def __init__(self, ctaEngine, eventEngine, parent=None):
"""初始化函数"""
import ctaBase
super(ctaKLine,self).__init__(parent,\
'json\\uiCtaKLine_input.json',\
'json\\uiCtaKLine_button.json') # 输入配置文件,按钮配置文件
# 用于计算因子的数据
self.bars = deque([])
self.pdBars = pd.DataFrame()
self.signals = deque([])
self.signalsOpen = deque([])
self.states = []
self.pnl = []
self.stateData = {}
self.spdData = pd.DataFrame()
self.datas = None
self.vtSymbol = ""
self.vtSymbol1 = ""
self.mode = 'deal'
self.canvas = KLineWidget(self)
self.signal.connect(self.loadData)
self.initUi()
def __init__(self, parent=None):
"""初始化函数"""
super(uiKLineTool,self).__init__(parent,\
'json\\uiKLine_input.json',\
'json\\uiKLine_button.json') # 输入配置文件,按钮配置文件
# 用于计算因子的数据
self.bars = []
self.pdBars = pd.DataFrame()
self.signals = []
self.signalsOpen = []
self.states = []
self.stateData = {}
self.datas = None
self.vtSymbol = ""
self.vtSymbol1 = ""
self.mode = 'deal'
self.canvas = KLineWidget()
self.signal.connect(self.loadData)
self.initUi()
class uiKLineTool(uiBasicIO):
"""K线回测分析工具"""
dbClient = None
signal = QtCore.Signal(type({}))
#----------------------------------------------------------------------
def __init__(self, parent=None):
"""初始化函数"""
super(uiKLineTool,self).__init__(parent,\
'json\\uiKLine_input.json',\
'json\\uiKLine_button.json') # 输入配置文件,按钮配置文件
# 用于计算因子的数据
self.bars = []
self.pdBars = pd.DataFrame()
self.signals = []
self.signalsOpen = []
self.states = []
self.stateData = {}
self.datas = None
self.vtSymbol = ""
self.vtSymbol1 = ""
self.mode = 'deal'
self.canvas = KLineWidget()
self.signal.connect(self.loadData)
self.initUi()
#-----------------------------------------------
def loadData(self, data):
"""加载数据"""
self.signals = data['deal']
self.signalsOpen = data['dealOpen']
kTool = self.canvas
for sig in kTool.sigPlots:
kTool.pwKL.removeItem(kTool.sigPlots[sig])
kTool.sigData = {}
kTool.sigPlots = {}
for sig in kTool.subSigPlots:
kTool.pwOI.removeItem(kTool.subSigPlots[sig])
kTool.subSigData = {}
kTool.subSigPlots = {}
print u'正在准备回测结果数据....'
self.canvas.clearData()
self.pdBars = data[[
'open', 'close', 'low', 'high', 'volume', 'openInterest'
]]
self.canvas.loadData(self.pdBars)
self.canvas.updateSig(self.signals)
barinfo = [
'datetime', 'open', 'close', 'low', 'high', 'volume',
'openInterest', 'deal', 'dealOpen'
]
allState = [k for k in data if not k in barinfo]
self.stateData = data[allState].to_records()
self.editDict['signalName'].clear()
self.editDict['signalName'].addItems(allState)
print u'数据准备完成！'
#----------------------------------------------------------------------
def initUi(self):
"""初始化界面"""
hbox = QHBoxLayout()
hbox.addWidget(self.groupInput)
hbox.addWidget(self.groupProcess)
vbox = QVBoxLayout()
vbox.addLayout(hbox)
vbox.addWidget(self.canvas)
self.setLayout(vbox)
#----------------------------------------------------------------------
def setSymbol(self, symbol):
"""设置合约信息"""
self.vtSymbol = symbol
class ctaKLine(uiBasicIO):
"""K线向量化回测工具"""
dbClient = None
signal = QtCore.pyqtSignal(type({}))
#----------------------------------------------------------------------
def __init__(self, ctaEngine, eventEngine, parent=None):
"""初始化函数"""
import ctaBase
super(ctaKLine,self).__init__(parent,\
'json\\uiCtaKLine_input.json',\
'json\\uiCtaKLine_button.json') # 输入配置文件,按钮配置文件
# 用于计算因子的数据
self.bars = deque([])
self.pdBars = pd.DataFrame()
self.signals = deque([])
self.signalsOpen = deque([])
self.states = []
self.pnl = []
self.stateData = {}
self.spdData = pd.DataFrame()
self.datas = None
self.vtSymbol = ""
self.vtSymbol1 = ""
self.mode = 'deal'
self.canvas = KLineWidget(self)
self.signal.connect(self.loadData)
self.initUi()
#-----------------------------------------------
def loadData(self,data):
"""载入所有数据"""
self.bars = data['bar']
self.states = data['state']
self.pnl = data['pnl']
self.signals = data['deal']
self.signalsOpen = data['dealOpen']
kTool = self.canvas
for sig in kTool.sigPlots:
kTool.pwKL.removeItem(kTool.sigPlots[sig])
kTool.sigData = {}
kTool.sigPlots = {}
for sig in kTool.subSigPlots:
kTool.pwOI.removeItem(kTool.subSigPlots[sig])
kTool.subSigData = {}
kTool.subSigPlots = {}
print u'正在准备回测结果数据....'
self.canvas.clearData()
self.pdBars = pd.DataFrame(list(self.bars))
self.pdBars = self.pdBars[['datetime','open','close','low','high','volume','openInterest']].set_index('datetime')
self.canvas.loadData(self.pdBars)
self.canvas.updateSig(self.signals,self.signalsOpen)
self.spdData = pd.DataFrame(self.states)
self.stateData = self.spdData.to_records()
allState = filter(lambda s:s not in ['trading','inited','pos'],self.spdData.columns)
allState = filter(lambda s:isinstance(self.spdData[s][0], (int, long, float)),allState)
self.spdData['pnl'] = self.pnl
self.spdData = self.spdData[self.spdData['pnl']!=0][allState+['pnl']]
#self.spdData['pnl'] = ['p' if p > 0 else 'l' for p in self.pnl]
self.editDict['signalName'].clear()
self.editDict['signalName'].addItems(allState)
print u'数据准备完成！'
#-----------------------------------------------
def loadSig(self,data):
"""载入K线信号"""
self.states = data['state']
self.pnl = data['pnl']
self.signals = data['deal']
self.signalsOpen = data['dealOpen']
kTool = self.canvas
for sig in kTool.sigPlots:
kTool.pwKL.removeItem(kTool.sigPlots[sig])
kTool.sigData = {}
kTool.sigPlots = {}
for sig in kTool.subSigPlots:
kTool.pwOI.removeItem(kTool.subSigPlots[sig])
kTool.subSigData = {}
kTool.subSigPlots = {}
self.canvas.updateSig(self.signals)
self.spdData = pd.DataFrame(self.states)
self.stateData = self.spdData.to_records()
allState = filter(lambda s:s not in ['trading','inited','pos'],self.spdData.columns)
allState = filter(lambda s:isinstance(self.spdData[s][0], (int, long, float)),allState)
self.spdData['pnl'] = self.pnl
self.spdData = self.spdData[self.spdData['pnl']!=0][allState+['pnl']]
#self.spdData['pnl'] = ['p' if p > 0 else 'l' for p in self.pnl]
self.editDict['signalName'].clear()
self.editDict['signalName'].addItems(allState)
#----------------------------------------------------------------------
def initUi(self):
"""初始化界面"""
hbox = QtGui.QHBoxLayout()
hbox.addWidget(self.groupInput)
hbox.addWidget(self.groupProcess)
vbox = QtGui.QVBoxLayout()
vbox.addLayout(hbox)
vbox.addWidget(self.canvas)
self.setLayout(vbox)
#----------------------------------------------------------------------
def setSymbol(self, symbol):
"""设置合约信息"""
self.vtSymbol = symbol
self.editDict['symbol'].setText(symbol)
if '-' in symbol:
self.vtSymbol = symbol.split('-')[0]
self.vtSymbol1 = symbol.split('-')[1]
else:
self.vtSymbol1 = None