def init_ui(self): """""" self.setWindowTitle("CTA回测") # Setting Part self.class_combo = QtWidgets.QComboBox() self.symbol_line = QtWidgets.QLineEdit("IF88.CFFEX") self.interval_combo = QtWidgets.QComboBox() for inteval in Interval: self.interval_combo.addItem(inteval.value) end_dt = datetime.now() start_dt = datetime(2010, 1, 1) 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("0.000025") self.slippage_line = QtWidgets.QLineEdit("0.2") self.size_line = QtWidgets.QLineEdit("300") self.pricetick_line = QtWidgets.QLineEdit("0.2") 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) edit_button = QtWidgets.QPushButton("代码编辑") edit_button.clicked.connect(self.edit_strategy_code) 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, edit_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(edit_button) 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) # Code Editor self.editor = CodeEditor(self.main_engine, self.event_engine)
def init_ui(self): """""" self.setWindowTitle("CTA回测") # Setting Part self.class_combo = QtWidgets.QComboBox() self.class_combo.addItems(self.class_names) # self.symbol_line = QtWidgets.QLineEdit("IF88.CFFEX") self.symbol_line = QtWidgets.QLineEdit("IF0000.CZCE") self.interval_combo = QtWidgets.QComboBox() for inteval in Interval: self.interval_combo.addItem(inteval.value) #end_dt = datetime.now() #start_dt = end_dt - timedelta(days=3 * 20) end_dt = datetime(2019, 8, 6) start_dt = datetime(2014, 1, 2) 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(end_dt.year, end_dt.month, end_dt.day)) self.rate_line = QtWidgets.QLineEdit("0.005") self.slippage_line = QtWidgets.QLineEdit("50") self.size_line = QtWidgets.QLineEdit("5") self.pricetick_line = QtWidgets.QLineEdit("5") self.capital_line = QtWidgets.QLineEdit("1000000") self.bt_mode = QtWidgets.QLineEdit("BAR") 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) for button in [ backtesting_button, optimization_button, downloading_button, self.result_button, self.order_button, self.trade_button, self.daily_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("回测模式", self.bt_mode) left_vbox = QtWidgets.QVBoxLayout() left_vbox.addLayout(form) left_vbox.addWidget(backtesting_button) left_vbox.addWidget(downloading_button) left_vbox.addStretch() left_vbox.addWidget(self.trade_button) left_vbox.addWidget(self.order_button) left_vbox.addWidget(self.daily_button) left_vbox.addStretch() left_vbox.addWidget(optimization_button) left_vbox.addWidget(self.result_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) # 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("投资管理") # 设置UI组件 self.interval_combo = QtWidgets.QComboBox() for inteval in InvestmentInterval: self.interval_combo.addItem(inteval.value) end_dt = datetime.now() start_dt = end_dt - timedelta(days=3 * 10) 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.capital_line = QtWidgets.QLineEdit("30000") self.strategy_edit = QtWidgets.QLineEdit("") self.symbol_edit = QtWidgets.QLineEdit("") analyze_button = QtWidgets.QPushButton("开始统计") analyze_button.clicked.connect(self.start_analyzing) candle_button = QtWidgets.QPushButton("K线图表") candle_button.clicked.connect(self.show_candle_chart) product_manage_button = QtWidgets.QPushButton("品种维护") product_manage_button.clicked.connect(self.start_optimization) clean_backtester_button = QtWidgets.QPushButton("清空回测") clean_backtester_button.clicked.connect(self.start_optimization) for button in [ analyze_button, product_manage_button, candle_button, clean_backtester_button ]: button.setFixedHeight(button.sizeHint().height() * 2) form = QtWidgets.QFormLayout() form.addRow("投资周期", self.interval_combo) form.addRow("投资策略", self.strategy_edit) form.addRow("投资品种", self.symbol_edit) form.addRow("投资金额", self.capital_line) form.addRow("开始日期", self.start_date_edit) form.addRow("结束日期", self.end_date_edit) left_vbox = QtWidgets.QVBoxLayout() left_vbox.addLayout(form) left_vbox.addWidget(analyze_button) left_vbox.addWidget(candle_button) left_vbox.addStretch() left_vbox.addWidget(product_manage_button) left_vbox.addWidget(clean_backtester_button) left_vbox.addStretch() # Result part self.statistics_monitor = StatisticsMonitor() self.statistics_monitor.setMaximumHeight(310) self.investment_table = InvestmentTableMonitor(self.main_engine, self.event_engine) self.investment_table.setMinimumWidth(1550) # self.log_monitor.setMaximumHeight(900) self.chart = InvestmentChart() self.chart.setMinimumWidth(1200) self.chart.setMaximumHeight(310) # Layout center_top_hbox = QtWidgets.QHBoxLayout() center_top_hbox.addWidget(self.statistics_monitor) center_top_hbox.addWidget(self.chart) center_vbox = QtWidgets.QVBoxLayout() center_vbox.addLayout(center_top_hbox) center_vbox.addWidget(self.investment_table) hbox = QtWidgets.QHBoxLayout() hbox.addLayout(left_vbox) hbox.addLayout(center_vbox) self.setLayout(hbox)
def init_ui(self): """""" self.setWindowTitle("CTA回测") # Setting Part # 创建下来列表框保存具体策略 self.class_combo = QtWidgets.QComboBox() # 输入文本框,单行文本 self.symbol_line = QtWidgets.QLineEdit("IF88.CFFEX") # 供选择的回测周期 self.interval_combo = QtWidgets.QComboBox() # 把已经存在的回测周期添加到下拉列表中 for inteval in Interval: self.interval_combo.addItem(inteval.value) # 默认设置为截止到今天之前的三年 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("0.000025") self.slippage_line = QtWidgets.QLineEdit("0.2") self.size_line = QtWidgets.QLineEdit("300") self.pricetick_line = QtWidgets.QLineEdit("0.2") 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) edit_button = QtWidgets.QPushButton("代码编辑") edit_button.clicked.connect(self.edit_strategy_code) 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, edit_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) # 不知道这个是做什么用的 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(edit_button) left_vbox.addWidget(reload_button) # Result part self.statistics_monitor = StatisticsMonitor() # 和QLineEdit的区别就是,line只能是单行数据 # QTextEdit显示多行文本内容,当文本内容超出控件显示范围时,可以显示水平和垂直滚动条。 self.log_monitor = QtWidgets.QTextEdit() self.log_monitor.setMaximumHeight(400) self.chart = BacktesterChart() self.chart.setMinimumWidth(600) 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) # Code Editor self.editor = CodeEditor(self.main_engine, self.event_engine) # Load setting setting = load_json(self.setting_filename) if not setting: return self.class_combo.setCurrentIndex( self.class_combo.findText(setting["class_name"]) ) self.symbol_line.setText(setting["vt_symbol"]) self.interval_combo.setCurrentIndex( self.interval_combo.findText(setting["interval"]) ) self.rate_line.setText(str(setting["rate"])) self.slippage_line.setText(str(setting["slippage"])) self.size_line.setText(str(setting["size"])) self.pricetick_line.setText(str(setting["pricetick"])) self.capital_line.setText(str(setting["capital"])) if not setting["inverse"]: self.inverse_combo.setCurrentIndex(0) else: self.inverse_combo.setCurrentIndex(1)
def init_ui(self): """""" self.setWindowTitle("CTA backtesting ") # Setting Part self.class_combo = QtWidgets.QComboBox() self.class_combo.addItems(self.class_names) self.symbol_line = QtWidgets.QLineEdit("IF88.CFFEX") self.interval_combo = QtWidgets.QComboBox() for inteval in Interval: self.interval_combo.addItem(inteval.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("0.000025") self.slippage_line = QtWidgets.QLineEdit("0.2") self.size_line = QtWidgets.QLineEdit("300") self.pricetick_line = QtWidgets.QLineEdit("0.2") self.capital_line = QtWidgets.QLineEdit("1000000") backtesting_button = QtWidgets.QPushButton(" start backtesting ") backtesting_button.clicked.connect(self.start_backtesting) optimization_button = QtWidgets.QPushButton(" parameter optimization ") optimization_button.clicked.connect(self.start_optimization) self.result_button = QtWidgets.QPushButton(" optimization results ") self.result_button.clicked.connect(self.show_optimization_result) self.result_button.setEnabled(False) downloading_button = QtWidgets.QPushButton(" download data ") downloading_button.clicked.connect(self.start_downloading) self.order_button = QtWidgets.QPushButton(" commissioned record ") self.order_button.clicked.connect(self.show_backtesting_orders) self.order_button.setEnabled(False) self.trade_button = QtWidgets.QPushButton(" transaction record ") self.trade_button.clicked.connect(self.show_backtesting_trades) self.trade_button.setEnabled(False) self.daily_button = QtWidgets.QPushButton(" daily profit and loss ") self.daily_button.clicked.connect(self.show_daily_results) self.daily_button.setEnabled(False) self.candle_button = QtWidgets.QPushButton("K line chart ") self.candle_button.clicked.connect(self.show_candle_chart) self.candle_button.setEnabled(False) for button in [ backtesting_button, optimization_button, downloading_button, self.result_button, self.order_button, self.trade_button, self.daily_button, self.candle_button ]: button.setFixedHeight(button.sizeHint().height() * 2) form = QtWidgets.QFormLayout() form.addRow(" trading straregy ", self.class_combo) form.addRow(" native code ", self.symbol_line) form.addRow("K line cycle ", self.interval_combo) form.addRow(" start date ", self.start_date_edit) form.addRow(" end date ", self.end_date_edit) form.addRow(" fee rate ", self.rate_line) form.addRow(" trading slippage ", self.slippage_line) form.addRow(" contract multiplier ", self.size_line) form.addRow(" price beat ", self.pricetick_line) form.addRow(" backtesting funds ", self.capital_line) left_vbox = QtWidgets.QVBoxLayout() left_vbox.addLayout(form) left_vbox.addWidget(backtesting_button) left_vbox.addWidget(downloading_button) left_vbox.addStretch() left_vbox.addWidget(self.trade_button) left_vbox.addWidget(self.order_button) left_vbox.addWidget(self.daily_button) left_vbox.addWidget(self.candle_button) left_vbox.addStretch() left_vbox.addWidget(optimization_button) left_vbox.addWidget(self.result_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, " backtesting transaction records ", BacktestingTradeMonitor ) self.order_dialog = BacktestingResultDialog( self.main_engine, self.event_engine, " backtesting commissioned record ", BacktestingOrderMonitor ) self.daily_dialog = BacktestingResultDialog( self.main_engine, self.event_engine, " back-tested daily profit and loss ", 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("CTA回测") # Setting Part self.class_combo = QtWidgets.QComboBox() self.class_combo.addItems(self.class_names) self.symbol_line = QtWidgets.QLineEdit("IF88.CFFEX") self.interval_combo = QtWidgets.QComboBox() for inteval in Interval: self.interval_combo.addItem(inteval.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("0.000025") self.slippage_line = QtWidgets.QLineEdit("0.2") self.size_line = QtWidgets.QLineEdit("300") self.pricetick_line = QtWidgets.QLineEdit("0.2") self.capital_line = QtWidgets.QLineEdit("1000000") start_button = QtWidgets.QPushButton("开始回测") start_button.clicked.connect(self.start_backtesting) 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(start_button) # Result part self.statistics_monitor = StatisticsMonitor() self.log_monitor = QtWidgets.QTextEdit() self.log_monitor.setMaximumHeight(400) self.chart = BacktesterChart() self.chart.setMinimumWidth(1000) # Layout vbox = QtWidgets.QVBoxLayout() vbox.addWidget(self.statistics_monitor) vbox.addWidget(self.log_monitor) hbox = QtWidgets.QHBoxLayout() hbox.addLayout(form) hbox.addLayout(vbox) hbox.addWidget(self.chart) self.setLayout(hbox)
def init_ui(self): """""" self.setWindowTitle("CTA回测") # Setting Part self.class_combo = QtWidgets.QComboBox() # self.symbol_line = QtWidgets.QLineEdit("IF88.CFFEX") self.symbol_line = "" self.symbol_label = QtWidgets.QLabel() self.data_counts_label = QtWidgets.QLabel() ############################################# # fangyang add, 根据数据库内容进行选项显示 self.dbbardata_groupby_df = self.db_instance.get_groupby_data_from_sql_db( ) self.exchange_combo = QtWidgets.QComboBox() self.exchange_combo.addItems( self.dbbardata_groupby_df['exchange'].drop_duplicates().to_list()) self.exchange_combo.activated[str].connect(self.onExchangeActivated) self.symbol_combo = QtWidgets.QComboBox() self.symbol_combo.currentIndexChanged.connect(self.onSymbolActivated) self.interval_combo = QtWidgets.QComboBox() self.interval_combo.currentIndexChanged.connect( self.onIntervalActivated) ########################################## end_dt = datetime.now() # start_dt = end_dt - timedelta(days=3 * 365) # debug 临时更改 start_dt = end_dt - timedelta(days=100) # debug 临时更改 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("0.000025") self.slippage_line = QtWidgets.QLineEdit("1") self.size_line = QtWidgets.QLineEdit("10") self.pricetick_line = QtWidgets.QLineEdit("1") self.capital_line = QtWidgets.QLineEdit("1000000") self.inverse_combo = QtWidgets.QComboBox() self.inverse_combo.addItems(["正向", "反向"]) # fangyang add self.debug_combo = QtWidgets.QComboBox() self.debug_combo.addItems(["Thread 运行回测", "Debug 运行回测"]) backtesting_button = QtWidgets.QPushButton("开始回测") backtesting_button.clicked.connect(self.start_backtesting) rl_train_button = QtWidgets.QPushButton("开始RL训练") rl_train_button.clicked.connect(self.start_rl_train) 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) self.candle_button_web = QtWidgets.QPushButton("K线图表web") self.candle_button_web.clicked.connect(self.show_candle_chart_web) # self.candle_button_web.setEnabled(False) edit_button = QtWidgets.QPushButton("代码编辑") edit_button.clicked.connect(self.edit_strategy_code) 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, # edit_button, # reload_button # ]: # button.setFixedHeight(button.sizeHint().height() * 2) form = QtWidgets.QFormLayout() form.addRow("交易策略", self.class_combo) form.addRow("交易所代码", self.exchange_combo) form.addRow("本地代码", self.symbol_combo) form.addRow("合约名称", self.symbol_label) 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\n(+1天才能回测到最后这天)", self.end_date_edit) form.addRow("DB内总数据量", self.data_counts_label) 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\n(数字货币用反向)", self.inverse_combo) form.addRow("回测模式", self.debug_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) result_grid.addWidget(self.candle_button_web, 2, 1) left_vbox = QtWidgets.QVBoxLayout() left_vbox.addLayout(form) left_vbox.addWidget(backtesting_button) left_vbox.addWidget(rl_train_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(edit_button) 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) # Code Editor self.editor = CodeEditor(self.main_engine, self.event_engine) # Load setting setting = load_json(self.setting_filename) if not setting: return self.class_combo.setCurrentIndex( self.class_combo.findText(setting["class_name"])) self.interval_combo.setCurrentIndex( self.interval_combo.findText(setting["interval"])) self.rate_line.setText(str(setting["rate"])) self.slippage_line.setText(str(setting["slippage"])) self.size_line.setText(str(setting["size"])) self.pricetick_line.setText(str(setting["pricetick"])) self.capital_line.setText(str(setting["capital"])) if not setting["inverse"]: self.inverse_combo.setCurrentIndex(0) else: self.inverse_combo.setCurrentIndex(1)