def create_chart(self) -> ChartWidget:
""""""
chart = ChartWidget()
chart.add_plot("candle", hide_x_axis=True)
chart.add_plot("volume", maximum_height=200)
chart.add_item(CandleItem, "candle", "candle")
chart.add_item(VolumeItem, "volume", "volume")
chart.add_cursor()
return chart
k = BarData(gateway_name='shioaji',
symbol="TXF",
exchange=Exchange.SMART,
datetime=data.index[i])
k.volume = data.vol[i]
k.open_interest = 0
k.open_price = data.open[i]
k.close_price = data.close[i]
k.high_price = data.high[i]
k.low_price = data.low[i]
bars.append(k)
print('Over')
widget = ChartWidget()
widget.add_plot("candle", hide_x_axis=True)
widget.add_plot("volume", maximum_height=200)
widget.add_item(CandleItem, "candle", "candle")
widget.add_item(VolumeItem, "volume", "volume")
widget.add_cursor()
n = 1000
history = bars[:n]
new_data = bars[n:]
widget.update_history(history)
def update_bar():
bar = new_data.pop(0)
widget.update_bar(bar)
timer = QtCore.QTimer()
timer.timeout.connect(update_bar)
class CandleChartDialog(QtWidgets.QDialog):
"""
"""
def __init__(self):
""""""
super().__init__()
self.dt_ix_map = {}
self.updated = False
self.init_ui()
def init_ui(self):
""""""
self.setWindowTitle("回测K线图表")
self.resize(1400, 800)
# Create chart widget
self.chart = ChartWidget()
self.chart.add_plot("candle", hide_x_axis=True)
self.chart.add_plot("volume", maximum_height=200)
self.chart.add_item(CandleItem, "candle", "candle")
self.chart.add_item(VolumeItem, "volume", "volume")
self.chart.add_cursor()
# Add scatter item for showing tradings
self.trade_scatter = pg.ScatterPlotItem()
candle_plot = self.chart.get_plot("candle")
candle_plot.addItem(self.trade_scatter)
# Set layout
vbox = QtWidgets.QVBoxLayout()
vbox.addWidget(self.chart)
self.setLayout(vbox)
def update_history(self, history: list):
""""""
self.updated = True
self.chart.update_history(history)
for ix, bar in enumerate(history):
self.dt_ix_map[bar.datetime] = ix
def update_trades(self, trades: list):
""""""
trade_data = []
for trade in trades:
ix = self.dt_ix_map[trade.datetime]
scatter = {
"pos": (ix, trade.price),
"data": 1,
"size": 14,
"pen": pg.mkPen((255, 255, 255))
}
if trade.direction == Direction.LONG:
scatter["symbol"] = "t1"
scatter["brush"] = pg.mkBrush((255, 255, 0))
else:
scatter["symbol"] = "t"
scatter["brush"] = pg.mkBrush((0, 0, 255))
trade_data.append(scatter)
self.trade_scatter.setData(trade_data)
def clear_data(self):
""""""
self.updated = False
self.chart.clear_all()
self.dt_ix_map.clear()
self.trade_scatter.clear()
def is_updated(self):
""""""
return self.updated
class CandleChartDialog(QtWidgets.QDialog):
"""
"""
def __init__(self):
""""""
super().__init__()
self.updated = False
self.dt_ix_map = {}
self.ix_bar_map = {}
self.high_price = 0
self.low_price = 0
self.price_range = 0
self.items = []
self.init_ui()
def init_ui(self):
""""""
self.setWindowTitle("回测K线图表")
self.resize(1400, 800)
# Create chart widget
self.chart = ChartWidget()
self.chart.add_plot("candle", hide_x_axis=True)
self.chart.add_plot("volume", maximum_height=200)
self.chart.add_item(CandleItem, "candle", "candle")
self.chart.add_item(VolumeItem, "volume", "volume")
self.chart.add_cursor()
# Create help widget
text1 = "红色虚线 —— 盈利交易"
label1 = QtWidgets.QLabel(text1)
label1.setStyleSheet("color:red")
text2 = "绿色虚线 —— 亏损交易"
label2 = QtWidgets.QLabel(text2)
label2.setStyleSheet("color:#00FF00")
text3 = "黄色向上箭头 —— 买入开仓 Buy"
label3 = QtWidgets.QLabel(text3)
label3.setStyleSheet("color:yellow")
text4 = "黄色向下箭头 —— 卖出平仓 Sell"
label4 = QtWidgets.QLabel(text4)
label4.setStyleSheet("color:yellow")
text5 = "紫红向下箭头 —— 卖出开仓 Short"
label5 = QtWidgets.QLabel(text5)
label5.setStyleSheet("color:magenta")
text6 = "紫红向上箭头 —— 买入平仓 Cover"
label6 = QtWidgets.QLabel(text6)
label6.setStyleSheet("color:magenta")
hbox1 = QtWidgets.QHBoxLayout()
hbox1.addStretch()
hbox1.addWidget(label1)
hbox1.addStretch()
hbox1.addWidget(label2)
hbox1.addStretch()
hbox2 = QtWidgets.QHBoxLayout()
hbox2.addStretch()
hbox2.addWidget(label3)
hbox2.addStretch()
hbox2.addWidget(label4)
hbox2.addStretch()
hbox3 = QtWidgets.QHBoxLayout()
hbox3.addStretch()
hbox3.addWidget(label5)
hbox3.addStretch()
hbox3.addWidget(label6)
hbox3.addStretch()
# Set layout
vbox = QtWidgets.QVBoxLayout()
vbox.addWidget(self.chart)
vbox.addLayout(hbox1)
vbox.addLayout(hbox2)
vbox.addLayout(hbox3)
self.setLayout(vbox)
def update_history(self, history: list):
""""""
self.updated = True
self.chart.update_history(history)
for ix, bar in enumerate(history):
self.ix_bar_map[ix] = bar
self.dt_ix_map[bar.datetime] = ix
if not self.high_price:
self.high_price = bar.high_price
self.low_price = bar.low_price
else:
self.high_price = max(self.high_price, bar.high_price)
self.low_price = min(self.low_price, bar.low_price)
self.price_range = self.high_price - self.low_price
def update_trades(self, trades: list):
""""""
trade_pairs = generate_trade_pairs(trades)
candle_plot = self.chart.get_plot("candle")
scatter_data = []
y_adjustment = self.price_range * 0.001
for d in trade_pairs:
open_ix = self.dt_ix_map[d["open_dt"]]
close_ix = self.dt_ix_map[d["close_dt"]]
open_price = d["open_price"]
close_price = d["close_price"]
# Trade Line
x = [open_ix, close_ix]
y = [open_price, close_price]
if d["direction"] == Direction.LONG and close_price >= open_price:
color = "r"
elif d["direction"] == Direction.SHORT and close_price <= open_price:
color = "r"
else:
color = "g"
pen = pg.mkPen(color, width=1.5, style=QtCore.Qt.DashLine)
item = pg.PlotCurveItem(x, y, pen=pen)
self.items.append(item)
candle_plot.addItem(item)
# Trade Scatter
open_bar = self.ix_bar_map[open_ix]
close_bar = self.ix_bar_map[close_ix]
if d["direction"] == Direction.LONG:
scatter_color = "yellow"
open_symbol = "t1"
close_symbol = "t"
open_side = 1
close_side = -1
open_y = open_bar.low_price
close_y = close_bar.high_price
else:
scatter_color = "magenta"
open_symbol = "t"
close_symbol = "t1"
open_side = -1
close_side = 1
open_y = open_bar.high_price
close_y = close_bar.low_price
pen = pg.mkPen(QtGui.QColor(scatter_color))
brush = pg.mkBrush(QtGui.QColor(scatter_color))
size = 10
open_scatter = {
"pos": (open_ix, open_y - open_side * y_adjustment),
"size": size,
"pen": pen,
"brush": brush,
"symbol": open_symbol
}
close_scatter = {
"pos": (close_ix, close_y - close_side * y_adjustment),
"size": size,
"pen": pen,
"brush": brush,
"symbol": close_symbol
}
scatter_data.append(open_scatter)
scatter_data.append(close_scatter)
# Trade text
volume = d["volume"]
text_color = QtGui.QColor(scatter_color)
open_text = pg.TextItem(f"[{volume}]", color=text_color, anchor=(0.5, 0.5))
close_text = pg.TextItem(f"[{volume}]", color=text_color, anchor=(0.5, 0.5))
open_text.setPos(open_ix, open_y - open_side * y_adjustment * 3)
close_text.setPos(close_ix, close_y - close_side * y_adjustment * 3)
self.items.append(open_text)
self.items.append(close_text)
candle_plot.addItem(open_text)
candle_plot.addItem(close_text)
trade_scatter = pg.ScatterPlotItem(scatter_data)
self.items.append(trade_scatter)
candle_plot.addItem(trade_scatter)
def clear_data(self):
""""""
self.updated = False
candle_plot = self.chart.get_plot("candle")
for item in self.items:
candle_plot.removeItem(item)
self.items.clear()
self.chart.clear_all()
self.dt_ix_map.clear()
self.ix_bar_map.clear()
def is_updated(self):
""""""
return self.updated