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Merge pull request #1497 from nanoric/csv_loader_designer

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Csv loader designer
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vn.py 2019-03-19 18:42:57 +08:00 committed by GitHub
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7 changed files with 443 additions and 1 deletions
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[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

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vnpy/app/csv_loader/__init__.py Normal file
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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"

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vnpy/app/csv_loader/csv_loader.py Normal file
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"""
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()

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vnpy/app/csv_loader/ui/__init__.py Normal file
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from .csv_loader_widget import CsvLoaderWidget

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vnpy/app/csv_loader/ui/csv_loader.ui Normal file
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<?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>

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vnpy/app/csv_loader/ui/csv_loader_widget.py Normal file
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"""
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()

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vnpy/app/csv_loader/ui/uic/uic_csv_loader.py Normal file
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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"))