[Mod] add trade scatter to show all backtesting trades

vnpy/app/cta_backtester/ui/widget.py

@@ -9,7 +9,7 @@ from ..engine import (
     EVENT_BACKTESTER_OPTIMIZATION_FINISHED,
     OptimizationSetting
 )
-from vnpy.trader.constant import Interval
+from vnpy.trader.constant import Interval, Direction
 from vnpy.trader.engine import MainEngine
 from vnpy.trader.ui import QtCore, QtWidgets, QtGui
 from vnpy.trader.ui.widget import BaseMonitor, BaseCell, DirectionCell, EnumCell
@@ -975,6 +975,7 @@ class CandleChartDialog(QtWidgets.QDialog):
         """"""
         super().__init__()
 
+        self.dt_ix_map = {}
         self.updated = False
         self.init_ui()
 
@@ -983,6 +984,7 @@ class CandleChartDialog(QtWidgets.QDialog):
         self.setWindowTitle("回测K线图表")
         self.resize(1400, 800)
 
+        # Create chart widget
         self.chart = ChartWidget()
         self.chart.add_plot("candle", hide_x_axis=True)
         self.chart.add_plot("volume", maximum_height=200)
@@ -990,6 +992,12 @@ class CandleChartDialog(QtWidgets.QDialog):
         self.chart.add_item(VolumeItem, "volume", "volume")
         self.chart.add_cursor()
 
+        # Add scatter item for showing tradings
+        self.trade_scatter = pg.ScatterPlotItem()
+        candle_plot = self.chart.get_plot("candle")
+        candle_plot.addItem(self.trade_scatter)
+
+        # Set layout
         vbox = QtWidgets.QVBoxLayout()
         vbox.addWidget(self.chart)
         self.setLayout(vbox)
@@ -999,14 +1007,41 @@ class CandleChartDialog(QtWidgets.QDialog):
         self.updated = True
         self.chart.update_history(history)
 
+        for ix, bar in enumerate(history):
+            self.dt_ix_map[bar.datetime] = ix
+
     def update_trades(self, trades: list):
         """"""
-        pass
+        trade_data = []
+        
+        for trade in trades:
+            ix = self.dt_ix_map[trade.datetime]
 
+            scatter = {
+                "pos": (ix, trade.price), 
+                "data": 1, 
+                "size": 14,
+                "pen": pg.mkPen((255, 255, 255))
+            }
+
+            if trade.direction == Direction.LONG:
+                scatter["symbol"] = "t1"
+                scatter["brush"] = pg.mkBrush((255, 255, 0))
+            else:
+                scatter["symbol"] = "t"
+                scatter["brush"] = pg.mkBrush((0, 0, 255))
+            
+            trade_data.append(scatter)
+
+        self.trade_scatter.setData(trade_data)
+        
     def clear_data(self):
         """"""
         self.updated = False
         self.chart.clear_all()
+
+        self.dt_ix_map.clear()
+        self.trade_scatter.clear()
     
     def is_updated(self):
         """"""

vnpy/chart/widget.py

@@ -14,6 +14,9 @@ from .axis import DatetimeAxis
 from .item import ChartItem
 
 
+pg.setConfigOptions(antialias=True)
+
+
 class ChartWidget(pg.PlotWidget):
     """"""
     MIN_BAR_COUNT = 100
@@ -122,7 +125,13 @@ class ChartWidget(pg.PlotWidget):
         self._layout.nextRow()
         self._layout.addItem(plot)
 
-    def get_all_plots(self):
+    def get_plot(self, plot_name: str) -> pg.PlotItem:
+        """
+        Get specific plot with its name.
+        """
+        return self._plots.get(plot_name, None)
+
+    def get_all_plots(self) -> List[pg.PlotItem]:
         """
         Get all plot objects.
         """