为 vnpy 回测增加指标显示

标签：vnpy QtGui ix self 指标 回测 dialog candle lineList

添加一个指标类：

from vnpy.trader.ui import QtCore, QtGui from vnpy.trader.object import BarData from vnpy.chart.base import BLACK_COLOR, UP_COLOR, DOWN_COLOR, PEN_WIDTH, BAR_WIDTH,WHITE_COLOR from vnpy.chart.item import CandleItem from vnpy.trader.object import BarData from vnpy.chart.manager import BarManager
class LineItem(CandleItem):     """ LineItem 用于策略内线性标线图示 """     prompt = "Line"     def __init__(self, manager: BarManager) -> None:         """"""         super().__init__(manager)         self.lineList = []         self._color = WHITE_COLOR
    def setData(self, lineList : list, prompt:str, color : QtGui.QColor = WHITE_COLOR):         self.lineList = lineList         self._color = color         self.prompt = prompt
    def _draw_bar_picture(self, ix: int, _) -> QtGui.QPicture:         """"""         candle_picture: QtGui.QPicture = QtGui.QPicture()         painter: QtGui.QPainter = QtGui.QPainter(candle_picture)                 painter.setPen(QtGui.QPen(self._color))         if ix != 0:             if self.lineList[ix - 1] != None and self.lineList[ix] != None:                 painter.drawLine(                     QtCore.QPointF(ix - 1, self.lineList[ix - 1]),                     QtCore.QPointF(ix, self.lineList[ix])                 )           painter.end()         return candle_picture             def get_info_text(self, ix: int) -> str:         """"""                 if ix < len(self.lineList) and self.lineList[ix]:                         text = f"{self.prompt}:{self.lineList[ix]:.2f}"         else:             text = f"{self.prompt}:None"         return text

调用指标的代码：

    engine : BacktestingEngine = backtest(BreakStrategy)             while create_qapp():         # 建立K线图表         candle_dialog: CandleChartDialog = CandleChartDialog()         # 增加指标         candle_dialog.chart.add_item(LineItem, "mean", "candle")         candle_dialog.chart.add_item(LineItem, "up", "candle")         candle_dialog.chart.add_item(LineItem, "down", "candle")         # 设置指标数值         candle_dialog.chart._items["mean"].setData(engine.strategy.mean_list, "mean", QtGui.QColor(255, 0, 0))         candle_dialog.chart._items["up"].setData(engine.strategy.bollup_list, "up", QtGui.QColor(155, 155, 155))         candle_dialog.chart._items["down"].setData(engine.strategy.bolldown_list, "down", QtGui.QColor(155, 155, 155))
        # 设置K线图表的数据         history: list = engine.history_data         # 更新K线图表的数据         candle_dialog.update_history(history)         # 更新K线图表的成交记录         trades: List[TradeData] = engine.get_all_trades()                 candle_dialog.update_trades(trades)                 candle_dialog.exec()         break
    print("task finished")

要点：

在update_history 前 additem 和 setData,  因为 CandleChartDialog 里的 update_history 里直接更新了画图内容。 

策略代码里，要生成指标list, 用于测试时取出。 

 

标签：vnpy,QtGui,ix,self,指标,回测,dialog,candle,lineList
From： https://www.cnblogs.com/kingkaixuan/p/17355647.html