python kline
# -*- coding: utf-8 -*- # Qt相关和十字光标
from qtpy.QtGui import *
from qtpy.QtCore import *
from qtpy import QtWidgets, QtGui, QtCore
from qtpy.QtWidgets import QApplication, QWidget
from uiCrosshair import Crosshair
import pyqtgraph as pg
# 其他
import numpy as np
import pandas as pd
from functools import partial
from datetime import datetime, timedelta
from collections import deque # 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(QtWidgets.QWidget):
"""键盘鼠标功能支持的元类""" # 初始化
# ----------------------------------------------------------------------
def __init__(self, parent=None):
QtWidgets.QWidget.__init__(self, parent) # 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 mouseReleaseEvent(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.delta() > 0:
self.onUp()
else:
self.onDown() # 重载方法dragMoveEvent(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, parent, *args, **kwds):
pg.ViewBox.__init__(self, *args, **kwds)
self.parent = parent
# 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() # 重载方法mousePressEvent(self,event),即鼠标点击事件方法
# ----------------------------------------------------------------------
def mousePressEvent(self, event): pg.ViewBox.mousePressEvent(self, event) # 重载方法mouseDragEvent(self,event),即拖动事件方法
def mouseDragEvent(self, ev, axis=None):
# if ev.start==True and ev.finish==False: ##判断拖拽事件是否结束
pos = ev.pos()
lastPos = ev.lastPos()
dif = pos - lastPos rect = self.sceneBoundingRect() pianyi = dif.x() * self.parent.countK * 2 / rect.width() self.parent.index -= int(pianyi)
self.parent.index = max(self.parent.index, 60)
xMax = self.parent.index + self.parent.countK ##
xMin = self.parent.index - self.parent.countK
if xMin < 0:
xMin = 0 # self.parent.plotAll(False, xMin, xMax) #注释原因：拖动事件不需要先绘制图形界面 pg.ViewBox.mouseDragEvent(self, ev, axis)
# ## 重载方法resizeEvent(self, ev) def resizeEvent(self, ev):
self.linkedXChanged()
self.linkedYChanged()
self.updateAutoRange()
self.updateViewRange()
self._matrixNeedsUpdate = True
self.sigStateChanged.emit(self)
self.background.setRect(self.rect())
self.sigResized.emit(self)
self.parent.refreshHeight() ########################################################################
# 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()]
if (isinstance(vstr, (str))):
vstr = vstr
else:
vstr = vstr.strftime('%Y-%m-%d %H:%M:%S')
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.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
low, high = (data[0]['low'], data[0]['high']) if len(data) > 0 else (0, 1)
for (t, open0, close0, low0, high0) in data:
if t >= len(self.pictures): tShift = t low, high = (min(low, low0), max(high, high0))
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 pmin > low0:
p.drawLine(QtCore.QPointF(tShift, low0), QtCore.QPointF(tShift, pmin))
if high0 > pmax:
p.drawLine(QtCore.QPointF(tShift, pmax), QtCore.QPointF(tShift, high0))
p.drawRect(QtCore.QRectF(tShift - w, open0, w * 2, close0 - open0))
# if open0 == close0:
# p.drawRect(QtCore.QPointF(tShift - w, open0), QtCore.QPointF(tShift + w, close0))
# else:
# p.drawRect(QtCore.QRectF(tShift - w, open0, w * 2, close0 - open0))
# if pmin > low0:
# p.drawLine(QtCore.QPointF(tShift, low0), QtCore.QPointF(tShift, pmin))
# if high0 > pmax:
# p.drawLine(QtCore.QPointF(tShift, pmax), QtCore.QPointF(tShift, high0))
p.end() self.pictures.append(picture)
self.low, self.high = low, high # 手动重画
# ----------------------------------------------------------------------
def update(self):
if not self.scene() is None:
self.scene().update() # 自动重画
# ----------------------------------------------------------------------
def paint(self, p, o, w):
rect = o.exposedRect
xmin, xmax = (max(0, int(rect.left())), min(len(self.pictures), int(rect.right()))) [p.drawPicture(0, 0, pic) for pic in self.pictures[xmin:xmax]] # 定义边界
# ----------------------------------------------------------------------
def boundingRect(self):
return QtCore.QRectF(0, self.low, len(self.pictures), (self.high - self.low)) ########################################################################
class KLineWidget(KeyWraper):
"""用于显示价格走势图""" # 保存K线数据的列表和Numpy Array对象
listBar = []
listVol = []
listHigh = []
listLow = []
listSig = []
listOpenInterest = []
arrows = [] # 是否完成了历史数据的读取
initCompleted = False # ----------------------------------------------------------------------
def __init__(self, parent=None, name=None):
"""Constructor"""
self.parent = parent
self.name = name
super(KLineWidget, self).__init__(parent) # 当前序号
self.index = None # 下标
self.countK = 60 # 显示的Ｋ线范围
self.oldsize=0#rectd的hieght # 缓存数据 self.datas = []
self.listBar = []
self.listVol = []
self.listHigh = []
self.listLow = []
self.listSig = []
self.listOpenInterest = []
self.arrows = []
self.sars = [] # 所有K线上信号图
self.allColor = deque(['blue', 'green', 'yellow', 'white'])
self.sigData = {}
self.sigColor = {}
self.sigPlots = {} # 初始化完成
self.initCompleted = False # 调用函数
self.initUi() # ----------------------------------------------------------------------
# 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, 255, 255, 255), width=0.8)
self.lay_KL.setZValue(0)
self.lay_KL.setMinimumHeight(140)
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 = QtWidgets.QVBoxLayout()
self.vb.addWidget(self.pw)
self.setLayout(self.vb)
# 初始化完成
self.initCompleted = True
self.oldsize=self.rect().height() self.customBox = {} # ----------------------------------------------------------------------
def makePI(self, name):
"""生成PlotItem对象"""
vb = CustomViewBox(self)
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(60)
plotItem.getAxis('right').setStyle(tickFont=QFont("Roman times", 10, QFont.Bold))
plotItem.getAxis('right').setPen(color=(255, 255, 255, 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('PlotVol' + self.name)
self.volume = CandlestickItem(self.listVol)
self.pwVol.addItem(self.volume)
self.pwVol.setMaximumHeight((self.rect().height()-30)/4)
self.pwVol.setMinimumHeight(12)
self.pwVol.setXLink('PlotOI' + self.name)
self.pwVol.hideAxis('bottom')
self.lay_KL.nextRow()
self.lay_KL.addItem(self.pwVol)
self.lay_KL.adjustSize() # ----------------------------------------------------------------------
def initplotKline(self):
"""初始化K线子图"""
self.pwKL = self.makePI('PlotKL' + self.name)
self.candle = CandlestickItem(self.listBar)
self.pwKL.addItem(self.candle)
self.pwKL.setXLink('PlotOI' + self.name)
self.pwKL.hideAxis('bottom')
self.pwKL.setMinimumHeight((self.rect().height()-30)/3) self.lay_KL.nextRow()
self.lay_KL.addItem(self.pwKL) # ----------------------------------------------------------------------
def initplotOI(self):
"""初始化持仓量子图"""
self.pwOI = self.makePI('PlotOI' + self.name)
self.curveOI = self.pwOI.plot()
self.pwOI.setMaximumHeight((self.rect().height() - 30) / 4)
self.pwOI.setMinimumHeight(20) self.lay_KL.nextRow()
self.lay_KL.addItem(self.pwOI) # ----------------------------------------------------------------------
# 画图相关
# ----------------------------------------------------------------------
def plotVol(self, redraw=False, xmin=0, xmax=-1):
"""重画成交量子图"""
if self.initCompleted:
self.volume.generatePicture(self.listVol[xmin:xmax], redraw) # 画成交量子图 # ----------------------------------------------------------------------
def plotKline(self, redraw=False, xmin=0, xmax=-1):
"""重画K线子图"""
if self.initCompleted:
self.candle.generatePicture(self.listBar[xmin:xmax], redraw) # 画K线
self.plotMark() # 显示开平仓信号位置 # ----------------------------------------------------------------------
def plotOI(self, xmin=0, xmax=-1):
"""重画持仓量子图"""
if self.initCompleted:
# self.curveOI.setData(self.listOpenInterest[xmin:xmax]+[0], symbol='o', name="OpenInterest")
self.curveOI.setData(self.listOpenInterest[xmin:xmax] + [0],
name="OpenInterest" + self.name) # 去除symbol='o' def updateIndicatorSar(self, sarDatas, startIndex):
"""更新sar指标 startIndex 从0到 len -1"""
if len(sarDatas) == 0:
return while (len(self.sars) > (startIndex - 1)):
sar = self.sars[-1]
self.pwKL.removeItem(sar)
self.sars.remove(sar) for i in range(startIndex, len(sarDatas)):
arrow = pg.ArrowItem(pos=(i, sarDatas[i]), angle=90, tipAngle=5, headLen=2, tailWidth=4, pen={'width': 1},
brush=(0, 0, 255)) defaultOpts = {
'pxMode': True,
'angle': -150, ## If the angle is 0, the arrow points left
'pos': (0, 0),
'headLen': 10,
'tipAngle': 10,
'baseAngle': 0,
'tailLen': None,
'tailWidth': 3,
'pen': (200, 200, 200),
'brush': (255, 0, 0),
}
# arrow.setStyle(defaultOpts) self.pwKL.addItem(arrow)
self.sars.append(arrow) def addIndicatorSar(self, sarDatas):
"""增加sar指标"""
if len(sarDatas) == 0:
return
for sar in self.sars:
self.pwKL.removeItem(sar)
# 画信号
for i in range(len(sarDatas)):
# arrow = pg.ArrowItem(pos=(i, sarDatas[i]),headLen=10, angle=90, brush=(0, 0, 255))
arrow = pg.ArrowItem(pos=(i, sarDatas[i]), angle=90, tipAngle=5, headLen=2, tailWidth=4, pen={'width': 1},
brush=(0, 0, 255)) defaultOpts = {
'pxMode': True,
'angle': -150, ## If the angle is 0, the arrow points left
'pos': (0, 0),
'headLen': 10,
'tipAngle': 10,
'baseAngle': 0,
'tailLen': None,
'tailWidth': 3,
'pen': (200, 200, 200),
'brush': (255, 0, 0),
}
# arrow.setStyle(defaultOpts) self.pwKL.addItem(arrow)
self.sars.append(arrow) # ----------------------------------------------------------------------
def addSig(self, sig):
"""新增信号图"""
if sig in self.sigPlots:
self.pwKL.removeItem(self.sigPlots[sig])
self.sigPlots[sig] = self.pwKL.plot()
self.sigColor[sig] = self.allColor[0]
self.allColor.append(self.allColor.popleft()) # ----------------------------------------------------------------------
def showSig(self, datas):
"""刷新信号图"""
for sig in self.sigPlots:
self.sigData[sig] = datas[sig] [self.sigPlots[sig].setData(datas[sig], pen=self.sigColor[sig][0], name=sig) \
for sig in self.sigPlots] # if sig in datas] # ----------------------------------------------------------------------
def plotMark(self):
"""显示开平仓信号"""
# 检查是否有数据
if len(self.datas) == 0:
return
for arrow in self.arrows:
self.pwKL.removeItem(arrow)
# 画买卖信号
for i in range(len(self.listSig)):
# 无信号
if self.listSig[i] == None:
continue
# 买信号
elif self.listSig[i] != None:
direction = self.listSig[i]["direction"]
offset = self.listSig[i]["offset"]
price = self.listSig[i]["price"] if direction == "空" and offset == "开仓":
# arrow = pg.ArrowItem(pos=(i, price), angle=-90, brush=(255, 0, 0))
arrow = pg.ArrowItem(pos=(i, price), angle=180, tipAngle=60, headLen=8, tailLen=3, tailWidth=5,
pen={'color': 'w', 'width': 1}, brush='r')
elif direction == "多" and offset == "开仓":
# arrow = pg.ArrowItem(pos=(i, price), angle=90, brush=(255, 0, 0))
arrow = pg.ArrowItem(pos=(i, price), angle=180, tipAngle=60, headLen=8, tailLen=3, tailWidth=5,
pen={'color': 'w', 'width': 1}, brush='b')
elif direction == "空" and offset == "平仓":
# arrow = pg.ArrowItem(pos=(i, price), angle=-90, brush=(0, 0, 255))
arrow = pg.ArrowItem(pos=(i, price), angle=0, tipAngle=40, headLen=8, tailLen=None, tailWidth=8,
pen={'color': 'w', 'width': 1}, brush='y')
elif direction == "多" and offset == "平仓":
# arrow = pg.ArrowItem(pos=(i, price), angle=90, brush=(0, 0, 255))
arrow = pg.ArrowItem(pos=(i, price), angle=0, tipAngle=40, headLen=8, tailLen=None, tailWidth=8,
pen={'color': 'w', 'width': 1}, brush='y')
self.pwKL.addItem(arrow)
self.arrows.append(arrow) # ----------------------------------------------------------------------
def updateAll(self):
"""
手动更新所有K线图形，K线播放模式下需要
"""
datas = self.datas
self.volume.update()
self.candle.update() def update(view, low, high):
vRange = view.viewRange()
xmin = max(0, int(vRange[0][0]))
xmax = max(0, int(vRange[0][1]))
xmax = min(xmax, len(datas))
if len(datas) > 0 and xmax > xmin:
ymin = min(datas[xmin:xmax][low])
ymax = max(datas[xmin:xmax][high])
if ymin and ymax:
view.setRange(yRange=(ymin, ymax))
else:
view.setRange(yRange=(0, 1)) update(self.pwKL.getViewBox(), 'low', 'high')
update(self.pwVol.getViewBox(), 'volume', 'volume')
#update(self.pwOI.getViewBox(), 'openInterest', 'openInterest')
update(self.curveOI.getViewBox(), 'openInterest', 'openInterest') # ----------------------------------------------------------------------
def plotAll(self, redraw=True, xMin=0, xMax=-1):
"""
重画所有界面
redraw ：False=重画最后一根K线; True=重画所有
xMin,xMax : 数据范围
"""
# xMax = len(self.datas) if xMax < 0 else xMax
# self.countK = xMax-xMin
# self.index = int((xMax+xMin)/2)
if redraw:
xmax = len(self.datas) if xMax < 0 else xMax
xmin=max(0,xmax-self.countK)
self.index = int((xmax + xmin) / 2)
self.pwOI.setLimits(xMin=xMin, xMax=xMax)
self.pwKL.setLimits(xMin=xMin, xMax=xMax)
self.pwVol.setLimits(xMin=xMin, xMax=xMax)
self.plotKline(redraw, xMin, xMax) # K线图
self.plotVol(redraw, xMin, xMax) # K线副图，成交量
self.plotOI(0, len(self.datas)) # K线副图，持仓量
self.refresh() def refreshHeight(self):
# super.__init__(QResizeEvent)
# 如果窗口最大化，不修改比例，防御性设计
# if self.isMaximized():
# return
if len(self.datas)!=0:
height =self.rect().height()
if height!=self.oldsize:
self.oldsize=height
height=(height-30)/4 self.pwKL.setMinimumHeight(height * 2-24)
self.pwVol.setMaximumHeight(height)
self.pwVol.setMinimumHeight(12)
self.pwOI.setMaximumHeight(height)
self.pwOI.setMinimumHeight(12) #print height # ----------------------------------------------------------------------
def refresh(self):
"""
刷新三个子图的现实范围
"""
datas = self.datas
minutes = int(self.countK / 2)
xmin = max(0, self.index - minutes)
xmax = xmin + 2 * minutes
self.pwOI.setRange(xRange=(xmin, xmax))
self.pwKL.setRange(xRange=(xmin, xmax))
self.pwVol.setRange(xRange=(xmin, xmax)) # ----------------------------------------------------------------------
# 快捷键相关
# ----------------------------------------------------------------------
def onNxt(self):
"""跳转到下一个开平仓点"""
if len(self.listSig) > 0 and not self.index is None:
datalen = len(self.listSig)
self.index += 1
while self.index < datalen and self.listSig[self.index] == 0:
self.index += 1
self.refresh()
x = self.index
y = self.datas[x]['close']
self.crosshair.signal.emit((x, y)) # ----------------------------------------------------------------------
def onPre(self):
"""跳转到上一个开平仓点"""
if len(self.listSig) > 0 and not self.index is None:
self.index -= 1
while self.index > 0 and self.listSig[self.index] == 0:
self.index -= 1
self.refresh()
x = self.index
y = self.datas[x]['close']
self.crosshair.signal.emit((x, y)) # ----------------------------------------------------------------------
def onDown(self):
"""放大显示区间"""
self.countK = min(len(self.datas), int(self.countK * 1.2) + 1)
self.refresh()
if len(self.datas) > 0:
x = self.index - self.countK / 2 + 2 if int(
self.crosshair.xAxis) < self.index - self.countK / 2 + 2 else int(self.crosshair.xAxis)
x = self.index + self.countK / 2 - 2 if x > self.index + self.countK / 2 - 2 else x
x=min(x,len(self.datas)-1)
y = self.datas[x][2]
# y = self.datas[x]['close']
self.crosshair.signal.emit((x, y)) # ----------------------------------------------------------------------
def onUp(self):
"""缩小显示区间"""
# self.countK = max(3,int(self.countK/1.2)-1)
self.countK = max(20, int(self.countK / 1.2) - 1) # 最小显示k线范围20
self.refresh()
if len(self.datas) > 0:
x = self.index - self.countK / 2 + 2 if int(
self.crosshair.xAxis) < self.index - self.countK / 2 + 2 else int(self.crosshair.xAxis)
x = self.index + self.countK / 2 - 2 if x > self.index + self.countK / 2 - 2 else x
x = min(x, len(self.datas)-1)
y = self.datas[x]['close']
self.crosshair.signal.emit((x, y)) # ----------------------------------------------------------------------
def onLeft(self):
"""向左移动"""
if len(self.datas) > 0 and int(self.crosshair.xAxis) > 2:
x = int(self.crosshair.xAxis) - 1
y = self.datas[x]['close']
if x <= self.index - self.countK / 2 + 2 and self.index > 1:
self.index -= 1
self.refresh()
self.crosshair.signal.emit((x, y)) # ----------------------------------------------------------------------
def onRight(self):
"""向右移动"""
if len(self.datas) > 0 and int(self.crosshair.xAxis) < len(self.datas) - 1:
x = int(self.crosshair.xAxis) + 1
y = self.datas[x]['close']
if x >= self.index + int(self.countK / 2) - 2:
self.index += 1
self.refresh()
self.crosshair.signal.emit((x, y)) # ----------------------------------------------------------------------
# 界面回调相关
# ----------------------------------------------------------------------
def onPaint(self):
"""界面刷新回调"""
view = self.pwKL.getViewBox()
vRange = view.viewRange()
# xmin = max(0,int(vRange[0][0]))
# xmax = max(0,int(vRange[0][1]))
# self.index = int((xmin+xmax)/2)+1 # ----------------------------------------------------------------------
def resignData(self, datas):
"""更新数据，用于Y坐标自适应"""
self.crosshair.datas = datas def viewXRangeChanged(low, high, self):
vRange = self.viewRange()
xmin = max(0, int(vRange[0][0]))
xmax = max(0, int(vRange[0][1]))
xmax = min(xmax, len(datas))
if len(datas) > 0 and xmax > xmin:
ymin = min(datas[xmin:xmax][low])
ymax = max(datas[xmin:xmax][high])
if ymin and ymax:
self.setRange(yRange=(ymin, ymax))
else:
self.setRange(yRange=(0, 1)) view = self.pwKL.getViewBox()
view.sigXRangeChanged.connect(partial(viewXRangeChanged, 'low', 'high'))
view = self.pwVol.getViewBox()
view.sigXRangeChanged.connect(partial(viewXRangeChanged, 'volume', 'volume')) view = self.pwOI.getViewBox()
view.sigXRangeChanged.connect(partial(viewXRangeChanged, 'openInterest', 'openInterest')) # ----------------------------------------------------------------------
# 数据相关
# ----------------------------------------------------------------------
def clearData(self):
"""清空数据"""
# 清空数据，重新画图
self.time_index = []
self.listBar = []
self.listVol = []
self.listLow = []
self.listHigh = []
self.listOpenInterest = []
self.listSig = []
self.sigData = {}
self.arrows = []
self.datas = None # ----------------------------------------------------------------------
def updateSig(self, sig):
"""刷新买卖信号"""
self.listSig = sig
self.plotMark()
# ----------------------------------------------------------------------
def onBar(self, bar, nWindow=20):
"""
新增K线数据,K线播放模式
nWindow : 最大数据窗口
"""
# 是否需要更新K线
newBar = False if len(self.datas) > 0 and bar.datetime == self.datas[-1].datetime else True
nrecords = len(self.datas) if newBar else len(self.datas) - 1
bar.openInterest = np.random.randint(0,
3) if bar.openInterest == np.inf or bar.openInterest == -np.inf else bar.openInterest
recordVol = (nrecords, bar.volume, 0, 0, bar.volume) if bar.close < bar.open else (
nrecords, 0, bar.volume, 0, bar.volume)
if newBar and any(self.datas):
self.datas.resize(nrecords + 1, refcheck=0)
self.listBar.resize(nrecords + 1, refcheck=0)
self.listVol.resize(nrecords + 1, refcheck=0)
elif any(self.datas):
self.listLow.pop()
self.listHigh.pop()
self.listOpenInterest.pop()
if any(self.datas):
self.datas[-1] = (bar.datetime, bar.open, bar.close, bar.low, bar.high, bar.volume, bar.openInterest)
self.listBar[-1] = (nrecords, bar.open, bar.close, bar.low, bar.high)
self.listVol[-1] = recordVol
else:
self.datas = np.rec.array(
[(datetime, bar.open, bar.close, bar.low, bar.high, bar.volume, bar.openInterest)], \
names=('datetime', 'open', 'close', 'low', 'high', 'volume', 'openInterest'))
self.listBar = np.rec.array([(nrecords, bar.open, bar.close, bar.low, bar.high)], \
names=('datetime', 'open', 'close', 'low', 'high'))
self.listVol = np.rec.array([recordVol], names=('datetime', 'open', 'close', 'low', 'high'))
self.resignData(self.datas)
self.axisTime.update_xdict({nrecords: bar.datetime})
self.listLow.append(bar.low)
self.listHigh.append(bar.high)
self.listOpenInterest.append(bar.openInterest)
# if newBar:
# xMax = nrecords + 1
# xMin = max(0, xMax - self.countK) # 最小显示区间
# self.index=int(xMax+xMin)/2 # if self.pwKL.getViewBox().mousePress == True:
# print("sssssssssss") # if self.pwKL.getViewBox().mousePress == False: ##self.mousePress==false,不在执行刷新操作 xMax = self.index + self.countK
xMin = self.index - self.countK
#xMin=(0,xMin)
if xMin<0:
xMin=0 if not newBar:
self.updateAll() self.plotAll(False, xMin, xMax)
self.crosshair.signal.emit((None, None)) # ----------------------------------------------------------------------
def loadData(self, datas):
"""
载入pandas.DataFrame数据
datas : 数据格式，cols : datetime, open, close, low, high
"""
# 设置中心点时间
self.index = 0 # 绑定数据，更新横坐标映射，更新Y轴自适应函数，更新十字光标映射
datas['time_int'] = np.array(range(len(datas.index)))
self.datas = datas[['open', 'close', 'low', 'high', 'volume', 'openInterest']].to_records()
self.axisTime.xdict = {}
xdict = dict(enumerate(datas.index.tolist()))
self.axisTime.update_xdict(xdict)
self.resignData(self.datas)
# 更新画图用到的数据
self.listBar = datas[['time_int', 'open', 'close', 'low', 'high']].to_records(False)
self.listHigh = list(datas['high'])
self.listLow = list(datas['low'])
self.listOpenInterest = list(datas['openInterest'])
# 成交量颜色和涨跌同步，K线方向由涨跌决定
datas0 = pd.DataFrame()
datas0['open'] = datas.apply(lambda x: 0 if x['close'] >= x['open'] else x['volume'], axis=1)
datas0['close'] = datas.apply(lambda x: 0 if x['close'] < x['open'] else x['volume'], axis=1)
datas0['low'] = datas0['open']
datas0['high'] = datas0['close']
datas0['time_int'] = np.array(range(len(datas.index)))
self.listVol = datas0[['time_int', 'open', 'close', 'low', 'high']].to_records(False)
# 调用画图函数
self.plotAll(True, 0, len(self.datas)) def loadDataBar(self, datas):
"""
载入pandas.DataFrame数据
datas : 数据格式，'symbol','vtSymbol','exchange','open','high','low','close','date','time1','datetime','volume','openInterest'
"""
print(datas)
self.index = 0 # 绑定数据，更新横坐标映射，更新Y轴自适应函数，更新十字光标映射
datas['time_int'] = np.array(range(len(datas.index))) self.datas = datas[['datetime', 'open', 'close', 'low', 'high', 'volume', 'openInterest']].to_records(False)
# self.datas = datas[['symbol','vtSymbol','exchange','open','high','low','close','date','time1','datetime','volume','openInterest']].to_records()
self.axisTime.xdict = {}
# xdict = dict(enumerate(datas.index.tolist()))
xdict = dict(enumerate(datas['datetime'].tolist()))
self.axisTime.update_xdict(xdict)
self.resignData(self.datas)
# 更新画图用到的数据
self.listBar = datas[['time_int', 'open', 'close', 'low', 'high']].to_records(False)
self.listHigh = list(datas['high'])
self.listLow = list(datas['low'])
self.listOpenInterest = list(datas['openInterest'])
# 成交量颜色和涨跌同步，K线方向由涨跌决定
datas0 = pd.DataFrame()
datas0['open'] = datas.apply(lambda x: 0 if x['close'] >= x['open'] else x['volume'], axis=1)
datas0['close'] = datas.apply(lambda x: 0 if x['close'] < x['open'] else x['volume'], axis=1)
datas0['low'] = datas0['open']
datas0['high'] = datas0['close']
datas0['time_int'] = np.array(range(len(datas.index)))
self.listVol = datas0[['time_int', 'open', 'close', 'low', 'high']].to_records(False)
# 调用画图函数
self.plotAll(True, 0, len(self.datas)) ##VtBarData 结构
def loadDataBarArray(self, record):
txtData = pd.DataFrame.from_records(record, index="datetime")
# txtData = txtData.rename(columns = {0:'symbol', 1:"vtSymbol",2:"exchange",3:"open",4:"high",5:"low",6:"close",7:"date",8:"time",9:"datetime",10:"volume",11:"openInterest"}) self.loadData(txtData) ########################################################################
# 功能测试
########################################################################
import sys if __name__ == '__main__':
app = QApplication(sys.argv)
# 界面设置
cfgfile = QtCore.QFile('css.qss')
cfgfile.open(QtCore.QFile.ReadOnly)
styleSheet = cfgfile.readAll()
styleSheet = unicode(styleSheet, encoding='utf8')
app.setStyleSheet(styleSheet)
# K线界面
# ui = KLineWidget()
# ui.show()
# ui.KLtitle.setText('rb1701',size='20pt')
# ui.loadData(pd.DataFrame.from_csv('data.csv')) ui = KLineWidget(name="opt")
ui.show()
ui.KLtitle.setText('rb1701', size='20pt') # txtData = pd.DataFrame.from_csv('D:/data/day/rb1101.txt',header=None,index_col=7)
txtData = pd.DataFrame.from_csv('E:/Data/day/rb1101.txt', header=None, index_col=7) txtData = txtData.rename(
columns={0: 'symbol', 1: "vtSymbol", 2: "exchange", 3: "open", 4: "high", 5: "low", 6: "close", 7: "date",
8: "time", 9: "datetime", 10: "volume", 11: "openInterest"}) ui.loadDataBar(txtData)
app.exec_()
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