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) -> 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):
""""""
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("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) -> 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):
"""
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.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 create_label(self, color: str = "", alignment: int = QtCore.Qt.AlignLeft):
"""
Create label with certain font color.
"""
label = QtWidgets.QLabel("-")
if color:
label.setStyleSheet(f"color:{color}")
label.setAlignment(alignment)
return label
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):
""""""
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.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) -> 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("CSV载入")
self.setFixedWidth(300)
self.setWindowFlags((self.windowFlags()
| QtCore.Qt.CustomizeWindowHint)
& ~QtCore.Qt.WindowMaximizeButtonHint)
file_button = QtWidgets.QPushButton("选择文件")
file_button.clicked.connect(self.select_file)
load_button = QtWidgets.QPushButton("载入数据")
load_button.clicked.connect(self.load_data)
self.file_edit = QtWidgets.QLineEdit()
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)
self.datetime_edit = QtWidgets.QLineEdit("Datetime")
self.open_edit = QtWidgets.QLineEdit("Open")
self.high_edit = QtWidgets.QLineEdit("High")
self.low_edit = QtWidgets.QLineEdit("Low")
self.close_edit = QtWidgets.QLineEdit("Close")
self.volume_edit = QtWidgets.QLineEdit("Volume")
self.format_edit = QtWidgets.QLineEdit("%Y-%m-%d %H:%M:%S")
info_label = QtWidgets.QLabel("合约信息")
info_label.setAlignment(QtCore.Qt.AlignCenter)
head_label = QtWidgets.QLabel("表头信息")
head_label.setAlignment(QtCore.Qt.AlignCenter)
format_label = QtWidgets.QLabel("格式信息")
format_label.setAlignment(QtCore.Qt.AlignCenter)
form = QtWidgets.QFormLayout()
form.addRow(file_button, self.file_edit)
form.addRow(QtWidgets.QLabel())
form.addRow(info_label)
form.addRow("代码", self.symbol_edit)
form.addRow("交易所", self.exchange_combo)
form.addRow("周期", self.interval_combo)
form.addRow(QtWidgets.QLabel())
form.addRow(head_label)
form.addRow("时间戳", self.datetime_edit)
form.addRow("开盘价", self.open_edit)
form.addRow("最高价", self.high_edit)
form.addRow("最低价", self.low_edit)
form.addRow("收盘价", self.close_edit)
form.addRow("成交量", self.volume_edit)
form.addRow(QtWidgets.QLabel())
form.addRow(format_label)
form.addRow("时间格式", self.format_edit)
form.addRow(QtWidgets.QLabel())
form.addRow(load_button)
self.setLayout(form)
def init_ui(self):
""""""
self.setWindowTitle("行情记录")
self.resize(1000, 600)
# Create widgets
self.symbol_line = QtWidgets.QLineEdit()
self.symbol_line.setFixedHeight(self.symbol_line.sizeHint().height() *
2)
contracts = self.main_engine.get_all_contracts()
self.vt_symbols = [contract.vt_symbol for contract in contracts]
self.symbol_completer = QtWidgets.QCompleter(self.vt_symbols)
self.symbol_completer.setFilterMode(QtCore.Qt.MatchContains)
self.symbol_completer.setCompletionMode(
self.symbol_completer.PopupCompletion)
self.symbol_line.setCompleter(self.symbol_completer)
add_bar_button = QtWidgets.QPushButton("添加")
add_bar_button.clicked.connect(self.add_bar_recording)
remove_bar_button = QtWidgets.QPushButton("移除")
remove_bar_button.clicked.connect(self.remove_bar_recording)
add_tick_button = QtWidgets.QPushButton("添加")
add_tick_button.clicked.connect(self.add_tick_recording)
remove_tick_button = QtWidgets.QPushButton("移除")
remove_tick_button.clicked.connect(self.remove_tick_recording)
self.bar_recording_edit = QtWidgets.QTextEdit()
self.bar_recording_edit.setReadOnly(True)
self.tick_recording_edit = QtWidgets.QTextEdit()
self.tick_recording_edit.setReadOnly(True)
self.log_edit = QtWidgets.QTextEdit()
self.log_edit.setReadOnly(True)
# Set layout
grid = QtWidgets.QGridLayout()
grid.addWidget(QtWidgets.QLabel("K线记录"), 0, 0)
grid.addWidget(add_bar_button, 0, 1)
grid.addWidget(remove_bar_button, 0, 2)
grid.addWidget(QtWidgets.QLabel("Tick记录"), 1, 0)
grid.addWidget(add_tick_button, 1, 1)
grid.addWidget(remove_tick_button, 1, 2)
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(QtWidgets.QLabel("本地代码"))
hbox.addWidget(self.symbol_line)
hbox.addWidget(QtWidgets.QLabel(" "))
hbox.addLayout(grid)
hbox.addStretch()
grid2 = QtWidgets.QGridLayout()
grid2.addWidget(QtWidgets.QLabel("K线记录列表"), 0, 0)
grid2.addWidget(QtWidgets.QLabel("Tick记录列表"), 0, 1)
grid2.addWidget(self.bar_recording_edit, 1, 0)
grid2.addWidget(self.tick_recording_edit, 1, 1)
grid2.addWidget(self.log_edit, 2, 0, 1, 2)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox)
vbox.addLayout(grid2)
self.setLayout(vbox)
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 __init__(self, parent=None):
""""""
super().__init__()
self.setWindowTitle("从CSV文件导入数据")
self.setFixedWidth(300)
self.setWindowFlags((self.windowFlags()
| QtCore.Qt.CustomizeWindowHint)
& ~QtCore.Qt.WindowMaximizeButtonHint)
file_button = QtWidgets.QPushButton("选择文件")
file_button.clicked.connect(self.select_file)
load_button = QtWidgets.QPushButton("确定")
load_button.clicked.connect(self.accept)
self.file_edit = QtWidgets.QLineEdit()
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:
if i != Interval.TICK:
self.interval_combo.addItem(str(i.name), i)
self.datetime_edit = QtWidgets.QLineEdit("datetime")
self.open_edit = QtWidgets.QLineEdit("open")
self.high_edit = QtWidgets.QLineEdit("high")
self.low_edit = QtWidgets.QLineEdit("low")
self.close_edit = QtWidgets.QLineEdit("close")
self.volume_edit = QtWidgets.QLineEdit("volume")
self.open_interest_edit = QtWidgets.QLineEdit("open_interest")
self.format_edit = QtWidgets.QLineEdit("%Y-%m-%d %H:%M:%S")
info_label = QtWidgets.QLabel("合约信息")
info_label.setAlignment(QtCore.Qt.AlignCenter)
head_label = QtWidgets.QLabel("表头信息")
head_label.setAlignment(QtCore.Qt.AlignCenter)
format_label = QtWidgets.QLabel("格式信息")
format_label.setAlignment(QtCore.Qt.AlignCenter)
form = QtWidgets.QFormLayout()
form.addRow(file_button, self.file_edit)
form.addRow(QtWidgets.QLabel())
form.addRow(info_label)
form.addRow("代码", self.symbol_edit)
form.addRow("交易所", self.exchange_combo)
form.addRow("周期", self.interval_combo)
form.addRow(QtWidgets.QLabel())
form.addRow(head_label)
form.addRow("时间戳", self.datetime_edit)
form.addRow("开盘价", self.open_edit)
form.addRow("最高价", self.high_edit)
form.addRow("最低价", self.low_edit)
form.addRow("收盘价", self.close_edit)
form.addRow("成交量", self.volume_edit)
form.addRow("持仓量", self.open_interest_edit)
form.addRow(QtWidgets.QLabel())
form.addRow(format_label)
form.addRow("时间格式", self.format_edit)
form.addRow(QtWidgets.QLabel())
form.addRow(load_button)
self.setLayout(form)
def init_ui(self):
""""""
self.setWindowTitle("行情记录")
self.resize(1000, 600)
# Create widgets
self.symbol_line = QtWidgets.QLineEdit()
self.interval_spin = QtWidgets.QSpinBox()
self.interval_spin.setMinimum(1)
self.interval_spin.setMaximum(60)
self.interval_spin.setValue(self.recorder_engine.timer_interval)
self.interval_spin.setSuffix("秒")
self.interval_spin.valueChanged.connect(self.set_interval)
contracts = self.main_engine.get_all_contracts()
self.vt_symbols = [contract.vt_symbol for contract in contracts]
self.symbol_completer = QtWidgets.QCompleter(self.vt_symbols)
self.symbol_completer.setFilterMode(QtCore.Qt.MatchContains)
self.symbol_completer.setCompletionMode(
self.symbol_completer.PopupCompletion)
self.symbol_line.setCompleter(self.symbol_completer)
add_bar_button = QtWidgets.QPushButton("添加")
add_bar_button.clicked.connect(self.add_bar_recording)
remove_bar_button = QtWidgets.QPushButton("移除")
remove_bar_button.clicked.connect(self.remove_bar_recording)
add_tick_button = QtWidgets.QPushButton("添加")
add_tick_button.clicked.connect(self.add_tick_recording)
remove_tick_button = QtWidgets.QPushButton("移除")
remove_tick_button.clicked.connect(self.remove_tick_recording)
self.bar_recording_edit = QtWidgets.QTextEdit()
self.bar_recording_edit.setReadOnly(True)
self.tick_recording_edit = QtWidgets.QTextEdit()
self.tick_recording_edit.setReadOnly(True)
self.log_edit = QtWidgets.QTextEdit()
self.log_edit.setReadOnly(True)
# Set layout
grid = QtWidgets.QGridLayout()
grid.addWidget(QtWidgets.QLabel("K线记录"), 0, 0)
grid.addWidget(add_bar_button, 0, 1)
grid.addWidget(remove_bar_button, 0, 2)
grid.addWidget(QtWidgets.QLabel("Tick记录"), 1, 0)
grid.addWidget(add_tick_button, 1, 1)
grid.addWidget(remove_tick_button, 1, 2)
form = QtWidgets.QFormLayout()
form.addRow("本地代码", self.symbol_line)
form.addRow("写入间隔", self.interval_spin)
hbox = QtWidgets.QHBoxLayout()
hbox.addLayout(form)
hbox.addWidget(QtWidgets.QLabel(" "))
hbox.addLayout(grid)
hbox.addStretch()
grid2 = QtWidgets.QGridLayout()
grid2.addWidget(QtWidgets.QLabel("K线记录列表"), 0, 0)
grid2.addWidget(QtWidgets.QLabel("Tick记录列表"), 0, 1)
grid2.addWidget(self.bar_recording_edit, 1, 0)
grid2.addWidget(self.tick_recording_edit, 1, 1)
grid2.addWidget(self.log_edit, 2, 0, 1, 2)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox)
vbox.addLayout(grid2)
self.setLayout(vbox)
def init_ui(self):
""""""
self.setWindowTitle("CTA回测")
# Setting Part
self.class_combo = QtWidgets.QComboBox()
# self.symbol_line = QtWidgets.QLineEdit("IF88.CFFEX")
self.symbol_line = ""
self.symbol_label = QtWidgets.QLabel()
self.data_counts_label = QtWidgets.QLabel()
#############################################
# fangyang add, 根据数据库内容进行选项显示
self.dbbardata_groupby_df = self.db_instance.get_groupby_data_from_sql_db()
self.exchange_combo = QtWidgets.QComboBox()
self.exchange_combo.addItems(self.dbbardata_groupby_df['exchange'].drop_duplicates().to_list())
self.exchange_combo.activated[str].connect(self.onExchangeActivated)
self.symbol_combo = QtWidgets.QComboBox()
self.symbol_combo.currentIndexChanged.connect(self.onSymbolActivated)
self.interval_combo = QtWidgets.QComboBox()
self.interval_combo.currentIndexChanged.connect(self.onIntervalActivated)
##########################################
end_dt = datetime.now()
# start_dt = end_dt - timedelta(days=3 * 365) # debug 临时更改
start_dt = end_dt - timedelta(days=100) # debug 临时更改
self.start_date_edit = QtWidgets.QDateEdit(
QtCore.QDate(
start_dt.year,
start_dt.month,
start_dt.day
)
)
self.end_date_edit = QtWidgets.QDateEdit(
QtCore.QDate.currentDate()
)
self.rate_line = QtWidgets.QLineEdit("0.000025")
self.slippage_line = QtWidgets.QLineEdit("1")
self.size_line = QtWidgets.QLineEdit("10")
self.pricetick_line = QtWidgets.QLineEdit("1")
self.capital_line = QtWidgets.QLineEdit("1000000")
self.inverse_combo = QtWidgets.QComboBox()
self.inverse_combo.addItems(["正向", "反向"])
# fangyang add
self.debug_combo = QtWidgets.QComboBox()
self.debug_combo.addItems(["Thread 运行回测", "Debug 运行回测"])
backtesting_button = QtWidgets.QPushButton("开始回测")
backtesting_button.clicked.connect(self.start_backtesting)
rl_train_button = QtWidgets.QPushButton("开始RL训练")
rl_train_button.clicked.connect(self.start_rl_train)
optimization_button = QtWidgets.QPushButton("参数优化")
optimization_button.clicked.connect(self.start_optimization)
self.result_button = QtWidgets.QPushButton("优化结果")
self.result_button.clicked.connect(self.show_optimization_result)
self.result_button.setEnabled(False)
downloading_button = QtWidgets.QPushButton("下载数据")
downloading_button.clicked.connect(self.start_downloading)
self.order_button = QtWidgets.QPushButton("委托记录")
self.order_button.clicked.connect(self.show_backtesting_orders)
self.order_button.setEnabled(False)
self.trade_button = QtWidgets.QPushButton("成交记录")
self.trade_button.clicked.connect(self.show_backtesting_trades)
self.trade_button.setEnabled(False)
self.daily_button = QtWidgets.QPushButton("每日盈亏")
self.daily_button.clicked.connect(self.show_daily_results)
self.daily_button.setEnabled(False)
self.candle_button = QtWidgets.QPushButton("K线图表")
self.candle_button.clicked.connect(self.show_candle_chart)
self.candle_button.setEnabled(False)
self.candle_button_web = QtWidgets.QPushButton("K线图表web")
self.candle_button_web.clicked.connect(self.show_candle_chart_web)
# self.candle_button_web.setEnabled(False)
edit_button = QtWidgets.QPushButton("代码编辑")
edit_button.clicked.connect(self.edit_strategy_code)
reload_button = QtWidgets.QPushButton("策略重载")
reload_button.clicked.connect(self.reload_strategy_class)
# for button in [
# backtesting_button,
# optimization_button,
# downloading_button,
# self.result_button,
# self.order_button,
# self.trade_button,
# self.daily_button,
# self.candle_button,
# edit_button,
# reload_button
# ]:
# button.setFixedHeight(button.sizeHint().height() * 2)
form = QtWidgets.QFormLayout()
form.addRow("交易策略", self.class_combo)
form.addRow("交易所代码", self.exchange_combo)
form.addRow("本地代码", self.symbol_combo)
form.addRow("合约名称", self.symbol_label)
form.addRow("K线周期", self.interval_combo)
form.addRow("开始日期", self.start_date_edit)
form.addRow("结束日期\n(+1天才能回测到最后这天)", self.end_date_edit)
form.addRow("DB内总数据量", self.data_counts_label)
form.addRow("手续费率", self.rate_line)
form.addRow("交易滑点", self.slippage_line)
form.addRow("合约乘数", self.size_line)
form.addRow("价格跳动", self.pricetick_line)
form.addRow("回测资金", self.capital_line)
form.addRow("合约模式\n(数字货币用反向)", self.inverse_combo)
form.addRow("回测模式", self.debug_combo)
result_grid = QtWidgets.QGridLayout()
result_grid.addWidget(self.trade_button, 0, 0)
result_grid.addWidget(self.order_button, 0, 1)
result_grid.addWidget(self.daily_button, 1, 0)
result_grid.addWidget(self.candle_button, 1, 1)
result_grid.addWidget(self.candle_button_web, 2, 1)
left_vbox = QtWidgets.QVBoxLayout()
left_vbox.addLayout(form)
left_vbox.addWidget(backtesting_button)
left_vbox.addWidget(rl_train_button)
left_vbox.addWidget(downloading_button)
left_vbox.addStretch()
left_vbox.addLayout(result_grid)
left_vbox.addStretch()
left_vbox.addWidget(optimization_button)
left_vbox.addWidget(self.result_button)
left_vbox.addStretch()
left_vbox.addWidget(edit_button)
left_vbox.addWidget(reload_button)
# Result part
self.statistics_monitor = StatisticsMonitor()
self.log_monitor = QtWidgets.QTextEdit()
self.log_monitor.setMaximumHeight(400)
self.chart = BacktesterChart()
self.chart.setMinimumWidth(1000)
self.trade_dialog = BacktestingResultDialog(
self.main_engine,
self.event_engine,
"回测成交记录",
BacktestingTradeMonitor
)
self.order_dialog = BacktestingResultDialog(
self.main_engine,
self.event_engine,
"回测委托记录",
BacktestingOrderMonitor
)
self.daily_dialog = BacktestingResultDialog(
self.main_engine,
self.event_engine,
"回测每日盈亏",
DailyResultMonitor
)
# Candle Chart
self.candle_dialog = CandleChartDialog()
# Layout
vbox = QtWidgets.QVBoxLayout()
vbox.addWidget(self.statistics_monitor)
vbox.addWidget(self.log_monitor)
hbox = QtWidgets.QHBoxLayout()
hbox.addLayout(left_vbox)
hbox.addLayout(vbox)
hbox.addWidget(self.chart)
self.setLayout(hbox)
# Code Editor
self.editor = CodeEditor(self.main_engine, self.event_engine)
# Load setting
setting = load_json(self.setting_filename)
if not setting:
return
self.class_combo.setCurrentIndex(
self.class_combo.findText(setting["class_name"])
)
self.interval_combo.setCurrentIndex(
self.interval_combo.findText(setting["interval"])
)
self.rate_line.setText(str(setting["rate"]))
self.slippage_line.setText(str(setting["slippage"]))
self.size_line.setText(str(setting["size"]))
self.pricetick_line.setText(str(setting["pricetick"]))
self.capital_line.setText(str(setting["capital"]))
if not setting["inverse"]:
self.inverse_combo.setCurrentIndex(0)
else:
self.inverse_combo.setCurrentIndex(1)
def init_ui(self) -> None:
""""""
self.setWindowTitle("投资组合")
labels = [
"组合名称", "本地代码", "开盘仓位", "当前仓位", "交易盈亏", "持仓盈亏", "总盈亏", "多头成交",
"空头成交"
]
self.column_count = len(labels)
self.tree = QtWidgets.QTreeWidget()
self.tree.setColumnCount(self.column_count)
self.tree.setHeaderLabels(labels)
self.tree.header().setDefaultAlignment(QtCore.Qt.AlignCenter)
self.tree.header().setStretchLastSection(False)
delegate = TreeDelegate()
self.tree.setItemDelegate(delegate)
self.monitor = PortfolioTradeMonitor()
expand_button = QtWidgets.QPushButton("全部展开")
expand_button.clicked.connect(self.tree.expandAll)
collapse_button = QtWidgets.QPushButton("全部折叠")
collapse_button.clicked.connect(self.tree.collapseAll)
resize_button = QtWidgets.QPushButton("调整列宽")
resize_button.clicked.connect(self.resize_columns)
interval_spin = QtWidgets.QSpinBox()
interval_spin.setMinimum(1)
interval_spin.setMaximum(60)
interval_spin.setSuffix("秒")
interval_spin.setValue(self.portfolio_engine.get_timer_interval())
interval_spin.valueChanged.connect(
self.portfolio_engine.set_timer_interval)
self.reference_combo = QtWidgets.QComboBox()
self.reference_combo.setMinimumWidth(200)
self.reference_combo.addItem("")
self.reference_combo.currentIndexChanged.connect(
self.set_reference_filter)
hbox1 = QtWidgets.QHBoxLayout()
hbox1.addWidget(expand_button)
hbox1.addWidget(collapse_button)
hbox1.addWidget(resize_button)
hbox1.addStretch()
hbox1.addWidget(QtWidgets.QLabel("刷新频率"))
hbox1.addWidget(interval_spin)
hbox1.addStretch()
hbox1.addWidget(QtWidgets.QLabel("组合成交"))
hbox1.addWidget(self.reference_combo)
hbox2 = QtWidgets.QHBoxLayout()
hbox2.addWidget(self.tree)
hbox2.addWidget(self.monitor)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox1)
vbox.addLayout(hbox2)
self.setLayout(vbox)
def init_ui(self):
""""""
self.setWindowTitle("pytdx载入")
# self.setFixedWidth(600)
self.setWindowFlags((self.windowFlags()
| QtCore.Qt.CustomizeWindowHint)
& ~QtCore.Qt.WindowMaximizeButtonHint)
hbox_layout = QtWidgets.QHBoxLayout()
load_button = QtWidgets.QPushButton("载入数据.to_db")
load_button.clicked.connect(self.load_data)
to_csv_button = QtWidgets.QPushButton("载入数据.to_csv")
to_csv_button.clicked.connect(self.load_data)
self.symbol_type = QtWidgets.QLineEdit("L8")
self.symbol_combo = QtWidgets.QComboBox()
self.exchange_combo = QtWidgets.QComboBox()
for i in Exchange:
self.exchange_combo.addItem(str(i.name), i)
self.exchange_combo.activated[str].connect(self.onExchangeActivated)
self.interval_combo = QtWidgets.QComboBox()
for i in Interval:
self.interval_combo.addItem(str(i.name), i)
self.datetime_edit = QtWidgets.QLineEdit("Datetime")
self.open_edit = QtWidgets.QLineEdit("Open")
self.high_edit = QtWidgets.QLineEdit("High")
self.low_edit = QtWidgets.QLineEdit("Low")
self.close_edit = QtWidgets.QLineEdit("Close")
self.volume_edit = QtWidgets.QLineEdit("Volume")
self.open_interest_edit = QtWidgets.QLineEdit("OpenInterest")
self.format_edit = QtWidgets.QLineEdit("%Y-%m-%d %H:%M:%S")
info_label = QtWidgets.QLabel("合约信息")
info_label.setAlignment(QtCore.Qt.AlignCenter)
head_label = QtWidgets.QLabel("表头信息")
head_label.setAlignment(QtCore.Qt.AlignCenter)
format_label = QtWidgets.QLabel("格式信息")
format_label.setAlignment(QtCore.Qt.AlignCenter)
save_progress_label = QtWidgets.QLabel("保存进度信息")
save_progress_label.setAlignment(QtCore.Qt.AlignCenter)
save_progress_bar = QtWidgets.QProgressBar()
save_progress_bar.setAlignment(QtCore.Qt.AlignCenter)
self.progress_bar_dict['save_progress_bar'] = save_progress_bar
form_left = QtWidgets.QFormLayout()
form_left.addRow(QtWidgets.QLabel())
form_left.addRow(info_label)
form_left.addRow("交易所", self.exchange_combo)
form_left.addRow("代码", self.symbol_combo)
form_left.addRow("类型\n(L8主连/L9指数/2006)", self.symbol_type)
form_left.addRow("周期", self.interval_combo)
form_left.addRow(QtWidgets.QLabel())
form_left.addRow(head_label)
form_left.addRow("时间戳", self.datetime_edit)
form_left.addRow("开盘价", self.open_edit)
form_left.addRow("最高价", self.high_edit)
form_left.addRow("最低价", self.low_edit)
form_left.addRow("收盘价", self.close_edit)
form_left.addRow("成交量", self.volume_edit)
form_left.addRow("持仓量", self.open_interest_edit)
form_left.addRow(QtWidgets.QLabel())
form_left.addRow(format_label)
form_left.addRow("时间格式", self.format_edit)
form_left.addRow(QtWidgets.QLabel())
form_left.addRow(save_progress_label)
form_left.addRow(save_progress_bar)
form_left.addRow(load_button)
form_left.addRow(to_csv_button)
form_left_widget = QtWidgets.QWidget()
form_left_widget.setLayout(form_left)
form_right_layout = QtWidgets.QFormLayout()
# form_right_layout.addRow(QtWidgets.QLabel())
# form_right_layout.addRow(info_label)
# form_right_layout.addRow("交易所", self.exchange_combo)
# form_right_layout.addRow("代码", self.symbol_combo)
# form_right_layout.addRow("类型\n(L8主连/L9指数/2006)", self.symbol_type)
# form_right_layout.addRow("周期", self.interval_combo)
# form_right_layout.addRow(QtWidgets.QLabel())
# form_right_layout.addRow(head_label)
# form_right_layout.addRow("时间戳", self.datetime_edit)
# form_right_layout.addRow("开盘价", self.open_edit)
# form_right_layout.addRow("最高价", self.high_edit)
# form_right_layout.addRow("最低价", self.low_edit)
# form_right_layout.addRow("收盘价", self.close_edit)
# form_right_layout.addRow("成交量", self.volume_edit)
# form_right_layout.addRow("持仓量", self.open_interest_edit)
form_right_widget = QtWidgets.QWidget()
form_right_widget.setLayout(form_right_layout)
hbox_layout.addStretch(1)
hbox_layout.addWidget(form_left_widget)
hbox_layout.addWidget(form_right_widget)
self.setLayout(hbox_layout)
def init_ui(self):
""""""
self.setWindowTitle("CSV loading ")
self.setFixedWidth(300)
self.setWindowFlags(
(self.windowFlags() | QtCore.Qt.CustomizeWindowHint)
& ~QtCore.Qt.WindowMaximizeButtonHint)
file_button = QtWidgets.QPushButton(" select a document ")
file_button.clicked.connect(self.select_file)
load_button = QtWidgets.QPushButton(" loading data ")
load_button.clicked.connect(self.load_data)
self.file_edit = QtWidgets.QLineEdit()
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)
self.datetime_edit = QtWidgets.QLineEdit("Datetime")
self.open_edit = QtWidgets.QLineEdit("Open")
self.high_edit = QtWidgets.QLineEdit("High")
self.low_edit = QtWidgets.QLineEdit("Low")
self.close_edit = QtWidgets.QLineEdit("Close")
self.volume_edit = QtWidgets.QLineEdit("Volume")
self.format_edit = QtWidgets.QLineEdit("%Y-%m-%d %H:%M:%S")
info_label = QtWidgets.QLabel(" contract information ")
info_label.setAlignment(QtCore.Qt.AlignCenter)
head_label = QtWidgets.QLabel(" header information ")
head_label.setAlignment(QtCore.Qt.AlignCenter)
format_label = QtWidgets.QLabel(" format information ")
format_label.setAlignment(QtCore.Qt.AlignCenter)
form = QtWidgets.QFormLayout()
form.addRow(file_button, self.file_edit)
form.addRow(QtWidgets.QLabel())
form.addRow(info_label)
form.addRow(" code ", self.symbol_edit)
form.addRow(" exchange ", self.exchange_combo)
form.addRow(" cycle ", self.interval_combo)
form.addRow(QtWidgets.QLabel())
form.addRow(head_label)
form.addRow(" timestamp ", self.datetime_edit)
form.addRow(" opening price ", self.open_edit)
form.addRow(" highest price ", self.high_edit)
form.addRow(" lowest ", self.low_edit)
form.addRow(" closing price ", self.close_edit)
form.addRow(" volume ", self.volume_edit)
form.addRow(QtWidgets.QLabel())
form.addRow(format_label)
form.addRow(" time format ", self.format_edit)
form.addRow(QtWidgets.QLabel())
form.addRow(load_button)
self.setLayout(form)
