def initDialogSummary(self, result, KData=None):
# 1) creates layouts
dialog = QtGui.QDialog()
mainLayout = QtGui.QHBoxLayout()
rightLayout = QtGui.QVBoxLayout()
mainLayout.addLayout(rightLayout)
dialog.setLayout(mainLayout)
dialog.setWindowTitle(('Strategy Results'))
import os, sys
xpower = os.path.abspath(
os.path.join(os.path.dirname(__file__), os.pardir, os.pardir,
os.pardir, 'midProjects', 'histdataUI'))
sys.path.append(xpower)
from Widgets.pgCandleWidgetCross import pgCandleWidgetCross
from Widgets.pgCrossAddition import pgCrossAddition
from pyqtgraph.dockarea import DockArea, Dock
area = DockArea()
rightLayout.addWidget(area)
# 2) creates widgets
# 2.1)candle
pgCandleView = pgCandleWidgetCross(dataForCandle=KData)
dCandle = Dock("candles", closable=True,
size=(200,
300)) ## give this dock the minimum possible size
area.addDock(dCandle, 'bottom')
dCandle.addWidget(pgCandleView)
# 2) creates widgets
# 2.3)position_cost
if (True):
PyqtGraphPositionCost = pgCrossAddition()
self.availableCashPlot(PyqtGraphPositionCost)
dAvailableCash = Dock("available_cash",
closable=True,
size=(200, 100))
area.addDock(dAvailableCash, 'bottom')
dAvailableCash.addWidget(PyqtGraphPositionCost)
PyqtGraphPositionCost.setXLink(pgCandleView)
# 2.3)position_cost
if (True):
PyqtGraphPositionCost = pgCrossAddition()
self.portfolioPlot(PyqtGraphPositionCost)
dPortfolioValue = Dock("portfolio_value",
closable=True,
size=(200, 100))
area.addDock(dPortfolioValue, 'bottom')
dPortfolioValue.addWidget(PyqtGraphPositionCost)
PyqtGraphPositionCost.setXLink(pgCandleView)
return dialog
def initDialogSummary(self,result,KData=None):
# 1) creates layouts
dialog = QtGui.QDialog()
mainLayout = QtGui.QHBoxLayout()
rightLayout = QtGui.QVBoxLayout()
mainLayout.addLayout(rightLayout)
dialog.setLayout(mainLayout)
dialog.setWindowTitle(('Strategy Results'))
import os,sys
xpower = os.path.abspath(os.path.join(os.path.dirname(__file__),os.pardir,os.pardir,os.pardir,'midProjects','histdataUI'))
sys.path.append(xpower)
from Widgets.pgCandleWidgetCross import pgCandleWidgetCross
from Widgets.pgCrossAddition import pgCrossAddition
from pyqtgraph.dockarea import DockArea,Dock
area = DockArea()
rightLayout.addWidget(area)
# 2) creates widgets
# 2.1)candle
pgCandleView = pgCandleWidgetCross(dataForCandle=KData)
dCandle = Dock("candles",closable=True, size=(200,300)) ## give this dock the minimum possible size
area.addDock(dCandle, 'bottom')
dCandle.addWidget(pgCandleView)
# 2) creates widgets
# 2.3)position_cost
if(True):
PyqtGraphPositionCost = pgCrossAddition()
self.availableCashPlot(PyqtGraphPositionCost)
dAvailableCash = Dock("available_cash",closable=True, size=(200,100))
area.addDock(dAvailableCash, 'bottom')
dAvailableCash.addWidget(PyqtGraphPositionCost)
PyqtGraphPositionCost.setXLink(pgCandleView)
# 2.3)position_cost
if(True):
PyqtGraphPositionCost = pgCrossAddition()
self.portfolioPlot(PyqtGraphPositionCost)
dPortfolioValue = Dock("portfolio_value",closable=True, size=(200,100))
area.addDock(dPortfolioValue, 'bottom')
dPortfolioValue.addWidget(PyqtGraphPositionCost)
PyqtGraphPositionCost.setXLink(pgCandleView)
return dialog
def initDialog(self,results=None,KData=None,bDrawText=False):
# 1) creates layouts
dialog = QtGui.QDialog()
mainLayout = QtGui.QHBoxLayout()
rightLayout = QtGui.QVBoxLayout()
mainLayout.addLayout(rightLayout)
dialog.setLayout(mainLayout)
dialog.setWindowTitle(('Strategy Results'))
# 2) creates widgets
from Widgets.pgCandleWidgetCross import pgCandleWidgetCross
from Widgets.pgCrossAddition import pgCrossAddition
from pyqtgraph.dockarea import DockArea,Dock
area = DockArea()
## Create docks, place them into the window one at a time.
## Note that size arguments are only a suggestion; docks will still have to
## fill the entire dock area and obey the limits of their internal widgets.
d1 = Dock("price", size=(200,100))
d2 = Dock("position", size=(200,100))
area.addDock(d1, 'bottom')
area.addDock(d2, 'bottom')
rightLayout.addWidget(area)
pgCandleView = pgCandleWidgetCross(dataForCandle=KData)
PyqtGraphindicators = pgCrossAddition()
toShow = pgCandleView
self.pricePlot(toShow)
d1.addWidget(toShow)
PyqtGraphPosition = pgCrossAddition()
self.positionPlot(PyqtGraphPosition)
d2.addWidget(PyqtGraphPosition)
PyqtGraphPosition.showGrid(x=True, y=True)
PyqtGraphPosition.setXLink(toShow)
return dialog
def initDialogSymbol(self,results=None,KData=None,bDrawText=False,InKLine = False):
# 1) creates layouts
dialog = QtGui.QDialog()
mainLayout = QtGui.QHBoxLayout()
rightLayout = QtGui.QVBoxLayout()
mainLayout.addLayout(rightLayout)
dialog.setLayout(mainLayout)
dialog.setWindowTitle(('Strategy Results'))
import os,sys
xpower = os.path.abspath(os.path.join(os.path.dirname(__file__),os.pardir,os.pardir,os.pardir,'midProjects','histdataUI'))
sys.path.append(xpower)
from Widgets.pgCandleWidgetCross import pgCandleWidgetCross
from Widgets.pgCrossAddition import pgCrossAddition
from pyqtgraph.dockarea import DockArea,Dock
area = DockArea()
rightLayout.addWidget(area)
# 2) creates widgets
# 2.1)candle
pgCandleView = pgCandleWidgetCross(dataForCandle=KData)
self.pricePlot(pgCandleView)
if(InKLine):
self.indicatorsPlot(pgCandleView)
#self.signalPlot(pgCandleView,yBuy = KData.take([1],axis=1),ySell = KData.take([1],axis=1))
self.signalPlot(pgCandleView)
dCandle = Dock("candles",closable=True, size=(200,300)) ## give this dock the minimum possible size
area.addDock(dCandle, 'bottom')
dCandle.addWidget(pgCandleView)
# 2.2)long_pnl 当前position_pnl曲线
if(True):
PyqtGraphPnl = pgCrossAddition()
self.longPnlPlot(PyqtGraphPnl,bDrawText=bDrawText)
long_pnl = np.array(self.results.long_pnl)
self.signalPlot(PyqtGraphPnl,yBuy = long_pnl,ySell = long_pnl)
dPnl = Dock("long_pnl", closable=True, size=(200,100))
area.addDock(dPnl, 'bottom')
dPnl.addWidget(PyqtGraphPnl)
PyqtGraphPnl.setXLink(pgCandleView)
# 2.3)long_cost
if(True):
PyqtGraphPositionCost = pgCrossAddition()
self.longCostPlot(PyqtGraphPositionCost)
dPositionCost = Dock("long_cost",closable=True, size=(200,100))
area.addDock(dPositionCost, 'bottom')
dPositionCost.addWidget(PyqtGraphPositionCost)
PyqtGraphPositionCost.setXLink(pgCandleView)
# 2.2)long_pnl 当前position_pnl曲线
if(True):
PyqtGraphPnl = pgCrossAddition()
self.shortPnlPlot(PyqtGraphPnl,bDrawText=bDrawText)
short_pnl = np.array(self.results.short_pnl)
self.signalPlot(PyqtGraphPnl,yBuy = short_pnl,ySell = short_pnl)
dPnl = Dock("short_pnl", closable=True, size=(200,100))
area.addDock(dPnl, 'bottom')
dPnl.addWidget(PyqtGraphPnl)
PyqtGraphPnl.setXLink(pgCandleView)
# 2.3)long_cost
if(True):
PyqtGraphPositionCost = pgCrossAddition()
self.shortCostPlot(PyqtGraphPositionCost)
dPositionCost = Dock("short_cost",closable=True, size=(200,100))
area.addDock(dPositionCost, 'bottom')
dPositionCost.addWidget(PyqtGraphPositionCost)
PyqtGraphPositionCost.setXLink(pgCandleView)
# 2.3)position_volume
if(False):
PyqtGraphPosition = pgCrossAddition()
self.positionVolumePlot(PyqtGraphPosition)
dPosition = Dock("position_volume",closable=True, size=(200,100))
area.addDock(dPosition, 'bottom')
dPosition.addWidget(PyqtGraphPosition)
PyqtGraphPosition.setXLink(pgCandleView)
# 2.4)portfolio 总资产变动曲线 cash + equity
if(True):
PyqtGraphPortfolio = pgCrossAddition()
self.positionValuePlot(PyqtGraphPortfolio)
dPortfolio = Dock("portfolio", closable=True,size=(200,100))
area.addDock(dPortfolio, 'bottom')
dPortfolio.addWidget(PyqtGraphPortfolio)
PyqtGraphPortfolio.setXLink(pgCandleView)
# 2.5)indicator
if(True):
PyqtGraphindicators = pgCrossAddition()
self.pricePlot(PyqtGraphindicators)
self.indicatorsPlot(PyqtGraphindicators)
self.signalPlot(PyqtGraphindicators)
dIndicator = Dock("indicator",closable=True, size=(200,100))
dIndicator.addWidget(PyqtGraphindicators)
area.addDock(dIndicator, 'bottom', dCandle)
PyqtGraphindicators.setXLink(pgCandleView)
# 2.2)position_pnl 当前position_pnl曲线
if(False):
PyqtGraphPortfolioInstruments = pgCrossAddition()
self.instrumentPnlPlot(PyqtGraphPortfolioInstruments,bDrawText=bDrawText)
position_pnl = np.array(self.results.position_pnl)
self.signalPlot(PyqtGraphPortfolioInstruments,yBuy = position_pnl,ySell = position_pnl)
dPnl = Dock("instrumentsPNL", closable=True, size=(200,100))
area.addDock(dPnl, 'bottom',dPositionCost)
dPnl.addWidget(PyqtGraphPortfolioInstruments)
PyqtGraphPortfolioInstruments.setXLink(pgCandleView)
return dialog
def initDialog(self,
results=None,
KData=None,
bDrawText=False,
InKLine=False):
# 1) creates layouts
dialog = QtGui.QDialog()
mainLayout = QtGui.QHBoxLayout()
rightLayout = QtGui.QVBoxLayout()
mainLayout.addLayout(rightLayout)
dialog.setLayout(mainLayout)
dialog.setWindowTitle(('Strategy Results'))
import os, sys
xpower = os.path.abspath(
os.path.join(os.path.dirname(__file__), os.pardir, os.pardir,
os.pardir, 'midProjects', 'histdataUI'))
sys.path.append(xpower)
from Widgets.pgCandleWidgetCross import pgCandleWidgetCross
from Widgets.pgCrossAddition import pgCrossAddition
from pyqtgraph.dockarea import DockArea, Dock
area = DockArea()
rightLayout.addWidget(area)
# 2) creates widgets
# 2.1)candle
pgCandleView = pgCandleWidgetCross(dataForCandle=KData)
self.pricePlot(pgCandleView)
if (InKLine):
self.indicatorsPlot(pgCandleView)
self.signalPlot(pgCandleView,
yBuy=KData.take([1], axis=1),
ySell=KData.take([1], axis=1))
dCandle = Dock("candles", closable=True,
size=(200,
300)) ## give this dock the minimum possible size
area.addDock(dCandle, 'bottom')
dCandle.addWidget(pgCandleView)
# 2.2)position_pnl 当前position_pnl曲线
if (True):
PyqtGraphPnl = pgCrossAddition()
self.positionPnlPlot(PyqtGraphPnl, bDrawText=bDrawText)
position_pnl = np.array(self.results.position_pnl)
self.signalPlot(PyqtGraphPnl,
yBuy=position_pnl,
ySell=position_pnl)
dPnl = Dock("position_pnl", closable=True, size=(200, 100))
area.addDock(dPnl, 'bottom')
dPnl.addWidget(PyqtGraphPnl)
PyqtGraphPnl.setXLink(pgCandleView)
# 2.3)position_cost
if (True):
PyqtGraphPositionCost = pgCrossAddition()
self.positionCostPlot(PyqtGraphPositionCost)
dPositionCost = Dock("position_cost",
closable=True,
size=(200, 100))
area.addDock(dPositionCost, 'bottom')
dPositionCost.addWidget(PyqtGraphPositionCost)
PyqtGraphPositionCost.setXLink(pgCandleView)
# 2.3)position_volume
if (False):
PyqtGraphPosition = pgCrossAddition()
self.positionVolumePlot(PyqtGraphPosition)
dPosition = Dock("position_volume", closable=True, size=(200, 100))
area.addDock(dPosition, 'bottom')
dPosition.addWidget(PyqtGraphPosition)
PyqtGraphPosition.setXLink(pgCandleView)
# 2.4)portfolio 总资产变动曲线 cash + equity
if (True):
PyqtGraphPortfolio = pgCrossAddition()
self.portfolioPlot(PyqtGraphPortfolio)
dPortfolio = Dock("portfolio", closable=True, size=(200, 100))
area.addDock(dPortfolio, 'bottom')
dPortfolio.addWidget(PyqtGraphPortfolio)
PyqtGraphPortfolio.setXLink(pgCandleView)
# 2.5)indicator
if (True):
PyqtGraphindicators = pgCrossAddition()
self.pricePlot(PyqtGraphindicators)
self.indicatorsPlot(PyqtGraphindicators)
self.signalPlot(PyqtGraphindicators)
dIndicator = Dock("indicator", closable=True, size=(200, 100))
dIndicator.addWidget(PyqtGraphindicators)
area.addDock(dIndicator, 'bottom', dCandle)
PyqtGraphindicators.setXLink(pgCandleView)
return dialog
def initDialog(self, results=None, KData=None, bDrawText=False):
'''
orders，记录当日00:00前一日开盘时间发送的交易命令
trasactions，记录当日00:00前一日已执行的orders
positions，记录当日00:00时，各个symbols的positions
所以，这三个量都是数组，且大小不定，所以，不宜图形方式展示，适宜table方式展示
其他单值参数都可以考虑图形化方式
特别是pnl，cash，portfolio等
perf的生成时点是00:00，其内容为00:00前一天的活动
perf转化记录入result时，需要设置Index，
此Index的值为生成记录时点后的一天的收盘时间。
例如:
有三个交易日:2015-12-01，12-02，12-03
开收盘时间:Asia/Shanghai:09:30--15:00 (utc:01:30--07:00)
使用instant_fill==True方式执行订单
每日开盘时Buy(1)
有如下Events列表会生成并被处理
1)2015-12-01 00:00 utc
生成perf
perf内容：由于是第一交易日的开始时间(非开市时间)，无内容可记
记录入result：
记录Index:result.index = 2015-12-01 07:00
2)2015-12-01 01:30 utc
生成order，生成transaction，生成position
3)2015-12-02 00:00 utc
生成perf
perf内容：2015-12-01 00:00 utc 至 2015-12-02 00:00 utc期间发生的交易事项及内容
记录入result:
记录Index:result.index = 2015-12-02 07:00
之后的4)5)6)同上
不合逻辑的地方需特别注意：
1)perf的生成时间和记录时间不一致，00:00生成(当日开始(非开市))，07:00记录(当日收市)
2)perf记录的是00:00之前一日的交易，记录时点却是当日收盘(当日收盘时间的记录，给人直观的理解应是记录当日开盘到收盘期间发生的业务)
'''
self.results = results
# 1) creates layouts
dialog = QtGui.QDialog()
mainLayout = QtGui.QHBoxLayout()
rightLayout = QtGui.QVBoxLayout()
mainLayout.addLayout(rightLayout)
dialog.setLayout(mainLayout)
dialog.setWindowTitle(('Strategy Results'))
import os, sys
xpower = os.path.abspath(
os.path.join(os.path.dirname(__file__), os.pardir, os.pardir,
os.pardir, os.pardir, 'midProjects', 'histdataUI'))
sys.path.append(xpower)
from Widgets.pgCandleWidgetCross import pgCandleWidgetCross
from Widgets.pgCrossAddition import pgCrossAddition
from pyqtgraph.dockarea import DockArea, Dock
area = DockArea()
rightLayout.addWidget(area)
# 2) creates widgets
# 2.1)candle
pgCandleView = pgCandleWidgetCross(dataForCandle=KData)
self.pricePlot(pgCandleView)
self.pricePlot(pgCandleView)
self.indicatorsPlot(pgCandleView)
self.signalPlot(pgCandleView)
dCandle = Dock("candles", closable=True,
size=(200,
300)) ## give this dock the minimum possible size
area.addDock(dCandle, 'bottom')
dCandle.addWidget(pgCandleView)
# 2.2)position_pnl 当前position_pnl曲线
if (True):
PyqtGraphPnl = pgCrossAddition()
self.positionPnlPlot(PyqtGraphPnl, bDrawText=bDrawText)
self.signalPlot(PyqtGraphPnl)
dPnl = Dock("position_pnl", closable=True, size=(200, 100))
area.addDock(dPnl, 'bottom')
dPnl.addWidget(PyqtGraphPnl)
PyqtGraphPnl.setXLink(pgCandleView)
# 2.3)position_cost
if (True):
PyqtGraphPositionCost = pgCrossAddition()
self.positionCostPlot(PyqtGraphPositionCost)
dPositionCost = Dock("position_cost",
closable=True,
size=(200, 100))
area.addDock(dPositionCost, 'bottom')
dPositionCost.addWidget(PyqtGraphPositionCost)
PyqtGraphPositionCost.setXLink(pgCandleView)
# 2.3)position_volume
if (False):
PyqtGraphPosition = pgCrossAddition()
self.positionVolumePlot(PyqtGraphPosition)
dPosition = Dock("position_volume", closable=True, size=(200, 100))
area.addDock(dPosition, 'bottom')
dPosition.addWidget(PyqtGraphPosition)
PyqtGraphPosition.setXLink(pgCandleView)
# 2.4)portfolio 总资产变动曲线 cash + equity
if (True):
PyqtGraphPortfolio = pgCrossAddition()
self.portfolioPlot(PyqtGraphPortfolio)
dPortfolio = Dock("portfolio", closable=True, size=(200, 100))
area.addDock(dPortfolio, 'bottom')
dPortfolio.addWidget(PyqtGraphPortfolio)
PyqtGraphPortfolio.setXLink(pgCandleView)
# 2.5)indicator
if (False):
PyqtGraphindicators = pgCrossAddition()
self.pricePlot(PyqtGraphindicators)
self.indicatorsPlot(PyqtGraphindicators)
dIndicator = Dock("indicator", closable=True, size=(200, 100))
dIndicator.addWidget(PyqtGraphindicators)
area.addDock(dIndicator, 'bottom', dCandle)
PyqtGraphindicators.setXLink(pgCandleView)
# 2.6)order
#PyqtGraphOrder = pgCrossAddition()
#self.orderPlot(PyqtGraphOrder)
#self.pricePlot(PyqtGraphOrder)
## Create docks, place them into the window one at a time.
## Note that size arguments are only a suggestion; docks will still have to
## fill the entire dock area and obey the limits of their internal widgets.
#d6 = Dock("order time,amount",size=(200,100))
#area.addDock(d6, 'bottom', d1)
#d6.addWidget(PyqtGraphOrder)
#PyqtGraphOrder.setXLink(pgCandleView)
return dialog
def initDialog(self,results=None,KData=None,bDrawText=False):
'''
orders，记录当日00:00前一日开盘时间发送的交易命令
trasactions，记录当日00:00前一日已执行的orders
positions，记录当日00:00时，各个symbols的positions
所以，这三个量都是数组，且大小不定，所以，不宜图形方式展示，适宜table方式展示
其他单值参数都可以考虑图形化方式
特别是pnl，cash，portfolio等
perf的生成时点是00:00，其内容为00:00前一天的活动
perf转化记录入result时，需要设置Index，
此Index的值为生成记录时点后的一天的收盘时间。
例如:
有三个交易日:2015-12-01，12-02，12-03
开收盘时间:Asia/Shanghai:09:30--15:00 (utc:01:30--07:00)
使用instant_fill==True方式执行订单
每日开盘时Buy(1)
有如下Events列表会生成并被处理
1)2015-12-01 00:00 utc
生成perf
perf内容：由于是第一交易日的开始时间(非开市时间)，无内容可记
记录入result：
记录Index:result.index = 2015-12-01 07:00
2)2015-12-01 01:30 utc
生成order，生成transaction，生成position
3)2015-12-02 00:00 utc
生成perf
perf内容：2015-12-01 00:00 utc 至 2015-12-02 00:00 utc期间发生的交易事项及内容
记录入result:
记录Index:result.index = 2015-12-02 07:00
之后的4)5)6)同上
不合逻辑的地方需特别注意：
1)perf的生成时间和记录时间不一致，00:00生成(当日开始(非开市))，07:00记录(当日收市)
2)perf记录的是00:00之前一日的交易，记录时点却是当日收盘(当日收盘时间的记录，给人直观的理解应是记录当日开盘到收盘期间发生的业务)
'''
# 1) creates layouts
dialog = QtGui.QDialog()
mainLayout = QtGui.QHBoxLayout()
rightLayout = QtGui.QVBoxLayout()
mainLayout.addLayout(rightLayout)
dialog.setLayout(mainLayout)
dialog.setWindowTitle(('Strategy Results'))
# 2) creates widgets
# 2.1)candle
import os,sys
xpower = os.path.abspath(os.path.join(os.path.dirname(__file__),os.pardir,os.pardir,os.pardir,'midProjects','histdataUI'))
sys.path.append(xpower)
from Widgets.pgCandleWidgetCross import pgCandleWidgetCross
from Widgets.pgCrossAddition import pgCrossAddition
pgCandleView = pgCandleWidgetCross(dataForCandle=KData)
self.pricePlot(pgCandleView)
# 2.2)Pnl
PyqtGraphPnl = pgCrossAddition()
self.pnlPlot(PyqtGraphPnl,bDrawText=bDrawText)
# 2.3)Position
#PyqtGraphPosition = pgCrossAddition()
#self.positionPlot(PyqtGraphPosition)
# 2.4)portfolio
PyqtGraphPortfolio = pgCrossAddition()
self.portfolioPlot(PyqtGraphPortfolio)
# 2.5)price
PyqtGraphindicators = pgCrossAddition()
self.pricePlot(PyqtGraphindicators)
self.indicatorsPlot(PyqtGraphindicators)
# 2.6)order
#PyqtGraphOrder = pgCrossAddition()
#self.orderPlot(PyqtGraphOrder)
#self.pricePlot(PyqtGraphOrder)
from pyqtgraph.dockarea import DockArea,Dock
area = DockArea()
## Create docks, place them into the window one at a time.
## Note that size arguments are only a suggestion; docks will still have to
## fill the entire dock area and obey the limits of their internal widgets.
d1 = Dock("candles", size=(200,300)) ## give this dock the minimum possible size
d2 = Dock("pnl", closable=True, size=(200,100))
#d3 = Dock("position", size=(200,100))
d4 = Dock("portfolio", size=(200,100))
d5 = Dock("price", size=(200,100))
#d6 = Dock("order time,amount",size=(200,100))
area.addDock(d1, 'bottom')
area.addDock(d2, 'bottom')
#area.addDock(d3, 'bottom')
area.addDock(d4, 'bottom')
area.addDock(d5, 'bottom', d1)
#area.addDock(d6, 'bottom', d1)
rightLayout.addWidget(area)
d1.addWidget(pgCandleView)
d2.addWidget(PyqtGraphPnl)
#d3.addWidget(PyqtGraphPosition)
d4.addWidget(PyqtGraphPortfolio)
d5.addWidget(PyqtGraphindicators)
#d6.addWidget(PyqtGraphOrder)
PyqtGraphPnl.setXLink(pgCandleView)
#PyqtGraphPosition.setXLink(pgCandleView)
PyqtGraphPortfolio.setXLink(pgCandleView)
PyqtGraphindicators.setXLink(pgCandleView)
#PyqtGraphOrder.setXLink(pgCandleView)
return dialog