def __init__(self, config): """ 1. read in configs 2. Set up backtest event engine """ self._current_time = Timestamp('1900-01-01') ## 0. read in configs self._initial_cash = config['cash'] self._symbols = config['tickers'] self._benchmark = config['benchmark'] #self.start_date = datetime.datetime.strptime(config['start_date'], "%Y-%m-%d") #self.end_date = datetime.datetime.strptime(config['end_date'], "%Y-%m-%d") start_date = config['start_date'] send_date = config['end_date'] strategy_name = config['strategy'] datasource = str(config['datasource']) self._hist_dir = config['hist_dir'] self._output_dir = config['output_dir'] ## 1. data_feed symbols_all = self._symbols[:] # copy if self._benchmark is not None: symbols_all.append(self._benchmark) self._symbols = [str(s) for s in self._symbols] symbols_all = [str(s) for s in symbols_all] if (datasource.upper() == 'LOCAL'): self._data_feed = BacktestDataFeedLocal(hist_dir=self._hist_dir, start_date=start_date, end_date=send_date) elif (datasource.upper() == 'TUSHARE'): self._data_feed = BacktestDataFeedTushare(start_date=start_date, end_date=send_date) else: self._data_feed = BacktestDataFeedQuandl(start_date=start_date, end_date=send_date) self._data_feed.subscribe_market_data(symbols_all) ## 2. event engine self._events_engine = BacktestEventEngine(self._data_feed) ## 3. brokerage self._data_board = DataBoard() self._backtest_brokerage = BacktestBrokerage(self._events_engine, self._data_board) ## 4. portfolio_manager self._portfolio_manager = PortfolioManager(self._initial_cash) ## 5. performance_manager self._performance_manager = PerformanceManager(symbols_all) ## 6. risk_manager self._risk_manager = PassThroughRiskManager() ## 7. load all strategies strategyClass = strategy_list.get(strategy_name, None) if not strategyClass: print(u'can not find strategy:%s' % strategy_name) return self._strategy = strategyClass(self._symbols, self._events_engine) self._strategy.on_init() self._strategy.on_start() ## 8. trade recorder #self._trade_recorder = ExampleTradeRecorder(output_dir) ## 9. wire up event handlers self._events_engine.register_handler(EventType.TICK, self._tick_event_handler) self._events_engine.register_handler(EventType.BAR, self._bar_event_handler) self._events_engine.register_handler(EventType.ORDER, self._order_event_handler) self._events_engine.register_handler(EventType.FILL, self._fill_event_handler)
def __init__(self, config): """ 1. read in configs 2. Set up backtest event engine """ self._current_time = None ## 0. read in configs self._initial_cash = config['cash'] self._symbols = config['symbols'] self._benchmark = config['benchmark'] #self.start_date = datetime.datetime.strptime(config['start_date'], "%Y-%m-%d") #self.end_date = datetime.datetime.strptime(config['end_date'], "%Y-%m-%d") start_date = config['start_date'] send_date = config['end_date'] params = config['params'] strategy_name = config['strategy'] datasource = str(config['datasource']) batch_tag = config['batch_tag'] root_multiplier = config['root_multiplier'] self._hist_dir = config['hist_dir'] self._fvp_file = config['fvp_file'] self._output_dir = config['output_dir'] ## 1. data_feed symbols_all = self._symbols[:] # copy if self._benchmark is not None: symbols_all.append(self._benchmark) self._symbols = [str(s) for s in self._symbols] symbols_all = set([str(s) for s in symbols_all]) # remove duplicates if (datasource.upper() == 'LOCAL'): print('Using local single symbol data feed') self._data_feed = BacktestDataFeedLocalSingleSymbol( hist_dir=self._hist_dir, start_date=start_date, end_date=send_date ) elif (datasource.upper() == 'MULTI_LOCAL'): print('Using local multiple symbol data feed') self._data_feed = BacktestDataFeedLocalMultipleSymbols( hist_dir=self._hist_dir, start_date=start_date, end_date=send_date ) else: print('Using Quandl data feed') self._data_feed = BacktestDataFeedQuandl( start_date=start_date, end_date=send_date ) self._data_feed.subscribe_market_data(self._symbols) # not symbols_all ## 2. event engine self._events_engine = BacktestEventEngine(self._data_feed) ## 3. brokerage self._data_board = DataBoard(hist_dir=self._hist_dir, syms=symbols_all) self._backtest_brokerage = BacktestBrokerage( self._events_engine, self._data_board ) ## 4. portfolio_manager self._df_fvp = None if self._fvp_file is not None: self._df_fvp = pd.read_csv(self._hist_dir+self._fvp_file, index_col=0) self._portfolio_manager = PortfolioManager(self._initial_cash, self._df_fvp) ## 5. performance_manager self._performance_manager = PerformanceManager(self._symbols, self._benchmark, batch_tag, root_multiplier, self._df_fvp) ## 6. risk_manager self._risk_manager = PassThroughRiskManager() ## 7. load all strategies strategyClass = strategy_list.get(strategy_name, None) if not strategyClass: print(u'can not find strategy:%s' % strategy_name) return else: print(u'backtesting strategy:%s' % strategy_name) self._strategy = strategyClass(self._events_engine, self._data_board) self._strategy.set_symbols(self._symbols) self._strategy.set_capital(self._initial_cash) self._strategy.on_init(params) self._strategy.on_start() ## 8. trade recorder #self._trade_recorder = ExampleTradeRecorder(output_dir) ## 9. wire up event handlers self._events_engine.register_handler(EventType.TICK, self._tick_event_handler) self._events_engine.register_handler(EventType.BAR, self._bar_event_handler) self._events_engine.register_handler(EventType.ORDER, self._order_event_handler) self._events_engine.register_handler(EventType.FILL, self._fill_event_handler)
class Backtest(object): """ Event driven backtest engine """ def __init__(self, config): """ 1. read in configs 2. Set up backtest event engine """ self._current_time = Timestamp('1900-01-01') ## 0. read in configs self._initial_cash = config['cash'] self._symbols = config['tickers'] self._benchmark = config['benchmark'] #self.start_date = datetime.datetime.strptime(config['start_date'], "%Y-%m-%d") #self.end_date = datetime.datetime.strptime(config['end_date'], "%Y-%m-%d") start_date = config['start_date'] send_date = config['end_date'] strategy_name = config['strategy'] datasource = str(config['datasource']) self._hist_dir = config['hist_dir'] self._output_dir = config['output_dir'] ## 1. data_feed symbols_all = self._symbols[:] # copy if self._benchmark is not None: symbols_all.append(self._benchmark) self._symbols = [str(s) for s in self._symbols] symbols_all = [str(s) for s in symbols_all] if (datasource.upper() == 'LOCAL'): self._data_feed = BacktestDataFeedLocal(hist_dir=self._hist_dir, start_date=start_date, end_date=send_date) elif (datasource.upper() == 'TUSHARE'): self._data_feed = BacktestDataFeedTushare(start_date=start_date, end_date=send_date) else: self._data_feed = BacktestDataFeedQuandl(start_date=start_date, end_date=send_date) self._data_feed.subscribe_market_data(symbols_all) ## 2. event engine self._events_engine = BacktestEventEngine(self._data_feed) ## 3. brokerage self._data_board = DataBoard() self._backtest_brokerage = BacktestBrokerage(self._events_engine, self._data_board) ## 4. portfolio_manager self._portfolio_manager = PortfolioManager(self._initial_cash) ## 5. performance_manager self._performance_manager = PerformanceManager(symbols_all) ## 6. risk_manager self._risk_manager = PassThroughRiskManager() ## 7. load all strategies strategyClass = strategy_list.get(strategy_name, None) if not strategyClass: print(u'can not find strategy:%s' % strategy_name) return self._strategy = strategyClass(self._symbols, self._events_engine) self._strategy.on_init() self._strategy.on_start() ## 8. trade recorder #self._trade_recorder = ExampleTradeRecorder(output_dir) ## 9. wire up event handlers self._events_engine.register_handler(EventType.TICK, self._tick_event_handler) self._events_engine.register_handler(EventType.BAR, self._bar_event_handler) self._events_engine.register_handler(EventType.ORDER, self._order_event_handler) self._events_engine.register_handler(EventType.FILL, self._fill_event_handler) # ------------------------------------ private functions -----------------------------# def _tick_event_handler(self, tick_event): self._current_time = tick_event.timestamp # performance update goes before position updates because it updates previous day performance self._performance_manager.update_performance(self._current_time, self._portfolio_manager, self._data_board) self._portfolio_manager.mark_to_market(self._current_time, tick_event.full_symbol, tick_event.price) self._data_board.on_tick(tick_event) self._strategy.on_tick(tick_event) def _bar_event_handler(self, bar_event): self._current_time = bar_event.bar_end_time() # performance update goes before position updates because it updates previous day self._performance_manager.update_performance(self._current_time, self._portfolio_manager, self._data_board) self._portfolio_manager.mark_to_market(self._current_time, bar_event.full_symbol, bar_event.adj_close_price) self._data_board.on_bar(bar_event) self._strategy.on_bar(bar_event) def _order_event_handler(self, order_event): self._backtest_brokerage.place_order(order_event) def _fill_event_handler(self, fill_event): self._portfolio_manager.on_fill(fill_event) self._performance_manager.on_fill(fill_event) # -------------------------------- end of private functions -----------------------------# # -------------------------------------- public functions -------------------------------# def run(self): """ Run backtest """ self._events_engine.run() self._performance_manager.update_final_performance( self._current_time, self._portfolio_manager, self._data_board) self._performance_manager.save_results(self._output_dir) self._performance_manager.create_tearsheet()
def __init__(self, config): """ 1. read in configs 2. Set up backtest event engine """ self._current_time = None ## 0. read in configs self._initial_cash = config['cash'] self._symbols = config['symbols'] self._benchmark = config['benchmark'] #self.start_date = datetime.datetime.strptime(config['start_date'], "%Y-%m-%d") #self.end_date = datetime.datetime.strptime(config['end_date'], "%Y-%m-%d") start_date = config['start_date'] send_date = config['end_date'] params = config['params'] strategy_name = config['strategy'] datasource = str(config['datasource']) batch_tag = config['batch_tag'] root_multiplier = config['root_multiplier'] self._hist_dir = config['hist_dir'] self._fvp_file = config['fvp_file'] self._output_dir = config['output_dir'] ## 1. data_feed symbols_all = self._symbols[:] # copy if self._benchmark is not None: symbols_all.append(self._benchmark) self._symbols = [str(s) for s in self._symbols] symbols_all = set([str(s) for s in symbols_all]) # remove duplicates if (datasource.upper() == 'LOCAL'): print('Using local single symbol data feed') self._data_feed = BacktestDataFeedLocalSingleSymbol( hist_dir=self._hist_dir, start_date=start_date, end_date=send_date) elif (datasource.upper() == 'MULTI_LOCAL'): print('Using local multiple symbol data feed') self._data_feed = BacktestDataFeedLocalMultipleSymbols( hist_dir=self._hist_dir, start_date=start_date, end_date=send_date) else: print('Using Quandl data feed') self._data_feed = BacktestDataFeedQuandl(start_date=start_date, end_date=send_date) self._data_feed.subscribe_market_data(self._symbols) # not symbols_all ## 2. event engine self._events_engine = BacktestEventEngine(self._data_feed) ## 3. brokerage self._data_board = DataBoard(hist_dir=self._hist_dir, syms=symbols_all) self._backtest_brokerage = BacktestBrokerage(self._events_engine, self._data_board) ## 4. portfolio_manager self._df_fvp = None if self._fvp_file is not None: self._df_fvp = pd.read_csv(self._hist_dir + self._fvp_file, index_col=0) self._portfolio_manager = PortfolioManager(self._initial_cash, self._df_fvp) ## 5. performance_manager self._performance_manager = PerformanceManager(self._symbols, self._benchmark, batch_tag, root_multiplier, self._df_fvp) ## 6. risk_manager self._risk_manager = PassThroughRiskManager() ## 7. load all strategies strategyClass = strategy_list.get(strategy_name, None) if not strategyClass: print(u'can not find strategy:%s' % strategy_name) return else: print(u'backtesting strategy:%s' % strategy_name) self._strategy = strategyClass(self._events_engine, self._data_board) self._strategy.set_symbols(self._symbols) self._strategy.set_capital(self._initial_cash) self._strategy.on_init(params) self._strategy.on_start() ## 8. trade recorder #self._trade_recorder = ExampleTradeRecorder(output_dir) ## 9. wire up event handlers self._events_engine.register_handler(EventType.TICK, self._tick_event_handler) self._events_engine.register_handler(EventType.BAR, self._bar_event_handler) self._events_engine.register_handler(EventType.ORDER, self._order_event_handler) self._events_engine.register_handler(EventType.FILL, self._fill_event_handler)
class BacktestEngine(object): """ Event driven backtest engine """ def __init__(self, config): """ 1. read in configs 2. Set up backtest event engine """ self._current_time = None ## 0. read in configs self._initial_cash = config['cash'] self._symbols = config['symbols'] self._benchmark = config['benchmark'] #self.start_date = datetime.datetime.strptime(config['start_date'], "%Y-%m-%d") #self.end_date = datetime.datetime.strptime(config['end_date'], "%Y-%m-%d") start_date = config['start_date'] send_date = config['end_date'] params = config['params'] strategy_name = config['strategy'] datasource = str(config['datasource']) batch_tag = config['batch_tag'] root_multiplier = config['root_multiplier'] self._hist_dir = config['hist_dir'] self._fvp_file = config['fvp_file'] self._output_dir = config['output_dir'] ## 1. data_feed symbols_all = self._symbols[:] # copy if self._benchmark is not None: symbols_all.append(self._benchmark) self._symbols = [str(s) for s in self._symbols] symbols_all = set([str(s) for s in symbols_all]) # remove duplicates if (datasource.upper() == 'LOCAL'): print('Using local single symbol data feed') self._data_feed = BacktestDataFeedLocalSingleSymbol( hist_dir=self._hist_dir, start_date=start_date, end_date=send_date ) elif (datasource.upper() == 'MULTI_LOCAL'): print('Using local multiple symbol data feed') self._data_feed = BacktestDataFeedLocalMultipleSymbols( hist_dir=self._hist_dir, start_date=start_date, end_date=send_date ) else: print('Using Quandl data feed') self._data_feed = BacktestDataFeedQuandl( start_date=start_date, end_date=send_date ) self._data_feed.subscribe_market_data(self._symbols) # not symbols_all ## 2. event engine self._events_engine = BacktestEventEngine(self._data_feed) ## 3. brokerage self._data_board = DataBoard(hist_dir=self._hist_dir, syms=symbols_all) self._backtest_brokerage = BacktestBrokerage( self._events_engine, self._data_board ) ## 4. portfolio_manager self._df_fvp = None if self._fvp_file is not None: self._df_fvp = pd.read_csv(self._hist_dir+self._fvp_file, index_col=0) self._portfolio_manager = PortfolioManager(self._initial_cash, self._df_fvp) ## 5. performance_manager self._performance_manager = PerformanceManager(self._symbols, self._benchmark, batch_tag, root_multiplier, self._df_fvp) ## 6. risk_manager self._risk_manager = PassThroughRiskManager() ## 7. load all strategies strategyClass = strategy_list.get(strategy_name, None) if not strategyClass: print(u'can not find strategy:%s' % strategy_name) return else: print(u'backtesting strategy:%s' % strategy_name) self._strategy = strategyClass(self._events_engine, self._data_board) self._strategy.set_symbols(self._symbols) self._strategy.set_capital(self._initial_cash) self._strategy.on_init(params) self._strategy.on_start() ## 8. trade recorder #self._trade_recorder = ExampleTradeRecorder(output_dir) ## 9. wire up event handlers self._events_engine.register_handler(EventType.TICK, self._tick_event_handler) self._events_engine.register_handler(EventType.BAR, self._bar_event_handler) self._events_engine.register_handler(EventType.ORDER, self._order_event_handler) self._events_engine.register_handler(EventType.FILL, self._fill_event_handler) # ------------------------------------ private functions -----------------------------# def _tick_event_handler(self, tick_event): self._current_time = tick_event.timestamp # performance update goes before position updates because it updates previous day performance self._performance_manager.update_performance(self._current_time, self._portfolio_manager, self._data_board) self._portfolio_manager.mark_to_market(self._current_time, tick_event.full_symbol, tick_event.price, self._data_board) self._data_board.on_tick(tick_event) self._strategy.on_tick(tick_event) def _bar_event_handler(self, bar_event): self._current_time = bar_event.bar_end_time() # performance update goes before position updates because it updates previous day self._performance_manager.update_performance(self._current_time, self._portfolio_manager, self._data_board) self._portfolio_manager.mark_to_market(self._current_time, bar_event.full_symbol, bar_event.adj_close_price, self._data_board) self._data_board.on_bar(bar_event) self._strategy.on_bar(bar_event) def _order_event_handler(self, order_event): self._backtest_brokerage.place_order(order_event) def _fill_event_handler(self, fill_event): self._portfolio_manager.on_fill(fill_event) self._performance_manager.on_fill(fill_event) # -------------------------------- end of private functions -----------------------------# # -------------------------------------- public functions -------------------------------# def run(self, tear_sheet=True): """ Run backtest """ self._events_engine.run() self._performance_manager.update_final_performance(self._current_time, self._portfolio_manager, self._data_board) self._performance_manager.save_results(self._output_dir) return self._performance_manager.caculate_performance(tear_sheet)
class BacktestEngine(object): """ Event driven backtest engine """ def __init__(self, config): """ 1. read in configs 2. Set up backtest event engine """ self._current_time = None ## 0. read in configs self._initial_cash = config['cash'] self._symbols = config['symbols'] self._benchmark = config['benchmark'] #self.start_date = datetime.datetime.strptime(config['start_date'], "%Y-%m-%d") #self.end_date = datetime.datetime.strptime(config['end_date'], "%Y-%m-%d") start_date = config['start_date'] send_date = config['end_date'] params = config['params'] strategy_name = config['strategy'] datasource = str(config['datasource']) batch_tag = config['batch_tag'] root_multiplier = config['root_multiplier'] self._hist_dir = config['hist_dir'] self._fvp_file = config['fvp_file'] self._output_dir = config['output_dir'] ## 1. data_feed symbols_all = self._symbols[:] # copy if self._benchmark is not None: symbols_all.append(self._benchmark) self._symbols = [str(s) for s in self._symbols] symbols_all = set([str(s) for s in symbols_all]) # remove duplicates if (datasource.upper() == 'LOCAL'): print('Using local single symbol data feed') self._data_feed = BacktestDataFeedLocalSingleSymbol( hist_dir=self._hist_dir, start_date=start_date, end_date=send_date) elif (datasource.upper() == 'MULTI_LOCAL'): print('Using local multiple symbol data feed') self._data_feed = BacktestDataFeedLocalMultipleSymbols( hist_dir=self._hist_dir, start_date=start_date, end_date=send_date) else: print('Using Quandl data feed') self._data_feed = BacktestDataFeedQuandl(start_date=start_date, end_date=send_date) self._data_feed.subscribe_market_data(self._symbols) # not symbols_all ## 2. event engine self._events_engine = BacktestEventEngine(self._data_feed) ## 3. brokerage self._data_board = DataBoard(hist_dir=self._hist_dir, syms=symbols_all) self._backtest_brokerage = BacktestBrokerage(self._events_engine, self._data_board) ## 4. portfolio_manager self._df_fvp = None if self._fvp_file is not None: self._df_fvp = pd.read_csv(self._hist_dir + self._fvp_file, index_col=0) self._portfolio_manager = PortfolioManager(self._initial_cash, self._df_fvp) ## 5. performance_manager self._performance_manager = PerformanceManager(self._symbols, self._benchmark, batch_tag, root_multiplier, self._df_fvp) ## 6. risk_manager self._risk_manager = PassThroughRiskManager() ## 7. load all strategies strategyClass = strategy_list.get(strategy_name, None) if not strategyClass: print(u'can not find strategy:%s' % strategy_name) return else: print(u'backtesting strategy:%s' % strategy_name) self._strategy = strategyClass(self._events_engine, self._data_board) self._strategy.set_symbols(self._symbols) self._strategy.set_capital(self._initial_cash) self._strategy.on_init(params) self._strategy.on_start() ## 8. trade recorder #self._trade_recorder = ExampleTradeRecorder(output_dir) ## 9. wire up event handlers self._events_engine.register_handler(EventType.TICK, self._tick_event_handler) self._events_engine.register_handler(EventType.BAR, self._bar_event_handler) self._events_engine.register_handler(EventType.ORDER, self._order_event_handler) self._events_engine.register_handler(EventType.FILL, self._fill_event_handler) # ------------------------------------ private functions -----------------------------# def _tick_event_handler(self, tick_event): self._current_time = tick_event.timestamp # performance update goes before position updates because it updates previous day performance self._performance_manager.update_performance(self._current_time, self._portfolio_manager, self._data_board) self._portfolio_manager.mark_to_market(self._current_time, tick_event.full_symbol, tick_event.price, self._data_board) self._data_board.on_tick(tick_event) self._strategy.on_tick(tick_event) def _bar_event_handler(self, bar_event): self._current_time = bar_event.bar_end_time() # performance update goes before position updates because it updates previous day self._performance_manager.update_performance(self._current_time, self._portfolio_manager, self._data_board) self._portfolio_manager.mark_to_market(self._current_time, bar_event.full_symbol, bar_event.adj_close_price, self._data_board) self._data_board.on_bar(bar_event) self._strategy.on_bar(bar_event) def _order_event_handler(self, order_event): self._backtest_brokerage.place_order(order_event) def _fill_event_handler(self, fill_event): self._portfolio_manager.on_fill(fill_event) self._performance_manager.on_fill(fill_event) # -------------------------------- end of private functions -----------------------------# # -------------------------------------- public functions -------------------------------# def run(self, tear_sheet=True): """ Run backtest """ self._events_engine.run() self._performance_manager.update_final_performance( self._current_time, self._portfolio_manager, self._data_board) self._performance_manager.save_results(self._output_dir) return self._performance_manager.caculate_performance(tear_sheet)
def __init__(self, config_server, config_client, lang_dict): super(MainWindow, self).__init__() ## member variables self._current_time = None self._config_server = config_server self._config_client = config_client self._symbols = config_server[config_server['accounts'][0]]['tickers'] self._lang_dict = lang_dict self._font = lang_dict['font'] self._widget_dict = {} self.central_widget = None self.market_window = None self.message_window = None self.order_window = None self.fill_window = None self.position_window = None self.account_window = None self.strategy_window = None # 0. order_manager; some of ui_windows uses order_manager self._order_manager = OrderManager() ## 1. event engine self._outgoing_queue = Queue() # outgoing queue from client side self._ui_events_engine = LiveEventEngine() # update ui self._outgoing_request_events_engine = LiveEventEngine() # events/actions request from client self._schedule_timer = QtCore.QTimer() # task scheduler; TODO produce result_packet # 3. data board self._data_board = DataBoard() # 5. risk manager and compliance manager self.risk_manager = PassThroughRiskManager() # 6. account manager self.account_manager = AccountManager(self._config_server) # 7 portfolio manager and position manager self.portfolio_manager = PortfolioManager(self._config_client['initial_cash']) ## 4. strategy_manager self._strategy_manager = StrategyManager(self._config_client, self._outgoing_request_events_engine,self._order_manager,self.portfolio_manager, self._data_board) self._strategy_manager.load_strategy() ## 8. client mq self._client_mq = ClientMq(self._ui_events_engine, self._outgoing_queue) # 1. set up gui windows self.setGeometry(50, 50, 600, 400) self.setWindowTitle(lang_dict['Prog_Name']) self.setWindowIcon(QtGui.QIcon("gui/image/logo.ico")) self.init_menu() self.init_status_bar() self.init_central_area() ## 9. wire up event handlers self._ui_events_engine.register_handler(EventType.TICK, self._tick_event_handler) self._ui_events_engine.register_handler(EventType.ORDERSTATUS, self.order_window.order_status_signal.emit) self._ui_events_engine.register_handler(EventType.FILL, self._fill_event_handler) self._ui_events_engine.register_handler(EventType.POSITION, self._position_event_handler) self._ui_events_engine.register_handler(EventType.ACCOUNT, self.account_window.account_signal.emit) self._ui_events_engine.register_handler(EventType.CONTRACT, self._contract_event_handler) self._ui_events_engine.register_handler(EventType.HISTORICAL, self._historical_event_handler) self._ui_events_engine.register_handler(EventType.GENERAL, self.log_window.msg_signal.emit) self._outgoing_request_events_engine.register_handler(EventType.ORDER, self._outgoing_order_request_handler) self._outgoing_request_events_engine.register_handler(EventType.ACCOUNT, self._outgoing_account_request_handler) self._outgoing_request_events_engine.register_handler(EventType.POSITION, self._outgoing_position_request_handler) self._outgoing_request_events_engine.register_handler(EventType.GENERAL, self._outgoing_general_msg_request_handler) ## 10. start self._ui_events_engine.start() self._outgoing_request_events_engine.start() self._client_mq.start()
class MainWindow(QtWidgets.QMainWindow): def __init__(self, config_server, config_client, lang_dict): super(MainWindow, self).__init__() ## member variables self._current_time = None self._config_server = config_server self._config_client = config_client self._symbols = config_server[config_server['accounts'][0]]['tickers'] self._lang_dict = lang_dict self._font = lang_dict['font'] self._widget_dict = {} self.central_widget = None self.market_window = None self.message_window = None self.order_window = None self.fill_window = None self.position_window = None self.account_window = None self.strategy_window = None # 0. order_manager; some of ui_windows uses order_manager self._order_manager = OrderManager() ## 1. event engine self._outgoing_queue = Queue() # outgoing queue from client side self._ui_events_engine = LiveEventEngine() # update ui self._outgoing_request_events_engine = LiveEventEngine() # events/actions request from client self._schedule_timer = QtCore.QTimer() # task scheduler; TODO produce result_packet # 3. data board self._data_board = DataBoard() # 5. risk manager and compliance manager self.risk_manager = PassThroughRiskManager() # 6. account manager self.account_manager = AccountManager(self._config_server) # 7 portfolio manager and position manager self.portfolio_manager = PortfolioManager(self._config_client['initial_cash']) ## 4. strategy_manager self._strategy_manager = StrategyManager(self._config_client, self._outgoing_request_events_engine,self._order_manager,self.portfolio_manager, self._data_board) self._strategy_manager.load_strategy() ## 8. client mq self._client_mq = ClientMq(self._ui_events_engine, self._outgoing_queue) # 1. set up gui windows self.setGeometry(50, 50, 600, 400) self.setWindowTitle(lang_dict['Prog_Name']) self.setWindowIcon(QtGui.QIcon("gui/image/logo.ico")) self.init_menu() self.init_status_bar() self.init_central_area() ## 9. wire up event handlers self._ui_events_engine.register_handler(EventType.TICK, self._tick_event_handler) self._ui_events_engine.register_handler(EventType.ORDERSTATUS, self.order_window.order_status_signal.emit) self._ui_events_engine.register_handler(EventType.FILL, self._fill_event_handler) self._ui_events_engine.register_handler(EventType.POSITION, self._position_event_handler) self._ui_events_engine.register_handler(EventType.ACCOUNT, self.account_window.account_signal.emit) self._ui_events_engine.register_handler(EventType.CONTRACT, self._contract_event_handler) self._ui_events_engine.register_handler(EventType.HISTORICAL, self._historical_event_handler) self._ui_events_engine.register_handler(EventType.GENERAL, self.log_window.msg_signal.emit) self._outgoing_request_events_engine.register_handler(EventType.ORDER, self._outgoing_order_request_handler) self._outgoing_request_events_engine.register_handler(EventType.ACCOUNT, self._outgoing_account_request_handler) self._outgoing_request_events_engine.register_handler(EventType.POSITION, self._outgoing_position_request_handler) self._outgoing_request_events_engine.register_handler(EventType.GENERAL, self._outgoing_general_msg_request_handler) ## 10. start self._ui_events_engine.start() self._outgoing_request_events_engine.start() self._client_mq.start() ################################################################################################# # -------------------------------- Event Handler --------------------------------------------# ################################################################################################# def update_status_bar(self, message): self.statusBar().showMessage(message) def open_proj_folder(self): webbrowser.open('d:/workspace/elitequant_python/') def place_order(self): s = str(self.sym.text()) n = self.direction.currentIndex() f = self.order_flag.currentIndex() p = str(self.order_price.text()) q = str(self.order_quantity.text()) t = self.order_type.currentIndex() # to be checked by risk manger try: o = OrderEvent() o.full_symbol = s o.order_size = int(q) if (n == 0) else -1 * int(q) o.order_flag = OrderFlag(f) o.create_time = datetime.now().strftime('%Y-%m-%d %H:%M:%S.%f') if (t == 0): o.order_type = OrderType.MARKET self._outgoing_request_events_engine.put(o) elif (t == 1): o.order_type = OrderType.LIMIT o.limit_price = float(p) self._outgoing_request_events_engine.put(o) else: pass except: print('place order error') def start_strategy(self): self.strategy_window.update_status(self.strategy_window.currentRow(), True) def pause_strategy(self): pass def stop_strategy(self): self.strategy_window.update_status(self.strategy_window.currentRow(), False) def closeEvent(self, a0: QtGui.QCloseEvent): print('closing main window') self._ui_events_engine.stop() self._outgoing_request_events_engine.stop() self._client_mq.stop() def _tick_event_handler(self, tick_event): self._current_time = tick_event.timestamp self._data_board.on_tick(tick_event) # update databoard self._order_manager.on_tick(tick_event) # check standing stop orders self._strategy_manager.on_tick(tick_event) # feed strategies self.market_window.tick_signal.emit(tick_event) # display def _order_status_event_handler(self, order_status_event): # including cancel # this is moved to ui_thread for consistency pass def _fill_event_handler(self, fill_event): # update portfolio manager for pnl self._order_manager.on_fill(fill_event) # update order manager with fill self._strategy_manager.on_fill(fill_event) # feed fill to strategy self.fill_window.fill_signal.emit(fill_event) # display self.order_window.update_order_status(fill_event.client_order_id, self._order_manager.retrieve_order(fill_event.client_order_id).order_status) def _position_event_handler(self, position_event): self.portfolio_manager.on_position(position_event) # position received self.position_window.position_signal.emit(position_event) # display def _account_event_handler(self, account_event): pass def _contract_event_handler(self, contract_event): self.portfolio_manager.on_contract(contract_event) def _historical_event_handler(self, historical_event): print(historical_event) def _general_event_handler(self, general_event): pass def _outgoing_order_request_handler(self, o): """ process o, check against risk manager and compliance manager """ self.risk_manager.order_in_compliance(o) # order pointer; modify order directly self._order_manager.on_order(o) msg = o.serialize() print('send msg: ' + msg) self._outgoing_queue.put(msg) def _outgoing_account_request_handler(self, a): msg = a.serialize() print('send msg: ' + msg) self._outgoing_queue.put(msg) def _outgoing_position_request_handler(self, p): msg = p.serialize() print('send msg: ' + msg) self._outgoing_queue.put(msg) def _outgoing_general_msg_request_handler(self, g): self.log_window.update_table(g) # append to log window ################################################################################################# # ------------------------------ Event Handler Ends --------------------------------------------# ################################################################################################# ################################################################################################# # -------------------------------- User Interface --------------------------------------------# ################################################################################################# def set_font(self, font): self._font = font def init_menu(self): menubar = self.menuBar() sysMenu = menubar.addMenu(self._lang_dict['File']) # open folder sys_folderAction = QtWidgets.QAction(self._lang_dict['Folder'], self) sys_folderAction.setStatusTip(self._lang_dict['Open_Folder']) sys_folderAction.triggered.connect(self.open_proj_folder) sysMenu.addAction(sys_folderAction) sysMenu.addSeparator() # sys|exit sys_exitAction = QtWidgets.QAction(self._lang_dict['Exit'], self) sys_exitAction.setShortcut('Ctrl+Q') sys_exitAction.setStatusTip(self._lang_dict['Exit_App']) sys_exitAction.triggered.connect(self.close) sysMenu.addAction(sys_exitAction) def init_status_bar(self): self.statusthread = StatusThread() self.statusthread.status_update.connect(self.update_status_bar) self.statusthread.start() def init_central_area(self): self.central_widget = QtWidgets.QWidget() hbox = QtWidgets.QHBoxLayout() #-------------------------------- Top Left ------------------------------------------# topleft = MarketWindow(self._symbols, self._lang_dict) self.market_window = topleft # -------------------------------- Top right ------------------------------------------# topright = QtWidgets.QFrame() topright.setFrameShape(QtWidgets.QFrame.StyledPanel) topright.setFont(self._font) place_order_layout = QtWidgets.QFormLayout() self.sym = QtWidgets.QLineEdit() self.sym_name = QtWidgets.QLineEdit() self.sec_type = QtWidgets.QComboBox() self.sec_type.addItems([self._lang_dict['Stock'], self._lang_dict['Future'], self._lang_dict['Option'], self._lang_dict['Forex']]) self.direction = QtWidgets.QComboBox() self.direction.addItems([self._lang_dict['Long'], self._lang_dict['Short']]) self.order_flag = QtWidgets.QComboBox() self.order_flag.addItems([self._lang_dict['Open'], self._lang_dict['Close'], self._lang_dict['Close_Yesterday'], self._lang_dict['Close_Today']]) self.order_price = QtWidgets.QLineEdit() self.order_quantity = QtWidgets.QLineEdit() self.order_type = QtWidgets.QComboBox() self.order_type.addItems([self._lang_dict['MKT'], self._lang_dict['LMT'], self._lang_dict['FAK'], self._lang_dict['FOK']]) self.exchange = QtWidgets.QComboBox() self.exchange.addItems(['CFFEX','SHFE', 'DCE', 'HKFE','GLOBEX','SMART']) self.account = QtWidgets.QComboBox() self.account.addItems(['FROM', 'CONFIG']) self.btn_order = QtWidgets.QPushButton(self._lang_dict['Place_Order']) self.btn_order.clicked.connect(self.place_order) place_order_layout.addRow(QtWidgets.QLabel(self._lang_dict['Discretionary'])) place_order_layout.addRow(self._lang_dict['Symbol'], self.sym) place_order_layout.addRow(self._lang_dict['Name'], self.sym_name) place_order_layout.addRow(self._lang_dict['Security_Type'], self.sec_type) place_order_layout.addRow(self._lang_dict['Direction'], self.direction) place_order_layout.addRow(self._lang_dict['Order_Flag'], self.order_flag) place_order_layout.addRow(self._lang_dict['Price'], self.order_price) place_order_layout.addRow(self._lang_dict['Quantity'], self.order_quantity) place_order_layout.addRow(self._lang_dict['Order_Type'], self.order_type) place_order_layout.addRow(self._lang_dict['Exchange'], self.exchange) place_order_layout.addRow(self._lang_dict['Account'], self.account) place_order_layout.addRow(self.btn_order) topright.setLayout(place_order_layout) # -------------------------------- bottom Left ------------------------------------------# bottomleft = QtWidgets.QTabWidget() bottomleft.setFont(self._font) tab1 = QtWidgets.QWidget() tab2 = QtWidgets.QWidget() tab3 = QtWidgets.QWidget() tab4 = QtWidgets.QWidget() tab5 = QtWidgets.QWidget() bottomleft.addTab(tab1, self._lang_dict['Log']) bottomleft.addTab(tab2, self._lang_dict['Order']) bottomleft.addTab(tab3, self._lang_dict['Fill']) bottomleft.addTab(tab4, self._lang_dict['Position']) bottomleft.addTab(tab5, self._lang_dict['Account']) self.log_window = LogWindow(self._lang_dict) tab1_layout = QtWidgets.QVBoxLayout() tab1_layout.addWidget(self.log_window) tab1.setLayout(tab1_layout) self.order_window = OrderWindow(self._order_manager,self._outgoing_queue, self._lang_dict) # cancel_order outgoing nessage tab2_layout = QtWidgets.QVBoxLayout() tab2_layout.addWidget(self.order_window) tab2.setLayout(tab2_layout) self.fill_window =FillWindow(self._order_manager, self._lang_dict) tab3_layout = QtWidgets.QVBoxLayout() tab3_layout.addWidget(self.fill_window) tab3.setLayout(tab3_layout) self.position_window = PositionWindow(self._lang_dict) tab4_layout = QtWidgets.QVBoxLayout() tab4_layout.addWidget(self.position_window) tab4.setLayout(tab4_layout) self.account_window = AccountWindow(self.account_manager, self._lang_dict) tab5_layout = QtWidgets.QVBoxLayout() tab5_layout.addWidget(self.account_window) tab5.setLayout(tab5_layout) # -------------------------------- bottom right ------------------------------------------# bottomright = QtWidgets.QFrame() bottomright.setFrameShape(QtWidgets.QFrame.StyledPanel) bottomright.setFont(self._font) strategy_manager_layout = QtWidgets.QFormLayout() self.strategy_window = StrategyWindow(self._lang_dict, self._strategy_manager) self.btn_strat_start = QtWidgets.QPushButton(self._lang_dict['Start_Strat']) self.btn_strat_start.clicked.connect(self.start_strategy) self.btn_strat_pause = QtWidgets.QPushButton(self._lang_dict['Pause_Strat']) self.btn_strat_pause.clicked.connect(self.pause_strategy) self.btn_strat_stop = QtWidgets.QPushButton(self._lang_dict['Stop_Strat']) self.btn_strat_stop.clicked.connect(self.stop_strategy) self.btn_strat_liquidate = QtWidgets.QPushButton(self._lang_dict['Liquidate_Strat']) btn_strat_layout = QtWidgets.QHBoxLayout() btn_strat_layout.addWidget(self.btn_strat_start) btn_strat_layout.addWidget(self.btn_strat_pause) btn_strat_layout.addWidget(self.btn_strat_stop) btn_strat_layout.addWidget(self.btn_strat_liquidate) strategy_manager_layout.addRow(QtWidgets.QLabel(self._lang_dict['Automatic'])) strategy_manager_layout.addRow(self.strategy_window) strategy_manager_layout.addRow(btn_strat_layout) bottomright.setLayout(strategy_manager_layout) # --------------------------------------------------------------------------------------# splitter1 = QtWidgets.QSplitter(QtCore.Qt.Horizontal) splitter1.addWidget(topleft) splitter1.addWidget(topright) splitter1.setSizes([400,100]) splitter2 = QtWidgets.QSplitter(QtCore.Qt.Horizontal) splitter2.addWidget(bottomleft) splitter2.addWidget(bottomright) splitter2.setSizes([400, 100]) splitter3 = QtWidgets.QSplitter(QtCore.Qt.Vertical) splitter3.addWidget(splitter1) splitter3.addWidget(splitter2) splitter3.setSizes([400, 100]) hbox.addWidget(splitter3) self.central_widget.setLayout(hbox) self.setCentralWidget(self.central_widget)
def __init__(self, config_server, config_client, lang_dict): super(MainWindow, self).__init__() ## member variables self._current_time = None self._config_server = config_server self._config_client = config_client self._symbols = config_server[config_server['accounts'][0]]['tickers'] self._lang_dict = lang_dict self._font = lang_dict['font'] self._widget_dict = {} self.central_widget = None self.market_window = None self.message_window = None self.order_window = None self.fill_window = None self.position_window = None self.account_window = None self.strategy_window = None # 0. order_manager; some of ui_windows uses order_manager self._order_manager = OrderManager() ## 1. event engine self._outgoing_queue = Queue() # outgoing queue from client side self._ui_events_engine = LiveEventEngine() # update ui self._outgoing_request_events_engine = LiveEventEngine() # events/actions request from client self._schedule_timer = QtCore.QTimer() # task scheduler; TODO produce result_packet # 3. data board self._data_board = DataBoard() # 5. risk manager and compliance manager self.risk_manager = PassThroughRiskManager() # 6. account manager self.account_manager = AccountManager(self._config_server) # 7 portfolio manager and position manager self.portfolio_manager = PortfolioManager(self._config_client['initial_cash']) ## 4. strategy_manager self._strategy_manager = StrategyManager(self._config_client, self._outgoing_request_events_engine,self._order_manager,self.portfolio_manager, self._data_board) self._strategy_manager.load_strategy() ## 8. client mq self._client_mq = ClientMq(self._ui_events_engine, self._outgoing_queue) # 1. set up gui windows self.setGeometry(50, 50, 600, 400) self.setWindowTitle(lang_dict['Prog_Name']) self.setWindowIcon(QtGui.QIcon("gui/image/logo.ico")) self.init_menu() self.init_status_bar() self.init_central_area() ## 9. wire up event handlers self._ui_events_engine.register_handler(EventType.TICK, self._tick_event_handler) self._ui_events_engine.register_handler(EventType.ORDERSTATUS, self.order_window.order_status_signal.emit) self._ui_events_engine.register_handler(EventType.FILL, self._fill_event_handler) self._ui_events_engine.register_handler(EventType.POSITION, self._position_event_handler) self._ui_events_engine.register_handler(EventType.ACCOUNT, self.account_window.account_signal.emit) self._ui_events_engine.register_handler(EventType.CONTRACT, self._contract_event_handler) self._ui_events_engine.register_handler(EventType.HISTORICAL, self._historical_event_handler) self._ui_events_engine.register_handler(EventType.GENERAL, self.log_window.msg_signal.emit) self._outgoing_request_events_engine.register_handler(EventType.ORDER, self._outgoing_order_request_handler) self._outgoing_request_events_engine.register_handler(EventType.ACCOUNT, self._outgoing_account_request_handler) self._outgoing_request_events_engine.register_handler(EventType.POSITION, self._outgoing_position_request_handler) self._outgoing_request_events_engine.register_handler(EventType.GENERAL, self._outgoing_general_msg_request_handler) ## 10. start self._ui_events_engine.start() self._outgoing_request_events_engine.start() self._client_mq.start()
class MainWindow(QtWidgets.QMainWindow): def __init__(self, config_server, config_client, lang_dict): super(MainWindow, self).__init__() ## member variables self._current_time = None self._config_server = config_server self._config_client = config_client self._symbols = config_server[config_server['accounts'][0]]['tickers'] self._lang_dict = lang_dict self._font = lang_dict['font'] self._widget_dict = {} self.central_widget = None self.market_window = None self.message_window = None self.order_window = None self.fill_window = None self.position_window = None self.account_window = None self.strategy_window = None # 0. order_manager; some of ui_windows uses order_manager self._order_manager = OrderManager() ## 1. event engine self._outgoing_queue = Queue() # outgoing queue from client side self._ui_events_engine = LiveEventEngine() # update ui self._outgoing_request_events_engine = LiveEventEngine() # events/actions request from client self._schedule_timer = QtCore.QTimer() # task scheduler; TODO produce result_packet # 3. data board self._data_board = DataBoard() # 5. risk manager and compliance manager self.risk_manager = PassThroughRiskManager() # 6. account manager self.account_manager = AccountManager(self._config_server) # 7 portfolio manager and position manager self.portfolio_manager = PortfolioManager(self._config_client['initial_cash']) ## 4. strategy_manager self._strategy_manager = StrategyManager(self._config_client, self._outgoing_request_events_engine,self._order_manager,self.portfolio_manager, self._data_board) self._strategy_manager.load_strategy() ## 8. client mq self._client_mq = ClientMq(self._ui_events_engine, self._outgoing_queue) # 1. set up gui windows self.setGeometry(50, 50, 600, 400) self.setWindowTitle(lang_dict['Prog_Name']) self.setWindowIcon(QtGui.QIcon("gui/image/logo.ico")) self.init_menu() self.init_status_bar() self.init_central_area() ## 9. wire up event handlers self._ui_events_engine.register_handler(EventType.TICK, self._tick_event_handler) self._ui_events_engine.register_handler(EventType.ORDERSTATUS, self.order_window.order_status_signal.emit) self._ui_events_engine.register_handler(EventType.FILL, self._fill_event_handler) self._ui_events_engine.register_handler(EventType.POSITION, self._position_event_handler) self._ui_events_engine.register_handler(EventType.ACCOUNT, self.account_window.account_signal.emit) self._ui_events_engine.register_handler(EventType.CONTRACT, self._contract_event_handler) self._ui_events_engine.register_handler(EventType.HISTORICAL, self._historical_event_handler) self._ui_events_engine.register_handler(EventType.GENERAL, self.log_window.msg_signal.emit) self._outgoing_request_events_engine.register_handler(EventType.ORDER, self._outgoing_order_request_handler) self._outgoing_request_events_engine.register_handler(EventType.ACCOUNT, self._outgoing_account_request_handler) self._outgoing_request_events_engine.register_handler(EventType.POSITION, self._outgoing_position_request_handler) self._outgoing_request_events_engine.register_handler(EventType.GENERAL, self._outgoing_general_msg_request_handler) ## 10. start self._ui_events_engine.start() self._outgoing_request_events_engine.start() self._client_mq.start() ################################################################################################# # -------------------------------- Event Handler --------------------------------------------# ################################################################################################# def update_status_bar(self, message): self.statusBar().showMessage(message) def open_proj_folder(self): webbrowser.open('/home/office/Documents/EliteQuant_Python.git/') def place_order(self): s = str(self.sym.text()) n = self.direction.currentIndex() f = self.order_flag.currentIndex() p = str(self.order_price.text()) q = str(self.order_quantity.text()) t = self.order_type.currentIndex() # to be checked by risk manger try: o = OrderEvent() o.full_symbol = s o.order_size = int(q) if (n == 0) else -1 * int(q) o.order_flag = OrderFlag(f) o.create_time = datetime.now().strftime('%Y-%m-%d %H:%M:%S.%f') if (t == 0): o.order_type = OrderType.MARKET self._outgoing_request_events_engine.put(o) elif (t == 1): o.order_type = OrderType.LIMIT o.limit_price = float(p) self._outgoing_request_events_engine.put(o) else: pass except: print('place order error') def start_strategy(self): self.strategy_window.update_status(self.strategy_window.currentRow(), True) def pause_strategy(self): pass def stop_strategy(self): self.strategy_window.update_status(self.strategy_window.currentRow(), False) def closeEvent(self, a0: QtGui.QCloseEvent): print('closing main window') self._ui_events_engine.stop() self._outgoing_request_events_engine.stop() self._client_mq.stop() def _tick_event_handler(self, tick_event): self._current_time = tick_event.timestamp self._data_board.on_tick(tick_event) # update databoard self._order_manager.on_tick(tick_event) # check standing stop orders self._strategy_manager.on_tick(tick_event) # feed strategies self.market_window.tick_signal.emit(tick_event) # display def _order_status_event_handler(self, order_status_event): # including cancel # this is moved to ui_thread for consistency pass def _fill_event_handler(self, fill_event): # update portfolio manager for pnl self._order_manager.on_fill(fill_event) # update order manager with fill self._strategy_manager.on_fill(fill_event) # feed fill to strategy self.fill_window.fill_signal.emit(fill_event) # display self.order_window.update_order_status(fill_event.client_order_id, self._order_manager.retrieve_order(fill_event.client_order_id).order_status) def _position_event_handler(self, position_event): self.portfolio_manager.on_position(position_event) # position received self.position_window.position_signal.emit(position_event) # display def _account_event_handler(self, account_event): pass def _contract_event_handler(self, contract_event): self.portfolio_manager.on_contract(contract_event) def _historical_event_handler(self, historical_event): print(historical_event) def _general_event_handler(self, general_event): pass def _outgoing_order_request_handler(self, o): """ process o, check against risk manager and compliance manager """ self.risk_manager.order_in_compliance(o) # order pointer; modify order directly self._order_manager.on_order(o) msg = o.serialize() print('send msg: ' + msg) self._outgoing_queue.put(msg) def _outgoing_account_request_handler(self, a): msg = a.serialize() print('send msg: ' + msg) self._outgoing_queue.put(msg) def _outgoing_position_request_handler(self, p): msg = p.serialize() print('send msg: ' + msg) self._outgoing_queue.put(msg) def _outgoing_general_msg_request_handler(self, g): self.log_window.update_table(g) # append to log window ################################################################################################# # ------------------------------ Event Handler Ends --------------------------------------------# ################################################################################################# ################################################################################################# # -------------------------------- User Interface --------------------------------------------# ################################################################################################# def set_font(self, font): self._font = font def init_menu(self): menubar = self.menuBar() sysMenu = menubar.addMenu(self._lang_dict['File']) # open folder sys_folderAction = QtWidgets.QAction(self._lang_dict['Folder'], self) sys_folderAction.setStatusTip(self._lang_dict['Open_Folder']) sys_folderAction.triggered.connect(self.open_proj_folder) sysMenu.addAction(sys_folderAction) sysMenu.addSeparator() # sys|exit sys_exitAction = QtWidgets.QAction(self._lang_dict['Exit'], self) sys_exitAction.setShortcut('Ctrl+Q') sys_exitAction.setStatusTip(self._lang_dict['Exit_App']) sys_exitAction.triggered.connect(self.close) sysMenu.addAction(sys_exitAction) def init_status_bar(self): self.statusthread = StatusThread() self.statusthread.status_update.connect(self.update_status_bar) self.statusthread.start() def init_central_area(self): self.central_widget = QtWidgets.QWidget() hbox = QtWidgets.QHBoxLayout() #-------------------------------- Top Left ------------------------------------------# topleft = MarketWindow(self._symbols, self._lang_dict) self.market_window = topleft # -------------------------------- Top right ------------------------------------------# topright = QtWidgets.QFrame() topright.setFrameShape(QtWidgets.QFrame.StyledPanel) topright.setFont(self._font) place_order_layout = QtWidgets.QFormLayout() self.sym = QtWidgets.QLineEdit() self.sym_name = QtWidgets.QLineEdit() self.sec_type = QtWidgets.QComboBox() self.sec_type.addItems([self._lang_dict['Stock'], self._lang_dict['Future'], self._lang_dict['Option'], self._lang_dict['Forex']]) self.direction = QtWidgets.QComboBox() self.direction.addItems([self._lang_dict['Long'], self._lang_dict['Short']]) self.order_flag = QtWidgets.QComboBox() self.order_flag.addItems([self._lang_dict['Open'], self._lang_dict['Close'], self._lang_dict['Close_Yesterday'], self._lang_dict['Close_Today']]) self.order_price = QtWidgets.QLineEdit() self.order_quantity = QtWidgets.QLineEdit() self.order_type = QtWidgets.QComboBox() self.order_type.addItems([self._lang_dict['MKT'], self._lang_dict['LMT'], self._lang_dict['FAK'], self._lang_dict['FOK']]) self.exchange = QtWidgets.QComboBox() self.exchange.addItems(['CFFEX','SHFE', 'DCE', 'HKFE','GLOBEX','SMART']) self.account = QtWidgets.QComboBox() self.account.addItems(['FROM', 'CONFIG']) self.btn_order = QtWidgets.QPushButton(self._lang_dict['Place_Order']) self.btn_order.clicked.connect(self.place_order) place_order_layout.addRow(QtWidgets.QLabel(self._lang_dict['Discretionary'])) place_order_layout.addRow(self._lang_dict['Symbol'], self.sym) place_order_layout.addRow(self._lang_dict['Name'], self.sym_name) place_order_layout.addRow(self._lang_dict['Security_Type'], self.sec_type) place_order_layout.addRow(self._lang_dict['Direction'], self.direction) place_order_layout.addRow(self._lang_dict['Order_Flag'], self.order_flag) place_order_layout.addRow(self._lang_dict['Price'], self.order_price) place_order_layout.addRow(self._lang_dict['Quantity'], self.order_quantity) place_order_layout.addRow(self._lang_dict['Order_Type'], self.order_type) place_order_layout.addRow(self._lang_dict['Exchange'], self.exchange) place_order_layout.addRow(self._lang_dict['Account'], self.account) place_order_layout.addRow(self.btn_order) topright.setLayout(place_order_layout) # -------------------------------- bottom Left ------------------------------------------# bottomleft = QtWidgets.QTabWidget() bottomleft.setFont(self._font) tab1 = QtWidgets.QWidget() tab2 = QtWidgets.QWidget() tab3 = QtWidgets.QWidget() tab4 = QtWidgets.QWidget() tab5 = QtWidgets.QWidget() bottomleft.addTab(tab1, self._lang_dict['Log']) bottomleft.addTab(tab2, self._lang_dict['Order']) bottomleft.addTab(tab3, self._lang_dict['Fill']) bottomleft.addTab(tab4, self._lang_dict['Position']) bottomleft.addTab(tab5, self._lang_dict['Account']) self.log_window = LogWindow(self._lang_dict) tab1_layout = QtWidgets.QVBoxLayout() tab1_layout.addWidget(self.log_window) tab1.setLayout(tab1_layout) self.order_window = OrderWindow(self._order_manager,self._outgoing_queue, self._lang_dict) # cancel_order outgoing nessage tab2_layout = QtWidgets.QVBoxLayout() tab2_layout.addWidget(self.order_window) tab2.setLayout(tab2_layout) self.fill_window =FillWindow(self._order_manager, self._lang_dict) tab3_layout = QtWidgets.QVBoxLayout() tab3_layout.addWidget(self.fill_window) tab3.setLayout(tab3_layout) self.position_window = PositionWindow(self._lang_dict) tab4_layout = QtWidgets.QVBoxLayout() tab4_layout.addWidget(self.position_window) tab4.setLayout(tab4_layout) self.account_window = AccountWindow(self.account_manager, self._lang_dict) tab5_layout = QtWidgets.QVBoxLayout() tab5_layout.addWidget(self.account_window) tab5.setLayout(tab5_layout) # -------------------------------- bottom right ------------------------------------------# bottomright = QtWidgets.QFrame() bottomright.setFrameShape(QtWidgets.QFrame.StyledPanel) bottomright.setFont(self._font) strategy_manager_layout = QtWidgets.QFormLayout() self.strategy_window = StrategyWindow(self._lang_dict, self._strategy_manager) self.btn_strat_start = QtWidgets.QPushButton(self._lang_dict['Start_Strat']) self.btn_strat_start.clicked.connect(self.start_strategy) self.btn_strat_pause = QtWidgets.QPushButton(self._lang_dict['Pause_Strat']) self.btn_strat_pause.clicked.connect(self.pause_strategy) self.btn_strat_stop = QtWidgets.QPushButton(self._lang_dict['Stop_Strat']) self.btn_strat_stop.clicked.connect(self.stop_strategy) self.btn_strat_liquidate = QtWidgets.QPushButton(self._lang_dict['Liquidate_Strat']) btn_strat_layout = QtWidgets.QHBoxLayout() btn_strat_layout.addWidget(self.btn_strat_start) btn_strat_layout.addWidget(self.btn_strat_pause) btn_strat_layout.addWidget(self.btn_strat_stop) btn_strat_layout.addWidget(self.btn_strat_liquidate) strategy_manager_layout.addRow(QtWidgets.QLabel(self._lang_dict['Automatic'])) strategy_manager_layout.addRow(self.strategy_window) strategy_manager_layout.addRow(btn_strat_layout) bottomright.setLayout(strategy_manager_layout) # --------------------------------------------------------------------------------------# splitter1 = QtWidgets.QSplitter(QtCore.Qt.Horizontal) splitter1.addWidget(topleft) splitter1.addWidget(topright) splitter1.setSizes([400,100]) splitter2 = QtWidgets.QSplitter(QtCore.Qt.Horizontal) splitter2.addWidget(bottomleft) splitter2.addWidget(bottomright) splitter2.setSizes([400, 100]) splitter3 = QtWidgets.QSplitter(QtCore.Qt.Vertical) splitter3.addWidget(splitter1) splitter3.addWidget(splitter2) splitter3.setSizes([400, 100]) hbox.addWidget(splitter3) self.central_widget.setLayout(hbox) self.setCentralWidget(self.central_widget)