def _draw_bar_picture(self, ix: int, bar: BarData) -> QtGui.QPicture:
""""""
# Create objects
candle_picture = QtGui.QPicture()
painter = QtGui.QPainter(candle_picture)
# Set painter color
if bar.close_price >= bar.open_price:
painter.setPen(self._up_pen)
painter.setBrush(self._black_brush)
else:
painter.setPen(self._down_pen)
painter.setBrush(self._down_brush)
# Draw candle shadow
if bar.high_price > bar.low_price:
painter.drawLine(QtCore.QPointF(ix, bar.high_price),
QtCore.QPointF(ix, bar.low_price))
# Draw candle body
if bar.open_price == bar.close_price:
painter.drawLine(
QtCore.QPointF(ix - BAR_WIDTH, bar.open_price),
QtCore.QPointF(ix + BAR_WIDTH, bar.open_price),
)
else:
rect = QtCore.QRectF(ix - BAR_WIDTH, bar.open_price, BAR_WIDTH * 2,
bar.close_price - bar.open_price)
painter.drawRect(rect)
# Finish
painter.end()
return candle_picture
def init_ui(self):
""""""
form = QtWidgets.QFormLayout()
# Add vt_symbols 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_symbols": ""}
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)
self.setLayout(form)
def _draw_item_picture(self, min_ix: int, max_ix: int) -> None:
"""
Draw the picture of item in specific range.
"""
self._item_picuture = QtGui.QPicture()
painter = QtGui.QPainter(self._item_picuture)
for n in range(min_ix, max_ix):
bar_picture = self._bar_picutures[n]
bar_picture.play(painter)
painter.end()
def init_ui(self):
""""""
self.name_combo = QtWidgets.QComboBox()
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.value for offset in Offset])
double_validator = QtGui.QDoubleValidator()
double_validator.setBottom(0)
self.price_line = QtWidgets.QLineEdit()
self.price_line.setValidator(double_validator)
self.volume_line = QtWidgets.QLineEdit()
self.volume_line.setValidator(double_validator)
for w in [
self.name_combo,
self.price_line,
self.volume_line,
self.direction_combo,
self.offset_combo
]:
w.setFixedWidth(150)
send_button = QtWidgets.QPushButton("委托")
send_button.clicked.connect(self.send_order)
send_button.setFixedWidth(70)
cancel_button = QtWidgets.QPushButton("全撤")
cancel_button.clicked.connect(self.cancel_all)
cancel_button.setFixedWidth(70)
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(QtWidgets.QLabel("策略名称"))
hbox.addWidget(self.name_combo)
hbox.addWidget(QtWidgets.QLabel("方向"))
hbox.addWidget(self.direction_combo)
hbox.addWidget(QtWidgets.QLabel("开平"))
hbox.addWidget(self.offset_combo)
hbox.addWidget(QtWidgets.QLabel("价格"))
hbox.addWidget(self.price_line)
hbox.addWidget(QtWidgets.QLabel("数量"))
hbox.addWidget(self.volume_line)
hbox.addWidget(send_button)
hbox.addWidget(cancel_button)
hbox.addStretch()
self.setLayout(hbox)
def _draw_bar_picture(self, ix: int, bar: BarData) -> QtGui.QPicture:
""""""
# Create objects
volume_picture = QtGui.QPicture()
painter = QtGui.QPainter(volume_picture)
# Set painter color
if bar.close_price >= bar.open_price:
painter.setPen(self._up_pen)
painter.setBrush(self._up_brush)
else:
painter.setPen(self._down_pen)
painter.setBrush(self._down_brush)
# Draw volume body
rect = QtCore.QRectF(ix - BAR_WIDTH, 0, BAR_WIDTH * 2, bar.volume)
painter.drawRect(rect)
# Finish
painter.end()
return volume_picture
def init_ui(self):
""""""
form = QtWidgets.QFormLayout()
# Add vt_symbol and name edit if add new strategy
self.setWindowTitle(f"策略参数配置：{self.class_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)
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)
def update_trades(self, trades: list):
""""""
trade_pairs = generate_trade_pairs(trades)
candle_plot = self.chart.get_plot("candle")
scatter_data = []
y_adjustment = self.price_range * 0.001
for d in trade_pairs:
open_ix = self.dt_ix_map[d["open_dt"]]
close_ix = self.dt_ix_map[d["close_dt"]]
open_price = d["open_price"]
close_price = d["close_price"]
# Trade Line
x = [open_ix, close_ix]
y = [open_price, close_price]
if d["direction"] == Direction.LONG and close_price >= open_price:
color = "r"
elif d["direction"] == Direction.SHORT and close_price <= open_price:
color = "r"
else:
color = "g"
pen = pg.mkPen(color, width=1.5, style=QtCore.Qt.DashLine)
item = pg.PlotCurveItem(x, y, pen=pen)
self.items.append(item)
candle_plot.addItem(item)
# Trade Scatter
open_bar = self.ix_bar_map[open_ix]
close_bar = self.ix_bar_map[close_ix]
if d["direction"] == Direction.LONG:
scatter_color = "yellow"
open_symbol = "t1"
close_symbol = "t"
open_side = 1
close_side = -1
open_y = open_bar.low_price
close_y = close_bar.high_price
else:
scatter_color = "magenta"
open_symbol = "t"
close_symbol = "t1"
open_side = -1
close_side = 1
open_y = open_bar.high_price
close_y = close_bar.low_price
pen = pg.mkPen(QtGui.QColor(scatter_color))
brush = pg.mkBrush(QtGui.QColor(scatter_color))
size = 10
open_scatter = {
"pos": (open_ix, open_y - open_side * y_adjustment),
"size": size,
"pen": pen,
"brush": brush,
"symbol": open_symbol
}
close_scatter = {
"pos": (close_ix, close_y - close_side * y_adjustment),
"size": size,
"pen": pen,
"brush": brush,
"symbol": close_symbol
}
scatter_data.append(open_scatter)
scatter_data.append(close_scatter)
# Trade text
volume = d["volume"]
text_color = QtGui.QColor(scatter_color)
open_text = pg.TextItem(f"[{volume}]", color=text_color, anchor=(0.5, 0.5))
close_text = pg.TextItem(f"[{volume}]", color=text_color, anchor=(0.5, 0.5))
open_text.setPos(open_ix, open_y - open_side * y_adjustment * 3)
close_text.setPos(close_ix, close_y - close_side * y_adjustment * 3)
self.items.append(open_text)
self.items.append(close_text)
candle_plot.addItem(open_text)
candle_plot.addItem(close_text)
trade_scatter = pg.ScatterPlotItem(scatter_data)
self.items.append(trade_scatter)
candle_plot.addItem(trade_scatter)
from doreentd.trader.ui import QtGui
WHITE_COLOR = (255, 255, 255)
BLACK_COLOR = (0, 0, 0)
GREY_COLOR = (100, 100, 100)
UP_COLOR = (255, 75, 75)
DOWN_COLOR = (0, 255, 255)
CURSOR_COLOR = (255, 245, 162)
PEN_WIDTH = 1
BAR_WIDTH = 0.3
AXIS_WIDTH = 0.8
NORMAL_FONT = QtGui.QFont("Arial", 9)
def to_int(value: float) -> int:
""""""
return int(round(value, 0))
def init_ui(self):
""""""
self.setWindowTitle("创建价差")
self.name_line = QtWidgets.QLineEdit()
self.active_line = QtWidgets.QLineEdit()
self.min_volume_combo = QtWidgets.QComboBox()
self.min_volume_combo.addItems([
"1",
"0.1",
"0.01",
"0.001",
"0.0001",
"0.00001",
"0.000001",
])
self.grid = QtWidgets.QGridLayout()
button_add = QtWidgets.QPushButton("创建价差")
button_add.clicked.connect(self.add_spread)
Label = QtWidgets.QLabel
grid = QtWidgets.QGridLayout()
grid.addWidget(Label("价差名称"), 0, 0)
grid.addWidget(self.name_line, 0, 1, 1, 4)
grid.addWidget(Label("主动腿代码"), 1, 0)
grid.addWidget(self.active_line, 1, 1, 1, 4)
grid.addWidget(Label("最小交易量"), 2, 0)
grid.addWidget(self.min_volume_combo, 2, 1, 1, 4)
grid.addWidget(Label(""), 3, 0)
grid.addWidget(Label("本地代码"), 4, 1)
grid.addWidget(Label("价格乘数"), 4, 2)
grid.addWidget(Label("交易乘数"), 4, 3)
grid.addWidget(Label("合约模式"), 4, 4)
int_validator = QtGui.QIntValidator()
leg_count = 5
for i in range(leg_count):
symbol_line = QtWidgets.QLineEdit()
price_line = QtWidgets.QLineEdit()
price_line.setValidator(int_validator)
trading_line = QtWidgets.QLineEdit()
trading_line.setValidator(int_validator)
inverse_combo = QtWidgets.QComboBox()
inverse_combo.addItems(["正向", "反向"])
grid.addWidget(Label("腿{}".format(i + 1)), 5 + i, 0)
grid.addWidget(symbol_line, 5 + i, 1)
grid.addWidget(price_line, 5 + i, 2)
grid.addWidget(trading_line, 5 + i, 3)
grid.addWidget(inverse_combo, 5 + i, 4)
d = {
"symbol": symbol_line,
"price": price_line,
"trading": trading_line,
"inverse": inverse_combo
}
self.leg_widgets.append(d)
grid.addWidget(
Label(""),
5 + leg_count,
0,
)
grid.addWidget(button_add, 6 + leg_count, 0, 1, 5)
self.setLayout(grid)
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)
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(remove_spread_button)
self.setLayout(vbox)