def init_ui(self) -> None:
""""""
self.setWindowTitle("数据管理")
self.init_tree()
self.init_table()
refresh_button = QtWidgets.QPushButton("刷新")
refresh_button.clicked.connect(self.refresh_tree)
import_button = QtWidgets.QPushButton("导入数据")
import_button.clicked.connect(self.import_data)
hbox1 = QtWidgets.QHBoxLayout()
hbox1.addWidget(refresh_button)
hbox1.addStretch()
hbox1.addWidget(import_button)
hbox2 = QtWidgets.QHBoxLayout()
hbox2.addWidget(self.tree)
hbox2.addWidget(self.table)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox1)
vbox.addLayout(hbox2)
self.setLayout(vbox)
def init_ui(self):
""""""
self.setWindowTitle("函数编辑器")
self.editor_box = EditorBox(self)
self.function_box = McFunctionBox(self)
hbox_1 = QtWidgets.QHBoxLayout()
hbox_1.addLayout(self.editor_box)
hbox_1.addLayout(self.function_box)
# setStretch(int index, int stretch)
# setStretch的第一个参数为索引，第二个参数为宽度
# 第一列的宽度为3，第二列的宽度为1
hbox_1.setStretch(0, 2)
hbox_1.setStretch(1, 1)
self.log_monitor_box = LogMonitorBox(self)
self.strategy_box = SavedStrategyBox(self)
hbox_2 = QtWidgets.QHBoxLayout()
hbox_2.addLayout(self.log_monitor_box)
hbox_2.addLayout(self.strategy_box)
hbox_2.setStretch(0, 2)
hbox_2.setStretch(1, 1)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox_1)
vbox.addLayout(hbox_2)
self.setLayout(vbox)
def init_ui(self):
# 函数加载器
loader = FunctionLoader()
# 得到并拼凑 function.xlsx 文件路径
running_path = Path(sys.argv[0]).parent
function_file = running_path.joinpath("function.xlsx")
# 加载函数描述文件
loader.load_excel(function_file)
# 得到实际内容
self.function_dict = loader.contents
self.function_names = loader.names
# 实例化列表视图
# 头部标题
title = QtWidgets.QTextEdit()
title.setPlainText("函数列表")
title.setAlignment(QtCore.Qt.AlignCenter)
title.setReadOnly(True)
title_box = QtWidgets.QVBoxLayout()
title_box.addWidget(title)
# 初始化列表视图
list_view = QtWidgets.QListView()
# 修改双击触发器为空
list_view.setEditTriggers(QtWidgets.QAbstractItemView.NoEditTriggers)
# 实例化列表模型，添加数据
list_model = QtCore.QStringListModel()
# 设置模型列表视图，加载数据列表
list_model.setStringList(self.function_names)
# 设置列表视图的模型
list_view.setModel(list_model)
# 连接鼠标单击信号到 set_function_textarea 函数
list_view.clicked.connect(self.set_function_textarea)
# 连接鼠标双击信号到具体事件
list_view.doubleClicked.connect(self.doubleClickedEvent)
# 设置函数列表和函数内容窗口
func_content = QtWidgets.QHBoxLayout()
func_list_box = QtWidgets.QHBoxLayout()
func_list_box.addWidget(list_view)
self.function_textarea = QtWidgets.QTextEdit()
self.function_textarea.setReadOnly(True)
# 设置启动的初始值
detail_text = self.get_function_detail(0)
self.function_textarea.setPlainText(detail_text)
detail_box = QtWidgets.QHBoxLayout()
detail_box.addWidget(self.function_textarea)
func_content.addLayout(func_list_box)
func_content.addLayout(detail_box)
func_content.setStretch(0, 2)
func_content.setStretch(1, 5)
self.addLayout(title_box)
self.addLayout(func_content)
self.setStretch(0, 1)
self.setStretch(1, 19)
def init_ui(self) -> None:
""""""
self.setWindowTitle("情景分析")
# Create widgets
self.price_change_spin = QtWidgets.QSpinBox()
self.price_change_spin.setSuffix("%")
self.price_change_spin.setMinimum(2)
self.price_change_spin.setValue(10)
self.impv_change_spin = QtWidgets.QSpinBox()
self.impv_change_spin.setSuffix("%")
self.impv_change_spin.setMinimum(2)
self.impv_change_spin.setValue(10)
self.time_change_spin = QtWidgets.QSpinBox()
self.time_change_spin.setSuffix("日")
self.time_change_spin.setMinimum(0)
self.time_change_spin.setValue(1)
self.target_combo = QtWidgets.QComboBox()
self.target_combo.addItems(["盈亏", "Delta", "Gamma", "Theta", "Vega"])
button = QtWidgets.QPushButton("执行分析")
button.clicked.connect(self.run_analysis)
# Create charts
fig = Figure()
canvas = FigureCanvas(fig)
self.ax = fig.gca(projection="3d")
self.ax.set_xlabel("价格涨跌 %")
self.ax.set_ylabel("波动率涨跌 %")
self.ax.set_zlabel("盈亏")
# Set layout
hbox1 = QtWidgets.QHBoxLayout()
hbox1.addWidget(QtWidgets.QLabel("目标数据"))
hbox1.addWidget(self.target_combo)
hbox1.addWidget(QtWidgets.QLabel("时间衰减"))
hbox1.addWidget(self.time_change_spin)
hbox1.addStretch()
hbox2 = QtWidgets.QHBoxLayout()
hbox2.addWidget(QtWidgets.QLabel("价格变动"))
hbox2.addWidget(self.price_change_spin)
hbox2.addWidget(QtWidgets.QLabel("波动率变动"))
hbox2.addWidget(self.impv_change_spin)
hbox2.addStretch()
hbox2.addWidget(button)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox1)
vbox.addLayout(hbox2)
vbox.addWidget(canvas)
self.setLayout(vbox)
def init_ui(self) -> None:
self.setWindowTitle("Delta对冲")
self.setMaximumSize(1440, 800)
self.hedge_monitor = HedgeMonitor(self.option_engine)
self.strategy_order_monitor = StrategyOrderMonitor(
self.main_engine, self.event_engine)
self.log_monitor = QtWidgets.QTextEdit()
self.log_monitor.setReadOnly(True)
self.log_monitor.setMaximumWidth(300)
start_hedge_button = QtWidgets.QPushButton("全部启动")
start_hedge_button.clicked.connect(self.start_for_all)
stop_hedge_button = QtWidgets.QPushButton("全部停止")
stop_hedge_button.clicked.connect(self.stop_for_all)
self.offset_percent = OffsetPercentSpinBox()
self.hedge_percent = HedgePercentSpinBox()
offset_percent_btn = QtWidgets.QPushButton("设置")
offset_percent_btn.clicked.connect(self.set_offset_percent)
hedge_percent_btn = QtWidgets.QPushButton("设置")
hedge_percent_btn.clicked.connect(self.set_hedge_percent)
QLabel = QtWidgets.QLabel
grid = QtWidgets.QGridLayout()
grid.addWidget(QLabel("偏移比例"), 0, 0)
grid.addWidget(self.offset_percent, 0, 1)
grid.addWidget(offset_percent_btn, 0, 2)
grid.addWidget(QLabel("对冲比例"), 1, 0)
grid.addWidget(self.hedge_percent, 1, 1)
grid.addWidget(hedge_percent_btn, 1, 2)
left_vbox = QtWidgets.QVBoxLayout()
left_vbox.addWidget(self.hedge_monitor)
left_vbox.addWidget(self.strategy_order_monitor)
ctrl_btn_hbox = QtWidgets.QHBoxLayout()
ctrl_btn_hbox.addWidget(start_hedge_button)
ctrl_btn_hbox.addWidget(stop_hedge_button)
right_vbox = QtWidgets.QVBoxLayout()
right_vbox.addLayout(ctrl_btn_hbox)
right_vbox.addLayout(grid)
right_vbox.addWidget(self.log_monitor)
hbox = QtWidgets.QHBoxLayout()
hbox.addLayout(left_vbox)
hbox.addLayout(right_vbox)
self.setLayout(hbox)
def init_ui(self) -> None:
""""""
self.setWindowTitle("组合策略")
# Create widgets
self.class_combo = QtWidgets.QComboBox()
add_button = QtWidgets.QPushButton("添加策略")
add_button.clicked.connect(self.add_strategy)
init_button = QtWidgets.QPushButton("全部初始化")
init_button.clicked.connect(self.strategy_engine.init_all_strategies)
start_button = QtWidgets.QPushButton("全部启动")
start_button.clicked.connect(self.strategy_engine.start_all_strategies)
stop_button = QtWidgets.QPushButton("全部停止")
stop_button.clicked.connect(self.strategy_engine.stop_all_strategies)
clear_button = QtWidgets.QPushButton("清空日志")
clear_button.clicked.connect(self.clear_log)
self.scroll_layout = QtWidgets.QVBoxLayout()
self.scroll_layout.addStretch()
scroll_widget = QtWidgets.QWidget()
scroll_widget.setLayout(self.scroll_layout)
scroll_area = QtWidgets.QScrollArea()
scroll_area.setWidgetResizable(True)
scroll_area.setWidget(scroll_widget)
self.log_monitor = LogMonitor(self.main_engine, self.event_engine)
# Set layout
hbox1 = QtWidgets.QHBoxLayout()
hbox1.addWidget(self.class_combo)
hbox1.addWidget(add_button)
hbox1.addStretch()
hbox1.addWidget(init_button)
hbox1.addWidget(start_button)
hbox1.addWidget(stop_button)
hbox1.addWidget(clear_button)
hbox2 = QtWidgets.QHBoxLayout()
hbox2.addWidget(scroll_area)
hbox2.addWidget(self.log_monitor)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox1)
vbox.addLayout(hbox2)
self.setLayout(vbox)
def init_ui(self):
# 实例化列表视图
title = QtWidgets.QTextEdit()
title.setPlainText("已存策略")
title.setAlignment(QtCore.Qt.AlignCenter)
title.setReadOnly(True)
title_box = QtWidgets.QVBoxLayout()
title_box.addWidget(title)
self.strategy_list_view = ListView()
# 实例化列表模型，添加数据
self.strategy_list_model = QtCore.QStringListModel()
# item 单击事件
self.strategy_list_view.clicked.connect(self.set_script_textarea)
# item 双击事件
self.strategy_list_view.doubleClicked.connect(
self.double_clicked_event)
# 取消双击触发器
self.strategy_list_view.setEditTriggers(
QtWidgets.QAbstractItemView.NoEditTriggers)
# 连接删除动作
self.strategy_list_view.connect_delete_action(self.delete_action)
# 连接重命名动作
self.strategy_list_view.connect_rename_action(self.rename_action)
# 初始化策略列表
self.update_list()
# 设置列表和内容窗口
file_content = QtWidgets.QHBoxLayout()
file_list_box = QtWidgets.QHBoxLayout()
file_list_box.addWidget(self.strategy_list_view)
self.script_textarea = QtWidgets.QTextEdit()
self.script_textarea.setReadOnly(True)
# 设置启动的初始值
script_content = self.get_script_content(0)
self.script_textarea.setPlainText(script_content)
detail_box = QtWidgets.QHBoxLayout()
detail_box.addWidget(self.script_textarea)
file_content.addLayout(file_list_box)
file_content.addLayout(detail_box)
file_content.setStretch(0, 2)
file_content.setStretch(1, 5)
self.addLayout(title_box)
self.addLayout(file_content)
self.setStretch(0, 1)
self.setStretch(1, 19)
def init_ui(self):
""""""
self.setWindowTitle("策略K线图表")
# Create chart widget
self.chart = MarketDataChartWidget()
self.indicator_combo = QtWidgets.QComboBox()
self.indicator_combo.addItems(self.chart.indicators.keys())
self.indicator_combo.currentTextChanged.connect(
self.chart.change_indicator)
self.interval_combo = QtWidgets.QComboBox()
for i in Interval:
self.interval_combo.addItem(i.value, i)
self.interval_combo.setCurrentText(Interval.MINUTE.value)
self.forward_btn = QtWidgets.QPushButton('←')
self.interval_combo.currentIndexChanged.connect(self.change_interval)
self.forward_btn.clicked.connect(self.forward)
self.chart.signal_new_bar_request.connect(self.update_backward_bars)
# Set layout
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(self.indicator_combo)
hbox.addWidget(self.interval_combo)
hbox.addWidget(self.forward_btn)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox)
vbox.addWidget(self.chart)
self.setLayout(vbox)
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)
def init_ui(self) -> None:
"""
Init widget ui components.
"""
self.setWindowTitle("Excel RTD")
self.resize(600, 600)
module_path = Path(__file__).parent.parent
client_path = module_path.joinpath("vnpy_rtd.py")
self.client_line = QtWidgets.QLineEdit(str(client_path))
self.client_line.setReadOnly(True)
copy_button = QtWidgets.QPushButton("复制")
copy_button.clicked.connect(self.copy_client_path)
self.log_monitor = QtWidgets.QTextEdit()
self.log_monitor.setReadOnly(True)
self.port_label = QtWidgets.QLabel(
"使用Socket端口：请求回应9001、广播推送9002"
)
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(self.client_line)
hbox.addWidget(copy_button)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox)
vbox.addWidget(self.log_monitor)
vbox.addWidget(self.port_label)
self.setLayout(vbox)
def init_ui(self):
""""""
self.name_line = QtWidgets.QLineEdit()
self.symbol_line = QtWidgets.QLineEdit()
self.remove_combo = QtWidgets.QComboBox()
for w in [
self.name_line,
self.symbol_line,
self.remove_combo
]:
w.setFixedWidth(150)
add_button = QtWidgets.QPushButton("创建策略")
add_button.clicked.connect(self.add_strategy)
remove_button = QtWidgets.QPushButton("移除策略")
remove_button.clicked.connect(self.remove_strategy)
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(QtWidgets.QLabel("策略名称"))
hbox.addWidget(self.name_line)
hbox.addWidget(QtWidgets.QLabel("交易合约"))
hbox.addWidget(self.symbol_line)
hbox.addWidget(add_button)
hbox.addStretch()
hbox.addWidget(self.remove_combo)
hbox.addWidget(remove_button)
self.setLayout(hbox)
def init_ui(self):
""""""
self.setWindowTitle("价差交易")
self.algo_dialog = SpreadAlgoWidget(self.spread_engine)
algo_group = self.create_group("交易", self.algo_dialog)
algo_group.setMaximumWidth(300)
self.data_monitor = SpreadDataMonitor(self.main_engine,
self.event_engine)
self.log_monitor = SpreadLogMonitor(self.main_engine,
self.event_engine)
self.algo_monitor = SpreadAlgoMonitor(self.spread_engine)
self.strategy_monitor = SpreadStrategyMonitor(self.spread_engine)
grid = QtWidgets.QGridLayout()
grid.addWidget(self.create_group("价差", self.data_monitor), 0, 0)
grid.addWidget(self.create_group("日志", self.log_monitor), 1, 0)
grid.addWidget(self.create_group("算法", self.algo_monitor), 0, 1)
grid.addWidget(self.create_group("策略", self.strategy_monitor), 1, 1)
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(algo_group)
hbox.addLayout(grid)
self.setLayout(hbox)
def init_ui(self):
""""""
self.setWindowTitle(" spread trading ")
self.algo_dialog = SpreadAlgoWidget(self.spread_engine)
algo_group = self.create_group(" transaction ", self.algo_dialog)
algo_group.setMaximumWidth(300)
self.data_monitor = SpreadDataMonitor(self.main_engine,
self.event_engine)
self.log_monitor = SpreadLogMonitor(self.main_engine,
self.event_engine)
self.algo_monitor = SpreadAlgoMonitor(self.spread_engine)
self.strategy_monitor = SpreadStrategyMonitor(self.spread_engine)
grid = QtWidgets.QGridLayout()
grid.addWidget(self.create_group(" spread ", self.data_monitor), 0, 0)
grid.addWidget(self.create_group(" journal ", self.log_monitor), 1, 0)
grid.addWidget(self.create_group(" algorithm ", self.algo_monitor), 0,
1)
grid.addWidget(self.create_group(" tactics ", self.strategy_monitor),
1, 1)
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(algo_group)
hbox.addLayout(grid)
self.setLayout(hbox)
def init_ui(self):
""""""
self.setWindowTitle("OptionMaster")
self.portfolio_combo = QtWidgets.QComboBox()
self.portfolio_combo.setFixedWidth(150)
self.update_portfolio_combo()
self.portfolio_button = QtWidgets.QPushButton("配置")
self.portfolio_button.clicked.connect(self.open_portfolio_dialog)
self.market_button = QtWidgets.QPushButton("T型报价")
self.greeks_button = QtWidgets.QPushButton("持仓希腊值")
self.chain_button = QtWidgets.QPushButton("拟合升贴水")
self.manual_button = QtWidgets.QPushButton("快速交易")
for button in [
self.market_button,
self.greeks_button,
self.chain_button,
self.manual_button
]:
button.setEnabled(False)
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(QtWidgets.QLabel("期权产品"))
hbox.addWidget(self.portfolio_combo)
hbox.addWidget(self.portfolio_button)
hbox.addWidget(self.market_button)
hbox.addWidget(self.greeks_button)
hbox.addWidget(self.manual_button)
hbox.addWidget(self.chain_button)
self.setLayout(hbox)
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)
def init_ui(self):
""""""
self.setWindowTitle("脚本策略")
start_button = QtWidgets.QPushButton("启动")
start_button.clicked.connect(self.start_script)
stop_button = QtWidgets.QPushButton("停止")
stop_button.clicked.connect(self.stop_script)
select_button = QtWidgets.QPushButton("打开")
select_button.clicked.connect(self.select_script)
self.strategy_line = QtWidgets.QLineEdit()
self.log_monitor = QtWidgets.QTextEdit()
self.log_monitor.setReadOnly(True)
clear_button = QtWidgets.QPushButton("清空")
clear_button.clicked.connect(self.log_monitor.clear)
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(self.strategy_line)
hbox.addWidget(select_button)
hbox.addWidget(start_button)
hbox.addWidget(stop_button)
hbox.addStretch()
hbox.addWidget(clear_button)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox)
vbox.addWidget(self.log_monitor)
self.setLayout(vbox)
def init_ui(self) -> None:
""""""
self.setWindowTitle("OptionMasterExt")
self.portfolio_combo = QtWidgets.QComboBox()
self.portfolio_combo.setFixedWidth(150)
self.update_portfolio_combo()
self.portfolio_button = QtWidgets.QPushButton("配置")
self.portfolio_button.clicked.connect(self.open_portfolio_dialog)
self.init_button = QtWidgets.QPushButton("初始化")
self.init_button.clicked.connect(self.init_engine)
self.volatility_button = QtWidgets.QPushButton("波动率交易")
self.hedge_button = QtWidgets.QPushButton("Delta对冲")
for button in [
self.volatility_button,
self.hedge_button,
]:
button.setEnabled(False)
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(self.portfolio_combo)
hbox.addWidget(self.portfolio_button)
hbox.addWidget(self.init_button)
hbox.addWidget(self.volatility_button)
hbox.addWidget(self.hedge_button)
self.setLayout(hbox)
def init_ui(self):
# 编辑器的多行文本框
# self.editor_textarea = QtWidgets.QTextEdit()
self.editor_textarea = MyLangEditor()
# self.editor_textarea = CodeEditor()
# 设置editor背景颜色
# self.editor_textarea.setStyleSheet("background:white")
self.editor_textarea.textChanged.connect(self.handle_text_changed)
# self.highlighter = PythonHighlighter(self.editor_textarea.document())
editor_textarea_box = QtWidgets.QVBoxLayout()
editor_textarea_box.addWidget(self.editor_textarea)
save_button = QtWidgets.QPushButton("保存")
save_button.clicked.connect(self.save_script)
save_as_button = QtWidgets.QPushButton("另存为")
save_as_button.clicked.connect(self.save_script_as)
interprete_button = QtWidgets.QPushButton("编译")
interprete_button.clicked.connect(self.interprete)
start_button = QtWidgets.QPushButton("启动")
start_button.clicked.connect(self.start_script)
stop_button = QtWidgets.QPushButton("停止")
stop_button.clicked.connect(self.stop_script)
clear_button = QtWidgets.QPushButton("清空编辑器")
clear_button.clicked.connect(self.editor_textarea.clear)
button_box = QtWidgets.QHBoxLayout()
button_box.addWidget(save_button)
button_box.addWidget(save_as_button)
button_box.addWidget(interprete_button)
button_box.addWidget(start_button)
button_box.addWidget(stop_button)
button_box.addStretch()
button_box.addWidget(clear_button)
strategy_name_box = QtWidgets.QHBoxLayout()
self.current_strategy_name = QtWidgets.QTextEdit()
self.current_strategy_name.setReadOnly(True)
self.current_strategy_name.setPlainText("策略名称：未保存策略")
strategy_name_box.addWidget(self.current_strategy_name)
self.addLayout(button_box)
self.addLayout(strategy_name_box)
self.addLayout(editor_textarea_box)
self.setStretch(0, 1)
self.setStretch(1, 1)
self.setStretch(2, 18)
def init_ui(self):
""""""
self.setFixedHeight(300)
self.setFrameShape(self.Box)
self.setLineWidth(1)
init_button = QtWidgets.QPushButton("初始化")
init_button.clicked.connect(self.init_strategy)
start_button = QtWidgets.QPushButton("启动")
start_button.clicked.connect(self.start_strategy)
recover_button = QtWidgets.QPushButton("恢复")
recover_button.clicked.connect(self.recover_strategy)
cover_pos_button = QtWidgets.QPushButton("平仓")
cover_pos_button.clicked.connect(self.close_strategy_pos)
stop_button = QtWidgets.QPushButton("停止")
stop_button.clicked.connect(self.stop_strategy)
edit_button = QtWidgets.QPushButton("编辑")
edit_button.clicked.connect(self.edit_strategy)
modify_button = QtWidgets.QPushButton("修改")
modify_button.clicked.connect(self.modify_strategy)
remove_button = QtWidgets.QPushButton("移除")
remove_button.clicked.connect(self.remove_strategy)
strategy_name = self._data["strategy_name"]
vt_symbol = self._data["vt_symbol"]
class_name = self._data["class_name"]
author = self._data["author"]
label_text = (
f"{strategy_name} - {vt_symbol} ({class_name} by {author})")
label = QtWidgets.QLabel(label_text)
label.setAlignment(QtCore.Qt.AlignCenter)
self.parameters_monitor = DataMonitor(self._data["parameters"])
self.variables_monitor = DataMonitor(self._data["variables"])
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(init_button)
hbox.addWidget(start_button)
hbox.addWidget(recover_button)
hbox.addWidget(cover_pos_button)
hbox.addWidget(stop_button)
hbox.addWidget(edit_button)
hbox.addWidget(remove_button)
vbox = QtWidgets.QVBoxLayout()
vbox.addWidget(label)
vbox.addLayout(hbox)
vbox.addWidget(self.parameters_monitor)
vbox.addWidget(self.variables_monitor)
self.setLayout(vbox)
def init_ui(self):
""""""
self.setWindowTitle("CTA live trading")
# Create widgets
self.class_combo = QtWidgets.QComboBox()
add_button = QtWidgets.QPushButton("Add strategy")
add_button.clicked.connect(self.add_strategy)
init_button = QtWidgets.QPushButton("Prepare All")
init_button.clicked.connect(self.cta_engine.init_all_strategies)
start_button = QtWidgets.QPushButton("Start All")
start_button.clicked.connect(self.cta_engine.start_all_strategies)
stop_button = QtWidgets.QPushButton("Stop All")
stop_button.clicked.connect(self.cta_engine.stop_all_strategies)
clear_button = QtWidgets.QPushButton("Clear log")
clear_button.clicked.connect(self.clear_log)
self.scroll_layout = QtWidgets.QVBoxLayout()
self.scroll_layout.addStretch()
scroll_widget = QtWidgets.QWidget()
scroll_widget.setLayout(self.scroll_layout)
scroll_area = QtWidgets.QScrollArea()
scroll_area.setWidgetResizable(True)
scroll_area.setWidget(scroll_widget)
self.log_monitor = LogMonitor(self.main_engine, self.event_engine)
self.stop_order_monitor = StopOrderMonitor(
self.main_engine, self.event_engine
)
# Set layout
hbox1 = QtWidgets.QHBoxLayout()
hbox1.addWidget(self.class_combo)
hbox1.addWidget(add_button)
hbox1.addStretch()
hbox1.addWidget(init_button)
hbox1.addWidget(start_button)
hbox1.addWidget(stop_button)
hbox1.addWidget(clear_button)
grid = QtWidgets.QGridLayout()
grid.addWidget(scroll_area, 0, 0, 2, 1)
grid.addWidget(self.stop_order_monitor, 0, 1)
grid.addWidget(self.log_monitor, 1, 1)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox1)
vbox.addLayout(grid)
self.setLayout(vbox)
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)
def init_ui(self):
""""""
self.name_combo = QtWidgets.QComboBox()
self.direction_combo = QtWidgets.QComboBox()
self.direction_combo.addItems(
[Direction.LONG.value, Direction.SHORT.value])
self.offset_combo = QtWidgets.QComboBox()
self.offset_combo.addItems([offset.value for offset in Offset])
double_validator = QtGui.QDoubleValidator()
double_validator.setBottom(0)
self.price_line = QtWidgets.QLineEdit()
self.price_line.setValidator(double_validator)
self.volume_line = QtWidgets.QLineEdit()
self.volume_line.setValidator(double_validator)
for w in [
self.name_combo,
self.price_line,
self.volume_line,
self.direction_combo,
self.offset_combo
]:
w.setFixedWidth(150)
send_button = QtWidgets.QPushButton("委托")
send_button.clicked.connect(self.send_order)
send_button.setFixedWidth(70)
cancel_button = QtWidgets.QPushButton("全撤")
cancel_button.clicked.connect(self.cancel_all)
cancel_button.setFixedWidth(70)
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(QtWidgets.QLabel("策略名称"))
hbox.addWidget(self.name_combo)
hbox.addWidget(QtWidgets.QLabel("方向"))
hbox.addWidget(self.direction_combo)
hbox.addWidget(QtWidgets.QLabel("开平"))
hbox.addWidget(self.offset_combo)
hbox.addWidget(QtWidgets.QLabel("价格"))
hbox.addWidget(self.price_line)
hbox.addWidget(QtWidgets.QLabel("数量"))
hbox.addWidget(self.volume_line)
hbox.addWidget(send_button)
hbox.addWidget(cancel_button)
hbox.addStretch()
self.setLayout(hbox)
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)
def init_ui(self) -> None:
""""""
self.setWindowTitle("OptionMaster")
self.portfolio_combo = QtWidgets.QComboBox()
self.portfolio_combo.setFixedWidth(150)
self.update_portfolio_combo()
self.portfolio_button = QtWidgets.QPushButton("配置")
self.portfolio_button.clicked.connect(self.open_portfolio_dialog)
self.market_button = QtWidgets.QPushButton("T型报价")
self.greeks_button = QtWidgets.QPushButton("持仓希腊值")
self.chain_button = QtWidgets.QPushButton("升贴水监控")
self.manual_button = QtWidgets.QPushButton("快速交易")
self.volatility_button = QtWidgets.QPushButton("波动率曲线")
self.hedge_button = QtWidgets.QPushButton("Delta对冲")
self.scenario_button = QtWidgets.QPushButton("情景分析")
self.eye_button = QtWidgets.QPushButton("电子眼")
self.pricing_button = QtWidgets.QPushButton("波动率管理")
for button in [
self.market_button,
self.greeks_button,
self.chain_button,
self.manual_button,
self.volatility_button,
self.hedge_button,
self.scenario_button,
self.eye_button,
self.pricing_button
]:
button.setEnabled(False)
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(QtWidgets.QLabel("期权产品"))
hbox.addWidget(self.portfolio_combo)
hbox.addWidget(self.portfolio_button)
hbox.addWidget(self.market_button)
hbox.addWidget(self.greeks_button)
hbox.addWidget(self.manual_button)
hbox.addWidget(self.chain_button)
hbox.addWidget(self.volatility_button)
hbox.addWidget(self.hedge_button)
hbox.addWidget(self.scenario_button)
hbox.addWidget(self.pricing_button)
hbox.addWidget(self.eye_button)
self.setLayout(hbox)
def init_ui(self) -> None:
""""""
self.setWindowTitle("Data Management")
self.init_tree()
self.init_table()
self.init_child()
refresh_button = QtWidgets.QPushButton("Refresh")
refresh_button.clicked.connect(self.refresh_tree)
import_button = QtWidgets.QPushButton("Import Data")
import_button.clicked.connect(self.import_data)
update_button = QtWidgets.QPushButton("Update Data")
update_button.clicked.connect(self.update_data)
download_button = QtWidgets.QPushButton("Download Data")
download_button.clicked.connect(self.download_data)
hbox1 = QtWidgets.QHBoxLayout()
hbox1.addWidget(refresh_button)
hbox1.addStretch()
hbox1.addWidget(import_button)
hbox1.addWidget(update_button)
hbox1.addWidget(download_button)
hbox2 = QtWidgets.QHBoxLayout()
hbox2.addWidget(self.tree)
hbox2.addWidget(self.table)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox1)
vbox.addLayout(hbox2)
self.setLayout(vbox)
def init_ui(self):
""""""
self.setFixedHeight(300)
self.setFrameShape(self.Box)
self.setLineWidth(1)
self.init_button = QtWidgets.QPushButton("初始化")
self.init_button.clicked.connect(self.init_strategy)
self.start_button = QtWidgets.QPushButton("启动")
self.start_button.clicked.connect(self.start_strategy)
self.start_button.setEnabled(False)
self.stop_button = QtWidgets.QPushButton("停止")
self.stop_button.clicked.connect(self.stop_strategy)
self.stop_button.setEnabled(False)
self.edit_button = QtWidgets.QPushButton("编辑")
self.edit_button.clicked.connect(self.edit_strategy)
self.remove_button = QtWidgets.QPushButton("移除")
self.remove_button.clicked.connect(self.remove_strategy)
strategy_name = self._data["strategy_name"]
class_name = self._data["class_name"]
author = self._data["author"]
label_text = (f"{strategy_name} - ({class_name} by {author})")
label = QtWidgets.QLabel(label_text)
label.setAlignment(QtCore.Qt.AlignCenter)
self.parameters_monitor = DataMonitor(self._data["parameters"])
self.variables_monitor = DataMonitor(self._data["variables"])
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(self.init_button)
hbox.addWidget(self.start_button)
hbox.addWidget(self.stop_button)
hbox.addWidget(self.edit_button)
hbox.addWidget(self.remove_button)
vbox = QtWidgets.QVBoxLayout()
vbox.addWidget(label)
vbox.addLayout(hbox)
vbox.addWidget(self.parameters_monitor)
vbox.addWidget(self.variables_monitor)
self.setLayout(vbox)
def init_ui(self):
""""""
self.setFixedHeight(300)
self.setFrameShape(self.Box)
self.setLineWidth(1)
init_button = QtWidgets.QPushButton(" initialization ")
init_button.clicked.connect(self.init_strategy)
start_button = QtWidgets.QPushButton(" start up ")
start_button.clicked.connect(self.start_strategy)
stop_button = QtWidgets.QPushButton(" stop ")
stop_button.clicked.connect(self.stop_strategy)
edit_button = QtWidgets.QPushButton(" edit ")
edit_button.clicked.connect(self.edit_strategy)
remove_button = QtWidgets.QPushButton(" remove ")
remove_button.clicked.connect(self.remove_strategy)
strategy_name = self._data["strategy_name"]
spread_name = self._data["spread_name"]
class_name = self._data["class_name"]
author = self._data["author"]
label_text = (
f"{strategy_name} - {spread_name} ({class_name} by {author})")
label = QtWidgets.QLabel(label_text)
label.setAlignment(QtCore.Qt.AlignCenter)
self.parameters_monitor = StrategyDataMonitor(self._data["parameters"])
self.variables_monitor = StrategyDataMonitor(self._data["variables"])
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(init_button)
hbox.addWidget(start_button)
hbox.addWidget(stop_button)
hbox.addWidget(edit_button)
hbox.addWidget(remove_button)
vbox = QtWidgets.QVBoxLayout()
vbox.addWidget(label)
vbox.addLayout(hbox)
vbox.addWidget(self.parameters_monitor)
vbox.addWidget(self.variables_monitor)
self.setLayout(vbox)
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)
def init_ui(self):
self.setWindowTitle("策略执行回顾")
self.resize(1100, 600)
self.datetime_from = QtWidgets.QDateTimeEdit()
self.datetime_to = QtWidgets.QDateTimeEdit()
today = dt.date.today()
self.datetime_from.setDateTime(
dt.datetime(year=today.year, month=today.month, day=today.day))
self.datetime_to.setDateTime(
dt.datetime(year=today.year,
month=today.month,
day=today.day,
hour=23,
minute=59))
# self.query_btn = QtWidgets.QPushButton("查询")
self.skip_checkbox = QtWidgets.QCheckBox('AutoSkip')
self.skip_checkbox.setToolTip('自动过滤未平仓订单')
self.skip_checkbox.clicked.connect(self.update_strategy_data)
self.datetime_from.editingFinished.connect(self.update_strategy_data)
self.datetime_to.editingFinished.connect(self.update_strategy_data)
# self.query_btn.clicked.connect(self.update_strategy_data)
self.tab = QtWidgets.QTabWidget()
self.strategy_monitor = StrategyMonitor(self.main_engine,
self.event_engine)
self.strategy_monitor.cellDoubleClicked.connect(self.show_trade_chart)
# self.strategy_monitor.cellClicked.connect(self.check_strategies)
self.strategy_monitor.resize(1000, 600)
self.tab.addTab(self.strategy_monitor, '策略统计')
self.trade = TradeChartDialog(self.main_engine, self.event_engine)
time_hbox = QtWidgets.QHBoxLayout()
time_hbox.addWidget(self.datetime_from, 3)
time_hbox.addWidget(self.datetime_to, 3)
time_hbox.addWidget(self.skip_checkbox, 1)
# time_hbox.addWidget(self.query_btn, 1)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(time_hbox)
vbox.addWidget(self.tab)
self.setLayout(vbox)
self.update_strategy_data()
def init_ui(self):
""""""
self.setWindowTitle("参数优化结果")
self.resize(1100, 500)
# Creat table to show result
table = QtWidgets.QTableWidget()
table.setColumnCount(2)
table.setRowCount(len(self.result_values))
table.setHorizontalHeaderLabels(["参数", self.target_display])
table.setEditTriggers(table.NoEditTriggers)
table.verticalHeader().setVisible(False)
table.horizontalHeader().setSectionResizeMode(
0, QtWidgets.QHeaderView.ResizeToContents
)
table.horizontalHeader().setSectionResizeMode(
1, QtWidgets.QHeaderView.Stretch
)
for n, tp in enumerate(self.result_values):
setting, target_value, _ = tp
setting_cell = QtWidgets.QTableWidgetItem(str(setting))
target_cell = QtWidgets.QTableWidgetItem(f"{target_value:.2f}")
setting_cell.setTextAlignment(QtCore.Qt.AlignCenter)
target_cell.setTextAlignment(QtCore.Qt.AlignCenter)
table.setItem(n, 0, setting_cell)
table.setItem(n, 1, target_cell)
# Create layout
button = QtWidgets.QPushButton("保存")
button.clicked.connect(self.save_csv)
hbox = QtWidgets.QHBoxLayout()
hbox.addStretch()
hbox.addWidget(button)
vbox = QtWidgets.QVBoxLayout()
vbox.addWidget(table)
vbox.addLayout(hbox)
self.setLayout(vbox)
