def get_algo_cells(self, algo_name: str):
""""""
cells = self.algo_cells.get(algo_name, None)
if not cells:
stop_func = partial(self.stop_algo, algo_name=algo_name)
stop_button = QtWidgets.QPushButton("停止")
stop_button.clicked.connect(stop_func)
name_cell = QtWidgets.QTableWidgetItem(algo_name)
parameters_cell = QtWidgets.QTableWidgetItem()
variables_cell = QtWidgets.QTableWidgetItem()
self.insertRow(0)
self.setCellWidget(0, 0, stop_button)
self.setItem(0, 1, name_cell)
self.setItem(0, 2, parameters_cell)
self.setItem(0, 3, variables_cell)
cells = {
"name": name_cell,
"parameters": parameters_cell,
"variables": variables_cell
}
self.algo_cells[algo_name] = cells
return cells
def init_ui(self):
""""""
form = QtWidgets.QFormLayout()
# Add spread_name 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": "", "spread_name": ""}
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)
self.setLayout(form)
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("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())
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)
def get_setting_cells(self, setting_name: str):
""""""
cells = self.setting_cells.get(setting_name, None)
if not cells:
use_func = partial(self.use_setting, setting_name=setting_name)
use_button = QtWidgets.QPushButton("使用")
use_button.clicked.connect(use_func)
remove_func = partial(self.remove_setting,
setting_name=setting_name)
remove_button = QtWidgets.QPushButton("移除")
remove_button.clicked.connect(remove_func)
name_cell = QtWidgets.QTableWidgetItem(setting_name)
setting_cell = QtWidgets.QTableWidgetItem()
self.insertRow(0)
self.setCellWidget(0, 0, use_button)
self.setCellWidget(0, 1, remove_button)
self.setItem(0, 2, name_cell)
self.setItem(0, 3, setting_cell)
cells = {
"name": name_cell,
"setting": setting_cell
}
self.setting_cells[setting_name] = cells
return cells
def create_group(self, title: str, widget: QtWidgets.QWidget):
""""""
group = QtWidgets.QGroupBox()
vbox = QtWidgets.QVBoxLayout()
vbox.addWidget(widget)
group.setLayout(vbox)
group.setTitle(title)
return group
def process_log_event(self, event):
""""""
log = event.data
msg = log.msg
timestamp = datetime.now().strftime("%H:%M:%S")
timestamp_cell = QtWidgets.QTableWidgetItem(timestamp)
msg_cell = QtWidgets.QTableWidgetItem(msg)
self.insertRow(0)
self.setItem(0, 0, timestamp_cell)
self.setItem(0, 1, msg_cell)
def init_child(self) -> None:
""""""
self.minute_child = QtWidgets.QTreeWidgetItem()
self.minute_child.setText(0, "分钟线")
self.tree.addTopLevelItem(self.minute_child)
self.hour_child = QtWidgets.QTreeWidgetItem(self.tree)
self.hour_child.setText(0, "小时线")
self.tree.addTopLevelItem(self.hour_child)
self.daily_child = QtWidgets.QTreeWidgetItem(self.tree)
self.daily_child.setText(0, "日线")
self.tree.addTopLevelItem(self.daily_child)
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)
def init_ui(self):
""""""
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)
vbox = QtWidgets.QVBoxLayout()
vbox.addWidget(scroll_area)
self.setLayout(vbox)
def update_data(self) -> None:
""""""
data = self.engine.get_bar_data_available()
total = len(data)
count = 0
dialog = QtWidgets.QProgressDialog(
"历史数据更新中",
"取消",
0,
100
)
dialog.setWindowTitle("更新进度")
dialog.setWindowModality(QtCore.Qt.WindowModal)
dialog.setValue(0)
for d in data:
if dialog.wasCanceled():
break
self.engine.download_bar_data(
d["symbol"],
Exchange(d["exchange"]),
Interval(d["interval"]),
d["end"]
)
count += 1
progress = int(round(count / total * 100, 0))
dialog.setValue(progress)
dialog.close()
def init_ui(self):
""""""
self.setWindowTitle("移除价差")
self.setMinimumWidth(300)
self.name_combo = QtWidgets.QComboBox()
spreads = self.spread_engine.get_all_spreads()
for spread in spreads:
self.name_combo.addItem(spread.name)
button_remove = QtWidgets.QPushButton("移除")
button_remove.clicked.connect(self.remove_spread)
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(self.name_combo)
hbox.addWidget(button_remove)
self.setLayout(hbox)
def init_ui(self):
""""""
self.setWindowTitle(self.title)
self.resize(1100, 600)
self.table = self.table_class(self.main_engine, self.event_engine)
vbox = QtWidgets.QVBoxLayout()
vbox.addWidget(self.table)
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"]
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(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.setRowCount(len(self.KEY_NAME_MAP))
self.setVerticalHeaderLabels(list(self.KEY_NAME_MAP.values()))
self.setColumnCount(1)
self.horizontalHeader().setVisible(False)
self.horizontalHeader().setSectionResizeMode(
QtWidgets.QHeaderView.Stretch)
self.setEditTriggers(self.NoEditTriggers)
for row, key in enumerate(self.KEY_NAME_MAP.keys()):
cell = QtWidgets.QTableWidgetItem()
self.setItem(row, 0, cell)
self.cells[key] = cell
def get_portfolio_item(self, reference: str) -> QtWidgets.QTreeWidgetItem:
""""""
portfolio_item = self.portfolio_items.get(reference, None)
if not portfolio_item:
portfolio_item = QtWidgets.QTreeWidgetItem()
portfolio_item.setText(0, reference)
for i in range(2, self.column_count):
portfolio_item.setTextAlignment(i, QtCore.Qt.AlignCenter)
self.portfolio_items[reference] = portfolio_item
self.tree.addTopLevelItem(portfolio_item)
self.reference_combo.addItem(reference)
return portfolio_item
def init_tree(self) -> None:
""""""
labels = [
"数据",
"本地代码",
"代码",
"交易所",
"数据量",
"开始时间",
"结束时间",
"",
"",
""
]
self.tree = QtWidgets.QTreeWidget()
self.tree.setColumnCount(len(labels))
self.tree.setHeaderLabels(labels)
def get_contract_item(self, reference: str,
vt_symbol: str) -> QtWidgets.QTreeWidgetItem:
""""""
key = (reference, vt_symbol)
contract_item = self.contract_items.get(key, None)
if not contract_item:
contract_item = QtWidgets.QTreeWidgetItem()
contract_item.setText(1, vt_symbol)
for i in range(2, self.column_count):
contract_item.setTextAlignment(i, QtCore.Qt.AlignCenter)
self.contract_items[key] = contract_item
portfolio_item = self.get_portfolio_item(reference)
portfolio_item.addChild(contract_item)
return contract_item
def init_table(self) -> None:
""""""
labels = [
"时间",
"开盘价",
"最高价",
"最低价",
"收盘价",
"成交量",
"持仓量"
]
self.table = QtWidgets.QTableWidget()
self.table.setColumnCount(len(labels))
self.table.setHorizontalHeaderLabels(labels)
self.table.verticalHeader().setVisible(False)
self.table.horizontalHeader().setSectionResizeMode(
QtWidgets.QHeaderView.ResizeToContents
)
def init_ui(self):
""""""
labels = list(self._data.keys())
self.setColumnCount(len(labels))
self.setHorizontalHeaderLabels(labels)
self.setRowCount(1)
self.verticalHeader().setSectionResizeMode(
QtWidgets.QHeaderView.Stretch)
self.verticalHeader().setVisible(False)
self.setEditTriggers(self.NoEditTriggers)
for column, name in enumerate(self._data.keys()):
value = self._data[name]
cell = QtWidgets.QTableWidgetItem(str(value))
cell.setTextAlignment(QtCore.Qt.AlignCenter)
self.setItem(0, column, cell)
self.cells[name] = cell
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)
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)
def init_ui(self) -> None:
""""""
self.setWindowTitle("数据管理")
self.init_tree()
self.init_table()
self.init_child()
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)
update_button = QtWidgets.QPushButton("更新数据")
update_button.clicked.connect(self.update_data)
download_button = QtWidgets.QPushButton("下载数据")
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) -> None:
""""""
self.setWindowTitle("K线图表")
self.tab: QtWidgets.QTabWidget = QtWidgets.QTabWidget()
self.symbol_line: QtWidgets.QLineEdit = QtWidgets.QLineEdit()
self.button = QtWidgets.QPushButton("新建图表")
self.button.clicked.connect(self.new_chart)
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(QtWidgets.QLabel("本地代码"))
hbox.addWidget(self.symbol_line)
hbox.addWidget(self.button)
hbox.addStretch()
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox)
vbox.addWidget(self.tab)
self.setLayout(vbox)
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)
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)
widget = QtWidgets.QWidget()
widget.setLayout(form)
scroll = QtWidgets.QScrollArea()
scroll.setWidgetResizable(True)
scroll.setWidget(widget)
vbox = QtWidgets.QVBoxLayout()
vbox.addWidget(scroll)
self.setLayout(vbox)
def init_ui(self):
""""""
self.setWindowTitle("创建价差")
self.name_line = QtWidgets.QLineEdit()
self.active_line = QtWidgets.QLineEdit()
self.min_volume_combo = QtWidgets.QComboBox()
self.min_volume_combo.addItems([
"1",
"0.1",
"0.01",
"0.001",
"0.0001",
"0.00001",
"0.000001",
])
self.formula_line = QtWidgets.QLineEdit()
self.grid = QtWidgets.QGridLayout()
button_add = QtWidgets.QPushButton("创建价差")
button_add.clicked.connect(self.add_spread)
Label = QtWidgets.QLabel
grid = QtWidgets.QGridLayout()
grid.addWidget(Label("价差名称"), 0, 0)
grid.addWidget(self.name_line, 0, 1, 1, 4)
grid.addWidget(Label("主动腿代码"), 1, 0)
grid.addWidget(self.active_line, 1, 1, 1, 4)
grid.addWidget(Label("最小交易量"), 2, 0)
grid.addWidget(self.min_volume_combo, 2, 1, 1, 4)
grid.addWidget(Label("价格公式"), 3, 0)
grid.addWidget(self.formula_line, 3, 1, 1, 4)
grid.addWidget(Label("合约代码"), 4, 1)
grid.addWidget(Label("交易方向"), 4, 2)
grid.addWidget(Label("交易乘数"), 4, 3)
grid.addWidget(Label("合约模式"), 4, 4)
int_validator = QtGui.QIntValidator()
int_validator.setBottom(0)
leg_count = 5
variables = ["A", "B", "C", "D", "E"]
for i, variable in enumerate(variables):
symbol_line = QtWidgets.QLineEdit()
direction_combo = QtWidgets.QComboBox()
direction_combo.addItems(["买入", "卖出"])
trading_line = QtWidgets.QLineEdit()
trading_line.setValidator(int_validator)
inverse_combo = QtWidgets.QComboBox()
inverse_combo.addItems(["正向", "反向"])
grid.addWidget(Label(variable), 5 + i, 0)
grid.addWidget(symbol_line, 5 + i, 1)
grid.addWidget(direction_combo, 5 + i, 2)
grid.addWidget(trading_line, 5 + i, 3)
grid.addWidget(inverse_combo, 5 + i, 4)
d = {
"variable": variable,
"symbol": symbol_line,
"direction": direction_combo,
"trading": trading_line,
"inverse": inverse_combo
}
self.leg_widgets.append(d)
grid.addWidget(
Label(""),
5 + leg_count,
0,
)
grid.addWidget(button_add, 6 + leg_count, 0, 1, 5)
self.setLayout(grid)
def init_ui(self):
""""""
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])
self.offset_combo = QtWidgets.QComboBox()
self.offset_combo.addItems(
[Offset.NONE.value, Offset.OPEN.value, Offset.CLOSE.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)
add_advanced_button = QtWidgets.QPushButton("创建灵活价差")
add_advanced_button.clicked.connect(self.add_advanced_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("开平", self.offset_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(add_advanced_button)
vbox.addWidget(remove_spread_button)
self.setLayout(vbox)
def init_ui(self):
""""""
self.setWindowTitle("创建价差")
self.name_line = QtWidgets.QLineEdit()
self.active_line = QtWidgets.QLineEdit()
self.min_volume_combo = QtWidgets.QComboBox()
self.min_volume_combo.addItems([
"1",
"0.1",
"0.01",
"0.001",
"0.0001",
"0.00001",
"0.000001",
])
self.grid = QtWidgets.QGridLayout()
button_add = QtWidgets.QPushButton("创建价差")
button_add.clicked.connect(self.add_spread)
Label = QtWidgets.QLabel
grid = QtWidgets.QGridLayout()
grid.addWidget(Label("价差名称"), 0, 0)
grid.addWidget(self.name_line, 0, 1, 1, 4)
grid.addWidget(Label("主动腿代码"), 1, 0)
grid.addWidget(self.active_line, 1, 1, 1, 4)
grid.addWidget(Label("最小交易量"), 2, 0)
grid.addWidget(self.min_volume_combo, 2, 1, 1, 4)
grid.addWidget(Label(""), 3, 0)
grid.addWidget(Label("本地代码"), 4, 1)
grid.addWidget(Label("价格乘数"), 4, 2)
grid.addWidget(Label("交易乘数"), 4, 3)
grid.addWidget(Label("合约模式"), 4, 4)
int_validator = QtGui.QIntValidator()
double_validator = QtGui.QDoubleValidator()
leg_count = 5
for i in range(leg_count):
symbol_line = QtWidgets.QLineEdit()
price_line = QtWidgets.QLineEdit()
price_line.setValidator(double_validator)
trading_line = QtWidgets.QLineEdit()
trading_line.setValidator(int_validator)
inverse_combo = QtWidgets.QComboBox()
inverse_combo.addItems(["正向", "反向"])
grid.addWidget(Label("腿{}".format(i + 1)), 5 + i, 0)
grid.addWidget(symbol_line, 5 + i, 1)
grid.addWidget(price_line, 5 + i, 2)
grid.addWidget(trading_line, 5 + i, 3)
grid.addWidget(inverse_combo, 5 + i, 4)
d = {
"symbol": symbol_line,
"price": price_line,
"trading": trading_line,
"inverse": inverse_combo
}
self.leg_widgets.append(d)
grid.addWidget(
Label(""),
5 + leg_count,
0,
)
grid.addWidget(button_add, 6 + leg_count, 0, 1, 5)
self.setLayout(grid)