[增强功能]K线切片尝试修复bug，支持成交信号和自定义信号显示

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.canvas_1 = None
-        self.kline_names = list(self.kline_settings.keys())
+        self.canvas_2 = None
-        self.kline_dict = {}
+        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)
+                    df_trade_list = pd.read_csv(trade_list_file)
-                    self.kline_dict[kline_name].add_signals(df_trade)
+                    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

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:
+                    k: setting
-                        {
-                            "data_frame": df,
-                            "main_indicators": [x.get('name') for x in main_indicators],
-                            "sub_indicators": [x.get('name') for x in sub_indicators]
-                        }
                 }
             )
         # K线界面
         try:
-            w = GridKline(kline_settings=kline_settings, title=d.get('strategy',''))
+            if use_grid:
-            w.showMaximized()
+                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()))

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: