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("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_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) -> 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()
