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 _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._up_brush)
else:
painter.setPen(self._down_pen)
painter.setBrush(self._down_brush)
# Draw candle shadow
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 _draw_bar_picture(self, ix: int, bar: BarData) -> QtGui.QPicture:
""""""
value = self.values[ix]
last_value = self.values[ix - 1]
# Create objects
picture = QtGui.QPicture()
painter = QtGui.QPainter(picture)
# Set painter color
painter.setPen(self.yellow_pen)
# painter.setBrush(self.yellow_brush)
# Draw Line
if np.isnan(last_value) or np.isnan(value):
# print(ix - 1, last_value,ix, value,)
pass
else:
start_point = QtCore.QPointF(ix - 1, last_value)
end_point = QtCore.QPointF(ix, value)
painter.drawLine(start_point, end_point)
# Draw Circle
# painter.drawEllipse(QtCore.QPointF(ix, self.values[ix]), 2, 2)
# Finish
painter.end()
return picture
def onIntervalActivated(self):
current_symbol = self.symbol_combo.currentText()
current_exchange = self.exchange_combo.currentText()
current_interval = self.interval_combo.currentText()
count_series = self.dbbardata_groupby_df[
(self.dbbardata_groupby_df['symbol'] == current_symbol)
& (self.dbbardata_groupby_df['exchange'] == current_exchange)
& (self.dbbardata_groupby_df['interval']
== current_interval)]['count(1)']
if count_series.empty:
self.data_counts_label.setText("0")
else:
self.data_counts_label.setText(f'''{count_series.values[0]}''')
if current_exchange and current_symbol and current_interval:
symbol_de_L8_str = current_symbol[:-2]
if symbol_de_L8_str in self.pytdx_contracts_dict:
self.symbol_label.setText(
f"{self.pytdx_contracts_dict[symbol_de_L8_str]['name']}")
self.size_line.setText(
f"{self.pytdx_contracts_dict[symbol_de_L8_str]['size']}")
self.pricetick_line.setText(
f"{self.pytdx_contracts_dict[symbol_de_L8_str]['pricetick']}"
)
elif current_exchange.lower(
) in self.pyccxt_exchange.exchange_list:
self.symbol_label.setText(f"{current_symbol}")
cur_exchange_market_info_dict = self.pyccxt_exchange.read_local_market_info_json_file(
current_exchange.lower())
if cur_exchange_market_info_dict \
and (current_symbol.replace("_", "/").upper() in cur_exchange_market_info_dict):
market_info = cur_exchange_market_info_dict[
current_symbol.replace("_", "/").upper()]
self.pricetick_line.setText(
f"{market_info['limits']['price']['min']}")
else:
self.pricetick_line.setText(f"999")
self.size_line.setText(f"{1}")
# TODO 增加重置日期后统计数据数目
# 重置日期
db_end_dt = self.db_instance.get_end_date_from_db(
symbol=current_symbol,
exchange=current_exchange,
interval=current_interval)
db_end_dt = datetime.strptime(db_end_dt, '%Y-%m-%d %H:%M:%S')
db_start_dt = self.db_instance.get_start_date_from_db(
symbol=current_symbol,
exchange=current_exchange,
interval=current_interval)
db_start_dt = datetime.strptime(db_start_dt, '%Y-%m-%d %H:%M:%S')
self.start_date_edit.setDate(
QtCore.QDate(db_start_dt.year, db_start_dt.month,
db_start_dt.day))
self.end_date_edit.setDate(
QtCore.QDate(db_end_dt.year, db_end_dt.month, db_end_dt.day))
class QA_GUI_Selected_TaskQueue(QtCore.QThread):
# QThread 继承的不执行__init__
# def __int__(self, logDisplay):
# 奇怪的问题， 不执行 __init__
# 初始化函数，默认
# super().__init__()
# sfassda
#print("run here")
# exit(0)
#self.logDisplay = logDisplay
# sys.stderr.textWritten.connect(self.outputWrittenStderr)
# 下面将print 系统输出重定向到textEdit中
#sys.stdout = EmittingStream()
#sys.stderr = EmittingStream()
# 接收信号str的信号槽
'''
def outputWrittenStdout(self, text):
cursor = self.logDisplay.textCursor()
cursor.movePosition(QtGui.QTextCursor.End)
cursor.insertText(text)
self.logDisplay.setTextCursor(cursor)
self.logDisplay.ensureCursorVisible()
def outputWrittenStderr(self, text):
cursor = self.logDisplay.textCursor()
cursor.movePosition(QtGui.QTextCursor.End)
cursor.insertText(text)
self.logDisplay.setTextCursor(cursor)
self.logDisplay.ensureCursorVisible()
'''
# 定义一个信号,
trigger_all_task_start = QtCore.pyqtSignal(str)
trigger_all_task_done = QtCore.pyqtSignal(str)
# 定义任务（每个是一个线程）
QA_GUI_Task_List = []
def run(self):
self.trigger_all_task_start.emit('all_task_start')
for iSubTask in self.QA_GUI_Task_List:
iSubTask.start()
# wait finish iSubTask
while (iSubTask.isRunning()):
time.sleep(1)
self.trigger_all_task_done.emit('all_task_done')
def putTask(self, subTask):
self.QA_GUI_Task_List.append(subTask)
def clearTask(self):
self.QA_GUI_Task_List.clear()
class SpreadStrategyMonitor(QtWidgets.QWidget):
""""""
signal_strategy = QtCore.pyqtSignal(Event)
def __init__(self, spread_engine: SpreadEngine):
super().__init__()
self.strategy_engine = spread_engine.strategy_engine
self.main_engine = spread_engine.main_engine
self.event_engine = spread_engine.event_engine
self.managers = {}
self.init_ui()
self.register_event()
def init_ui(self):
""""""
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)
vbox = QtWidgets.QVBoxLayout()
vbox.addWidget(scroll_area)
self.setLayout(vbox)
def register_event(self):
""""""
self.signal_strategy.connect(self.process_strategy_event)
self.event_engine.register(
EVENT_SPREAD_STRATEGY, self.signal_strategy.emit
)
def process_strategy_event(self, event):
"""
Update strategy status onto its monitor.
"""
data = event.data
strategy_name = data["strategy_name"]
if strategy_name in self.managers:
manager = self.managers[strategy_name]
manager.update_data(data)
else:
manager = SpreadStrategyWidget(self, self.strategy_engine, data)
self.scroll_layout.insertWidget(0, manager)
self.managers[strategy_name] = manager
def remove_strategy(self, strategy_name):
""""""
manager = self.managers.pop(strategy_name)
manager.deleteLater()
class LogMonitorBox(QtWidgets.QVBoxLayout):
signal_log = QtCore.pyqtSignal(Event)
def __init__(self, editor_manager):
super().__init__()
self.event_engine = editor_manager.event_engine
self.log_monitor = None
self.register_event()
self.init_ui()
def init_ui(self):
self.log_monitor = QtWidgets.QTextEdit()
self.log_monitor.setReadOnly(True)
clear_button = QtWidgets.QPushButton("清空日志")
clear_button.clicked.connect(self.log_monitor.clear)
self.addWidget(self.log_monitor)
self.addWidget(clear_button)
def register_event(self):
""""""
self.signal_log.connect(self.process_log_event)
self.event_engine.register(EVENT_EDITOR_LOG, self.signal_log.emit)
def process_log_event(self, event: Event):
""""""
log = event.data
msg = f"{log.time}\t{log.msg}"
self.log_monitor.append(msg)
def resizeEvent(self, event):
super().resizeEvent(event)
cr = self.contentsRect()
self.lineNumberArea.setGeometry(
QtCore.QRect(cr.left(), cr.top(), self.lineNumberAreaWidth(),
cr.height()))
def boundingRect(self) -> QtCore.QRectF:
""""""
min_volume, max_volume = self._manager.get_volume_range()
rect: QtCore.QRectF = QtCore.QRectF(0, min_volume,
len(self._bar_picutures),
max_volume - min_volume)
return rect
def _update_label(self) -> None:
""""""
bottom_plot = list(self._plots.values())[-1]
axis_width = bottom_plot.getAxis("right").width()
axis_height = bottom_plot.getAxis("bottom").height()
axis_offset = QtCore.QPointF(axis_width, axis_height)
bottom_view = list(self._views.values())[-1]
bottom_right = bottom_view.mapSceneToView(
bottom_view.sceneBoundingRect().bottomRight() - axis_offset
)
# LWH 2019-10-30
bottom_left = bottom_view.mapSceneToView(
bottom_view.sceneBoundingRect().bottomLeft() + 3 * axis_offset
)
for plot_name, label in self._y_labels.items():
if plot_name == self._plot_name:
label.setText(str(self._y))
label.show()
label.setPos(bottom_right.x(), self._y)
else:
label.hide()
dt = self._manager.get_datetime(self._x)
if dt:
self._x_label.setText(dt.strftime("%Y-%m-%d %H:%M:%S"))
self._x_label.show()
#self._x_label.setPos(self._x, bottom_right.y())
self._x_label.setPos(bottom_left.x(), bottom_right.y())
self._x_label.setAnchor((0, 0))
class SpreadLogMonitor(QtWidgets.QTextEdit):
"""
Monitor for log data.
"""
signal = QtCore.pyqtSignal(Event)
def __init__(self, main_engine: MainEngine, event_engine: EventEngine):
""""""
super().__init__()
self.main_engine = main_engine
self.event_engine = event_engine
self.init_ui()
self.register_event()
def init_ui(self):
""""""
self.setReadOnly(True)
def register_event(self):
""""""
self.signal.connect(self.process_log_event)
self.event_engine.register(EVENT_SPREAD_LOG, self.signal.emit)
def process_log_event(self, event: Event):
""""""
log = event.data
msg = f"{log.time.strftime('%H:%M:%S')}\t{log.msg}"
self.append(msg)
def _update_label(self) -> None:
""""""
bottom_plot = list(self._plots.values())[-1]
axis_width = bottom_plot.getAxis("right").width()
axis_height = bottom_plot.getAxis("bottom").height()
axis_offset = QtCore.QPointF(axis_width + 150, axis_height + 100)
bottom_view = list(self._views.values())[-1]
bottom_right = bottom_view.mapSceneToView(
bottom_view.sceneBoundingRect().bottomRight() - axis_offset
)
if self._x < self._manager.get_count():
current_data_series = self._manager.get_df().iloc[self._x]
label_text = "".join([f'{key} : {value}\n\n' for key, value in current_data_series.items()])
for plot_name, label in self._y_labels.items():
if plot_name == self._plot_name:
# label.setText(str(self._y))
label.setText(label_text)
label.show()
label.setPos(bottom_right.x(), self._y)
else:
label.hide()
dt = self._manager.get_datetime(self._x)
if dt:
self._x_label.setText(dt.strftime("%Y-%m-%d %H:%M:%S"))
self._x_label.show()
self._x_label.setPos(self._x, bottom_right.y())
self._x_label.setAnchor((0, 0))
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):
# 函数加载器
loader = FunctionLoader()
# 得到并拼凑 function.xlsx 文件路径
running_path = Path(sys.argv[0]).parent
function_file = running_path.joinpath("function.xlsx")
# 加载函数描述文件
loader.load_excel(function_file)
# 得到实际内容
self.function_dict = loader.contents
self.function_names = loader.names
# 实例化列表视图
# 头部标题
title = QtWidgets.QTextEdit()
title.setPlainText("函数列表")
title.setAlignment(QtCore.Qt.AlignCenter)
title.setReadOnly(True)
title_box = QtWidgets.QVBoxLayout()
title_box.addWidget(title)
# 初始化列表视图
list_view = QtWidgets.QListView()
# 修改双击触发器为空
list_view.setEditTriggers(QtWidgets.QAbstractItemView.NoEditTriggers)
# 实例化列表模型，添加数据
list_model = QtCore.QStringListModel()
# 设置模型列表视图，加载数据列表
list_model.setStringList(self.function_names)
# 设置列表视图的模型
list_view.setModel(list_model)
# 连接鼠标单击信号到 set_function_textarea 函数
list_view.clicked.connect(self.set_function_textarea)
# 连接鼠标双击信号到具体事件
list_view.doubleClicked.connect(self.doubleClickedEvent)
# 设置函数列表和函数内容窗口
func_content = QtWidgets.QHBoxLayout()
func_list_box = QtWidgets.QHBoxLayout()
func_list_box.addWidget(list_view)
self.function_textarea = QtWidgets.QTextEdit()
self.function_textarea.setReadOnly(True)
# 设置启动的初始值
detail_text = self.get_function_detail(0)
self.function_textarea.setPlainText(detail_text)
detail_box = QtWidgets.QHBoxLayout()
detail_box.addWidget(self.function_textarea)
func_content.addLayout(func_list_box)
func_content.addLayout(detail_box)
func_content.setStretch(0, 2)
func_content.setStretch(1, 5)
self.addLayout(title_box)
self.addLayout(func_content)
self.setStretch(0, 1)
self.setStretch(1, 19)
def boundingRect(self) -> QtCore.QRectF:
""""""
min_price, max_price = self._manager.get_price_range()
rect = QtCore.QRectF(
0,
min_price,
len(self._bar_picutures),
max_price - min_price
)
return rect
def boundingRect(self) -> QtCore.QRectF:
""""""
min_y, max_y = self.get_y_range()
rect = QtCore.QRectF(
0,
min_y,
len(self._bar_picutures),
max_y
)
return rect
def _draw_bar_picture(self, ix: int, bar: BarData) -> QtGui.QPicture:
""""""
macd_value = self.get_macd_value(ix)
last_macd_value = self.get_macd_value(ix - 1)
# # Create objects
picture = QtGui.QPicture()
painter = QtGui.QPainter(picture)
# # Draw macd lines
if np.isnan(macd_value[0]) or np.isnan(last_macd_value[0]):
# print("略过macd lines0")
pass
else:
end_point0 = QtCore.QPointF(ix, macd_value[0])
start_point0 = QtCore.QPointF(ix - 1, last_macd_value[0])
painter.setPen(self.white_pen)
painter.drawLine(start_point0, end_point0)
if np.isnan(macd_value[1]) or np.isnan(last_macd_value[1]):
# print("略过macd lines1")
pass
else:
end_point1 = QtCore.QPointF(ix, macd_value[1])
start_point1 = QtCore.QPointF(ix - 1, last_macd_value[1])
painter.setPen(self.yellow_pen)
painter.drawLine(start_point1, end_point1)
if not np.isnan(macd_value[2]):
if (macd_value[2] > 0):
painter.setPen(self.red_pen)
painter.setBrush(pg.mkBrush(255, 0, 0))
else:
painter.setPen(self.green_pen)
painter.setBrush(pg.mkBrush(0, 255, 0))
painter.drawRect(QtCore.QRectF(ix - 0.3, 0, 0.6, macd_value[2]))
else:
# print("略过macd lines2")
pass
painter.end()
return picture
def _draw_bar_picture(self, ix: int, bar: BarData) -> QtGui.QPicture:
""""""
sma_value = self.get_sma_value(ix)
last_sma_value = self.get_sma_value(ix - 1)
# Create objects
picture = QtGui.QPicture()
painter = QtGui.QPainter(picture)
# Set painter color
painter.setPen(self.blue_pen)
# Draw Line
start_point = QtCore.QPointF(ix-1, last_sma_value)
end_point = QtCore.QPointF(ix, sma_value)
painter.drawLine(start_point, end_point)
# Finish
painter.end()
return picture
def generatePicture(self):
self.picture = QtGui.QPicture()
p = QtGui.QPainter(self.picture)
# 白色
p.setPen(pg.mkPen('w'))
prema5 = 0
prema10 = 0
prema20 = 0
for m in self.data:
if prema5 != 0 and self.period == 5:
# 白色
p.setPen(pg.mkPen('w'))
p.setBrush(pg.mkBrush('w'))
p.drawLine(QtCore.QPointF(m.t - 1, prema5), QtCore.QPointF(m.t, m.ma))
prema5 = m.ma
if prema10 != 0 and self.period == 10:
# 青色
p.setPen(pg.mkPen('c'))
p.setBrush(pg.mkBrush('c'))
p.drawLine(QtCore.QPointF(m.t - 1, prema10), QtCore.QPointF(m.t, m.ma))
prema10 = m.ma
if prema20 != 0 and self.period == 20:
# 品色
p.setPen(pg.mkPen('m'))
p.setBrush(pg.mkBrush('m'))
p.drawLine(QtCore.QPointF(m.t - 1, prema20), QtCore.QPointF(m.t, m.ma))
prema20 = m.ma
p.end()
def _draw_bar_picture(self, ix: int, bar: BarData) -> QtGui.QPicture:
""""""
rsi_value = self.get_rsi_value(ix)
last_rsi_value = self.get_rsi_value(ix - 1)
# Create objects
picture = QtGui.QPicture()
painter = QtGui.QPainter(picture)
# Draw RSI line
painter.setPen(self.yellow_pen)
end_point = QtCore.QPointF(ix, rsi_value)
start_point = QtCore.QPointF(ix - 1, last_rsi_value)
painter.drawLine(start_point, end_point)
# Draw oversold/overbought line
painter.setPen(self.white_pen)
painter.drawLine(
QtCore.QPointF(ix, 70),
QtCore.QPointF(ix - 1, 70),
)
painter.drawLine(
QtCore.QPointF(ix, 30),
QtCore.QPointF(ix - 1, 30),
)
# Finish
painter.end()
return picture
class LogMonitor(QtWidgets.QTableWidget):
""""""
signal = QtCore.pyqtSignal(Event)
def __init__(self, event_engine: EventEngine):
""""""
super().__init__()
self.event_engine = event_engine
self.init_ui()
self.register_event()
def init_ui(self):
""""""
labels = [
"时间",
"信息"
]
self.setColumnCount(len(labels))
self.setHorizontalHeaderLabels(labels)
self.verticalHeader().setVisible(False)
self.setEditTriggers(self.NoEditTriggers)
self.verticalHeader().setSectionResizeMode(
QtWidgets.QHeaderView.ResizeToContents
)
self.horizontalHeader().setSectionResizeMode(
1,
QtWidgets.QHeaderView.Stretch
)
self.setWordWrap(True)
def register_event(self):
""""""
self.signal.connect(self.process_log_event)
self.event_engine.register(EVENT_ALGO_LOG, self.signal.emit)
def process_log_event(self, event):
""""""
msg = event.data
timestamp = datetime.now().strftime("%H:%M:%S")
timestamp_cell = QtWidgets.QTableWidgetItem(timestamp)
msg_cell = QtWidgets.QTableWidgetItem(msg)
self.insertRow(0)
self.setItem(0, 0, timestamp_cell)
self.setItem(0, 1, msg_cell)
def init_ui(self):
# 实例化列表视图
title = QtWidgets.QTextEdit()
title.setPlainText("已存策略")
title.setAlignment(QtCore.Qt.AlignCenter)
title.setReadOnly(True)
title_box = QtWidgets.QVBoxLayout()
title_box.addWidget(title)
self.strategy_list_view = ListView()
# 实例化列表模型，添加数据
self.strategy_list_model = QtCore.QStringListModel()
# item 单击事件
self.strategy_list_view.clicked.connect(self.set_script_textarea)
# item 双击事件
self.strategy_list_view.doubleClicked.connect(
self.double_clicked_event)
# 取消双击触发器
self.strategy_list_view.setEditTriggers(
QtWidgets.QAbstractItemView.NoEditTriggers)
# 连接删除动作
self.strategy_list_view.connect_delete_action(self.delete_action)
# 连接重命名动作
self.strategy_list_view.connect_rename_action(self.rename_action)
# 初始化策略列表
self.update_list()
# 设置列表和内容窗口
file_content = QtWidgets.QHBoxLayout()
file_list_box = QtWidgets.QHBoxLayout()
file_list_box.addWidget(self.strategy_list_view)
self.script_textarea = QtWidgets.QTextEdit()
self.script_textarea.setReadOnly(True)
# 设置启动的初始值
script_content = self.get_script_content(0)
self.script_textarea.setPlainText(script_content)
detail_box = QtWidgets.QHBoxLayout()
detail_box.addWidget(self.script_textarea)
file_content.addLayout(file_list_box)
file_content.addLayout(detail_box)
file_content.setStretch(0, 2)
file_content.setStretch(1, 5)
self.addLayout(title_box)
self.addLayout(file_content)
self.setStretch(0, 1)
self.setStretch(1, 19)
def _mouse_moved(self, evt: tuple) -> None:
"""
Callback function when mouse is moved.
"""
if not self._manager.get_count():
return
# First get current mouse point
pos = evt
for plot_name, view in self._views.items():
rect = view.sceneBoundingRect()
if rect.contains(pos):
mouse_point = view.mapSceneToView(pos)
self._x = to_int(mouse_point.x())
self._y = mouse_point.y()
self._plot_name = plot_name
break
# Then update cursor component
self._update_line()
self._update_label()
self.update_info()
if self.dt_ix:
#print(self.dt_ix)
for plot_name, plot in self._plots.items():
#info = self._infos[plot_name]
# print(plot_info_text)
try:
text = ""
for k,v in self.dt_ix.items():
text += k+":"+str(v[int(self._x)])+"\n"
self.inf.setText(text)
#self.inf.setText("bkhigh:"+self.dt_ix[int(self._x)])
self.inf.show()
#print(plot_name)
view = self._views[plot_name]
coodinate = QtCore.QPointF(100,0)
#view = self._views["candle"]
top_left = view.mapSceneToView(view.sceneBoundingRect().topLeft()+coodinate)
# print(view.sceneBoundingRect())
# print(view.sceneBoundingRect().topLeft())
# print(top_left)
#print(self._x)
self.inf.setPos(top_left)
except:
print("该K线无数据")
def interval_combo_changed(self):
interval = InvestmentInterval(self.interval_combo.currentText())
today = QtCore.QDate.currentDate()
yesterday = today.addDays(-1)
current_month_first_day = QtCore.QDate(today.year(), today.month(), 1)
last_month_day = today.addMonths(-1)
last_month_first_day = QtCore.QDate(last_month_day.year(),
last_month_day.month(), 1)
last_month_last_day = current_month_first_day.addDays(-1)
interval_date = {
InvestmentInterval.NearlyMonth: (today.addMonths(-1), today),
InvestmentInterval.NearlyWeek: (today.addDays(-7), today),
InvestmentInterval.CurrentMonth: (current_month_first_day, today),
InvestmentInterval.PreMonth:
(last_month_first_day, last_month_last_day),
InvestmentInterval.Today: (today, today),
InvestmentInterval.Yesterday: (yesterday, yesterday)
}
start_date, end_date = interval_date.get(interval)
self.start_date_edit.setDate(start_date)
self.end_date_edit.setDate(end_date)
def _draw_bar_picture(self, ix: int, bar: BarData) -> QtGui.QPicture:
""""""
last_bar = self._manager.get_bar(ix - 1)
# Create objects
picture = QtGui.QPicture()
painter = QtGui.QPainter(picture)
# Set painter color
painter.setPen(self.white_pen)
# Draw Line
end_point = QtCore.QPointF(ix, bar.close_price)
if last_bar:
start_point = QtCore.QPointF(ix - 1, last_bar.close_price)
else:
start_point = end_point
painter.drawLine(start_point, end_point)
# Finish
painter.end()
return picture
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 _draw_bar_picture(self, ix: int, bar: BarData) -> QtGui.QPicture:
""""""
boll_value = self.get_boll_value(ix)
last_boll_value = self.get_boll_value(ix - 1)
# Create objects
picture = QtGui.QPicture()
painter = QtGui.QPainter(picture)
# Set painter color
painter.setPen(self.blue_pen)
if last_boll_value==0:
# Draw Line
start_point = QtCore.QPointF(0, 0)
end_point = QtCore.QPointF(0, 0)
painter.drawLine(start_point, end_point)
else:
# Draw Line
start_point = QtCore.QPointF(ix-1, last_boll_value["upper"])
end_point = QtCore.QPointF(ix, boll_value["upper"])
painter.drawLine(start_point, end_point)
start_point = QtCore.QPointF(ix-1, last_boll_value["lower"])
end_point = QtCore.QPointF(ix, boll_value["lower"])
painter.drawLine(start_point, end_point)
start_point = QtCore.QPointF(ix-1, last_boll_value["middle"])
end_point = QtCore.QPointF(ix, boll_value["middle"])
painter.setPen(self.white_pen)
painter.drawLine(start_point, end_point)
# Finish
painter.end()
return picture
def _draw_bar_picture(self, ix: int, bar: BarData) -> QtGui.QPicture:
""""""
rsi_value = self.values[ix]
last_rsi_value = self.values[ix - 1]
# Create objects
picture = QtGui.QPicture()
painter = QtGui.QPainter(picture)
# Draw RSI line
painter.setPen(self.yellow_pen)
if np.isnan(last_rsi_value) or np.isnan(rsi_value):
# print(ix - 1, last_rsi_value,ix, rsi_value,)
pass
else:
end_point = QtCore.QPointF(ix, rsi_value)
start_point = QtCore.QPointF(ix - 1, last_rsi_value)
painter.drawLine(start_point, end_point)
# Draw oversold/overbought line
painter.setPen(self.white_pen)
painter.drawLine(
QtCore.QPointF(ix, 70),
QtCore.QPointF(ix - 1, 70),
)
painter.drawLine(
QtCore.QPointF(ix, 30),
QtCore.QPointF(ix - 1, 30),
)
# Finish
painter.end()
return picture
k.open_interest = 0
k.open_price = data.open[i]
k.close_price = data.close[i]
k.high_price = data.high[i]
k.low_price = data.low[i]
bars.append(k)
print('Over')
widget = ChartWidget()
widget.add_plot("candle", hide_x_axis=True)
widget.add_plot("volume", maximum_height=200)
widget.add_item(CandleItem, "candle", "candle")
widget.add_item(VolumeItem, "volume", "volume")
widget.add_cursor()
n = 1000
history = bars[:n]
new_data = bars[n:]
widget.update_history(history)
def update_bar():
bar = new_data.pop(0)
widget.update_bar(bar)
timer = QtCore.QTimer()
timer.timeout.connect(update_bar)
timer.start(100)
widget.show()
app.exec_()
class OptionManualTrader(QtWidgets.QWidget):
""""""
signal_tick = QtCore.pyqtSignal(TickData)
def __init__(self, option_engine: OptionEngine, portfolio_name: str):
""""""
super().__init__()
self.option_engine = option_engine
self.main_engine: MainEngine = option_engine.main_engine
self.event_engine: EventEngine = option_engine.event_engine
self.contracts: Dict[str, ContractData] = {}
self.vt_symbol = ""
self.init_ui()
self.init_contracts()
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_contracts(self) -> None:
""""""
contracts = self.main_engine.get_all_contracts()
for contract in contracts:
self.contracts[contract.symbol] = contract
def connect_signal(self) -> None:
""""""
self.signal_tick.connect(self.update_tick)
def send_order(self) -> None:
""""""
symbol = self.symbol_line.text()
contract = self.contracts.get(symbol, None)
if not contract:
return
price_text = self.price_line.text()
volume_text = self.volume_line.text()
if not price_text or not volume_text:
return
price = float(price_text)
volume = int(volume_text)
direction = Direction(self.direction_combo.currentText())
offset = Offset(self.offset_combo.currentText())
req = OrderRequest(symbol=contract.symbol,
exchange=contract.exchange,
direction=direction,
type=OrderType.LIMIT,
offset=offset,
volume=volume,
price=price)
self.main_engine.send_order(req, contract.gateway_name)
def cancel_all(self) -> None:
""""""
for order in self.main_engine.get_all_active_orders():
req = order.create_cancel_request()
self.main_engine.cancel_order(req, order.gateway_name)
def update_symbol(self, cell: MonitorCell) -> None:
""""""
if not cell.vt_symbol:
return
symbol = cell.vt_symbol.split(".")[0]
self.symbol_line.setText(symbol)
self._update_symbol()
def _update_symbol(self) -> None:
""""""
symbol = self.symbol_line.text()
contract = self.contracts.get(symbol, None)
if contract and contract.vt_symbol == self.vt_symbol:
return
if self.vt_symbol:
self.event_engine.unregister(EVENT_TICK + self.vt_symbol,
self.process_tick_event)
self.clear_data()
self.vt_symbol = ""
if not contract:
return
vt_symbol = contract.vt_symbol
self.vt_symbol = vt_symbol
tick = self.main_engine.get_tick(vt_symbol)
if tick:
self.update_tick(tick)
self.event_engine.unregister(EVENT_TICK + vt_symbol,
self.process_tick_event)
def create_label(self,
color: str = "",
alignment: int = QtCore.Qt.AlignLeft) -> QtWidgets.QLabel:
"""
Create label with certain font color.
"""
label = QtWidgets.QLabel("-")
if color:
label.setStyleSheet(f"color:{color}")
label.setAlignment(alignment)
return label
def process_tick_event(self, event: Event) -> None:
""""""
tick = event.data
if tick.vt_symbol != self.vt_symbol:
return
self.signal_tick.emit(tick)
def update_tick(self, tick: TickData) -> None:
""""""
self.lp_label.setText(str(tick.last_price))
self.bp1_label.setText(str(tick.bid_price_1))
self.bv1_label.setText(str(tick.bid_volume_1))
self.ap1_label.setText(str(tick.ask_price_1))
self.av1_label.setText(str(tick.ask_volume_1))
if tick.pre_close:
r = (tick.last_price / tick.pre_close - 1) * 100
self.return_label.setText(f"{r:.2f}%")
if tick.bid_price_2:
self.bp2_label.setText(str(tick.bid_price_2))
self.bv2_label.setText(str(tick.bid_volume_2))
self.ap2_label.setText(str(tick.ask_price_2))
self.av2_label.setText(str(tick.ask_volume_2))
self.bp3_label.setText(str(tick.bid_price_3))
self.bv3_label.setText(str(tick.bid_volume_3))
self.ap3_label.setText(str(tick.ask_price_3))
self.av3_label.setText(str(tick.ask_volume_3))
self.bp4_label.setText(str(tick.bid_price_4))
self.bv4_label.setText(str(tick.bid_volume_4))
self.ap4_label.setText(str(tick.ask_price_4))
self.av4_label.setText(str(tick.ask_volume_4))
self.bp5_label.setText(str(tick.bid_price_5))
self.bv5_label.setText(str(tick.bid_volume_5))
self.ap5_label.setText(str(tick.ask_price_5))
self.av5_label.setText(str(tick.ask_volume_5))
def clear_data(self) -> None:
""""""
self.lp_label.setText("-")
self.return_label.setText("-")
self.bp1_label.setText("-")
self.bv1_label.setText("-")
self.ap1_label.setText("-")
self.av1_label.setText("-")
self.bp2_label.setText("-")
self.bv2_label.setText("-")
self.ap2_label.setText("-")
self.av2_label.setText("-")
self.bp3_label.setText("-")
self.bv3_label.setText("-")
self.ap3_label.setText("-")
self.av3_label.setText("-")
self.bp4_label.setText("-")
self.bv4_label.setText("-")
self.ap4_label.setText("-")
self.av4_label.setText("-")
self.bp5_label.setText("-")
self.bv5_label.setText("-")
self.ap5_label.setText("-")
self.av5_label.setText("-")
