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) -> None:
""""""
self.setWindowTitle("市场雷达")
self.radar_monitor = RadarMonitor(self.radar_engine)
self.signal_monitor = SignalMonitor(self.radar_engine)
self.log_monitor = QtWidgets.QTextEdit()
self.log_monitor.setReadOnly(True)
self.name_line = QtWidgets.QLineEdit()
self.formula_line = QtWidgets.QLineEdit()
self.a_line = QtWidgets.QLineEdit()
self.b_line = QtWidgets.QLineEdit()
self.c_line = QtWidgets.QLineEdit()
self.d_line = QtWidgets.QLineEdit()
self.e_line = QtWidgets.QLineEdit()
self.ndigits_spin = QtWidgets.QSpinBox()
self.ndigits_spin.setMinimum(0)
self.ndigits_spin.setValue(2)
add_button = QtWidgets.QPushButton("添加")
add_button.clicked.connect(self.add_rule)
add_button.setFixedHeight(add_button.sizeHint().height() * 2)
edit_button = QtWidgets.QPushButton("修改")
edit_button.clicked.connect(self.edit_rule)
edit_button.setFixedHeight(edit_button.sizeHint().height() * 2)
load_button = QtWidgets.QPushButton("导入CSV")
load_button.clicked.connect(self.load_csv)
form = QtWidgets.QFormLayout()
form.addRow("名称", self.name_line)
form.addRow("公式", self.formula_line)
form.addRow("A", self.a_line)
form.addRow("B", self.b_line)
form.addRow("C", self.c_line)
form.addRow("D", self.d_line)
form.addRow("E", self.e_line)
form.addRow("小数", self.ndigits_spin)
form.addRow(add_button)
form.addRow(edit_button)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(form)
vbox.addStretch()
vbox.addWidget(load_button)
left_widget = QtWidgets.QWidget()
left_widget.setLayout(vbox)
left_widget.setFixedWidth(300)
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(left_widget)
hbox.addWidget(self.signal_monitor)
hbox.addWidget(self.log_monitor)
vbox2 = QtWidgets.QVBoxLayout()
vbox2.addWidget(self.radar_monitor)
vbox2.addLayout(hbox)
self.setLayout(vbox2)
def init_ui(self) -> None:
""""""
self.setWindowTitle(f"{self.portfolio_name}组合配置")
portfolio_setting = self.option_engine.get_portfolio_setting(
self.portfolio_name)
form = QtWidgets.QFormLayout()
# Model Combo
self.model_name_combo = QtWidgets.QComboBox()
self.model_name_combo.addItems(list(PRICING_MODELS.keys()))
model_name = portfolio_setting.get("model_name", "")
if model_name:
self.model_name_combo.setCurrentIndex(
self.model_name_combo.findText(model_name))
form.addRow("定价模型", self.model_name_combo)
# Interest rate spin
self.interest_rate_spin = QtWidgets.QDoubleSpinBox()
self.interest_rate_spin.setMinimum(0)
self.interest_rate_spin.setMaximum(20)
self.interest_rate_spin.setDecimals(1)
self.interest_rate_spin.setSuffix("%")
interest_rate = portfolio_setting.get("interest_rate", 0.02)
self.interest_rate_spin.setValue(interest_rate * 100)
form.addRow("年化利率", self.interest_rate_spin)
# Inverse combo
self.inverse_combo = QtWidgets.QComboBox()
self.inverse_combo.addItems(["正向", "反向"])
inverse = portfolio_setting.get("inverse", False)
if inverse:
self.inverse_combo.setCurrentIndex(1)
else:
self.inverse_combo.setCurrentIndex(0)
form.addRow("合约模式", self.inverse_combo)
# Greeks decimals precision
self.precision_spin = QtWidgets.QSpinBox()
self.precision_spin.setMinimum(0)
self.precision_spin.setMaximum(10)
precision = portfolio_setting.get("precision", 0)
self.precision_spin.setValue(precision)
form.addRow("Greeks小数位", self.precision_spin)
# Underlying for each chain
self.combos: Dict[str, QtWidgets.QComboBox] = {}
portfolio = self.option_engine.get_portfolio(self.portfolio_name)
underlying_symbols = self.option_engine.get_underlying_symbols(
self.portfolio_name)
chain_symbols = list(portfolio._chains.keys())
chain_symbols.sort()
chain_underlying_map = portfolio_setting.get("chain_underlying_map",
{})
for chain_symbol in chain_symbols:
combo = QtWidgets.QComboBox()
combo.addItem("")
combo.addItems(underlying_symbols)
underlying_symbol = chain_underlying_map.get(chain_symbol, "")
if underlying_symbol:
combo.setCurrentIndex(combo.findText(underlying_symbol))
form.addRow(chain_symbol, combo)
self.combos[chain_symbol] = combo
# Set layout
button = QtWidgets.QPushButton("确定")
button.clicked.connect(self.update_portfolio_setting)
form.addRow(button)
self.setLayout(form)
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("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)
