def init_ui(self) -> None:
""""""
self.setMinimumWidth(300)
self.setWindowTitle(f"添加【{self.rule_name}】雷达信号")
self.type_combo = QtWidgets.QComboBox()
self.type_combo.addItems([
SignalType.GREATER_THAN.value,
SignalType.LESS_THAN.value,
SignalType.EQUAL_TO.value,
])
self.target_line = QtWidgets.QLineEdit()
self.target_line.setValidator(QtGui.QDoubleValidator())
self.sound_check = QtWidgets.QCheckBox()
self.email_check = QtWidgets.QCheckBox()
button = QtWidgets.QPushButton("添加")
button.clicked.connect(self.add_signal)
form = QtWidgets.QFormLayout()
form.addRow("信号类型", self.type_combo)
form.addRow("目标数值", self.target_line)
form.addRow("声音通知", self.sound_check)
form.addRow("邮件通知", self.email_check)
form.addRow(button)
self.setLayout(form)
def create_job_01_save_stock_day(self):
# 🛠todo 继承QWidget ， 写一个类， 里面有 进度条， checkbox ，和绑定到线程
self.qCheckBoxJob01_save_stock_day = QtWidgets.QCheckBox(self)
self.qCheckBoxJob01_save_stock_day.setText("JOB01 日线数据 📊")
self.qProgressJob01_save_stock_day = QtWidgets.QProgressBar(self)
self.qProgressJob01_save_stock_day.setMaximum(100)
# 🛠todo 应该有更加好的实现方式， 把progress bar 绑定到 任务对象中，这样写实在是太粗糙了。
# 把job 对象 绑定到界面中 ， 继承 QCheckBox 把相关到对象线程 和 widget 绑定。
self.job01_save_stock_day = QA_GUI_DateFetch_SU_job01_stock_day()
self.job01_save_stock_day.setLoggingUIWidget(self.logDisplay)
self.job01_save_stock_day.setProgressUIWidget(
self.qProgressJob01_save_stock_day)
self.job01_save_stock_day.setCheckboxUIWidget(
self.qCheckBoxJob01_save_stock_day)
self.job01_save_stock_day.connectSignalSlot()
# 🛠todo 进一步封装 hardcode 1 2 3 不是一种好的的做法
self.qCheckboxWidgetList.append(self.qCheckBoxJob01_save_stock_day)
self.qProgressWidgetList.append(self.qProgressJob01_save_stock_day)
self.allSubJobList.append(self.job01_save_stock_day)
# 🛠todo 进一步封装 hardcode 1 2 3 不是一种好的的做法
self.taskListLayout.addWidget(self.qCheckBoxJob01_save_stock_day)
self.taskListLayout.addWidget(self.qProgressJob01_save_stock_day)
def create_job_11_save_stock_transaction(self):
self.qCheckBoxJob11_save_stock_transaction = QtWidgets.QCheckBox(self)
self.qCheckBoxJob11_save_stock_transaction.setText(
"JOB11 股票3秒的tick数据 📊")
self.qProgressJob11_save_stock_transaction = QtWidgets.QProgressBar(
self)
self.qProgressJob11_save_stock_transaction.setMaximum(
10000) # 最小变动单位 0.01
self.job11_save_stock_transaction = QA_GUI_DateFetch_SU_job11_stock_transaction(
)
self.job11_save_stock_transaction.setLoggingUIWidget(self.logDisplay)
self.job11_save_stock_transaction.setProgressUIWidget(
self.qProgressJob11_save_stock_transaction)
self.job11_save_stock_transaction.setCheckboxUIWidget(
self.qCheckBoxJob11_save_stock_transaction)
self.job11_save_stock_transaction.connectSignalSlot()
self.qCheckboxWidgetList.append(
self.qCheckBoxJob11_save_stock_transaction)
self.qProgressWidgetList.append(
self.qProgressJob11_save_stock_transaction)
self.allSubJobList.append(self.job11_save_stock_transaction)
self.taskListLayout.addWidget(
self.qCheckBoxJob11_save_stock_transaction)
self.taskListLayout.addWidget(
self.qProgressJob11_save_stock_transaction)
def init_ui(self):
self.setWindowTitle("策略执行回顾")
self.resize(1100, 600)
self.datetime_from = QtWidgets.QDateTimeEdit()
self.datetime_to = QtWidgets.QDateTimeEdit()
today = dt.date.today()
self.datetime_from.setDateTime(
dt.datetime(year=today.year, month=today.month, day=today.day))
self.datetime_to.setDateTime(
dt.datetime(year=today.year,
month=today.month,
day=today.day,
hour=23,
minute=59))
# self.query_btn = QtWidgets.QPushButton("查询")
self.skip_checkbox = QtWidgets.QCheckBox('AutoSkip')
self.skip_checkbox.setToolTip('自动过滤未平仓订单')
self.skip_checkbox.clicked.connect(self.update_strategy_data)
self.datetime_from.editingFinished.connect(self.update_strategy_data)
self.datetime_to.editingFinished.connect(self.update_strategy_data)
# self.query_btn.clicked.connect(self.update_strategy_data)
self.tab = QtWidgets.QTabWidget()
self.strategy_monitor = StrategyMonitor(self.main_engine,
self.event_engine)
self.strategy_monitor.cellDoubleClicked.connect(self.show_trade_chart)
# self.strategy_monitor.cellClicked.connect(self.check_strategies)
self.strategy_monitor.resize(1000, 600)
self.tab.addTab(self.strategy_monitor, '策略统计')
self.trade = TradeChartDialog(self.main_engine, self.event_engine)
time_hbox = QtWidgets.QHBoxLayout()
time_hbox.addWidget(self.datetime_from, 3)
time_hbox.addWidget(self.datetime_to, 3)
time_hbox.addWidget(self.skip_checkbox, 1)
# time_hbox.addWidget(self.query_btn, 1)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(time_hbox)
vbox.addWidget(self.tab)
self.setLayout(vbox)
self.update_strategy_data()
def init_ui(self) -> None:
""""""
self.setWindowTitle("波动率曲线")
# Create checkbox for each chain
hbox = QtWidgets.QHBoxLayout()
portfolio = self.option_engine.get_portfolio(self.portfolio_name)
chain_symbols = list(portfolio.chains.keys())
chain_symbols.sort()
hbox.addStretch()
for chain_symbol in chain_symbols:
chain_check = QtWidgets.QCheckBox()
chain_check.setText(chain_symbol.split(".")[0])
chain_check.setChecked(True)
chain_check.stateChanged.connect(self.update_curve_visible)
hbox.addWidget(chain_check)
self.chain_checks[chain_symbol] = chain_check
hbox.addStretch()
# Create graphics window
pg.setConfigOptions(antialias=True)
graphics_window = pg.GraphicsWindow()
self.impv_chart = graphics_window.addPlot(title="隐含波动率曲线")
self.impv_chart.showGrid(x=True, y=True)
self.impv_chart.setLabel("left", "波动率")
self.impv_chart.setLabel("bottom", "行权价")
self.impv_chart.addLegend()
self.impv_chart.setMenuEnabled(False)
self.impv_chart.setMouseEnabled(False, False)
for chain_symbol in chain_symbols:
self.add_impv_curve(chain_symbol)
# Set Layout
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox)
vbox.addWidget(graphics_window)
self.setLayout(vbox)
def create_job_02_save_stock_xdxr(self):
self.qCheckBoxJob02_save_stock_xdxr = QtWidgets.QCheckBox(self)
self.qCheckBoxJob02_save_stock_xdxr.setText("JOB02 除权除息数据 📊")
self.qProgressJob02_save_stock_xdxr = QtWidgets.QProgressBar(self)
self.qProgressJob02_save_stock_xdxr.setMaximum(100)
self.job02_save_stock_xdxr = QA_GUI_DateFetch_SU_job02_stock_xdxr()
self.job02_save_stock_xdxr.setLoggingUIWidget(self.logDisplay)
self.job02_save_stock_xdxr.setProgressUIWidget(
self.qProgressJob02_save_stock_xdxr)
self.job02_save_stock_xdxr.setCheckboxUIWidget(
self.qCheckBoxJob02_save_stock_xdxr)
self.job02_save_stock_xdxr.connectSignalSlot()
self.qCheckboxWidgetList.append(self.qCheckBoxJob02_save_stock_xdxr)
self.qProgressWidgetList.append(self.qProgressJob02_save_stock_xdxr)
self.allSubJobList.append(self.job02_save_stock_xdxr)
self.taskListLayout.addWidget(self.qCheckBoxJob02_save_stock_xdxr)
self.taskListLayout.addWidget(self.qProgressJob02_save_stock_xdxr)
def create_job_10_save_stock_info(self):
self.qCheckBoxJob10_save_stock_info = QtWidgets.QCheckBox(self)
self.qCheckBoxJob10_save_stock_info.setText("JOB10 股票基本数据 📊")
self.qProgressJob10_save_stock_info = QtWidgets.QProgressBar(self)
self.qProgressJob10_save_stock_info.setMaximum(10000) # 最小变动单位 0.01
self.job10_save_stock_info = QA_GUI_DateFetch_SU_job10_stock_info()
self.job10_save_stock_info.setLoggingUIWidget(self.logDisplay)
self.job10_save_stock_info.setProgressUIWidget(
self.qProgressJob10_save_stock_info)
self.job10_save_stock_info.setCheckboxUIWidget(
self.qCheckBoxJob10_save_stock_info)
self.job10_save_stock_info.connectSignalSlot()
self.qCheckboxWidgetList.append(self.qCheckBoxJob10_save_stock_info)
self.qProgressWidgetList.append(self.qProgressJob10_save_stock_info)
self.allSubJobList.append(self.job10_save_stock_info)
self.taskListLayout.addWidget(self.qCheckBoxJob10_save_stock_info)
self.taskListLayout.addWidget(self.qProgressJob10_save_stock_info)
def create_job_07_save_etf_min(self):
self.qCheckBoxJob07_save_etf_min = QtWidgets.QCheckBox(self)
self.qCheckBoxJob07_save_etf_min.setText("JOB07 ETF分钟数据 📊")
self.qProgressJob07_save_etf_min = QtWidgets.QProgressBar(self)
self.qProgressJob07_save_etf_min.setMaximum(10000) # 最小变动单位 0.01
self.job07_save_etf_min = QA_GUI_DateFetch_SU_job07_etf_min()
self.job07_save_etf_min.setLoggingUIWidget(self.logDisplay)
self.job07_save_etf_min.setProgressUIWidget(
self.qProgressJob07_save_etf_min)
self.job07_save_etf_min.setCheckboxUIWidget(
self.qCheckBoxJob07_save_etf_min)
self.job07_save_etf_min.connectSignalSlot()
self.qCheckboxWidgetList.append(self.qCheckBoxJob07_save_etf_min)
self.qProgressWidgetList.append(self.qProgressJob07_save_etf_min)
self.allSubJobList.append(self.job07_save_etf_min)
self.taskListLayout.addWidget(self.qCheckBoxJob07_save_etf_min)
self.taskListLayout.addWidget(self.qProgressJob07_save_etf_min)
def create_job_04_save_index_day(self):
self.qCheckBoxJob04_save_index_day = QtWidgets.QCheckBox(self)
self.qCheckBoxJob04_save_index_day.setText("JOB04 指数日线数据 📊")
self.qProgressJob04_save_index_day = QtWidgets.QProgressBar(self)
self.qProgressJob04_save_index_day.setMaximum(10000) # 最小变动单位 0.01
self.job04_save_index_day = QA_GUI_DateFetch_SU_job04_index_day()
self.job04_save_index_day.setLoggingUIWidget(self.logDisplay)
self.job04_save_index_day.setProgressUIWidget(
self.qProgressJob04_save_index_day)
self.job04_save_index_day.setCheckboxUIWidget(
self.qCheckBoxJob04_save_index_day)
self.job04_save_index_day.connectSignalSlot()
self.qCheckboxWidgetList.append(self.qCheckBoxJob04_save_index_day)
self.qProgressWidgetList.append(self.qProgressJob04_save_index_day)
self.allSubJobList.append(self.job04_save_index_day)
self.taskListLayout.addWidget(self.qCheckBoxJob04_save_index_day)
self.taskListLayout.addWidget(self.qProgressJob04_save_index_day)
def create_job01_save_stock_week(self):
self.qCheckBoxJob01_save_stock_week = QtWidgets.QCheckBox(self)
self.qCheckBoxJob01_save_stock_week.setText("JOB01 周线数据 📊")
self.qProgressJob01_save_stock_week = QtWidgets.QProgressBar(self)
self.qProgressJob01_save_stock_week.setMaximum(100)
# 🛠todo 不知道为何，QThread 继承的 都不执行 __init__
self.job01_save_stock_week = QA_GUI_DateFetch_SU_job01_stock_week()
self.job01_save_stock_week.setLoggingUIWidget(self.logDisplay)
self.job01_save_stock_week.setProgressUIWidget(
self.qProgressJob01_save_stock_week)
self.job01_save_stock_week.setCheckboxUIWidget(
self.qCheckBoxJob01_save_stock_week)
self.job01_save_stock_week.connectSignalSlot()
self.qCheckboxWidgetList.append(self.qCheckBoxJob01_save_stock_week)
self.qProgressWidgetList.append(self.qProgressJob01_save_stock_week)
self.allSubJobList.append(self.job01_save_stock_week)
self.taskListLayout.addWidget(self.qCheckBoxJob01_save_stock_week)
self.taskListLayout.addWidget(self.qProgressJob01_save_stock_week)
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) -> 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()
