[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
This commit is contained in:
msincenselee
parent
62189748c2
commit
42e952b2cd
@ -1155,9 +1155,13 @@ class KLineWidget(KeyWraper):
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print(u'dataframe is None or Empty', file=sys.stderr)
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return
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if 'datetime' in df_trades.columns:
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col_datetime = 'datetime'
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else:
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col_datetime = 'time'
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for idx in df_trades.index:
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# 时间
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trade_time = df_trades['time'].loc[idx]
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trade_time = df_trades[col_datetime].loc[idx]
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if not isinstance(trade_time, datetime) and isinstance(trade_time, str):
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trade_time = datetime.strptime(trade_time, '%Y-%m-%d %H:%M:%S')
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@ -1415,42 +1419,72 @@ class KLineWidget(KeyWraper):
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class GridKline(QtWidgets.QWidget):
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"""多kline"""
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"""多kline同时展示，时间联动"""
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def __init__(self, parent=None, kline_settings={}, title=''):
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def __init__(self, parent=None, kline_settings={}, title='', relocate=True):
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self.parent = parent
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super(GridKline, self).__init__(parent)
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# widget的标题
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if title:
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self.setWindowTitle(title)
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self.kline_settings = kline_settings
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self.kline_names = list(self.kline_settings.keys())
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self.kline_dict = {}
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self.canvas_1 = None
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self.canvas_2 = None
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self.canvas_3 = None
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self.canvas_4 = None
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self.canvas_5 = None
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self.canvas_6 = None
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self.canvas_7 = None
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self.canvas_8 = None
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# 每一个K线的设置
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self.kline_settings = kline_settings
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# K线名称
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self.kline_names = list(self.kline_settings.keys())
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# K线名称: K线图表
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self.kline_dict = {}
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#
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self.grid_layout = QtWidgets.QGridLayout()
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self.setLayout(self.grid_layout)
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self.relocate = relocate
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self.init_ui()
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def init_ui(self):
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""""""
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"""初始化界面"""
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id = 1
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for kline_name, kline_setting in self.kline_settings.items():
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canvas = getattr(self, f'canvas_{id}')
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if id > 8:
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print(f'最多支持8个K线同时展现', file=sys.stderr)
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continue
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# 创建K线图表
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canvas = KLineWidget(display_vol=False, display_sub=True)
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canvas.show()
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# K线标题
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canvas.KLtitle.setText(f'{kline_name}', size='18pt')
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canvas.title = f'{kline_name}'
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# 主图指标
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main_indicators = kline_setting.get('main_indicators', [])
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for main_indicator in main_indicators:
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canvas.add_indicator(indicator=main_indicator, is_main=True)
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# 副图指标
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sub_indicators = kline_setting.get('sub_indicators', [])
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for sub_indicator in sub_indicators:
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canvas.add_indicator(indicator=sub_indicator, is_main=False)
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self.kline_dict[kline_name] = canvas
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if self.relocate:
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# 注册重定向事件
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canvas.relocate_notify_func = self.onRelocate
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id += 1
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# 将所有Kline放到画板
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kline_names = list(self.kline_names)
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widgets = len(kline_names)
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@ -1497,21 +1531,28 @@ class GridKline(QtWidgets.QWidget):
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sub_indicators=kline_setting.get('sub_indicators', [])
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)
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# 加载交易信号
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# 加载开、平仓的交易信号（一般是回测系统产生的）
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trade_list_file = kline_setting.get('trade_list_file', None)
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if trade_list_file and os.path.exists(trade_list_file):
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print(f'loading {trade_list_file}')
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df_trade = pd.read_csv(trade_list_file)
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self.kline_dict[kline_name].add_signals(df_trade)
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df_trade_list = pd.read_csv(trade_list_file)
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self.kline_dict[kline_name].add_signals(df_trade_list)
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# 加载tns
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# 记载交易信号（实盘产生的）
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trade_file = kline_setting.get('trade_file', None)
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if trade_file and os.path.exists(trade_file):
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print(f'loading {trade_file}')
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df_trade = pd.read_csv(trade_file)
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self.kline_dict[kline_name].add_trades(df_trade)
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# 加载tns( 回测、实盘产生的）
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tns_file = kline_setting.get('tns_file', None)
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if tns_file and os.path.exists(tns_file):
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print(f'loading {tns_file}')
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df_tns = pd.read_csv(tns_file)
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self.kline_dict[kline_name].add_trans_df(df_tns)
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# 加载policy 逻辑记录
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# 加载policy 逻辑记录( 回测、实盘产生的）
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dist_file = kline_setting.get('dist_file', None)
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if dist_file and os.path.exists(dist_file):
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print(f'loading {dist_file}')
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@ -1546,6 +1587,196 @@ class GridKline(QtWidgets.QWidget):
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print(f'onRelocate exception:{str(ex)}')
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traceback.print_exc()
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class MultiKlineWindow(QtWidgets.QMainWindow):
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"""多窗口显示K线
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包括：
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"""
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# ----------------------------------------------------------------------
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def __init__(self, parent=None, kline_settings={}, title=''):
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"""Constructor"""
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super(MultiKlineWindow, self).__init__(parent)
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# 每一个K线的设置
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self.kline_settings = kline_settings
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# K线名称
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self.kline_names = list(self.kline_settings.keys())
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# K线名称: K线图表
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self.kline_dict = {}
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self.init_ui()
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# self.load_multi_kline()
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# ----------------------------------------------------------------------
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def init_ui(self):
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"""初始化界面"""
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self.setWindowTitle(u'多周期')
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self.maximumSize()
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self.mdi = QtWidgets.QMdiArea()
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self.setCentralWidget(self.mdi)
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# 创建菜单
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menubar = self.menuBar()
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file_menu = menubar.addMenu("File")
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file_menu.addAction("Cascade")
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file_menu.addAction("Tiled")
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file_menu.triggered[QtWidgets.QAction].connect(self.windowaction)
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for kline_name, kline_setting in self.kline_settings.items():
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sub_window = QtWidgets.QMdiSubWindow()
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# K线标题
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sub_window.setWindowTitle(kline_name)
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# 创建K线图表
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canvas = KLineWidget(display_vol=False, display_sub=True)
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sub_window.setWidget(canvas)
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canvas.show()
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self.mdi.addSubWindow(sub_window)
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# 主图指标
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main_indicators = kline_setting.get('main_indicators', [])
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for main_indicator in main_indicators:
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canvas.add_indicator(indicator=main_indicator, is_main=True)
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# 副图指标
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sub_indicators = kline_setting.get('sub_indicators', [])
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for sub_indicator in sub_indicators:
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canvas.add_indicator(indicator=sub_indicator, is_main=False)
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self.kline_dict[kline_name] = canvas
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# 加载K线
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if 'data_frame' in kline_setting:
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df = kline_setting['data_frame']
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else:
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data_file = kline_setting.get('data_file', None)
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if not data_file:
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continue
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df = pd.read_csv(data_file)
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df = df.set_index(pd.DatetimeIndex(df['datetime']))
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canvas.loadData(df,
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main_indicators=kline_setting.get('main_indicators', []),
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sub_indicators=kline_setting.get('sub_indicators', [])
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)
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# 加载开、平仓的交易信号（一般是回测系统产生的）
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trade_list_file = kline_setting.get('trade_list_file', None)
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if trade_list_file and os.path.exists(trade_list_file):
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print(f'loading {trade_list_file}')
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df_trade_list = pd.read_csv(trade_list_file)
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self.kline_dict[kline_name].add_signals(df_trade_list)
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# 记载交易信号（实盘产生的）
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trade_file = kline_setting.get('trade_file', None)
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if trade_file and os.path.exists(trade_file):
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print(f'loading {trade_file}')
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df_trade = pd.read_csv(trade_file)
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self.kline_dict[kline_name].add_trades(df_trade)
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# 加载tns( 回测、实盘产生的）
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tns_file = kline_setting.get('tns_file', None)
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if tns_file and os.path.exists(tns_file):
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print(f'loading {tns_file}')
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df_tns = pd.read_csv(tns_file)
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self.kline_dict[kline_name].add_trans_df(df_tns)
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# 加载policy 逻辑记录( 回测、实盘产生的）
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dist_file = kline_setting.get('dist_file', None)
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if dist_file and os.path.exists(dist_file):
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print(f'loading {dist_file}')
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df_markup = pd.read_csv(dist_file)
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df_markup = df_markup[['datetime', 'price', 'operation']]
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df_markup.rename(columns={'operation': 'markup'}, inplace=True)
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self.kline_dict[kline_name].add_markups(df_markup=df_markup,
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include_list=kline_setting.get('dist_include_list', []),
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exclude_list=['buy', 'short', 'sell', 'cover'])
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sub_window.show()
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self.mdi.cascadeSubWindows()
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def windowaction(self,q):
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if q.text() == "cascade":
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self.mdi.cascadeSubWindows()
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if q.text() == "Cascade":
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self.mdi.tileSubWindows()
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# ----------------------------------------------------------------------
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def load_multi_kline(self):
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"""加载多周期窗口"""
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try:
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for kline_name, kline_setting in self.kline_settings.items():
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canvas = self.kline_dict.get(kline_name, None)
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if canvas is None:
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continue
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# 加载K线
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if 'data_frame' in kline_setting:
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df = kline_setting['data_frame']
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else:
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data_file = kline_setting.get('data_file', None)
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if not data_file:
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continue
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df = pd.read_csv(data_file)
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df = df.set_index(pd.DatetimeIndex(df['datetime']))
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canvas.loadData(df,
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main_indicators=kline_setting.get('main_indicators', []),
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sub_indicators=kline_setting.get('sub_indicators', [])
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)
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# 加载开、平仓的交易信号（一般是回测系统产生的）
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trade_list_file = kline_setting.get('trade_list_file', None)
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if trade_list_file and os.path.exists(trade_list_file):
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print(f'loading {trade_list_file}')
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df_trade_list = pd.read_csv(trade_list_file)
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self.kline_dict[kline_name].add_signals(df_trade_list)
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# 记载交易信号（实盘产生的）
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trade_file = kline_setting.get('trade_file', None)
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if trade_file and os.path.exists(trade_file):
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print(f'loading {trade_file}')
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df_trade = pd.read_csv(trade_file)
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self.kline_dict[kline_name].add_trades(df_trade)
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# 加载tns( 回测、实盘产生的）
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tns_file = kline_setting.get('tns_file', None)
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if tns_file and os.path.exists(tns_file):
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print(f'loading {tns_file}')
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df_tns = pd.read_csv(tns_file)
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self.kline_dict[kline_name].add_trans_df(df_tns)
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# 加载policy 逻辑记录( 回测、实盘产生的）
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dist_file = kline_setting.get('dist_file', None)
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if dist_file and os.path.exists(dist_file):
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print(f'loading {dist_file}')
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df_markup = pd.read_csv(dist_file)
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df_markup = df_markup[['datetime', 'price', 'operation']]
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df_markup.rename(columns={'operation': 'markup'}, inplace=True)
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self.kline_dict[kline_name].add_markups(df_markup=df_markup,
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include_list=kline_setting.get('dist_include_list', []),
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exclude_list=['buy', 'short', 'sell', 'cover'])
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except Exception as ex:
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traceback.print_exc()
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QtWidgets.QMessageBox.warning(self, 'Exception', u'Load data Exception',
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QtWidgets.QMessageBox.Cancel,
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QtWidgets.QMessageBox.NoButton)
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return
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def closeEvent(self, event):
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"""关闭窗口时的事件"""
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sys.exit(0)
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def display_multi_grid(kline_settings={}):
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"""显示多图"""
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from vnpy.trader.ui import create_qapp
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@ -15,14 +15,29 @@ import pandas as pd
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from vnpy.trader.ui.kline.crosshair import Crosshair
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from vnpy.trader.ui.kline.kline import *
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class UiSnapshot(object):
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"""查看切片"""
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def __init__(self):
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pass
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def show(self, snapshot_file: str, d=None):
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def show(self, snapshot_file: str,
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d: dict = None,
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trade_file: str = "",
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tns_file: str = "",
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dist_file: str = "",
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dist_include_list=[],
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use_grid=True):
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"""
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显示切片
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:param snapshot_file: 切片文件路径（通过这个方法，可读取历史切片）
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:param d: 切片数据(用于实时查看）
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:param trade_file: 实盘成交文件
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:
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:return:
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"""
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if d is None:
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if not os.path.exists(snapshot_file):
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print(f'{snapshot_file}不存在', file=sys.stderr)
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@ -53,19 +68,32 @@ class UiSnapshot(object):
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df = pd.DataFrame(data_list)
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df = df.set_index(pd.DatetimeIndex(df['datetime']))
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kline_settings.update(
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{
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k:
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{
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setting = {
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"data_frame": df,
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"main_indicators": [x.get('name') for x in main_indicators],
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"sub_indicators": [x.get('name') for x in sub_indicators]
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}
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if len(trade_file) > 0 and os.path.exists(trade_file):
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setting.update({"trade_file": trade_file})
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if len(tns_file) > 0 and os.path.exists(tns_file):
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setting.update({"tns_file": tns_file})
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if len(dist_file) > 0 and os.path.exists((dist_file)) and len(dist_include_list) > 0:
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setting.update({"dist_file": dist_file, "dist_include_list": dist_include_list})
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kline_settings.update(
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{
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k: setting
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}
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)
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# K线界面
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try:
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w = GridKline(kline_settings=kline_settings, title=d.get('strategy',''))
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if use_grid:
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w = GridKline(kline_settings=kline_settings, title=d.get('strategy', ''), relocate=True)
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w.showMaximized()
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else:
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w = MultiKlineWindow(kline_settings=kline_settings, title=d.get('strategy', ''))
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w.showMaximized()
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except Exception as ex:
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@ -1036,7 +1036,7 @@ class ContractManager(QtWidgets.QWidget):
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"""
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Show contracts by symbol
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"""
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flt = str(self.filter_line.text())
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flt = str(self.filter_line.text()).lower()
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all_contracts = self.main_engine.get_all_contracts()
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if flt:
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