def __init__(self, analysisEngine): # 初始化方法
QtGui.QWidget.__init__(self) # 调用父类初始化方法
self.setWindowTitle('NetCurve') # 设置窗口标题
self.path = os.getcwd() + '/ctaLogFile/ctaPosFile'
# self.path = os.getcwd() + '/statement/netSource'
self.analysisEngine = analysisEngine
# self.resize(300,200) # 设置窗口大小
gridlayout = QtGui.QGridLayout() # 创建布局组件
self.cbAccount = QtGui.QComboBox()
self.cbContract = QtGui.QComboBox()
self.buttonStart = QtGui.QPushButton()
self.lineedit = QtGui.QLineEdit('1000000')
self.labelAcct = QtGui.QLabel(u'账户')
self.labelCon = QtGui.QLabel(u'标的')
self.labelAmount = QtGui.QLabel(u'初始金额')
self.labelEvaluate = QtGui.QLabel()
tree = lambda: collections.defaultdict(tree)
self.dataList = tree()
self.fileName = []
self.loadAllPosFile()
self.cbAccount.addItems(
[k for k in self.groupByPosFile('name').keys()])
self.cbContract.addItems(
[k for k in self.groupByPosFile('contract').keys()])
def initUi(self):
"""初始化界面"""
self.setWindowTitle(u'登录')
# 设置界面
self.userName = QtGui.QLineEdit()
self.password = QtGui.QTextEdit()
self.comboStrategy = QtGui.QComboBox()
grid = QtGui.QGridLayout()
grid.addWidget(LoginLine(), 1, 0, 1, 2)
grid.addWidget(QtGui.QLabel(u'用户名'), 2, 0)
grid.addWidget(self.userName, 2, 1)
grid.addWidget(QtGui.QLabel(u'令牌'), 3, 0)
grid.addWidget(self.password, 3, 1)
grid.addWidget(LoginLine(), 4, 0, 1, 2)
grid.addWidget(QtGui.QLabel(u'策略'), 5, 0)
grid.addWidget(self.comboStrategy, 5, 1)
grid.addWidget(LoginLine(), 6, 0, 1, 2)
self.buttonCancel = QtGui.QPushButton(u'取消')
self.buttonConfirm = QtGui.QPushButton(u'确认')
hbox = QtGui.QHBoxLayout()
hbox.addWidget(self.buttonConfirm)
hbox.addWidget(self.buttonCancel)
self.buttonConfirm.setDefault(True)
vbox = QtGui.QVBoxLayout()
vbox.addLayout(grid)
vbox.addLayout(hbox)
self.setLayout(vbox)
# 设为固定大小
self.setFixedSize(self.sizeHint())
self.buttonCancel.clicked.connect(self.close)
self.buttonConfirm.clicked.connect(self.login)
self.userName.returnPressed.connect(self.password.setFocus)
# init username & token
username = self.setting['username']
token = self.setting['token']
self.userName.setText(username)
self.password.setText(token)
def updateData(self, data):
"""更新数据"""
self.data = data
if not self.inited:
if 'run_id' in data.keys():
self.setEditTriggers(self.DoubleClicked)
self.setColumnCount(len(self.lables))
self.setFixedHeight(85)
self.setHorizontalHeaderLabels(self.lables)
self.resizeColumnsToContents()
self.resizeRowsToContents()
col = 0
cell = QtGui.QTableWidgetItem(unicode(data['run_id']))
self.resizeColumnsToContents()
self.keyCellDict['run_id'] = cell
self.setItem(0, col, cell)
col += 1
cell = QtGui.QTableWidgetItem(unicode(data['strategy_file']))
self.resizeColumnsToContents()
self.keyCellDict['strategy_file'] = cell
self.setItem(0, col, cell)
col += 1
cell = QtGui.QTableWidgetItem(unicode(data['start_date']))
self.resizeColumnsToContents()
self.keyCellDict['start_date'] = cell
self.setItem(0, col, cell)
col += 1
cell = QtGui.QTableWidgetItem(unicode(data['end_date']))
self.resizeColumnsToContents()
self.keyCellDict['end_date'] = cell
self.setItem(0, col, cell)
col += 1
"""
cell = QtGui.QCalendarWidget()
self.resizeColumnsToContents()
self.resizeRowsToContents()
self.keyCellDict['start_date'] = cell
self.setCellWidget(0, col, cell)
col += 1
cell = QtGui.QCalendarWidget()
self.resizeColumnsToContents()
self.resizeRowsToContents()
self.keyCellDict['end_date'] = cell
self.setCellWidget(0, col, cell)
col += 1
"""
cell = QtGui.QTableWidgetItem(
unicode(data['stock_starting_cash']))
self.resizeColumnsToContents()
self.keyCellDict['stock_starting_cash'] = cell
self.setItem(0, col, cell)
col += 1
cell = QtGui.QComboBox()
cell.addItem("1d")
cell.addItem("1m")
cell.addItem("tick")
self.resizeColumnsToContents()
self.keyCellDict['frequency'] = cell
self.setCellWidget(0, col, cell)
cell.currentIndexChanged.connect(self.sendChangeSignal2)
col += 1
cell = QtGui.QComboBox()
cell.addItem("current_bar")
cell.addItem("next_bar")
self.resizeColumnsToContents()
self.keyCellDict['matching_type'] = cell
self.setCellWidget(0, col, cell)
cell.currentIndexChanged.connect(self.sendChangeSignal3)
col += 1
cell = QtGui.QTableWidgetItem(unicode(data['benchmark']))
self.resizeColumnsToContents()
self.keyCellDict['benchmark'] = cell
self.setItem(0, col, cell)
col += 1
cell = QtGui.QTableWidgetItem(unicode(data['slippage']))
self.resizeColumnsToContents()
self.keyCellDict['slippage'] = cell
self.setItem(0, col, cell)
col += 1
cell = QtGui.QTableWidgetItem(
unicode(data['commission_multiplier']))
self.resizeColumnsToContents()
self.keyCellDict['commission_multiplier'] = cell
self.setItem(0, col, cell)
col += 1
cell = QtGui.QTableWidgetItem(
unicode(data['margin_multiplier']))
self.resizeColumnsToContents()
self.keyCellDict['margin_multiplier'] = cell
self.setItem(0, col, cell)
col += 1
else:
self.setEditTriggers(self.NoEditTriggers)
self.setColumnCount(len(data))
self.setFixedHeight(85)
self.setHorizontalHeaderLabels(data.keys())
self.resizeColumnsToContents()
col = 0
for k, v in data.items():
cell = QtGui.QTableWidgetItem(unicode(v))
self.keyCellDict[k] = cell
self.setItem(0, col, cell)
col += 1
self.inited = True
else:
for k, v in data.items():
cell = self.keyCellDict[k]
cell.setText(unicode(v))
self.cellChanged.connect(self.sendChangeSignal)
def initUi(self):
"""初始化界面"""
self.setWindowTitle(u'行情数据记录工具')
# 菜单
lineSelect = QtGui.QLabel(u'需要收集的合约：')
buttonSelect = QtGui.QPushButton(u'选择')
lineType = QtGui.QLabel(u'合成Bar类型：')
barType = ['1m', '5m', '15m', '30m', '60m']
comboType = QtGui.QComboBox()
comboType.addItems(barType)
lineStart = QtGui.QLabel(u'开始收集：')
buttonStart = QtGui.QPushButton(u'收集')
buttonSelect.clicked.connect(self.select)
buttonStart.clicked.connect(self.start)
# 记录合约配置监控
tickLabel = QtGui.QLabel(u'Tick记录')
self.tickTable = QtGui.QTableWidget()
self.tickTable.setColumnCount(2)
self.tickTable.verticalHeader().setVisible(False)
self.tickTable.setEditTriggers(QtGui.QTableWidget.NoEditTriggers)
self.tickTable.horizontalHeader().setResizeMode(
QtGui.QHeaderView.Stretch)
self.tickTable.setAlternatingRowColors(True)
self.tickTable.setHorizontalHeaderLabels([u'合约代码', u'接口'])
barLabel = QtGui.QLabel(u'Bar记录')
self.barTable = QtGui.QTableWidget()
self.barTable.setColumnCount(2)
self.barTable.verticalHeader().setVisible(False)
self.barTable.setEditTriggers(QtGui.QTableWidget.NoEditTriggers)
self.barTable.horizontalHeader().setResizeMode(
QtGui.QHeaderView.Stretch)
self.barTable.setAlternatingRowColors(True)
self.barTable.setHorizontalHeaderLabels([u'合约代码', u'接口'])
activeLabel = QtGui.QLabel(u'主力合约')
self.activeTable = QtGui.QTableWidget()
self.activeTable.setColumnCount(2)
self.activeTable.verticalHeader().setVisible(False)
self.activeTable.setEditTriggers(QtGui.QTableWidget.NoEditTriggers)
self.activeTable.horizontalHeader().setResizeMode(
QtGui.QHeaderView.Stretch)
self.activeTable.setAlternatingRowColors(True)
self.activeTable.setHorizontalHeaderLabels([u'主力代码', u'合约代码'])
# 日志监控
self.logMonitor = QtGui.QTextEdit()
self.logMonitor.setReadOnly(True)
self.logMonitor.setMinimumHeight(600)
self.logMonitor2 = QtGui.QTextEdit()
self.logMonitor2.setReadOnly(True)
self.logMonitor2.setMinimumHeight(600)
self.logMonitor3 = QtGui.QTextEdit()
self.logMonitor3.setReadOnly(True)
self.logMonitor3.setMinimumHeight(600)
# 设置布局
hbox = QtGui.QHBoxLayout()
hbox.addWidget(lineSelect)
hbox.addWidget(buttonSelect)
hbox.addWidget(lineType)
hbox.addWidget(comboType)
hbox.addWidget(lineStart)
hbox.addWidget(buttonStart)
grid = QtGui.QGridLayout()
grid.addWidget(tickLabel, 0, 0)
grid.addWidget(barLabel, 0, 1)
grid.addWidget(activeLabel, 0, 2)
grid.addWidget(self.tickTable, 1, 0)
grid.addWidget(self.barTable, 1, 1)
grid.addWidget(self.activeTable, 1, 2)
grid2 = QtGui.QGridLayout()
grid2.addWidget(self.logMonitor, 0, 0)
grid2.addWidget(self.logMonitor2, 0, 1)
grid2.addWidget(self.logMonitor3, 0, 2)
vbox = QtGui.QVBoxLayout()
vbox.addLayout(hbox)
vbox.addLayout(grid)
vbox.addLayout(grid2)
self.setLayout(vbox)
def initLabel(self):
if self.name == "":
strategyname_label = QtGui.QLabel(u"策略名", self)
strategyname_label.setGeometry(QtCore.QRect(25, 25, 70, 22))
self.strategyname_label = QtGui.QLineEdit(self)
self.strategyname_label.setGeometry(QtCore.QRect(120, 25, 70, 22))
self.closeFirst = QtGui.QCheckBox(u'平仓优先', self)
self.closeFirst.setGeometry(QtCore.QRect(210, 25, 90, 22))
label_symbol = QtGui.QLabel(u"合约", self)
label_symbol.setGeometry(QtCore.QRect(25, 50, 70, 22))
self.lineEdit_label_symbol = QtGui.QLineEdit(self)
self.lineEdit_label_symbol.setGeometry(QtCore.QRect(120, 50, 70, 22))
symbolDirection = QtGui.QLabel(u"方向", self)
symbolDirection.setGeometry(QtCore.QRect(210, 50, 70, 22))
self.directionCombo = QtGui.QComboBox(self)
self.directionCombo.addItem("")
self.directionCombo.addItem("long")
self.directionCombo.addItem('short')
self.directionCombo.setGeometry(QtCore.QRect(245, 50, 50, 22))
label_longBuyUnit = QtGui.QLabel(u"每笔数量", self)
label_longBuyUnit.setGeometry(QtCore.QRect(25, 75, 50, 22))
self.lineEdit_label_longBuyUnit = QtGui.QLineEdit(self)
self.lineEdit_label_longBuyUnit.setGeometry(
QtCore.QRect(120, 75, 70, 22))
maxStpLos = QtGui.QLabel(u'止损', self)
maxStpLos.setGeometry(QtCore.QRect(210, 75, 70, 22))
self.lineEdit_label_maxStpLos = QtGui.QLineEdit(self)
self.lineEdit_label_maxStpLos.setGeometry(QtCore.QRect(
245, 75, 60, 22))
label_longPriceCoe = QtGui.QLabel(u"价格系数", self)
label_longPriceCoe.setGeometry(QtCore.QRect(25, 100, 50, 22))
self.lineEdit_label_longPriceCoe = QtGui.QLineEdit(self)
self.lineEdit_label_longPriceCoe.setGeometry(
QtCore.QRect(120, 100, 70, 22))
label_longPosition = QtGui.QLabel(u"当前持仓量", self)
label_longPosition.setGeometry(QtCore.QRect(25, 125, 50, 22))
self.lineEdit_label_longPosition = QtGui.QLineEdit(self)
self.lineEdit_label_longPosition.setGeometry(
QtCore.QRect(120, 125, 70, 22))
label_stpProfit = QtGui.QLabel(u"止赢", self)
label_stpProfit.setGeometry(QtCore.QRect(25, 150, 50, 22))
self.lineEdit_label_stpProfit = QtGui.QLineEdit(self)
self.lineEdit_label_stpProfit.setGeometry(
QtCore.QRect(120, 150, 70, 22))
label_slippage = QtGui.QLabel(u"滑点", self)
label_slippage.setGeometry(QtCore.QRect(25, 175, 50, 22))
self.lineEdit_label_slippage = QtGui.QLineEdit(self)
self.lineEdit_label_slippage.setGeometry(QtCore.QRect(
120, 175, 70, 22))
label_mail = QtGui.QLabel(u"邮箱", self)
label_mail.setGeometry(QtCore.QRect(25, 200, 50, 22))
self.lineEdit_label_mail = QtGui.QLineEdit(self)
self.lineEdit_label_mail.setGeometry(QtCore.QRect(120, 200, 200, 22))
label_buyPrice = QtGui.QLabel(u"开仓价差", self)
label_buyPrice.setGeometry(QtCore.QRect(25, 225, 50, 22))
self.lineEdit_label_buyPrice = QtGui.QLineEdit(self)
self.lineEdit_label_buyPrice.setGeometry(
QtCore.QRect(120, 225, 200, 22))
label_stoptime = QtGui.QLabel(u"停止时间", self)
label_stoptime.setGeometry(QtCore.QRect(25, 250, 50, 22))
self.lineEdit_label_stoptime = QtGui.QLineEdit(self)
self.lineEdit_label_stoptime.setGeometry(
QtCore.QRect(120, 250, 200, 22))
self.isFilter = QtGui.QCheckBox(u'当波动大于', self)
self.isFilter.setGeometry(QtCore.QRect(25, 275, 150, 22))
self.lineEdit_label_var = QtGui.QLineEdit(self)
self.lineEdit_label_var.setGeometry(QtCore.QRect(120, 275, 20, 22))
label_pct = QtGui.QLabel(u'% 时忽略', self)
label_pct.setGeometry(QtCore.QRect(141, 275, 80, 22))