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.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):
""""""
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 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) -> 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):
""""""
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("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)
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)