def init_ui(self):
""""""
self.setWindowTitle("CTA live trading")
# Create widgets
self.class_combo = QtWidgets.QComboBox()
add_button = QtWidgets.QPushButton("Add strategy")
add_button.clicked.connect(self.add_strategy)
init_button = QtWidgets.QPushButton("Prepare All")
init_button.clicked.connect(self.cta_engine.init_all_strategies)
start_button = QtWidgets.QPushButton("Start All")
start_button.clicked.connect(self.cta_engine.start_all_strategies)
stop_button = QtWidgets.QPushButton("Stop All")
stop_button.clicked.connect(self.cta_engine.stop_all_strategies)
clear_button = QtWidgets.QPushButton("Clear log")
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) -> None:
""""""
self.setWindowTitle("组合策略")
# 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.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)
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)
# 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)
hbox2 = QtWidgets.QHBoxLayout()
hbox2.addWidget(scroll_area)
hbox2.addWidget(self.log_monitor)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox1)
vbox.addLayout(hbox2)
self.setLayout(vbox)
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):
""""""
form = QtWidgets.QFormLayout()
# Add vt_symbol 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": "", "vt_symbol": ""}
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)
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):
""""""
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("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) -> None:
""""""
self.setWindowTitle("市场雷达")
self.radar_monitor = RadarMonitor(self.radar_engine)
self.signal_monitor = SignalMonitor(self.radar_engine)
self.log_monitor = QtWidgets.QTextEdit()
self.log_monitor.setReadOnly(True)
self.name_line = QtWidgets.QLineEdit()
self.formula_line = QtWidgets.QLineEdit()
self.a_line = QtWidgets.QLineEdit()
self.b_line = QtWidgets.QLineEdit()
self.c_line = QtWidgets.QLineEdit()
self.d_line = QtWidgets.QLineEdit()
self.e_line = QtWidgets.QLineEdit()
self.ndigits_spin = QtWidgets.QSpinBox()
self.ndigits_spin.setMinimum(0)
self.ndigits_spin.setValue(2)
add_button = QtWidgets.QPushButton("添加")
add_button.clicked.connect(self.add_rule)
add_button.setFixedHeight(add_button.sizeHint().height() * 2)
edit_button = QtWidgets.QPushButton("修改")
edit_button.clicked.connect(self.edit_rule)
edit_button.setFixedHeight(edit_button.sizeHint().height() * 2)
load_button = QtWidgets.QPushButton("导入CSV")
load_button.clicked.connect(self.load_csv)
form = QtWidgets.QFormLayout()
form.addRow("名称", self.name_line)
form.addRow("公式", self.formula_line)
form.addRow("A", self.a_line)
form.addRow("B", self.b_line)
form.addRow("C", self.c_line)
form.addRow("D", self.d_line)
form.addRow("E", self.e_line)
form.addRow("小数", self.ndigits_spin)
form.addRow(add_button)
form.addRow(edit_button)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(form)
vbox.addStretch()
vbox.addWidget(load_button)
left_widget = QtWidgets.QWidget()
left_widget.setLayout(vbox)
left_widget.setFixedWidth(300)
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(left_widget)
hbox.addWidget(self.signal_monitor)
hbox.addWidget(self.log_monitor)
vbox2 = QtWidgets.QVBoxLayout()
vbox2.addWidget(self.radar_monitor)
vbox2.addLayout(hbox)
self.setLayout(vbox2)
def init_ui(self) -> None:
""""""
self.setWindowTitle("波动率管理")
tab = QtWidgets.QTabWidget()
vbox = QtWidgets.QVBoxLayout()
vbox.addWidget(tab)
self.setLayout(vbox)
self.chain_symbols = list(self.portfolio.chains.keys())
self.chain_symbols.sort()
for chain_symbol in self.chain_symbols:
chain = self.portfolio.get_chain(chain_symbol)
table = QtWidgets.QTableWidget()
table.setEditTriggers(table.NoEditTriggers)
table.verticalHeader().setVisible(False)
table.setColumnCount(4)
table.setRowCount(len(chain.indexes))
table.setHorizontalHeaderLabels(["行权价", "中值隐波", "定价隐波", "执行拟合"])
table.horizontalHeader().setSectionResizeMode(
QtWidgets.QHeaderView.Stretch)
for row, index in enumerate(chain.indexes):
index_cell = IndexCell(index)
mid_impv_cell = MonitorCell("")
set_func = partial(self.set_pricing_impv,
chain_symbol=chain_symbol,
index=index)
pricing_impv_spin = VolatilityDoubleSpinBox()
pricing_impv_spin.setAlignment(QtCore.Qt.AlignCenter)
pricing_impv_spin.valueChanged.connect(set_func)
check = QtWidgets.QCheckBox()
check_hbox = QtWidgets.QHBoxLayout()
check_hbox.setAlignment(QtCore.Qt.AlignCenter)
check_hbox.addWidget(check)
check_widget = QtWidgets.QWidget()
check_widget.setLayout(check_hbox)
table.setItem(row, 0, index_cell)
table.setItem(row, 1, mid_impv_cell)
table.setCellWidget(row, 2, pricing_impv_spin)
table.setCellWidget(row, 3, check_widget)
cells = {
"mid_impv": mid_impv_cell,
"pricing_impv": pricing_impv_spin,
"check": check
}
self.cells[(chain_symbol, index)] = cells
reset_func = partial(self.reset_pricing_impv,
chain_symbol=chain_symbol)
button_reset = QtWidgets.QPushButton("重置")
button_reset.clicked.connect(reset_func)
fit_func = partial(self.fit_pricing_impv,
chain_symbol=chain_symbol)
button_fit = QtWidgets.QPushButton("拟合")
button_fit.clicked.connect(fit_func)
increase_func = partial(self.increase_pricing_impv,
chain_symbol=chain_symbol)
button_increase = QtWidgets.QPushButton("+0.1%")
button_increase.clicked.connect(increase_func)
decrease_func = partial(self.decrease_pricing_impv,
chain_symbol=chain_symbol)
button_decrease = QtWidgets.QPushButton("-0.1%")
button_decrease.clicked.connect(decrease_func)
hbox = QtWidgets.QHBoxLayout()
hbox.addWidget(button_reset)
hbox.addWidget(button_fit)
hbox.addWidget(button_increase)
hbox.addWidget(button_decrease)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox)
vbox.addWidget(table)
chain_widget = QtWidgets.QWidget()
chain_widget.setLayout(vbox)
tab.addTab(chain_widget, chain_symbol)
self.update_pricing_impv(chain_symbol)
self.default_foreground = mid_impv_cell.foreground()
self.default_background = mid_impv_cell.background()
table.resizeRowsToContents()
def init_ui(self):
""""""
self.setWindowTitle("pytdx载入")
# self.setFixedWidth(600)
self.setWindowFlags((self.windowFlags()
| QtCore.Qt.CustomizeWindowHint)
& ~QtCore.Qt.WindowMaximizeButtonHint)
hbox_layout = QtWidgets.QHBoxLayout()
load_button = QtWidgets.QPushButton("载入数据.to_db")
load_button.clicked.connect(self.load_data)
to_csv_button = QtWidgets.QPushButton("载入数据.to_csv")
to_csv_button.clicked.connect(self.load_data)
self.symbol_type = QtWidgets.QLineEdit("L8")
self.symbol_combo = QtWidgets.QComboBox()
self.exchange_combo = QtWidgets.QComboBox()
for i in Exchange:
self.exchange_combo.addItem(str(i.name), i)
self.exchange_combo.activated[str].connect(self.onExchangeActivated)
self.interval_combo = QtWidgets.QComboBox()
for i in Interval:
self.interval_combo.addItem(str(i.name), i)
self.datetime_edit = QtWidgets.QLineEdit("Datetime")
self.open_edit = QtWidgets.QLineEdit("Open")
self.high_edit = QtWidgets.QLineEdit("High")
self.low_edit = QtWidgets.QLineEdit("Low")
self.close_edit = QtWidgets.QLineEdit("Close")
self.volume_edit = QtWidgets.QLineEdit("Volume")
self.open_interest_edit = QtWidgets.QLineEdit("OpenInterest")
self.format_edit = QtWidgets.QLineEdit("%Y-%m-%d %H:%M:%S")
info_label = QtWidgets.QLabel("合约信息")
info_label.setAlignment(QtCore.Qt.AlignCenter)
head_label = QtWidgets.QLabel("表头信息")
head_label.setAlignment(QtCore.Qt.AlignCenter)
format_label = QtWidgets.QLabel("格式信息")
format_label.setAlignment(QtCore.Qt.AlignCenter)
save_progress_label = QtWidgets.QLabel("保存进度信息")
save_progress_label.setAlignment(QtCore.Qt.AlignCenter)
save_progress_bar = QtWidgets.QProgressBar()
save_progress_bar.setAlignment(QtCore.Qt.AlignCenter)
self.progress_bar_dict['save_progress_bar'] = save_progress_bar
form_left = QtWidgets.QFormLayout()
form_left.addRow(QtWidgets.QLabel())
form_left.addRow(info_label)
form_left.addRow("交易所", self.exchange_combo)
form_left.addRow("代码", self.symbol_combo)
form_left.addRow("类型\n(L8主连/L9指数/2006)", self.symbol_type)
form_left.addRow("周期", self.interval_combo)
form_left.addRow(QtWidgets.QLabel())
form_left.addRow(head_label)
form_left.addRow("时间戳", self.datetime_edit)
form_left.addRow("开盘价", self.open_edit)
form_left.addRow("最高价", self.high_edit)
form_left.addRow("最低价", self.low_edit)
form_left.addRow("收盘价", self.close_edit)
form_left.addRow("成交量", self.volume_edit)
form_left.addRow("持仓量", self.open_interest_edit)
form_left.addRow(QtWidgets.QLabel())
form_left.addRow(format_label)
form_left.addRow("时间格式", self.format_edit)
form_left.addRow(QtWidgets.QLabel())
form_left.addRow(save_progress_label)
form_left.addRow(save_progress_bar)
form_left.addRow(load_button)
form_left.addRow(to_csv_button)
form_left_widget = QtWidgets.QWidget()
form_left_widget.setLayout(form_left)
form_right_layout = QtWidgets.QFormLayout()
# form_right_layout.addRow(QtWidgets.QLabel())
# form_right_layout.addRow(info_label)
# form_right_layout.addRow("交易所", self.exchange_combo)
# form_right_layout.addRow("代码", self.symbol_combo)
# form_right_layout.addRow("类型\n(L8主连/L9指数/2006)", self.symbol_type)
# form_right_layout.addRow("周期", self.interval_combo)
# form_right_layout.addRow(QtWidgets.QLabel())
# form_right_layout.addRow(head_label)
# form_right_layout.addRow("时间戳", self.datetime_edit)
# form_right_layout.addRow("开盘价", self.open_edit)
# form_right_layout.addRow("最高价", self.high_edit)
# form_right_layout.addRow("最低价", self.low_edit)
# form_right_layout.addRow("收盘价", self.close_edit)
# form_right_layout.addRow("成交量", self.volume_edit)
# form_right_layout.addRow("持仓量", self.open_interest_edit)
form_right_widget = QtWidgets.QWidget()
form_right_widget.setLayout(form_right_layout)
hbox_layout.addStretch(1)
hbox_layout.addWidget(form_left_widget)
hbox_layout.addWidget(form_right_widget)
self.setLayout(hbox_layout)
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)
recover_button = QtWidgets.QPushButton("全部恢复")
recover_button.clicked.connect(self.cta_engine.recover_all_strategies)
cover_pos_button = QtWidgets.QPushButton("全部平仓")
cover_pos_button.clicked.connect(
self.cta_engine.close_all_strategies_pos)
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(recover_button)
hbox1.addWidget(cover_pos_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)
