"""Ui."""
import logging
import logging.config
import os.path
from datetime import datetime
from PyQt5 import QtCore, QtGui
from .lib import (
EquityChart,
OptimizatimizedResultsTable,
OptimizationTable,
Portfolio,
QuotesChart,
ResultsTable,
Settings,
Symbol,
TradesTable,
get_quotes,
get_symbols,
strategies_from_file,
)
__all__ = ('MainWidget',)
logger = logging.getLogger(__name__)
DEFAULT_TICKER = 'AAPL'
SYMBOL_COLUMNS = ['Symbol', 'Security Name']
class SymbolsLoaderThread(QtCore.QThread):
symbols_loaded = QtCore.pyqtSignal(object)
def run(self):
symbols = get_symbols()
self.symbols_loaded.emit(symbols[SYMBOL_COLUMNS].values)
class DataTabWidget(QtGui.QWidget):
data_updated = QtCore.pyqtSignal(object)
def __init__(self, parent=None):
super().__init__(parent)
self.select_source = QtGui.QTabWidget(self)
self.select_source.setGeometry(210, 50, 340, 200)
self.init_shares_tab_ui()
self.init_external_tab_ui()
self.symbols_loader = SymbolsLoaderThread()
self.symbols_loader.started.connect(self.on_symbols_loading)
self.symbols_loader.symbols_loaded.connect(
self.on_symbols_loaded, QtCore.Qt.QueuedConnection
)
self.symbols_loader.start()
self.date_from = self.shares_date_from.date().toPyDate()
self.date_to = self.shares_date_to.date().toPyDate()
def init_external_tab_ui(self):
"""External data."""
self.external_tab = QtGui.QWidget()
self.external_tab.setEnabled(False)
self.external_layout = QtGui.QVBoxLayout(self.external_tab)
self.import_data_name = QtGui.QLabel('Import External Data')
self.import_data_label = QtGui.QLabel('...')
self.import_data_btn = QtGui.QPushButton('Import')
self.import_data_btn.clicked.connect(self.open_file)
self.external_layout.addWidget(
self.import_data_name, 0, QtCore.Qt.AlignCenter
)
self.external_layout.addWidget(
self.import_data_label, 0, QtCore.Qt.AlignCenter
)
self.external_layout.addWidget(
self.import_data_btn, 0, QtCore.Qt.AlignCenter
)
self.select_source.addTab(self.external_tab, 'Custom data')
def init_shares_tab_ui(self):
"""Shares."""
self.shares_tab = QtGui.QWidget()
self.shares_layout = QtGui.QFormLayout(self.shares_tab)
today = datetime.today()
self.shares_date_from = QtGui.QDateEdit()
self.shares_date_from.setMinimumDate(QtCore.QDate(1900, 1, 1))
self.shares_date_from.setMaximumDate(QtCore.QDate(2030, 12, 31))
self.shares_date_from.setDate(QtCore.QDate(today.year, 1, 1))
self.shares_date_from.setDisplayFormat('dd.MM.yyyy')
self.shares_date_to = QtGui.QDateEdit()
self.shares_date_to.setMinimumDate(QtCore.QDate(1900, 1, 1))
self.shares_date_to.setMaximumDate(QtCore.QDate(2030, 12, 31))
self.shares_date_to.setDate(
QtCore.QDate(today.year, today.month, today.day)
)
self.shares_date_to.setDisplayFormat('dd.MM.yyyy')
self.shares_symbol_list = QtGui.QComboBox()
self.shares_symbol_list.setFocusPolicy(QtCore.Qt.StrongFocus)
self.shares_symbol_list.setMaxVisibleItems(20)
self.shares_symbol_list.setEditable(True)
self.shares_show_btn = QtGui.QPushButton('Load')
self.shares_show_btn.clicked.connect(self.update_data)
self.shares_layout.addRow('From', self.shares_date_from)
self.shares_layout.addRow('To', self.shares_date_to)
self.shares_layout.addRow('Symbol', self.shares_symbol_list)
self.shares_layout.addRow(None, self.shares_show_btn)
self.select_source.addTab(self.shares_tab, 'Shares/Futures/ETFs')
def on_symbols_loading(self):
self.shares_symbol_list.addItem('Loading...')
self.shares_symbol_list.setEnabled(False)
def on_symbols_loaded(self, symbols):
self.shares_symbol_list.clear()
self.shares_symbol_list.setEnabled(True)
# self.symbols = ['%s/%s' % (ticker, name) for ticker, name in symbols]
# self.shares_symbol_list.addItems(self.symbols)
model = QtGui.QStandardItemModel()
model.setHorizontalHeaderLabels(SYMBOL_COLUMNS)
for irow, (ticker, name) in enumerate(symbols):
model.setItem(irow, 0, QtGui.QStandardItem(ticker))
model.setItem(irow, 1, QtGui.QStandardItem(name))
table_view = QtGui.QTableView()
table_view.setModel(model)
table_view.setSelectionBehavior(QtGui.QAbstractItemView.SelectRows)
table_view.verticalHeader().setVisible(False)
table_view.setAutoScroll(False)
table_view.setShowGrid(False)
table_view.resizeRowsToContents()
table_view.setColumnWidth(0, 60)
table_view.setColumnWidth(1, 240)
table_view.setMinimumWidth(300)
completer = QtGui.QCompleter(model)
completer.setCaseSensitivity(QtCore.Qt.CaseInsensitive)
completer.setModel(model)
self.symbols = symbols
self.shares_symbol_list.setModel(model)
self.shares_symbol_list.setView(table_view)
self.shares_symbol_list.setCompleter(completer)
# set default symbol
self.shares_symbol_list.setCurrentIndex(
self.shares_symbol_list.findText(DEFAULT_TICKER)
)
def open_file(self):
filename = QtGui.QFileDialog.getOpenFileName(
parent=None,
caption='Open a source of data',
directory=QtCore.QDir.currentPath(),
filter='All (*);;Text (*.txt)',
)
self.import_data_label.setText('Loading %s' % filename)
with open(filename, 'r', encoding='utf-8') as f:
self.data = f.readlines()
def update_data(self, ticker=None):
ticker = ticker or self.shares_symbol_list.currentText()
self.symbol = Symbol(ticker=ticker, mode=Symbol.SHARES)
self.date_from = self.shares_date_from.date().toPyDate()
self.date_to = self.shares_date_to.date().toPyDate()
get_quotes(
symbol=self.symbol.ticker,
date_from=self.date_from,
date_to=self.date_to,
)
self.data_updated.emit(self.symbol)
class StrategyBoxWidget(QtGui.QGroupBox):
run_backtest = QtCore.pyqtSignal(object)
def __init__(self, parent=None):
super().__init__(parent)
self.setTitle('Strategy')
self.setAlignment(QtCore.Qt.AlignCenter)
self.layout = QtGui.QHBoxLayout(self)
self.layout.setContentsMargins(0, 0, 0, 0)
self.list = QtGui.QComboBox()
self.add_btn = QtGui.QPushButton('+')
self.add_btn.clicked.connect(self.add_strategies)
self.start_btn = QtGui.QPushButton('Start Backtest')
self.start_btn.clicked.connect(self.load_strategy)
self.layout.addWidget(self.list, stretch=2)
self.layout.addWidget(self.add_btn, stretch=0)
self.layout.addWidget(self.start_btn, stretch=0)
self.load_strategies_from_settings()
def reload_strategies(self):
"""Reload user's file to get actual version of the strategies."""
self.strategies = strategies_from_file(self.strategies_path)
def reload_list(self):
self.list.clear()
self.list.addItems([s.get_name() for s in self.strategies])
def load_strategies_from_settings(self):
filename = Settings.value('strategies/path', None)
if not filename or not os.path.exists(filename):
return
self.strategies_path = filename
self.reload_strategies()
self.reload_list()
def save_strategies_to_settings(self):
Settings.setValue('strategies/path', self.strategies_path)
def add_strategies(self):
filename, _filter = QtGui.QFileDialog.getOpenFileName(
self,
caption='Open Strategy.',
directory=QtCore.QDir.currentPath(),
filter='Python modules (*.py)',
)
if not filename:
return
self.strategies_path = filename
self.save_strategies_to_settings()
self.reload_strategies()
self.reload_list()
def load_strategy(self):
self.reload_strategies()
self.run_backtest.emit(self.strategies[self.list.currentIndex()])
class QuotesTabWidget(QtGui.QWidget):
def __init__(self, parent=None):
super().__init__(parent)
self.layout = QtGui.QVBoxLayout(self)
self.layout.setContentsMargins(0, 0, 0, 0)
self.toolbar_layout = QtGui.QHBoxLayout()
self.toolbar_layout.setContentsMargins(10, 10, 15, 0)
self.chart_layout = QtGui.QHBoxLayout()
self.init_timeframes_ui()
self.init_strategy_ui()
self.layout.addLayout(self.toolbar_layout)
self.layout.addLayout(self.chart_layout)
def init_timeframes_ui(self):
self.tf_layout = QtGui.QHBoxLayout()
self.tf_layout.setSpacing(0)
self.tf_layout.setContentsMargins(0, 12, 0, 0)
time_frames = ('1M', '5M', '15M', '30M', '1H', '1D', '1W', 'MN')
btn_prefix = 'TF'
for tf in time_frames:
btn_name = ''.join([btn_prefix, tf])
btn = QtGui.QPushButton(tf)
# TODO:
btn.setEnabled(False)
setattr(self, btn_name, btn)
self.tf_layout.addWidget(btn)
self.toolbar_layout.addLayout(self.tf_layout)
def init_strategy_ui(self):
self.strategy_box = StrategyBoxWidget(self)
self.toolbar_layout.addWidget(self.strategy_box)
def update_chart(self, symbol):
if not self.chart_layout.isEmpty():
self.chart_layout.removeWidget(self.chart)
self.chart = QuotesChart()
self.chart.plot(symbol)
self.chart_layout.addWidget(self.chart)
def add_signals(self):
self.chart.add_signals()
class EquityTabWidget(QtGui.QWidget):
def __init__(self, parent=None):
super().__init__(parent)
self.layout = QtGui.QHBoxLayout(self)
self.layout.setContentsMargins(0, 0, 0, 0)
def update_chart(self):
if not self.layout.isEmpty():
self.layout.removeWidget(self.chart)
self.chart = EquityChart()
self.chart.plot()
self.layout.addWidget(self.chart)
class ResultsTabWidget(QtGui.QWidget):
def __init__(self, parent=None):
super().__init__(parent)
self.layout = QtGui.QHBoxLayout(self)
self.layout.setContentsMargins(0, 0, 0, 0)
def update_table(self):
if not self.layout.isEmpty():
self.layout.removeWidget(self.table)
self.table = ResultsTable()
self.table.plot()
self.layout.addWidget(self.table)
class TradesTabWidget(QtGui.QWidget):
def __init__(self, parent=None):
super().__init__(parent)
self.layout = QtGui.QHBoxLayout(self)
self.layout.setContentsMargins(0, 0, 0, 0)
def update_table(self):
if not self.layout.isEmpty():
self.layout.removeWidget(self.table)
self.table = TradesTable()
self.table.plot()
self.layout.addWidget(self.table)
class OptimizationTabWidget(QtGui.QWidget):
optimization_done = QtCore.pyqtSignal()
def __init__(self, parent=None):
super().__init__(parent)
self.layout = QtGui.QVBoxLayout(self)
self.layout.setContentsMargins(0, 0, 0, 0)
self.table_layout = QtGui.QHBoxLayout()
self.top_layout = QtGui.QHBoxLayout()
self.top_layout.setContentsMargins(0, 10, 0, 0)
self.start_optimization_btn = QtGui.QPushButton('Start')
self.start_optimization_btn.clicked.connect(self.start_optimization)
self.top_layout.addWidget(
self.start_optimization_btn, alignment=QtCore.Qt.AlignRight
)
self.layout.addLayout(self.top_layout)
self.layout.addLayout(self.table_layout)
def update_table(self, strategy):
if not self.table_layout.isEmpty():
# close() to avoid an UI issue with duplication of the table
self.table.close()
self.table_layout.removeWidget(self.table)
self.table = OptimizationTable()
self.table.plot(strategy)
self.table_layout.addWidget(self.table)
def start_optimization(self, *args, **kwargs):
logger.debug('Start optimization')
self.table.optimize()
self.optimization_done.emit()
logger.debug('Optimization is done')
class OptimizatimizedResultsTabWidget(QtGui.QWidget):
def __init__(self, parent=None):
super().__init__(parent)
self.layout = QtGui.QHBoxLayout(self)
self.layout.setContentsMargins(0, 0, 0, 0)
self.table = OptimizatimizedResultsTable()
self.table.plot()
self.layout.addWidget(self.table)
class MainWidget(QtGui.QTabWidget):
def __init__(self, parent=None):
super().__init__(parent)
self.setDocumentMode(True)
self.data_tab = DataTabWidget(self)
self.data_tab.data_updated.connect(self._update_quotes_chart)
self.addTab(self.data_tab, 'Data')
def _add_quotes_tab(self):
if self.count() >= 2: # quotes tab is already exists
return
self.quotes_tab = QuotesTabWidget(self)
self.quotes_tab.strategy_box.run_backtest.connect(self._run_backtest)
self.addTab(self.quotes_tab, 'Quotes')
def _add_result_tabs(self):
if self.count() >= 3: # tabs are already exist
return
self.equity_tab = EquityTabWidget(self)
self.results_tab = ResultsTabWidget(self)
self.trades_tab = TradesTabWidget(self)
self.optimization_tab = OptimizationTabWidget(self)
self.optimization_tab.optimization_done.connect(
self._add_optimized_results
) # noqa
self.addTab(self.equity_tab, 'Equity')
self.addTab(self.results_tab, 'Results')
self.addTab(self.trades_tab, 'Trades')
self.addTab(self.optimization_tab, 'Optimization')
def _update_quotes_chart(self, symbol):
self._add_quotes_tab()
self.symbol = symbol
self.quotes_tab.update_chart(self.symbol)
self.setCurrentIndex(1)
def _run_backtest(self, strategy):
logger.debug('Run backtest')
Portfolio.clear()
stg = strategy(symbols=[self.symbol])
stg.run()
Portfolio.summarize()
self.quotes_tab.add_signals()
self._add_result_tabs()
self.equity_tab.update_chart()
self.results_tab.update_table()
self.trades_tab.update_table()
self.optimization_tab.update_table(strategy=stg)
logger.debug(
'Count positions in the portfolio: %d', Portfolio.position_count()
)
def _add_optimized_results(self):
self.addTab(OptimizatimizedResultsTabWidget(self), 'Optimized Results')
self.setCurrentIndex(self.count() - 1)
def plot_test_data(self):
logger.debug('Plot test data')
self.data_tab.update_data(ticker=DEFAULT_TICKER)
self.quotes_tab.strategy_box.load_strategy()
