Merge pull request #1497 from nanoric/csv_loader_designer

Csv loader designer

.flake8

@@ -1,5 +1,5 @@
 [flake8]
-exclude = __pycache__,__init__.py,ib,talib
+exclude = __pycache__,__init__.py,ib,talib,uic
 ignore =
     E501 line too long, fixed by black
     W503 line break before binary operator

vnpy/app/csv_loader/__init__.py

@@ -0,0 +1,16 @@
+from pathlib import Path
+
+from vnpy.trader.app import BaseApp
+from .csv_loader import APP_NAME, CsvLoader
+
+
+class CsvLoaderApp(BaseApp):
+    """"""
+
+    app_name = APP_NAME
+    app_module = __module__
+    app_path = Path(__file__).parent
+    display_name = "CSV行情载入器"
+    engine_class = CsvLoader
+    widget_name = "CsvLoaderWidget"
+    icon_name = "cta.ico"

vnpy/app/csv_loader/csv_loader.py

@@ -0,0 +1,81 @@
+"""
+Author: nanoric
+
+Load data from a csv file.
+
+Differences to 1.9.2:
+    * combine Date column and Time column into one DateTime column
+
+Sample csv file:
+
+```csv
+"DateTime","Open","High","Low","Close","Volume"
+2010-04-16T09:16:00.000000,3450.0,3488.0,3450.0,3468.0,489
+2010-04-16T09:17:00.000000,3468.0,3473.8,3467.0,3467.0,302
+2010-04-16T09:18:00.000000,3467.0,3471.0,3466.0,3467.0,203
+2010-04-16T09:19:00.000000,3467.0,3468.2,3448.0,3448.0,280
+2010-04-16T09:20:00.000000,3448.0,3459.0,3448.0,3454.0,250
+2010-04-16T09:21:00.000000,3454.0,3456.8,3454.0,3456.8,109
+```
+
+"""
+
+import csv
+from datetime import datetime
+
+from vnpy.event import EventEngine
+from vnpy.trader.constant import Exchange, Interval
+from vnpy.trader.database import DbBarData
+from vnpy.trader.engine import BaseEngine, MainEngine
+from vnpy.trader.object import BarData
+
+APP_NAME = "CsvLoader"
+
+
+class CsvLoader(BaseEngine):
+
+    def __init__(self, main_engine: MainEngine, event_engine: EventEngine):
+        """"""
+        super().__init__(main_engine, event_engine, APP_NAME)
+
+        self.file_path: str = ''
+
+        self.symbol: str = ""
+        self.exchange: Exchange = Exchange.SSE
+        self.interval: Interval = Interval.MINUTE
+        self.datetime_head: str = ''
+        self.open_head: str = ''
+        self.close_head: str = ''
+        self.low_head: str = ''
+        self.high_head: str = ''
+        self.volume_head: str = ''
+
+    def load(self):
+        """"""
+        symbol = self.symbol
+        exchange = self.exchange
+        interval = self.interval
+
+        datetime_head = self.datetime_head
+        open_head = self.open_head
+        close_head = self.close_head
+        low_head = self.low_head
+        high_head = self.high_head
+        volume_head = self.volume_head
+
+        with open(self.file_path, 'rt') as f:
+            reader = csv.DictReader(f)
+            for item in reader:
+                bar = BarData(
+                    '',
+                    symbol,
+                    exchange,
+                    datetime.fromisoformat(item[datetime_head]),
+                    interval,
+                    item[volume_head],
+                    item[open_head],
+                    item[high_head],
+                    item[low_head],
+                    item[close_head],
+                )
+            DbBarData.from_bar(bar).save()

vnpy/app/csv_loader/ui/__init__.py

@@ -0,0 +1 @@
+from .csv_loader_widget import CsvLoaderWidget

vnpy/app/csv_loader/ui/csv_loader.ui

@@ -0,0 +1,166 @@
+<?xml version="1.0" encoding="UTF-8"?>
+<ui version="4.0">
+ <class>CsvLoader</class>
+ <widget class="QDialog" name="CsvLoader">
+  <property name="windowTitle">
+   <string>Csv载入器</string>
+  </property>
+  <layout class="QVBoxLayout" name="verticalLayout">
+   <item>
+    <layout class="QHBoxLayout" name="horizontalLayout">
+     <item>
+      <widget class="QPushButton" name="choose_button">
+       <property name="text">
+        <string>选择文件</string>
+       </property>
+      </widget>
+     </item>
+     <item>
+      <widget class="QLineEdit" name="file_edit"/>
+     </item>
+    </layout>
+   </item>
+   <item>
+    <layout class="QFormLayout" name="formLayout">
+     <item row="0" column="1">
+      <widget class="QLabel" name="label_8">
+       <property name="text">
+        <string>合约信息</string>
+       </property>
+      </widget>
+     </item>
+     <item row="1" column="0">
+      <widget class="QLabel" name="label_9">
+       <property name="text">
+        <string>Symbol</string>
+       </property>
+      </widget>
+     </item>
+     <item row="1" column="1">
+      <widget class="QLineEdit" name="symbol_edit"/>
+     </item>
+     <item row="3" column="0">
+      <widget class="QLabel" name="label_11">
+       <property name="text">
+        <string>Interval</string>
+       </property>
+      </widget>
+     </item>
+     <item row="3" column="1">
+      <widget class="QComboBox" name="interval_combo"/>
+     </item>
+     <item row="4" column="1">
+      <widget class="QLabel" name="label">
+       <property name="text">
+        <string>表头属性</string>
+       </property>
+      </widget>
+     </item>
+     <item row="5" column="0">
+      <widget class="QLabel" name="label_2">
+       <property name="text">
+        <string>Datetime</string>
+       </property>
+      </widget>
+     </item>
+     <item row="5" column="1">
+      <widget class="QLineEdit" name="datetime_edit">
+       <property name="text">
+        <string>Datetime</string>
+       </property>
+      </widget>
+     </item>
+     <item row="6" column="0">
+      <widget class="QLabel" name="label_3">
+       <property name="text">
+        <string>Open</string>
+       </property>
+      </widget>
+     </item>
+     <item row="6" column="1">
+      <widget class="QLineEdit" name="open_edit">
+       <property name="text">
+        <string>Open</string>
+       </property>
+      </widget>
+     </item>
+     <item row="7" column="0">
+      <widget class="QLabel" name="label_4">
+       <property name="text">
+        <string>High</string>
+       </property>
+      </widget>
+     </item>
+     <item row="7" column="1">
+      <widget class="QLineEdit" name="high_edit">
+       <property name="text">
+        <string>High</string>
+       </property>
+      </widget>
+     </item>
+     <item row="8" column="0">
+      <widget class="QLabel" name="label_5">
+       <property name="text">
+        <string>Low</string>
+       </property>
+      </widget>
+     </item>
+     <item row="8" column="1">
+      <widget class="QLineEdit" name="low_edit">
+       <property name="text">
+        <string>Low</string>
+       </property>
+      </widget>
+     </item>
+     <item row="9" column="0">
+      <widget class="QLabel" name="label_6">
+       <property name="text">
+        <string>Close</string>
+       </property>
+      </widget>
+     </item>
+     <item row="9" column="1">
+      <widget class="QLineEdit" name="close_edit">
+       <property name="text">
+        <string>Close</string>
+       </property>
+      </widget>
+     </item>
+     <item row="10" column="0">
+      <widget class="QLabel" name="label_7">
+       <property name="text">
+        <string>Volume</string>
+       </property>
+      </widget>
+     </item>
+     <item row="10" column="1">
+      <widget class="QLineEdit" name="volume_edit">
+       <property name="text">
+        <string>Volume</string>
+       </property>
+      </widget>
+     </item>
+     <item row="2" column="0">
+      <widget class="QLabel" name="label_12">
+       <property name="text">
+        <string>Exchange</string>
+       </property>
+      </widget>
+     </item>
+     <item row="2" column="1">
+      <widget class="QComboBox" name="exchange_combo"/>
+     </item>
+    </layout>
+   </item>
+   <item>
+    <widget class="QPushButton" name="load_button">
+     <property name="text">
+      <string>载入</string>
+     </property>
+    </widget>
+   </item>
+  </layout>
+ </widget>
+ <resources/>
+ <connections/>
+</ui>

vnpy/app/csv_loader/ui/csv_loader_widget.py

@@ -0,0 +1,61 @@
+"""
+Author: nanoric
+
+UI is designed by Qt Designer. source at csv_loader.ui
+compile:
+```
+pyuic5 csv_loader.ui -o uic/uic_csv_loader.py
+```
+"""
+from PyQt5.QtWidgets import QFileDialog
+from vnpy.event import EventEngine
+from vnpy.trader.constant import Interval, Exchange
+from vnpy.trader.engine import MainEngine
+from vnpy.trader.ui import QtWidgets
+
+from .uic.uic_csv_loader import Ui_CsvLoader
+from ..csv_loader import CsvLoader
+
+
+class CsvLoaderWidget(QtWidgets.QWidget):
+    """"""
+
+    def __init__(self, main_engine: MainEngine, event_engine: EventEngine):
+        """"""
+        super().__init__()
+        self.loader = CsvLoader(main_engine, event_engine)
+        self.ui = Ui_CsvLoader()
+
+        self.init_ui()
+
+    def init_ui(self):
+        """"""
+        self.ui.setupUi(self)
+
+        for i in Interval:
+            self.ui.interval_combo.addItem(str(i), i)
+
+        for i in Exchange:
+            self.ui.exchange_combo.addItem(str(i), i)
+
+    def on_choose_button_pressed(self):
+        """"""
+        result: str = QFileDialog.getOpenFileName(self)
+        filename = result[0]
+        if filename:
+            self.ui.file_edit.setText(filename)
+
+    def on_load_button_pressed(self):
+        """"""
+        self.loader.file_path = self.ui.file_edit.text()
+        self.loader.symbol = self.ui.symbol_edit.text()
+        self.loader.exchange = self.ui.exchange_combo.currentData()
+        self.loader.interval = self.ui.interval_combo.currentData()
+        self.loader.datetime_head = self.ui.datetime_edit.text()
+        self.loader.open_head = self.ui.open_edit.text()
+        self.loader.close_head = self.ui.close_edit.text()
+        self.loader.low_head = self.ui.low_edit.text()
+        self.loader.high_head = self.ui.high_edit.text()
+        self.loader.volume_head = self.ui.volume_edit.text()
+
+        self.loader.load()

vnpy/app/csv_loader/ui/uic/uic_csv_loader.py

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+# -*- coding: utf-8 -*-
+
+# Form implementation generated from reading ui file 'csv_loader.ui'
+#
+# Created by: PyQt5 UI code generator 5.11.3
+#
+# WARNING! All changes made in this file will be lost!
+
+from PyQt5 import QtCore, QtGui, QtWidgets
+
+class Ui_CsvLoader(object):
+    def setupUi(self, CsvLoader):
+        CsvLoader.setObjectName("CsvLoader")
+        self.verticalLayout = QtWidgets.QVBoxLayout(CsvLoader)
+        self.verticalLayout.setObjectName("verticalLayout")
+        self.horizontalLayout = QtWidgets.QHBoxLayout()
+        self.horizontalLayout.setObjectName("horizontalLayout")
+        self.choose_button = QtWidgets.QPushButton(CsvLoader)
+        self.choose_button.setObjectName("choose_button")
+        self.horizontalLayout.addWidget(self.choose_button)
+        self.file_edit = QtWidgets.QLineEdit(CsvLoader)
+        self.file_edit.setObjectName("file_edit")
+        self.horizontalLayout.addWidget(self.file_edit)
+        self.verticalLayout.addLayout(self.horizontalLayout)
+        self.formLayout = QtWidgets.QFormLayout()
+        self.formLayout.setObjectName("formLayout")
+        self.label_8 = QtWidgets.QLabel(CsvLoader)
+        self.label_8.setObjectName("label_8")
+        self.formLayout.setWidget(0, QtWidgets.QFormLayout.FieldRole, self.label_8)
+        self.label_9 = QtWidgets.QLabel(CsvLoader)
+        self.label_9.setObjectName("label_9")
+        self.formLayout.setWidget(1, QtWidgets.QFormLayout.LabelRole, self.label_9)
+        self.symbol_edit = QtWidgets.QLineEdit(CsvLoader)
+        self.symbol_edit.setObjectName("symbol_edit")
+        self.formLayout.setWidget(1, QtWidgets.QFormLayout.FieldRole, self.symbol_edit)
+        self.label_11 = QtWidgets.QLabel(CsvLoader)
+        self.label_11.setObjectName("label_11")
+        self.formLayout.setWidget(3, QtWidgets.QFormLayout.LabelRole, self.label_11)
+        self.interval_combo = QtWidgets.QComboBox(CsvLoader)
+        self.interval_combo.setObjectName("interval_combo")
+        self.formLayout.setWidget(3, QtWidgets.QFormLayout.FieldRole, self.interval_combo)
+        self.label = QtWidgets.QLabel(CsvLoader)
+        self.label.setObjectName("label")
+        self.formLayout.setWidget(4, QtWidgets.QFormLayout.FieldRole, self.label)
+        self.label_2 = QtWidgets.QLabel(CsvLoader)
+        self.label_2.setObjectName("label_2")
+        self.formLayout.setWidget(5, QtWidgets.QFormLayout.LabelRole, self.label_2)
+        self.datetime_edit = QtWidgets.QLineEdit(CsvLoader)
+        self.datetime_edit.setObjectName("datetime_edit")
+        self.formLayout.setWidget(5, QtWidgets.QFormLayout.FieldRole, self.datetime_edit)
+        self.label_3 = QtWidgets.QLabel(CsvLoader)
+        self.label_3.setObjectName("label_3")
+        self.formLayout.setWidget(6, QtWidgets.QFormLayout.LabelRole, self.label_3)
+        self.open_edit = QtWidgets.QLineEdit(CsvLoader)
+        self.open_edit.setObjectName("open_edit")
+        self.formLayout.setWidget(6, QtWidgets.QFormLayout.FieldRole, self.open_edit)
+        self.label_4 = QtWidgets.QLabel(CsvLoader)
+        self.label_4.setObjectName("label_4")
+        self.formLayout.setWidget(7, QtWidgets.QFormLayout.LabelRole, self.label_4)
+        self.high_edit = QtWidgets.QLineEdit(CsvLoader)
+        self.high_edit.setObjectName("high_edit")
+        self.formLayout.setWidget(7, QtWidgets.QFormLayout.FieldRole, self.high_edit)
+        self.label_5 = QtWidgets.QLabel(CsvLoader)
+        self.label_5.setObjectName("label_5")
+        self.formLayout.setWidget(8, QtWidgets.QFormLayout.LabelRole, self.label_5)
+        self.low_edit = QtWidgets.QLineEdit(CsvLoader)
+        self.low_edit.setObjectName("low_edit")
+        self.formLayout.setWidget(8, QtWidgets.QFormLayout.FieldRole, self.low_edit)
+        self.label_6 = QtWidgets.QLabel(CsvLoader)
+        self.label_6.setObjectName("label_6")
+        self.formLayout.setWidget(9, QtWidgets.QFormLayout.LabelRole, self.label_6)
+        self.close_edit = QtWidgets.QLineEdit(CsvLoader)
+        self.close_edit.setObjectName("close_edit")
+        self.formLayout.setWidget(9, QtWidgets.QFormLayout.FieldRole, self.close_edit)
+        self.label_7 = QtWidgets.QLabel(CsvLoader)
+        self.label_7.setObjectName("label_7")
+        self.formLayout.setWidget(10, QtWidgets.QFormLayout.LabelRole, self.label_7)
+        self.volume_edit = QtWidgets.QLineEdit(CsvLoader)
+        self.volume_edit.setObjectName("volume_edit")
+        self.formLayout.setWidget(10, QtWidgets.QFormLayout.FieldRole, self.volume_edit)
+        self.label_12 = QtWidgets.QLabel(CsvLoader)
+        self.label_12.setObjectName("label_12")
+        self.formLayout.setWidget(2, QtWidgets.QFormLayout.LabelRole, self.label_12)
+        self.exchange_combo = QtWidgets.QComboBox(CsvLoader)
+        self.exchange_combo.setObjectName("exchange_combo")
+        self.formLayout.setWidget(2, QtWidgets.QFormLayout.FieldRole, self.exchange_combo)
+        self.verticalLayout.addLayout(self.formLayout)
+        self.load_button = QtWidgets.QPushButton(CsvLoader)
+        self.load_button.setObjectName("load_button")
+        self.verticalLayout.addWidget(self.load_button)
+
+        self.retranslateUi(CsvLoader)
+        QtCore.QMetaObject.connectSlotsByName(CsvLoader)
+
+    def retranslateUi(self, CsvLoader):
+        _translate = QtCore.QCoreApplication.translate
+        CsvLoader.setWindowTitle(_translate("CsvLoader", "Csv载入器"))
+        self.choose_button.setText(_translate("CsvLoader", "选择文件"))
+        self.label_8.setText(_translate("CsvLoader", "合约信息"))
+        self.label_9.setText(_translate("CsvLoader", "Symbol"))
+        self.label_11.setText(_translate("CsvLoader", "Interval"))
+        self.label.setText(_translate("CsvLoader", "表头属性"))
+        self.label_2.setText(_translate("CsvLoader", "Datetime"))
+        self.datetime_edit.setText(_translate("CsvLoader", "Datetime"))
+        self.label_3.setText(_translate("CsvLoader", "Open"))
+        self.open_edit.setText(_translate("CsvLoader", "Open"))
+        self.label_4.setText(_translate("CsvLoader", "High"))
+        self.high_edit.setText(_translate("CsvLoader", "High"))
+        self.label_5.setText(_translate("CsvLoader", "Low"))
+        self.low_edit.setText(_translate("CsvLoader", "Low"))
+        self.label_6.setText(_translate("CsvLoader", "Close"))
+        self.close_edit.setText(_translate("CsvLoader", "Close"))
+        self.label_7.setText(_translate("CsvLoader", "Volume"))
+        self.volume_edit.setText(_translate("CsvLoader", "Volume"))
+        self.label_12.setText(_translate("CsvLoader", "Exchange"))
+        self.load_button.setText(_translate("CsvLoader", "载入"))
+