vnpy 查询持仓量_uiKLine-1/uiKLine.py.bak at master · yongfuyang/uiKLine-1 · GitHub

煤矿那些事

于 2021-01-14 05:54:41 发布

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文章标签： vnpy 查询持仓量

本文链接：https://blog.csdn.net/weixin_42512842/article/details/112925075

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这个Python模块提供了K线图的功能，包括十字光标、鼠标键盘交互以及多种键盘快捷操作。类`KeyWraper`实现了键盘事件处理，如上下左右键控制，而`CandlestickItem`类用于绘制K线图形。此外，还定义了计算短期高低点的函数，如`short_term_low`和`short_term_high`。最后，通过`QApplication`和`KLineWidget`展示了界面及数据加载测试。

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# -*- coding: utf-8 -*-

"""

Python K线模块,包含十字光标和鼠标键盘交互

Support By 量投科技(http://www.quantdo.com.cn/)

"""

import traceback

import talib as ta

import numpy as np

import pandas as pd

import os

from functools import partial

from collections import deque

from qtpy.QtGui import *

from qtpy.QtCore import *

from qtpy.QtWidgets import *

from qtpy import QtGui,QtCore

from uiCrosshair import Crosshair

from uiCustomMenu import CustomMenu

import pyqtgraph as pg

from qtpy.QtGui import QPainter, QPainterPath, QPen, QColor, QPixmap, QIcon, QBrush, QCursor,QFont

import datetime as dt

import json

import sys

from sys import path

path.append('F:\\vnpy-1.9.0\\examples\\CtaBacktesting')

reload(sys)

sys.setdefaultencoding('utf-8')

#from runBacktesting_WH import calculateDailyResult_to_CSV as strategyDoubleMa_rb9999DailyResult

#from runBacktesting_WH import get_strategy_init_days as strategyDoubleMa_get_strategy_init_days

#from runBacktesting_WH import calculateDailyResult_init as strategyDoubleMa_calculateDailyResult_init

import importlib

import runBacktesting_ShortTermStrategy_RB as STRB

import runBacktesting_ShortTermStrategy_Overhigh_RB as STOVRB

import runBacktesting_RB as DMARB

import runBacktesting_Volatility_RB as VRB

# 字符串转换

#---------------------------------------------------------------------------------------

try:

_fromUtf8 = QtCore.QString.fromUtf8

except AttributeError:

def _fromUtf8(s):

return s

########################################################################

# 键盘鼠标功能

########################################################################

class KeyWraper(QWidget):

"""键盘鼠标功能支持的元类"""

#初始化

#----------------------------------------------------------------------

def __init__(self, parent=None):

QWidget.__init__(self, parent)

self.setMouseTracking(True)

#重载方法keyPressEvent(self,event),即按键按下事件方法

#----------------------------------------------------------------------

def keyPressEvent(self, event):

if event.key() == QtCore.Qt.Key_Up:

self.onUp()

elif event.key() == QtCore.Qt.Key_Down:

self.onDown()

elif event.key() == QtCore.Qt.Key_Left:

self.onLeft()

elif event.key() == QtCore.Qt.Key_Right:

self.onRight()

elif event.key() == QtCore.Qt.Key_PageUp:

self.onPre()

elif event.key() == QtCore.Qt.Key_PageDown:

self.onNxt()

#重载方法mousePressEvent(self,event),即鼠标点击事件方法

#----------------------------------------------------------------------

def mousePressEvent(self, event):

if event.button() == QtCore.Qt.RightButton:

self.onRClick(event.pos())

elif event.button() == QtCore.Qt.LeftButton:

self.onLClick(event.pos())

#重载方法mouseReleaseEvent(self,event),即鼠标点击事件方法

#----------------------------------------------------------------------

def mouseRelease(self, event):

if event.button() == QtCore.Qt.RightButton:

self.onRRelease(event.pos())

elif event.button() == QtCore.Qt.LeftButton:

self.onLRelease(event.pos())

self.releaseMouse()

#重载方法wheelEvent(self,event),即滚轮事件方法

#----------------------------------------------------------------------

def wheelEvent(self, event):

if event.angleDelta().y() > 0 :

self.onUp()

else:

self.onDown()

pass

return

#重载方法paintEvent(self,event),即拖动事件方法

#----------------------------------------------------------------------

def paintEvent(self, event):

self.onPaint()

# PgDown键

#----------------------------------------------------------------------

def onNxt(self):

pass

# PgUp键

#----------------------------------------------------------------------

def onPre(self):

pass

# 向上键和滚轮向上

#----------------------------------------------------------------------

def onUp(self):

pass

# 向下键和滚轮向下

#----------------------------------------------------------------------

def onDown(self):

pass

# 向左键

#----------------------------------------------------------------------

def onLeft(self):

pass

# 向右键

#----------------------------------------------------------------------

def onRight(self):

pass

# 鼠标左单击

#----------------------------------------------------------------------

def onLClick(self,pos):

pass

# 鼠标右单击

#----------------------------------------------------------------------

def onRClick(self,pos):

pass

# 鼠标左释放

#----------------------------------------------------------------------

def onLRelease(self,pos):

pass

# 鼠标右释放

#----------------------------------------------------------------------

def onRRelease(self,pos):

pass

# 画图

#----------------------------------------------------------------------

def onPaint(self):

pass

########################################################################

# 选择缩放功能支持

########################################################################

class CustomViewBox(pg.ViewBox):

#----------------------------------------------------------------------

def __init__(self, *args, **kwds):

pg.ViewBox.__init__(self, *args, **kwds)

# 拖动放大模式

#self.setMouseMode(self.RectMode)

## 右键自适应

#----------------------------------------------------------------------

def mouseClickEvent(self, ev):

if ev.button() == QtCore.Qt.RightButton:

self.autoRange()

########################################################################

# 时间序列，横坐标支持

########################################################################

class MyStringAxis(pg.AxisItem):

"""时间序列横坐标支持"""

# 初始化

#----------------------------------------------------------------------

def __init__(self, xdict, *args, **kwargs):

pg.AxisItem.__init__(self, *args, **kwargs)

self.minVal = 0

self.maxVal = 0

self.xdict = xdict

self.x_values = np.asarray(xdict.keys())

self.x_strings = xdict.values()

self.setPen(color=(255, 255, 255, 255), width=0.8)

self.setStyle(tickFont = QFont("Roman times",10,QFont.Bold),autoExpandTextSpace=True)

# 更新坐标映射表

#----------------------------------------------------------------------

def update_xdict(self, xdict):

self.xdict.update(xdict)

self.x_values = np.asarray(self.xdict.keys())

self.x_strings = self.xdict.values()

# 将原始横坐标转换为时间字符串,第一个坐标包含日期

#----------------------------------------------------------------------

def tickStrings(self, values, scale, spacing):

strings = []

for v in values:

vs = v * scale

if vs in self.x_values:

vstr = self.x_strings[np.abs(self.x_values-vs).argmin()]

vstr = vstr.strftime('%Y-%m-%d')

else:

vstr = ""

strings.append(vstr)

return strings

########################################################################

# K线图形对象

########################################################################

class CandlestickItem(pg.GraphicsObject):

"""K线图形对象"""

# 初始化

#----------------------------------------------------------------------

def __init__(self, data):

"""初始化"""

pg.GraphicsObject.__init__(self)

# 数据格式: [ (time, open, close, low, high),...]

self.data = data

# 只重画部分图形，大大提高界面更新速度

self.rect = None

self.picture = None

self.setFlag(self.ItemUsesExtendedStyleOption)

# 画笔和画刷

w = 0.4

self.offset = 0

self.low = 0

self.high = 1

self.picture = QtGui.QPicture()

self.pictures = []

self.bPen = pg.mkPen(color=(0, 240, 240, 255), width=w*2)

self.bBrush = pg.mkBrush((0, 240, 240, 255))

self.rPen = pg.mkPen(color=(255, 60, 60, 255), width=w*2)

self.rBrush = pg.mkBrush((255, 60, 60, 255))

self.rBrush.setStyle(Qt.NoBrush)

# 刷新K线

self.generatePicture(self.data)

# 画K线

#----------------------------------------------------------------------

def generatePicture(self,data=None,redraw=False):

"""重新生成图形对象"""

# 重画或者只更新最后一个K线

if redraw:

self.pictures = []

elif self.pictures:

self.pictures.pop()

w = 0.4

bPen = self.bPen

bBrush = self.bBrush

rPen = self.rPen

rBrush = self.rBrush

self.low,self.high = (np.min(data['low']),np.max(data['high'])) if len(data)>0 else (0,1)

npic = len(self.pictures)

for (t, open0, close0, low0, high0) in data:

if t >= npic:

picture = QtGui.QPicture()

p = QtGui.QPainter(picture)

# 下跌蓝色(实心), 上涨红色(空心)

pen,brush,pmin,pmax = (bPen,bBrush,close0,open0)\

if open0 > close0 else (rPen,rBrush,open0,close0)

p.setPen(pen)

p.setBrush(brush)

# 画K线方块和上下影线

if open0 == close0:

p.drawLine(QtCore.QPointF(t-w,open0), QtCore.QPointF(t+w, close0))

else:

p.drawRect(QtCore.QRectF(t-w, open0, w*2, close0-open0))

if pmin > low0:

p.drawLine(QtCore.QPointF(t,low0), QtCore.QPointF(t, pmin))

if high0 > pmax:

p.drawLine(QtCore.QPointF(t,pmax), QtCore.QPointF(t, high0))

p.end()

self.pictures.append(picture)

# 手动重画

#----------------------------------------------------------------------

def update(self):

if not self.scene() is None:

self.scene().update()

# 自动重画

#----------------------------------------------------------------------

def paint(self, painter, opt, w):

rect = opt.exposedRect

xmin,xmax = (max(0,int(rect.left())),min(int(len(self.pictures)),int(rect.right())))

if not self.rect == (rect.left(),rect.right()) or self.picture is None:

self.rect = (rect.left(),rect.right())

self.picture = self.createPic(xmin,xmax)

self.picture.play(painter)

elif not self.picture is None:

self.picture.play(painter)

# 缓存图片

#----------------------------------------------------------------------

def createPic(self,xmin,xmax):

picture = QPicture()

p = QPainter(picture)

[pic.play(p) for pic in self.pictures[xmin:xmax]]

p.end()

return picture

# 定义边界

#----------------------------------------------------------------------

def boundingRect(self):

return QtCore.QRectF(0,self.low,len(self.pictures),(self.high-self.low))

#----------------------------------------------------------------------

def hide(self):

self.parent.hide()

pass

########################################################################

class KLineWidget(KeyWraper):

"""用于显示价格走势图"""

# 窗口标识

clsId = 0

# 保存K线数据的列表和Numpy Array对象

listBar = []

listVol = []

listHigh = []

listLow = []

KLINE_DATE = []

KLINE_OPEN = []

KLINE_HIGH = []

KLINE_LOW = []

KLINE_SHORT_TERM_LOW = []

KLINE_SHORT_TERM_HIGH = []

KLINE_SHORT_TERM_LIST_ALL=[]

KLINE_SHORT_TERM_LIST_FIRST=[]

KLINE_SHORT_TERM_LIST_LIMIT=[]

KLINE_WAIBAORI=[]

KLINE_GJR_BUY=[]

KLINE_GJR_SELL=[]

listClose = []

listSig = []

listOpenInterest = []

arrows = []

KLINE_SHORT_TERM_LIST_ALL_arrows = []

KLINE_SHORT_TERM_LIST_FIRST_arrows = []

KLINE_SHORT_TERM_LIST_LIMIT_arrows = []

KLINE_WAI_BAO_RI_arrows = []

KLINE_GJR_BUY_arrows = []

KLINE_GJR_SELL_arrows = []

curves = []

KLINE_SHORT_TERM_LIST_ALL_curves = []

KLINE_SHORT_TERM_LIST_FIRST_curves = []

KLINE_SHORT_TERM_LIST_LIMIT_curves = []

listSig_deal_DIRECTION = []

listSig_deal_OFFSET = []

KLINE_CLOSE=[]

start_date=[] #[20090327开始日期，列表的位置]

end_date=[] #[20181127结束日期，结束的位置]

KLINE_show =True

MA_SHORT_show =False

MA_LONG_show =False

listbarshow =False

SHORT_TERM_SHOW =False

SHORT_TERM_SHOW_FIRST=False

SHORT_TERM_SHOW_LIMIT=False

SHORT_TERM_SHOW_ALL =False

WAIBAORI_SHOW =False

GJRBUY_SHOW =False

signal_show =True

# 是否完成了历史数据的读取

initCompleted = False

#----------------------------------------------------------------------

def __init__(self,parent=None):

"""Constructor"""

self.parent = parent

super(KLineWidget, self).__init__(parent)

# 当前序号

self.index = None # 下标

self.countK = 60 # 显示的Ｋ线范围

KLineWidget.clsId += 1

self.windowId = str(KLineWidget.clsId)

# 缓存数据

self.datas = []

self.listBar = []

self.listbarshow= True

self.listVol = []

self.listHigh = []

self.listLow = []

self.listSig = []

self.listOpenInterest = []

self.arrows = []

self.curves = []

self.listSig_deal_DIRECTION = []

self.listSig_deal_OFFSET = []

self.KLINE_CLOSE=[]

self.MA_SHORT_real=[]

self.MA_LONG_real=[]

self.start_time=[]

self.MA_SHORT_show=False

self.MA_LONG_show=False

self.SHORT_TERM_SHOW=False

self.SHORT_TERM_SHOW_FIRST=False

self.SHORT_TERM_SHOW_LIMIT=False

self.SHORT_TERM_SHOW_ALL=False

self.signal_show=False

self.cur_jsonname=u'json\\uiKLine_startpara.json'

self.SP_signal='close'

self.BP_signal='close'

# 所有K线上信号图

self.allColor = deque(['blue','green','yellow','white'])

self.sigData = {}

self.sigColor = {}

self.sigPlots = {}

# 所副图上信号图

self.allSubColor = deque(['blue','green','yellow','white'])

self.subSigData = {}

self.subSigColor = {}

self.subSigPlots = {}

# 初始化完成

self.initCompleted = False

# 调用函数

self.initUi()

self.menu= CustomMenu(self)

#----------------------------------------------------------------------

# 初始化相关

#----------------------------------------------------------------------

def initUi(self):

"""初始化界面"""

self.setWindowTitle(u'K线工具')

# 主图

self.pw = pg.PlotWidget()

# 界面布局

self.lay_KL = pg.GraphicsLayout(border=(100,100,100))

self.lay_KL.setContentsMargins(10, 10, 10, 10)

self.lay_KL.setSpacing(0)

self.lay_KL.setBorder(color=(255, 0, 0, 255), width=0.8)

self.lay_KL.setZValue(0)

self.KLtitle = self.lay_KL.addLabel(u'')

self.pw.setCentralItem(self.lay_KL)

# 设置横坐标

xdict = {}

self.axisTime = MyStringAxis(xdict, orientation='bottom')

# 初始化子图

self.initplotKline()

self.initplotVol()

self.initplotOI()

# 注册十字光标

self.crosshair = Crosshair(self.pw,self)

# 设置界面

self.vb = QVBoxLayout()

self.vb.addWidget(self.pw)

self.setLayout(self.vb)

# 初始化完成

self.initCompleted = True

#----------------------------------------------------------------------

def makePI(self,name):

"""生成PlotItem对象"""

vb = CustomViewBox()

plotItem = pg.PlotItem(viewBox = vb, name=name ,axisItems={'bottom': self.axisTime})

plotItem.setMenuEnabled(False)

plotItem.setClipToView(True)

plotItem.hideAxis('left')

plotItem.showAxis('right')

plotItem.setDownsampling(mode='peak')

plotItem.setRange(xRange = (0,1),yRange = (0,1))

plotItem.getAxis('right').setWidth(30)

plotItem.getAxis('right').setStyle(tickFont = QFont("Roman times",10,QFont.Bold))

plotItem.getAxis('right').setPen(color=(255, 0, 0, 255), width=0.8)

plotItem.showGrid(True,True)

plotItem.hideButtons()

return plotItem

#----------------------------------------------------------------------

def initplotVol(self):

"""初始化成交量子图"""

self.pwVol = self.makePI('_'.join([self.windowId,'PlotVOL']))

self.volume = CandlestickItem(self.listVol)

self.pwVol.addItem(self.volume)

self.pwVol.setMaximumHeight(50)

self.pwVol.setXLink('_'.join([self.windowId,'PlotOI']))

self.pwVol.hideAxis('bottom')

self.lay_KL.nextRow()

self.lay_KL.addItem(self.pwVol)

#----------------------------------------------------------------------

def initplotKline(self):

"""初始化K线子图以及指标子图"""

self.pwKL = self.makePI('_'.join([self.windowId,'PlotKL&

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vnpy 查询持仓量_uiKLine-1/uiKLine.py.bak at master · yongfuyang/uiKLine-1 · GitHub

# -*- coding: utf-8 -*-"""Python K线模块,包含十字光标和鼠标键盘交互Support By 量投科技(http://www.quantdo.com.cn/)"""import tracebackimport talib as taimport numpy as npimport pandas as pdimport osfrom functools import p...
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