def __init__(self,
name=None,
direction=None,
vtSymbol=None,
CtaEngineManager=None):
super(ParamWindow2, self).__init__()
self.resize(350, 480)
self.ce = CtaEngineManager
self.saveButton = QtGui.QPushButton(u"保存", self)
self.cancelButton = QtGui.QPushButton(u"取消", self)
self.setWindowTitle(u"参数")
self.vtSymbol = vtSymbol
self.setting = {}
self.paramters = {}
self.strategyName = ""
self.name = name
self.firstSave = True
self.fileName = ""
if name != "":
self.fileName = "parameter_" + name + ".json"
path = os.path.abspath(os.path.dirname(__file__))
self.fileName = os.path.join(path, self.fileName)
self.center()
self.onInit()
def initUi(self):
"""初始化界面"""
self.setWindowTitle(u'CTA策略')
# 按钮
loadButton = QtGui.QPushButton(u'加载策略')
startAllButton = QtGui.QPushButton(u'全部启动')
stopAllButton = QtGui.QPushButton(u'全部停止')
loadButton.clicked.connect(self.load)
startAllButton.clicked.connect(self.startAll)
stopAllButton.clicked.connect(self.stopAll)
# 滚动区域，放置所有的CtaStrategyManager
self.scrollArea = QtGui.QScrollArea()
# CTA组件的日志监控
self.ctaLogMonitor = QtGui.QTextEdit()
self.ctaLogMonitor.setReadOnly(True)
# 设置布局
hbox2 = QtGui.QHBoxLayout()
hbox2.addWidget(loadButton)
hbox2.addWidget(startAllButton)
hbox2.addWidget(stopAllButton)
hbox2.addStretch()
vbox = QtGui.QVBoxLayout()
vbox.addLayout(hbox2)
vbox.addWidget(self.scrollArea)
vbox.addWidget(self.ctaLogMonitor)
self.setLayout(vbox)
def initUi(self): vbox = QtGui.QVBoxLayout() vline = QtGui.QHBoxLayout() vline.setSpacing(2) btnTickAll = QtGui.QPushButton(u"全部记录Tick", self) btnBarAll = QtGui.QPushButton(u'全部记录Bar', self) btnSaveAll = QtGui.QPushButton(u'保存设置(重启后生效)', self) btnTickAll.clicked.connect(self.selectAllTick) btnBarAll.clicked.connect(self.selectAllBar) btnSaveAll.clicked.connect(self.saveSetting) vline.addWidget(btnTickAll) vline.addWidget(btnBarAll) vline.addWidget(btnSaveAll) vbox.addLayout(vline) self.qTreeView = QTreeView() self.model = TreeModel() self.qTreeView.setModel(self.model) self.qTreeView.setSelectionMode(QtGui.QAbstractItemView.NoSelection) self.qTreeView.setItemDelegateForColumn(1, CheckBoxDelegate(self)) self.qTreeView.setItemDelegateForColumn(2, CheckBoxDelegate(self)) self.qTreeView.setItemDelegateForColumn(3, CheckBoxDelegate(self)) self.qTreeView.setItemDelegateForColumn(5, ComboDelegate(self, ["CTP", "LTS", "XTP", "FEMAS", "XSPEED", "QDP", "KSOTP", "KSGOLD", "SGIT"])) vbox.addWidget(self.qTreeView) self.setLayout(vbox)
def initUi(self):
"""初始化界面"""
self.setTitle(self.name)
paramLabel = QtGui.QLabel(u'参数')
varLabel = QtGui.QLabel(u'变量')
self.paramMonitor = ValueMonitor(self)
self.varMonitor = ValueMonitor(self)
buttonStart = QtGui.QPushButton(u'启动')
buttonStop = QtGui.QPushButton(u'停止')
buttonStart.clicked.connect(self.start)
buttonStop.clicked.connect(self.stop)
hbox = QtGui.QHBoxLayout()
hbox.addWidget(buttonStart)
hbox.addWidget(buttonStop)
hbox.addStretch()
vbox = QtGui.QVBoxLayout()
vbox.addLayout(hbox)
vbox.addWidget(paramLabel)
vbox.addWidget(self.paramMonitor)
vbox.addWidget(varLabel)
vbox.addWidget(self.varMonitor)
self.setLayout(vbox)
def initUi(self):
"""初始化界面"""
self.setWindowTitle(CTA_STRATEGY)
# 按钮
startAllButton = QtGui.QPushButton(START_ALL)
stopAllButton = QtGui.QPushButton(STOP_ALL)
savePositionButton = QtGui.QPushButton(SAVE_POSITION_DATA)
startAllButton.clicked.connect(self.startAll)
stopAllButton.clicked.connect(self.stopAll)
# savePositionButton.clicked.connect(self.ctaEngine.savePosition)
# 滚动区域，放置所有的CtaStrategyManager
self.scrollArea = QtGui.QScrollArea()
self.scrollArea.setWidgetResizable(True)
# CTA组件的日志监控
self.ctaLogMonitor = QtGui.QTextEdit()
self.ctaLogMonitor.setReadOnly(True)
self.ctaLogMonitor.setMaximumHeight(200)
# 设置布局
hbox2 = QtGui.QHBoxLayout()
hbox2.addWidget(startAllButton)
hbox2.addWidget(stopAllButton)
# hbox2.addWidget(savePositionButton)
hbox2.addStretch()
vbox = QtGui.QVBoxLayout()
vbox.addLayout(hbox2)
vbox.addWidget(self.scrollArea)
vbox.addWidget(self.ctaLogMonitor)
self.setLayout(vbox)
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.setTitle(self.name)
self.paramMonitor = CtaValueMonitor(self)
self.varMonitor = CtaValueMonitor(self)
maxHeight = 60
self.paramMonitor.setMaximumHeight(maxHeight)
self.varMonitor.setMaximumHeight(maxHeight)
buttonInit = QtGui.QPushButton(u'初始化')
buttonStart = QtGui.QPushButton(u'启动')
buttonStop = QtGui.QPushButton(u'停止')
buttonParam = QtGui.QPushButton(u'参数')
buttonDelete = QtGui.QPushButton(u'删除')
buttonDelete.clicked.connect(self.delete)
#updateInfo = QtGui.QPushButton(u'更新缓存')
#buttonPosition = QtGui.QPushButton(u'重置今持仓')
buttonInit.clicked.connect(self.init)
buttonStart.clicked.connect(self.start)
buttonStop.clicked.connect(self.stop)
buttonParam.clicked.connect(self.param)
#updateInfo.clicked.connect(self.update)
#buttonPosition.clicked.connect(self.position)
hbox1 = QtGui.QHBoxLayout()
hbox1.addWidget(buttonInit)
hbox1.addWidget(buttonStart)
hbox1.addWidget(buttonStop)
hbox1.addWidget(buttonParam)
hbox1.addWidget(buttonDelete)
#hbox1.addWidget(updateInfo)
#hbox1.addWidget(buttonPosition)
hbox1.addStretch()
hbox2 = QtGui.QHBoxLayout()
hbox2.addWidget(self.paramMonitor)
hbox3 = QtGui.QHBoxLayout()
hbox3.addWidget(self.varMonitor)
vbox = QtGui.QVBoxLayout()
vbox.addLayout(hbox1)
vbox.addLayout(hbox2)
vbox.addLayout(hbox3)
self.setLayout(vbox)
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 initUi(self):
"""初始化界面"""
self.setWindowTitle(u'任务管理')
buttonStopAll = QtGui.QPushButton(u'全部停止')
buttonStopAll.setObjectName(_fromUtf8('redButton'))
buttonStopAll.clicked.connect(self.taskTab.stopAll)
buttonClearAll = QtGui.QPushButton(u'清空所有')
buttonClearAll.setObjectName(_fromUtf8('blueButton'))
buttonClearAll.clicked.connect(self.taskTab.clearAll)
hbox11 = QtGui.QHBoxLayout()
hbox11.addWidget(buttonStopAll)
hbox11.addWidget(buttonClearAll)
hbox11.addStretch()
grid = QtGui.QVBoxLayout()
grid.addLayout(hbox11)
grid.addWidget(self.taskTab)
self.setLayout(grid)
def __init__(self,
ParamWindow,
ParamWindow2,
ParamWindow3,
CtaEngineManager=None):
super(strategyWindow, self).__init__()
self.setWindowTitle(u"策略类型")
self.pw = ParamWindow
self.gt = ParamWindow2
self.cai = ParamWindow3
self.ce = CtaEngineManager
self.tradeTestButton = QtGui.QPushButton(u"配置双合约套利策略", self)
self.tradeTestButton.clicked.connect(self.createTradeTest)
self.girdTradingButton = QtGui.QPushButton(u"配置单合约网格策略", self)
self.girdTradingButton.clicked.connect(self.createGirdTrading)
self.CtpAndIB = QtGui.QPushButton(u"配置CTP IB套利策略", self)
self.CtpAndIB.clicked.connect(self.createCtpAndIB)
self.moreStrategyCoding = QtGui.QPushButton(u"更多策略开发中", self)
self.moreStrategyCoding.clicked.connect(self.coding)
self.initUI()
def initUi(self):
"""初始化界面"""
self.setTitle(self.name)
self.paramMonitor = CtaValueMonitor(self)
self.varMonitor = CtaValueMonitor(self)
self.dynamicMonitor = CtaValueMonitor(self)
maxHeight = 60
self.paramMonitor.setMaximumHeight(maxHeight)
self.varMonitor.setMaximumHeight(maxHeight)
buttonInit = QtGui.QPushButton(u'初始化')
buttonStart = QtGui.QPushButton(u'启动')
buttonStop = QtGui.QPushButton(u'停止')
buttonInit.clicked.connect(self.init)
buttonStart.clicked.connect(self.start)
buttonStop.clicked.connect(self.stop)
hbox1 = QtGui.QHBoxLayout()
hbox1.addWidget(buttonInit)
hbox1.addWidget(buttonStart)
hbox1.addWidget(buttonStop)
hbox1.addStretch()
hbox2 = QtGui.QHBoxLayout()
hbox2.addWidget(self.paramMonitor)
hbox3 = QtGui.QHBoxLayout()
hbox3.addWidget(self.varMonitor)
hbox4 = QtGui.QHBoxLayout()
hbox4.addWidget(self.dynamicMonitor)
vbox = QtGui.QVBoxLayout()
vbox.addLayout(hbox1)
vbox.addLayout(hbox2)
vbox.addLayout(hbox3)
vbox.addLayout(hbox4)
self.setLayout(vbox)
def initUi(self):
"""初始化界面"""
path = os.getcwd().rsplit('\\')[-1]
self.setWindowTitle(u'{0} CTA策略'.format(path))
# 按钮
loadButton = QtGui.QPushButton(u'加载策略')
initAllButton = QtGui.QPushButton(u'全部初始化')
startAllButton = QtGui.QPushButton(u'全部启动')
stopAllButton = QtGui.QPushButton(u'全部停止')
loadButton.clicked.connect(self.load)
initAllButton.clicked.connect(self.initAll)
startAllButton.clicked.connect(self.startAll)
stopAllButton.clicked.connect(self.stopAll)
# 滚动区域，放置所有的CtaStrategyManager
self.scrollArea = QtGui.QScrollArea()
self.scrollArea.setWidgetResizable(True)
# CTA组件的日志监控
self.ctaLogMonitor = QtGui.QTextEdit()
self.ctaLogMonitor.setReadOnly(True)
self.ctaLogMonitor.setMaximumHeight(200)
# 设置布局
hbox2 = QtGui.QHBoxLayout()
hbox2.addWidget(loadButton)
hbox2.addWidget(initAllButton)
hbox2.addWidget(startAllButton)
hbox2.addWidget(stopAllButton)
hbox2.addStretch()
vbox = QtGui.QVBoxLayout()
vbox.addLayout(hbox2)
vbox.addWidget(self.scrollArea)
vbox.addWidget(self.ctaLogMonitor)
self.setLayout(vbox)
def initUi(self):
"""初始化界面"""
self.setTitle(self.name)
self.baseMonitor = StockValueMonitor(self.stockBacktestEngine,
self.eventEngine, self.name)
self.extraMonitor = StockValueMonitor(self.stockBacktestEngine,
self.eventEngine, self.name)
height = 60
self.baseMonitor.setFixedHeight(height)
self.extraMonitor.setFixedHeight(height)
buttonEdit = QtGui.QPushButton(u'编辑策略')
buttonStart = QtGui.QPushButton(u'启动回测')
buttonShow = QtGui.QPushButton(u'绩效报告')
buttonEdit.clicked.connect(self.edit)
buttonStart.clicked.connect(self.start)
buttonShow.clicked.connect(self.show)
hbox1 = QtGui.QHBoxLayout()
hbox1.addWidget(buttonEdit)
hbox1.addWidget(buttonStart)
hbox1.addWidget(buttonShow)
hbox1.addStretch()
hbox2 = QtGui.QHBoxLayout()
hbox2.addWidget(self.baseMonitor)
hbox3 = QtGui.QHBoxLayout()
hbox3.addWidget(self.extraMonitor)
vbox = QtGui.QVBoxLayout()
vbox.addLayout(hbox1)
vbox.addLayout(hbox2)
vbox.addLayout(hbox3)
self.setLayout(vbox)
def initUi(self):
"""初始化界面"""
self.setWindowTitle(u'缠论策略')
# 按钮
loadButton = QtGui.QPushButton(u'加载策略')
initAllButton = QtGui.QPushButton(u'全部初始化')
startAllButton = QtGui.QPushButton(u'全部启动')
stopAllButton = QtGui.QPushButton(u'全部停止')
loadButton.clicked.connect(self.load)
initAllButton.clicked.connect(self.initAll)
startAllButton.clicked.connect(self.startAll)
stopAllButton.clicked.connect(self.stopAll)
# 滚动区域，放置所有的ChanlunStrategyManager
self.scrollArea = QtGui.QScrollArea()
self.scrollArea.setWidgetResizable(True)
# Chanlun组件的日志监控
self.chanlunLogMonitor = QtGui.QTextEdit()
self.chanlunLogMonitor.setReadOnly(True)
self.chanlunLogMonitor.setMaximumHeight(200)
# 设置布局
hbox2 = QtGui.QHBoxLayout()
hbox2.addWidget(loadButton)
hbox2.addWidget(initAllButton)
hbox2.addWidget(startAllButton)
hbox2.addWidget(stopAllButton)
hbox2.addStretch()
vbox = QtGui.QVBoxLayout()
vbox.addLayout(hbox2)
vbox.addWidget(self.scrollArea)
vbox.addWidget(self.chanlunLogMonitor)
self.setLayout(vbox)
def initUi(self):
"""初始化界面"""
self.setTitle(self.name)
self.paramMonitor = CtaValueMonitor(self)
self.varMonitor = CtaValueMonitor(self)
height = 85
self.paramMonitor.setFixedHeight(height)
self.varMonitor.setFixedHeight(height)
buttonInit = QtGui.QPushButton(text.INIT)
buttonStart = QtGui.QPushButton(text.START)
buttonStop = QtGui.QPushButton(text.STOP)
buttonInit.clicked.connect(self.init)
buttonStart.clicked.connect(self.start)
buttonStop.clicked.connect(self.stop)
hbox1 = QtGui.QHBoxLayout()
hbox1.addWidget(buttonInit)
hbox1.addWidget(buttonStart)
hbox1.addWidget(buttonStop)
hbox1.addStretch()
hbox2 = QtGui.QHBoxLayout()
hbox2.addWidget(self.paramMonitor)
hbox3 = QtGui.QHBoxLayout()
hbox3.addWidget(self.varMonitor)
vbox = QtGui.QVBoxLayout()
vbox.addLayout(hbox1)
vbox.addLayout(hbox2)
vbox.addLayout(hbox3)
self.setLayout(vbox)
def initUi(self):
"""初始化界面"""
self.setWindowTitle(u'CTA策略')
# 按钮
newButton = QtGui.QPushButton(u'新建策略')
loadButton = QtGui.QPushButton(u'加载策略')
initAllButton = QtGui.QPushButton(u'全部初始化')
startAllButton = QtGui.QPushButton(u'全部启动')
stopAllButton = QtGui.QPushButton(u'全部停止')
savePositionButton = QtGui.QPushButton(u'保存持仓')
newButton.clicked.connect(self.new)
loadButton.clicked.connect(self.load)
initAllButton.clicked.connect(self.initAll)
startAllButton.clicked.connect(self.startAll)
stopAllButton.clicked.connect(self.stopAll)
savePositionButton.clicked.connect(self.ctaEngine.savePosition)
# 滚动区域，放置所有的CtaStrategyManager
self.scrollArea = QtGui.QScrollArea()
self.scrollArea.setWidgetResizable(True)
# CTA组件的日志监控
self.ctaLogMonitor = QtGui.QTextEdit()
self.ctaLogMonitor.setReadOnly(True)
self.ctaLogMonitor.setMaximumHeight(200)
# 设置布局
hbox2 = QtGui.QHBoxLayout()
hbox2.addWidget(newButton)
hbox2.addWidget(loadButton)
hbox2.addWidget(initAllButton)
hbox2.addWidget(startAllButton)
hbox2.addWidget(stopAllButton)
hbox2.addWidget(savePositionButton)
hbox2.addStretch()
vbox = QtGui.QVBoxLayout()
vbox.addLayout(hbox2)
vbox.addWidget(self.scrollArea)
vbox.addWidget(self.ctaLogMonitor)
self.setLayout(vbox)
def initUi(self):
"""初始化界面"""
self.setWindowTitle(u'风险管理')
# 设置界面
self.buttonSwitchEngineStatus = QtGui.QPushButton(u'风控模块未启动')
self.spinOrderFlowLimit = RmSpinBox(self.rmEngine.orderFlowLimit)
self.spinOrderFlowClear = RmSpinBox(self.rmEngine.orderFlowClear)
self.spinOrderSizeLimit = RmSpinBox(self.rmEngine.orderSizeLimit)
self.spinTradeLimit = RmSpinBox(self.rmEngine.tradeLimit)
self.spinWorkingOrderLimit = RmSpinBox(self.rmEngine.workingOrderLimit)
self.spinOrderCancelLimit = RmSpinBox(self.rmEngine.orderCancelLimit)
buttonClearOrderFlowCount = QtGui.QPushButton(u'清空流控计数')
buttonClearTradeCount = QtGui.QPushButton(u'清空总成交计数')
buttonSaveSetting = QtGui.QPushButton(u'保存设置')
Label = QtGui.QLabel
grid = QtGui.QGridLayout()
grid.addWidget(Label(u'工作状态'), 0, 0)
grid.addWidget(self.buttonSwitchEngineStatus, 0, 1)
grid.addWidget(RmLine(), 1, 0, 1, 2)
grid.addWidget(Label(u'流控上限'), 2, 0)
grid.addWidget(self.spinOrderFlowLimit, 2, 1)
grid.addWidget(Label(u'流控清空（秒）'), 3, 0)
grid.addWidget(self.spinOrderFlowClear, 3, 1)
grid.addWidget(RmLine(), 4, 0, 1, 2)
grid.addWidget(Label(u'单笔委托上限'), 5, 0)
grid.addWidget(self.spinOrderSizeLimit, 5, 1)
grid.addWidget(RmLine(), 6, 0, 1, 2)
grid.addWidget(Label(u'总成交上限'), 7, 0)
grid.addWidget(self.spinTradeLimit, 7, 1)
grid.addWidget(RmLine(), 8, 0, 1, 2)
grid.addWidget(Label(u'活动订单上限'), 9, 0)
grid.addWidget(self.spinWorkingOrderLimit, 9, 1)
grid.addWidget(RmLine(), 10, 0, 1, 2)
grid.addWidget(Label(u'单合约撤单上限'), 11, 0)
grid.addWidget(self.spinOrderCancelLimit, 11, 1)
hbox = QtGui.QHBoxLayout()
hbox.addWidget(buttonClearOrderFlowCount)
hbox.addWidget(buttonClearTradeCount)
hbox.addStretch()
hbox.addWidget(buttonSaveSetting)
vbox = QtGui.QVBoxLayout()
vbox.addLayout(grid)
vbox.addLayout(hbox)
self.setLayout(vbox)
# 连接组件信号
self.spinOrderFlowLimit.valueChanged.connect(
self.rmEngine.setOrderFlowLimit)
self.spinOrderFlowClear.valueChanged.connect(
self.rmEngine.setOrderFlowClear)
self.spinOrderSizeLimit.valueChanged.connect(
self.rmEngine.setOrderSizeLimit)
self.spinTradeLimit.valueChanged.connect(self.rmEngine.setTradeLimit)
self.spinWorkingOrderLimit.valueChanged.connect(
self.rmEngine.setWorkingOrderLimit)
self.spinOrderCancelLimit.valueChanged.connect(
self.rmEngine.setOrderCancelLimit)
self.buttonSwitchEngineStatus.clicked.connect(self.switchEngineSatus)
buttonClearOrderFlowCount.clicked.connect(
self.rmEngine.clearOrderFlowCount)
buttonClearTradeCount.clicked.connect(self.rmEngine.clearTradeCount)
buttonSaveSetting.clicked.connect(self.rmEngine.saveSetting)
# 设为固定大小
self.setFixedSize(self.sizeHint())
def initUi(self):
"""初始化界面"""
self.setWindowTitle(u'行情数据记录工具')
# 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)
# 设置布局
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)
btnEdit = QtGui.QPushButton(u'编辑', self)
vbox = QtGui.QVBoxLayout()
vbox.addLayout(grid)
vline = QtGui.QHBoxLayout()
vline.addWidget(btnEdit)
vbox.addLayout(vline)
vbox.addWidget(self.logMonitor)
self.setLayout(vbox)
btnEdit.clicked.connect(self.openDr)
def initUi(self):
"""初始化界面"""
self.setWindowTitle(u'股票策略回测')
# 按钮
newButton = QtGui.QPushButton(u'新建策略')
loadButton = QtGui.QPushButton(u'加载策略')
newButton.clicked.connect(self.new)
loadButton.clicked.connect(self.load)
# 滚动区域，放置所有的CtaStrategyManager
self.scrollArea = QtGui.QScrollArea()
self.scrollArea.setWidgetResizable(True)
# 回测结果区域，Tab显示各项报告
self.tabWidget = QtGui.QTabWidget(self)
self.model = QtGui.QStandardItemModel(self)
self.summaryView = QtGui.QTableView(self)
self.summaryView.setModel(self.model)
self.summaryView.horizontalHeader().setStretchLastSection(True)
self.summaryView.setEditTriggers(self.summaryView.NoEditTriggers)
self.summaryView.setMaximumHeight(400)
self.summaryView.resizeColumnsToContents()
self.model2 = QtGui.QStandardItemModel(self)
self.total_portfoliosView = QtGui.QTableView(self)
self.total_portfoliosView.setModel(self.model2)
self.total_portfoliosView.horizontalHeader().setStretchLastSection(
True)
self.total_portfoliosView.setEditTriggers(
self.total_portfoliosView.NoEditTriggers)
self.total_portfoliosView.setMaximumHeight(400)
self.total_portfoliosView.resizeColumnsToContents()
self.model3 = QtGui.QStandardItemModel(self)
self.future_portfoliosView = QtGui.QTableView(self)
self.future_portfoliosView.setModel(self.model3)
self.future_portfoliosView.horizontalHeader().setStretchLastSection(
True)
self.future_portfoliosView.setEditTriggers(
self.future_portfoliosView.NoEditTriggers)
self.future_portfoliosView.setMaximumHeight(400)
self.future_portfoliosView.resizeColumnsToContents()
self.model4 = QtGui.QStandardItemModel(self)
self.future_positionsView = QtGui.QTableView(self)
self.future_positionsView.setModel(self.model4)
self.future_positionsView.horizontalHeader().setStretchLastSection(
True)
self.future_positionsView.setEditTriggers(
self.future_positionsView.NoEditTriggers)
self.future_positionsView.setMaximumHeight(400)
self.future_positionsView.resizeColumnsToContents()
self.model5 = QtGui.QStandardItemModel(self)
self.tradesView = QtGui.QTableView(self)
self.tradesView.setModel(self.model5)
self.tradesView.horizontalHeader().setStretchLastSection(True)
self.tradesView.horizontalHeader().setVisible(False)
self.tradesView.setEditTriggers(self.tradesView.NoEditTriggers)
self.tradesView.setMaximumHeight(400)
self.tradesView.resizeColumnsToContents()
self.tabWidget.addTab(self.summaryView, "summary")
self.tabWidget.addTab(self.total_portfoliosView, "total_portfolios")
self.tabWidget.addTab(self.future_portfoliosView, "stock_portfolios")
self.tabWidget.addTab(self.future_positionsView, "stock_positions")
self.tabWidget.addTab(self.tradesView, "trades")
# 回测图表
Button1 = QtGui.QPushButton(u'交易资料')
Button2 = QtGui.QPushButton(u'周期分析')
Button3 = QtGui.QPushButton(u'策略分析')
Button4 = QtGui.QPushButton(u'交易分析')
# Button1.clicked.connect(self.show1)
# Button2.clicked.connect(self.show2)
# Button3.clicked.connect(self.show3)
# Button4.clicked.connect(self.show4)
# 回测组件的日志监控
self.bktLogMonitor = QtGui.QTextEdit()
self.bktLogMonitor.setReadOnly(True)
self.bktLogMonitor.setMaximumHeight(100)
# 设置布局
hbox2 = QtGui.QHBoxLayout()
hbox2.addWidget(newButton)
hbox2.addWidget(loadButton)
hbox2.addStretch()
vbox2 = QtGui.QVBoxLayout()
vbox2.addWidget(Button1)
vbox2.addWidget(Button2)
vbox2.addWidget(Button3)
vbox2.addWidget(Button4)
vbox2.addStretch()
hbox3 = QtGui.QHBoxLayout()
hbox3.addLayout(vbox2)
hbox3.addWidget(self.tabWidget)
vbox = QtGui.QVBoxLayout()
vbox.addLayout(hbox2)
vbox.addWidget(self.scrollArea)
vbox.setSpacing(20)
vbox.addLayout(hbox3)
# vbox.addWidget(self.tabWidget)
vbox.setSpacing(20)
vbox.addWidget(self.bktLogMonitor)
self.setLayout(vbox)
def initUi(self):
"""初始化界面"""
self.setWindowTitle(u'缠论策略')
# 金融图
self.PriceW = PriceWidget(self.eventEngine, self.chanlunEngine, self)
# 期货代码输入框
self.codeEdit = QtGui.QLineEdit()
self.codeEdit.setPlaceholderText(u'在此输入期货代码')
self.codeEdit.setMaximumWidth(200)
# 按钮
penButton = QtGui.QPushButton(u'分笔')
segmentButton = QtGui.QPushButton(u'分段')
shopButton = QtGui.QPushButton(u'买卖点')
restoreButton = QtGui.QPushButton(u'还原')
penButton.clicked.connect(self.pen)
segmentButton.clicked.connect(self.segment)
shopButton.clicked.connect(self.shop)
restoreButton.clicked.connect(self.restore)
# Chanlun组件的日志监控
self.chanlunLogMonitor = QtGui.QTextEdit()
self.chanlunLogMonitor.setReadOnly(True)
self.chanlunLogMonitor.setMaximumHeight(200)
# 设置布局
self.hbox2 = QtGui.QHBoxLayout()
self.hbox2.addWidget(self.codeEdit)
self.hbox2.addWidget(penButton)
self.hbox2.addWidget(segmentButton)
self.hbox2.addWidget(shopButton)
self.hbox2.addWidget(restoreButton)
self.hbox2.addStretch()
tickButton = QtGui.QPushButton(u'Tick')
oneMButton = QtGui.QPushButton(u"1分")
fiveMButton = QtGui.QPushButton(u'5分')
fifteenMButton = QtGui.QPushButton(u'15分')
thirtyMButton = QtGui.QPushButton(u'30分')
dayButton = QtGui.QPushButton(u'日')
weekButton = QtGui.QPushButton(u'周')
monthButton = QtGui.QPushButton(u'月')
tickButton.clicked.connect(self.openTick)
self.vbox1 = QtGui.QVBoxLayout()
self.vbox2 = QtGui.QVBoxLayout()
self.vbox1.addWidget(self.PriceW)
self.vbox2.addWidget(tickButton)
self.vbox2.addWidget(oneMButton)
self.vbox2.addWidget(fiveMButton)
self.vbox2.addWidget(fifteenMButton)
self.vbox2.addWidget(thirtyMButton)
self.vbox2.addWidget(dayButton)
self.vbox2.addWidget(weekButton)
self.vbox2.addWidget(monthButton)
self.vbox2.addStretch()
self.hbox3 = QtGui.QHBoxLayout()
self.hbox3.addStretch()
self.hbox3.addLayout(self.vbox1)
self.hbox3.addLayout(self.vbox2)
self.vbox = QtGui.QVBoxLayout()
self.vbox.addLayout(self.hbox2)
self.vbox.addLayout(self.hbox3)
#vbox.addWidget(self.scrollArea)
self.vbox.addWidget(self.chanlunLogMonitor)
self.setLayout(self.vbox)
self.codeEdit.returnPressed.connect(self.updateSymbol)
def initUi(self):
"""初始化界面"""
self.setWindowTitle(u'风险管理')
# 设置界面
self.buttonSwitchEngineStatus = QtGui.QPushButton(u'风控模块未启动')
# self.spinaccountMarginRatio = RmSpinBox(self.rmEngine.accountMarginRatio)
# self.spintradeCountLimit = RmSpinBox(self.rmEngine.tradeCountLimit)
# self.spinstrategyInstanceOpenLimit = RmSpinBox(self.rmEngine.strategyInstanceOpenLimit)
# self.spinstrategyInstancePositionLimit = RmSpinBox(self.rmEngine.strategyInstancePositionLimit)
# self.spincontractPositionLimit = RmSpinBox(self.rmEngine.contractPositionLimit)
# buttonClearOrderFlowCount = QtGui.QPushButton(u'清空流控计数')
# buttonClearTradeCount = QtGui.QPushButton(u'清空累计交易计数')
# buttonSaveSetting = QtGui.QPushButton(u'保存设置')
# Label = QtGui.QLabel
# grid = QtGui.QGridLayout()
# grid.addWidget(Label(u'工作状态'), 0, 0)
# grid.addWidget(self.buttonSwitchEngineStatus, 0, 1)
# grid.addWidget(RmLine(), 1, 0, 1, 2)
# grid.addWidget(Label(u'账户保证金比例上限'), 2, 0)
# grid.addWidget(self.spinaccountMarginRatio, 2, 1)
# # grid.addWidget(Label(u'流控清空（秒）'), 3, 0)
# # grid.addWidget(self.spinOrderFlowClear, 3, 1)
# grid.addWidget(RmLine(), 3, 0, 1, 2)
# grid.addWidget(Label(u'单日累计交易次数上限'), 4, 0)
# grid.addWidget(self.spintradeCountLimit, 4, 1)
# grid.addWidget(RmLine(), 5, 0, 1, 2)
# grid.addWidget(Label(u'单策略实例开仓上限'), 6, 0)
# grid.addWidget(self.spinstrategyInstanceOpenLimit, 6, 1)
# grid.addWidget(RmLine(), 7, 0, 1, 2)
# grid.addWidget(Label(u'单策略实例持仓上限'), 8, 0)
# grid.addWidget(self.spinstrategyInstancePositionLimit, 8, 1)
# hbox = QtGui.QHBoxLayout()
# hbox.addWidget(buttonSwitchEngineStatus)
# hbox.addWidget(buttonClearTradeCount)
# hbox.addStretch()
# hbox.addWidget(buttonSaveSetting)
# vbox = QtGui.QVBoxLayout()
# vbox.addLayout(grid)
# vbox.addLayout(hbox)
# self.setLayout(vbox)
# # 连接组件信号
# self.spinaccountMarginRatio.valueChanged.connect(self.rmEngine.setAccountMarginRatio)
# self.spintradeCountLimit.valueChanged.connect(self.rmEngine.setTradeCountLimit)
# self.spinstrategyInstanceOpenLimit.valueChanged.connect(self.rmEngine.setStrategyInstanceOpenLimit)
# self.spinstrategyInstancePositionLimit.valueChanged.connect(self.rmEngine.setStrategyInstancePositionLimit)
# self.spincontractPositionLimit.valueChanged.connect(self.rmEngine.setContractPositionLimit)
#
self.buttonSwitchEngineStatus.clicked.connect(self.switchEngineStatus)
# buttonClearOrderFlowCount.clicked.connect(self.rmEngine.clearOrderFlowCount)
# buttonClearTradeCount.clicked.connect(self.rmEngine.clearTradeCount)
# buttonSaveSetting.clicked.connect(self.rmEngine.saveSetting)
buttonHBox = QtGui.QHBoxLayout()
buttonHBox.addStretch()
buttonHBox.addWidget(self.buttonSwitchEngineStatus)
grid = QtGui.QGridLayout()
grid.addLayout(buttonHBox, 0, 0, 1, 1)
self.setLayout(grid)
# 设为固定大小
self.setFixedSize(self.sizeHint())
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 initUi(self):
"""初始化界面"""
self.setWindowTitle(text.RISK_MANAGER)
# 设置界面
self.buttonSwitchEngineStatus = QtGui.QPushButton(
text.RISK_MANAGER_STOP)
self.spinOrderFlowLimit = RmSpinBox(self.rmEngine.orderFlowLimit)
self.spinOrderFlowClear = RmSpinBox(self.rmEngine.orderFlowClear)
self.spinOrderSizeLimit = RmSpinBox(self.rmEngine.orderSizeLimit)
self.spinTradeLimit = RmSpinBox(self.rmEngine.tradeLimit)
self.spinWorkingOrderLimit = RmSpinBox(self.rmEngine.workingOrderLimit)
self.spinOrderCancelLimit = RmSpinBox(self.rmEngine.orderCancelLimit)
buttonClearOrderFlowCount = QtGui.QPushButton(
text.CLEAR_ORDER_FLOW_COUNT)
buttonClearTradeCount = QtGui.QPushButton(text.CLEAR_TOTAL_FILL_COUNT)
buttonSaveSetting = QtGui.QPushButton(text.SAVE_SETTING)
Label = QtGui.QLabel
grid = QtGui.QGridLayout()
grid.addWidget(Label(text.WORKING_STATUS), 0, 0)
grid.addWidget(self.buttonSwitchEngineStatus, 0, 1)
grid.addWidget(RmLine(), 1, 0, 1, 2)
grid.addWidget(Label(text.ORDER_FLOW_LIMIT), 2, 0)
grid.addWidget(self.spinOrderFlowLimit, 2, 1)
grid.addWidget(Label(text.ORDER_FLOW_CLEAR), 3, 0)
grid.addWidget(self.spinOrderFlowClear, 3, 1)
grid.addWidget(RmLine(), 4, 0, 1, 2)
grid.addWidget(Label(text.ORDER_SIZE_LIMIT), 5, 0)
grid.addWidget(self.spinOrderSizeLimit, 5, 1)
grid.addWidget(RmLine(), 6, 0, 1, 2)
grid.addWidget(Label(text.TOTAL_TRADE_LIMIT), 7, 0)
grid.addWidget(self.spinTradeLimit, 7, 1)
grid.addWidget(RmLine(), 8, 0, 1, 2)
grid.addWidget(Label(text.WORKING_ORDER_LIMIT), 9, 0)
grid.addWidget(self.spinWorkingOrderLimit, 9, 1)
grid.addWidget(RmLine(), 10, 0, 1, 2)
grid.addWidget(Label(text.CONTRACT_CANCEL_LIMIT), 11, 0)
grid.addWidget(self.spinOrderCancelLimit, 11, 1)
hbox = QtGui.QHBoxLayout()
hbox.addWidget(buttonClearOrderFlowCount)
hbox.addWidget(buttonClearTradeCount)
hbox.addStretch()
hbox.addWidget(buttonSaveSetting)
vbox = QtGui.QVBoxLayout()
vbox.addLayout(grid)
vbox.addLayout(hbox)
self.setLayout(vbox)
# 连接组件信号
self.spinOrderFlowLimit.valueChanged.connect(
self.rmEngine.setOrderFlowLimit)
self.spinOrderFlowClear.valueChanged.connect(
self.rmEngine.setOrderFlowClear)
self.spinOrderSizeLimit.valueChanged.connect(
self.rmEngine.setOrderSizeLimit)
self.spinTradeLimit.valueChanged.connect(self.rmEngine.setTradeLimit)
self.spinWorkingOrderLimit.valueChanged.connect(
self.rmEngine.setWorkingOrderLimit)
self.spinOrderCancelLimit.valueChanged.connect(
self.rmEngine.setOrderCancelLimit)
self.buttonSwitchEngineStatus.clicked.connect(self.switchEngineSatus)
buttonClearOrderFlowCount.clicked.connect(
self.rmEngine.clearOrderFlowCount)
buttonClearTradeCount.clicked.connect(self.rmEngine.clearTradeCount)
buttonSaveSetting.clicked.connect(self.rmEngine.saveSetting)
# 设为固定大小
self.setFixedSize(self.sizeHint())