Пример #1
0
    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)
Пример #2
0
    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)
Пример #3
0
    def init_ui(self):
        """"""
        self.setWindowTitle("CTA回测")

        # Setting Part
        self.class_combo = QtWidgets.QComboBox()

        self.symbol_line = QtWidgets.QLineEdit("IF88.CFFEX")

        self.interval_combo = QtWidgets.QComboBox()
        for interval in Interval:
            self.interval_combo.addItem(interval.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")

        self.inverse_combo = QtWidgets.QComboBox()
        self.inverse_combo.addItems(["正向", "反向"])

        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)

        edit_button = QtWidgets.QPushButton("代码编辑")
        edit_button.clicked.connect(self.edit_strategy_code)

        reload_button = QtWidgets.QPushButton("策略重载")
        reload_button.clicked.connect(self.reload_strategy_class)

        for button in [
                backtesting_button, optimization_button, downloading_button,
                self.result_button, self.order_button, self.trade_button,
                self.daily_button, self.candle_button, edit_button,
                reload_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)
        form.addRow("合约模式", self.inverse_combo)

        result_grid = QtWidgets.QGridLayout()
        result_grid.addWidget(self.trade_button, 0, 0)
        result_grid.addWidget(self.order_button, 0, 1)
        result_grid.addWidget(self.daily_button, 1, 0)
        result_grid.addWidget(self.candle_button, 1, 1)

        left_vbox = QtWidgets.QVBoxLayout()
        left_vbox.addLayout(form)
        left_vbox.addWidget(backtesting_button)
        left_vbox.addWidget(downloading_button)
        left_vbox.addStretch()
        left_vbox.addLayout(result_grid)
        left_vbox.addStretch()
        left_vbox.addWidget(optimization_button)
        left_vbox.addWidget(self.result_button)
        left_vbox.addStretch()
        left_vbox.addWidget(edit_button)
        left_vbox.addWidget(reload_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)