def onAddOptionGroup(self):
text, ok = QInputDialog.getText(self.backtest, "请输入期权组名称", "名称",
QLineEdit.Normal)
current_item = self.backtest_tree.currentItem()
# parent_item = current_item.parent()
current_item_text = current_item.text(0)
# parent_item_text = parent_item.text(0)
if ok and text:
node = QTreeWidgetItem(current_item)
node.setText(0, text)
node.setCheckState(0, Qt.Unchecked)
node.setWhatsThis(0, "option_group")
node.setIcon(0, QtGui.QIcon("../icon/group.png"))
self.backtest_tree.expandItem(self.backtest_tree.currentItem())
group_dict = {
"name": text,
"enable": 1,
"contracts": [],
"signal": {
"type": "list",
"value": 0,
"list": []
},
"ratio": {
"type": "float",
"value": 0,
},
}
for underlying in self.config["options"]["underlyings"]:
if underlying.get("name") == current_item_text:
underlying["groups"].append(group_dict)
def populate(self, backup_name=None):
self.backups_tree_widget.clear()
self.original_item_texts = {}
plans = Backups.load_all()
if len(plans) is 0:
self.hide_regular_widgets()
self.welcome_widget.show()
return
self.show_regular_widgets()
self.welcome_widget.hide()
selected_item = None
for plan in plans.values():
schedule = "Manual"
daily = plan.backup_daily_time
if daily is not None and plan.backup_days is not None:
days_order = {
"mon": 0,
"tue": 1,
"wed": 2,
"thu": 3,
"fri": 4,
"sat": 5,
"sun": 6
}
days_map = {
"mon": "M",
"tue": "T",
"wed": "W",
"thu": "Th",
"fri": "F",
"sat": "S",
"sun": "Su"
}
time_str = datetime.datetime.strptime(
f"{daily.hour()}:{daily.minute()}",
"%H:%M").strftime("%I:%M %p")
schedule = f"{time_str} | {','.join(days_map[d] for d in sorted(plan.backup_days.split(','), key=lambda x: days_order[x]))}"
if plan.every_hour is not None and plan.every_min is not None:
schedule = f"Every {plan.every_hour} hour(s) ({plan.every_min} mins)"
item = QTreeWidgetItem(
[plan.name, plan.location, "Idle", schedule])
item.setWhatsThis(0, plan.name)
if backup_name is None:
if selected_item is None:
selected_item = item
else:
if plan.name == backup_name:
selected_item = item
self.backups_tree_widget.addTopLevelItem(item)
self.log_file_thread.reset = True
self.backups_tree_widget.setCurrentItem(selected_item)
self.update_logs(force=True)
def onAddOptionUnderlying(self):
text, ok = QInputDialog.getText(self.backtest, "请输入期权标的名称", "名称",
QLineEdit.Normal)
if ok and text:
node = QTreeWidgetItem(self.backtest_tree.currentItem())
node.setText(0, text)
node.setCheckState(0, Qt.Unchecked)
node.setWhatsThis(0, "option_underlying")
self.backtest_tree.expandItem(self.backtest_tree.currentItem())
ids = [
i.btId for i in self.mdi_area.subWindowList()
if hasattr(i, "btType")
and i.btType in ["option_underlying", "excel", "csv"]
]
group_dict = {
"name": text,
"enable": 0,
"ratio": {
"type": "int",
"value": 0,
},
"id": {
"type":
"list",
"value":
0,
"list":
ids,
"data":
getattr(
self.parent.getSubWindowByAttribute("btId", ids[0]),
"btData")
},
"signal": {
"type": "list",
"value": 0,
"list": []
},
"option_side": {
"type": "list",
"value": 0,
"list": [u"买入"]
},
"volume": {
"type": "int",
"value": 0,
},
"groups": [],
"contracts": [],
}
self.config["options"]["underlyings"].append(group_dict)
def onAddOptionContract(self):
text, ok = QInputDialog.getText(self.backtest, "请输入期权合约名称", "名称",
QLineEdit.Normal)
current_item = self.backtest_tree.currentItem()
current_item_whats_this = current_item.whatsThis(0)
current_item_text = current_item.text(0)
parent_item = current_item.parent()
parent_whats_this = parent_item.whatsThis(0)
parent_item_text = parent_item.text(0)
if ok and text:
node = QTreeWidgetItem(current_item)
node.setText(0, text)
node.setCheckState(0, Qt.Unchecked)
node.setWhatsThis(0, "option_contract")
node.setIcon(0, QtGui.QIcon("../icon/contract.png"))
self.backtest_tree.expandItem(self.backtest_tree.currentItem())
filter_dict = {
"name": text,
"enable": 1,
"open_status": False,
"ids": [],
"option_type": {
"type": "list",
"value": 0,
"list": setting.OPTION_TYPE,
},
"option_side": {
"type": "list",
"value": 0,
"list": setting.OPTION_SIDE,
},
"close_method": {
"type": "list",
"value": 0,
"list": setting.OPTION_CLOSE_METHOD,
},
"change_feq": {
"type": "list",
"value": 0,
"list": setting.OPTION_CHANGE_FEQ,
},
"change_condition": {
"type": "list",
"value": 0,
"list": setting.OPTION_CHANGE_CONDITION,
},
"month_interval": {
"type":
"list",
"value":
0,
"list": [
setting.OPTION_INTERVAL[i]
for i in range(len(setting.OPTION_INTERVAL)) if i != 2
],
},
"strike_interval": {
"type": "list",
"value": 0,
"list": setting.OPTION_STRIKE_INTERVAL,
},
"smart_selection": {
"type": "list",
"value": 1,
"list": setting.OPTION_SMART_SELECTION,
},
"type": "option",
"volume": {
"type": "int",
"value": 0
},
"deposit_coefficient": {
"type": "int",
"value": 1,
},
"delta": {
"type": "int",
"value": 0,
},
"gamma": {
"type": "int",
"value": 0,
},
"theta": {
"type": "int",
"value": 0,
},
"vega": {
"type": "int",
"value": 0,
},
"rho": {
"type": "int",
"value": 0,
},
"ivix": {
"type": "float",
"value": 0
}
}
for underlying in self.config["options"]["underlyings"]:
underlying_name = underlying.get("name")
if current_item_whats_this == "option_group":
if underlying_name == parent_item_text:
groups = underlying.get("groups")
for group in groups:
if group.get("name") == current_item_text:
group["contracts"].append(filter_dict)
elif current_item_whats_this == "option_underlying":
if underlying_name == current_item_text:
underlying.get("contracts").append(filter_dict)
def loadBacktestTree(self):
options = self.config.get("options", {})
underlyings = options.get("underlyings", [])
for i in range(1):
item = self.backtest_tree.topLevelItem(i)
item.setExpanded(True)
for j in range(item.childCount()):
child_item = item.child(j)
child_item.setExpanded(True)
whatsthis = child_item.whatsThis(0)
if whatsthis == "option":
for underlying in underlyings:
current_item = child_item
node = QTreeWidgetItem(current_item)
node.setText(0, underlying["name"])
node.setCheckState(0, Qt.Unchecked)
node.setWhatsThis(0, "option_underlying")
node.setExpanded(True)
data = underlying.get("id",
{}).get("data", pd.DataFrame())
if not data.empty:
id_dict = underlying.get("id", {})
name = id_dict["list"][id_dict["value"]]
childSubWindow = {
"title": "%s的当日合约",
"type": "option_contract_table",
"table_name": "%date%",
"where": "",
"select": id,
"hidden_columns": [],
"index_column": [],
"childSubWindow": {},
}
hidden_columns = [
'total_turnover', 'limit_up', 'limit_down',
'settlement', 'prev_settlement',
'discount_rate', 'acc_net_value',
'unit_net_value', 'date', 'open_interest',
'iopv', 'num_trades'
]
GridView(self.parent,
name,
data,
id=name,
hidden_columns=hidden_columns,
index_column='date',
childSubWindow=childSubWindow,
type="option_underlying")
current_item = node
groups = underlying.get("groups", [])
for group in groups:
node = QTreeWidgetItem(current_item)
node.setText(0, group["name"])
node.setCheckState(0, Qt.Unchecked)
node.setIcon(0, QtGui.QIcon("../icon/group.png"))
node.setWhatsThis(0, "option_group")
node.setExpanded(True)
current_item = node
contracts = group.get("contracts")
for contract in contracts:
node = QTreeWidgetItem(current_item)
node.setText(0, contract["name"])
node.setCheckState(0, Qt.Unchecked)
node.setWhatsThis(0, "option_contract")
node.setExpanded(True)
current_item = node
