def __init__(self):
wx.Frame.__init__(self,
parent=None,
title=u'量化软件',
size=(1500, 800),
style=wx.DEFAULT_FRAME_STYLE ^ wx.MAXIMIZE_BOX)
#创建显示区面板
self.DispPanel = MPL_Panel_Base(self)
self.BackPanel = Loop_Panel_Base(self)
self.am = self.DispPanel.am
self.vol = self.DispPanel.vol
self.devol = self.DispPanel.devol
self.macd = self.DispPanel.macd
#创建参数区面板
self.ParaPanel = wx.Panel(self, -1)
paraInput_Box = wx.StaticBox(self.ParaPanel, -1, u'参数输入')
paraInput_Sizer = wx.StaticBoxSizer(paraInput_Box, wx.VERTICAL)
self.StNameCodedict = {
u"开山股份": "300257.SZ",
u"浙大网新": "600797.SS",
u"水晶光电": "002273.SZ",
u"高鸿股份": "000851.SZ"
}
#初始化股票代码变量
self.stockName_Val = u"开山股份"
self.stockCode_Val = self.StNameCodedict[self.stockName_Val]
self.stockName_CMBO = wx.ComboBox(
self.ParaPanel,
-1,
self.stockName_Val,
choices=list(self.StNameCodedict.keys()),
style=wx.CB_READONLY | wx.CB_DROPDOWN) #股票名称
stockCode_Text = wx.StaticText(self.ParaPanel, -1, u'股票名称')
#策略选取
strate_Text = wx.StaticText(self.ParaPanel, -1, u'策略名称')
strate_Combo_Val = [u"双趋势融合", u"阿尔法", u"布林带"]
self.pickstrate_Val = u"双趋势融合"
self.pickstrate_CMBO = wx.ComboBox(self.ParaPanel,
-1,
self.pickstrate_Val,
choices=strate_Combo_Val,
style=wx.CB_READONLY
| wx.CB_DROPDOWN) #策略名称
#日历控件选择数据周期
# self.dpcEndTime = wx.DatePickerCtrl(self.ParaPanel, -1,style = wx.DP_DROPDOWN|wx.DP_SHOWCENTURY|wx.DP_ALLOWNONE)#结束时间
# self.dpcStartTime = wx.DatePickerCtrl(self.ParaPanel, -1,style = wx.DP_DROPDOWN|wx.DP_SHOWCENTURY|wx.DP_ALLOWNONE)#起始时间
self.dpcEndTime = wx.adv.DatePickerCtrl(self.ParaPanel,
-1,
style=wx.adv.DP_DROPDOWN
| wx.adv.DP_SHOWCENTURY
| wx.adv.DP_ALLOWNONE) #结束时间
self.dpcStartTime = wx.adv.DatePickerCtrl(self.ParaPanel,
-1,
style=wx.adv.DP_DROPDOWN
| wx.adv.DP_SHOWCENTURY
| wx.adv.DP_ALLOWNONE) #起始时间
DateTimeNow = wx.DateTime.Now() #wx.DateTime格式"03/03/18 00:00:00"
self.dpcEndTime.SetValue(DateTimeNow)
# DateTimeNow.SetYear(DateTimeNow.Year-1)
DateTimeNow.SetYear(DateTimeNow.year - 1)
self.dpcStartTime.SetValue(DateTimeNow)
stockData_Text = wx.StaticText(self.ParaPanel, -1, u'日期(Start-End)')
#初始化时间变量
dateVal = self.dpcStartTime.GetValue()
self.stockSdate_Val = datetime.datetime(dateVal.year,
dateVal.month + 1, dateVal.day)
dateVal = self.dpcEndTime.GetValue()
self.stockEdate_Val = datetime.datetime(dateVal.year,
dateVal.month + 1, dateVal.day)
paraInput_Sizer.Add(stockCode_Text,
proportion=0,
flag=wx.EXPAND | wx.ALL,
border=2)
paraInput_Sizer.Add(self.stockName_CMBO, 0,
wx.EXPAND | wx.ALL | wx.CENTER, 2)
paraInput_Sizer.Add(stockData_Text,
proportion=0,
flag=wx.EXPAND | wx.ALL,
border=2)
paraInput_Sizer.Add(self.dpcStartTime, 0,
wx.EXPAND | wx.ALL | wx.CENTER, 2)
paraInput_Sizer.Add(self.dpcEndTime, 0, wx.EXPAND | wx.ALL | wx.CENTER,
2)
paraInput_Sizer.Add(strate_Text, 0, wx.EXPAND | wx.ALL | wx.CENTER, 2)
paraInput_Sizer.Add(self.pickstrate_CMBO, 0,
wx.EXPAND | wx.ALL | wx.CENTER, 2)
RadioList = ["不显示", "跳空缺口", "金叉/死叉", "N日突破"]
self.StratInputBox = wx.RadioBox(self.ParaPanel,
-1,
label=u'指标提示',
choices=RadioList,
majorDimension=4,
style=wx.RA_SPECIFY_ROWS)
self.StratInputBox.Bind(wx.EVT_RADIOBOX, self.OnRadioBox_Indicator)
#初始化指标变量
self.IndicatInput_Val = self.StratInputBox.GetStringSelection()
self.TextAInput = wx.TextCtrl(self.ParaPanel,
-1,
"交易信息提示:",
style=wx.TE_MULTILINE
| wx.TE_READONLY) #多行|只读
vboxnetA = wx.BoxSizer(wx.VERTICAL) #纵向box
vboxnetA.Add(paraInput_Sizer,
proportion=0,
flag=wx.EXPAND | wx.BOTTOM,
border=2) #proportion参数控制容器尺寸比例
vboxnetA.Add(self.StratInputBox,
proportion=0,
flag=wx.EXPAND | wx.BOTTOM,
border=2)
vboxnetA.Add(self.TextAInput,
proportion=1,
flag=wx.EXPAND | wx.ALL,
border=2)
self.ParaPanel.SetSizer(vboxnetA)
#创建Right面板
self.CtrlPanel = wx.Panel(self, -1)
#创建FlexGridSizer布局网格
self.FlexGridSizer = wx.FlexGridSizer(rows=3, cols=1, vgap=3, hgap=3)
#行情按钮
self.Firmoffer = wx.Button(self.CtrlPanel, -1, "行情")
self.Firmoffer.Bind(wx.EVT_BUTTON, self.FirmEvent) #绑定行情按钮事件
#选股按钮
self.Stockpick = wx.Button(self.CtrlPanel, -1, "选股")
self.Stockpick.Bind(wx.EVT_BUTTON, self.PstockpEvent) #绑定选股按钮事件
#回测按钮
self.Backtrace = wx.Button(self.CtrlPanel, -1, "回测")
self.Backtrace.Bind(wx.EVT_BUTTON, self.BackEvent) #绑定回测按钮事件
#加入Sizer中
self.FlexGridSizer.Add(self.Firmoffer,
proportion=1,
border=5,
flag=wx.ALL | wx.EXPAND)
self.FlexGridSizer.Add(self.Stockpick,
proportion=1,
border=5,
flag=wx.ALL | wx.EXPAND)
self.FlexGridSizer.Add(self.Backtrace,
proportion=1,
border=5,
flag=wx.ALL | wx.EXPAND)
self.FlexGridSizer.SetFlexibleDirection(wx.BOTH)
self.CtrlPanel.SetSizer(self.FlexGridSizer)
self.HBoxPanel = wx.BoxSizer(wx.HORIZONTAL)
self.HBoxPanel.Add(self.ParaPanel,
proportion=1.5,
border=2,
flag=wx.EXPAND | wx.ALL)
self.HBoxPanel.Add(self.DispPanel,
proportion=8,
border=2,
flag=wx.EXPAND | wx.ALL)
self.HBoxPanel.Add(self.CtrlPanel,
proportion=1,
border=2,
flag=wx.EXPAND | wx.ALL)
self.SetSizer(self.HBoxPanel)
class Frame(wx.Frame):
def __init__(self):
wx.Frame.__init__(self,
parent=None,
title=u'量化软件',
size=(1500, 800),
style=wx.DEFAULT_FRAME_STYLE ^ wx.MAXIMIZE_BOX)
#创建显示区面板
self.DispPanel = MPL_Panel_Base(self)
self.BackPanel = Loop_Panel_Base(self)
self.am = self.DispPanel.am
self.vol = self.DispPanel.vol
self.devol = self.DispPanel.devol
self.macd = self.DispPanel.macd
#创建参数区面板
self.ParaPanel = wx.Panel(self, -1)
paraInput_Box = wx.StaticBox(self.ParaPanel, -1, u'参数输入')
paraInput_Sizer = wx.StaticBoxSizer(paraInput_Box, wx.VERTICAL)
self.StNameCodedict = {
u"开山股份": "300257.SZ",
u"浙大网新": "600797.SS",
u"水晶光电": "002273.SZ",
u"高鸿股份": "000851.SZ"
}
#初始化股票代码变量
self.stockName_Val = u"开山股份"
self.stockCode_Val = self.StNameCodedict[self.stockName_Val]
self.stockName_CMBO = wx.ComboBox(
self.ParaPanel,
-1,
self.stockName_Val,
choices=list(self.StNameCodedict.keys()),
style=wx.CB_READONLY | wx.CB_DROPDOWN) #股票名称
stockCode_Text = wx.StaticText(self.ParaPanel, -1, u'股票名称')
#策略选取
strate_Text = wx.StaticText(self.ParaPanel, -1, u'策略名称')
strate_Combo_Val = [u"双趋势融合", u"阿尔法", u"布林带"]
self.pickstrate_Val = u"双趋势融合"
self.pickstrate_CMBO = wx.ComboBox(self.ParaPanel,
-1,
self.pickstrate_Val,
choices=strate_Combo_Val,
style=wx.CB_READONLY
| wx.CB_DROPDOWN) #策略名称
#日历控件选择数据周期
# self.dpcEndTime = wx.DatePickerCtrl(self.ParaPanel, -1,style = wx.DP_DROPDOWN|wx.DP_SHOWCENTURY|wx.DP_ALLOWNONE)#结束时间
# self.dpcStartTime = wx.DatePickerCtrl(self.ParaPanel, -1,style = wx.DP_DROPDOWN|wx.DP_SHOWCENTURY|wx.DP_ALLOWNONE)#起始时间
self.dpcEndTime = wx.adv.DatePickerCtrl(self.ParaPanel,
-1,
style=wx.adv.DP_DROPDOWN
| wx.adv.DP_SHOWCENTURY
| wx.adv.DP_ALLOWNONE) #结束时间
self.dpcStartTime = wx.adv.DatePickerCtrl(self.ParaPanel,
-1,
style=wx.adv.DP_DROPDOWN
| wx.adv.DP_SHOWCENTURY
| wx.adv.DP_ALLOWNONE) #起始时间
DateTimeNow = wx.DateTime.Now() #wx.DateTime格式"03/03/18 00:00:00"
self.dpcEndTime.SetValue(DateTimeNow)
# DateTimeNow.SetYear(DateTimeNow.Year-1)
DateTimeNow.SetYear(DateTimeNow.year - 1)
self.dpcStartTime.SetValue(DateTimeNow)
stockData_Text = wx.StaticText(self.ParaPanel, -1, u'日期(Start-End)')
#初始化时间变量
dateVal = self.dpcStartTime.GetValue()
self.stockSdate_Val = datetime.datetime(dateVal.year,
dateVal.month + 1, dateVal.day)
dateVal = self.dpcEndTime.GetValue()
self.stockEdate_Val = datetime.datetime(dateVal.year,
dateVal.month + 1, dateVal.day)
paraInput_Sizer.Add(stockCode_Text,
proportion=0,
flag=wx.EXPAND | wx.ALL,
border=2)
paraInput_Sizer.Add(self.stockName_CMBO, 0,
wx.EXPAND | wx.ALL | wx.CENTER, 2)
paraInput_Sizer.Add(stockData_Text,
proportion=0,
flag=wx.EXPAND | wx.ALL,
border=2)
paraInput_Sizer.Add(self.dpcStartTime, 0,
wx.EXPAND | wx.ALL | wx.CENTER, 2)
paraInput_Sizer.Add(self.dpcEndTime, 0, wx.EXPAND | wx.ALL | wx.CENTER,
2)
paraInput_Sizer.Add(strate_Text, 0, wx.EXPAND | wx.ALL | wx.CENTER, 2)
paraInput_Sizer.Add(self.pickstrate_CMBO, 0,
wx.EXPAND | wx.ALL | wx.CENTER, 2)
RadioList = ["不显示", "跳空缺口", "金叉/死叉", "N日突破"]
self.StratInputBox = wx.RadioBox(self.ParaPanel,
-1,
label=u'指标提示',
choices=RadioList,
majorDimension=4,
style=wx.RA_SPECIFY_ROWS)
self.StratInputBox.Bind(wx.EVT_RADIOBOX, self.OnRadioBox_Indicator)
#初始化指标变量
self.IndicatInput_Val = self.StratInputBox.GetStringSelection()
self.TextAInput = wx.TextCtrl(self.ParaPanel,
-1,
"交易信息提示:",
style=wx.TE_MULTILINE
| wx.TE_READONLY) #多行|只读
vboxnetA = wx.BoxSizer(wx.VERTICAL) #纵向box
vboxnetA.Add(paraInput_Sizer,
proportion=0,
flag=wx.EXPAND | wx.BOTTOM,
border=2) #proportion参数控制容器尺寸比例
vboxnetA.Add(self.StratInputBox,
proportion=0,
flag=wx.EXPAND | wx.BOTTOM,
border=2)
vboxnetA.Add(self.TextAInput,
proportion=1,
flag=wx.EXPAND | wx.ALL,
border=2)
self.ParaPanel.SetSizer(vboxnetA)
#创建Right面板
self.CtrlPanel = wx.Panel(self, -1)
#创建FlexGridSizer布局网格
self.FlexGridSizer = wx.FlexGridSizer(rows=3, cols=1, vgap=3, hgap=3)
#行情按钮
self.Firmoffer = wx.Button(self.CtrlPanel, -1, "行情")
self.Firmoffer.Bind(wx.EVT_BUTTON, self.FirmEvent) #绑定行情按钮事件
#选股按钮
self.Stockpick = wx.Button(self.CtrlPanel, -1, "选股")
self.Stockpick.Bind(wx.EVT_BUTTON, self.PstockpEvent) #绑定选股按钮事件
#回测按钮
self.Backtrace = wx.Button(self.CtrlPanel, -1, "回测")
self.Backtrace.Bind(wx.EVT_BUTTON, self.BackEvent) #绑定回测按钮事件
#加入Sizer中
self.FlexGridSizer.Add(self.Firmoffer,
proportion=1,
border=5,
flag=wx.ALL | wx.EXPAND)
self.FlexGridSizer.Add(self.Stockpick,
proportion=1,
border=5,
flag=wx.ALL | wx.EXPAND)
self.FlexGridSizer.Add(self.Backtrace,
proportion=1,
border=5,
flag=wx.ALL | wx.EXPAND)
self.FlexGridSizer.SetFlexibleDirection(wx.BOTH)
self.CtrlPanel.SetSizer(self.FlexGridSizer)
self.HBoxPanel = wx.BoxSizer(wx.HORIZONTAL)
self.HBoxPanel.Add(self.ParaPanel,
proportion=1.5,
border=2,
flag=wx.EXPAND | wx.ALL)
self.HBoxPanel.Add(self.DispPanel,
proportion=8,
border=2,
flag=wx.EXPAND | wx.ALL)
self.HBoxPanel.Add(self.CtrlPanel,
proportion=1,
border=2,
flag=wx.EXPAND | wx.ALL)
self.SetSizer(self.HBoxPanel)
def ProcessStock(self):
#df_stockload = web.DataReader("600797.SS", "yahoo", datetime.datetime(2017,1,1), datetime.date.today())
df_stockload = GetStockDatPro(self.stockCode_Val, self.stockSdate_Val,
self.stockEdate_Val)
""" 绘制移动平均线图 """
#self.am.plot(self.numic[0:self.butNum],self.close[0:self.butNum],'#0f0ff0',linewidth=1.0)
dispCont_List = []
examp_trade = Excave_Indic_Base()
if self.IndicatInput_Val == u"金叉/死叉":
dispCont_pd, dispCont_List = examp_trade.plot_Aver_Cross(
df_stockload)
self.DispPanel.draw_avercross(df_stockload, dispCont_pd)
elif self.IndicatInput_Val == u"跳空缺口":
dispCont_pd, dispCont_List = examp_trade.plot_Jump_Thrd(
df_stockload)
self.DispPanel.draw_jumpgap(df_stockload, dispCont_pd)
elif self.IndicatInput_Val == u"N日突破":
dispCont_pd, dispCont_List = examp_trade.plot_Ndays_Break(
df_stockload)
self.DispPanel.draw_ndaysbreak(df_stockload, dispCont_pd)
else:
dispCont_List = dispCont_List
self.TextAInput.SetValue(u"指标提示信息如下:" + '\n')
for i in dispCont_List:
self.TextAInput.AppendText(i)
numic = np.arange(0, len(df_stockload.index))
butNum = len(df_stockload.index)
self.DispPanel.xylabel_tick_lim(self.stockName_Val, df_stockload.index)
self.DispPanel.draw_subgraph(df_stockload, numic)
def ProcessLoop(self):
df_stockload = GetStockDatPro(self.stockCode_Val, self.stockSdate_Val,
self.stockEdate_Val)
dispCont_List = []
if self.pickstrate_Val == u"双趋势融合":
#多趋势融合策略执行 """
examp_trade = QuantPickTimeSys(df_stockload)
dispCont_List = examp_trade.run_factor_plot(
self.BackPanel.trade, self.BackPanel.total,
self.BackPanel.profit)
else:
#执行其他策略
pass
self.TextAInput.SetValue(u"策略提示信息如下:" + '\n')
for i in dispCont_List:
self.TextAInput.AppendText(i)
self.BackPanel.xylabel_tick_lim(self.stockName_Val)
def reFlashLoop(self):
self.BackPanel.clear_subgraph() #必须清理图形才能显示下一幅图
self.ProcessLoop()
self.BackPanel.update_subgraph() #必须刷新才能显示下一幅图
def reFlashFrame(self):
self.DispPanel.clear_subgraph() #必须清理图形才能显示下一幅图
self.ProcessStock()
self.DispPanel.update_subgraph() #必须刷新才能显示下一幅图
def FirmEvent(self, event):
#显示行情面板
self.HBoxPanel.Hide(self.BackPanel)
self.HBoxPanel.Replace(self.BackPanel, self.DispPanel)
self.HBoxPanel.Show(self.DispPanel)
# self.HBoxPanel.Remove(self.BackPanel)
self.SetSizer(self.HBoxPanel)
self.HBoxPanel.Layout()
#获取列表股票代码和起始时间
self.stockName_Val = self.stockName_CMBO.GetString(
self.stockName_CMBO.GetSelection())
self.stockCode_Val = self.StNameCodedict[self.stockName_Val]
dateVal = self.dpcStartTime.GetValue()
self.stockSdate_Val = datetime.datetime(dateVal.year,
dateVal.month + 1, dateVal.day)
dateVal = self.dpcEndTime.GetValue()
self.stockEdate_Val = datetime.datetime(dateVal.year,
dateVal.month + 1, dateVal.day)
self.reFlashFrame()
def BackEvent(self, event):
#显示回测面板
self.HBoxPanel.Hide(self.DispPanel)
self.HBoxPanel.Replace(self.DispPanel, self.BackPanel)
self.HBoxPanel.Show(self.BackPanel)
# self.HBoxPanel.Remove(self.DispPanel)
self.SetSizer(self.HBoxPanel)
self.HBoxPanel.Layout()
#获取策略名称
self.pickstrate_Val = self.pickstrate_CMBO.GetString(
self.pickstrate_CMBO.GetSelection())
print('self.pickstrate_Val:=========================>')
print(self.pickstrate_Val)
self.reFlashLoop()
def PstockpEvent(self, event):
dispCont_List = []
""" 选股策略执行 """
examp_trade = FactorPickStockAng()
for index, stockName in enumerate(self.StNameCodedict.keys()):
print("stockName", stockName, self.StNameCodedict[stockName])
df_stockload = GetStockDatPro(self.StNameCodedict[stockName],
self.stockSdate_Val,
self.stockEdate_Val)
df_stockload.fillna(method='bfill', inplace=True) #后一个数据填充NAN1
dispCont_List.append(stockName + '\n' +
examp_trade.fit_pick(df_stockload.Close) +
'\n')
print(dispCont_List)
""" 选股策略执行 """
""" 自定义提示框 """
myPickStock = UserDialog(self, dispCont_List)
if myPickStock.ShowModal() == wx.ID_OK:
pass
else:
pass
""" 自定义提示框 """
def OnRadioBox_Indicator(self, event):
self.IndicatInput_Val = self.StratInputBox.GetStringSelection()