GUI_QuantTradeSys.py

# !/usr/bin/python
# -*- coding:utf-8 -*-
"""
界面交互：按键事件、切换页面等
"""
import wx

from wx.adv import DatePickerCtrl, DP_DROPDOWN, DP_SHOWCENTURY, DP_ALLOWNONE

import numpy as np

import matplotlib.pyplot as plt

import datetime


from project.RedefPanelMod import MPL_Panel_Base, Loop_Panel_Base
from project.StockDataMod import GetStockDatPro, format_code_name
from project.IndicatStarteMod import Excave_Indic_Base, QuantPickTimeSys

plt.rcParams['font.sans-serif'] = ['SimHei']  # 用来正常显示中文标签
plt.rcParams['axes.unicode_minus'] = False  # 用来正常显示负号



class Frame(wx.Frame):
    def __init__(self):
        wx.Frame.__init__(self, parent=None, title='量化软件', size=(1100, 700))
        # 创建显示区面板
        self.DispPanel = MPL_Panel_Base(self)  # 展示
        self.BackPanel = Loop_Panel_Base(self)  # 回测
        self.am = self.DispPanel.am
        self.vol = self.DispPanel.vol
        self.devol = self.DispPanel.devol
        self.macd = self.DispPanel.macd

        # 创建参数区面板
        self.ParaPanel = wx.Panel(self, -1)

        paraInput_Box = wx.StaticBox(self.ParaPanel, -1, '参数输入')
        paraInput_Sizer = wx.StaticBoxSizer(paraInput_Box, wx.VERTICAL)
        self.StNameCodedict = {"开山股份": "300257", "浙大网新": "600797", "水晶光电": "002273", "高鸿股份": "000851"}

        # 初始化股票代码变量
        self.stockName_Val = "开山股份"
        self.stockCode_Val = self.StNameCodedict[self.stockName_Val]

        self.stockName_CMBO = wx.ComboBox(self.ParaPanel, -1, self.stockName_Val,
                                          choices=list(self.StNameCodedict.keys()),
                                          style=wx.CB_READONLY | wx.CB_DROPDOWN)  # 股票名称
        stockCode_Text = wx.StaticText(self.ParaPanel, -1, '股票名称')

        # 策略选取
        strate_Text = wx.StaticText(self.ParaPanel, -1, '策略名称')
        strate_Combo_Val = ["双趋势融合", "待添加策略"]  # 策略
        self.pickstrate_Val = "双趋势融合"
        self.pickstrate_CMBO = wx.ComboBox(self.ParaPanel, -1, self.pickstrate_Val, choices=strate_Combo_Val,
                                           style=wx.CB_READONLY | wx.CB_DROPDOWN)  # 策略名称

        # 日历控件选择数据周期
        self.dpcEndTime = DatePickerCtrl(self.ParaPanel, -1, style=DP_DROPDOWN | DP_SHOWCENTURY | DP_ALLOWNONE)  # 结束时间
        self.dpcStartTime = DatePickerCtrl(self.ParaPanel, -1, style=DP_DROPDOWN | DP_SHOWCENTURY | DP_ALLOWNONE)  # 起始时间
        DateTimeNow = wx.DateTime.Now()  # wx.DateTime格式"03/03/18 00:00:00"
        self.dpcEndTime.SetValue(DateTimeNow)
        DateTimeNow.SetYear(DateTimeNow.year - 1)
        self.dpcStartTime.SetValue(DateTimeNow)
        stockData_Text = wx.StaticText(self.ParaPanel, -1, '日期(Start-End)')

        # 初始化时间变量
        # print('start----------')
        dateVal = self.dpcStartTime.GetValue()
        # print("dateVal ---> ", dateVal)
        # print("dateVal.year ----->", dateVal.year)
        # print("dateVal.month ---->", dateVal.month)
        # print("dateVal.day ----->", dateVal.day)
        self.stockSdate_Val = datetime.datetime(dateVal.year, dateVal.month + 1, dateVal.day)
        # print('self.stockSdate_Val----->', self.stockSdate_Val)
        dateVal = self.dpcEndTime.GetValue()
        # print("dateVal ---> ", dateVal)
        self.stockEdate_Val = datetime.datetime(dateVal.year, dateVal.month + 1, dateVal.day)
        # print('self.stockEdate_Val ------>', self.stockEdate_Val)
        # print('end----------')




        paraInput_Sizer.Add(stockCode_Text, proportion=0, flag=wx.EXPAND | wx.ALL, border=2)
        paraInput_Sizer.Add(self.stockName_CMBO, 0, wx.EXPAND | wx.ALL | wx.CENTER, 2)
        paraInput_Sizer.Add(stockData_Text, proportion=0, flag=wx.EXPAND | wx.ALL, border=2)
        paraInput_Sizer.Add(self.dpcStartTime, 0, wx.EXPAND | wx.ALL | wx.CENTER, 2)
        paraInput_Sizer.Add(self.dpcEndTime, 0, wx.EXPAND | wx.ALL | wx.CENTER, 2)
        paraInput_Sizer.Add(strate_Text, 0, wx.EXPAND | wx.ALL | wx.CENTER, 2)
        paraInput_Sizer.Add(self.pickstrate_CMBO, 0, wx.EXPAND | wx.ALL | wx.CENTER, 2)

        RadioList = ["不显示", "跳空缺口", "金叉/死叉", "N日突破"]
        self.StratInputBox = wx.RadioBox(self.ParaPanel, -1, label='指标提示', choices=RadioList, majorDimension=4,
                                         style=wx.RA_SPECIFY_ROWS)
        self.StratInputBox.Bind(wx.EVT_RADIOBOX, self.OnRadioBox_Indicator)

        # 初始化指标变量
        self.IndicatInput_Val = self.StratInputBox.GetStringSelection()

        self.TextAInput = wx.TextCtrl(self.ParaPanel, -1, "交易信息提示:", size=(180, 200),style=wx.TE_MULTILINE | wx.TE_READONLY)  # 多行|只读

        vboxnetA = wx.BoxSizer(wx.VERTICAL)  # 纵向box
        vboxnetA.Add(paraInput_Sizer, proportion=0, flag=wx.EXPAND | wx.BOTTOM, border=2)  # proportion参数控制容器尺寸比例
        vboxnetA.Add(self.StratInputBox, proportion=0, flag=wx.EXPAND | wx.BOTTOM, border=2)
        vboxnetA.Add(self.TextAInput, proportion=1, flag=wx.EXPAND | wx.ALL, border=2)
        self.ParaPanel.SetSizer(vboxnetA)

        # 创建Right面板
        self.CtrlPanel = wx.Panel(self, -1)
        # 创建FlexGridSizer布局网格
        self.FlexGridSizer = wx.FlexGridSizer(rows=3, cols=1, vgap=3, hgap=3)

        # 行情按钮
        self.Firmoffer = wx.Button(self.CtrlPanel, -1, "行情")
        self.Firmoffer.Bind(wx.EVT_BUTTON, self.FirmEvent)  # 绑定行情按钮事件

        # 回测按钮
        self.Backtrace = wx.Button(self.CtrlPanel, -1, "回测")
        self.Backtrace.Bind(wx.EVT_BUTTON, self.BackEvent)  # 绑定回测按钮事件

        # 选股按钮
        self.Stockpick = wx.Button(self.CtrlPanel, -1, "选股")
        self.Stockpick.Bind(wx.EVT_BUTTON, self.PstockpEvent)  # 绑定选股按钮事件

        # 加入Sizer中
        self.FlexGridSizer.Add(self.Firmoffer, proportion=1, border=5, flag=wx.ALL | wx.EXPAND)
        self.FlexGridSizer.Add(self.Backtrace, proportion=1, border=5, flag=wx.ALL | wx.EXPAND)
        self.FlexGridSizer.Add(self.Stockpick, proportion=1, border=5, flag=wx.ALL | wx.EXPAND)
        self.FlexGridSizer.SetFlexibleDirection(wx.BOTH)

        self.CtrlPanel.SetSizer(self.FlexGridSizer)

        self.HBoxPanel = wx.BoxSizer()
        self.HBoxPanel.Add(self.ParaPanel, proportion=1.5, border=2, flag=wx.EXPAND | wx.ALL)
        self.HBoxPanel.Add(self.DispPanel, proportion=8, border=2, flag=wx.EXPAND | wx.ALL)
        self.HBoxPanel.Add(self.CtrlPanel, proportion=1, border=2, flag=wx.EXPAND | wx.ALL)
        self.SetSizer(self.HBoxPanel)

        self.Centre()

    def ProcessStock(self):
        # df_stockload = web.DataReader("600797.SS", "yahoo", datetime.datetime(2017,1,1), datetime.date.today())
        df_stockload = GetStockDatPro(self.stockCode_Val, self.stockSdate_Val, self.stockEdate_Val)

        """ 绘制移动平均线图 """
        # self.am.plot(self.numic[0:self.butNum],self.close[0:self.butNum],'#0f0ff0',linewidth=1.0)

        dispCont_List = []

        examp_trade = Excave_Indic_Base()
        if self.IndicatInput_Val == "金叉/死叉":
            dispCont_pd, dispCont_List = examp_trade.plot_Aver_Cross(df_stockload)
            self.DispPanel.draw_avercross(df_stockload, dispCont_pd)
        elif self.IndicatInput_Val == "跳空缺口":
            dispCont_pd, dispCont_List = examp_trade.plot_Jump_Thrd(df_stockload)
            self.DispPanel.draw_jumpgap(df_stockload, dispCont_pd)
        elif self.IndicatInput_Val == "N日突破":
            dispCont_pd, dispCont_List = examp_trade.plot_Ndays_Break(df_stockload)
            self.DispPanel.draw_ndaysbreak(df_stockload, dispCont_pd)
        else:
            dispCont_List = dispCont_List

        self.TextAInput.SetValue("指标提示信息如下:" + '\n')
        for i in dispCont_List: self.TextAInput.AppendText(i)

        numic = np.arange(0, len(df_stockload.index))
        butNum = len(df_stockload.index)
        self.DispPanel.xylabel_tick_lim(self.stockName_Val, df_stockload.index)
        self.DispPanel.draw_subgraph(df_stockload, numic)

    def ProcessLoop(self):

        df_stockload = GetStockDatPro(self.stockCode_Val, self.stockSdate_Val, self.stockEdate_Val)
        dispCont_List = []
        if self.pickstrate_Val == "双趋势融合":
            # 多趋势融合策略执行 """
            examp_trade = QuantPickTimeSys(df_stockload)
            dispCont_List = examp_trade.run_factor_plot(self.BackPanel.trade, self.BackPanel.total,
                                                        self.BackPanel.profit)
        else:

            # 执行其他策略
            # 扩展其他策略

            pass

        self.TextAInput.SetValue(u"策略提示信息如下:" + '\n')
        for i in dispCont_List: self.TextAInput.AppendText(i)
        self.BackPanel.xylabel_tick_lim(self.stockName_Val)

    def reFlashLoop(self):
        self.BackPanel.clear_subgraph()  # 必须清理图形才能显示下一幅图
        self.ProcessLoop()
        self.BackPanel.update_subgraph()  # 必须刷新才能显示下一幅图

    def reFlashFrame(self):
        self.DispPanel.clear_subgraph()  # 必须清理图形才能显示下一幅图
        self.ProcessStock()
        self.DispPanel.update_subgraph()  # 必须刷新才能显示下一幅图

    def FirmEvent(self, event):
        # 显示行情面板
        self.HBoxPanel.Hide(self.BackPanel)
        self.HBoxPanel.Replace(self.BackPanel, self.DispPanel)
        self.HBoxPanel.Show(self.DispPanel)
        # self.HBoxPanel.Remove(self.BackPanel)
        self.SetSizer(self.HBoxPanel)
        self.HBoxPanel.Layout()

        # 获取列表股票代码和起始时间
        self.stockName_Val = self.stockName_CMBO.GetString(self.stockName_CMBO.GetSelection())
        self.stockCode_Val = self.StNameCodedict[self.stockName_Val]

        dateVal = self.dpcStartTime.GetValue()
        # print('------------')
        # print('dateVal:', dateVal, type(dateVal))
        # print('dateVal.Year:', dateVal.Year, type(dateVal.Year))
        self.stockSdate_Val = datetime.datetime(dateVal.year, dateVal.month + 1, dateVal.day)
        dateVal = self.dpcEndTime.GetValue()
        self.stockEdate_Val = datetime.datetime(dateVal.year, dateVal.month + 1, dateVal.day)

        self.reFlashFrame()

    def BackEvent(self, event):
        # 显示回测面板
        self.HBoxPanel.Hide(self.DispPanel)
        self.HBoxPanel.Replace(self.DispPanel, self.BackPanel)
        self.HBoxPanel.Show(self.BackPanel)
        # self.HBoxPanel.Remove(self.DispPanel)
        self.SetSizer(self.HBoxPanel)
        self.HBoxPanel.Layout()

        # 获取策略名称
        self.pickstrate_Val = self.pickstrate_CMBO.GetString(self.pickstrate_CMBO.GetSelection())
        self.reFlashLoop()

    def PstockpEvent(self,event):
        """选股事件触发"""
        dlg = wx.TextEntryDialog(self, '输入需要查询的股票代码', '自选窗')

        if dlg.ShowModal() == wx.ID_OK:
            # 获取代码编号
            code = dlg.GetValue()
            # 获取名称
            stockName = format_code_name(code)
            print('股票名称为', stockName)
            self.StNameCodedict[stockName] = dlg.GetValue()
            self.stockName_CMBO.Append(stockName)  # 添加数据
            self.stockName_CMBO.Update()
            self.stockName_CMBO.Refresh()
            self.ParaPanel.Update()

        # print("股票池:", self.StNameCodedict)
        dlg.Destroy()
        # print('销毁对话')

    def OnRadioBox_Indicator(self, event):
        self.IndicatInput_Val = self.StratInputBox.GetStringSelection()


class App(wx.App):
    def OnInit(self):
        self.frame = Frame()
        self.frame.ProcessStock()
        self.frame.Show()
        self.SetTopWindow(self.frame)
        return True


if __name__ == '__main__':
    app = App()
    app.MainLoop()