.symbol_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(order_button)
        form.addRow(cancel_button)

        self.setLayout(form)
Example #19
0
    def init_ui(self):
        """"""
        self.setWindowTitle("模拟交易")
        self.setFixedHeight(200)
        self.setFixedWidth(500)

        interval_spin = QtWidgets.QSpinBox()
        interval_spin.setMinimum(1)
        interval_spin.setValue(self.paper_engine.timer_interval)
        interval_spin.setSuffix(" 秒")
        interval_spin.valueChanged.connect(
            self.paper_engine.set_timer_interval)

        slippage_spin = QtWidgets.QSpinBox()
        slippage_spin.setMinimum(0)
        slippage_spin.setValue(self.paper_engine.trade_slippage)
        slippage_spin.setSuffix(" 跳")
        slippage_spin.valueChanged.connect(
            self.paper_engine.set_trade_slippage)

        instant_check = QtWidgets.QCheckBox()
        instant_check.setChecked(self.paper_engine.instant_trade)
        instant_check.stateChanged.connect(self.paper_engine.set_instant_trade)

        clear_button = QtWidgets.QPushButton("清空所有持仓")
        clear_button.clicked.connect(self.paper_engine.clear_position)
        clear_button.setFixedHeight(clear_button.sizeHint().height() * 2)

        form = QtWidgets.QFormLayout()
        form.addRow("市价委托和停止委托的成交滑点", slippage_spin)
        form.addRow("模拟交易持仓盈亏的计算频率", interval_spin)
        form.addRow("下单后立即使用当前盘口撮合", instant_check)
        form.addRow(clear_button)

        vbox = QtWidgets.QVBoxLayout()
        vbox.addStretch()
        vbox.addLayout(form)
        vbox.addStretch()
        self.setLayout(vbox)
Example #20
0
    def init_ui(self):
        """"""
        form = QtWidgets.QFormLayout()

        for key, column_name_list in self.column_name_combo_dict.items():
            column_name_combo = QtWidgets.QComboBox()
            for column_name in column_name_list:
                column_name_combo.addItem(f'{column_name}', column_name)
            self.column_name_combo_dict[key] = column_name_combo
            form.addRow(key, column_name_combo)

        # Add vt_symbol and name edit if add new strategy
        self.setWindowTitle(f"技术指标参数配置:{self.class_name}")
        button_text = "确定"
        parameters = self.parameters

        for name, value in parameters.items():
            type_ = type(value)

            edit = QtWidgets.QLineEdit(str(value))
            if type_ is int:
                validator = QtGui.QIntValidator()
                edit.setValidator(validator)
            elif type_ is float:
                validator = QtGui.QDoubleValidator()
                edit.setValidator(validator)

            form.addRow(f"{name} {type_}", edit)

            self.edits[name] = (edit, type_)

        button = QtWidgets.QPushButton(button_text)
        button.clicked.connect(self.accept)
        form.addRow(button)

        self.setLayout(form)
Example #21
0
    def init_ui(self) -> None:
        """"""
        self.setWindowTitle(f"{self.portfolio_name}组合配置")

        portfolio_setting = self.option_engine.get_portfolio_setting(
            self.portfolio_name)

        form = QtWidgets.QFormLayout()

        # Model Combo
        self.model_name_combo = QtWidgets.QComboBox()
        self.model_name_combo.addItems(list(PRICING_MODELS.keys()))

        model_name = portfolio_setting.get("model_name", "")
        if model_name:
            self.model_name_combo.setCurrentIndex(
                self.model_name_combo.findText(model_name))

        form.addRow("模型", self.model_name_combo)

        # Interest rate spin
        self.interest_rate_spin = QtWidgets.QDoubleSpinBox()
        self.interest_rate_spin.setMinimum(0)
        self.interest_rate_spin.setMaximum(20)
        self.interest_rate_spin.setDecimals(1)
        self.interest_rate_spin.setSuffix("%")

        interest_rate = portfolio_setting.get("interest_rate", 0.02)
        self.interest_rate_spin.setValue(interest_rate * 100)

        form.addRow("利率", self.interest_rate_spin)

        # Inverse combo
        self.inverse_combo = QtWidgets.QComboBox()
        self.inverse_combo.addItems(["正向", "反向"])

        inverse = portfolio_setting.get("inverse", False)
        if inverse:
            self.inverse_combo.setCurrentIndex(1)
        else:
            self.inverse_combo.setCurrentIndex(0)

        form.addRow("合约", self.inverse_combo)

        # Underlying for each chain
        self.combos: Dict[str, QtWidgets.QComboBox] = {}

        portfolio = self.option_engine.get_portfolio(self.portfolio_name)
        underlying_symbols = self.option_engine.get_underlying_symbols(
            self.portfolio_name)

        chain_symbols = list(portfolio._chains.keys())
        chain_symbols.sort()

        chain_underlying_map = portfolio_setting.get("chain_underlying_map",
                                                     {})

        for chain_symbol in chain_symbols:
            combo = QtWidgets.QComboBox()
            combo.addItem("")
            combo.addItems(underlying_symbols)

            underlying_symbol = chain_underlying_map.get(chain_symbol, "")
            if underlying_symbol:
                combo.setCurrentIndex(combo.findText(underlying_symbol))

            form.addRow(chain_symbol, combo)
            self.combos[chain_symbol] = combo

        # Set layout
        button = QtWidgets.QPushButton("确定")
        button.clicked.connect(self.update_portfolio_setting)
        form.addRow(button)

        self.setLayout(form)
Example #22
0
    def init_ui(self):
        """"""
        self.setWindowTitle("CTA回测")

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

        self.symbol_line = QtWidgets.QLineEdit("IF88.CFFEX")

        self.interval_combo = QtWidgets.QComboBox()
        for inteval in Interval:
            self.interval_combo.addItem(inteval.value)

        end_dt = datetime.now()
        start_dt = end_dt - timedelta(days=3 * 365)

        self.start_date_edit = QtWidgets.QDateEdit(
            QtCore.QDate(
                start_dt.year,
                start_dt.month,
                start_dt.day
            )
        )
        self.end_date_edit = QtWidgets.QDateEdit(
            QtCore.QDate.currentDate()
        )

        self.rate_line = QtWidgets.QLineEdit("0.000025")
        self.slippage_line = QtWidgets.QLineEdit("0.2")
        self.size_line = QtWidgets.QLineEdit("300")
        self.pricetick_line = QtWidgets.QLineEdit("0.2")
        self.capital_line = QtWidgets.QLineEdit("1000000")

        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)

        for button in [
            backtesting_button,
            optimization_button,
            downloading_button,
            self.result_button,
            self.order_button,
            self.trade_button,
            self.daily_button,
            self.candle_button
        ]:
            button.setFixedHeight(button.sizeHint().height() * 2)

        form = QtWidgets.QFormLayout()
        form.addRow("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)

        left_vbox = QtWidgets.QVBoxLayout()
        left_vbox.addLayout(form)
        left_vbox.addWidget(backtesting_button)
        left_vbox.addWidget(downloading_button)
        left_vbox.addStretch()
        left_vbox.addWidget(self.trade_button)
        left_vbox.addWidget(self.order_button)
        left_vbox.addWidget(self.daily_button)
        left_vbox.addWidget(self.candle_button)
        left_vbox.addStretch()
        left_vbox.addWidget(optimization_button)
        left_vbox.addWidget(self.result_button)

        # Result part
        self.statistics_monitor = StatisticsMonitor()

        self.log_monitor = QtWidgets.QTextEdit()
        self.log_monitor.setMaximumHeight(400)

        self.chart = BacktesterChart()
        self.chart.setMinimumWidth(1000)

        self.trade_dialog = BacktestingResultDialog(
            self.main_engine,
            self.event_engine,
            "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)
Example #23
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)
Example #24
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])

        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("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)
Example #25
0
    def init_ui(self):
        """"""
        self.setWindowTitle("CSV载入")
        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("载入数据")
        load_button.clicked.connect(self.load_data)

        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:
            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.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(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)
Example #26
0
    def init_ui(self) -> None:
        """"""
        self.setWindowTitle("期权交易")

        # Trading Area
        self.symbol_line = QtWidgets.QLineEdit()
        self.symbol_line.returnPressed.connect(self._update_symbol)

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

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

        int_validator = QtGui.QIntValidator()
        int_validator.setBottom(0)

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

        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.OPEN.value, Offset.CLOSE.value])

        order_button = QtWidgets.QPushButton("委托")
        order_button.clicked.connect(self.send_order)

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

        form1 = QtWidgets.QFormLayout()
        form1.addRow("代码", self.symbol_line)
        form1.addRow("方向", self.direction_combo)
        form1.addRow("开平", self.offset_combo)
        form1.addRow("价格", self.price_line)
        form1.addRow("数量", self.volume_line)
        form1.addRow(order_button)
        form1.addRow(cancel_button)

        # Depth Area
        bid_color = "rgb(255,174,201)"
        ask_color = "rgb(160,255,160)"

        self.bp1_label = self.create_label(bid_color)
        self.bp2_label = self.create_label(bid_color)
        self.bp3_label = self.create_label(bid_color)
        self.bp4_label = self.create_label(bid_color)
        self.bp5_label = self.create_label(bid_color)

        self.bv1_label = self.create_label(bid_color,
                                           alignment=QtCore.Qt.AlignRight)
        self.bv2_label = self.create_label(bid_color,
                                           alignment=QtCore.Qt.AlignRight)
        self.bv3_label = self.create_label(bid_color,
                                           alignment=QtCore.Qt.AlignRight)
        self.bv4_label = self.create_label(bid_color,
                                           alignment=QtCore.Qt.AlignRight)
        self.bv5_label = self.create_label(bid_color,
                                           alignment=QtCore.Qt.AlignRight)

        self.ap1_label = self.create_label(ask_color)
        self.ap2_label = self.create_label(ask_color)
        self.ap3_label = self.create_label(ask_color)
        self.ap4_label = self.create_label(ask_color)
        self.ap5_label = self.create_label(ask_color)

        self.av1_label = self.create_label(ask_color,
                                           alignment=QtCore.Qt.AlignRight)
        self.av2_label = self.create_label(ask_color,
                                           alignment=QtCore.Qt.AlignRight)
        self.av3_label = self.create_label(ask_color,
                                           alignment=QtCore.Qt.AlignRight)
        self.av4_label = self.create_label(ask_color,
                                           alignment=QtCore.Qt.AlignRight)
        self.av5_label = self.create_label(ask_color,
                                           alignment=QtCore.Qt.AlignRight)

        self.lp_label = self.create_label()
        self.return_label = self.create_label(alignment=QtCore.Qt.AlignRight)

        min_width = 70
        self.lp_label.setMinimumWidth(min_width)
        self.return_label.setMinimumWidth(min_width)

        form2 = QtWidgets.QFormLayout()
        form2.addRow(self.ap5_label, self.av5_label)
        form2.addRow(self.ap4_label, self.av4_label)
        form2.addRow(self.ap3_label, self.av3_label)
        form2.addRow(self.ap2_label, self.av2_label)
        form2.addRow(self.ap1_label, self.av1_label)
        form2.addRow(self.lp_label, self.return_label)
        form2.addRow(self.bp1_label, self.bv1_label)
        form2.addRow(self.bp2_label, self.bv2_label)
        form2.addRow(self.bp3_label, self.bv3_label)
        form2.addRow(self.bp4_label, self.bv4_label)
        form2.addRow(self.bp5_label, self.bv5_label)

        # Set layout
        hbox = QtWidgets.QHBoxLayout()
        hbox.addLayout(form1)
        hbox.addLayout(form2)
        self.setLayout(hbox)
Example #27
0
    def init_ui(self):
        self.setWindowTitle("同步合约设置")
        self.setMinimumWidth(300)

        self.symbol_combo = ComboBox()
        self.symbol_combo.pop_show.connect(self.refresh_symbol_list)
        self.symbol_combo.activated[str].connect(self.set_removed_symbol)
        self.refresh_symbol_list()

        self.intra_combo = ComboBox()
        self.intra_combo.pop_show.connect(self.refresh_intra_list)
        self.intra_combo.activated[str].connect(self.set_removed_com)
        self.refresh_intra_list()

        self.order_vol_combo = ComboBox()
        self.order_vol_combo.pop_show.connect(self.refresh_order_vol_white_list)
        self.order_vol_combo.activated[str].connect(self.set_removed_order_vol)
        self.refresh_order_vol_white_list()

        self.filter_vol_combo = QtWidgets.QComboBox()
        self.filter_vol_combo.addItems(['是', '否'])
        self.filter_vol_combo.activated[str].connect(self.set_is_filter_vol)
        self.get_current_filter_vol()

        validator = QtGui.QIntValidator()
        self.new_remove_line = QtWidgets.QLineEdit()
        self.new_intra_line = QtWidgets.QLineEdit()
        
        self.new_order_vol_line = QtWidgets.QLineEdit()
        self.new_order_vol_line.setValidator(validator)

        button_add = QtWidgets.QPushButton("添加禁止同步")
        button_add.clicked.connect(self.add)

        button_remove = QtWidgets.QPushButton("移除禁止同步")
        button_remove.clicked.connect(self.remove)

        button_add_com = QtWidgets.QPushButton("添加日内品种")
        button_add_com.clicked.connect(self.add_com)

        button_remove_com = QtWidgets.QPushButton("移除日内品种")
        button_remove_com.clicked.connect(self.remove_com)

        button_add_order_volume = QtWidgets.QPushButton("添加委托手数")
        button_add_order_volume.clicked.connect(self.add_order_volume)

        button_remove_order_volume = QtWidgets.QPushButton("移除委托手数")
        button_remove_order_volume.clicked.connect(self.remove_order_volume)

        big_btns = [
            button_add, button_remove,
            button_add_com, button_remove_com,
            button_add_order_volume, button_remove_order_volume
        ]

        for btn in big_btns:
            btn.setFixedHeight(btn.sizeHint().height() * 1)

        save_setting_button = QtWidgets.QPushButton("保存设置")
        save_setting_button.clicked.connect(self.save_setting)
        save_setting_button.setFixedHeight(save_setting_button.sizeHint().height() * 1.5)

        form = QtWidgets.QFormLayout()
        form.addRow("禁止同步合约", self.symbol_combo)
        form.addRow("添加新合约", self.new_remove_line)

        hbox = QtWidgets.QHBoxLayout()
        hbox.addWidget(button_add)
        hbox.addWidget(button_remove)

        form_com = QtWidgets.QFormLayout()
        form_com.addRow("日内模式品种", self.intra_combo)
        form_com.addRow("添加新品种", self.new_intra_line)

        hbox_com = QtWidgets.QHBoxLayout()
        hbox_com.addWidget(button_add_com)
        hbox_com.addWidget(button_remove_com)

        form_order_vol = QtWidgets.QFormLayout()
        form_order_vol.addRow("是否过滤委托手数", self.filter_vol_combo)
        form_order_vol.addRow("允许跟单委托手数", self.order_vol_combo)
        form_order_vol.addRow("添加新手数", self.new_order_vol_line)

        hbox_order_vol = QtWidgets.QHBoxLayout()
        hbox_order_vol.addWidget(button_add_order_volume)
        hbox_order_vol.addWidget(button_remove_order_volume)

        vbox = QtWidgets.QVBoxLayout()
        vbox.addLayout(form)
        vbox.addLayout(hbox)
        vbox.addLayout(form_com)
        vbox.addLayout(hbox_com)
        vbox.addLayout(form_order_vol)
        vbox.addLayout(hbox_order_vol)

        vbox.addWidget(save_setting_button)

        self.setLayout(vbox)
Example #28
0
    def init_ui(self):
        """"""
        self.setWindowTitle(f"跟随交易 [{TRADER_DIR}]")
        self.setMinimumSize(920, 750)
        self.setMaximumSize(1920, 1080)

        # create widgets
        self.start_button = QtWidgets.QPushButton("启动")
        self.start_button.clicked.connect(self.start_follow)

        self.stop_button = QtWidgets.QPushButton("停止")
        self.stop_button.clicked.connect(self.stop_follow)
        self.stop_button.setEnabled(False)

        self.sync_pos_button = QtWidgets.QPushButton("同步持仓")
        self.sync_pos_button.clicked.connect(self.sync_pos)
        self.sync_pos_button.setEnabled(False)

        self.modify_pos_button = QtWidgets.QPushButton("修改仓位")
        self.modify_pos_button.clicked.connect(self.manual_modify_pos)

        self.set_skip_button = QtWidgets.QPushButton("同步设置")
        self.set_skip_button.clicked.connect(self.set_skip_contracts)

        self.set_order_button = QtWidgets.QPushButton("委托设置")
        self.set_order_button.clicked.connect(self.set_order_setting)

        self.close_hedged_pos_button = QtWidgets.QPushButton("锁仓单平仓")
        self.close_hedged_pos_button.clicked.connect(self.close_hedged_pos)
        self.close_hedged_pos_button.setEnabled(False)

        for btn in [self.start_button,
                    self.stop_button,
                    self.sync_pos_button,
                    self.modify_pos_button,
                    self.set_skip_button,
                    self.set_order_button,
                    self.close_hedged_pos_button]:
            btn.setFixedHeight(btn.sizeHint().height() * 2)

        gateways = self.follow_engine.get_connected_gateway_names()
        if len(gateways) == 2:
            self.is_gateway_inited = True

        self.source_combo = ComboBox()
        self.source_combo.addItems(gateways)
        self.source_combo.pop_show.connect(self.refresh_gateway_name)
        self.target_combo = ComboBox()
        self.target_combo.addItems(gateways)
        self.target_combo.pop_show.connect(self.refresh_gateway_name)

        self.skip_contracts_combo = ComboBox()
        self.skip_contracts_combo.pop_show.connect(self.refresh_skip_contracts)
        self.refresh_skip_contracts()

        self.intraday_combo = ComboBox()
        self.intraday_combo.pop_show.connect(self.refresh_intraday)
        self.refresh_intraday()

        self.order_vol_combo = ComboBox()
        self.order_vol_combo.pop_show.connect(self.refresh_order_vols)
        self.refresh_order_vols()

        self.follow_direction_combo = QtWidgets.QComboBox()
        self.follow_direction_combo.addItems(['正向跟随', '反向跟随'])
        self.follow_direction_combo.activated[str].connect(self.set_follow_direction)
        self.get_current_follow_direction()
        self.follow_direction_combo.setEnabled(False)

        self.intraday_trading_combo = QtWidgets.QComboBox()
        self.intraday_trading_combo.addItems(['是', '否'])
        self.intraday_trading_combo.activated[str].connect(self.set_is_intraday_trading)
        self.get_current_intraday_trading()

        validator = QtGui.QIntValidator()

        self.follow_timeout_line = QtWidgets.QLineEdit(str(self.follow_engine.filter_trade_timeout))
        self.follow_timeout_line.setValidator(validator)
        self.follow_timeout_line.editingFinished.connect(self.set_follow_timeout)

        self.multiples_line = QtWidgets.QLineEdit(str(self.follow_engine.multiples))
        self.multiples_line.setValidator(validator)
        self.multiples_line.editingFinished.connect(self.set_multiples)

        self.pos_delta_monitor = PosDeltaMonitor(self.main_engine, self.event_engine)
        self.log_monitor = LogMonitor(self.main_engine, self.event_engine)

        # Set layout
        form = QtWidgets.QFormLayout()
        form.addRow("标准户接口", self.source_combo)
        form.addRow("跟单户接口", self.target_combo)
        form.addRow("跟单方向", self.follow_direction_combo)
        form.addRow("超时禁跟(秒)", self.follow_timeout_line)
        form.addRow("跟随倍数", self.multiples_line)
        form.addRow("是否日内交易", self.intraday_trading_combo)
        form.addRow(self.start_button)
        form.addRow(self.stop_button)

        form_action = QtWidgets.QFormLayout()
        form_action.addRow("日内模式品种", self.intraday_combo)
        form_action.addRow("禁止同步合约", self.skip_contracts_combo)
        form_action.addRow("跟单委托手数", self.order_vol_combo)
        form_action.addRow(self.modify_pos_button)
        form_action.addRow(self.set_skip_button)
        form_action.addRow(self.set_order_button)
        form_action.addRow(self.sync_pos_button)
        form_action.addRow(self.close_hedged_pos_button)

        vbox = QtWidgets.QVBoxLayout()
        vbox.addLayout(form)
        vbox.addStretch()
        vbox.addLayout(form_action)
        vbox.addStretch()

        grid = QtWidgets.QGridLayout()
        grid.addLayout(vbox, 0, 0, 2, 1)
        grid.addWidget(self.pos_delta_monitor, 0, 1)
        grid.addWidget(self.log_monitor, 1, 1)
        grid.setColumnStretch(0, 1)
        grid.setColumnStretch(1, 3)

        self.setLayout(grid)
Example #29
0
    def init_ui(self):
        self.setWindowTitle("委托设置")
        self.setMinimumWidth(300)

        self.order_type_combo = QtWidgets.QComboBox()
        self.order_type_combo.addItems(['限价', '市价'])
        self.order_type_combo.activated[str].connect(self.set_order_type)
        self.get_current_order_type()

        self.chase_base_price_combo = QtWidgets.QComboBox()
        self.chase_base_price_combo.addItems(['对手价', '挂单价'])
        self.chase_base_price_combo.activated[str].connect(self.set_chase_base_price)
        self.get_current_chase_base_price()

        self.chase_combo = QtWidgets.QComboBox()
        self.chase_combo.addItems(['是', '否'])
        self.chase_combo.activated[str].connect(self.set_is_chase)
        self.get_current_chase()

        self.chase_base_last_order_combo = QtWidgets.QComboBox()
        self.chase_base_last_order_combo.addItems(['是', '否'])
        self.chase_base_last_order_combo.activated[str].connect(self.set_chase_base_last)
        self.chase_base_last_order_combo.currentIndexChanged[int].connect(self.change_base_price_editable)
        self.get_current_chase_base_last()

        validator = QtGui.QIntValidator()
        self.chase_timeout_line = QtWidgets.QLineEdit(str(self.follow_engine.chase_order_timeout))
        self.chase_timeout_line.setValidator(validator)
        self.chase_timeout_line.editingFinished.connect(self.set_chase_order_timeout)

        self.chase_tickadd_line = QtWidgets.QLineEdit(str(self.follow_engine.chase_order_tick_add))
        self.chase_tickadd_line.setValidator(validator)
        self.chase_tickadd_line.editingFinished.connect(self.set_chase_order_tickadd)

        self.chase_resend_line = QtWidgets.QLineEdit(str(self.follow_engine.chase_max_resend))
        self.chase_resend_line.setValidator(validator)
        self.chase_resend_line.editingFinished.connect(self.set_chase_max_resend)

        self.timeout_line = QtWidgets.QLineEdit(str(self.follow_engine.cancel_order_timeout))
        self.timeout_line.setValidator(validator)
        self.timeout_line.editingFinished.connect(self.set_cancel_order_timeout)

        self.tickout_line = QtWidgets.QLineEdit(str(self.follow_engine.tick_add))
        self.tickout_line.setValidator(validator)
        self.tickout_line.editingFinished.connect(self.set_tick_add)

        self.mustdone_tickout_line = QtWidgets.QLineEdit(str(self.follow_engine.must_done_tick_add))
        self.mustdone_tickout_line.setValidator(validator)
        self.mustdone_tickout_line.editingFinished.connect(self.set_must_done_tick_add)

        self.single_max_line = QtWidgets.QLineEdit(str(self.follow_engine.single_max))
        self.single_max_line.setValidator(validator)
        self.single_max_line.editingFinished.connect(self.set_single_max)

        self.save_setting_button = QtWidgets.QPushButton("保存设置")
        self.save_setting_button.clicked.connect(self.save_setting)
        self.save_setting_button.setFixedHeight(self.save_setting_button.sizeHint().height() * 1.5)

        form = QtWidgets.QFormLayout()
        form.addRow("发单类型", self.order_type_combo)
        form.addRow("超时撤单(秒)", self.timeout_line)
        form.addRow("小超价档位", self.tickout_line)
        form.addRow("大超价档位", self.mustdone_tickout_line)
        form.addRow("单笔最大手数", self.single_max_line)
        form.addRow("是否追单", self.chase_combo)
        form.addRow("是否基于上笔委托追单", self.chase_base_last_order_combo)
        form.addRow("追单基础价(不指定)", self.chase_base_price_combo)
        form.addRow("追单超时", self.chase_timeout_line)
        form.addRow("追单超价", self.chase_tickadd_line)
        form.addRow("最大追单次数", self.chase_resend_line)
        form.addRow(self.save_setting_button)

        vbox = QtWidgets.QVBoxLayout()
        vbox.addLayout(form)

        self.setLayout(vbox)
Example #30
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()