-
Notifications
You must be signed in to change notification settings - Fork 3
/
Copy pathstart.py
1065 lines (940 loc) · 49.1 KB
/
start.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
#!/usr/bin/python3
# -*- coding: utf-8 -*-
"""
Author: Han Hao
Last edited: December 2022
"""
import sys, traceback
import pandas as pd
from PyQt5 import QtCore, QtGui, QtWidgets, Qt
from PyQt5.QtWidgets import QProgressBar, QApplication, QMainWindow, QDesktopWidget, QAbstractItemView, QAction, QPushButton, QFileDialog, QMessageBox, QCheckBox, QHBoxLayout, QVBoxLayout, QWidget, QTableWidgetItem, QDialog, QSizePolicy
from PyQt5.QtCore import Qt, QSize
import matplotlib.pyplot as plt
import matplotlib
matplotlib.use('Qt5Agg')
from matplotlib.backends.backend_qt5agg import FigureCanvasQTAgg as FigureCanvas
import qdarkstyle
import datetime
import concurrent.futures
from tqdm import tqdm
import os
from utils import const, calculate_parameter, flink, visualize, copy_paste, date_section_modification, cache_management, transform, compare, report_to_tmpvalue, trade_to_trading, file_monitor
from UI_widget import *
import threading
import json
import queue
class Arbitrator(QMainWindow):
def __init__(self):
super().__init__()
# in_buffer: 账户表当前内容
self.in_buffer = []
self.edit_buffer = []
self.param_edit_buffer = pd.DataFrame()
# 账户表
self.table = accountTable()
# 参数表
self.param = paraTable()
self.editable = False
self.setStyleSheet(qdarkstyle.load_stylesheet_pyqt5())
# layout management
self.container = QtWidgets.QWidget()
self.param_layout = QtWidgets.QHBoxLayout()
self.ignore_dialog = ignoreParamDialog()
self.initUI()
# 布局：菜单 - 读取（打开）套利对CSV
# 添加套利对 - 批量导入
# - 手动录入
# 删除套利对 - 手动删除
# 提交增删结果
# 启动可视化
def initUI(self):
width = 1440
height = 800
# width = int(QDesktopWidget().screenGeometry().width() * 0.95)
# height = int(QDesktopWidget().screenGeometry().height() * 0.95)
# File tag
appendAct = QAction('SFTP', self)
appendAct.setStatusTip('SFTP文件传输')
appendAct.triggered.connect(self.open)
# 退出
exitAct = QAction('Exit', self)
exitAct.setShortcut('Ctrl+L')
exitAct.setStatusTip('退出')
exitAct.triggered.connect(self.close)
# 保存
saveAct = QAction('Save', self)
saveAct.setShortcut('Ctrl+S')
saveAct.setStatusTip('保存当前账户参数信息')
saveAct.triggered.connect(self.save)
# 略过交易的标的设置
ignoreAct = QAction('Ignore', self)
ignoreAct.setShortcut('Ctrl+P')
ignoreAct.setStatusTip('在账户下忽略相应标的')
ignoreAct.triggered.connect(self.ignore)
# 期货信息表
dictAct = QAction('Select Columns', self)
dictAct.setShortcut('Ctrl+M')
dictAct.triggered.connect(self.select)
# 删除参数表中的勾选行
deletAct = QAction('Delete Param', self)
deletAct.setShortcut('Ctrl+D')
deletAct.triggered.connect(self.delete_param)
# 撤回参数表修改
undoAct_param = QAction('Undo Param', self)
undoAct_param.setShortcut('Ctrl+Z')
undoAct_param.triggered.connect(self.undo_delete_param)
# 撤回账户表修改
undoAct_acc = QAction('Undo Account', self)
undoAct_acc.setShortcut('Ctrl+X')
undoAct_acc.triggered.connect(self.undo)
# 全选
selectAllAct = QAction('Click all checkbox', self)
selectAllAct.setShortcut('Ctrl+A')
selectAllAct.triggered.connect(self.update_check_all_state)
#重载参数表（刷新）
refreshAct = QAction('Refresh', self)
refreshAct.setShortcut('Ctrl+R')
refreshAct.triggered.connect(lambda: self.refresh(True))
# 一键导出记录
exportAct = QAction('Export', self)
exportAct.setShortcut('Ctrl+E')
exportAct.triggered.connect(self.one_click_export)
# 菜单栏
menuBar = self.menuBar()
self.fileMenu = menuBar.addMenu('&File')
self.fileMenu.addAction(exitAct)
self.fileMenu.addAction(ignoreAct)
self.dictMenu = menuBar.addMenu('&Dict')
self.dictMenu.addAction(dictAct)
self.editMenu = menuBar.addMenu('&Edit')
self.editMenu.addAction(saveAct)
self.editMenu.addAction(selectAllAct)
self.editMenu.addAction(deletAct)
self.editMenu.addAction(undoAct_param)
self.editMenu.addAction(undoAct_acc)
self.editMenu.addAction(refreshAct)
self.editMenu.addAction(exportAct)
# ToolBar
toolBar = self.addToolBar("")
calculate = QAction(QtGui.QIcon("./src/reload.png"), "calculate parameter", self)
calculate.triggered.connect(self.update_base_info)
toolBar.addAction(calculate)
addAccount = QAction(QtGui.QIcon("./src/add-user.png"), "add account", self)
addAccount.triggered.connect(self.add)
toolBar.addAction(addAccount)
delAccount = QAction(QtGui.QIcon("./src/delete-user.png"), "delete account", self)
delAccount.triggered.connect(self.delete_user)
toolBar.addAction(delAccount)
editAccount = QAction(QtGui.QIcon("./src/edit.png"), "edit account", self)
editAccount.triggered.connect(self.set_editable)
toolBar.addAction(editAccount)
up = QAction(QtGui.QIcon("./src/up-arrows.png"), "up", self)
up.triggered.connect(self.move_row_up)
toolBar.addAction(up)
down = QAction(QtGui.QIcon("./src/down-arrows.png"), "down", self)
down.triggered.connect(self.move_row_down)
toolBar.addAction(down)
toolBar.setIconSize(QSize(40,40))
# statusbar
self.status = self.statusBar()
self.status.show()
self.status.showMessage('就绪')
self.setCentralWidget(self.container)
self.layout = QtWidgets.QGridLayout(self.container)
# Button
button_layout_line1 = QtWidgets.QHBoxLayout()
button_layout_line2 = QtWidgets.QHBoxLayout()
button_layout_line3 = QtWidgets.QHBoxLayout()
button_layout_line4 = QtWidgets.QHBoxLayout()
font = QtGui.QFont()
font.setFamily("方正粗黑宋简体")
font.setPointSize(18)
# 计算界参数
btn4 = QPushButton("导出参数", self)
btn4.setFont(font)
btn4.setObjectName("pushButton")
btn4.setStyleSheet("QPushButton{background:qlineargradient(spread:reflect, x1:0, y1:1, x2:0, y2:0, "
"stop:0 #0a4a83, stop:0.5 #186e99, stop:1 #239cd8);"
"border:2px solid qlineargradient(spread:pad, x1:1, y1:1, x2:1, y2:0,"
"stop:0 #002aff, stop:0.5 #00aeff, stop:1 #00e6fc); border-radius:1px; "
"color:#d0f2f5} "
"QPushButton:hover:!pressed {border:1px solid #f8878f;}"
"QPushButton:pressed {padding-left:6px;padding-top:6px;border:1px solid #f8878f;}")
btn4.clicked.connect(self.export_param)
btn5 = QPushButton("导出图像", self)
btn5.setFont(font)
btn5.setObjectName("pushButton")
btn5.setStyleSheet("QPushButton{background:qlineargradient(spread:reflect, x1:0, y1:1, x2:0, y2:0, "
"stop:0 #0a4a83, stop:0.5 #186e99, stop:1 #239cd8);"
"border:2px solid qlineargradient(spread:pad, x1:1, y1:1, x2:1, y2:0,"
"stop:0 #002aff, stop:0.5 #00aeff, stop:1 #00e6fc); border-radius:1px; "
"color:#d0f2f5} "
"QPushButton:hover:!pressed {border:1px solid #f8878f;}"
"QPushButton:pressed {padding-left:6px;padding-top:6px;border:1px solid #f8878f;}")
btn5.clicked.connect(self.visualize)
btn6 = QPushButton("导出持仓对比", self)
btn6.setFont(font)
btn6.setObjectName("pushButton")
btn6.setStyleSheet("QPushButton{background:qlineargradient(spread:reflect, x1:0, y1:1, x2:0, y2:0, "
"stop:0 #0a4a83, stop:0.5 #186e99, stop:1 #239cd8);"
"border:2px solid qlineargradient(spread:pad, x1:1, y1:1, x2:1, y2:0,"
"stop:0 #002aff, stop:0.5 #00aeff, stop:1 #00e6fc); border-radius:1px; "
"color:#d0f2f5} "
"QPushButton:hover:!pressed {border:1px solid #f8878f;}"
"QPushButton:pressed {padding-left:6px;padding-top:6px;border:1px solid #f8878f;}")
btn6.clicked.connect(self.audit)
btn7 = QPushButton("导出TmpValue", self)
btn7.setFont(font)
btn7.setObjectName("pushButton")
btn7.setStyleSheet("QPushButton{background:qlineargradient(spread:reflect, x1:0, y1:1, x2:0, y2:0, "
"stop:0 #0a4a83, stop:0.5 #186e99, stop:1 #239cd8);"
"border:2px solid qlineargradient(spread:pad, x1:1, y1:1, x2:1, y2:0,"
"stop:0 #002aff, stop:0.5 #00aeff, stop:1 #00e6fc); border-radius:1px; "
"color:#d0f2f5} "
"QPushButton:hover:!pressed {border:1px solid #f8878f;}"
"QPushButton:pressed {padding-left:6px;padding-top:6px;border:1px solid #f8878f;}")
btn7.clicked.connect(self.fixTmpValue)
btn8 = QPushButton("导出交易记录", self)
btn8.setFont(font)
btn8.setObjectName("pushButton")
btn8.setStyleSheet("QPushButton{background:qlineargradient(spread:reflect, x1:0, y1:1, x2:0, y2:0, "
"stop:0 #0a4a83, stop:0.5 #186e99, stop:1 #239cd8);"
"border:2px solid qlineargradient(spread:pad, x1:1, y1:1, x2:1, y2:0,"
"stop:0 #002aff, stop:0.5 #00aeff, stop:1 #00e6fc); border-radius:1px; "
"color:#d0f2f5} "
"QPushButton:hover:!pressed {border:1px solid #f8878f;}"
"QPushButton:pressed {padding-left:6px;padding-top:6px;border:1px solid #f8878f;}")
btn8.clicked.connect(self.fixTradeRecord)
btn9 = QPushButton("导出成交对比", self)
btn9.setFont(font)
btn9.setObjectName("pushButton")
btn9.setStyleSheet("QPushButton{background:qlineargradient(spread:reflect, x1:0, y1:1, x2:0, y2:0, "
"stop:0 #0a4a83, stop:0.5 #186e99, stop:1 #239cd8);"
"border:2px solid qlineargradient(spread:pad, x1:1, y1:1, x2:1, y2:0,"
"stop:0 #002aff, stop:0.5 #00aeff, stop:1 #00e6fc); border-radius:1px; "
"color:#d0f2f5} "
"QPushButton:hover:!pressed {border:1px solid #f8878f;}"
"QPushButton:pressed {padding-left:6px;padding-top:6px;border:1px solid #f8878f;}")
btn9.clicked.connect(self.export_trading_compare_table)
btn_check = QPushButton("工具箱", self)
btn_check.setFont(font)
btn_check.setObjectName("pushButton")
btn_check.setStyleSheet("QPushButton{background:qlineargradient(spread:reflect, x1:0, y1:1, x2:0, y2:0, "
"stop:0 #0a4a83, stop:0.5 #186e99, stop:1 #239cd8);"
"border:2px solid qlineargradient(spread:pad, x1:1, y1:1, x2:1, y2:0,"
"stop:0 #002aff, stop:0.5 #00aeff, stop:1 #00e6fc); border-radius:1px; "
"color:#d0f2f5} "
"QPushButton:hover:!pressed {border:1px solid #f8878f;}"
"QPushButton:pressed {padding-left:6px;padding-top:6px;border:1px solid #f8878f;}")
btn_check.clicked.connect(self.open_toolkit)
btn_up = QPushButton("上传参数表", self)
btn_up.setFont(font)
btn_up.setObjectName("pushButton")
btn_up.setStyleSheet("QPushButton{background:qlineargradient(spread:reflect, x1:0, y1:1, x2:0, y2:0, "
"stop:0 #0a4a83, stop:0.5 #186e99, stop:1 #239cd8);"
"border:2px solid qlineargradient(spread:pad, x1:1, y1:1, x2:1, y2:0,"
"stop:0 #002aff, stop:0.5 #00aeff, stop:1 #00e6fc); border-radius:1px; "
"color:#d0f2f5} "
"QPushButton:hover:!pressed {border:1px solid #f8878f;}"
"QPushButton:pressed {padding-left:6px;padding-top:6px;border:1px solid #f8878f;}")
btn_up.clicked.connect(self.upload_param)
btn_down = QPushButton("下载三大表", self)
btn_down.setFont(font)
btn_down.setObjectName("pushButton")
btn_down.setStyleSheet("QPushButton{background:qlineargradient(spread:reflect, x1:0, y1:1, x2:0, y2:0, "
"stop:0 #0a4a83, stop:0.5 #186e99, stop:1 #239cd8);"
"border:2px solid qlineargradient(spread:pad, x1:1, y1:1, x2:1, y2:0,"
"stop:0 #002aff, stop:0.5 #00aeff, stop:1 #00e6fc); border-radius:1px; "
"color:#d0f2f5} "
"QPushButton:hover:!pressed {border:1px solid #f8878f;}"
"QPushButton:pressed {padding-left:6px;padding-top:6px;border:1px solid #f8878f;}")
btn_down.clicked.connect(self.download_logs)
button_layout_line2.addWidget(btn4)
button_layout_line2.addWidget(btn7)
button_layout_line2.addWidget(btn8)
button_layout_line3.addWidget(btn5)
button_layout_line3.addWidget(btn6)
button_layout_line3.addWidget(btn9)
button_layout_line4.addWidget(btn_check)
button_layout_line4.addWidget(btn_up)
button_layout_line4.addWidget(btn_down)
# Table
table_layout = QtWidgets.QHBoxLayout()
table_layout.addWidget(self.table)
# Parameter table
self.param_layout.addWidget(self.param.view)
# Global setting
self.layout.addLayout(table_layout, 0, 0)
self.layout.addLayout(button_layout_line1, 1, 0)
self.layout.addLayout(button_layout_line2, 2, 0)
self.layout.addLayout(button_layout_line3, 3, 0)
self.layout.addLayout(button_layout_line4, 4, 0)
self.layout.addLayout(self.param_layout, 5, 0)
self.layout.setRowStretch(0, 0)
self.layout.setRowStretch(1, 0)
self.layout.setRowStretch(2, 0)
self.layout.setRowStretch(3, 0)
self.layout.setRowStretch(4, 0)
self.layout.setRowStretch(5, 6)
self.setGeometry(X_OFFSET, Y_OFFSET, width, height)
self.setWindowTitle('Arbitrager')
self.openDefaultFile()
self.show()
threading.Thread(target=self.planned_time_download).start()
# 收盘定时执行的任务放在这里
def planned_time_download(self):
if_quest = False
while True:
current_time = time.strftime("%H:%M", time.localtime())
print("当前时间：", current_time)
if not if_quest:
if current_time > "15:00" and current_time < "15:05":
try:
# 勾选全部账户
for i in range(self.table.rowCount()):
checkbox_widget = self.table.cellWidget(i, 0).findChild(type(QCheckBox()))
if checkbox_widget is not None:
checkbox_widget.setChecked(True)
print("@收盘自动下载日志文件")
self.download_logs()
# 反勾选全部账户
for i in range(self.table.rowCount()):
checkbox_widget = self.table.cellWidget(i, 0).findChild(type(QCheckBox()))
if checkbox_widget is not None:
checkbox_widget.setChecked(False)
except Exception as e:
print(traceback.format_exc())
if_quest = True
# 新的一天之后 重置if_quest
if current_time > "00:00" and current_time < "00:05" and if_quest:
if_quest = False
time.sleep(30)
@QtCore.pyqtSlot()
def openDefaultFile(self):
df = pd.read_excel('./info/account_info.xlsx', sheet_name="Sheet1")
for line in df.values.tolist():
self.addLine(line)
# Deprecated
@QtCore.pyqtSlot()
def open(self):
openfile_path = QFileDialog.getOpenFileName(self,'选择文件','','XLSX files(*.xlsx)')
for pair in pd.read_excel(openfile_path[0], sheet_name='Sheet1').values.tolist():
self.addLine(pair)
self.status.showMessage("账户配置导入完成")
# 未启用：SFTP传输模块
@QtCore.pyqtSlot()
def sftp_transfer(self):
openfile_path = QFileDialog.getOpenFileName(self,'选择文件','','XLSX files(*.xlsx)')
for pair in pd.read_excel(openfile_path[0], sheet_name='Sheet1').values.tolist():
self.addLine(pair)
self.status.showMessage("账户配置导入完成")
@QtCore.pyqtSlot()
def estimate_holding(self, dialog):
b = dialog.layout_breed_label
p = dialog.layout_breed_price
v = dialog.layout_breed_vol
holding_dict = {}
sum = 0
for i in range(b.count()):
breed = b.itemAt(i).widget().text()
price = p.itemAt(i).widget().text()
volume = v.itemAt(i).widget().text()
secure = const.secury_deposit_d1_dict[breed]
multiple = const.multiple_dict[breed]
value = float(price) * int(volume) * float(secure) * int(multiple)
holding_dict[breed] = value
sum += value
txt = "总仓: " + str(round(sum)) + '\n'
for key, values in holding_dict.items():
if values > 0:
line = key + " " + str(round(values)) + '\n'
txt += line
QMessageBox.information(self, "持仓估算完成", txt)
@QtCore.pyqtSlot()
def update_inbuffer(self):
current_content = []
for i in range(self.table.rowCount(), 0, -1):
temp = [self.table.item(i-1,j).text() for j in range(1, self.table.columnCount())]
current_content.insert(0, temp)
self.in_buffer = current_content
@QtCore.pyqtSlot()
def addLine(self, line:list):
row = self.table.rowCount()
self.table.setRowCount(row + 1)
ckBox = QCheckBox()
h = QHBoxLayout()
h.setAlignment(Qt.AlignCenter)
h.addWidget(ckBox)
w = QWidget()
w.setLayout(h)
self.table.setCellWidget(row,0,w)
for i in range(len(line)):
self.table.setItem(row,i+1,QTableWidgetItem(str(line[i])))
self.update_inbuffer()
# 添加账户的对话框
@QtCore.pyqtSlot()
def add_dialog(self, dialog):
print("Add ",type(dialog.accepted))
id = dialog.id.text()
describe = dialog.describe.text()
status = dialog.status.text()
account = dialog.account.text()
region_budget = dialog.region_budget.text()
boundary_budget = dialog.boundary_budget.text()
is_cffex = dialog.is_cffex.text()
is_back = dialog.is_back.text()
is_boundary_3 = dialog.is_boundary_3.text()
is_boundary_4 = dialog.is_boundary_4.text()
self.addLine([id, describe, status, account, region_budget, boundary_budget, is_cffex, is_back, is_boundary_3, is_boundary_4])
self.table.scrollToBottom()
self.status.showMessage("添加账户:"+ str(id))
# 以下为更新参数表模块
@QtCore.pyqtSlot()
def open_toolkit(self):
self.toolkit = toolKit()
self.toolkit.show()
self.toolkit.refresh_signal.connect(lambda flag: self.refresh(flag))
@QtCore.pyqtSlot()
def update_progressbar(self, progressbar, value):
progressbar.setValue(value)
@QtCore.pyqtSlot()
def run_predict_info(self, region_info, end_date, end_section, q, step, ratio, flag, cache_path, progressbar):
result = calculate_parameter.predict_info(region_info, end_date, end_section, q, step, ratio, flag, cache_path)
progressbar.setValue(100)
return result
@QtCore.pyqtSlot()
def upload_param(self):
error_log = [["Account", "Link", "From", "To", "Status"]]
config_file_lst = []
acc_name_lst = []
log_queue = queue.Queue()
def process_config_upload(config):
logger = flink.pull_from_UI_to_cloud(config)
print("if log_info transmitted from flink:", logger)
log_queue.put(logger)
print("queue put")
logger = flink.pull_from_UI_to_market(config)
log_queue.put(logger)
print("queue put")
def param_upload_thread():
threads = []
for config in config_file_lst:
thread = threading.Thread(target=process_config_upload, args=(config,))
thread.start()
threads.append(thread)
for thread in threads:
thread.join()
# 调用函数来运行多线程
try:
for i in range(self.table.rowCount(), 0, -1):
if self.table.cellWidget(i-1, 0).findChild(type(QCheckBox())).isChecked():
acc_name = self.table.item(i-1,1).text()
for config in os.listdir(os.path.join(const.ROOT_PATH, "sftp_configs")):
if acc_name == config.split(".")[0]:
config_file_lst.append(config)
acc_name_lst.append(acc_name)
# 添加一个弹窗，在上传前确认是否上传
upload_check = QMessageBox()
upload_check.setIcon(QMessageBox.Question)
dialog_str = "是否确认上传当前参数表至：\n"
for acc in acc_name_lst:
dialog_str += acc + '\n'
dialog_str += "1.[手动用Excel修改后请确认Ctrl+R重载成功后再上传]\n"
dialog_str += "2.[使用UI修改后请确认Ctrl+S保存成功后再上传]"
upload_check.setText(dialog_str)
upload_check.setWindowTitle("提示")
upload_check.setStandardButtons(QMessageBox.Ok | QMessageBox.Cancel)
# 处理消息框的返回值
returnValue = upload_check.exec_()
if returnValue == QMessageBox.Ok:
# 用户点击了确定按钮，执行connect函数
param_upload_thread()
print("queue chek:", log_queue.empty())
while not log_queue.empty():
logger = log_queue.get()
for log in logger:
error_log.append(log)
self.pretty_table = visualize.show_message_box(error_log)
self.pretty_table.exec_()
else:
# 用户点击了取消按钮，不执行任何操作
return
except Exception as e:
print(traceback.format_exc())
@QtCore.pyqtSlot()
def download_logs(self):
error_log = [["Account", "Link", "From", "To", "Status"]]
config_file_lst = []
def process_config_download(config):
# 下载后再添加一道工序转发到公盘
config_path = os.path.join(const.ROOT_PATH, "sftp_configs", config)
if json.load(open(config_path))["marketServer"]["host"] == "localhost":
print("从交易服务器获取账户{}日志文件中..".format(config))
logger = flink.request_from_trading_to_market(config_path)
# 回传给云服务器的过程由自带的monitor完成
for log in logger:
error_log.append(log)
try:
filename = os.path.basename(log[3])
acc = os.path.basename(os.path.dirname(log[3]))
file_type = os.path.basename(os.path.dirname(os.path.dirname(log[3])))
z_path = os.path.join(const.Z_PATH, file_type, acc, filename)
# 确认Z盘中路径是否存在
if not os.path.exists(os.path.dirname(z_path)):
os.makedirs(os.path.dirname(z_path))
copy_paste.copy_file(log[3], z_path)
except Exception as e:
with open(os.path.join(const.ROOT_PATH, "error_log.txt"), "a+") as f:
err_file.write(datetime.datetime.now().strftime('%Y-%m-%d %H:%M:%S') + '\n')
err_file.write(traceback.format_exc() + '\n')
else:
print("从云服务器获取账户{}日志文件中..".format(config))
logger = flink.request_from_cloud_to_UI(config_path)
for log in logger:
error_log.append(log)
try:
filename = os.path.basename(log[3])
acc = os.path.basename(os.path.dirname(log[3]))
file_type = os.path.basename(os.path.dirname(os.path.dirname(log[3])))
z_path = os.path.join(const.Z_PATH, file_type, acc, filename)
# 确认Z盘中路径是否存在
if not os.path.exists(os.path.dirname(z_path)):
os.makedirs(os.path.dirname(z_path))
copy_paste.copy_file(log[3], z_path)
except Exception as e:
with open(os.path.join(const.ROOT_PATH, "error_log.txt"), "a+") as f:
err_file.write(datetime.datetime.now().strftime('%Y-%m-%d %H:%M:%S') + '\n')
err_file.write(traceback.format_exc() + '\n')
def param_download_thread():
threads = []
for config in config_file_lst:
thread = threading.Thread(target=process_config_download, args=(config,))
thread.start()
threads.append(thread)
for thread in threads:
thread.join()
# 经过完善后仅对勾选账户执行
for i in range(self.table.rowCount(), 0, -1):
if self.table.cellWidget(i-1, 0).findChild(type(QCheckBox())).isChecked():
try:
acc_name = self.table.item(i-1,1).text()
for config in os.listdir(os.path.join(const.ROOT_PATH, "sftp_configs")):
if acc_name == config.split(".")[0]:
config_file_lst.append(config)
except Exception as e:
print(traceback.format_exc())
continue
param_download_thread()
print(error_log)
self.pretty_table = visualize.show_message_box(error_log)
self.pretty_table.exec_()
@QtCore.pyqtSlot()
def start_prediction(self, region_info, end_date, end_section, q, step, ratio, flag, cache_path, progressbar):
with concurrent.futures.ThreadPoolExecutor() as executor:
future = executor.submit(self.run_predict_info, region_info, end_date, end_section, q, step, ratio, flag, cache_path, progressbar)
while not future.done():
# update progress bar in main thread
self.update_progressbar(progressbar, int(future.running() / len(region_info) * 100))
QtWidgets.QApplication.processEvents() # 允许 GUI 线程响应事件
result = future.result()
return result
@QtCore.pyqtSlot()
def get_param(self, dialog):
end_date = int(dialog.end_date.text())
section = int(dialog.section.text())
q = float(dialog.q.text())
step = int(dialog.step.text())
ratio = float(dialog.ticklock_ratio.text())
# 总是读取最新的region_info.xlsx
region_df = pd.read_excel('./info/region_info.xlsx', sheet_name="Sheet1")
pairs = region_df['pairs_id']
end_date, section = date_section_modification.from_predict(end_date, section)
self.status.showMessage("开始预测")
for i in range(self.table.rowCount(), 0, -1):
if self.table.cellWidget(i-1, 0).findChild(type(QCheckBox())).isChecked():
acc_info = [self.table.item(i-1,j).text() for j in range(1, self.table.columnCount())]
acc_name = acc_info[0]
region_coef = float(acc_info[4])
boundary_coef = float(acc_info[5])
cffex_flag = bool(int(acc_info[6]))
back_flag = bool(int(acc_info[7]))
boundary_3_flag = bool(int(acc_info[8]))
boundary_4_flag = bool(int(acc_info[9]))
# 查看是否已经缓存
flag, filename = cache_management.check_cache(acc_name, end_date, section, pairs, (q, step, ratio))
####### 加个进度条
progressbar = QtWidgets.QProgressBar(self)
progressbar.setGeometry(10, 10, 200, 20)
progressbar.setMinimum(0)
progressbar.setMaximum(100)
progressbar.show()
info_df = self.start_prediction(region_df, end_date, section, q, step, ratio, flag, filename, progressbar)
progressbar.close()
info_df = transform(info_df)
# 根据各账户系数/flag修改值
info_df['boundary_unit_num'] = info_df['boundary_unit_num'].apply(lambda x: round(int(x) * boundary_coef + 0.01))
info_df['region_unit_num'] = info_df['region_unit_num'].apply(lambda x: round(int(x) * region_coef + 0.01))
cache_management.cache_param(acc_name, info_df, end_date, section, (q, step, ratio))
# is_cffex, is_back
if not boundary_3_flag:
info_df['up_boundary_3'] = "99999"
info_df['down_boundary_3'] = "-99999"
if not boundary_4_flag:
info_df['up_boundary_4'] = "99999"
info_df['down_boundary_4'] = "-99999"
if not back_flag:
info_df[['up_boundary_4', 'up_boundary_3', 'up_boundary_2', 'up_boundary_1']] = "99999"
if not cffex_flag:
info_df = info_df[(info_df['kind']!="IF") & (info_df['kind']!="IC") & (info_df['kind']!="IM") & (info_df['kind']!="IH")]
self.param.fill_para_table(info_df)
print("账号：", acc_name)
cache_management.save_param(acc_name, info_df)
self.status.showMessage("区界信息已生成")
@QtCore.pyqtSlot()
def visualization(self, dialog):
date = int(dialog.date.text())
back_period = int(dialog.back_period.text())
self.status.showMessage("开始生成图像")
self.status.showMessage("绘制成交量切分套利图...")
visualize.plot_volume_split()
self.status.showMessage("成交量切分套利图生成完成（barplot目录）")
self.status.showMessage("绘制品种连续合约套利图...")
visualize.plot_continuous_contract()
self.status.showMessage("品种连续合约套利图生成完成（barplot目录）")
self.status.showMessage("绘制固定套利对时序分析图...")
visualize.plot_time_series(date=date, back_period=back_period)
self.status.showMessage("固定套利对时序分析图生成完成（barplot目录）")
@QtCore.pyqtSlot()
def export_param(self):
dialog = addBoundDialog()
dialog.accepted.connect(lambda: self.get_param(dialog))
dialog.exec()
@QtCore.pyqtSlot()
def visualize(self):
dialog = visualDialog()
dialog.accepted.connect(lambda: self.visualization(dialog))
dialog.exec()
@QtCore.pyqtSlot()
def update_base_info(self):
# 参数计算模块
pass
QMessageBox.information(self, "计算完成", "BASE参数表更新完成")
@QtCore.pyqtSlot()
# 使UI主界面参数表与存储的参数表同步
def refresh(self, flag):
start = time.time()
if flag:
self.param.update()
self.param_layout = QtWidgets.QHBoxLayout()
self.layout.addLayout(self.param_layout, 5, 0)
self.param_layout.addWidget(self.param.view)
print("刷新完成，耗时：", time.time() - start)
QMessageBox.information(self, "刷新完成", "BASE参数表更新完成")
@QtCore.pyqtSlot()
def add(self):
dialog = addAccDialog()
dialog.accepted.connect(lambda: self.add_dialog(dialog))
dialog.exec()
@QtCore.pyqtSlot()
def delete_user(self):
for i in range(self.table.rowCount(), 0, -1):
if self.table.cellWidget(i-1, 0).findChild(type(QCheckBox())).isChecked():
temp = [self.table.item(i-1,j).text() for j in range(1, self.table.columnCount())]
self.table.removeRow(i-1)
if temp not in self.edit_buffer:
self.edit_buffer.append(temp)
self.update_inbuffer()
self.status.showMessage("已删除勾选套利对")
@QtCore.pyqtSlot()
def delete_param(self):
param_df = self.param.model._data
delete_line = param_df[param_df['CheckBox'] == True]
delete_line = delete_line.loc[:, ~param_df.columns.isin(['CheckBox', 'BarPlot'])]
print(delete_line)
self.param_edit_buffer = pd.concat([self.param_edit_buffer, delete_line])
keep_line = param_df[param_df['CheckBox'] == False]
keep_line = keep_line.loc[:, ~param_df.columns.isin(['CheckBox', 'BarPlot'])]
keep_line.to_csv(os.path.join(const.PARAM_PATH, 'BASE', 'params.csv'))
self.refresh(True)
@QtCore.pyqtSlot()
def undo_delete_param(self):
param_df = self.param.model._data
param_df = param_df.loc[:, ~param_df.columns.isin(['CheckBox', 'BarPlot'])]
param_df = pd.concat([param_df, self.param_edit_buffer])
param_df.to_csv(os.path.join(const.PARAM_PATH, 'BASE', 'params.csv'))
self.refresh(True)
@QtCore.pyqtSlot()
def move_row_down(self):
for i in range(self.table.rowCount()-1, 0, -1):
if self.table.cellWidget(i-1, 0).findChild(type(QCheckBox())).isChecked():
current_item = [self.table.item(i, column).clone() for column in range(1, self.table.columnCount())]
for column in range(1, self.table.columnCount()):
self.table.setItem(i, column, self.table.item(i-1, column).clone())
self.table.setItem(i-1, column, current_item[column-1])
self.table.cellWidget(i-1, 0).findChild(type(QCheckBox())).setChecked(False)
self.table.cellWidget(i, 0).findChild(type(QCheckBox())).setChecked(True)
@QtCore.pyqtSlot()
def move_row_up(self):
for i in range(self.table.rowCount()-1, 0, -1):
if self.table.cellWidget(i, 0).findChild(type(QCheckBox())).isChecked():
current_item = [self.table.item(i, column).clone() for column in range(1, self.table.columnCount())]
for column in range(1, self.table.columnCount()):
self.table.setItem(i, column, self.table.item(i-1, column).clone())
self.table.setItem(i-1, column, current_item[column-1])
self.table.cellWidget(i, 0).findChild(type(QCheckBox())).setChecked(False)
self.table.cellWidget(i-1, 0).findChild(type(QCheckBox())).setChecked(True)
@QtCore.pyqtSlot()
def undo(self):
for undo_item in self.edit_buffer:
self.addLine(undo_item)
self.edit_buffer = []
self.status.showMessage("已恢复被删除的套利对")
@QtCore.pyqtSlot()
def update_check_all_state(self):
all_checked = True
# 更新全选复选框的状态以反映所有行的复选框的状态
for row in range(self.table.rowCount()):
item = self.table.cellWidget(row, 0).findChild(type(QCheckBox()))
if item is not None:
if item.isChecked() == False:
all_checked = False
break
if all_checked:
# 全关
for row in range(self.table.rowCount()):
item = self.table.cellWidget(row, 0).findChild(type(QCheckBox()))
if item is not None:
item.setChecked(False)
else:
for row in range(self.table.rowCount()):
item = self.table.cellWidget(row, 0).findChild(type(QCheckBox()))
if item is not None:
item.setChecked(True)
@QtCore.pyqtSlot()
def set_editable(self):
if self.editable == True:
self.table.setEditTriggers(QAbstractItemView.NoEditTriggers)
self.status.showMessage("禁用编辑功能,不再修改账户表")
self.editable = False
else:
self.table.setEditTriggers(QAbstractItemView.AllEditTriggers)
self.status.showMessage("开启编辑功能,可修改账户表")
self.editable = True
@QtCore.pyqtSlot()
def ignore(self):
self.ignore_dialog.exec_()
@QtCore.pyqtSlot()
def save(self):
self.update_inbuffer()
df = pd.DataFrame(self.in_buffer, columns=self.table.columns[1:])
df.to_excel(os.path.join(const.INFO_PATH, "account_info.xlsx"), index=False, sheet_name='Sheet1')
param_df = self.param.model._data
param_df = param_df.loc[:, ~param_df.columns.isin(['CheckBox', 'BarPlot'])]
region_info, boundary_info, suffix_info = transform.param_split(param_df)
param_df.to_csv(os.path.join(const.PARAM_PATH, 'BASE', 'params.csv'))
# 再从基表分发给各个账户表
acc_lst = ""
ignore_df = pd.read_excel(os.path.join(const.INFO_PATH, "ignore_info.xlsx"), sheet_name='Sheet1', index_col=0)
for acc in self.in_buffer:
id = acc[0]
region_budget = float(acc[4])
boundary_budget = float(acc[5])
acc_param_df = param_df.copy()
# 添加ignorePairs步骤，去掉ignore表中不交易的标的
ignore_pairs = ignore_df.loc[:, id]
ignore_pairs = ignore_pairs[ignore_pairs == True].index.tolist()
# 从param_df中去掉ignore_df中对应账户下ignore_df值为True的标的
acc_param_df = acc_param_df.loc[~acc_param_df.index.isin(ignore_pairs), :]
acc_param_df['max_position'] = acc_param_df.apply(lambda x: int(round(float(x['max_position']) * float(region_budget),0)), axis=1)
acc_param_df['min_position'] = acc_param_df.apply(lambda x: int(round(float(x['min_position']) * float(region_budget),0)), axis=1)
acc_param_df['region_unit_num'] = acc_param_df.apply(lambda x: int(round(float(x['region_unit_num']) * float(region_budget),0)), axis=1)
acc_param_df['boundary_unit_num'] = acc_param_df.apply(lambda x: int(round(float(x['boundary_unit_num']) * float(boundary_budget),0)), axis=1)
acc_param_dir = os.path.join(const.PARAM_PATH, id)
if not os.path.exists(acc_param_dir):
os.mkdir(acc_param_dir)
acc_param_df.to_csv(os.path.join(const.PARAM_PATH, id, 'params.csv'))
print("已分发参数表：", id)
acc_lst += id + '\n'
QMessageBox.information(self, "参数表保存分发成功", "包含以下用户: \n" + acc_lst)
self.status.showMessage("账户参数表保存并分发成功")
@QtCore.pyqtSlot()
def audit(self):
acc_lst = []
for i in range(self.table.rowCount(), 0, -1):
if self.table.cellWidget(i-1, 0).findChild(type(QCheckBox())).isChecked():
acc_info = [self.table.item(i-1,j).text() for j in range(1, self.table.columnCount())]
acc_name = acc_info[0]
acc_lst.append(acc_name)
try:
res = compare.export_holdings_compare(acc_lst)
res_trade_export = res.copy()
dialog = QDialog()
model = pandasModel(res, checkbox_flag=False)
view = TableView(model)
layout = QVBoxLayout()
layout.addWidget(view)
dialog.setLayout(layout)
dialog.setWindowTitle("持仓对比")
dialog.exec_()
# 导出对比文件
res_trade_export.to_csv(os.path.join(ROOT_PATH, "holding_compare", str(datetime.date.today()) + '_holding_compare.csv'))
QMessageBox.information(self, "导出持仓对比完成", "持仓对比结果存储在hold_compare目录下")
except FileNotFoundError as e1:
print(e1)
QMessageBox.information(self, "读取持仓失败--" + acc_name, "TmpValue文件未生成在对应账户目录")
except PermissionError as e2:
print(e2)
QMessageBox.information(self, "导出持仓对比失败", "持仓对比结果文件已打开，阻碍写入")
@QtCore.pyqtSlot()
def export_trading_compare_table(self):
acc_lst = []
for i in range(self.table.rowCount(), 0, -1):
if self.table.cellWidget(i-1, 0).findChild(type(QCheckBox())).isChecked():
acc_info = [self.table.item(i-1,j).text() for j in range(1, self.table.columnCount())]
acc_name = acc_info[0]
acc_lst.append(acc_name)
try:
res = compare.export_trading_compare(acc_lst)
res_hold_export = res.copy()
dialog = QDialog()
model = pandasModel(res, checkbox_flag=False)
view = TableView(model)
# 导出对比文件
res_hold_export.to_csv(os.path.join(ROOT_PATH, "trading_compare", str(datetime.date.today()) + '_day_compare.csv'), encoding='GBK')
layout = QVBoxLayout()
layout.addWidget(view)
dialog.setLayout(layout)
dialog.setWindowTitle("日成交对比")
dialog.exec_()
QMessageBox.information(self, "导出持仓对比完成", "持仓对比结果存储在day_compare目录下")
except FileNotFoundError as e1:
print(e1)
QMessageBox.information(self, "读取日成交失败--" + acc_name, "TmpValue文件未生成在对应账户目录")
except PermissionError as e2:
print(e2)
QMessageBox.information(self, "导出日成交对比失败", "持仓对比结果文件已打开，阻碍写入")
# 导出TmpValue
@QtCore.pyqtSlot()
def fixTmpValue(self):
progress = QProgressBar()
# 设置进度条大小
progress_width = 600
progress_height = 50
progress.setGeometry(0, 0, progress_width, progress_height)
# 计算进度条位置并设置
desktop = QDesktopWidget().screenGeometry()
x = (desktop.width() - progress_width) / 2
y = (desktop.height() - progress_height) / 2
progress.move(int(x), int(y))
progress.setAlignment(Qt.AlignCenter)
progress.setWindowTitle('导出TmpValue中...')
progress.show()
counter = 0
for i in range(self.table.rowCount(), 0, -1):
if self.table.cellWidget(i-1, 0).findChild(type(QCheckBox())).isChecked():
counter += 1
progress.setMaximum(counter)
pb_counter = 0
for i in range(self.table.rowCount(), 0, -1):
if self.table.cellWidget(i-1, 0).findChild(type(QCheckBox())).isChecked():
counter += 1
progress.setValue(pb_counter)
QtWidgets.QApplication.processEvents()
pb_counter += 1
acc_info = [self.table.item(i-1,j).text() for j in range(1, self.table.columnCount())]
acc_name = acc_info[0]
try:
gap = report_to_tmpvalue.to_tmpvalue(acc_name).reset_index()
if len(gap) > 0:
gap_info = "{异常}\n以下持仓未进入TmpValue："
for k in range(len(gap)):
gap_info += '\n' + str(gap.iloc[k]['code']) + " || " + str(gap.iloc[k]['gap'])
print(gap_info)
QMessageBox.information(self, "导出完成--" + acc_name, gap_info)
except FileNotFoundError as e1:
print(e1)
QMessageBox.information(self, "导出失败--" + acc_name, "TmpValue导出失败,report, params文件未放置在对应账户目录")
except PermissionError as e2:
print(e2)
QMessageBox.information(self, "导出失败--" + acc_name, "TmpValue导出失败,生成文件已打开，阻碍写入")
QMessageBox.information(self, "导出完成", "TmpValue全部导出完成(TmpValue目录)")
# 导出成交记录Sorted
@QtCore.pyqtSlot()
def fixTradeRecord(self):
try:
progress = QProgressBar()
# 设置进度条大小
progress_width = 600
progress_height = 50
progress.setGeometry(0, 0, progress_width, progress_height)
# 计算进度条位置并设置
desktop = QDesktopWidget().screenGeometry()
x = (desktop.width() - progress_width) / 2
y = (desktop.height() - progress_height) / 2
progress.move(int(x), int(y))
progress.setAlignment(Qt.AlignCenter)
progress.setWindowTitle('解析成交记录中...')
progress.show()
counter = 0
for i in range(self.table.rowCount(), 0, -1):
if self.table.cellWidget(i-1, 0).findChild(type(QCheckBox())).isChecked():