def __init__(self, stockSymbol, strategyName, startDate, endDate, feedbackQueue):
SimpleQuantSafeProcess.__init__(self, feedbackQueue)
self.strategy_manager = SimpleQuantStrategyManager()
self.data_manager = SimpleQuantUIDataManager(stockSymbol, startDate, endDate)
#TODO:fix crash cause by event engine
#self.event_engine = SimpleQuantEventEngine()
self.strategy_name = strategyName
class SimpleQuantTransition(SimpleQuantSafeProcess):
def __init__(self, stockSymbol, strategyName, startDate, endDate, feedbackQueue):
SimpleQuantSafeProcess.__init__(self, feedbackQueue)
self.strategy_manager = SimpleQuantStrategyManager()
self.data_manager = SimpleQuantUIDataManager(stockSymbol, startDate, endDate)
#TODO:fix crash cause by event engine
#self.event_engine = SimpleQuantEventEngine()
self.strategy_name = strategyName
def getStockData(self):
hqData = self.data_manager.getStockData()
return hqData
#TODO: remove runStrategy() when multi-process done
def runStrategy(self, strategyName):
MyLogger.info("Run Strategy")
self.strategy_manager.setStrategyName(strategyName)
self.stock_strategy = self.strategy_manager.getStrategyInstance()(self.data_manager)
self.profitsData = self.stock_strategy.backTest()
return self.profitsData
def updateTransitionContext(self, startDate, endDate):
self.data_manager.setStockContext(startDate, endDate)
def getStrategyNameList(self):
return self.strategy_manager.getStrategyNameList()
def saferun(self):
MyLogger.info("Start Transition")
MyLogger.info("Run Strategy")
self.strategy_manager.setStrategyName(self.strategy_name)
self.stock_strategy = self.strategy_manager.getStrategyInstance()(self.data_manager)
self.profitsData = self.stock_strategy.backTest()
self.endUp()
def endUp(self):
MyLogger.info("End Up Transition")
hqData = self.getStockData()
profits = self.profitsData
with open('app/static/json/hqData.json', 'w') as f:
f.write(json.dumps(hqData))
with open('app/static/json/profits.json', 'w') as f:
f.write(json.dumps(profits))
def transition():
transitionPanelForm = TransitionPanelForm()
stockSymbol = session.get('stockSymbol')
strategyManager = SimpleQuantStrategyManager()
transitionPanelForm.strategyListField.choices = [(name, name) for name in strategyManager.getStrategyNameList()]
if transitionPanelForm.validate_on_submit():
#TODO: run strategy in new process
#1. start transition in new process
#2. display page as well. wait until transition finish. It's no need render template instantly after strat transtion,
# because javascript can display page as well when click 'start strategy', while in backend, parent process wait for
# transition process finish, then render the template again, the well will disapear.
#3. render the template
strategyName = transitionPanelForm.strategyListField.data
startDate = transitionPanelForm.startDateField.data
endDate = transitionPanelForm.endDateField.data
transition = SimpleQuantTransition(stockSymbol, strategyName, startDate, endDate, feedback_queue)
transition.start()
#wait transition finish
transition.join()
return render_template("transition.html",
title = 'Trasition',
transitionPanelForm = transitionPanelForm)
else:
endDate = datetime.datetime.today()
deltaDays = datetime.timedelta(days=-60)
startDate = endDate + deltaDays
dataManager = SimpleQuantUIDataManager(stockSymbol, startDate, endDate)
hqData = dataManager.getStockData()
with open('app/static/json/hqData.json', 'w') as f:
f.write(json.dumps(hqData))
return render_template("transition.html",
title = 'Trasition',
transitionPanelForm = transitionPanelForm)
def __init__(self, stockSymbol):
QtGui.QDialog.__init__(self)
#today is endDate, startDate is earlier than endDate
endDate = datetime.datetime.today()
deltaDays = datetime.timedelta(days=-60)
startDate = endDate + deltaDays
self.strategy_manager = SimpleQuantStrategyManager()
self.data_manager = SimpleQuantUIDataManager(stockSymbol, startDate, endDate)
self.event_engine = SimpleQuantEventEngine()
#self.stock_strategy = SimpleQuantStrategyMACD(self.data_manager)
self.setGeometry(100, 100, 850, 650)
self.main_widget = QtGui.QWidget(self)
self.start_date = QtGui.QDateEdit(self)
self.start_date.setCalendarPopup(True)
startDateStr = startDate.strftime("%Y-%m-%d")
self.start_date.setDate(QDate.fromString(startDateStr, 'yyyy-MM-dd'))
startDateLabel = QtGui.QLabel('StartDate: ', self)
endDateStr = endDate.strftime("%Y-%m-%d")
self.end_date = QtGui.QDateEdit(self)
self.end_date.setCalendarPopup(True)
self.end_date.setDate(QDate.fromString(endDateStr, 'yyyy-MM-dd'))
endDateLabel = QtGui.QLabel('EndDate: ', self)
self.update_button = QtGui.QPushButton("Update")
self.update_button.clicked.connect(self.updateButtonClicked)
self.transition_layout = QtGui.QVBoxLayout(self.main_widget)
self.stock_layout = QtGui.QHBoxLayout()
self.stock_widget_layout = QtGui.QVBoxLayout()
self.stock_widget_layout.addWidget(startDateLabel)
self.stock_widget_layout.addWidget(self.start_date)
self.stock_widget_layout.addWidget(endDateLabel)
self.stock_widget_layout.addWidget(self.end_date)
hqData = self.data_manager.getStockData()
self.stock_canvas = SimpleQuantUIStrategyMplCanvas(hqData)
self.stock_layout.addStretch(1)
self.stock_layout.addWidget(self.stock_canvas)
self.stock_layout.addLayout(self.stock_widget_layout)
self.stock_layout.addWidget(self.update_button)
self.strategy_layout = QtGui.QHBoxLayout()
self.strategy_button = QtGui.QPushButton("Run")
self.strategy_button.clicked.connect(self.strategyButtonClicked)
self.strategy_combobox = QtGui.QComboBox()
self.strategy_combobox.activated[str].connect(self.strategyChanged)
[self.strategy_combobox.addItem(strategyName) for strategyName in self.strategy_manager.getStrategyNameList()]
for entry in hqData:
entry[1] = '0'
self.strategy_canvas = SimpleQuantUIStrategyMplCanvas(hqData)
self.strategy_layout.addStretch(1)
self.strategy_layout.addWidget(self.strategy_canvas)
self.strategy_layout.addWidget(self.strategy_button)
self.strategy_layout.addWidget(self.strategy_combobox)
self.online_radio_button = QtGui.QRadioButton('Online')
self.offline_radio_button = QtGui.QRadioButton('Offline')
self.online_radio_button.toggled.connect(self.onlineClicked)
self.offline_radio_button.toggled.connect(self.offlineClicked)
self.transition_layout.addLayout(self.stock_layout)
self.transition_layout.addLayout(self.strategy_layout)
self.transition_layout.addWidget(self.online_radio_button)
self.transition_layout.addWidget(self.offline_radio_button)
class SimpleQuantUITransitionDialog(QtGui.QDialog):
def __init__(self, stockSymbol):
QtGui.QDialog.__init__(self)
#today is endDate, startDate is earlier than endDate
endDate = datetime.datetime.today()
deltaDays = datetime.timedelta(days=-60)
startDate = endDate + deltaDays
self.strategy_manager = SimpleQuantStrategyManager()
self.data_manager = SimpleQuantUIDataManager(stockSymbol, startDate, endDate)
self.event_engine = SimpleQuantEventEngine()
#self.stock_strategy = SimpleQuantStrategyMACD(self.data_manager)
self.setGeometry(100, 100, 850, 650)
self.main_widget = QtGui.QWidget(self)
self.start_date = QtGui.QDateEdit(self)
self.start_date.setCalendarPopup(True)
startDateStr = startDate.strftime("%Y-%m-%d")
self.start_date.setDate(QDate.fromString(startDateStr, 'yyyy-MM-dd'))
startDateLabel = QtGui.QLabel('StartDate: ', self)
endDateStr = endDate.strftime("%Y-%m-%d")
self.end_date = QtGui.QDateEdit(self)
self.end_date.setCalendarPopup(True)
self.end_date.setDate(QDate.fromString(endDateStr, 'yyyy-MM-dd'))
endDateLabel = QtGui.QLabel('EndDate: ', self)
self.update_button = QtGui.QPushButton("Update")
self.update_button.clicked.connect(self.updateButtonClicked)
self.transition_layout = QtGui.QVBoxLayout(self.main_widget)
self.stock_layout = QtGui.QHBoxLayout()
self.stock_widget_layout = QtGui.QVBoxLayout()
self.stock_widget_layout.addWidget(startDateLabel)
self.stock_widget_layout.addWidget(self.start_date)
self.stock_widget_layout.addWidget(endDateLabel)
self.stock_widget_layout.addWidget(self.end_date)
hqData = self.data_manager.getStockData()
self.stock_canvas = SimpleQuantUIStrategyMplCanvas(hqData)
self.stock_layout.addStretch(1)
self.stock_layout.addWidget(self.stock_canvas)
self.stock_layout.addLayout(self.stock_widget_layout)
self.stock_layout.addWidget(self.update_button)
self.strategy_layout = QtGui.QHBoxLayout()
self.strategy_button = QtGui.QPushButton("Run")
self.strategy_button.clicked.connect(self.strategyButtonClicked)
self.strategy_combobox = QtGui.QComboBox()
self.strategy_combobox.activated[str].connect(self.strategyChanged)
[self.strategy_combobox.addItem(strategyName) for strategyName in self.strategy_manager.getStrategyNameList()]
for entry in hqData:
entry[1] = '0'
self.strategy_canvas = SimpleQuantUIStrategyMplCanvas(hqData)
self.strategy_layout.addStretch(1)
self.strategy_layout.addWidget(self.strategy_canvas)
self.strategy_layout.addWidget(self.strategy_button)
self.strategy_layout.addWidget(self.strategy_combobox)
self.online_radio_button = QtGui.QRadioButton('Online')
self.offline_radio_button = QtGui.QRadioButton('Offline')
self.online_radio_button.toggled.connect(self.onlineClicked)
self.offline_radio_button.toggled.connect(self.offlineClicked)
self.transition_layout.addLayout(self.stock_layout)
self.transition_layout.addLayout(self.strategy_layout)
self.transition_layout.addWidget(self.online_radio_button)
self.transition_layout.addWidget(self.offline_radio_button)
def updateButtonClicked(self):
endDate = self.end_date.date().toPyDateTime()
startDate = self.start_date.date().toPyDateTime()
self.data_manager.setStockContext(startDate, endDate)
stockData = self.data_manager.getStockData()
self.stock_canvas.updateFigure(stockData)
self.stock_canvas.draw()
def strategyButtonClicked(self):
self.stock_strategy = self.strategy_manager.getStrategyInstance()(self.data_manager)
profitsData = self.stock_strategy.backTest()
self.strategy_canvas.updateFigure(profitsData)
self.strategy_canvas.draw()
MyLogger.info("Done!")
def strategyChanged(self, strategyName):
self.strategy_manager.setStrategyName(strategyName)
def onlineClicked(self):
self.event_engine.start()
self.event_engine.register(EVENT_TIMER, self.timerHandler)
def offlineClicked(self):
self.event_engine.unregister(EVENT_TIMER, self.timerHandler)
self.event_engine.stop()
def timerHandler(self, event):
self.data_manager.retreiveRealTimeQuotes()
