K线形态,诸如大阳线、螺旋桨、穿头破脚等,代码逻辑实现后,要使用股票数据验证,这类主要依靠视觉判断的K线形态,获得的结果能及时在图表中展示出来,对代码的开发、校验、结果的准确度确认等能起到事半功倍的效果,本工具就是基于此需求所做的开发,需要的朋友可以自取,具体K线形态判断的代码实现,请查看后续博文。
本文以“大阳线”为例进行讲解。
目录
效果
计算K线形态策略代码
前置说明:
1. 必须以“excute_strategy”为方法名
2. 一个参数,股票日数据文件路径
3. 策略代码写完后,命名,保存在‘k_recognition_strategy’文件夹中,‘k_recognition_strategy’的创建位置在下面的工具代码中会介绍
4. 将策略文件名写入主程序类StrategeMainWidget 的 self.strategyname_code_map 对应的键值对中
def excute_strategy(daily_file_path):
'''
名称:大阳线
识别:K线实体长度为上一交易日价格4%以上。
前置条件:计算时间区间 2021-01-01 到 2022-01-01
:param daily_file_path: 股票日数据文件路径
:return:
'''
import pandas as pd
import os
start_date_str = '2021-01-01'
end_date_str = '2022-01-01'
df = pd.read_csv(daily_file_path,encoding='utf-8')
# 删除停牌的数据
df = df.loc[df['openPrice'] > 0].copy()
df['o_date'] = df['tradeDate']
df['o_date'] = pd.to_datetime(df['o_date'])
df = df.loc[(df['o_date'] >= start_date_str) & (df['o_date']<=end_date_str)].copy()
# 保存未复权收盘价数据
df['close'] = df['closePrice']
# 计算前复权数据
df['openPrice'] = df['openPrice'] * df['accumAdjFactor']
df['closePrice'] = df['closePrice'] * df['accumAdjFactor']
df['highestPrice'] = df['highestPrice'] * df['accumAdjFactor']
df['lowestPrice'] = df['lowestPrice'] * df['accumAdjFactor']
# 开始计算
df['body_length'] = df['closePrice'] - df['openPrice']
df['signal'] = 0
df['signal_name'] = 0
df.loc[(df['body_length']>0) & (df['body_length']/df['closePrice'].shift(1)>=0.04),'signal'] = 1
df.loc[(df['body_length']>0) & (df['body_length']/df['closePrice'].shift(1)>=0.04),'signal_name'] = (df['body_length']/df['closePrice'].shift(1))*100
df = df.round({'signal_name':2})
file_name = os.path.basename(daily_file_path)
title_str = file_name.split('.')[0]
line_data = {
'title_str':title_str,
'whole_header':['日期','收','开','高','低'],
'whole_df':df,
'whole_pd_header':['tradeDate','closePrice','openPrice','highestPrice','lowestPrice'],
'start_date_str':start_date_str,
'end_date_str':end_date_str,
'signal_type':'line'
}
return line_data
工具代码
导入需要的包
import sys,json,os,math,time,talib
from threading import Thread
import numpy as np
import pandas as pd
from datetime import datetime
from dateutil.relativedelta import relativedelta
from typing import Dict,Any,List
from PyQt5 import QtCore,QtGui,QtWidgets
from PyQt5.QtCore import Qt
import pyqtgraph as pg
import pyqtgraph.examples
pg.setConfigOption('background','k')
pg.setConfigOption('foreground','w')
pyqtgraph 日期横坐标控件
class RotateAxisItem(pg.AxisItem):
def drawPicture(self, p, axisSpec, tickSpecs, textSpecs):
p.setRenderHint(p.Antialiasing,False)
p.setRenderHint(p.TextAntialiasing,True)
## draw long line along axis
pen,p1,p2 = axisSpec
p.setPen(pen)
p.drawLine(p1,p2)
p.translate(0.5,0) ## resolves some damn pixel ambiguity
## draw ticks
for pen,p1,p2 in tickSpecs:
p.setPen(pen)
p.drawLine(p1,p2)
## draw all text
# if self.tickFont is not None:
# p.setFont(self.tickFont)
p.setPen(self.pen())
for rect,flags,text in textSpecs:
# this is the important part
p.save()
p.translate(rect.x(),rect.y())
p.rotate(-30)
p.drawText(-rect.width(),rect.height(),rect.width(),rect.height(),flags,text)
# restoring the painter is *required*!!!
p.restore()
pyqtgraph 蜡烛图控件
class CandlestickItem(pg.GraphicsObject):
def __init__(self, data):
pg.GraphicsObject.__init__(self)
self.data = data ## data must have fields: time, open, close, min, max
self.generatePicture()
def generatePicture(self):
## pre-computing a QPicture object allows paint() to run much more quickly,
## rather than re-drawing the shapes every time.
self.picture = QtGui.QPicture()
p = QtGui.QPainter(self.picture)
p.setPen(pg.mkPen({'color':'w','width':1}))
w = (self.data[1][0] - self.data[0][0]) / 3.
for (t, open, close, min, max) in self.data:
if open==close and open==max and max==min:
p.drawLine(QtCore.QPointF(t-w, min), QtCore.QPointF(t+w, max))
else:
p.drawLine(QtCore.QPointF(t, min), QtCore.QPointF(t, max))
if open < close:
p.setBrush(pg.mkBrush('r'))
else:
p.setBrush(pg.mkBrush('g'))
p.drawRect(QtCore.QRectF(t-w, open, w * 2, close - open))
p.end()
def paint(self, p, *args):
p.drawPicture(0, 0, self.picture)
def boundingRect(self):
## boundingRect _must_ indicate the entire area that will be drawn on
## or else we will get artifacts and possibly crashing.
## (in this case, QPicture does all the work of computing the bouning rect for us)
return QtCore.QRectF(self.picture.boundingRect())
分页表格控件
class PageTableWidget(QtWidgets.QWidget):
def __init__(self):
super().__init__()
self.init_data()
self.init_ui()
pass
def init_data(self):
# 表格全数据 二维数组
self.table_full_data: List[Any] = []
# 表格右键菜单 {菜单名:索引指向}
self.table_right_menus: Dict[str, str] = {}
self.total_page_count: int = 0
self.total_rows_count: int = 0
self.current_page: int = 1
self.single_page_rows: int = 50
pass
def init_ui(self):
pre_page_btn = QtWidgets.QPushButton('上一页')
pre_page_btn.clicked.connect(self.pre_page_btn_clicked)
next_page_btn = QtWidgets.QPushButton('下一页')
next_page_btn.clicked.connect(self.next_page_btn_clicked)
tip_label_0 = QtWidgets.QLabel('第')
self.witch_page_lineedit = QtWidgets.QLineEdit()
self.int_validator = QtGui.QIntValidator()
self.witch_page_lineedit.setValidator(self.int_validator)
self.witch_page_lineedit.setMaximumWidth(20)
tip_label_1 = QtWidgets.QLabel('页')
go_page_btn = QtWidgets.QPushButton('前往')
go_page_btn.clicked.connect(self.go_page_btn_clicked)
layout_witch_page = QtWidgets.QHBoxLayout()
layout_witch_page.addWidget(tip_label_0)
layout_witch_page.addWidget(self.witch_page_lineedit)
layout_witch_page.addWidget(tip_label_1)
layout_witch_page.addWidget(go_page_btn)
layout_witch_page.addStretch(1)
layout_pagechange = QtWidgets.QHBoxLayout()
layout_pagechange.addWidget(pre_page_btn)
layout_pagechange.addWidget(next_page_btn)
layout_pagechange.addLayout(layout_witch_page)
self.total_page_count_label = QtWidgets.QLabel(f"共0页")
self.total_rows_count_label = QtWidgets.QLabel(f"共0行")
self.current_page_label = QtWidgets.QLabel(f"当前第0页")
layout_pagestatus = QtWidgets.QHBoxLayout()
layout_pagestatus.addWidget(self.total_page_count_label)
layout_pagestatus.addWidget(self.total_rows_count_label)
layout_pagestatus.addWidget(self.current_page_label)
layout_pagestatus.addStretch(1)
layout_top = QtWidgets.QVBoxLayout()
layout_top.addLayout(layout_pagechange)
layout_top.addLayout(layout_pagestatus)
self.target_table = QtWidgets.QTableWidget()
self.target_table.setEditTriggers(QtWidgets.QAbstractItemView.NoEditTriggers)
self.target_table.setSelectionBehavior(QtWidgets.QAbstractItemView.SelectRows)
layout = QtWidgets.QVBoxLayout()
layout.addLayout(layout_top)
layout.addWidget(self.target_table)
self.setLayout(layout)
pass
def set_table_init_data(self, data: Dict[str, Any]):
'''设置表头、右键菜单等初始化内容'''
headers: List[str] = data['headers']
self.target_table.setColumnCount(len(headers))
self.target_table.setHorizontalHeaderLabels(headers)
pass
def set_table_full_data(self, data: List[Any]):
'''表格全数据'''
self.table_full_data = data
self.total_rows_count = len(data)
self.total_page_count = math.ceil(self.total_rows_count / self.single_page_rows)
self.current_page = 1
self.int_validator.setRange(1, self.total_page_count)
self.total_page_count_label.setText(f"共{self.total_page_count}页")
self.total_rows_count_label.setText(f"共{self.total_rows_count}行")
self.caculate_current_show_data()
pass
def setting_current_pagestatus_label(self):
self.current_page_label.setText(f"当前第{self.current_page}页")
pass
def caculate_current_show_data(self):
'''计算当前要显示的数据'''
start_dot = (self.current_page - 1) * self.single_page_rows
end_dot = start_dot + self.single_page_rows
current_data = self.table_full_data[start_dot:end_dot]
self.fill_table_content(current_data)
self.setting_current_pagestatus_label()
pass
def fill_table_content(self, data: List[Any]):
self.target_table.clearContents()
self.target_table.setRowCount(len(data))
for r_i, r_v in enumerate(data):
for c_i, c_v in enumerate(r_v):
cell = QtWidgets.QTableWidgetItem(str(c_v))
self.target_table.setItem(r_i, c_i, cell)
pass
pass
self.target_table.resizeColumnsToContents()
pass
def go_page_btn_clicked(self):
'''前往按钮点击'''
input_page = self.witch_page_lineedit.text()
input_page = input_page.strip()
if not input_page:
QtWidgets.QMessageBox.information(
self,
'提示',
'请输入要跳转的页码',
QtWidgets.QMessageBox.Yes
)
return
input_page = int(input_page)
if input_page < 0 or input_page > self.total_page_count:
QtWidgets.QMessageBox.information(
self,
'提示',
'输入的页码超出范围',
QtWidgets.QMessageBox.Yes
)
return
self.current_page = input_page
self.caculate_current_show_data()
pass
def pre_page_btn_clicked(self):
'''上一页按钮点击'''
if self.current_page <= 1:
QtWidgets.QMessageBox.information(
self,
'提示',
'已经是首页',
QtWidgets.QMessageBox.Yes
)
return
self.current_page -= 1
self.caculate_current_show_data()
pass
def next_page_btn_clicked(self):
'''下一页按钮点击'''
if self.current_page >= self.total_page_count:
QtWidgets.QMessageBox.information(
self,
'提示',
'已经是最后一页',
QtWidgets.QMessageBox.Yes
)
return
self.current_page += 1
self.caculate_current_show_data()
pass
pass
K线与结果显示控件
class PyQtGraphKWidget(QtWidgets.QWidget):
def __init__(self):
super().__init__()
self.init_data()
self.init_ui()
def init_data(self):
# https://www.sioe.cn/yingyong/yanse-rgb-16/
self.color_line = (30, 144, 255)
# 0 幽灵的白色; 1 纯黄; 2 紫红色; 3 纯绿; 4 道奇蓝
self.color_list = [(248, 248, 255), (255, 255, 0), (255, 0, 255), (0, 128, 0), (30, 144, 255)]
self.main_fixed_target_list = [] # 主体固定曲线,不能被删除
self.whole_df = None
self.whole_header = None
self.whole_pd_header = None
self.current_whole_data = None
self.current_whole_df = None
self.signal_type = None
self.duration_len = None
pass
def init_ui(self):
self.whole_duration_label = QtWidgets.QLabel('左边界~右边界')
self.title_label = QtWidgets.QLabel('执行过程查看')
self.title_label.setAlignment(Qt.AlignCenter)
self.title_label.setStyleSheet('QLabel{font-size:18px;font-weight:bold}')
xax = RotateAxisItem(orientation='bottom')
xax.setHeight(h=80)
self.pw = pg.PlotWidget(axisItems={'bottom': xax})
self.pw.setMouseEnabled(x=True, y=True)
# self.pw.enableAutoRange(x=False,y=True)
self.pw.setAutoVisible(x=False, y=True)
layout_right = QtWidgets.QVBoxLayout()
layout_right.addWidget(self.title_label)
layout_right.addWidget(self.whole_duration_label)
layout_right.addWidget(self.pw)
self.setLayout(layout_right)
pass
def set_data(self, data: Dict[str, Any]):
title_str = data['title_str']
whole_header = data['whole_header']
whole_df = data['whole_df']
whole_pd_header = data['whole_pd_header']
signal_type = data['signal_type']
if signal_type == 'duration' or signal_type == 'duration_detail':
duration_len = data['duration_len']
self.duration_len = duration_len
pass
self.whole_header = whole_header
self.whole_df = whole_df
self.whole_pd_header = whole_pd_header
self.signal_type = signal_type
self.title_label.setText(title_str)
self.whole_duration_label.setText(f"{self.whole_df.iloc[0]['tradeDate']}~{self.whole_df.iloc[-1]['tradeDate']}")
self.current_whole_df = self.whole_df.copy()
self.caculate_and_show_data()
pass
def caculate_and_show_data(self):
df = self.current_whole_df.copy()
df.reset_index(inplace=True)
df['i_count'] = [i for i in range(len(df))]
tradeDate_list = df['tradeDate'].values.tolist()
x = range(len(df))
xTick_show = []
x_dur = math.ceil(len(df) / 20)
for i in range(0, len(df), x_dur):
xTick_show.append((i, tradeDate_list[i]))
if len(df) % 20 != 0:
xTick_show.append((len(df) - 1, tradeDate_list[-1]))
candle_data = []
for i, row in df.iterrows():
candle_data.append(
(row['i_count'], row['openPrice'], row['closePrice'], row['lowestPrice'], row['highestPrice']))
self.current_whole_data = df.loc[:, self.whole_pd_header].values.tolist()
# 开始配置显示的内容
self.pw.clear()
xax = self.pw.getAxis('bottom')
xax.setTicks([xTick_show])
if self.signal_type == 'line':
df_signal = df.loc[df['signal'] == 1].copy()
for i,row in df_signal.iterrows():
signal_fiexed_target = pg.InfiniteLine(pos=(row['i_count'],0),movable=False,angle=90,pen=pg.mkPen({'color':self.color_line,'width':1}),label=str(row['signal_name']),labelOpts={'position':0.05,'color':self.color_line,'movable':True,'fill':(self.color_line[0],self.color_line[1],self.color_line[2],30)})
self.pw.addItem(signal_fiexed_target)
pass
elif self.signal_type == 'duration':
for i,i_len in enumerate(self.duration_len):
df_signal = df.loc[df['signal'] == i+1].copy()
for i0, row in df_signal.iterrows():
signal_fiexed_target = pg.LinearRegionItem([row['i_count'] - i_len + 1, row['i_count']],
movable=False, brush=(
self.color_line[0], self.color_line[1], self.color_line[2], 50))
self.pw.addItem(signal_fiexed_target)
pass
elif self.signal_type == 'duration_detail':
df['param_0'] = df['signal']-df['signal'].shift(1)
df['param_1'] = df['signal']-df['signal'].shift(-1)
df_start = df.loc[df['param_0']==1].copy()
df_end = df.loc[df['param_1']==1].copy()
start_list = df_start['i_count'].values.tolist()
end_list = df_end['i_count'].values.tolist()
for i,item in enumerate(start_list):
signal_fiexed_target = pg.LinearRegionItem([item, end_list[i]],
movable=False, brush=(
self.color_line[0], self.color_line[1], self.color_line[2], 50))
self.pw.addItem(signal_fiexed_target)
pass
candle_fixed_target = CandlestickItem(candle_data)
self.main_fixed_target_list.append(candle_fixed_target)
self.pw.addItem(candle_fixed_target)
self.vLine = pg.InfiniteLine(angle=90, movable=False)
self.hLine = pg.InfiniteLine(angle=0, movable=False)
self.label = pg.TextItem()
self.pw.addItem(self.vLine, ignoreBounds=True)
self.pw.addItem(self.hLine, ignoreBounds=True)
self.pw.addItem(self.label, ignoreBounds=True)
self.vb = self.pw.getViewBox()
self.proxy = pg.SignalProxy(self.pw.scene().sigMouseMoved, rateLimit=60, slot=self.mouseMoved)
self.pw.enableAutoRange()
pass
def mouseMoved(self, evt):
pos = evt[0]
if self.pw.sceneBoundingRect().contains(pos):
mousePoint = self.vb.mapSceneToView(pos)
index = int(mousePoint.x())
if index >= 0 and index < len(self.current_whole_data):
target_data = self.current_whole_data[index]
html_str = ''
for i, item in enumerate(self.whole_header):
html_str += f"<br/>{item}:{target_data[i]}"
self.label.setHtml(html_str)
self.label.setPos(mousePoint.x(), mousePoint.y())
self.vLine.setPos(mousePoint.x())
self.hLine.setPos(mousePoint.y())
pass
def mouseClicked(self, evt):
pass
def updateViews(self):
pass
pass
控制面板,也是主程序控件
class StrategeMainWidget(QtWidgets.QWidget):
signal_runcode = QtCore.pyqtSignal(object)
signal_time = QtCore.pyqtSignal(object)
def __init__(self):
super().__init__()
self.thread_run: Thread = None
self.thread_time: Thread = None
self.init_data()
self.init_ui()
self.register_event()
pass
def init_data(self):
self.pre_output_dir = './'
self.results_output_dir = './k_recognition_output/'
self.please_select_str: str = '--请选择--'
self.k_strategy_path: str = '../k_recognition_strategy/'
self.stratege_run_start_time = None
self.stratege_start = False
self.current_stratege_py_str: str = ''
self.dailydata_path:str = ''
self.k_strategy_map: Dict[str,Any] = {
'表上升和下跌的K线形态':['大阳线(长阳线)','大阴线(长阴线)','小阳线和小阴线','十字星和十字线','长十字线','螺旋桨','一字线','T字线和倒T字线','锤头线和吊颈线(绞刑线)','倒锤头线和射击之星(流星、扫帚星)','揉搓线','尽头线','镊子线','穿头破脚','身怀六甲和十字胎','下跌三连阴'],
'表见底和上升的K线形态':['向下加速度线','早晨(希望)之星和早晨(希望)十字星','好友反攻','曙光初现','旭日东升','平底','塔形底','圆底','低位并排阳线','低档五阳线','连续跳空三阴线','红三兵(三个白色武士)','冉冉上升','稳步上涨','徐缓上升','上升抵抗','上升(向上)弧形线','下探上涨','上涨两颗星','跳空上扬(升势鹤鸦缺口)','高位并排阳线(升势恋人肩并肩缺口)','跳空下跌三颗星','上升三部曲(升势三鸦)','多方尖兵(仙人指路)','两阳夹一阴(两红夹一黑)','上档盘旋形'],
'表见顶和下跌的K线形态':['向上加速度线','黄昏之星和黄昏十字星','淡友反攻','乌云盖顶','倾盆大雨','平顶(镊子顶)','塔形顶','圆顶','双飞乌鸦','高档五阴线','连续跳空三阳线','黑三兵','三只乌鸦(暴跌三杰)','绵绵阴跌','下跌不止','徐缓下降','下跌抵抗','下降弧形线','高开出逃','下跌三颗星','倒三阳','升势受阻','升势停顿','下降三部曲(降势三鹤)','空方尖兵','两阴夹一阳(两黑夹一红)','跛脚阳线','低档盘旋形','下降覆盖线']
}
self.strategyname_code_map:Dict[str,str] = {
'大阳线(长阳线)':'',
'大阴线(长阴线)':'',
'小阳线和小阴线':'',
'十字星和十字线':'',
'长十字线':'',
'螺旋桨':'',
'一字线':'',
'T字线和倒T字线':'',
'锤头线和吊颈线(绞刑线)':'',
'倒锤头线和射击之星(流星、扫帚星)':'',
'揉搓线':'',
'尽头线':'',
'镊子线':'',
'穿头破脚':'',
'身怀六甲和十字胎':'',
'下跌三连阴':'',
'向下加速度线':'',
'早晨(希望)之星和早晨(希望)十字星':'',
'好友反攻':'',
'曙光初现':'',
'旭日东升':'',
'平底':'',
'塔形底':'',
'圆底':'',
'低位并排阳线':'',
'低档五阳线':'',
'连续跳空三阴线':'',
'红三兵(三个白色武士)':'',
'冉冉上升':'',
'稳步上涨':'',
'徐缓上升':'',
'上升抵抗':'',
'上升(向上)弧形线':'',
'下探上涨':'',
'上涨两颗星':'',
'跳空上扬(升势鹤鸦缺口)':'',
'高位并排阳线(升势恋人肩并肩缺口)':'',
'跳空下跌三颗星':'',
'上升三部曲(升势三鸦)':'',
'多方尖兵(仙人指路)':'',
'两阳夹一阴(两红夹一黑)':'',
'上档盘旋形':'',
'向上加速度线':'',
'黄昏之星和黄昏十字星':'',
'淡友反攻':'',
'乌云盖顶':'',
'倾盆大雨':'',
'平顶(镊子顶)':'',
'塔形顶':'',
'圆顶':'',
'双飞乌鸦':'',
'高档五阴线':'',
'连续跳空三阳线':'',
'黑三兵':'',
'三只乌鸦(暴跌三杰)':'',
'绵绵阴跌':'',
'下跌不止':'',
'徐缓下降':'',
'下跌抵抗':'',
'下降弧形线':'',
'高开出逃':'',
'下跌三颗星':'',
'倒三阳':'',
'升势受阻':'',
'升势停顿':'',
'下降三部曲(降势三鹤)':'',
'空方尖兵':'',
'两阴夹一阳(两黑夹一红)':'',
'跛脚阳线':'',
'低档盘旋形':'',
'下降覆盖线':'',
}
self.table_header: List = ['日期','信号','备注']
pass
def init_ui(self):
self.setWindowTitle('股票K线形态识别工具')
tip_0 = QtWidgets.QLabel('股票日数据文件:')
self.dailydata_filepath_lineedit = QtWidgets.QLineEdit()
self.dailydata_filepath_lineedit.setReadOnly(True)
dailydata_choice_btn = QtWidgets.QPushButton('选择文件')
dailydata_choice_btn.clicked.connect(self.dailydata_choice_btn_clicked)
layout_top = QtWidgets.QHBoxLayout()
layout_top.addWidget(tip_0)
layout_top.addWidget(self.dailydata_filepath_lineedit)
layout_top.addWidget(dailydata_choice_btn)
layout_top.addStretch(1)
tip_1 = QtWidgets.QLabel('类别:')
self.type_combox = QtWidgets.QComboBox()
self.type_combox.addItem(self.please_select_str)
self.type_combox.addItems(list(self.k_strategy_map.keys()))
self.type_combox.currentIndexChanged.connect(self.type_combox_currentIndexChanged)
tip_2 = QtWidgets.QLabel('形态:')
self.shape_combox = QtWidgets.QComboBox()
self.shape_combox.addItem(self.please_select_str)
self.shape_combox.currentIndexChanged.connect(self.shape_combox_currentIndexChanged)
self.run_btn = QtWidgets.QPushButton('运行')
self.run_btn.clicked.connect(self.run_btn_clicked)
self.time_label = QtWidgets.QLabel('')
layout_combox = QtWidgets.QFormLayout()
layout_combox.addRow(tip_1,self.type_combox)
layout_combox.addRow(tip_2,self.shape_combox)
layout_combox.addRow(self.run_btn,self.time_label)
self.code_textedit = QtWidgets.QTextEdit()
self.code_textedit.setReadOnly(True)
self.results_table = PageTableWidget()
self.results_table.set_table_init_data({'headers':self.table_header})
layout_left = QtWidgets.QVBoxLayout()
layout_left.addLayout(layout_combox)
layout_left.addWidget(self.code_textedit)
layout_left.addWidget(self.results_table)
self.line_widget = PyQtGraphKWidget()
layout_down = QtWidgets.QHBoxLayout()
layout_down.addLayout(layout_left,1)
layout_down.addWidget(self.line_widget,2)
layout = QtWidgets.QVBoxLayout()
layout.addLayout(layout_top)
layout.addLayout(layout_down)
self.setLayout(layout)
pass
def register_event(self):
self.signal_runcode.connect(self.thread_run_excuted)
self.signal_time.connect(self.thread_time_excuted)
pass
def dailydata_choice_btn_clicked(self):
path, _ = QtWidgets.QFileDialog.getOpenFileName(
self,
'打开股票日数据所在文件',
self.pre_output_dir
)
if not path:
return
self.dailydata_filepath_lineedit.setText(path)
pass
def type_combox_currentIndexChanged(self,cur_i:int):
cur_txt = self.type_combox.currentText()
if not cur_txt or cur_txt == self.please_select_str:
return
shape_name_list = self.k_strategy_map[cur_txt]
self.shape_combox.clear()
self.shape_combox.addItem(self.please_select_str)
self.shape_combox.addItems(shape_name_list)
pass
def shape_combox_currentIndexChanged(self,cur_i:int):
cur_txt = self.shape_combox.currentText()
if not cur_txt or cur_txt == self.please_select_str:
return
cur_strategy_name = self.strategyname_code_map[cur_txt]
if len(cur_strategy_name)<=0:
QtWidgets.QMessageBox.information(
self,
'提示',
'该K线形态的策略还没上线',
QtWidgets.QMessageBox.Yes
)
return
strategy_file_path = self.k_strategy_path + cur_strategy_name
with open(strategy_file_path,'r',encoding='utf-8') as fr:
py_str = fr.read()
if len(py_str)<=20:
QtWidgets.QMessageBox.information(
self,
'提示',
'策略文件代码为空',
QtWidgets.QMessageBox.Yes
)
return
self.code_textedit.setPlainText(py_str)
pass
def run_btn_clicked(self):
'''运行按钮'''
# 检查股票日数据文件夹
dailydata_filepath = self.dailydata_filepath_lineedit.text()
dailydata_filepath = dailydata_filepath.strip()
if len(dailydata_filepath)<=0:
QtWidgets.QMessageBox.information(
self,
'提示',
'请选择股票日数据文件',
QtWidgets.QMessageBox.Yes
)
return
py_str = self.code_textedit.toPlainText()
if len(py_str)<20:
QtWidgets.QMessageBox.information(
self,
'提示',
'请选择要执行的策略',
QtWidgets.QMessageBox.Yes
)
return
self.current_stratege_py_str = py_str
self.run_btn.setDisabled(True)
self.shape_combox.setDisabled(True)
self.stratege_run_start_time = datetime.now()
self.stratege_start = True
if self.thread_run:
QtWidgets.QMessageBox.information(
self,
'提示',
'有策略正在运行',
QtWidgets.QMessageBox.Yes
)
return
pre_data = {
'py_str':py_str,
'dailydata_filepath':dailydata_filepath
}
self.thread_run = Thread(
target=self.running_run_thread,
args=(pre_data,)
)
self.thread_run.start()
self.thread_time = Thread(
target=self.running_time_thread
)
self.thread_time.start()
pass
def running_run_thread(self,data:Dict[str,Any]):
'''执行代码线程'''
py_str = data['py_str']
dailydata_filepath = data['dailydata_filepath']
namespace = {}
fun_stragegy = compile(py_str,'<string>','exec')
exec(fun_stragegy,namespace)
ret = namespace['excute_strategy'](dailydata_filepath)
self.signal_runcode.emit(ret)
pass
def thread_run_excuted(self,data:Dict):
'''策略代码执行返回结果'''
self.run_btn.setDisabled(False)
self.shape_combox.setDisabled(False)
# 保存结果文件
df = data['whole_df']
df00 = df.loc[df['signal']==1].copy()
table_data = df00.loc[:,['tradeDate','signal','signal_name']].values.tolist()
self.results_table.set_table_full_data(table_data)
self.line_widget.set_data(data)
self.thread_run = None
self.thread_time = None
self.stratege_start = False
QtWidgets.QMessageBox.information(
self,
'提示',
'当前策略运行完毕',
QtWidgets.QMessageBox.Yes
)
pass
def running_time_thread(self):
'''计时线程'''
while self.stratege_start:
now = datetime.now()
interval_time = (now-self.stratege_run_start_time).seconds
res_map = {'res':interval_time}
self.signal_time.emit(res_map)
time.sleep(1)
pass
def thread_time_excuted(self,data:Dict):
'''计时返回结果'''
res = data['res']
self.time_label.setText(f"{res}s")
pass
def closeEvent(self, a0: QtGui.QCloseEvent) -> None:
if self.thread_time:
self.thread_time = None
if self.thread_run:
self.thread_run = None
self.close()
工具使用
if __name__ == '__main__':
QtCore.QCoreApplication.setAttribute(QtCore.Qt.HighDpiScaleFactorRoundingPolicy.PassThrough)
app = QtWidgets.QApplication(sys.argv)
t_win = StrategeMainWidget()
t_win.showMaximized()
app.exec()
pass
1. 在入口代码对应py文件的上一级目录下创建 k_recognition_strategy 文件夹,后续K线形态判别的策略代码都保存在这个文件夹下
数据
链接:https://pan.baidu.com/s/1acghH4GQyu_OaOUmEjPdHw
提取码:6toe