def __init__(self, parent=None):
super(OptionCalculator, self).__init__(parent)
self.setupUi(self)
#show
self.show()
#define signal&slot
self.connect(self.fresh_quotes_button, SIGNAL('clicked()'),
self.__onRefreshQuoteBtClicked)
self.connect(self.edit_position_button, SIGNAL('clicked()'),
self.__onEditPosBtClicked)
self.connect(self.plot_button, SIGNAL('clicked()'),
self.__onPlotBtClicked)
self.connect(self, SIGNAL('PLOT_SENSIBILITY'),
self.__plotGreeksSensibility)
self.connect(self, SIGNAL('PLOT_EXERCISE_CURVE'),
self.__plotExerciseCurve)
self.connect(self, SIGNAL('SET_ETF_DISPLAY'), self.__setEtfDataDisplay)
self.connect(self, SIGNAL('SET_CENTRAL_DISPLAY'),
self.__setCentralTableDisplay)
self.connect(self, SIGNAL('ENGINE_ERROR'), self.__notifyErrorOccur)
#init position vtable
self.option_data = MatrixModel(self)
self.pos_deleg = AutoFormDelegate(self)
self.position_vtable.setItemDelegate(self.pos_deleg)
self.position_vtable.setModel(self.option_data)
self.option_data.setSize(0, OPTION_DF_HEADERS)
#init stock_position vtable
self.stock_data = MatrixModel(self)
self.stpos_deleg = AutoFormDelegate(self)
self.stock_position_vtable.setItemDelegate(self.stpos_deleg)
self.stock_position_vtable.setModel(self.stock_data)
self.stock_data.setSize(0, STOCK_DF_HEADERS)
#init portfolio vtable
self.portfolio_data = MatrixModel(self)
self.ptf_deleg = AutoFormDelegate(self)
self.portfolio_vtable.setItemDelegate(self.ptf_deleg)
self.portfolio_vtable.setModel(self.portfolio_data)
self.portfolio_data.setSize(0, PORTFOLIO_DF_HEADERS)
#gui communication
self.msg = None
self.msg_event = None
self.msg_thread = None
#data engine
self.engine = None
#flow control
self.is_updating = False
self.auto_refresh_timer = None
#qt child
self.edit_dialog = PosEditor(self)
self.edit_dialog.setControler(self)
return
def __init__(self, parent=None):
super(OptionCalculator, self).__init__(parent)
self.setupUi(self)
#show
self.show()
#define signal&slot
self.connect(self.fresh_quotes_button, SIGNAL('clicked()'), self.__onRefreshQuoteBtClicked)
self.connect(self.edit_position_button, SIGNAL('clicked()'), self.__onEditPosBtClicked)
self.connect(self.plot_button, SIGNAL('clicked()'), self.__onPlotBtClicked)
self.connect(self, SIGNAL('PLOT_SENSIBILITY'), self.__plotGreeksSensibility)
self.connect(self, SIGNAL('PLOT_EXERCISE_CURVE'), self.__plotExerciseCurve)
self.connect(self, SIGNAL('SET_ETF_DISPLAY'), self.__setEtfDataDisplay)
self.connect(self, SIGNAL('SET_CENTRAL_DISPLAY'), self.__setCentralTableDisplay)
self.connect(self, SIGNAL('ENGINE_ERROR'), self.__notifyErrorOccur)
#init position vtable
self.option_data = MatrixModel(self)
self.pos_deleg = AutoFormDelegate(self)
self.position_vtable.setItemDelegate(self.pos_deleg)
self.position_vtable.setModel(self.option_data)
self.option_data.setSize(0, OPTION_DF_HEADERS)
#init stock_position vtable
self.stock_data = MatrixModel(self)
self.stpos_deleg = AutoFormDelegate(self)
self.stock_position_vtable.setItemDelegate(self.stpos_deleg)
self.stock_position_vtable.setModel(self.stock_data)
self.stock_data.setSize(0, STOCK_DF_HEADERS)
#init portfolio vtable
self.portfolio_data = MatrixModel(self)
self.ptf_deleg = AutoFormDelegate(self)
self.portfolio_vtable.setItemDelegate(self.ptf_deleg)
self.portfolio_vtable.setModel(self.portfolio_data)
self.portfolio_data.setSize(0, PORTFOLIO_DF_HEADERS)
#gui communication
self.msg = None
self.msg_event = None
self.msg_thread = None
#data engine
self.engine = None
#flow control
self.is_updating = False
self.auto_refresh_timer = None
#qt child
self.edit_dialog = PosEditor(self)
self.edit_dialog.setControler(self)
return
class OptionCalculator(QMainWindow, Ui_MainWindow):
def __init__(self, parent=None):
super(OptionCalculator, self).__init__(parent)
self.setupUi(self)
#show
self.show()
#define signal&slot
self.connect(self.fresh_quotes_button, SIGNAL('clicked()'), self.__onRefreshQuoteBtClicked)
self.connect(self.edit_position_button, SIGNAL('clicked()'), self.__onEditPosBtClicked)
self.connect(self.plot_button, SIGNAL('clicked()'), self.__onPlotBtClicked)
self.connect(self, SIGNAL('PLOT_SENSIBILITY'), self.__plotGreeksSensibility)
self.connect(self, SIGNAL('PLOT_EXERCISE_CURVE'), self.__plotExerciseCurve)
self.connect(self, SIGNAL('SET_ETF_DISPLAY'), self.__setEtfDataDisplay)
self.connect(self, SIGNAL('SET_CENTRAL_DISPLAY'), self.__setCentralTableDisplay)
self.connect(self, SIGNAL('ENGINE_ERROR'), self.__notifyErrorOccur)
#init position vtable
self.option_data = MatrixModel(self)
self.pos_deleg = AutoFormDelegate(self)
self.position_vtable.setItemDelegate(self.pos_deleg)
self.position_vtable.setModel(self.option_data)
self.option_data.setSize(0, OPTION_DF_HEADERS)
#init stock_position vtable
self.stock_data = MatrixModel(self)
self.stpos_deleg = AutoFormDelegate(self)
self.stock_position_vtable.setItemDelegate(self.stpos_deleg)
self.stock_position_vtable.setModel(self.stock_data)
self.stock_data.setSize(0, STOCK_DF_HEADERS)
#init portfolio vtable
self.portfolio_data = MatrixModel(self)
self.ptf_deleg = AutoFormDelegate(self)
self.portfolio_vtable.setItemDelegate(self.ptf_deleg)
self.portfolio_vtable.setModel(self.portfolio_data)
self.portfolio_data.setSize(0, PORTFOLIO_DF_HEADERS)
#gui communication
self.msg = None
self.msg_event = None
self.msg_thread = None
#data engine
self.engine = None
#flow control
self.is_updating = False
self.auto_refresh_timer = None
#qt child
self.edit_dialog = PosEditor(self)
self.edit_dialog.setControler(self)
return
def start(self):
#gui communication
self.msg = MessageQueue()
self.msg_event = THD.Event()
self.msg_thread = THD.Thread(target=self.__handleMessage)
self.msg_thread.start()
#data engine
self.engine = Engine(self)
self.__startAutoRefresh(True)
self.engine.qryEtfQuoteFeed()
self.engine.qryTableDataFeed()
def quit(self):
if not self.auto_refresh_timer is None:
self.auto_refresh_timer.cancel()
if not self.engine is None:
self.engine.quit()
if not self.msg_thread is None:
self.__pushMsg(MessageTypes.QUIT)
self.msg_thread.join()
return
def closeEvent(self, event):
rtn = QMessageBox.question(self, 'Save & exit', 'Save positions to csv?',
QMessageBox.Save, QMessageBox.No, QMessageBox.Cancel)
if rtn == QMessageBox.Cancel:
event.ignore()
return
if rtn == QMessageBox.Save:
self.onSavePosition2Csv()
self.quit()
#close
super(OptionCalculator, self).closeEvent(event)
return
#-------------------------------------------------------------------------
def onEngineError(self, err):
with open(r'./logs.txt', 'a') as fid:
err_info = '\n>>%s\n%s' % (str(DT.datetime.now()), str(err))
fid.write(err_info)
self.emit(SIGNAL('ENGINE_ERROR'))
return
def onRepTableFeed(self, option_data, stock_data, ptf_data):
self.__pushMsg(MessageTypes.REPLY_TABLE_FEED, (option_data, stock_data, ptf_data))
def onRepEtfQuoteFeed(self, etf_data):
self.__pushMsg(MessageTypes.REPLY_ETF_QUOTE_FEED, etf_data)
def onRepCalGreeksSensibility(self, plot_data, x_axis_type):
self.__pushMsg(MessageTypes.REPLY_CAL_SENSI, (plot_data, x_axis_type))
def onRepCalExerciseCurve(self, plot_data):
self.__pushMsg(MessageTypes.REPLY_EXERCISE_CURVE, plot_data)
def onRepPositionBasedataFeed(self, positions):
self.__pushMsg(MessageTypes.REPLY_POSITION_BASEDATA_FEED, positions)
def __handleMessage(self):
while True:
msg = self.msg.getMsg()
if msg is None:
self.msg_event.wait()
self.msg_event.clear()
#received data for display
elif msg.type is MessageTypes.REPLY_TABLE_FEED:
self.emit(SIGNAL('SET_CENTRAL_DISPLAY'),
msg.content[0], msg.content[1], msg.content[2])
elif msg.type is MessageTypes.REPLY_ETF_QUOTE_FEED:
self.emit(SIGNAL('SET_ETF_DISPLAY'), msg.content)
elif msg.type is MessageTypes.REPLY_CAL_SENSI:
self.emit(SIGNAL('PLOT_SENSIBILITY'), msg.content[0], msg.content[1])
elif msg.type is MessageTypes.REPLY_EXERCISE_CURVE:
self.emit(SIGNAL('PLOT_EXERCISE_CURVE'), msg.content)
elif msg.type is MessageTypes.REPLY_POSITION_BASEDATA_FEED:
self.__updatePosEditorData(msg.content)
elif msg.type is MessageTypes.QUIT:
break
return
def __pushMsg(self, msg_type, content=None):
self.msg.pushMsg(msg_type, content)
self.msg_event.set()
#----------------------------------------------------------------------
def onEditorClickBtSaveAll(self, position_data):
self.engine.qryReloadPositions(position_data)
self.__queryUpdateData()
def onEditorClickBtReloadPosition(self):
self.engine.qryReloadPositions()
self.engine.qryPositionBasedata()
self.__queryUpdateData()
def onSavePosition2Csv(self):
self.engine.qrySavePositionCsv()
#----------------------------------------------------------------------
def __onRefreshQuoteBtClicked(self):
self.__queryUpdateData()
def __onEditPosBtClicked(self):
self.edit_dialog.wakeupEditor()
self.engine.qryPositionBasedata()
def __onPlotBtClicked(self):
x_axis_type = self.greeks_x_axis_combobox.currentIndex()
#pass group id list
if self.portfolio_checkBox.isChecked():
#collect group id
group_ids = list()
for r in getSelectedRows(self.portfolio_vtable):
item = self.portfolio_data.getValueByHeader(r, 'group')
try:
group_ids.append(int(item))
except:
pass
if group_ids:
if x_axis_type == 0:
self.engine.qryCalGreeksSensibilityByGroup(group_ids, group_ids, XAxisType.PRICE)
elif x_axis_type == 1:
self.engine.qryCalGreeksSensibilityByGroup(group_ids, group_ids, XAxisType.VOLATILITY)
elif x_axis_type == 2:
self.engine.qryCalGreeksSensibilityByGroup(group_ids, group_ids, XAxisType.TIME)
elif x_axis_type == 3:
self.engine.qryExerciseCurveByGroup(group_ids, group_ids)
#pass row numbers list
else:
option_idx = getSelectedRows(self.position_vtable)
stock_idx = getSelectedRows(self.stock_position_vtable)
if option_idx or stock_idx:
if x_axis_type == 0:
self.engine.qryCalGreeksSensibilityByPosition(option_idx, stock_idx, XAxisType.PRICE)
elif x_axis_type == 1:
self.engine.qryCalGreeksSensibilityByPosition(option_idx, stock_idx, XAxisType.VOLATILITY)
elif x_axis_type == 2:
self.engine.qryCalGreeksSensibilityByPosition(option_idx, stock_idx, XAxisType.TIME)
elif x_axis_type == 3:
self.engine.qryExerciseCurveByPosition(option_idx, stock_idx)
return
#-------------------------------------------------------------------
def __startAutoRefresh(self, onInit=False):
self.auto_refresh_timer = THD.Timer(300, self.__startAutoRefresh)
self.auto_refresh_timer.start()
if not onInit:
self.__queryUpdateData()
return
def __queryUpdateData(self):
if not self.is_updating:
self.is_updating = True
self.engine.qryUpdateData()
self.engine.qryEtfQuoteFeed()
self.engine.qryTableDataFeed()
def __setEtfDataDisplay(self, etf_data):
self.update_time_label.setText('%s' % etf_data.getByHeader(0, 'update_time').strftime(r'%H:%M:%S'))
self.etf_openprice_label.setText('open: %.3f' % etf_data.getByHeader(0, 'open_price'))
self.etf_highprice_label.setText('high: %.3f' % etf_data.getByHeader(0, 'high_price'))
self.etf_lowprice_label.setText('low: %.3f' % etf_data.getByHeader(0, 'low_price'))
self.etf_lastprice_label.setText('last: %.3f' % etf_data.getByHeader(0, 'last_price'))
def __setCentralTableDisplay(self, option_data, stock_data, portfolio_data):
self.option_data.setTableContent(option_data)
self.stock_data.setTableContent(stock_data)
self.portfolio_data.setTableContent(portfolio_data)
#notify_updating_completed
self.is_updating = False
return
def __updatePosEditorData(self, pos_table_handler):
self.edit_dialog.setEditTableContent(pos_table_handler)
def __plotGreeksSensibility(self, p_data, x_axis_type):
if x_axis_type == XAxisType.PRICE:
figure_name = 'by price'
elif x_axis_type == XAxisType.VOLATILITY:
figure_name = 'by volatility'
elif x_axis_type == XAxisType.TIME:
figure_name = 'by time'
else:
figure_name = ''
fig = PLT.figure()
fig.suptitle(figure_name)
sp = fig.add_subplot(2, 2, 1)
decorateAndPlot(sp, p_data['ax_x'], p_data['delta'],
title='delta', central_x=p_data['central_x'])
sp = fig.add_subplot(2, 2, 2)
decorateAndPlot(sp, p_data['ax_x'], p_data['gamma'],
title='gamma', central_x=p_data['central_x'])
sp = fig.add_subplot(2, 2, 3)
decorateAndPlot(sp, p_data['ax_x'], p_data['vega'],
title='vega', central_x=p_data['central_x'])
sp = fig.add_subplot(2, 2, 4)
decorateAndPlot(sp, p_data['ax_x'], p_data['theta'],
title='theta', central_x=p_data['central_x'])
PLT.show()
return
def __plotExerciseCurve(self, plot_data):
fig = PLT.figure()
fig.suptitle('Theoretical earnings curve')
sp = fig.add_subplot(1, 1, 1)
decorateAndPlot(sp, plot_data['ax_x'], plot_data['exercise_profit'],
central_x=plot_data['central_x'])
plotZeroLine(sp)
PLT.show()
return
def __notifyErrorOccur(self):
QMessageBox.question(self, 'Error', 'engine error occurs, restart manually ...',
QMessageBox.Yes)
class OptionCalculator(QMainWindow, Ui_MainWindow):
def __init__(self, parent=None):
super(OptionCalculator, self).__init__(parent)
self.setupUi(self)
#show
self.show()
#define signal&slot
self.connect(self.fresh_quotes_button, SIGNAL('clicked()'),
self.__onRefreshQuoteBtClicked)
self.connect(self.edit_position_button, SIGNAL('clicked()'),
self.__onEditPosBtClicked)
self.connect(self.plot_button, SIGNAL('clicked()'),
self.__onPlotBtClicked)
self.connect(self, SIGNAL('PLOT_SENSIBILITY'),
self.__plotGreeksSensibility)
self.connect(self, SIGNAL('PLOT_EXERCISE_CURVE'),
self.__plotExerciseCurve)
self.connect(self, SIGNAL('SET_ETF_DISPLAY'), self.__setEtfDataDisplay)
self.connect(self, SIGNAL('SET_CENTRAL_DISPLAY'),
self.__setCentralTableDisplay)
self.connect(self, SIGNAL('ENGINE_ERROR'), self.__notifyErrorOccur)
#init position vtable
self.option_data = MatrixModel(self)
self.pos_deleg = AutoFormDelegate(self)
self.position_vtable.setItemDelegate(self.pos_deleg)
self.position_vtable.setModel(self.option_data)
self.option_data.setSize(0, OPTION_DF_HEADERS)
#init stock_position vtable
self.stock_data = MatrixModel(self)
self.stpos_deleg = AutoFormDelegate(self)
self.stock_position_vtable.setItemDelegate(self.stpos_deleg)
self.stock_position_vtable.setModel(self.stock_data)
self.stock_data.setSize(0, STOCK_DF_HEADERS)
#init portfolio vtable
self.portfolio_data = MatrixModel(self)
self.ptf_deleg = AutoFormDelegate(self)
self.portfolio_vtable.setItemDelegate(self.ptf_deleg)
self.portfolio_vtable.setModel(self.portfolio_data)
self.portfolio_data.setSize(0, PORTFOLIO_DF_HEADERS)
#gui communication
self.msg = None
self.msg_event = None
self.msg_thread = None
#data engine
self.engine = None
#flow control
self.is_updating = False
self.auto_refresh_timer = None
#qt child
self.edit_dialog = PosEditor(self)
self.edit_dialog.setControler(self)
return
def start(self):
#gui communication
self.msg = MessageQueue()
self.msg_event = THD.Event()
self.msg_thread = THD.Thread(target=self.__handleMessage)
self.msg_thread.start()
#data engine
self.engine = Engine(self)
self.__startAutoRefresh(True)
self.engine.qryEtfQuoteFeed()
self.engine.qryTableDataFeed()
def quit(self):
if not self.auto_refresh_timer is None:
self.auto_refresh_timer.cancel()
if not self.engine is None:
self.engine.quit()
if not self.msg_thread is None:
self.__pushMsg(MessageTypes.QUIT)
self.msg_thread.join()
return
def closeEvent(self, event):
rtn = QMessageBox.question(self, 'Save & exit',
'Save positions to csv?', QMessageBox.Save,
QMessageBox.No, QMessageBox.Cancel)
if rtn == QMessageBox.Cancel:
event.ignore()
return
if rtn == QMessageBox.Save:
self.onSavePosition2Csv()
self.quit()
#close
super(OptionCalculator, self).closeEvent(event)
return
#-------------------------------------------------------------------------
def onEngineError(self, err):
with open(r'./logs.txt', 'a') as fid:
err_info = '\n>>%s\n%s' % (str(DT.datetime.now()), str(err))
fid.write(err_info)
self.emit(SIGNAL('ENGINE_ERROR'))
return
def onRepTableFeed(self, option_data, stock_data, ptf_data):
self.__pushMsg(MessageTypes.REPLY_TABLE_FEED,
(option_data, stock_data, ptf_data))
def onRepEtfQuoteFeed(self, etf_data):
self.__pushMsg(MessageTypes.REPLY_ETF_QUOTE_FEED, etf_data)
def onRepCalGreeksSensibility(self, plot_data, x_axis_type):
self.__pushMsg(MessageTypes.REPLY_CAL_SENSI, (plot_data, x_axis_type))
def onRepCalExerciseCurve(self, plot_data):
self.__pushMsg(MessageTypes.REPLY_EXERCISE_CURVE, plot_data)
def onRepPositionBasedataFeed(self, positions):
self.__pushMsg(MessageTypes.REPLY_POSITION_BASEDATA_FEED, positions)
def __handleMessage(self):
while True:
msg = self.msg.getMsg()
if msg is None:
self.msg_event.wait()
self.msg_event.clear()
#received data for display
elif msg.type is MessageTypes.REPLY_TABLE_FEED:
self.emit(SIGNAL('SET_CENTRAL_DISPLAY'), msg.content[0],
msg.content[1], msg.content[2])
elif msg.type is MessageTypes.REPLY_ETF_QUOTE_FEED:
self.emit(SIGNAL('SET_ETF_DISPLAY'), msg.content)
elif msg.type is MessageTypes.REPLY_CAL_SENSI:
self.emit(SIGNAL('PLOT_SENSIBILITY'), msg.content[0],
msg.content[1])
elif msg.type is MessageTypes.REPLY_EXERCISE_CURVE:
self.emit(SIGNAL('PLOT_EXERCISE_CURVE'), msg.content)
elif msg.type is MessageTypes.REPLY_POSITION_BASEDATA_FEED:
self.__updatePosEditorData(msg.content)
elif msg.type is MessageTypes.QUIT:
break
return
def __pushMsg(self, msg_type, content=None):
self.msg.pushMsg(msg_type, content)
self.msg_event.set()
#----------------------------------------------------------------------
def onEditorClickBtSaveAll(self, position_data):
self.engine.qryReloadPositions(position_data)
self.__queryUpdateData()
def onEditorClickBtReloadPosition(self):
self.engine.qryReloadPositions()
self.engine.qryPositionBasedata()
self.__queryUpdateData()
def onSavePosition2Csv(self):
self.engine.qrySavePositionCsv()
#----------------------------------------------------------------------
def __onRefreshQuoteBtClicked(self):
self.__queryUpdateData()
def __onEditPosBtClicked(self):
self.edit_dialog.wakeupEditor()
self.engine.qryPositionBasedata()
def __onPlotBtClicked(self):
x_axis_type = self.greeks_x_axis_combobox.currentIndex()
#pass group id list
if self.portfolio_checkBox.isChecked():
#collect group id
group_ids = list()
for r in getSelectedRows(self.portfolio_vtable):
item = self.portfolio_data.getValueByHeader(r, 'group')
try:
group_ids.append(int(item))
except:
pass
if group_ids:
if x_axis_type == 0:
self.engine.qryCalGreeksSensibilityByGroup(
group_ids, group_ids, XAxisType.PRICE)
elif x_axis_type == 1:
self.engine.qryCalGreeksSensibilityByGroup(
group_ids, group_ids, XAxisType.VOLATILITY)
elif x_axis_type == 2:
self.engine.qryCalGreeksSensibilityByGroup(
group_ids, group_ids, XAxisType.TIME)
elif x_axis_type == 3:
self.engine.qryExerciseCurveByGroup(group_ids, group_ids)
#pass row numbers list
else:
option_idx = getSelectedRows(self.position_vtable)
stock_idx = getSelectedRows(self.stock_position_vtable)
if option_idx or stock_idx:
if x_axis_type == 0:
self.engine.qryCalGreeksSensibilityByPosition(
option_idx, stock_idx, XAxisType.PRICE)
elif x_axis_type == 1:
self.engine.qryCalGreeksSensibilityByPosition(
option_idx, stock_idx, XAxisType.VOLATILITY)
elif x_axis_type == 2:
self.engine.qryCalGreeksSensibilityByPosition(
option_idx, stock_idx, XAxisType.TIME)
elif x_axis_type == 3:
self.engine.qryExerciseCurveByPosition(
option_idx, stock_idx)
return
#-------------------------------------------------------------------
def __startAutoRefresh(self, onInit=False):
self.auto_refresh_timer = THD.Timer(300, self.__startAutoRefresh)
self.auto_refresh_timer.start()
if not onInit:
self.__queryUpdateData()
return
def __queryUpdateData(self):
if not self.is_updating:
self.is_updating = True
self.engine.qryUpdateData()
self.engine.qryEtfQuoteFeed()
self.engine.qryTableDataFeed()
def __setEtfDataDisplay(self, etf_data):
self.update_time_label.setText(
'%s' %
etf_data.getByHeader(0, 'update_time').strftime(r'%H:%M:%S'))
self.etf_openprice_label.setText('open: %.3f' %
etf_data.getByHeader(0, 'open_price'))
self.etf_highprice_label.setText('high: %.3f' %
etf_data.getByHeader(0, 'high_price'))
self.etf_lowprice_label.setText('low: %.3f' %
etf_data.getByHeader(0, 'low_price'))
self.etf_lastprice_label.setText('last: %.3f' %
etf_data.getByHeader(0, 'last_price'))
def __setCentralTableDisplay(self, option_data, stock_data,
portfolio_data):
self.option_data.setTableContent(option_data)
self.stock_data.setTableContent(stock_data)
self.portfolio_data.setTableContent(portfolio_data)
#notify_updating_completed
self.is_updating = False
return
def __updatePosEditorData(self, pos_table_handler):
self.edit_dialog.setEditTableContent(pos_table_handler)
def __plotGreeksSensibility(self, p_data, x_axis_type):
if x_axis_type == XAxisType.PRICE:
figure_name = 'by price'
elif x_axis_type == XAxisType.VOLATILITY:
figure_name = 'by volatility'
elif x_axis_type == XAxisType.TIME:
figure_name = 'by time'
else:
figure_name = ''
fig = PLT.figure()
fig.suptitle(figure_name)
sp = fig.add_subplot(2, 2, 1)
decorateAndPlot(sp,
p_data['ax_x'],
p_data['delta'],
title='delta',
central_x=p_data['central_x'])
sp = fig.add_subplot(2, 2, 2)
decorateAndPlot(sp,
p_data['ax_x'],
p_data['gamma'],
title='gamma',
central_x=p_data['central_x'])
sp = fig.add_subplot(2, 2, 3)
decorateAndPlot(sp,
p_data['ax_x'],
p_data['vega'],
title='vega',
central_x=p_data['central_x'])
sp = fig.add_subplot(2, 2, 4)
decorateAndPlot(sp,
p_data['ax_x'],
p_data['theta'],
title='theta',
central_x=p_data['central_x'])
PLT.show()
return
def __plotExerciseCurve(self, plot_data):
fig = PLT.figure()
fig.suptitle('Theoretical earnings curve')
sp = fig.add_subplot(1, 1, 1)
decorateAndPlot(sp,
plot_data['ax_x'],
plot_data['exercise_profit'],
central_x=plot_data['central_x'])
plotZeroLine(sp)
PLT.show()
return
def __notifyErrorOccur(self):
QMessageBox.question(self, 'Error',
'engine error occurs, restart manually ...',
QMessageBox.Yes)
