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 init_ui(self):
""""""
form = QtWidgets.QFormLayout()
# Add spread_name and name edit if add new strategy
if self.class_name:
self.setWindowTitle(f"添加策略：{self.class_name}")
button_text = "添加"
parameters = {"strategy_name": "", "spread_name": ""}
parameters.update(self.parameters)
else:
self.setWindowTitle(f"参数编辑：{self.strategy_name}")
button_text = "确定"
parameters = self.parameters
for name, value in parameters.items():
type_ = type(value)
edit = QtWidgets.QLineEdit(str(value))
if type_ is int:
validator = QtGui.QIntValidator()
edit.setValidator(validator)
elif type_ is float:
validator = QtGui.QDoubleValidator()
edit.setValidator(validator)
form.addRow(f"{name} {type_}", edit)
self.edits[name] = (edit, type_)
button = QtWidgets.QPushButton(button_text)
button.clicked.connect(self.accept)
form.addRow(button)
self.setLayout(form)
def init_ui(self):
""""""
self.setWindowTitle("交易风控")
# Create widgets
self.active_combo = QtWidgets.QComboBox()
self.active_combo.addItems(["停止", "启动"])
self.flow_limit_spin = RiskManagerSpinBox()
self.flow_clear_spin = RiskManagerSpinBox()
self.size_limit_spin = RiskManagerSpinBox()
self.trade_limit_spin = RiskManagerSpinBox()
self.active_limit_spin = RiskManagerSpinBox()
self.cancel_limit_spin = RiskManagerSpinBox()
save_button = QtWidgets.QPushButton("保存")
save_button.clicked.connect(self.save_setting)
# Form layout
form = QtWidgets.QFormLayout()
form.addRow("风控运行状态", self.active_combo)
form.addRow("委托流控上限（笔）", self.flow_limit_spin)
form.addRow("委托流控清空（秒）", self.flow_clear_spin)
form.addRow("单笔委托上限（数量）", self.size_limit_spin)
form.addRow("总成交上限（笔）", self.trade_limit_spin)
form.addRow("活动委托上限（笔）", self.active_limit_spin)
form.addRow("合约撤单上限（笔）", self.cancel_limit_spin)
form.addRow(save_button)
self.setLayout(form)
# Set Fix Size
hint = self.sizeHint()
self.setFixedSize(hint.width() * 1.2, hint.height())
def init_ui(self):
"""
Initialize line edits and form layout based on setting.
"""
self.setMaximumWidth(400)
form = QtWidgets.QFormLayout()
for field_name, field_value in self.default_setting.items():
field_type = type(field_value)
if field_type == list:
widget = QtWidgets.QComboBox()
widget.addItems(field_value)
else:
widget = QtWidgets.QLineEdit()
display_name = NAME_DISPLAY_MAP.get(field_name, field_name)
form.addRow(display_name, widget)
self.widgets[field_name] = (widget, field_type)
start_algo_button = QtWidgets.QPushButton("启动算法")
start_algo_button.clicked.connect(self.start_algo)
form.addRow(start_algo_button)
load_csv_button = QtWidgets.QPushButton("CSV启动")
load_csv_button.clicked.connect(self.load_csv)
form.addRow(load_csv_button)
form.addRow(QtWidgets.QLabel(""))
form.addRow(QtWidgets.QLabel(""))
form.addRow(QtWidgets.QLabel(""))
self.setting_name_line = QtWidgets.QLineEdit()
form.addRow("配置名称", self.setting_name_line)
save_setting_button = QtWidgets.QPushButton("保存配置")
save_setting_button.clicked.connect(self.save_setting)
form.addRow(save_setting_button)
for button in [
start_algo_button,
load_csv_button,
save_setting_button
]:
button.setFixedHeight(button.sizeHint().height() * 2)
self.setLayout(form)
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 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):
""""""
form = QtWidgets.QFormLayout()
# Add vt_symbol and name edit if add new strategy
self.setWindowTitle(f"策略参数配置：{self.class_name}")
button_text = "确定"
parameters = self.parameters
for name, value in parameters.items():
type_ = type(value)
edit = QtWidgets.QLineEdit(str(value))
if type_ is int:
validator = QtGui.QIntValidator()
edit.setValidator(validator)
elif type_ is float:
validator = QtGui.QDoubleValidator()
edit.setValidator(validator)
form.addRow(f"{name} {type_}", edit)
self.edits[name] = (edit, type_)
button = QtWidgets.QPushButton(button_text)
button.clicked.connect(self.accept)
form.addRow(button)
widget = QtWidgets.QWidget()
widget.setLayout(form)
scroll = QtWidgets.QScrollArea()
scroll.setWidgetResizable(True)
scroll.setWidget(widget)
vbox = QtWidgets.QVBoxLayout()
vbox.addWidget(scroll)
self.setLayout(vbox)
def init_ui(self):
""""""
self.setWindowTitle("启动算法")
self.setFrameShape(self.Box)
self.setLineWidth(1)
self.name_line = QtWidgets.QLineEdit()
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.NONE.value, Offset.OPEN.value, Offset.CLOSE.value])
float_validator = QtGui.QDoubleValidator()
self.price_line = QtWidgets.QLineEdit()
self.price_line.setValidator(float_validator)
self.volume_line = QtWidgets.QLineEdit()
self.volume_line.setValidator(float_validator)
int_validator = QtGui.QIntValidator()
self.payup_line = QtWidgets.QLineEdit()
self.payup_line.setValidator(int_validator)
self.interval_line = QtWidgets.QLineEdit()
self.interval_line.setValidator(int_validator)
button_start = QtWidgets.QPushButton("启动")
button_start.clicked.connect(self.start_algo)
self.lock_combo = QtWidgets.QComboBox()
self.lock_combo.addItems(["否", "是"])
self.class_combo = QtWidgets.QComboBox()
add_button = QtWidgets.QPushButton("添加策略")
add_button.clicked.connect(self.add_strategy)
init_button = QtWidgets.QPushButton("全部初始化")
init_button.clicked.connect(self.strategy_engine.init_all_strategies)
start_button = QtWidgets.QPushButton("全部启动")
start_button.clicked.connect(self.strategy_engine.start_all_strategies)
stop_button = QtWidgets.QPushButton("全部停止")
stop_button.clicked.connect(self.strategy_engine.stop_all_strategies)
add_spread_button = QtWidgets.QPushButton("创建价差")
add_spread_button.clicked.connect(self.add_spread)
add_advanced_button = QtWidgets.QPushButton("创建灵活价差")
add_advanced_button.clicked.connect(self.add_advanced_spread)
remove_spread_button = QtWidgets.QPushButton("移除价差")
remove_spread_button.clicked.connect(self.remove_spread)
form = QtWidgets.QFormLayout()
form.addRow("价差", self.name_line)
form.addRow("方向", self.direction_combo)
form.addRow("开平", self.offset_combo)
form.addRow("价格", self.price_line)
form.addRow("数量", self.volume_line)
form.addRow("超价", self.payup_line)
form.addRow("间隔", self.interval_line)
form.addRow("锁仓", self.lock_combo)
form.addRow(button_start)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(form)
vbox.addStretch()
vbox.addWidget(self.class_combo)
vbox.addWidget(add_button)
vbox.addWidget(init_button)
vbox.addWidget(start_button)
vbox.addWidget(stop_button)
vbox.addStretch()
vbox.addWidget(add_spread_button)
vbox.addWidget(add_advanced_button)
vbox.addWidget(remove_spread_button)
self.setLayout(vbox)
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)
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__(self, parent=None):
""""""
super().__init__()
self.setWindowTitle("从CSV文件导入数据")
self.setFixedWidth(300)
self.setWindowFlags(
(self.windowFlags() | QtCore.Qt.CustomizeWindowHint)
& ~QtCore.Qt.WindowMaximizeButtonHint)
file_button = QtWidgets.QPushButton("选择文件")
file_button.clicked.connect(self.select_file)
load_button = QtWidgets.QPushButton("确定")
load_button.clicked.connect(self.accept)
self.file_edit = QtWidgets.QLineEdit()
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:
if i != Interval.TICK:
self.interval_combo.addItem(str(i.name), i)
self.datetime_edit = QtWidgets.QLineEdit("datetime")
self.open_edit = QtWidgets.QLineEdit("open")
self.high_edit = QtWidgets.QLineEdit("high")
self.low_edit = QtWidgets.QLineEdit("low")
self.close_edit = QtWidgets.QLineEdit("close")
self.volume_edit = QtWidgets.QLineEdit("volume")
self.open_interest_edit = QtWidgets.QLineEdit("open_interest")
self.format_edit = QtWidgets.QLineEdit("%Y-%m-%d %H:%M:%S")
info_label = QtWidgets.QLabel("合约信息")
info_label.setAlignment(QtCore.Qt.AlignCenter)
head_label = QtWidgets.QLabel("表头信息")
head_label.setAlignment(QtCore.Qt.AlignCenter)
format_label = QtWidgets.QLabel("格式信息")
format_label.setAlignment(QtCore.Qt.AlignCenter)
form = QtWidgets.QFormLayout()
form.addRow(file_button, self.file_edit)
form.addRow(QtWidgets.QLabel())
form.addRow(info_label)
form.addRow("代码", self.symbol_edit)
form.addRow("交易所", self.exchange_combo)
form.addRow("周期", self.interval_combo)
form.addRow(QtWidgets.QLabel())
form.addRow(head_label)
form.addRow("时间戳", self.datetime_edit)
form.addRow("开盘价", self.open_edit)
form.addRow("最高价", self.high_edit)
form.addRow("最低价", self.low_edit)
form.addRow("收盘价", self.close_edit)
form.addRow("成交量", self.volume_edit)
form.addRow("持仓量", self.open_interest_edit)
form.addRow(QtWidgets.QLabel())
form.addRow(format_label)
form.addRow("时间格式", self.format_edit)
form.addRow(QtWidgets.QLabel())
form.addRow(load_button)
self.setLayout(form)