def init_ui(self):
""""""
self.setWindowTitle("移除价差")
self.setMinimumWidth(300)
self.name_combo = QtWidgets.QComboBox()
spreads = self.spread_engine.get_all_spreads()
for spread in spreads:
self.name_combo.addItem(spread.name)
button_remove = QtWidgets.QPushButton("移除")
button_remove.clicked.connect(self.remove_spread)
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(self.name_combo)
hbox.addWidget(button_remove)
self.setLayout(hbox)
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)
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(str(target_value))
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)
def init_ui(self):
self.setWindowTitle("同步仓位")
self.setMinimumWidth(300)
# Select symbol widget
self.sync_symbol_combo = ComboBox()
self.sync_symbol_combo.pop_show.connect(self.refresh_symbol_list)
self.sync_symbol_combo.activated[str].connect(self.set_sync_symbol)
# Sync action button
self.sync_open_button = QtWidgets.QPushButton("单合约开仓同步")
self.sync_open_button.clicked.connect(self.sync_open)
self.sync_close_button = QtWidgets.QPushButton("单合约平仓同步")
self.sync_close_button.clicked.connect(self.sync_close)
self.sync_button = QtWidgets.QPushButton("单合约开平同步")
self.sync_button.clicked.connect(self.sync_open_and_close)
self.sync_all_button = QtWidgets.QPushButton("所有持仓同步")
self.sync_all_button.clicked.connect(self.sync_all)
self.sync_net_button = QtWidgets.QPushButton("日内交易同步")
self.sync_net_button.clicked.connect(lambda: self.sync_net_delta(is_sync_baisc=False))
self.sync_basic_button = QtWidgets.QPushButton("日内底仓同步")
self.sync_basic_button.clicked.connect(lambda: self.sync_net_delta(is_sync_baisc=True))
for btn in [self.sync_open_button,
self.sync_close_button,
self.sync_button,
self.sync_all_button,
self.sync_net_button,
self.sync_basic_button]:
btn.setFixedHeight(btn.sizeHint().height() * 1.5)
# Set layout
form_sync = QtWidgets.QFormLayout()
form_sync.addRow("同步合约", self.sync_symbol_combo)
form_sync.addRow(self.sync_open_button)
form_sync.addRow(self.sync_close_button)
form_sync.addRow(self.sync_button)
form_sync.addRow(self.sync_all_button)
form_sync.addRow(self.sync_net_button)
form_sync.addRow(self.sync_basic_button)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(form_sync)
self.setLayout(vbox)
def __init__(self, start: datetime, end: datetime, parent=None):
""""""
super().__init__(parent)
self.setWindowTitle("选择数据区间")
self.start_edit = QtWidgets.QDateEdit(
QtCore.QDate(start.year, start.month, start.day))
self.end_edit = QtWidgets.QDateEdit(
QtCore.QDate(end.year, end.month, end.day))
button = QtWidgets.QPushButton("确定")
button.clicked.connect(self.accept)
form = QtWidgets.QFormLayout()
form.addRow("开始时间", self.start_edit)
form.addRow("结束时间", self.end_edit)
form.addRow(button)
self.setLayout(form)
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)
def __init__(self, engine: ManagerEngine, parent=None):
""""""
super().__init__()
self.engine = engine
self.setWindowTitle("下载历史数据")
self.setFixedWidth(300)
self.setWindowFlags((self.windowFlags()
| QtCore.Qt.CustomizeWindowHint)
& ~QtCore.Qt.WindowMaximizeButtonHint)
self.symbol_edit = QtWidgets.QLineEdit()
self.exchange_combo = QtWidgets.QComboBox()
for i in Exchange:
self.exchange_combo.addItem(str(i.name), i)
self.interval_combo = QtWidgets.QComboBox()
for i in Interval:
self.interval_combo.addItem(str(i.name), i)
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))
button = QtWidgets.QPushButton("下载")
button.clicked.connect(self.download)
form = QtWidgets.QFormLayout()
form.addRow("代码", self.symbol_edit)
form.addRow("交易所", self.exchange_combo)
form.addRow("周期", self.interval_combo)
form.addRow("开始日期", self.start_date_edit)
form.addRow(button)
self.setLayout(form)
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)
def init_ui(self):
# 编辑器的多行文本框
# self.editor_textarea = QtWidgets.QTextEdit()
self.editor_textarea = MyLangEditor()
# self.editor_textarea = CodeEditor()
# 设置editor背景颜色
# self.editor_textarea.setStyleSheet("background:white")
self.editor_textarea.textChanged.connect(self.handle_text_changed)
# self.highlighter = PythonHighlighter(self.editor_textarea.document())
editor_textarea_box = QtWidgets.QVBoxLayout()
editor_textarea_box.addWidget(self.editor_textarea)
save_button = QtWidgets.QPushButton("保存")
save_button.clicked.connect(self.save_script)
save_as_button = QtWidgets.QPushButton("另存为")
save_as_button.clicked.connect(self.save_script_as)
interprete_button = QtWidgets.QPushButton("编译")
interprete_button.clicked.connect(self.interprete)
start_button = QtWidgets.QPushButton("启动")
start_button.clicked.connect(self.start_script)
stop_button = QtWidgets.QPushButton("停止")
stop_button.clicked.connect(self.stop_script)
clear_button = QtWidgets.QPushButton("清空编辑器")
clear_button.clicked.connect(self.editor_textarea.clear)
button_box = QtWidgets.QHBoxLayout()
button_box.addWidget(save_button)
button_box.addWidget(save_as_button)
button_box.addWidget(interprete_button)
button_box.addWidget(start_button)
button_box.addWidget(stop_button)
button_box.addStretch()
button_box.addWidget(clear_button)
strategy_name_box = QtWidgets.QHBoxLayout()
self.current_strategy_name = QtWidgets.QTextEdit()
self.current_strategy_name.setReadOnly(True)
self.current_strategy_name.setPlainText("策略名称：未保存策略")
strategy_name_box.addWidget(self.current_strategy_name)
self.addLayout(button_box)
self.addLayout(strategy_name_box)
self.addLayout(editor_textarea_box)
self.setStretch(0, 1)
self.setStretch(1, 1)
self.setStretch(2, 18)
def init_ui(self):
""""""
self.setWindowTitle("交易风控")
# Create widgets
self.active_combo = QtWidgets.QComboBox()
self.active_combo.addItems(["停止", "启动"])
self.flow_limit_spin = RiskManagerSpinBox()
self.flow_clear_spin = RiskManagerSpinBox()
self.size_limit_spin = RiskManagerSpinBox()
self.trade_limit_spin = RiskManagerSpinBox()
self.active_limit_spin = RiskManagerSpinBox()
self.cancel_limit_spin = RiskManagerSpinBox()
self.position_limit_spin = RiskManagerSpinBox()
save_button = QtWidgets.QPushButton("保存")
save_button.clicked.connect(self.save_setting)
# Form layout
form = QtWidgets.QFormLayout()
form.addRow("风控运行状态", self.active_combo)
form.addRow("委托流控上限（笔）", self.flow_limit_spin)
form.addRow("委托流控清空（秒）", self.flow_clear_spin)
form.addRow("单笔委托上限（数量）", self.size_limit_spin)
form.addRow("总成交上限（笔）", self.trade_limit_spin)
form.addRow("活动委托上限（笔）", self.active_limit_spin)
form.addRow("合约撤单上限（笔）", self.cancel_limit_spin)
form.addRow("暴露头寸上限（手）", self.position_limit_spin)
form.addRow(save_button)
self.setLayout(form)
# Set Fix Size
hint = self.sizeHint()
self.setFixedSize(hint.width() * 1.2, hint.height())
def init_ui(self):
""""""
form = QtWidgets.QFormLayout()
for key, column_name_list in self.column_name_combo_dict.items():
column_name_combo = QtWidgets.QComboBox()
for column_name in column_name_list:
column_name_combo.addItem(f'{column_name}', column_name)
self.column_name_combo_dict[key] = column_name_combo
form.addRow(key, column_name_combo)
# Add vt_symbol and name edit if add new strategy
self.setWindowTitle(f"技术指标参数配置：{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)
self.setLayout(form)
def __init__(self, parent=None):
""""""
super().__init__()
self.setWindowTitle("从CSV文件导入数据")
self.setFixedWidth(300)
self.setWindowFlags((self.windowFlags()
| QtCore.Qt.CustomizeWindowHint)
& ~QtCore.Qt.WindowMaximizeButtonHint)
file_button = QtWidgets.QPushButton("选择文件")
file_button.clicked.connect(self.select_file)
load_button = QtWidgets.QPushButton("确定")
load_button.clicked.connect(self.accept)
self.file_edit = QtWidgets.QLineEdit()
self.symbol_edit = QtWidgets.QLineEdit()
self.exchange_combo = QtWidgets.QComboBox()
for i in Exchange:
self.exchange_combo.addItem(str(i.name), i)
self.interval_combo = QtWidgets.QComboBox()
for i in Interval:
if i != Interval.TICK:
self.interval_combo.addItem(str(i.name), i)
self.datetime_edit = QtWidgets.QLineEdit("datetime")
self.open_edit = QtWidgets.QLineEdit("open")
self.high_edit = QtWidgets.QLineEdit("high")
self.low_edit = QtWidgets.QLineEdit("low")
self.close_edit = QtWidgets.QLineEdit("close")
self.volume_edit = QtWidgets.QLineEdit("volume")
self.open_interest_edit = QtWidgets.QLineEdit("open_interest")
self.format_edit = QtWidgets.QLineEdit("%Y-%m-%d %H:%M:%S")
info_label = QtWidgets.QLabel("合约信息")
info_label.setAlignment(QtCore.Qt.AlignCenter)
head_label = QtWidgets.QLabel("表头信息")
head_label.setAlignment(QtCore.Qt.AlignCenter)
format_label = QtWidgets.QLabel("格式信息")
format_label.setAlignment(QtCore.Qt.AlignCenter)
form = QtWidgets.QFormLayout()
form.addRow(file_button, self.file_edit)
form.addRow(QtWidgets.QLabel())
form.addRow(info_label)
form.addRow("代码", self.symbol_edit)
form.addRow("交易所", self.exchange_combo)
form.addRow("周期", self.interval_combo)
form.addRow(QtWidgets.QLabel())
form.addRow(head_label)
form.addRow("时间戳", self.datetime_edit)
form.addRow("开盘价", self.open_edit)
form.addRow("最高价", self.high_edit)
form.addRow("最低价", self.low_edit)
form.addRow("收盘价", self.close_edit)
form.addRow("成交量", self.volume_edit)
form.addRow("持仓量", self.open_interest_edit)
form.addRow(QtWidgets.QLabel())
form.addRow(format_label)
form.addRow("时间格式", self.format_edit)
form.addRow(QtWidgets.QLabel())
form.addRow(load_button)
self.setLayout(form)
def refresh_tree(self) -> None:
""""""
self.clear_tree()
data = self.engine.get_bar_data_available()
for d in data:
key = (d["symbol"], d["exchange"], d["interval"])
item = self.tree_items.get(key, None)
if not item:
item = QtWidgets.QTreeWidgetItem()
self.tree_items[key] = item
item.setText(1, ".".join([d["symbol"], d["exchange"]]))
item.setText(2, d["symbol"])
item.setText(3, d["exchange"])
if d["interval"] == Interval.MINUTE.value:
self.minute_child.addChild(item)
elif d["interval"] == Interval.HOUR.value:
self.hour_child.addChild(item)
else:
self.daily_child.addChild(item)
output_button = QtWidgets.QPushButton("导出")
output_func = partial(
self.output_data,
d["symbol"],
Exchange(d["exchange"]),
Interval(d["interval"]),
d["start"],
d["end"]
)
output_button.clicked.connect(output_func)
show_button = QtWidgets.QPushButton("查看")
show_func = partial(
self.show_data,
d["symbol"],
Exchange(d["exchange"]),
Interval(d["interval"]),
d["start"],
d["end"]
)
show_button.clicked.connect(show_func)
delete_button = QtWidgets.QPushButton("删除")
delete_func = partial(
self.delete_data,
d["symbol"],
Exchange(d["exchange"]),
Interval(d["interval"]),
)
delete_button.clicked.connect(delete_func)
self.tree.setItemWidget(item, 7, show_button)
self.tree.setItemWidget(item, 8, output_button)
self.tree.setItemWidget(item, 9, delete_button)
item.setText(4, str(d["count"]))
item.setText(5, d["start"].strftime("%Y-%m-%d %H:%M:%S"))
item.setText(6, d["end"].strftime("%Y-%m-%d %H:%M:%S"))
self.minute_child.setExpanded(True)
self.hour_child.setExpanded(True)
self.daily_child.setExpanded(True)
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])
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("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)
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()
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.formula_line = QtWidgets.QLineEdit()
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("价格公式"), 3, 0)
grid.addWidget(self.formula_line, 3, 1, 1, 4)
grid.addWidget(Label("合约代码"), 4, 1)
grid.addWidget(Label("交易方向"), 4, 2)
grid.addWidget(Label("交易乘数"), 4, 3)
grid.addWidget(Label("合约模式"), 4, 4)
int_validator = QtGui.QIntValidator()
int_validator.setBottom(0)
leg_count = 5
variables = ["A", "B", "C", "D", "E"]
for i, variable in enumerate(variables):
symbol_line = QtWidgets.QLineEdit()
direction_combo = QtWidgets.QComboBox()
direction_combo.addItems(["买入", "卖出"])
trading_line = QtWidgets.QLineEdit()
trading_line.setValidator(int_validator)
inverse_combo = QtWidgets.QComboBox()
inverse_combo.addItems(["正向", "反向"])
grid.addWidget(Label(variable), 5 + i, 0)
grid.addWidget(symbol_line, 5 + i, 1)
grid.addWidget(direction_combo, 5 + i, 2)
grid.addWidget(trading_line, 5 + i, 3)
grid.addWidget(inverse_combo, 5 + i, 4)
d = {
"variable": variable,
"symbol": symbol_line,
"direction": direction_combo,
"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("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()
double_validator = QtGui.QDoubleValidator()
leg_count = 5
for i in range(leg_count):
symbol_line = QtWidgets.QLineEdit()
price_line = QtWidgets.QLineEdit()
price_line.setValidator(double_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("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)
def init_ui(self) -> None:
""""""
self.setWindowTitle(f"{self.portfolio_name}组合配置")
portfolio_setting = self.option_engine.get_portfolio_setting(
self.portfolio_name)
form = QtWidgets.QFormLayout()
# Model Combo
self.model_name_combo = QtWidgets.QComboBox()
self.model_name_combo.addItems(list(PRICING_MODELS.keys()))
model_name = portfolio_setting.get("model_name", "")
if model_name:
self.model_name_combo.setCurrentIndex(
self.model_name_combo.findText(model_name))
form.addRow("模型", self.model_name_combo)
# Interest rate spin
self.interest_rate_spin = QtWidgets.QDoubleSpinBox()
self.interest_rate_spin.setMinimum(0)
self.interest_rate_spin.setMaximum(20)
self.interest_rate_spin.setDecimals(1)
self.interest_rate_spin.setSuffix("%")
interest_rate = portfolio_setting.get("interest_rate", 0.02)
self.interest_rate_spin.setValue(interest_rate * 100)
form.addRow("利率", self.interest_rate_spin)
# Inverse combo
self.inverse_combo = QtWidgets.QComboBox()
self.inverse_combo.addItems(["正向", "反向"])
inverse = portfolio_setting.get("inverse", False)
if inverse:
self.inverse_combo.setCurrentIndex(1)
else:
self.inverse_combo.setCurrentIndex(0)
form.addRow("合约", self.inverse_combo)
# Underlying for each chain
self.combos: Dict[str, QtWidgets.QComboBox] = {}
portfolio = self.option_engine.get_portfolio(self.portfolio_name)
underlying_symbols = self.option_engine.get_underlying_symbols(
self.portfolio_name)
chain_symbols = list(portfolio._chains.keys())
chain_symbols.sort()
chain_underlying_map = portfolio_setting.get("chain_underlying_map",
{})
for chain_symbol in chain_symbols:
combo = QtWidgets.QComboBox()
combo.addItem("")
combo.addItems(underlying_symbols)
underlying_symbol = chain_underlying_map.get(chain_symbol, "")
if underlying_symbol:
combo.setCurrentIndex(combo.findText(underlying_symbol))
form.addRow(chain_symbol, combo)
self.combos[chain_symbol] = combo
# Set layout
button = QtWidgets.QPushButton("确定")
button.clicked.connect(self.update_portfolio_setting)
form.addRow(button)
self.setLayout(form)
def init_ui(self) -> None:
""""""
self.setWindowTitle("期权电子眼")
self.algo_monitor = ElectronicEyeMonitor(self.option_engine,
self.portfolio_name)
self.log_monitor = QtWidgets.QTextEdit()
self.log_monitor.setReadOnly(True)
self.log_monitor.setMaximumWidth(400)
stop_pricing_button = QtWidgets.QPushButton("停止定价")
stop_pricing_button.clicked.connect(self.stop_pricing_for_all)
stop_trading_button = QtWidgets.QPushButton("停止交易")
stop_trading_button.clicked.connect(self.stop_trading_for_all)
self.price_spread_spin = AlgoDoubleSpinBox()
self.volatility_spread_spin = AlgoDoubleSpinBox()
self.direction_combo = AlgoDirectionCombo()
self.max_order_size_spin = AlgoPositiveSpinBox()
self.target_pos_spin = AlgoSpinBox()
self.max_pos_spin = AlgoPositiveSpinBox()
price_spread_button = QtWidgets.QPushButton("设置")
price_spread_button.clicked.connect(self.set_price_spread_for_all)
volatility_spread_button = QtWidgets.QPushButton("设置")
volatility_spread_button.clicked.connect(
self.set_volatility_spread_for_all)
direction_button = QtWidgets.QPushButton("设置")
direction_button.clicked.connect(self.set_direction_for_all)
max_order_size_button = QtWidgets.QPushButton("设置")
max_order_size_button.clicked.connect(self.set_max_order_size_for_all)
target_pos_button = QtWidgets.QPushButton("设置")
target_pos_button.clicked.connect(self.set_target_pos_for_all)
max_pos_button = QtWidgets.QPushButton("设置")
max_pos_button.clicked.connect(self.set_max_pos_for_all)
QLabel = QtWidgets.QLabel
grid = QtWidgets.QGridLayout()
grid.addWidget(QLabel("价格价差"), 0, 0)
grid.addWidget(self.price_spread_spin, 0, 1)
grid.addWidget(price_spread_button, 0, 2)
grid.addWidget(QLabel("隐波价差"), 1, 0)
grid.addWidget(self.volatility_spread_spin, 1, 1)
grid.addWidget(volatility_spread_button, 1, 2)
grid.addWidget(QLabel("持仓上限"), 2, 0)
grid.addWidget(self.max_pos_spin, 2, 1)
grid.addWidget(max_pos_button, 2, 2)
grid.addWidget(QLabel("目标持仓"), 3, 0)
grid.addWidget(self.target_pos_spin, 3, 1)
grid.addWidget(target_pos_button, 3, 2)
grid.addWidget(QLabel("最大委托"), 4, 0)
grid.addWidget(self.max_order_size_spin, 4, 1)
grid.addWidget(max_order_size_button, 4, 2)
grid.addWidget(QLabel("方向"), 5, 0)
grid.addWidget(self.direction_combo, 5, 1)
grid.addWidget(direction_button, 5, 2)
hbox1 = QtWidgets.QHBoxLayout()
hbox1.addWidget(stop_pricing_button)
hbox1.addWidget(stop_trading_button)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox1)
vbox.addLayout(grid)
vbox.addWidget(self.log_monitor)
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(self.algo_monitor)
hbox.addLayout(vbox)
self.setLayout(hbox)
def init_ui(self):
self.setWindowTitle("同步合约设置")
self.setMinimumWidth(300)
self.symbol_combo = ComboBox()
self.symbol_combo.pop_show.connect(self.refresh_symbol_list)
self.symbol_combo.activated[str].connect(self.set_removed_symbol)
self.refresh_symbol_list()
self.intra_combo = ComboBox()
self.intra_combo.pop_show.connect(self.refresh_intra_list)
self.intra_combo.activated[str].connect(self.set_removed_com)
self.refresh_intra_list()
self.order_vol_combo = ComboBox()
self.order_vol_combo.pop_show.connect(self.refresh_order_vol_white_list)
self.order_vol_combo.activated[str].connect(self.set_removed_order_vol)
self.refresh_order_vol_white_list()
self.filter_vol_combo = QtWidgets.QComboBox()
self.filter_vol_combo.addItems(['是', '否'])
self.filter_vol_combo.activated[str].connect(self.set_is_filter_vol)
self.get_current_filter_vol()
validator = QtGui.QIntValidator()
self.new_remove_line = QtWidgets.QLineEdit()
self.new_intra_line = QtWidgets.QLineEdit()
self.new_order_vol_line = QtWidgets.QLineEdit()
self.new_order_vol_line.setValidator(validator)
button_add = QtWidgets.QPushButton("添加禁止同步")
button_add.clicked.connect(self.add)
button_remove = QtWidgets.QPushButton("移除禁止同步")
button_remove.clicked.connect(self.remove)
button_add_com = QtWidgets.QPushButton("添加日内品种")
button_add_com.clicked.connect(self.add_com)
button_remove_com = QtWidgets.QPushButton("移除日内品种")
button_remove_com.clicked.connect(self.remove_com)
button_add_order_volume = QtWidgets.QPushButton("添加委托手数")
button_add_order_volume.clicked.connect(self.add_order_volume)
button_remove_order_volume = QtWidgets.QPushButton("移除委托手数")
button_remove_order_volume.clicked.connect(self.remove_order_volume)
big_btns = [
button_add, button_remove,
button_add_com, button_remove_com,
button_add_order_volume, button_remove_order_volume
]
for btn in big_btns:
btn.setFixedHeight(btn.sizeHint().height() * 1)
save_setting_button = QtWidgets.QPushButton("保存设置")
save_setting_button.clicked.connect(self.save_setting)
save_setting_button.setFixedHeight(save_setting_button.sizeHint().height() * 1.5)
form = QtWidgets.QFormLayout()
form.addRow("禁止同步合约", self.symbol_combo)
form.addRow("添加新合约", self.new_remove_line)
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(button_add)
hbox.addWidget(button_remove)
form_com = QtWidgets.QFormLayout()
form_com.addRow("日内模式品种", self.intra_combo)
form_com.addRow("添加新品种", self.new_intra_line)
hbox_com = QtWidgets.QHBoxLayout()
hbox_com.addWidget(button_add_com)
hbox_com.addWidget(button_remove_com)
form_order_vol = QtWidgets.QFormLayout()
form_order_vol.addRow("是否过滤委托手数", self.filter_vol_combo)
form_order_vol.addRow("允许跟单委托手数", self.order_vol_combo)
form_order_vol.addRow("添加新手数", self.new_order_vol_line)
hbox_order_vol = QtWidgets.QHBoxLayout()
hbox_order_vol.addWidget(button_add_order_volume)
hbox_order_vol.addWidget(button_remove_order_volume)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(form)
vbox.addLayout(hbox)
vbox.addLayout(form_com)
vbox.addLayout(hbox_com)
vbox.addLayout(form_order_vol)
vbox.addLayout(hbox_order_vol)
vbox.addWidget(save_setting_button)
self.setLayout(vbox)
def init_ui(self):
self.setWindowTitle("委托设置")
self.setMinimumWidth(300)
self.order_type_combo = QtWidgets.QComboBox()
self.order_type_combo.addItems(['限价', '市价'])
self.order_type_combo.activated[str].connect(self.set_order_type)
self.get_current_order_type()
self.chase_base_price_combo = QtWidgets.QComboBox()
self.chase_base_price_combo.addItems(['对手价', '挂单价'])
self.chase_base_price_combo.activated[str].connect(self.set_chase_base_price)
self.get_current_chase_base_price()
self.chase_combo = QtWidgets.QComboBox()
self.chase_combo.addItems(['是', '否'])
self.chase_combo.activated[str].connect(self.set_is_chase)
self.get_current_chase()
self.chase_base_last_order_combo = QtWidgets.QComboBox()
self.chase_base_last_order_combo.addItems(['是', '否'])
self.chase_base_last_order_combo.activated[str].connect(self.set_chase_base_last)
self.chase_base_last_order_combo.currentIndexChanged[int].connect(self.change_base_price_editable)
self.get_current_chase_base_last()
validator = QtGui.QIntValidator()
self.chase_timeout_line = QtWidgets.QLineEdit(str(self.follow_engine.chase_order_timeout))
self.chase_timeout_line.setValidator(validator)
self.chase_timeout_line.editingFinished.connect(self.set_chase_order_timeout)
self.chase_tickadd_line = QtWidgets.QLineEdit(str(self.follow_engine.chase_order_tick_add))
self.chase_tickadd_line.setValidator(validator)
self.chase_tickadd_line.editingFinished.connect(self.set_chase_order_tickadd)
self.chase_resend_line = QtWidgets.QLineEdit(str(self.follow_engine.chase_max_resend))
self.chase_resend_line.setValidator(validator)
self.chase_resend_line.editingFinished.connect(self.set_chase_max_resend)
self.timeout_line = QtWidgets.QLineEdit(str(self.follow_engine.cancel_order_timeout))
self.timeout_line.setValidator(validator)
self.timeout_line.editingFinished.connect(self.set_cancel_order_timeout)
self.tickout_line = QtWidgets.QLineEdit(str(self.follow_engine.tick_add))
self.tickout_line.setValidator(validator)
self.tickout_line.editingFinished.connect(self.set_tick_add)
self.mustdone_tickout_line = QtWidgets.QLineEdit(str(self.follow_engine.must_done_tick_add))
self.mustdone_tickout_line.setValidator(validator)
self.mustdone_tickout_line.editingFinished.connect(self.set_must_done_tick_add)
self.single_max_line = QtWidgets.QLineEdit(str(self.follow_engine.single_max))
self.single_max_line.setValidator(validator)
self.single_max_line.editingFinished.connect(self.set_single_max)
self.save_setting_button = QtWidgets.QPushButton("保存设置")
self.save_setting_button.clicked.connect(self.save_setting)
self.save_setting_button.setFixedHeight(self.save_setting_button.sizeHint().height() * 1.5)
form = QtWidgets.QFormLayout()
form.addRow("发单类型", self.order_type_combo)
form.addRow("超时撤单(秒)", self.timeout_line)
form.addRow("小超价档位", self.tickout_line)
form.addRow("大超价档位", self.mustdone_tickout_line)
form.addRow("单笔最大手数", self.single_max_line)
form.addRow("是否追单", self.chase_combo)
form.addRow("是否基于上笔委托追单", self.chase_base_last_order_combo)
form.addRow("追单基础价(不指定)", self.chase_base_price_combo)
form.addRow("追单超时", self.chase_timeout_line)
form.addRow("追单超价", self.chase_tickadd_line)
form.addRow("最大追单次数", self.chase_resend_line)
form.addRow(self.save_setting_button)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(form)
self.setLayout(vbox)
def init_ui(self):
""""""
self.setWindowTitle(f"跟随交易 [{TRADER_DIR}]")
self.setMinimumSize(920, 750)
self.setMaximumSize(1920, 1080)
# create widgets
self.start_button = QtWidgets.QPushButton("启动")
self.start_button.clicked.connect(self.start_follow)
self.stop_button = QtWidgets.QPushButton("停止")
self.stop_button.clicked.connect(self.stop_follow)
self.stop_button.setEnabled(False)
self.sync_pos_button = QtWidgets.QPushButton("同步持仓")
self.sync_pos_button.clicked.connect(self.sync_pos)
self.sync_pos_button.setEnabled(False)
self.modify_pos_button = QtWidgets.QPushButton("修改仓位")
self.modify_pos_button.clicked.connect(self.manual_modify_pos)
self.set_skip_button = QtWidgets.QPushButton("同步设置")
self.set_skip_button.clicked.connect(self.set_skip_contracts)
self.set_order_button = QtWidgets.QPushButton("委托设置")
self.set_order_button.clicked.connect(self.set_order_setting)
self.close_hedged_pos_button = QtWidgets.QPushButton("锁仓单平仓")
self.close_hedged_pos_button.clicked.connect(self.close_hedged_pos)
self.close_hedged_pos_button.setEnabled(False)
for btn in [self.start_button,
self.stop_button,
self.sync_pos_button,
self.modify_pos_button,
self.set_skip_button,
self.set_order_button,
self.close_hedged_pos_button]:
btn.setFixedHeight(btn.sizeHint().height() * 2)
gateways = self.follow_engine.get_connected_gateway_names()
if len(gateways) == 2:
self.is_gateway_inited = True
self.source_combo = ComboBox()
self.source_combo.addItems(gateways)
self.source_combo.pop_show.connect(self.refresh_gateway_name)
self.target_combo = ComboBox()
self.target_combo.addItems(gateways)
self.target_combo.pop_show.connect(self.refresh_gateway_name)
self.skip_contracts_combo = ComboBox()
self.skip_contracts_combo.pop_show.connect(self.refresh_skip_contracts)
self.refresh_skip_contracts()
self.intraday_combo = ComboBox()
self.intraday_combo.pop_show.connect(self.refresh_intraday)
self.refresh_intraday()
self.order_vol_combo = ComboBox()
self.order_vol_combo.pop_show.connect(self.refresh_order_vols)
self.refresh_order_vols()
self.follow_direction_combo = QtWidgets.QComboBox()
self.follow_direction_combo.addItems(['正向跟随', '反向跟随'])
self.follow_direction_combo.activated[str].connect(self.set_follow_direction)
self.get_current_follow_direction()
self.follow_direction_combo.setEnabled(False)
self.intraday_trading_combo = QtWidgets.QComboBox()
self.intraday_trading_combo.addItems(['是', '否'])
self.intraday_trading_combo.activated[str].connect(self.set_is_intraday_trading)
self.get_current_intraday_trading()
validator = QtGui.QIntValidator()
self.follow_timeout_line = QtWidgets.QLineEdit(str(self.follow_engine.filter_trade_timeout))
self.follow_timeout_line.setValidator(validator)
self.follow_timeout_line.editingFinished.connect(self.set_follow_timeout)
self.multiples_line = QtWidgets.QLineEdit(str(self.follow_engine.multiples))
self.multiples_line.setValidator(validator)
self.multiples_line.editingFinished.connect(self.set_multiples)
self.pos_delta_monitor = PosDeltaMonitor(self.main_engine, self.event_engine)
self.log_monitor = LogMonitor(self.main_engine, self.event_engine)
# Set layout
form = QtWidgets.QFormLayout()
form.addRow("标准户接口", self.source_combo)
form.addRow("跟单户接口", self.target_combo)
form.addRow("跟单方向", self.follow_direction_combo)
form.addRow("超时禁跟（秒）", self.follow_timeout_line)
form.addRow("跟随倍数", self.multiples_line)
form.addRow("是否日内交易", self.intraday_trading_combo)
form.addRow(self.start_button)
form.addRow(self.stop_button)
form_action = QtWidgets.QFormLayout()
form_action.addRow("日内模式品种", self.intraday_combo)
form_action.addRow("禁止同步合约", self.skip_contracts_combo)
form_action.addRow("跟单委托手数", self.order_vol_combo)
form_action.addRow(self.modify_pos_button)
form_action.addRow(self.set_skip_button)
form_action.addRow(self.set_order_button)
form_action.addRow(self.sync_pos_button)
form_action.addRow(self.close_hedged_pos_button)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(form)
vbox.addStretch()
vbox.addLayout(form_action)
vbox.addStretch()
grid = QtWidgets.QGridLayout()
grid.addLayout(vbox, 0, 0, 2, 1)
grid.addWidget(self.pos_delta_monitor, 0, 1)
grid.addWidget(self.log_monitor, 1, 1)
grid.setColumnStretch(0, 1)
grid.setColumnStretch(1, 3)
self.setLayout(grid)
def init_ui(self) -> None:
""""""
self.setWindowTitle("波动率管理")
tab = QtWidgets.QTabWidget()
vbox = QtWidgets.QVBoxLayout()
vbox.addWidget(tab)
self.setLayout(vbox)
self.chain_symbols = list(self.portfolio.chains.keys())
self.chain_symbols.sort()
for chain_symbol in self.chain_symbols:
chain = self.portfolio.get_chain(chain_symbol)
table = QtWidgets.QTableWidget()
table.setEditTriggers(table.NoEditTriggers)
table.verticalHeader().setVisible(False)
table.setColumnCount(4)
table.setRowCount(len(chain.indexes))
table.setHorizontalHeaderLabels(["行权价", "中值隐波", "定价隐波", "执行拟合"])
table.horizontalHeader().setSectionResizeMode(
QtWidgets.QHeaderView.Stretch)
for row, index in enumerate(chain.indexes):
index_cell = IndexCell(index)
mid_impv_cell = MonitorCell("")
set_func = partial(self.set_pricing_impv,
chain_symbol=chain_symbol,
index=index)
pricing_impv_spin = VolatilityDoubleSpinBox()
pricing_impv_spin.setAlignment(QtCore.Qt.AlignCenter)
pricing_impv_spin.valueChanged.connect(set_func)
check = QtWidgets.QCheckBox()
check_hbox = QtWidgets.QHBoxLayout()
check_hbox.setAlignment(QtCore.Qt.AlignCenter)
check_hbox.addWidget(check)
check_widget = QtWidgets.QWidget()
check_widget.setLayout(check_hbox)
table.setItem(row, 0, index_cell)
table.setItem(row, 1, mid_impv_cell)
table.setCellWidget(row, 2, pricing_impv_spin)
table.setCellWidget(row, 3, check_widget)
cells = {
"mid_impv": mid_impv_cell,
"pricing_impv": pricing_impv_spin,
"check": check
}
self.cells[(chain_symbol, index)] = cells
reset_func = partial(self.reset_pricing_impv,
chain_symbol=chain_symbol)
button_reset = QtWidgets.QPushButton("重置")
button_reset.clicked.connect(reset_func)
fit_func = partial(self.fit_pricing_impv,
chain_symbol=chain_symbol)
button_fit = QtWidgets.QPushButton("拟合")
button_fit.clicked.connect(fit_func)
increase_func = partial(self.increase_pricing_impv,
chain_symbol=chain_symbol)
button_increase = QtWidgets.QPushButton("+0.1%")
button_increase.clicked.connect(increase_func)
decrease_func = partial(self.decrease_pricing_impv,
chain_symbol=chain_symbol)
button_decrease = QtWidgets.QPushButton("-0.1%")
button_decrease.clicked.connect(decrease_func)
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(button_reset)
hbox.addWidget(button_fit)
hbox.addWidget(button_increase)
hbox.addWidget(button_decrease)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox)
vbox.addWidget(table)
chain_widget = QtWidgets.QWidget()
chain_widget.setLayout(vbox)
tab.addTab(chain_widget, chain_symbol)
self.update_pricing_impv(chain_symbol)
self.default_foreground = mid_impv_cell.foreground()
self.default_background = mid_impv_cell.background()
table.resizeRowsToContents()
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 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
)
self.limit_order_monitor = LimitOrderMonitor(
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.limit_order_monitor,1,1)
grid.addWidget(self.log_monitor, 2, 1)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox1)
vbox.addLayout(grid)
self.setLayout(vbox)
def init_ui(self):
""""""
self.setWindowTitle("CTA回测")
# Setting Part
self.class_combo = QtWidgets.QComboBox()
self.class_combo.addItems(self.class_names)
self.symbol_line = QtWidgets.QLineEdit("IF88.CFFEX")
self.interval_combo = QtWidgets.QComboBox()
for inteval in Interval:
self.interval_combo.addItem(inteval.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")
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)
for button in [
backtesting_button,
optimization_button,
downloading_button,
self.result_button,
self.order_button,
self.trade_button,
self.daily_button,
self.candle_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)
left_vbox = QtWidgets.QVBoxLayout()
left_vbox.addLayout(form)
left_vbox.addWidget(backtesting_button)
left_vbox.addWidget(downloading_button)
left_vbox.addStretch()
left_vbox.addWidget(self.trade_button)
left_vbox.addWidget(self.order_button)
left_vbox.addWidget(self.daily_button)
left_vbox.addWidget(self.candle_button)
left_vbox.addStretch()
left_vbox.addWidget(optimization_button)
left_vbox.addWidget(self.result_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)
def process_rule_event(self, event: Event) -> None:
""""""
rule_data = event.data
name = rule_data["name"]
formula = rule_data["formula"]
params = rule_data["params"]
ndigits = rule_data["ndigits"]
if name not in self.cells:
name_button = QtWidgets.QPushButton(name)
name_func = partial(self.add_signal, name)
name_button.clicked.connect(name_func)
name_button.setToolTip("添加雷达信号")
value_cell = RadarCell()
time_cell = RadarCell()
formula_cell = RadarCell(formula)
a_cell = RadarCell(params.get("A", ""))
b_cell = RadarCell(params.get("B", ""))
c_cell = RadarCell(params.get("C", ""))
d_cell = RadarCell(params.get("D", ""))
e_cell = RadarCell(params.get("E", ""))
ndigits_cell = RadarCell(str(ndigits))
remove_func = partial(self.remove_rule, name)
remove_button = QtWidgets.QPushButton("删除")
remove_button.clicked.connect(remove_func)
self.insertRow(0)
self.setCellWidget(0, 0, name_button)
self.setItem(0, 1, value_cell)
self.setItem(0, 2, time_cell)
self.setItem(0, 3, formula_cell)
self.setItem(0, 4, a_cell)
self.setItem(0, 5, b_cell)
self.setItem(0, 6, c_cell)
self.setItem(0, 7, d_cell)
self.setItem(0, 8, e_cell)
self.setItem(0, 9, ndigits_cell)
self.setCellWidget(0, 10, remove_button)
self.cells[name] = {
"name": name_button,
"value": value_cell,
"time": time_cell,
"formula": formula_cell,
"a": a_cell,
"b": b_cell,
"c": c_cell,
"d": d_cell,
"e": e_cell,
"ndigits": ndigits_cell
}
else:
row_cells = self.cells[name]
row_cells["formula"].setText(formula)
row_cells["a"].setText(params.get("A", ""))
row_cells["b"].setText(params.get("B", ""))
row_cells["c"].setText(params.get("C", ""))
row_cells["d"].setText(params.get("D", ""))
row_cells["e"].setText(params.get("E", ""))
row_cells["ndigits"].setText(str(ndigits))
def init_ui(self) -> None:
""""""
self.setWindowTitle("期权交易")
# Trading Area
self.symbol_line = QtWidgets.QLineEdit()
self.symbol_line.returnPressed.connect(self._update_symbol)
float_validator = QtGui.QDoubleValidator()
float_validator.setBottom(0)
self.price_line = QtWidgets.QLineEdit()
self.price_line.setValidator(float_validator)
int_validator = QtGui.QIntValidator()
int_validator.setBottom(0)
self.volume_line = QtWidgets.QLineEdit()
self.volume_line.setValidator(int_validator)
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.OPEN.value, Offset.CLOSE.value])
order_button = QtWidgets.QPushButton("委托")
order_button.clicked.connect(self.send_order)
cancel_button = QtWidgets.QPushButton("全撤")
cancel_button.clicked.connect(self.cancel_all)
form1 = QtWidgets.QFormLayout()
form1.addRow("代码", self.symbol_line)
form1.addRow("方向", self.direction_combo)
form1.addRow("开平", self.offset_combo)
form1.addRow("价格", self.price_line)
form1.addRow("数量", self.volume_line)
form1.addRow(order_button)
form1.addRow(cancel_button)
# Depth Area
bid_color = "rgb(255,174,201)"
ask_color = "rgb(160,255,160)"
self.bp1_label = self.create_label(bid_color)
self.bp2_label = self.create_label(bid_color)
self.bp3_label = self.create_label(bid_color)
self.bp4_label = self.create_label(bid_color)
self.bp5_label = self.create_label(bid_color)
self.bv1_label = self.create_label(bid_color,
alignment=QtCore.Qt.AlignRight)
self.bv2_label = self.create_label(bid_color,
alignment=QtCore.Qt.AlignRight)
self.bv3_label = self.create_label(bid_color,
alignment=QtCore.Qt.AlignRight)
self.bv4_label = self.create_label(bid_color,
alignment=QtCore.Qt.AlignRight)
self.bv5_label = self.create_label(bid_color,
alignment=QtCore.Qt.AlignRight)
self.ap1_label = self.create_label(ask_color)
self.ap2_label = self.create_label(ask_color)
self.ap3_label = self.create_label(ask_color)
self.ap4_label = self.create_label(ask_color)
self.ap5_label = self.create_label(ask_color)
self.av1_label = self.create_label(ask_color,
alignment=QtCore.Qt.AlignRight)
self.av2_label = self.create_label(ask_color,
alignment=QtCore.Qt.AlignRight)
self.av3_label = self.create_label(ask_color,
alignment=QtCore.Qt.AlignRight)
self.av4_label = self.create_label(ask_color,
alignment=QtCore.Qt.AlignRight)
self.av5_label = self.create_label(ask_color,
alignment=QtCore.Qt.AlignRight)
self.lp_label = self.create_label()
self.return_label = self.create_label(alignment=QtCore.Qt.AlignRight)
min_width = 70
self.lp_label.setMinimumWidth(min_width)
self.return_label.setMinimumWidth(min_width)
form2 = QtWidgets.QFormLayout()
form2.addRow(self.ap5_label, self.av5_label)
form2.addRow(self.ap4_label, self.av4_label)
form2.addRow(self.ap3_label, self.av3_label)
form2.addRow(self.ap2_label, self.av2_label)
form2.addRow(self.ap1_label, self.av1_label)
form2.addRow(self.lp_label, self.return_label)
form2.addRow(self.bp1_label, self.bv1_label)
form2.addRow(self.bp2_label, self.bv2_label)
form2.addRow(self.bp3_label, self.bv3_label)
form2.addRow(self.bp4_label, self.bv4_label)
form2.addRow(self.bp5_label, self.bv5_label)
# Set layout
hbox = QtWidgets.QHBoxLayout()
hbox.addLayout(form1)
hbox.addLayout(form2)
self.setLayout(hbox)
def init_ui(self) -> None:
""""""
self.setWindowTitle("市场雷达")
self.radar_monitor = RadarMonitor(self.radar_engine)
self.signal_monitor = SignalMonitor(self.radar_engine)
self.log_monitor = QtWidgets.QTextEdit()
self.log_monitor.setReadOnly(True)
self.name_line = QtWidgets.QLineEdit()
self.formula_line = QtWidgets.QLineEdit()
self.a_line = QtWidgets.QLineEdit()
self.b_line = QtWidgets.QLineEdit()
self.c_line = QtWidgets.QLineEdit()
self.d_line = QtWidgets.QLineEdit()
self.e_line = QtWidgets.QLineEdit()
self.ndigits_spin = QtWidgets.QSpinBox()
self.ndigits_spin.setMinimum(0)
self.ndigits_spin.setValue(2)
add_button = QtWidgets.QPushButton("添加")
add_button.clicked.connect(self.add_rule)
add_button.setFixedHeight(add_button.sizeHint().height() * 2)
edit_button = QtWidgets.QPushButton("修改")
edit_button.clicked.connect(self.edit_rule)
edit_button.setFixedHeight(edit_button.sizeHint().height() * 2)
load_button = QtWidgets.QPushButton("导入CSV")
load_button.clicked.connect(self.load_csv)
form = QtWidgets.QFormLayout()
form.addRow("名称", self.name_line)
form.addRow("公式", self.formula_line)
form.addRow("A", self.a_line)
form.addRow("B", self.b_line)
form.addRow("C", self.c_line)
form.addRow("D", self.d_line)
form.addRow("E", self.e_line)
form.addRow("小数", self.ndigits_spin)
form.addRow(add_button)
form.addRow(edit_button)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(form)
vbox.addStretch()
vbox.addWidget(load_button)
left_widget = QtWidgets.QWidget()
left_widget.setLayout(vbox)
left_widget.setFixedWidth(300)
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(left_widget)
hbox.addWidget(self.signal_monitor)
hbox.addWidget(self.log_monitor)
vbox2 = QtWidgets.QVBoxLayout()
vbox2.addWidget(self.radar_monitor)
vbox2.addLayout(hbox)
self.setLayout(vbox2)