Esempio n. 1
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    def init_ui(self):
        """"""
        self.setWindowTitle("CTA策略")

        # Create widgets
        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.cta_engine.init_all_strategies)

        start_button = QtWidgets.QPushButton("全部启动")
        start_button.clicked.connect(self.cta_engine.start_all_strategies)

        stop_button = QtWidgets.QPushButton("全部停止")
        stop_button.clicked.connect(self.cta_engine.stop_all_strategies)

        clear_button = QtWidgets.QPushButton("清空日志")
        clear_button.clicked.connect(self.clear_log)

        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)

        self.log_monitor = LogMonitor(self.main_engine, self.event_engine)

        self.stop_order_monitor = StopOrderMonitor(self.main_engine,
                                                   self.event_engine)

        # Set layout
        hbox1 = QtWidgets.QHBoxLayout()
        hbox1.addWidget(self.class_combo)
        hbox1.addWidget(add_button)
        hbox1.addStretch()
        hbox1.addWidget(init_button)
        hbox1.addWidget(start_button)
        hbox1.addWidget(stop_button)
        hbox1.addWidget(clear_button)

        grid = QtWidgets.QGridLayout()
        grid.addWidget(scroll_area, 0, 0, 2, 1)
        grid.addWidget(self.stop_order_monitor, 0, 1)
        grid.addWidget(self.log_monitor, 1, 1)

        vbox = QtWidgets.QVBoxLayout()
        vbox.addLayout(hbox1)
        vbox.addLayout(grid)

        self.setLayout(vbox)
Esempio n. 2
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    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)
Esempio n. 3
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    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)
Esempio n. 4
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    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
Esempio n. 5
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    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)
Esempio n. 6
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    def init_ui(self):
        """"""
        form = QtWidgets.QFormLayout()

        # Add vt_symbol 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": "", "vt_symbol": ""}
            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)

        widget = QtWidgets.QWidget()
        widget.setLayout(form)

        scroll = QtWidgets.QScrollArea()
        scroll.setWidgetResizable(True)
        scroll.setWidget(widget)

        vbox = QtWidgets.QVBoxLayout()
        vbox.addWidget(scroll)
        self.setLayout(vbox)
Esempio n. 7
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    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)
Esempio n. 8
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    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)
Esempio n. 9
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    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)
Esempio n. 10
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    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)
Esempio n. 11
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    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)
Esempio n. 12
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    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)
Esempio n. 13
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    def init_ui(self):
        """"""
        QLabel = QtWidgets.QLabel

        self.target_combo = QtWidgets.QComboBox()
        self.target_combo.addItems(list(self.DISPLAY_NAME_MAP.keys()))

        grid = QtWidgets.QGridLayout()
        grid.addWidget(QLabel("目标"), 0, 0)
        grid.addWidget(self.target_combo, 0, 1, 1, 3)
        grid.addWidget(QLabel("参数"), 1, 0)
        grid.addWidget(QLabel("开始"), 1, 1)
        grid.addWidget(QLabel("步进"), 1, 2)
        grid.addWidget(QLabel("结束"), 1, 3)

        # Add vt_symbol and name edit if add new strategy
        self.setWindowTitle(f"优化参数配置:{self.class_name}")

        validator = QtGui.QDoubleValidator()
        row = 2

        for name, value in self.parameters.items():
            type_ = type(value)
            if type_ not in [int, float]:
                continue

            start_edit = QtWidgets.QLineEdit(str(value))
            step_edit = QtWidgets.QLineEdit(str(1))
            end_edit = QtWidgets.QLineEdit(str(value))

            for edit in [start_edit, step_edit, end_edit]:
                edit.setValidator(validator)

            grid.addWidget(QLabel(name), row, 0)
            grid.addWidget(start_edit, row, 1)
            grid.addWidget(step_edit, row, 2)
            grid.addWidget(end_edit, row, 3)

            self.edits[name] = {
                "type": type_,
                "start": start_edit,
                "step": step_edit,
                "end": end_edit
            }

            row += 1

        parallel_button = QtWidgets.QPushButton("多进程优化")
        parallel_button.clicked.connect(self.generate_parallel_setting)
        grid.addWidget(parallel_button, row, 0, 1, 4)

        row += 1
        ga_button = QtWidgets.QPushButton("遗传算法优化")
        ga_button.clicked.connect(self.generate_ga_setting)
        grid.addWidget(ga_button, row, 0, 1, 4)

        widget = QtWidgets.QWidget()
        widget.setLayout(grid)

        scroll = QtWidgets.QScrollArea()
        scroll.setWidgetResizable(True)
        scroll.setWidget(widget)

        vbox = QtWidgets.QVBoxLayout()
        vbox.addWidget(scroll)
        self.setLayout(vbox)
Esempio n. 14
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    def init_ui(self):
        """"""
        self.setWindowTitle("CTA回测")

        # Setting Part
        self.class_combo = QtWidgets.QComboBox()

        self.symbol_line = QtWidgets.QLineEdit("IF88.CFFEX")

        self.interval_combo = QtWidgets.QComboBox()
        for interval in Interval:
            self.interval_combo.addItem(interval.value)

        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))
        self.end_date_edit = QtWidgets.QDateEdit(QtCore.QDate.currentDate())

        self.rate_line = QtWidgets.QLineEdit("0.000025")
        self.slippage_line = QtWidgets.QLineEdit("0.2")
        self.size_line = QtWidgets.QLineEdit("300")
        self.pricetick_line = QtWidgets.QLineEdit("0.2")
        self.capital_line = QtWidgets.QLineEdit("1000000")

        self.inverse_combo = QtWidgets.QComboBox()
        self.inverse_combo.addItems(["正向", "反向"])

        backtesting_button = QtWidgets.QPushButton("开始回测")
        backtesting_button.clicked.connect(self.start_backtesting)

        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)

        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("本地代码", self.symbol_line)
        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", self.end_date_edit)
        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", self.inverse_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)

        left_vbox = QtWidgets.QVBoxLayout()
        left_vbox.addLayout(form)
        left_vbox.addWidget(backtesting_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)
Esempio n. 15
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    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)
Esempio n. 16
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    def init_ui(self):
        """"""
        self.setWindowTitle("算法交易")

        # Left side control widgets
        self.template_combo = QtWidgets.QComboBox()
        self.template_combo.currentIndexChanged.connect(self.show_algo_widget)

        form = QtWidgets.QFormLayout()
        form.addRow("算法", self.template_combo)
        widget = QtWidgets.QWidget()
        widget.setLayout(form)

        vbox = QtWidgets.QVBoxLayout()
        vbox.addWidget(widget)

        for algo_template in self.algo_engine.algo_templates.values():
            widget = AlgoWidget(self.algo_engine, algo_template)
            vbox.addWidget(widget)

            template_name = algo_template.__name__
            display_name = algo_template.display_name

            self.algo_widgets[template_name] = widget
            self.template_combo.addItem(display_name, template_name)

        vbox.addStretch()

        stop_all_button = QtWidgets.QPushButton("全部停止")
        stop_all_button.setFixedHeight(stop_all_button.sizeHint().height() * 2)
        stop_all_button.clicked.connect(self.algo_engine.stop_all)

        vbox.addWidget(stop_all_button)

        # Right side monitor widgets
        active_algo_monitor = ActiveAlgoMonitor(
            self.algo_engine, self.event_engine
        )
        inactive_algo_monitor = InactiveAlgoMonitor(
            self.algo_engine, self.event_engine
        )
        tab1 = QtWidgets.QTabWidget()
        tab1.addTab(active_algo_monitor, "执行中")
        tab1.addTab(inactive_algo_monitor, "已结束")

        log_monitor = LogMonitor(self.event_engine)
        tab2 = QtWidgets.QTabWidget()
        tab2.addTab(log_monitor, "日志")

        setting_monitor = SettingMonitor(self.algo_engine, self.event_engine)
        setting_monitor.use_signal.connect(self.use_setting)
        tab3 = QtWidgets.QTabWidget()
        tab3.addTab(setting_monitor, "配置")

        grid = QtWidgets.QGridLayout()
        grid.addWidget(tab1, 0, 0, 1, 2)
        grid.addWidget(tab2, 1, 0)
        grid.addWidget(tab3, 1, 1)

        hbox2 = QtWidgets.QHBoxLayout()
        hbox2.addLayout(vbox)
        hbox2.addLayout(grid)
        self.setLayout(hbox2)

        self.show_algo_widget()
Esempio n. 17
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    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)