[feat] add load market data

qbot/common/file_utils.py

@@ -1,6 +1,6 @@
 import json
 import re
-
+import os
 
 def extract_content(text):
     pattern = r"\((.*?)\)"  # 匹配()之间的内容

utils/common/utils.py → qbot/common/utils.py

@@ -34,3 +34,19 @@ def cri(self, message):
 
 
 log = logger("log.txt")
+
+
+import socket
+def check_port_in_use(port, host='127.0.0.1'):
+    s = None
+    try:
+        s = socket.socket(socket.AF_INET, socket.SOCK_STREAM)
+        s.settimeout(1)
+        s.connect((host, int(port)))
+        return True
+    except socket.error:
+        return False
+    finally:
+        if s:
+            s.close()
+

qbot/gui/global_event.py

@@ -0,0 +1,24 @@
+from qbot.common.logging.logger import LOGGER as logger
+
+
+class GlobalEvent:
+    MSG_TYPE_SERIES = 1
+
+    def __init__(self):
+        self.observers = {}
+
+    def add_observer(self, msg_type, observer):
+        if msg_type in self.observers.keys():
+            self.observers[msg_type].append(observer)
+        else:
+            self.observers[msg_type] = [observer]
+
+    def notify(self, msg_type, data):
+        logger.info("[GlobalEvent] get a notify ...")
+        # print("data: ", data)
+        if msg_type in self.observers.keys():
+            for observer in self.observers[msg_type]:
+                observer.handle_data(data)
+
+
+GlobalEvent = GlobalEvent()

qbot/gui/gui_utils.py

@@ -0,0 +1,21 @@
+import wx
+
+
+def _pydate2wxdate(date):
+    import datetime
+
+    assert isinstance(date, (datetime.datetime, datetime.date))
+    tt = date.timetuple()
+    dmy = (tt[2], tt[1] - 1, tt[0])
+    return wx.DateTimeFromDMY(*dmy)
+
+
+def _wxdate2pydate(date):
+    import datetime
+
+    assert isinstance(date, wx.DateTime)
+    if date.IsValid():
+        ymd = map(int, date.FormatISODate().split("-"))
+        return datetime.date(*ymd)
+    else:
+        return None

qbot/gui/panels/panel_backtest.py

@@ -14,6 +14,7 @@
 """
 import wx
 
+from qbot.gui import gui_utils
 from qbot.gui.config import DATA_DIR_BKT_RESULT
 from qbot.gui.widgets.widget_web import WebPanel
 from qbot.common.file_utils import extract_content
@@ -122,18 +123,223 @@ def _init_para_notebook(self):
         self.ParaPaPanel = wx.Panel(self.ParaNoteb, -1)  # 形态选股 patten
 
         # 第二层布局
-        # self.ParaStPanel.SetSizer(self.add_stock_para_lay(self.ParaStPanel))
+        self.ParaStPanel.SetSizer(self.add_stock_para_lay(self.ParaStPanel))
         self.ParaBtPanel.SetSizer(self.add_backt_para_lay(self.ParaBtPanel))
         # self.ParaPtPanel.SetSizer(self.add_pick_para_lay(self.ParaPtPanel))
         # self.ParaPaPanel.SetSizer(self.add_patten_para_lay(self.ParaPaPanel))
 
-        # self.ParaNoteb.AddPage(self.ParaStPanel, "行情参数")
+        self.ParaNoteb.AddPage(self.ParaStPanel, "行情参数")
         self.ParaNoteb.AddPage(self.ParaBtPanel, "回测参数")
         # self.ParaNoteb.AddPage(self.ParaPtPanel, "条件选股")
         # self.ParaNoteb.AddPage(self.ParaPaPanel, "形态选股")
 
         return self.ParaNoteb
 
+    def add_stock_para_lay(self, sub_panel):
+
+        # 行情参数
+        stock_para_sizer = wx.BoxSizer(wx.HORIZONTAL)
+
+        # 行情参数——日历控件时间周期
+        self.dpc_end_time = wx.adv.DatePickerCtrl(
+            sub_panel,
+            -1,
+            style=wx.adv.DP_DROPDOWN | wx.adv.DP_SHOWCENTURY | wx.adv.DP_ALLOWNONE,
+        )  # 结束时间
+        self.dpc_start_time = wx.adv.DatePickerCtrl(
+            sub_panel,
+            -1,
+            style=wx.adv.DP_DROPDOWN | wx.adv.DP_SHOWCENTURY | wx.adv.DP_ALLOWNONE,
+        )  # 起始时间
+
+        self.start_date_box = wx.StaticBox(sub_panel, -1, "开始日期(Start)")
+        self.end_date_box = wx.StaticBox(sub_panel, -1, "结束日期(End)")
+        self.start_date_sizer = wx.StaticBoxSizer(self.start_date_box, wx.VERTICAL)
+        self.end_date_sizer = wx.StaticBoxSizer(self.end_date_box, wx.VERTICAL)
+        self.start_date_sizer.Add(
+            self.dpc_start_time,
+            proportion=0,
+            flag=wx.EXPAND | wx.ALL | wx.CENTER,
+            border=2,
+        )
+        self.end_date_sizer.Add(
+            self.dpc_end_time,
+            proportion=0,
+            flag=wx.EXPAND | wx.ALL | wx.CENTER,
+            border=2,
+        )
+
+        date_time_now = wx.DateTime.Now()  # wx.DateTime格式"03/03/18 00:00:00"
+        self.dpc_end_time.SetValue(date_time_now)
+        self.dpc_start_time.SetValue(date_time_now.SetYear(date_time_now.year - 1))
+
+        self.Bind(wx.adv.EVT_DATE_CHANGED, self._on_end_time_changed, self.dpc_end_time)
+        self.Bind(
+            wx.adv.EVT_DATE_CHANGED, self._on_start_time_changed, self.dpc_start_time
+        )
+
+        self.backtest_opts["end_time"] = gui_utils._wxdate2pydate(
+            self.dpc_end_time.GetValue()
+        ).strftime("%Y%m%d")
+        self.backtest_opts["start_time"] = gui_utils._wxdate2pydate(
+            self.dpc_start_time.GetValue()
+        ).strftime("%Y%m%d")
+
+        # 行情参数——输入股票代码
+        self.stock_code_box = wx.StaticBox(
+            sub_panel, -1, "交易标的(股票/期货/比特币)代码"
+        )
+        self.stock_code_sizer = wx.StaticBoxSizer(self.stock_code_box, wx.VERTICAL)
+        self.stock_code_input = wx.TextCtrl(
+            sub_panel, -1, "399006.SZ", style=wx.TE_PROCESS_ENTER
+        )
+        self.stock_code_sizer.Add(
+            self.stock_code_input,
+            proportion=0,
+            flag=wx.EXPAND | wx.ALL | wx.CENTER,
+            border=2,
+        )
+        self.stock_code_input.Bind(wx.EVT_TEXT_ENTER, self._ev_enter_stcode)
+        self.Bind(wx.EVT_TEXT, self._on_combobox_code_changed, self.stock_code_input)
+        select_code = self.stock_code_input.GetValue()
+        logger.debug(f"select_code: {select_code}")
+        self.backtest_opts["code"] = select_code
+
+        # 行情参数——股票周期选择
+        self.stock_period_box = wx.StaticBox(sub_panel, -1, "股票周期")
+        self.stock_period_sizer = wx.StaticBoxSizer(self.stock_period_box, wx.VERTICAL)
+        self.stock_period_cbox = wx.ComboBox(
+            sub_panel, -1, "", choices=["30分钟", "60分钟", "日线", "周线"]
+        )
+        self.stock_period_cbox.SetSelection(2)
+        self.stock_period_sizer.Add(
+            self.stock_period_cbox,
+            proportion=0,
+            flag=wx.EXPAND | wx.ALL | wx.CENTER,
+            border=2,
+        )
+
+        # 行情参数——股票复权选择
+        self.stock_authority_box = wx.StaticBox(sub_panel, -1, "股票复权")
+        self.stock_authority_sizer = wx.StaticBoxSizer(
+            self.stock_authority_box, wx.VERTICAL
+        )
+        self.stock_authority_cbox = wx.ComboBox(
+            sub_panel, -1, "", choices=["前复权", "后复权", "不复权"]
+        )
+        self.stock_authority_cbox.SetSelection(2)
+        self.stock_authority_sizer.Add(
+            self.stock_authority_cbox,
+            proportion=0,
+            flag=wx.EXPAND | wx.ALL | wx.CENTER,
+            border=2,
+        )
+
+        # 行情参数——多子图显示
+        self.pick_graph_box = wx.StaticBox(sub_panel, -1, "多子图显示")
+        self.pick_graph_sizer = wx.StaticBoxSizer(self.pick_graph_box, wx.VERTICAL)
+        self.pick_graph_cbox = wx.ComboBox(
+            sub_panel,
+            -1,
+            "未开启",
+            choices=[
+                "未开启",
+                "A股票走势-MPL",
+                "B股票走势-MPL",
+                "C股票走势-MPL",
+                "D股票走势-MPL",
+                "A股票走势-WEB",
+                "B股票走势-WEB",
+                "C股票走势-WEB",
+                "D股票走势-WEB",
+            ],
+            style=wx.CB_READONLY | wx.CB_DROPDOWN,
+        )
+        self.pick_graph_cbox.SetSelection(0)
+        self.pick_graph_last = self.pick_graph_cbox.GetSelection()
+        self.pick_graph_sizer.Add(
+            self.pick_graph_cbox,
+            proportion=0,
+            flag=wx.EXPAND | wx.ALL | wx.CENTER,
+            border=2,
+        )
+        # self.pick_graph_cbox.Bind(wx.EVT_COMBOBOX, self._ev_select_graph)
+
+        # 行情参数——股票组合分析
+        self.group_analy_box = wx.StaticBox(sub_panel, -1, "投资组合分析")
+        self.group_analy_sizer = wx.StaticBoxSizer(self.group_analy_box, wx.VERTICAL)
+        self.group_analy_cmbo = wx.ComboBox(
+            sub_panel,
+            -1,
+            "预留A",
+            choices=["预留A", "收益率/波动率", "走势叠加分析", "财务指标评分-预留"],
+            style=wx.CB_READONLY | wx.CB_DROPDOWN,
+        )  # 策略名称
+        self.group_analy_sizer.Add(
+            self.group_analy_cmbo,
+            proportion=0,
+            flag=wx.EXPAND | wx.ALL | wx.CENTER,
+            border=2,
+        )
+        # self.group_analy_cmbo.Bind(wx.EVT_COMBOBOX, self._ev_group_analy)  # 绑定ComboBox事件
+
+        # 回测按钮
+        self.load_data_but = wx.Button(sub_panel, -1, "加载数据")
+        self.load_data_but.SetBackgroundColour(wx.Colour(76, 187, 23))  # 设置背景颜色
+        # self.load_data_but.Bind(wx.EVT_BUTTON, self._ev_start_run)  # 绑定按钮事件
+        self.load_data_but.Bind(wx.EVT_BUTTON, self.LoadData)  # 绑定按钮事件
+
+        stock_para_sizer.Add(
+            self.start_date_sizer,
+            proportion=0,
+            flag=wx.EXPAND | wx.CENTER | wx.ALL,
+            border=5,
+        )
+        stock_para_sizer.Add(
+            self.end_date_sizer,
+            proportion=0,
+            flag=wx.EXPAND | wx.ALL | wx.CENTER,
+            border=5,
+        )
+        stock_para_sizer.Add(
+            self.stock_code_sizer,
+            proportion=0,
+            flag=wx.EXPAND | wx.ALL | wx.CENTER,
+            border=5,
+        )
+        stock_para_sizer.Add(
+            self.stock_period_sizer,
+            proportion=0,
+            flag=wx.EXPAND | wx.ALL | wx.CENTER,
+            border=5,
+        )
+        stock_para_sizer.Add(
+            self.stock_authority_sizer,
+            proportion=0,
+            flag=wx.EXPAND | wx.ALL | wx.CENTER,
+            border=5,
+        )
+        stock_para_sizer.Add(
+            self.pick_graph_sizer,
+            proportion=0,
+            flag=wx.EXPAND | wx.ALL | wx.CENTER,
+            border=5,
+        )
+        stock_para_sizer.Add(
+            self.group_analy_sizer,
+            proportion=0,
+            flag=wx.EXPAND | wx.ALL | wx.CENTER,
+            border=5,
+        )
+        stock_para_sizer.Add(
+            self.load_data_but,
+            proportion=0,
+            flag=wx.EXPAND | wx.ALL | wx.CENTER,
+            border=5,
+        )
+
+        return stock_para_sizer
+
     def add_backt_para_lay(self, sub_panel):
 
         # 回测参数
@@ -327,9 +533,76 @@ def add_backt_para_lay(self, sub_panel):
 
         return back_para_sizer
 
+    def _ev_enter_stcode(self, event):  # 输入股票代码
+
+        # 第一步:收集控件中设置的选项
+        st_code = self.stock_code_input.GetValue()
+        st_name = self.code_table.get_name(st_code)
+        self.backtest_opts["code"] = st_code
+        logger.info(f"回测股票/基金: You select {st_code}")
+
+    def _on_start_time_changed(self, event):
+        start_time = gui_utils._wxdate2pydate(self.dpc_start_time.GetValue()).strftime(
+            "%Y%m%d"
+        )
+        self.backtest_opts["start_time"] = start_time
+        logger.info(f"start_time: {start_time}")
+
+    def _on_end_time_changed(self, event):
+        end_time = gui_utils._wxdate2pydate(self.dpc_end_time.GetValue()).strftime(
+            "%Y%m%d"
+        )
+        self.backtest_opts["end_time"] = end_time
+        logger.info(f"end_time: {end_time}")
+
+    def _on_init_cash_changed(self, event):
+        self.backtest_config["init_cash"] = self.init_cash_input.GetValue()
+
+    def _on_slippage_changed(self, event):
+        self.backtest_config["slippage"] = self.init_slippage_input.GetValue()
+
+    def _on_stake_changed(self, event):
+        self.backtest_config["stake"] = self.init_stake_input.GetValue()
+
+    def _on_commission_changed(self, event):
+        self.backtest_config["commission"] = self.init_commission_input.GetValue()
+
+    def _on_stamp_duty_changed(self, event):
+        self.backtest_config["stamp_duty"] = self.init_tax_input.GetValue()
+
+    # def _on_text_changed(self, event):
+    #     with open(RESULT_DIR.joinpath("backtest.log"), "r") as f:
+    #         self.log_text_ctrl.SetValue(f.read())
+
+    def _on_combobox_benchmarks_changed(self, event):
+        self.select_benchmark = self.stock_benchmark_cbox.GetValue()
+        self.benchmark_code = extract_content(self.select_benchmark)[0]
+        logger.debug(f"select_benchmark: {self.benchmark_code}")
+        self.backtest_opts["benchmark"] = self.benchmark_code
+        logger.info(f"基准: You select {self.benchmark_code}")
+
+        # data_files_tmp = [x for x in self.data_files if x != self.benchmark_code]
+        # # logger.debug(f"new code list: {data_files_tmp}")
+        # self.combo_codes.SetItems(data_files_tmp)
+        # self.combo_codes.SetValue("399006.SZ")
+
+    def _on_combobox_strategy_changed(self, event):
+        select_strategy = self.stock_strategy_cbox.GetValue()
+        self.backtest_opts["select_strategy"] = select_strategy
+        logger.info(f"交易策略: You select {select_strategy}")
+
+    def _on_combobox_code_changed(self, event):
+        select_code = self.stock_code_input.GetValue()
+        self.backtest_opts["code"] = select_code
+        logger.info(f"回测股票/基金: You select {select_code}")
+
     def _ev_trade_log(self, event):
         pass
 
     def StartBacktest(self, event):
         print("在线回测属于付费功能，请联系微信：Yida_Zhang2")
         pass
+
+    def LoadData(self, event):
+        print("请联系微信：Yida_Zhang2 开通功能")
+        pass