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):
""""""
self.setWindowTitle("价差交易")
self.algo_dialog = SpreadAlgoWidget(self.spread_engine)
algo_group = self.create_group("交易", self.algo_dialog)
algo_group.setMaximumWidth(300)
self.data_monitor = SpreadDataMonitor(
self.main_engine,
self.event_engine
)
self.log_monitor = SpreadLogMonitor(
self.main_engine,
self.event_engine
)
self.algo_monitor = SpreadAlgoMonitor(
self.spread_engine
)
self.strategy_monitor = SpreadStrategyMonitor(
self.spread_engine
)
grid = QtWidgets.QGridLayout()
grid.addWidget(self.create_group("价差", self.data_monitor), 0, 0)
grid.addWidget(self.create_group("日志", self.log_monitor), 1, 0)
grid.addWidget(self.create_group("算法", self.algo_monitor), 0, 1)
grid.addWidget(self.create_group("策略", self.strategy_monitor), 1, 1)
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(algo_group)
hbox.addLayout(grid)
self.setLayout(hbox)
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 get_setting_cells(self, setting_name: str):
""""""
cells = self.setting_cells.get(setting_name, None)
if not cells:
use_func = partial(self.use_setting, setting_name=setting_name)
use_button = QtWidgets.QPushButton("使用")
use_button.clicked.connect(use_func)
remove_func = partial(self.remove_setting,
setting_name=setting_name)
remove_button = QtWidgets.QPushButton("移除")
remove_button.clicked.connect(remove_func)
name_cell = QtWidgets.QTableWidgetItem(setting_name)
setting_cell = QtWidgets.QTableWidgetItem()
self.insertRow(0)
self.setCellWidget(0, 0, use_button)
self.setCellWidget(0, 1, remove_button)
self.setItem(0, 2, name_cell)
self.setItem(0, 3, setting_cell)
cells = {"name": name_cell, "setting": setting_cell}
self.setting_cells[setting_name] = cells
return cells
def get_algo_cells(self, algo_name: str):
""""""
cells = self.algo_cells.get(algo_name, None)
if not cells:
stop_func = partial(self.stop_algo, algo_name=algo_name)
stop_button = QtWidgets.QPushButton("停止")
stop_button.clicked.connect(stop_func)
name_cell = QtWidgets.QTableWidgetItem(algo_name)
parameters_cell = QtWidgets.QTableWidgetItem()
variables_cell = QtWidgets.QTableWidgetItem()
self.insertRow(0)
self.setCellWidget(0, 0, stop_button)
self.setItem(0, 1, name_cell)
self.setItem(0, 2, parameters_cell)
self.setItem(0, 3, variables_cell)
cells = {
"name": name_cell,
"parameters": parameters_cell,
"variables": variables_cell
}
self.algo_cells[algo_name] = cells
return cells
def create_group(self, title: str, widget: QtWidgets.QWidget):
""""""
group = QtWidgets.QGroupBox()
vbox = QtWidgets.QVBoxLayout()
vbox.addWidget(widget)
group.setLayout(vbox)
group.setTitle(title)
return group
def process_log_event(self, event):
""""""
log = event.data
msg = log.msg
timestamp = datetime.now().strftime("%H:%M:%S")
timestamp_cell = QtWidgets.QTableWidgetItem(timestamp)
msg_cell = QtWidgets.QTableWidgetItem(msg)
self.insertRow(0)
self.setItem(0, 0, timestamp_cell)
self.setItem(0, 1, msg_cell)
def init_ui(self):
""""""
self.name_line = QtWidgets.QLineEdit()
self.symbol_line = QtWidgets.QLineEdit()
self.remove_combo = QtWidgets.QComboBox()
for w in [self.name_line, self.symbol_line, self.remove_combo]:
w.setFixedWidth(150)
add_button = QtWidgets.QPushButton("创建策略")
add_button.clicked.connect(self.add_strategy)
remove_button = QtWidgets.QPushButton("移除策略")
remove_button.clicked.connect(self.remove_strategy)
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(QtWidgets.QLabel("策略名称"))
hbox.addWidget(self.name_line)
hbox.addWidget(QtWidgets.QLabel("交易合约"))
hbox.addWidget(self.symbol_line)
hbox.addWidget(add_button)
hbox.addStretch()
hbox.addWidget(self.remove_combo)
hbox.addWidget(remove_button)
self.setLayout(hbox)
def init_ui(self):
""""""
self.scroll_layout = QtWidgets.QVBoxLayout()
self.scroll_layout.addStretch()
scroll_widget = QtWidgets.QWidget()
scroll_widget.setLayout(self.scroll_layout)
scroll_area = QtWidgets.QScrollArea()
scroll_area.setWidgetResizable(True)
scroll_area.setWidget(scroll_widget)
vbox = QtWidgets.QVBoxLayout()
vbox.addWidget(scroll_area)
self.setLayout(vbox)
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_ui(self):
""""""
self.setWindowTitle("移除价差")
self.setMinimumWidth(300)
self.name_combo = QtWidgets.QComboBox()
spreads = self.spread_engine.get_all_spreads()
for spread in spreads:
self.name_combo.addItem(spread.name)
button_remove = QtWidgets.QPushButton("移除")
button_remove.clicked.connect(self.remove_spread)
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(self.name_combo)
hbox.addWidget(button_remove)
self.setLayout(hbox)
def init_ui(self):
""""""
self.setWindowTitle(self.title)
self.resize(1100, 600)
self.table = self.table_class(self.main_engine, self.event_engine)
vbox = QtWidgets.QVBoxLayout()
vbox.addWidget(self.table)
self.setLayout(vbox)
def init_ui(self):
""""""
self.setFixedHeight(300)
self.setFrameShape(self.Box)
self.setLineWidth(1)
init_button = QtWidgets.QPushButton("初始化")
init_button.clicked.connect(self.init_strategy)
start_button = QtWidgets.QPushButton("启动")
start_button.clicked.connect(self.start_strategy)
stop_button = QtWidgets.QPushButton("停止")
stop_button.clicked.connect(self.stop_strategy)
edit_button = QtWidgets.QPushButton("编辑")
edit_button.clicked.connect(self.edit_strategy)
remove_button = QtWidgets.QPushButton("移除")
remove_button.clicked.connect(self.remove_strategy)
strategy_name = self._data["strategy_name"]
spread_name = self._data["spread_name"]
class_name = self._data["class_name"]
author = self._data["author"]
label_text = (
f"{strategy_name} - {spread_name} ({class_name} by {author})"
)
label = QtWidgets.QLabel(label_text)
label.setAlignment(QtCore.Qt.AlignCenter)
self.parameters_monitor = StrategyDataMonitor(self._data["parameters"])
self.variables_monitor = StrategyDataMonitor(self._data["variables"])
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(init_button)
hbox.addWidget(start_button)
hbox.addWidget(stop_button)
hbox.addWidget(edit_button)
hbox.addWidget(remove_button)
vbox = QtWidgets.QVBoxLayout()
vbox.addWidget(label)
vbox.addLayout(hbox)
vbox.addWidget(self.parameters_monitor)
vbox.addWidget(self.variables_monitor)
self.setLayout(vbox)
def init_ui(self):
""""""
self.setRowCount(len(self.KEY_NAME_MAP))
self.setVerticalHeaderLabels(list(self.KEY_NAME_MAP.values()))
self.setColumnCount(1)
self.horizontalHeader().setVisible(False)
self.horizontalHeader().setSectionResizeMode(
QtWidgets.QHeaderView.Stretch)
self.setEditTriggers(self.NoEditTriggers)
for row, key in enumerate(self.KEY_NAME_MAP.keys()):
cell = QtWidgets.QTableWidgetItem()
self.setItem(row, 0, cell)
self.cells[key] = cell
def init_ui(self):
""""""
labels = list(self._data.keys())
self.setColumnCount(len(labels))
self.setHorizontalHeaderLabels(labels)
self.setRowCount(1)
self.verticalHeader().setSectionResizeMode(
QtWidgets.QHeaderView.Stretch)
self.verticalHeader().setVisible(False)
self.setEditTriggers(self.NoEditTriggers)
for column, name in enumerate(self._data.keys()):
value = self._data[name]
cell = QtWidgets.QTableWidgetItem(str(value))
cell.setTextAlignment(QtCore.Qt.AlignCenter)
self.setItem(0, column, cell)
self.cells[name] = cell
def init_ui(self):
""""""
self.setWindowTitle("投资组合")
strategy_monitor = PortfolioStrategyMonitor(self.main_engine,
self.event_engine)
order_monitor = PortfolioOrderMonitor(self.main_engine,
self.event_engine)
trade_monitor = PortfolioTradeMonitor(self.main_engine,
self.event_engine)
self.trading_widget = StrategyTradingWidget(self.portfolio_engine)
self.management_widget = StrategyManagementWidget(
self.portfolio_engine, self.trading_widget, strategy_monitor)
vbox = QtWidgets.QVBoxLayout()
vbox.addWidget(self.management_widget)
vbox.addWidget(self.create_group("策略", strategy_monitor))
vbox.addWidget(self.trading_widget)
vbox.addWidget(self.create_group("委托", order_monitor))
vbox.addWidget(self.create_group("成交", trade_monitor))
self.setLayout(vbox)
def init_ui(self):
""""""
self.setWindowTitle("参数优化结果")
self.resize(1100, 500)
# Creat table to show result
table = QtWidgets.QTableWidget()
table.setColumnCount(2)
table.setRowCount(len(self.result_values))
table.setHorizontalHeaderLabels(["参数", self.target_display])
table.setEditTriggers(table.NoEditTriggers)
table.verticalHeader().setVisible(False)
table.horizontalHeader().setSectionResizeMode(
0, QtWidgets.QHeaderView.ResizeToContents)
table.horizontalHeader().setSectionResizeMode(
1, QtWidgets.QHeaderView.Stretch)
for n, tp in enumerate(self.result_values):
setting, target_value, _ = tp
setting_cell = QtWidgets.QTableWidgetItem(str(setting))
target_cell = QtWidgets.QTableWidgetItem(str(target_value))
setting_cell.setTextAlignment(QtCore.Qt.AlignCenter)
target_cell.setTextAlignment(QtCore.Qt.AlignCenter)
table.setItem(n, 0, setting_cell)
table.setItem(n, 1, target_cell)
# Create layout
button = QtWidgets.QPushButton("保存")
button.clicked.connect(self.save_csv)
hbox = QtWidgets.QHBoxLayout()
hbox.addStretch()
hbox.addWidget(button)
vbox = QtWidgets.QVBoxLayout()
vbox.addWidget(table)
vbox.addLayout(hbox)
self.setLayout(vbox)
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("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("行情记录")
self.resize(1000, 600)
# Create widgets
self.symbol_line = QtWidgets.QLineEdit()
self.symbol_line.setFixedHeight(self.symbol_line.sizeHint().height() *
2)
contracts = self.main_engine.get_all_contracts()
self.vt_symbols = [contract.vt_symbol for contract in contracts]
self.symbol_completer = QtWidgets.QCompleter(self.vt_symbols)
self.symbol_completer.setFilterMode(QtCore.Qt.MatchContains)
self.symbol_completer.setCompletionMode(
self.symbol_completer.PopupCompletion)
self.symbol_line.setCompleter(self.symbol_completer)
add_bar_button = QtWidgets.QPushButton("添加")
add_bar_button.clicked.connect(self.add_bar_recording)
remove_bar_button = QtWidgets.QPushButton("移除")
remove_bar_button.clicked.connect(self.remove_bar_recording)
add_tick_button = QtWidgets.QPushButton("添加")
add_tick_button.clicked.connect(self.add_tick_recording)
remove_tick_button = QtWidgets.QPushButton("移除")
remove_tick_button.clicked.connect(self.remove_tick_recording)
self.bar_recording_edit = QtWidgets.QTextEdit()
self.bar_recording_edit.setReadOnly(True)
self.tick_recording_edit = QtWidgets.QTextEdit()
self.tick_recording_edit.setReadOnly(True)
self.log_edit = QtWidgets.QTextEdit()
self.log_edit.setReadOnly(True)
# Set layout
grid = QtWidgets.QGridLayout()
grid.addWidget(QtWidgets.QLabel("K线记录"), 0, 0)
grid.addWidget(add_bar_button, 0, 1)
grid.addWidget(remove_bar_button, 0, 2)
grid.addWidget(QtWidgets.QLabel("Tick记录"), 1, 0)
grid.addWidget(add_tick_button, 1, 1)
grid.addWidget(remove_tick_button, 1, 2)
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(QtWidgets.QLabel("本地代码"))
hbox.addWidget(self.symbol_line)
hbox.addWidget(QtWidgets.QLabel(" "))
hbox.addLayout(grid)
hbox.addStretch()
grid2 = QtWidgets.QGridLayout()
grid2.addWidget(QtWidgets.QLabel("K线记录列表"), 0, 0)
grid2.addWidget(QtWidgets.QLabel("Tick记录列表"), 0, 1)
grid2.addWidget(self.bar_recording_edit, 1, 0)
grid2.addWidget(self.tick_recording_edit, 1, 1)
grid2.addWidget(self.log_edit, 2, 0, 1, 2)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox)
vbox.addLayout(grid2)
self.setLayout(vbox)
def init_ui(self):
""""""
QLabel = QtWidgets.QLabel
self.target_combo = QtWidgets.QComboBox()
self.target_combo.addItems(list(self.DISPLAY_NAME_MAP.keys()))
grid = QtWidgets.QGridLayout()
grid.addWidget(QLabel("目标"), 0, 0)
grid.addWidget(self.target_combo, 0, 1, 1, 3)
grid.addWidget(QLabel("参数"), 1, 0)
grid.addWidget(QLabel("开始"), 1, 1)
grid.addWidget(QLabel("步进"), 1, 2)
grid.addWidget(QLabel("结束"), 1, 3)
# Add vt_symbol and name edit if add new strategy
self.setWindowTitle(f"优化参数配置：{self.class_name}")
validator = QtGui.QDoubleValidator()
row = 2
for name, value in self.parameters.items():
type_ = type(value)
if type_ not in [int, float]:
continue
start_edit = QtWidgets.QLineEdit(str(value))
step_edit = QtWidgets.QLineEdit(str(1))
end_edit = QtWidgets.QLineEdit(str(value))
for edit in [start_edit, step_edit, end_edit]:
edit.setValidator(validator)
grid.addWidget(QLabel(name), row, 0)
grid.addWidget(start_edit, row, 1)
grid.addWidget(step_edit, row, 2)
grid.addWidget(end_edit, row, 3)
self.edits[name] = {
"type": type_,
"start": start_edit,
"step": step_edit,
"end": end_edit
}
row += 1
parallel_button = QtWidgets.QPushButton("多进程优化")
parallel_button.clicked.connect(self.generate_parallel_setting)
grid.addWidget(parallel_button, row, 0, 1, 4)
row += 1
ga_button = QtWidgets.QPushButton("遗传算法优化")
ga_button.clicked.connect(self.generate_ga_setting)
grid.addWidget(ga_button, row, 0, 1, 4)
widget = QtWidgets.QWidget()
widget.setLayout(grid)
scroll = QtWidgets.QScrollArea()
scroll.setWidgetResizable(True)
scroll.setWidget(widget)
vbox = QtWidgets.QVBoxLayout()
vbox.addWidget(scroll)
self.setLayout(vbox)
def init_ui(self):
""""""
self.setWindowTitle("CTA回测")
# Setting Part
self.class_combo = QtWidgets.QComboBox()
self.symbol_line = QtWidgets.QLineEdit("BTCUSDT.BINANCE")
self.interval_combo = QtWidgets.QComboBox()
for interval in Interval:
if interval != Interval.TICK:
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("0.0004")
self.slippage_line = QtWidgets.QLineEdit("0.5")
self.size_line = QtWidgets.QLineEdit("1")
self.pricetick_line = QtWidgets.QLineEdit("0.01")
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)
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, 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(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_ui(self):
""""""
self.setWindowTitle("回测K线图表")
self.resize(1400, 800)
# Create chart widget
self.chart = ChartWidget()
self.chart.add_plot("candle", hide_x_axis=True)
self.chart.add_plot("volume", maximum_height=200)
self.chart.add_item(CandleItem, "candle", "candle")
self.chart.add_item(VolumeItem, "volume", "volume")
self.chart.add_cursor()
# Create help widget
text1 = "红色虚线 —— 盈利交易"
label1 = QtWidgets.QLabel(text1)
label1.setStyleSheet("color:red")
text2 = "绿色虚线 —— 亏损交易"
label2 = QtWidgets.QLabel(text2)
label2.setStyleSheet("color:#00FF00")
text3 = "黄色向上箭头 —— 买入开仓 Buy"
label3 = QtWidgets.QLabel(text3)
label3.setStyleSheet("color:yellow")
text4 = "黄色向下箭头 —— 卖出平仓 Sell"
label4 = QtWidgets.QLabel(text4)
label4.setStyleSheet("color:yellow")
text5 = "紫红向下箭头 —— 卖出开仓 Short"
label5 = QtWidgets.QLabel(text5)
label5.setStyleSheet("color:magenta")
text6 = "紫红向上箭头 —— 买入平仓 Cover"
label6 = QtWidgets.QLabel(text6)
label6.setStyleSheet("color:magenta")
hbox1 = QtWidgets.QHBoxLayout()
hbox1.addStretch()
hbox1.addWidget(label1)
hbox1.addStretch()
hbox1.addWidget(label2)
hbox1.addStretch()
hbox2 = QtWidgets.QHBoxLayout()
hbox2.addStretch()
hbox2.addWidget(label3)
hbox2.addStretch()
hbox2.addWidget(label4)
hbox2.addStretch()
hbox3 = QtWidgets.QHBoxLayout()
hbox3.addStretch()
hbox3.addWidget(label5)
hbox3.addStretch()
hbox3.addWidget(label6)
hbox3.addStretch()
# Set layout
vbox = QtWidgets.QVBoxLayout()
vbox.addWidget(self.chart)
vbox.addLayout(hbox1)
vbox.addLayout(hbox2)
vbox.addLayout(hbox3)
self.setLayout(vbox)
def init_ui(self):
""""""
self.setWindowTitle("CTA策略")
# Create widgets
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.cta_engine.init_all_strategies)
start_button = QtWidgets.QPushButton("全部启动")
start_button.clicked.connect(self.cta_engine.start_all_strategies)
stop_button = QtWidgets.QPushButton("全部停止")
stop_button.clicked.connect(self.cta_engine.stop_all_strategies)
clear_button = QtWidgets.QPushButton("清空日志")
clear_button.clicked.connect(self.clear_log)
self.scroll_layout = QtWidgets.QVBoxLayout()
self.scroll_layout.addStretch()
scroll_widget = QtWidgets.QWidget()
scroll_widget.setLayout(self.scroll_layout)
scroll_area = QtWidgets.QScrollArea()
scroll_area.setWidgetResizable(True)
scroll_area.setWidget(scroll_widget)
self.log_monitor = LogMonitor(self.main_engine, self.event_engine)
self.stop_order_monitor = StopOrderMonitor(
self.main_engine, self.event_engine
)
# Set layout
hbox1 = QtWidgets.QHBoxLayout()
hbox1.addWidget(self.class_combo)
hbox1.addWidget(add_button)
hbox1.addStretch()
hbox1.addWidget(init_button)
hbox1.addWidget(start_button)
hbox1.addWidget(stop_button)
hbox1.addWidget(clear_button)
grid = QtWidgets.QGridLayout()
grid.addWidget(scroll_area, 0, 0, 2, 1)
grid.addWidget(self.stop_order_monitor, 0, 1)
grid.addWidget(self.log_monitor, 1, 1)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox1)
vbox.addLayout(grid)
self.setLayout(vbox)
def init_ui(self):
""""""
self.name_combo = QtWidgets.QComboBox()
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.value for offset in Offset])
double_validator = QtGui.QDoubleValidator()
double_validator.setBottom(0)
self.price_line = QtWidgets.QLineEdit()
self.price_line.setValidator(double_validator)
self.volume_line = QtWidgets.QLineEdit()
self.volume_line.setValidator(double_validator)
for w in [
self.name_combo, self.price_line, self.volume_line,
self.direction_combo, self.offset_combo
]:
w.setFixedWidth(150)
send_button = QtWidgets.QPushButton("委托")
send_button.clicked.connect(self.send_order)
send_button.setFixedWidth(70)
cancel_button = QtWidgets.QPushButton("全撤")
cancel_button.clicked.connect(self.cancel_all)
cancel_button.setFixedWidth(70)
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(QtWidgets.QLabel("策略名称"))
hbox.addWidget(self.name_combo)
hbox.addWidget(QtWidgets.QLabel("方向"))
hbox.addWidget(self.direction_combo)
hbox.addWidget(QtWidgets.QLabel("开平"))
hbox.addWidget(self.offset_combo)
hbox.addWidget(QtWidgets.QLabel("价格"))
hbox.addWidget(self.price_line)
hbox.addWidget(QtWidgets.QLabel("数量"))
hbox.addWidget(self.volume_line)
hbox.addWidget(send_button)
hbox.addWidget(cancel_button)
hbox.addStretch()
self.setLayout(hbox)
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)
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(remove_spread_button)
self.setLayout(vbox)
def init_ui(self):
""""""
self.setWindowTitle("创建价差")
self.name_line = QtWidgets.QLineEdit()
self.active_line = QtWidgets.QLineEdit()
self.min_volume_combo = QtWidgets.QComboBox()
self.min_volume_combo.addItems([
"1",
"0.1",
"0.01",
"0.001",
"0.0001",
"0.00001",
"0.000001",
])
self.grid = QtWidgets.QGridLayout()
button_add = QtWidgets.QPushButton("创建价差")
button_add.clicked.connect(self.add_spread)
Label = QtWidgets.QLabel
grid = QtWidgets.QGridLayout()
grid.addWidget(Label("价差名称"), 0, 0)
grid.addWidget(self.name_line, 0, 1, 1, 4)
grid.addWidget(Label("主动腿代码"), 1, 0)
grid.addWidget(self.active_line, 1, 1, 1, 4)
grid.addWidget(Label("最小交易量"), 2, 0)
grid.addWidget(self.min_volume_combo, 2, 1, 1, 4)
grid.addWidget(Label(""), 3, 0)
grid.addWidget(Label("本地代码"), 4, 1)
grid.addWidget(Label("价格乘数"), 4, 2)
grid.addWidget(Label("交易乘数"), 4, 3)
grid.addWidget(Label("合约模式"), 4, 4)
int_validator = QtGui.QIntValidator()
leg_count = 5
for i in range(leg_count):
symbol_line = QtWidgets.QLineEdit()
price_line = QtWidgets.QLineEdit()
price_line.setValidator(int_validator)
trading_line = QtWidgets.QLineEdit()
trading_line.setValidator(int_validator)
inverse_combo = QtWidgets.QComboBox()
inverse_combo.addItems(["正向", "反向"])
grid.addWidget(Label("腿{}".format(i + 1)), 5 + i, 0)
grid.addWidget(symbol_line, 5 + i, 1)
grid.addWidget(price_line, 5 + i, 2)
grid.addWidget(trading_line, 5 + i, 3)
grid.addWidget(inverse_combo, 5 + i, 4)
d = {
"symbol": symbol_line,
"price": price_line,
"trading": trading_line,
"inverse": inverse_combo
}
self.leg_widgets.append(d)
grid.addWidget(Label(""), 5 + leg_count, 0,)
grid.addWidget(button_add, 6 + leg_count, 0, 1, 5)
self.setLayout(grid)
