diff --git a/vnpy/trader/ui/kline/kline.py b/vnpy/trader/ui/kline/kline.py index c54238df..260f46f4 100644 --- a/vnpy/trader/ui/kline/kline.py +++ b/vnpy/trader/ui/kline/kline.py @@ -1155,9 +1155,13 @@ class KLineWidget(KeyWraper): print(u'dataframe is None or Empty', file=sys.stderr) return + if 'datetime' in df_trades.columns: + col_datetime = 'datetime' + else: + col_datetime = 'time' for idx in df_trades.index: # 时间 - trade_time = df_trades['time'].loc[idx] + trade_time = df_trades[col_datetime].loc[idx] if not isinstance(trade_time, datetime) and isinstance(trade_time, str): trade_time = datetime.strptime(trade_time, '%Y-%m-%d %H:%M:%S') @@ -1415,41 +1419,71 @@ class KLineWidget(KeyWraper): class GridKline(QtWidgets.QWidget): - """多kline""" + """多kline同时展示，时间联动""" - def __init__(self, parent=None, kline_settings={}, title=''): + def __init__(self, parent=None, kline_settings={}, title='', relocate=True): self.parent = parent super(GridKline, self).__init__(parent) + # widget的标题 if title: self.setWindowTitle(title) - self.kline_settings = kline_settings - self.kline_names = list(self.kline_settings.keys()) - self.kline_dict = {} + self.canvas_1 = None + self.canvas_2 = None + self.canvas_3 = None + self.canvas_4 = None + self.canvas_5 = None + self.canvas_6 = None + self.canvas_7 = None + self.canvas_8 = None + # 每一个K线的设置 + self.kline_settings = kline_settings + # K线名称 + self.kline_names = list(self.kline_settings.keys()) + # K线名称: K线图表 + self.kline_dict = {} + # self.grid_layout = QtWidgets.QGridLayout() self.setLayout(self.grid_layout) + self.relocate = relocate self.init_ui() def init_ui(self): - """""" + """初始化界面""" + + id = 1 for kline_name, kline_setting in self.kline_settings.items(): + canvas = getattr(self, f'canvas_{id}') + if id > 8: + print(f'最多支持8个K线同时展现', file=sys.stderr) + continue + + # 创建K线图表 canvas = KLineWidget(display_vol=False, display_sub=True) canvas.show() + # K线标题 canvas.KLtitle.setText(f'{kline_name}', size='18pt') canvas.title = f'{kline_name}' + # 主图指标 main_indicators = kline_setting.get('main_indicators', []) for main_indicator in main_indicators: canvas.add_indicator(indicator=main_indicator, is_main=True) + + # 副图指标 sub_indicators = kline_setting.get('sub_indicators', []) for sub_indicator in sub_indicators: canvas.add_indicator(indicator=sub_indicator, is_main=False) self.kline_dict[kline_name] = canvas - # 注册重定向事件 - canvas.relocate_notify_func = self.onRelocate + + if self.relocate: + # 注册重定向事件 + canvas.relocate_notify_func = self.onRelocate + + id += 1 # 将所有Kline放到画板 kline_names = list(self.kline_names) @@ -1497,21 +1531,28 @@ class GridKline(QtWidgets.QWidget): sub_indicators=kline_setting.get('sub_indicators', []) ) - # 加载交易信号 + # 加载开、平仓的交易信号（一般是回测系统产生的） trade_list_file = kline_setting.get('trade_list_file', None) if trade_list_file and os.path.exists(trade_list_file): print(f'loading {trade_list_file}') - df_trade = pd.read_csv(trade_list_file) - self.kline_dict[kline_name].add_signals(df_trade) + df_trade_list = pd.read_csv(trade_list_file) + self.kline_dict[kline_name].add_signals(df_trade_list) - # 加载tns + # 记载交易信号（实盘产生的） + trade_file = kline_setting.get('trade_file', None) + if trade_file and os.path.exists(trade_file): + print(f'loading {trade_file}') + df_trade = pd.read_csv(trade_file) + self.kline_dict[kline_name].add_trades(df_trade) + + # 加载tns( 回测、实盘产生的） tns_file = kline_setting.get('tns_file', None) if tns_file and os.path.exists(tns_file): print(f'loading {tns_file}') df_tns = pd.read_csv(tns_file) self.kline_dict[kline_name].add_trans_df(df_tns) - # 加载policy 逻辑记录 + # 加载policy 逻辑记录( 回测、实盘产生的） dist_file = kline_setting.get('dist_file', None) if dist_file and os.path.exists(dist_file): print(f'loading {dist_file}') @@ -1546,6 +1587,196 @@ class GridKline(QtWidgets.QWidget): print(f'onRelocate exception:{str(ex)}') traceback.print_exc() +class MultiKlineWindow(QtWidgets.QMainWindow): + """多窗口显示K线 + 包括： + + """ + + # ---------------------------------------------------------------------- + def __init__(self, parent=None, kline_settings={}, title=''): + """Constructor""" + super(MultiKlineWindow, self).__init__(parent) + + # 每一个K线的设置 + self.kline_settings = kline_settings + # K线名称 + self.kline_names = list(self.kline_settings.keys()) + # K线名称: K线图表 + self.kline_dict = {} + + self.init_ui() + + # self.load_multi_kline() + # ---------------------------------------------------------------------- + def init_ui(self): + """初始化界面""" + self.setWindowTitle(u'多周期') + 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) + + for kline_name, kline_setting in self.kline_settings.items(): + + sub_window = QtWidgets.QMdiSubWindow() + # K线标题 + sub_window.setWindowTitle(kline_name) + + # 创建K线图表 + canvas = KLineWidget(display_vol=False, display_sub=True) + sub_window.setWidget(canvas) + canvas.show() + self.mdi.addSubWindow(sub_window) + + # 主图指标 + main_indicators = kline_setting.get('main_indicators', []) + for main_indicator in main_indicators: + canvas.add_indicator(indicator=main_indicator, is_main=True) + + # 副图指标 + sub_indicators = kline_setting.get('sub_indicators', []) + for sub_indicator in sub_indicators: + canvas.add_indicator(indicator=sub_indicator, is_main=False) + + self.kline_dict[kline_name] = canvas + + # 加载K线 + if 'data_frame' in kline_setting: + df = kline_setting['data_frame'] + else: + data_file = kline_setting.get('data_file', None) + if not data_file: + continue + df = pd.read_csv(data_file) + df = df.set_index(pd.DatetimeIndex(df['datetime'])) + + canvas.loadData(df, + main_indicators=kline_setting.get('main_indicators', []), + sub_indicators=kline_setting.get('sub_indicators', []) + ) + + # 加载开、平仓的交易信号（一般是回测系统产生的） + trade_list_file = kline_setting.get('trade_list_file', None) + if trade_list_file and os.path.exists(trade_list_file): + print(f'loading {trade_list_file}') + df_trade_list = pd.read_csv(trade_list_file) + self.kline_dict[kline_name].add_signals(df_trade_list) + + # 记载交易信号（实盘产生的） + trade_file = kline_setting.get('trade_file', None) + if trade_file and os.path.exists(trade_file): + print(f'loading {trade_file}') + df_trade = pd.read_csv(trade_file) + self.kline_dict[kline_name].add_trades(df_trade) + + # 加载tns( 回测、实盘产生的） + tns_file = kline_setting.get('tns_file', None) + if tns_file and os.path.exists(tns_file): + print(f'loading {tns_file}') + df_tns = pd.read_csv(tns_file) + self.kline_dict[kline_name].add_trans_df(df_tns) + + # 加载policy 逻辑记录( 回测、实盘产生的） + dist_file = kline_setting.get('dist_file', None) + if dist_file and os.path.exists(dist_file): + print(f'loading {dist_file}') + df_markup = pd.read_csv(dist_file) + df_markup = df_markup[['datetime', 'price', 'operation']] + df_markup.rename(columns={'operation': 'markup'}, inplace=True) + self.kline_dict[kline_name].add_markups(df_markup=df_markup, + include_list=kline_setting.get('dist_include_list', []), + exclude_list=['buy', 'short', 'sell', 'cover']) + + sub_window.show() + + self.mdi.cascadeSubWindows() + + 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 kline_name, kline_setting in self.kline_settings.items(): + + canvas = self.kline_dict.get(kline_name, None) + if canvas is None: + continue + + # 加载K线 + if 'data_frame' in kline_setting: + df = kline_setting['data_frame'] + else: + data_file = kline_setting.get('data_file', None) + if not data_file: + continue + df = pd.read_csv(data_file) + df = df.set_index(pd.DatetimeIndex(df['datetime'])) + + canvas.loadData(df, + main_indicators=kline_setting.get('main_indicators', []), + sub_indicators=kline_setting.get('sub_indicators', []) + ) + + # 加载开、平仓的交易信号（一般是回测系统产生的） + trade_list_file = kline_setting.get('trade_list_file', None) + if trade_list_file and os.path.exists(trade_list_file): + print(f'loading {trade_list_file}') + df_trade_list = pd.read_csv(trade_list_file) + self.kline_dict[kline_name].add_signals(df_trade_list) + + # 记载交易信号（实盘产生的） + trade_file = kline_setting.get('trade_file', None) + if trade_file and os.path.exists(trade_file): + print(f'loading {trade_file}') + df_trade = pd.read_csv(trade_file) + self.kline_dict[kline_name].add_trades(df_trade) + + # 加载tns( 回测、实盘产生的） + tns_file = kline_setting.get('tns_file', None) + if tns_file and os.path.exists(tns_file): + print(f'loading {tns_file}') + df_tns = pd.read_csv(tns_file) + self.kline_dict[kline_name].add_trans_df(df_tns) + + # 加载policy 逻辑记录( 回测、实盘产生的） + dist_file = kline_setting.get('dist_file', None) + if dist_file and os.path.exists(dist_file): + print(f'loading {dist_file}') + df_markup = pd.read_csv(dist_file) + df_markup = df_markup[['datetime', 'price', 'operation']] + df_markup.rename(columns={'operation': 'markup'}, inplace=True) + self.kline_dict[kline_name].add_markups(df_markup=df_markup, + include_list=kline_setting.get('dist_include_list', []), + exclude_list=['buy', 'short', 'sell', 'cover']) + + except Exception as ex: + traceback.print_exc() + QtWidgets.QMessageBox.warning(self, 'Exception', u'Load data Exception', + QtWidgets.QMessageBox.Cancel, + QtWidgets.QMessageBox.NoButton) + + return + + + def closeEvent(self, event): + """关闭窗口时的事件""" + sys.exit(0) + + def display_multi_grid(kline_settings={}): """显示多图""" from vnpy.trader.ui import create_qapp diff --git a/vnpy/trader/ui/kline/ui_snapshot.py b/vnpy/trader/ui/kline/ui_snapshot.py index a656c2d0..ebc764e9 100644 --- a/vnpy/trader/ui/kline/ui_snapshot.py +++ b/vnpy/trader/ui/kline/ui_snapshot.py @@ -15,21 +15,36 @@ import pandas as pd from vnpy.trader.ui.kline.crosshair import Crosshair from vnpy.trader.ui.kline.kline import * + class UiSnapshot(object): """查看切片""" + def __init__(self): pass - def show(self, snapshot_file: str, d=None): - + def show(self, snapshot_file: str, + d: dict = None, + trade_file: str = "", + tns_file: str = "", + dist_file: str = "", + dist_include_list=[], + use_grid=True): + """ + 显示切片 + :param snapshot_file: 切片文件路径（通过这个方法，可读取历史切片） + :param d: 切片数据(用于实时查看） + :param trade_file: 实盘成交文件 + : + :return: + """ if d is None: if not os.path.exists(snapshot_file): print(f'{snapshot_file}不存在', file=sys.stderr) return with bz2.BZ2File(snapshot_file, 'rb') as f: - d = pickle.load(f) + d = pickle.load(f) use_zlib = d.get('zlib', False) klines = d.pop('klines', None) @@ -53,20 +68,33 @@ class UiSnapshot(object): df = pd.DataFrame(data_list) df = df.set_index(pd.DatetimeIndex(df['datetime'])) + setting = { + "data_frame": df, + "main_indicators": [x.get('name') for x in main_indicators], + "sub_indicators": [x.get('name') for x in sub_indicators] + } + if len(trade_file) > 0 and os.path.exists(trade_file): + setting.update({"trade_file": trade_file}) + + if len(tns_file) > 0 and os.path.exists(tns_file): + setting.update({"tns_file": tns_file}) + + if len(dist_file) > 0 and os.path.exists((dist_file)) and len(dist_include_list) > 0: + setting.update({"dist_file": dist_file, "dist_include_list": dist_include_list}) + kline_settings.update( { - k: - { - "data_frame": df, - "main_indicators": [x.get('name') for x in main_indicators], - "sub_indicators": [x.get('name') for x in sub_indicators] - } + k: setting } ) # K线界面 try: - w = GridKline(kline_settings=kline_settings, title=d.get('strategy','')) - w.showMaximized() + if use_grid: + w = GridKline(kline_settings=kline_settings, title=d.get('strategy', ''), relocate=True) + w.showMaximized() + else: + w = MultiKlineWindow(kline_settings=kline_settings, title=d.get('strategy', '')) + w.showMaximized() except Exception as ex: print(u'exception:{},trace:{}'.format(str(ex), traceback.format_exc())) diff --git a/vnpy/trader/ui/widget.py b/vnpy/trader/ui/widget.py index 6cfa5e8f..4f0423d5 100644 --- a/vnpy/trader/ui/widget.py +++ b/vnpy/trader/ui/widget.py @@ -1036,7 +1036,7 @@ class ContractManager(QtWidgets.QWidget): """ Show contracts by symbol """ - flt = str(self.filter_line.text()) + flt = str(self.filter_line.text()).lower() all_contracts = self.main_engine.get_all_contracts() if flt: