[增强] 1.9x移植的ui_kline，支持多图/多指标/附图指标/交易记录等回放
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msincenselee
parent
ee2fd126f4
commit
2811ab1068
287
vnpy/trader/ui/kline/crosshair.py
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287
vnpy/trader/ui/kline/crosshair.py
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# flake8: noqa
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import pyqtgraph as pg
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import datetime as dt
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import traceback
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from qtpy import QtCore
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from pyqtgraph.Point import Point
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import pandas as pd
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# 十字光标支持
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class Crosshair(QtCore.QObject):
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"""
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此类给pg.PlotWidget()添加crossHair功能,PlotWidget实例需要初始化时传入
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"""
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signal = QtCore.Signal(type(tuple([])))
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signalInfo = QtCore.Signal(float, float)
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def __init__(self, parent, master):
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"""Constructor"""
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self.__view = parent # PlatWidget
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self.master = master # KLineWidget
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super(Crosshair, self).__init__()
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self.xAxis = 0
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self.yAxis = 0
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self.datas = None
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self.yAxises = [0 for i in range(3)]
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self.leftX = [0 for i in range(3)]
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self.showHLine = [False for i in range(3)]
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self.textPrices = [pg.TextItem('', anchor=(1, 1)) for i in range(3)]
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# 取得 widget上的：主图/成交量/副图指标
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self.views = [parent.centralWidget.getItem(i + 1, 0) for i in range(3)]
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self.rects = [self.views[i].sceneBoundingRect() for i in range(3)]
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self.vLines = [pg.InfiniteLine(angle=90, movable=False) for i in range(3)]
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self.hLines = [pg.InfiniteLine(angle=0, movable=False) for i in range(3)]
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# mid 在y轴动态跟随最新价显示最新价和最新时间
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self.__textDate = pg.TextItem('date', anchor=(1, 1)) # 文本：日期/时间
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self.__textInfo = pg.TextItem('lastBarInfo') # 文本：bar信息
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self.__text_main_indicators = pg.TextItem('lastIndicatorsInfo', anchor=(1, 0)) # 文本：主图指标
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self.__text_sub_indicators = pg.TextItem('lastSubIndicatorsInfo', anchor=(1, 0)) # 文本： 副图指标
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self.__textVolume = pg.TextItem('lastBarVolume', anchor=(1, 0)) # 文本: 成交量
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self.__textDate.setZValue(2)
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self.__textInfo.setZValue(2)
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self.__text_main_indicators.setZValue(2)
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self.__text_sub_indicators.setZValue(2)
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self.__textVolume.setZValue(2)
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self.__textInfo.border = pg.mkPen(color=(230, 255, 0, 255), width=1.2)
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for i in range(3):
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self.textPrices[i].setZValue(2)
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self.vLines[i].setPos(0)
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self.hLines[i].setPos(0)
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self.vLines[i].setZValue(0)
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self.hLines[i].setZValue(0)
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self.views[i].addItem(self.vLines[i])
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self.views[i].addItem(self.hLines[i])
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self.views[i].addItem(self.textPrices[i])
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self.views[0].addItem(self.__textInfo, ignoreBounds=True)
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self.views[0].addItem(self.__text_main_indicators, ignoreBounds=True)
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# 添加成交量的提示信息到 volume view
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if self.master.display_vol:
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self.views[1].addItem(self.__textVolume, ignoreBounds=True)
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# 添加 副图指标/日期信息到 副图
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if self.master.display_sub:
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self.views[2].addItem(self.__textDate, ignoreBounds=True)
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self.views[2].addItem(self.__text_sub_indicators, ignoreBounds=True)
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else:
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# 没有启用副图，日期信息放在主图
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self.views[0].addItem(self.__textDate, ignoreBounds=True)
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self.proxy = pg.SignalProxy(self.__view.scene().sigMouseMoved, rateLimit=360, slot=self.__mouseMoved)
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# 跨线程刷新界面支持
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self.signal.connect(self.update)
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self.signalInfo.connect(self.plotInfo)
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def update(self, pos):
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"""刷新界面显示"""
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try:
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xAxis, yAxis = pos
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xAxis, yAxis = (self.xAxis, self.yAxis) if xAxis is None else (xAxis, yAxis)
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self.moveTo(xAxis, yAxis)
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except Exception as ex:
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print(u'Crosshair.update() exception:{},trace:{}'.format(str(ex), traceback.format_exc()))
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def __mouseMoved(self, evt):
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"""鼠标移动回调"""
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try:
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pos = evt[0]
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self.rects = [self.views[i].sceneBoundingRect() for i in range(3)]
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for i in range(3):
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self.showHLine[i] = False
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if i == 1 and not self.master.display_vol:
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continue
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if i == 2 and not self.master.display_sub:
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continue
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if self.rects[i].contains(pos):
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mousePoint = self.views[i].vb.mapSceneToView(pos)
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xAxis = mousePoint.x()
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yAxis = mousePoint.y()
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self.yAxises[i] = yAxis
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self.showHLine[i] = True
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self.moveTo(xAxis, yAxis)
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except Exception as ex:
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print(u'_mouseMove() exception:{},trace:{}'.format(str(ex), traceback.format_exc()))
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def moveTo(self, xAxis, yAxis):
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"""
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移动
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:param xAxis:
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:param yAxis:
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:return:
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"""
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try:
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xAxis, yAxis = (self.xAxis, self.yAxis) if xAxis is None else (int(xAxis), yAxis)
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self.rects = [self.views[i].sceneBoundingRect() for i in range(3)]
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if not xAxis or not yAxis:
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return
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self.xAxis = xAxis
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self.yAxis = yAxis
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self.vhLinesSetXY(xAxis, yAxis)
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self.plotInfo(xAxis, yAxis)
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self.master.pi_volume.update()
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except Exception as ex:
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print(u'_mouseMove() exception:{},trace:{}'.format(str(ex), traceback.format_exc()))
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def vhLinesSetXY(self, xAxis, yAxis):
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"""水平和竖线位置设置"""
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for i in range(3):
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self.vLines[i].setPos(xAxis)
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if self.showHLine[i]:
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self.hLines[i].setPos(yAxis if i == 0 else self.yAxises[i])
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self.hLines[i].show()
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else:
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self.hLines[i].hide()
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def plotInfo(self, xAxis, yAxis):
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"""
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被嵌入的plotWidget在需要的时候通过调用此方法显示K线信息
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"""
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if self.datas is None or xAxis >= len(self.datas):
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return
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tickDatetime = None
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openPrice = 0
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closePrice = 0
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highPrice = 0
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lowPrice = 0
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preClosePrice = 0
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volume = 0
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# open_interest = 0
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try:
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# 获取K线数据
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data = self.datas[xAxis]
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lastdata = self.datas[xAxis - 1]
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tickDatetime = pd.to_datetime(data['datetime'])
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openPrice = data['open']
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closePrice = data['close']
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lowPrice = data['low']
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highPrice = data['high']
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volume = int(data['volume'])
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# open_interest = int(data['open_interest'])
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preClosePrice = lastdata['close']
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except Exception as ex:
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print(u'exception:{},trace:{}'.format(str(ex), traceback.format_exc()))
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return
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if (isinstance(tickDatetime, dt.datetime)):
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datetimeText = dt.datetime.strftime(tickDatetime, '%Y-%m-%d %H:%M:%S')
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dateText = dt.datetime.strftime(tickDatetime, '%Y-%m-%d')
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timeText = dt.datetime.strftime(tickDatetime, '%H:%M:%S')
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else:
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datetimeText = ""
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dateText = ""
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timeText = ""
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# 显示所有的主图技术指标
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html = u'<div style="text-align: right">'
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for indicator in self.master.main_indicator_data:
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val = self.master.main_indicator_data[indicator][xAxis]
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col = self.master.main_indicator_colors[indicator]
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html += u'<span style="color: %s; font-size: 18px;"> %s：%.2f</span>' % (col, indicator, val)
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html += u'</div>'
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self.__text_main_indicators.setHtml(html)
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# 显示所有的主图技术指标
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html = u'<div style="text-align: right">'
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for indicator in self.master.sub_indicator_data:
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val = self.master.sub_indicator_data[indicator][xAxis]
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col = self.master.sub_indicator_colors[indicator]
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html += u'<span style="color: %s; font-size: 18px;"> %s：%.2f</span>' % (col, indicator, val)
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html += u'</div>'
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self.__text_sub_indicators.setHtml(html)
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# 和上一个收盘价比较，决定K线信息的字符颜色
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cOpen = 'red' if openPrice > preClosePrice else 'green'
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cClose = 'red' if closePrice > preClosePrice else 'green'
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cHigh = 'red' if highPrice > preClosePrice else 'green'
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cLow = 'red' if lowPrice > preClosePrice else 'green'
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self.__textInfo.setHtml(
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u'<div style="text-align: center; background-color:#000">\
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<span style="color: white; font-size: 16px;">日期</span><br>\
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<span style="color: yellow; font-size: 16px;">%s</span><br>\
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<span style="color: white; font-size: 16px;">时间</span><br>\
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<span style="color: yellow; font-size: 16px;">%s</span><br>\
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<span style="color: white; font-size: 16px;">价格</span><br>\
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<span style="color: %s; font-size: 16px;">(开) %.3f</span><br>\
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<span style="color: %s; font-size: 16px;">(高) %.3f</span><br>\
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<span style="color: %s; font-size: 16px;">(低) %.3f</span><br>\
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<span style="color: %s; font-size: 16px;">(收) %.3f</span><br>\
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<span style="color: white; font-size: 16px;">成交量</span><br>\
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<span style="color: yellow; font-size: 16px;">(量) %d</span><br>\
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</div>' \
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% (dateText, timeText, cOpen, openPrice, cHigh, highPrice,
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cLow, lowPrice, cClose, closePrice, volume))
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self.__textDate.setHtml(
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'<div style="text-align: center">\
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<span style="color: yellow; font-size: 12px;">%s</span>\
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</div>' \
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% (datetimeText))
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self.__textVolume.setHtml(
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'<div style="text-align: right">\
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<span style="color: white; font-size: 12px;">VOL : %.3f</span>\
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</div>' \
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% (volume))
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# 坐标轴宽度
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rightAxisWidth = self.views[0].getAxis('right').width()
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bottomAxisHeight = self.views[2].getAxis('bottom').height()
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offset = QtCore.QPointF(rightAxisWidth, bottomAxisHeight)
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# 各个顶点
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t1 = [None, None, None]
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br = [None, None, None]
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t1[0] = self.views[0].vb.mapSceneToView(self.rects[0].topLeft())
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br[0] = self.views[0].vb.mapSceneToView(self.rects[0].bottomRight() - offset)
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if self.master.display_vol:
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t1[1] = self.views[1].vb.mapSceneToView(self.rects[1].topLeft())
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br[1] = self.views[1].vb.mapSceneToView(self.rects[1].bottomRight() - offset)
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if self.master.display_sub:
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t1[2] = self.views[2].vb.mapSceneToView(self.rects[2].topLeft())
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br[2] = self.views[2].vb.mapSceneToView(self.rects[2].bottomRight() - offset)
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# 显示价格
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for i in range(3):
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if self.showHLine[i] and t1[i] is not None and br[i] is not None:
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self.textPrices[i].setHtml(
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'<div style="text-align: right">\
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<span style="color: yellow; font-size: 18px;">\
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%0.3f\
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</span>\
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</div>' \
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% (yAxis if i == 0 else self.yAxises[i]))
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self.textPrices[i].setPos(br[i].x(), yAxis if i == 0 else self.yAxises[i])
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self.textPrices[i].show()
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else:
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self.textPrices[i].hide()
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# 设置坐标
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self.__textInfo.setPos(t1[0])
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self.__text_main_indicators.setPos(br[0].x(), t1[0].y())
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if self.master.display_sub:
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self.__text_sub_indicators.setPos(br[2].x(), t1[2].y())
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if self.master.display_vol:
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self.__textVolume.setPos(br[1].x(), t1[1].y())
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# 修改对称方式防止遮挡
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self.__textDate.anchor = Point((1, 1)) if xAxis > self.master.index else Point((0, 1))
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if br[2] is not None:
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self.__textDate.setPos(xAxis, br[2].y())
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elif br[1] is not None:
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self.__textDate.setPos(xAxis, br[1].y())
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else:
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self.__textDate.setPos(xAxis, br[0].y())
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1342
vnpy/trader/ui/kline/css.qss
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1342
vnpy/trader/ui/kline/css.qss
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File diff suppressed because it is too large
Load Diff
BIN
vnpy/trader/ui/kline/cta.ico
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vnpy/trader/ui/kline/cta.ico
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After Width: | Height: | Size: 182 KiB |
1413
vnpy/trader/ui/kline/kline.py
Normal file
1413
vnpy/trader/ui/kline/kline.py
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Load Diff
269
vnpy/trader/ui/kline/kline_widgets.py
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269
vnpy/trader/ui/kline/kline_widgets.py
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# -*- coding: utf-8 -*-
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"""
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基于uiKline扩展得widgets
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华富资产/李来佳
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"""
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import os
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import json
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import traceback
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import pandas as pd
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from threading import Thread
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from time import sleep
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from pymongo import MongoClient
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from pymongo.errors import ConnectionFailure, AutoReconnect
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from vnpy.trader.ui.kline.kline import QtWidgets, KLineWidget
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from vnpy.amqp.consumer import subscriber
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class RenkoKline(QtWidgets.QWidget):
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"""
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砖型图得显示
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1、显示
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2、数据加载：从Mongodb，从本地文件
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3、定时数据更新
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4、加载文件时，选择指标
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"""
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def __init__(self, parent=None, setting={}):
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self.parent = parent
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super(RenkoKline, self).__init__(parent)
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self.kline_name = setting.get('kline_name', 'kline_name')
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self.canvas = None
|
||||||
|
|
||||||
|
self.main_indicators = sorted(setting.get('main_indicators', []))
|
||||||
|
self.sub_indicators = sorted(setting.get('sub_indicators', []))
|
||||||
|
|
||||||
|
# 数据来自文件
|
||||||
|
self.csv_file = setting.get('csv_file', None)
|
||||||
|
|
||||||
|
# 数据来自mongodb
|
||||||
|
self.host = None
|
||||||
|
self.port = None
|
||||||
|
self.db = None
|
||||||
|
self.collection = None
|
||||||
|
|
||||||
|
self.sub = None
|
||||||
|
live_setting = setting.get('live', {})
|
||||||
|
if len(live_setting) > 0:
|
||||||
|
try:
|
||||||
|
self.sub = subscriber(host=live_setting.get('host', 'localhost'),
|
||||||
|
port=live_setting.get('port', 5672),
|
||||||
|
user=live_setting.get('user', 'admin'),
|
||||||
|
password=live_setting.get('pasword', 'admin'),
|
||||||
|
exchange=live_setting.get('exchange', 'x_fanout'),
|
||||||
|
routing_key=live_setting.get('routing_key', 'default'))
|
||||||
|
|
||||||
|
self.sub.set_callback(self.on_bar_message)
|
||||||
|
except Exception as ex:
|
||||||
|
print(u'创建消息订阅失败:{}'.format(str(ex)))
|
||||||
|
traceback.print_exc()
|
||||||
|
|
||||||
|
# MongoDB数据库相关
|
||||||
|
self.dbClient = None # MongoDB客户端对象
|
||||||
|
self.db_has_connected = False
|
||||||
|
|
||||||
|
self.is_loaded = False
|
||||||
|
self.last_bar_dt = None
|
||||||
|
|
||||||
|
self.initUI()
|
||||||
|
|
||||||
|
if self.csv_file is not None and os.path.exists(self.csv_file):
|
||||||
|
self.datathread = Thread(self.load_csv)
|
||||||
|
self.datathread.start()
|
||||||
|
|
||||||
|
elif 'mongo' in setting:
|
||||||
|
mongo_setting = setting.get('mongo')
|
||||||
|
self.host = mongo_setting.get('ip', 'localhost')
|
||||||
|
self.port = mongo_setting.get('port', 27017)
|
||||||
|
self.db = mongo_setting.get('db', None)
|
||||||
|
self.collection = mongo_setting.get('collection', None)
|
||||||
|
self.kline_name = self.collection
|
||||||
|
|
||||||
|
if self.db is not None and self.collection is not None:
|
||||||
|
self.dbConnect()
|
||||||
|
self.datathread = Thread(target=self.load_db, args=())
|
||||||
|
self.datathread.start()
|
||||||
|
|
||||||
|
def initUI(self):
|
||||||
|
"""
|
||||||
|
初始化界面
|
||||||
|
:return:
|
||||||
|
"""
|
||||||
|
vbox = QtWidgets.QVBoxLayout()
|
||||||
|
self.canvas = KLineWidget(display_vol=False, display_sub=True)
|
||||||
|
self.canvas.show()
|
||||||
|
self.canvas.KLtitle.setText('{}'.format(self.kline_name), size='18pt')
|
||||||
|
|
||||||
|
for indicator in self.main_indicators:
|
||||||
|
self.canvas.add_indicator(indicator=indicator, is_main=True)
|
||||||
|
|
||||||
|
for indicator in self.sub_indicators:
|
||||||
|
self.canvas.add_indicator(indicator=indicator, is_main=False)
|
||||||
|
|
||||||
|
vbox.addWidget(self.canvas)
|
||||||
|
self.setLayout(vbox)
|
||||||
|
|
||||||
|
def load_csv(self):
|
||||||
|
"""从文件加载renko数据"""
|
||||||
|
if self.canvas:
|
||||||
|
df = pd.read_csv(self.csv_file)
|
||||||
|
df = df.set_index(pd.DatetimeIndex(df['datetime']))
|
||||||
|
self.canvas.loadData(df, main_indicators=self.main_indicators, sub_indicators=self.sub_indicators)
|
||||||
|
self.is_loaded = True
|
||||||
|
|
||||||
|
if self.sub:
|
||||||
|
self.sub.start()
|
||||||
|
|
||||||
|
def load_db(self):
|
||||||
|
"""从数据库加载renko数据"""
|
||||||
|
try:
|
||||||
|
d = {}
|
||||||
|
qryData = self.dbQueryBySort(dbName=self.db, collectionName=self.collection, d=d, sortName='datetime',
|
||||||
|
sortType=1)
|
||||||
|
bars = []
|
||||||
|
for data in qryData:
|
||||||
|
bar = {
|
||||||
|
'datetime': data.get('datetime'),
|
||||||
|
'open': data.get('open'),
|
||||||
|
'close': data.get('close'),
|
||||||
|
'high': data.get('high'),
|
||||||
|
'low': data.get('low'),
|
||||||
|
'openInterest': 0,
|
||||||
|
'volume': data.get('volume', 0)
|
||||||
|
}
|
||||||
|
bars.append(bar)
|
||||||
|
self.last_bar_dt = data.get('datetime')
|
||||||
|
|
||||||
|
print(u'一共从数据库加载{}根bar'.format(len(bars)))
|
||||||
|
df = pd.DataFrame(bars)
|
||||||
|
df = df.set_index(pd.DatetimeIndex(df['datetime']))
|
||||||
|
self.canvas.loadData(df, main_indicators=self.main_indicators, sub_indicators=self.sub_indicators)
|
||||||
|
|
||||||
|
self.is_loaded = True
|
||||||
|
if self.sub:
|
||||||
|
self.sub.start()
|
||||||
|
|
||||||
|
except Exception as ex:
|
||||||
|
print(u'加载bar异常:{}'.format(str(ex)))
|
||||||
|
|
||||||
|
def on_bar_message(self, chan, method_frame, _header_frame, body, userdata=None):
|
||||||
|
try:
|
||||||
|
str_bar = body.decode('utf-8')
|
||||||
|
bar = json.loads(str_bar)
|
||||||
|
bar_name = bar.get('bar_name')
|
||||||
|
|
||||||
|
if bar_name == self.kline_name:
|
||||||
|
print(u'on_bar_message from rabbitmq :{}'.format(bar))
|
||||||
|
self.canvas.on_bar(bar, [], [])
|
||||||
|
|
||||||
|
except Exception as ex:
|
||||||
|
print(u'on_bar_message Exception:{}'.format(str(ex)))
|
||||||
|
traceback.print_exc()
|
||||||
|
|
||||||
|
def dbConnect(self):
|
||||||
|
try:
|
||||||
|
self.dbClient = MongoClient(self.host, self.port, connectTimeoutMS=500)
|
||||||
|
except Exception as ex:
|
||||||
|
print(u'连接Mongodb:{} {} 异常:{}'.format(self.host, self.port, str(ex)))
|
||||||
|
|
||||||
|
def dbQueryBySort(self, dbName, collectionName, d, sortName, sortType, limitNum=0):
|
||||||
|
"""从MongoDB中读取数据，d是查询要求，sortName是排序的字段,sortType是排序类型
|
||||||
|
返回的是数据库查询的指针"""
|
||||||
|
try:
|
||||||
|
if self.dbClient:
|
||||||
|
db = self.dbClient[dbName]
|
||||||
|
collection = db[collectionName]
|
||||||
|
if limitNum > 0:
|
||||||
|
cursor = collection.find(d).sort(sortName, sortType).limit(limitNum)
|
||||||
|
else:
|
||||||
|
cursor = collection.find(d).sort(sortName, sortType)
|
||||||
|
if cursor:
|
||||||
|
return list(cursor)
|
||||||
|
else:
|
||||||
|
return []
|
||||||
|
else:
|
||||||
|
print(u'数据库查询出错')
|
||||||
|
if self.db_has_connected:
|
||||||
|
self.writeLog(u'重新尝试连接数据库')
|
||||||
|
self.dbConnect()
|
||||||
|
except AutoReconnect as ex:
|
||||||
|
print(u'数据库连接断开重连:{}'.format(str(ex)))
|
||||||
|
sleep(1)
|
||||||
|
except ConnectionFailure:
|
||||||
|
self.dbClient = None
|
||||||
|
print(u'数据库连接断开')
|
||||||
|
if self.db_has_connected:
|
||||||
|
print(u'重新尝试连接数据库')
|
||||||
|
self.dbConnect()
|
||||||
|
except Exception as ex:
|
||||||
|
self.writeError(u'dbQueryBySort exception:{}'.format(str(ex)))
|
||||||
|
|
||||||
|
return []
|
||||||
|
|
||||||
|
|
||||||
|
########################################################################
|
||||||
|
class MultiKlineWindow(QtWidgets.QMainWindow):
|
||||||
|
"""多窗口显示K线
|
||||||
|
包括：
|
||||||
|
|
||||||
|
"""
|
||||||
|
|
||||||
|
def __init__(self, parent=None, settings=[]):
|
||||||
|
"""Constructor"""
|
||||||
|
super(MultiKlineWindow, self).__init__(parent)
|
||||||
|
|
||||||
|
self.settings = settings
|
||||||
|
self.kline_dict = {}
|
||||||
|
self.initUi()
|
||||||
|
|
||||||
|
self.load_multi_kline()
|
||||||
|
|
||||||
|
def initUi(self):
|
||||||
|
"""初始化界面"""
|
||||||
|
self.setWindowTitle(u'多K线')
|
||||||
|
self.maximumSize()
|
||||||
|
self.mdi = QtWidgets.QMdiArea()
|
||||||
|
self.setCentralWidget(self.mdi)
|
||||||
|
|
||||||
|
# 创建菜单
|
||||||
|
menubar = self.menuBar()
|
||||||
|
file_menu = menubar.addMenu("File")
|
||||||
|
file_menu.addAction("Cascade")
|
||||||
|
file_menu.addAction("Tiled")
|
||||||
|
file_menu.triggered[QtWidgets.QAction].connect(self.windowaction)
|
||||||
|
|
||||||
|
def windowaction(self, q):
|
||||||
|
if q.text() == "cascade":
|
||||||
|
self.mdi.cascadeSubWindows()
|
||||||
|
|
||||||
|
if q.text() == "Cascade":
|
||||||
|
self.mdi.tileSubWindows()
|
||||||
|
|
||||||
|
def load_multi_kline(self):
|
||||||
|
"""加载多周期窗口"""
|
||||||
|
|
||||||
|
try:
|
||||||
|
for setting in self.settings:
|
||||||
|
sub_window = QtWidgets.QMdiSubWindow()
|
||||||
|
sub_window.setWindowTitle(setting.get('kline_name'))
|
||||||
|
renko_kline = RenkoKline(parent=self, setting=setting)
|
||||||
|
sub_window.setWidget(renko_kline)
|
||||||
|
self.mdi.addSubWindow(renko_kline)
|
||||||
|
# renko_kline.loadData()
|
||||||
|
renko_kline.show()
|
||||||
|
|
||||||
|
self.mdi.tileSubWindows()
|
||||||
|
|
||||||
|
except Exception as ex: # noqa
|
||||||
|
traceback.print_exc()
|
||||||
|
QtWidgets.QMessageBox.warning(self, 'Exception', u' Exception', QtWidgets.QMessageBox.Cancel,
|
||||||
|
QtWidgets.QMessageBox.NoButton)
|
||||||
|
|
||||||
|
return
|
||||||
|
|
||||||
|
def closeEvent(self, event):
|
||||||
|
"""关闭窗口时的事件"""
|
||||||
|
os._exit(0)
|
||||||
Loading…
Reference in New Issue
Block a user