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uiCtaTaskWidget.py
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352 lines (304 loc) · 13.9 KB
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# encoding: UTF-8
'''
CTA回测任务模块相关的GUI控制组件
'''
import ctaTaskPool
import pandas as pd
from eventEngine import *
from uiBasicWidget import QtGui, QtCore, BASIC_FONT, BasicDialog
from qtpy.QtWidgets import *
STYLESHEET_START = 'background-color: rgb(111,255,244); color: black'
STYLESHEET_STOP = 'background-color: rgb(255,201,111); color: black'
# 字符串转换
#---------------------------------------------------------------------------------------
try:
_fromUtf8 = QtCore.QString.fromUtf8
except AttributeError:
def _fromUtf8(s):
return s
kLoader = None
########################################################################
class TaskActiveButton(QPushButton):
"""激活按钮"""
#----------------------------------------------------------------------
def __init__(self, taskName='', parent=None):
"""Constructor"""
super(TaskActiveButton, self).__init__(parent)
self.active = ctaTaskPool.taskPool.getTask(taskName).state
self.taskName = taskName
if not (self.active == u'已完成' or self.active==u'已停止'):
self.setStarted()
else:
self.setStopped()
self.clicked.connect(self.buttonClicked)
#----------------------------------------------------------------------
def buttonClicked(self):
"""改变运行模式"""
if not (self.active == u'已完成' or self.active==u'已停止'):
self.stop()
#----------------------------------------------------------------------
def stop(self):
"""停止"""
ctaTaskPool.taskPool.stopTask(self.taskName)
self.setStopped()
#----------------------------------------------------------------------
def start(self):
"""启动"""
ctaTaskPool.taskPool.startTask(self.taskName)
self.setStarted()
#----------------------------------------------------------------------
def setStarted(self):
"""算法启动"""
self.setText(self.active)
self.setStyleSheet(STYLESHEET_START)
#----------------------------------------------------------------------
def setStopped(self):
"""算法停止"""
self.active = u'已停止'
self.setText(self.active)
self.setStyleSheet(STYLESHEET_STOP)
########################################################################
class TaskDisplayButton(QPushButton):
"""显示回测结果"""
#----------------------------------------------------------------------
def __init__(self, taskName='', parent=None):
"""Constructor"""
super(TaskDisplayButton, self).__init__(parent)
name = ctaTaskPool.taskPool.getTask(taskName).results.get('capital',0)
self.setText(str(name))
self.setStyleSheet(STYLESHEET_STOP)
self.active = False
self.taskName = taskName
self.clicked.connect(self.buttonClicked)
#----------------------------------------------------------------------
def buttonClicked(self):
"""显示回测结果"""
ctaTaskPool.taskPool.getTask(self.taskName).show()
datas = ctaTaskPool.taskPool.getTask(self.taskName).results.get('datas')
if datas:
kLoader.loadData(datas)
########################################################################
class TaskLogButton(QPushButton):
"""显示回测结果"""
#----------------------------------------------------------------------
def __init__(self, taskName='', parent=None):
"""Constructor"""
super(TaskLogButton, self).__init__(parent)
name = ctaTaskPool.taskPool.getTask(taskName).results.get('totalResult',0)
self.setText(str(name))
self.setStyleSheet(STYLESHEET_STOP)
self.active = False
self.taskName = taskName
self.clicked.connect(self.buttonClicked)
#----------------------------------------------------------------------
def buttonClicked(self):
"""显示回测结果"""
ctaTaskPool.taskPool.getTask(self.taskName).log()
########################################################################
class TaskParamButton(QPushButton):
"""查看参数按钮"""
tp = None
#----------------------------------------------------------------------
def __init__(self, taskName='', parent=None):
"""Constructor"""
super(TaskParamButton, self).__init__(parent)
name = ctaTaskPool.taskPool.getTask(taskName).setting.get('symbolList','None')
self.setText(str(name))
self.setStyleSheet(STYLESHEET_STOP)
self.taskName = taskName
self.clicked.connect(self.buttonClicked)
#----------------------------------------------------------------------
def buttonClicked(self):
"""显示回测结果"""
filterList = ['name','className','mPrice','backtesting']
kvList = ctaTaskPool.taskPool.getTask(self.taskName).setting.items()
param = dict([it for it in kvList if it[0] not in filterList])
self.__class__.tp = TaskParamWidget(param)
self.__class__.tp.show()
########################################################################
class TaskTable(QTableWidget):
"""任务管理组件"""
#----------------------------------------------------------------------
def __init__(self, parent=None):
"""Constructor"""
super(TaskTable, self).__init__(parent)
self.buttonActiveDict = {}
self.initUi()
#----------------------------------------------------------------------
def initUi(self):
"""初始化表格"""
headers = [u'任务名',
u'策略类',
u'耗时',
u'模式',
u'起止时间',
u'状态',
u'参数',
u'日志',
u'结果']
self.setColumnCount(len(headers))
self.setHorizontalHeaderLabels(headers)
self.horizontalHeader().setResizeMode(QHeaderView.Interactive)
self.setColumnWidth(0, 100)
self.setColumnWidth(1, 150)
self.setColumnWidth(2, 200)
self.setColumnWidth(3, 100)
self.setColumnWidth(4, 350)
self.setColumnWidth(5, 100)
self.setColumnWidth(6, 150)
self.setColumnWidth(7, 150)
self.setColumnWidth(8, 150)
self.verticalHeader().setVisible(False)
self.setEditTriggers(self.NoEditTriggers)
self.setSortingEnabled(False)
self.setSelectionBehavior(QTableWidget.SelectRows)
#----------------------------------------------------------------------
def initCells(self):
"""初始化单元格"""
l = ctaTaskPool.taskPool.allTask.items()
self.setRowCount(len(l))
row = 0
for name, task in l:
cellTaskName = QTableWidgetItem(name)
cellTaskTime = QTableWidgetItem(str(task.runTM))
cellTaskRunM = QTableWidgetItem(task.runmode)
cellStrCls = QTableWidgetItem(task.setting.get('className'))
timeStr = ' ~ '.join([task.setting.get('StartTime'),task.setting.get('EndTime')])
cellStrTime = QTableWidgetItem(timeStr)
buttonActive = TaskActiveButton(name)
buttonParam = TaskParamButton(name)
buttonDisplay = TaskDisplayButton(name)
buttonLog = TaskLogButton(name)
self.setItem(row, 0, cellTaskName)
self.setItem(row, 1, cellStrCls)
self.setItem(row, 2, cellTaskTime)
self.setItem(row, 3, cellTaskRunM)
self.setItem(row, 4, cellStrTime)
self.setCellWidget(row, 5, buttonActive)
self.setCellWidget(row, 6, buttonParam)
self.setCellWidget(row, 7, buttonLog)
self.setCellWidget(row, 8, buttonDisplay)
self.buttonActiveDict[name] = buttonActive
row += 1
#----------------------------------------------------------------------
def stopAll(self):
"""停止所有"""
for button in self.buttonActiveDict.values():
button.stop()
#----------------------------------------------------------------------
def clearAll(self):
"""清空所有"""
ctaTaskPool.taskPool.allTask = {}
self.initCells()
#----------------------------------------------------------------------
def showAll(self):
"""合并显示所有"""
from ctaBacktesting import showBtResult
allres = None
def mergeBtRes(d0,d1):
d = {}
cap0 = d0['capitalList'][-1]
ddn0 = d0['drawdownList'][-1]
d['name'] = 'res'
d['stTime'] = d0['stTime']
d['capital'] = d0['capital']+d1['capital']
d['maxCapital'] = max(d0['maxCapital'],cap0+d1['maxCapital'])
d['drawdown'] = d0['drawdown']+d1['drawdown']
d['totalResult'] = d0['totalResult']+d1['totalResult']
d['totalTurnover'] = d0['totalTurnover']+d1['totalTurnover']
d['totalCommission'] = d0['totalCommission']+d1['totalCommission']
d['totalSlippage'] = d0['totalSlippage']+d1['totalSlippage']
d['timeList'] = d0['timeList']+d1['timeList']
d['pnlList'] = d0['pnlList']+d1['pnlList']
d['capitalList'] = d0['capitalList']+[c+cap0 for c in d1['capitalList']]
d['drawdownList'] = d0['drawdownList']+[c+ddn0 for c in d1['drawdownList']]
d['winningRate'] = (d0['winningRate']*d0['totalResult']+d1['winningRate']*d1['totalResult'])/d['totalResult']
d['averageWinning'] = (d0['winningRate']*d0['averageWinning']*d0['totalResult']+d1['winningRate']*d1['averageWinning']*d1['totalResult'])/d['totalResult']
d['averageLosing'] = ((1-d0['winningRate'])*d0['averageLosing']*d0['totalResult']+(1-d1['winningRate'])*d1['averageLosing']*d1['totalResult'])/d['totalResult']
d['profitLossRatio'] = d['averageWinning']/d['averageLosing']
d['resList'] = d0['resList']+d1['resList']
return d
results = [td.results for td in ctaTaskPool.taskPool.allTask.values() if td.results.get('timeList',[])]
allres = reduce(mergeBtRes,sorted(results,key=lambda d:d['stTime']))
if allres: showBtResult(allres)
########################################################################
class TaskManager(QWidget):
"""任务管理主界面"""
signal = QtCore.Signal(type(Event()))
#----------------------------------------------------------------------
def __init__(self, ctaEngine, eventEngine, parent=None):
"""Constructor"""
super(TaskManager, self).__init__(parent)
self.taskTab = TaskTable()
self.eventEngine = eventEngine
self.initUi()
self.signal.connect(self.init)
self.eventEngine.register(EVENT_TIMER, self.signal.emit)
#----------------------------------------------------------------------
def initUi(self):
"""初始化界面"""
self.setWindowTitle(u'任务管理')
buttonStopAll = QPushButton(u'全部停止')
buttonStopAll.setObjectName(_fromUtf8('redButton'))
buttonStopAll.clicked.connect(self.taskTab.stopAll)
buttonClearAll = QPushButton(u'清空所有')
buttonClearAll.setObjectName(_fromUtf8('blueButton'))
buttonClearAll.clicked.connect(self.taskTab.clearAll)
buttonShowAll = QPushButton(u'连续显示')
buttonShowAll.setObjectName(_fromUtf8('greenButton'))
buttonShowAll.clicked.connect(self.taskTab.showAll)
hbox11 = QHBoxLayout()
hbox11.addWidget(buttonStopAll)
hbox11.addWidget(buttonClearAll)
hbox11.addWidget(buttonShowAll)
hbox11.addStretch()
grid = QVBoxLayout()
grid.addLayout(hbox11)
grid.addWidget(self.taskTab)
self.setLayout(grid)
#----------------------------------------------------------------------
def show(self):
"""重载显示"""
self.showMaximized()
#----------------------------------------------------------------------
def init(self):
"""初始化"""
self.taskTab.initCells()
########################################################################
class TaskParamWidget(BasicDialog):
"""策略配置对话框"""
index = 0
name = ''
paramDict = {}
valueEdit = {}
#----------------------------------------------------------------------
def __init__(self, paramDict, parent=None):
"""Constructor"""
super(TaskParamWidget, self).__init__(parent)
self.valueEdit = {}
self.paramDict = paramDict
self.initUi()
#----------------------------------------------------------------------
def initUi(self):
""""""
QWidget.__init__(self) # 调用父类初始化方法
self.setWindowTitle(u'设置参数')
self.resize(300,400) # 设置窗口大小
gridlayout = QGridLayout() # 创建布局组件
i = 0
lName = QLabel(u'参数')
lValue = QLabel(u'数值')
gridlayout.addWidget(lName, i, 0 )
gridlayout.addWidget(lValue, i, 1 )
for name in self.paramDict:
i += 1
label = QLabel(name) # 创建单选框
self.valueEdit[name] = QLineEdit()
self.valueEdit[name].setText(str(self.paramDict[name]))
self.valueEdit[name].setFocusPolicy(QtCore.Qt.NoFocus)
gridlayout.addWidget(label, i, 0 ) # 添加文本
gridlayout.addWidget(self.valueEdit[name], i, 1) # 添加文本框
vbox = QVBoxLayout()
vbox.addLayout(gridlayout)
self.addButton(vbox)
self.setLayout(vbox)