diff --git a/.qt_for_python/uic/indicatorParameters.py b/.qt_for_python/uic/indicatorParameters.py index 44102b6..f812316 100644 --- a/.qt_for_python/uic/indicatorParameters.py +++ b/.qt_for_python/uic/indicatorParameters.py @@ -2,13 +2,13 @@ # Form implementation generated from reading ui file 'c:\perso\trading\anaconda3\backtrader-ichimoku\ui\indicatorParameters.ui' # -# Created by: PyQt5 UI code generator 5.15.5 +# Created by: PyQt6 UI code generator 5.15.5 # # WARNING: Any manual changes made to this file will be lost when pyuic5 is # run again. Do not edit this file unless you know what you are doing. -from PyQt5 import QtCore, QtGui, QtWidgets +from PyQt6 import QtCore, QtGui, QtWidgets class Ui_Dialog(object): diff --git a/.qt_for_python/uic/loadDataFiles.py b/.qt_for_python/uic/loadDataFiles.py index 6cbeb39..5a80d49 100644 --- a/.qt_for_python/uic/loadDataFiles.py +++ b/.qt_for_python/uic/loadDataFiles.py @@ -8,13 +8,13 @@ # run again. Do not edit this file unless you know what you are doing. -from PyQt5 import QtCore, QtGui, QtWidgets +from PyQt6 import QtCore, QtGui, QtWidgets class Ui_Form(object): def setupUi(self, Form): Form.setObjectName("Form") - Form.resize(390, 458) + Form.resize(488, 458) self.gridLayout_2 = QtWidgets.QGridLayout(Form) self.gridLayout_2.setObjectName("gridLayout_2") self.dataFilesListWidget = QtWidgets.QListWidget(Form) @@ -29,6 +29,7 @@ def setupUi(self, Form): self.label_4.setObjectName("label_4") self.gridLayout_2.addWidget(self.label_4, 2, 0, 1, 1) self.importPB = QtWidgets.QPushButton(Form) + self.importPB.setMinimumSize(QtCore.QSize(0, 40)) self.importPB.setObjectName("importPB") self.gridLayout_2.addWidget(self.importPB, 5, 0, 1, 2) self.verticalLayout = QtWidgets.QVBoxLayout() @@ -38,40 +39,44 @@ def setupUi(self, Form): self.groupBox.setObjectName("groupBox") self.gridLayout = QtWidgets.QGridLayout(self.groupBox) self.gridLayout.setObjectName("gridLayout") + self.semicolonRB = QtWidgets.QRadioButton(self.groupBox) + self.semicolonRB.setObjectName("semicolonRB") + self.gridLayout.addWidget(self.semicolonRB, 3, 3, 1, 1) self.label = QtWidgets.QLabel(self.groupBox) self.label.setObjectName("label") self.gridLayout.addWidget(self.label, 0, 0, 1, 1) - self.filePathLE = QtWidgets.QLineEdit(self.groupBox) - self.filePathLE.setObjectName("filePathLE") - self.gridLayout.addWidget(self.filePathLE, 0, 1, 1, 2) - self.openFilePB = QtWidgets.QToolButton(self.groupBox) - self.openFilePB.setObjectName("openFilePB") - self.gridLayout.addWidget(self.openFilePB, 0, 3, 1, 1) self.label_3 = QtWidgets.QLabel(self.groupBox) self.label_3.setObjectName("label_3") self.gridLayout.addWidget(self.label_3, 1, 0, 1, 1) - self.datetimeFormatLE = QtWidgets.QLineEdit(self.groupBox) - self.datetimeFormatLE.setObjectName("datetimeFormatLE") - self.gridLayout.addWidget(self.datetimeFormatLE, 1, 1, 1, 2) self.label_2 = QtWidgets.QLabel(self.groupBox) self.label_2.setObjectName("label_2") - self.gridLayout.addWidget(self.label_2, 2, 0, 1, 1) + self.gridLayout.addWidget(self.label_2, 3, 0, 1, 1) self.tabRB = QtWidgets.QRadioButton(self.groupBox) self.tabRB.setChecked(True) self.tabRB.setObjectName("tabRB") - self.gridLayout.addWidget(self.tabRB, 2, 1, 1, 1) + self.gridLayout.addWidget(self.tabRB, 3, 1, 1, 1) self.commaRB = QtWidgets.QRadioButton(self.groupBox) self.commaRB.setObjectName("commaRB") - self.gridLayout.addWidget(self.commaRB, 2, 2, 1, 1) + self.gridLayout.addWidget(self.commaRB, 3, 2, 1, 1) + self.filePathLE = QtWidgets.QLineEdit(self.groupBox) + self.filePathLE.setObjectName("filePathLE") + self.gridLayout.addWidget(self.filePathLE, 0, 1, 1, 3) + self.openFilePB = QtWidgets.QToolButton(self.groupBox) + self.openFilePB.setObjectName("openFilePB") + self.gridLayout.addWidget(self.openFilePB, 0, 4, 1, 1) + self.datetimeFormatLE = QtWidgets.QLineEdit(self.groupBox) + self.datetimeFormatLE.setObjectName("datetimeFormatLE") + self.gridLayout.addWidget(self.datetimeFormatLE, 1, 1, 1, 4) + self.loadFilePB = QtWidgets.QPushButton(self.groupBox) + self.loadFilePB.setMinimumSize(QtCore.QSize(0, 40)) + self.loadFilePB.setObjectName("loadFilePB") + self.gridLayout.addWidget(self.loadFilePB, 4, 1, 1, 4) self.errorLabel = QtWidgets.QLabel(self.groupBox) self.errorLabel.setStyleSheet("color: red") self.errorLabel.setText("") self.errorLabel.setAlignment(QtCore.Qt.AlignCenter) self.errorLabel.setObjectName("errorLabel") - self.gridLayout.addWidget(self.errorLabel, 4, 0, 1, 3) - self.loadFilePB = QtWidgets.QPushButton(self.groupBox) - self.loadFilePB.setObjectName("loadFilePB") - self.gridLayout.addWidget(self.loadFilePB, 3, 1, 1, 2) + self.gridLayout.addWidget(self.errorLabel, 5, 0, 1, 5) self.gridLayout_2.addWidget(self.groupBox, 0, 0, 1, 2) self.label_5 = QtWidgets.QLabel(Form) self.label_5.setStyleSheet("font-style: italic") @@ -90,11 +95,12 @@ def retranslateUi(self, Form): self.label_4.setText(_translate("Form", "List of all files to import in cerebro")) self.importPB.setText(_translate("Form", "Import all data files")) self.groupBox.setTitle(_translate("Form", "Loading a new data file")) + self.semicolonRB.setText(_translate("Form", "semicolon")) self.label.setText(_translate("Form", "Import a new data file")) - self.openFilePB.setText(_translate("Form", "...")) self.label_3.setText(_translate("Form", "Date time format")) self.label_2.setText(_translate("Form", "Separator")) self.tabRB.setText(_translate("Form", "tab")) self.commaRB.setText(_translate("Form", "comma")) + self.openFilePB.setText(_translate("Form", "...")) self.loadFilePB.setText(_translate("Form", "Load .CSV file")) self.label_5.setText(_translate("Form", "Files should be ordered from lower (on top) to higher timeframe (at bottom).")) diff --git a/DataFile.py b/DataFile.py new file mode 100644 index 0000000..22cff34 --- /dev/null +++ b/DataFile.py @@ -0,0 +1,24 @@ + +class DataFile(): + + def __init__(self): + + # File location + self.filePath = "" + self.fileName = "" + + # File import parameters + self.timeFrame = "" + self.separator = "" + self.timeFormat = "" + + # Panda data frame + self.dataFrame = None + + pass + + + + + + diff --git a/README.md b/README.md index 66772c4..cdaac73 100644 --- a/README.md +++ b/README.md @@ -1,3 +1,5 @@ +[![Discord](https://img.shields.io/badge/DISCORD-Join%20the%20server-blue?style=for-the-badge&logo=discord)](https://discord.gg/56ERy324) + # Skinok backtrader UI (PyQt and finplot) ![Backtrader PyQt Ui](./images/overview.png "Backtrader PyQt Ui") @@ -20,9 +22,9 @@ pip install git+https://github.com/backtrader2/backtrader matplotlib requests \ # How to use it ? -* Put your CSV Data in the *data* folder -* Create your strategy and put it in the *strategies* folder - Your strategy *file* name should be exactly the same as the strategy *class* name +* Put your CSV Data in the *data* folder +* Create your strategy and put it in the *strategies* folder + Your strategy *file* name should be exactly the same as the strategy *class* name You can take a look at the provided exemples diff --git a/Singleton.py b/Singleton.py new file mode 100644 index 0000000..7b4595c --- /dev/null +++ b/Singleton.py @@ -0,0 +1,7 @@ +class Singleton: + __instance = None + + def __new__(cls,*args, **kwargs): + if cls.__instance is None : + cls.__instance = super(Singleton, cls).__new__(cls, *args, **kwargs) + return cls.__instance \ No newline at end of file diff --git a/SkinokBacktraderUI.py b/SkinokBacktraderUI.py index a09a6b8..59bd802 100644 --- a/SkinokBacktraderUI.py +++ b/SkinokBacktraderUI.py @@ -17,15 +17,16 @@ # ############################################################################### -import pandas - #import sys #sys.path.append('D:/perso/trading/anaconda3/backtrader2') import backtrader as bt from CerebroEnhanced import * +from PyQt6 import QtWidgets import sys, os -from backtrader.order import BuyOrder, SellOrder +from DataFile import DataFile + +from dataManager import DataManager sys.path.append(os.path.dirname(os.path.realpath(__file__)) + '/observers') sys.path.append(os.path.dirname(os.path.realpath(__file__)) + '/strategies') sys.path.append(os.path.dirname(os.path.realpath(__file__)) + '/../finplot') @@ -37,6 +38,9 @@ from observers.SkinokObserver import SkinokObserver from wallet import Wallet +from userConfig import UserConfig + +from PyQt6 import QtCore class SkinokBacktraderUI: @@ -48,7 +52,7 @@ def __init__(self): # Init attributes self.strategyParameters = {} - self.dataframes = {} + self.dataFiles = {} # Global is here to update the Ui in observers easily, if you find a better way, don't hesistate to tell me (Skinok) global interface @@ -67,8 +71,69 @@ def __init__(self): # Timeframes self.timeFrameIndex = {"M1" : 0, "M5" : 10, "M15": 20, "M30": 30, "H1":40, "H4":50, "D":60, "W":70} + self.dataManager = DataManager() + + self.datafileName_to_dataFile={} + + # Restore previous session for faster tests + self.loadConfig() + + pass + + def loadConfig(self): + + userConfig = UserConfig() + userConfig.loadConfigFile() + + isEmpty = True + + # Load previous data files + #for timeframe in self.timeFrameIndex.keys(): + + for timeFrame in userConfig.data.keys(): + + dataFile = DataFile() + + dataFile.filePath = userConfig.data[timeFrame]['filePath'] + dataFile.fileName = userConfig.data[timeFrame]['fileName'] + dataFile.timeFormat = userConfig.data[timeFrame]['timeFormat'] + dataFile.separator = userConfig.data[timeFrame]['separator'] + dataFile.timeFrame = timeFrame + + if not dataFile.timeFormat in self.dataFiles: + dataFile.dataFrame, errorMessage = self.dataManager.loadDataFrame(dataFile) + + if dataFile.dataFrame is not None: + + isEmpty = False + + self.datafileName_to_dataFile[dataFile.fileName] = dataFile + + # REALLY UGLY : it should be a function of user interface + items = self.interface.strategyTesterUI.loadDataFileUI.dataFilesListWidget.findItems(dataFile.fileName, QtCore.Qt.MatchFixedString) + + if len(items) == 0: + self.interface.strategyTesterUI.loadDataFileUI.dataFilesListWidget.addItem(dataFile.fileName) + + self.dataFiles[dataFile.timeFrame] = dataFile + + if not isEmpty: + self.importData() + pass + def removeTimeframe(self, timeFrame): + + # Delete from controler + del self.dataFiles[timeFrame] + + # Delete from chart + self.interface.deleteChartDock(timeFrame) + + # Delete from Cerebro ? + self.resetCerebro() + + pass def resetCerebro(self): @@ -102,46 +167,20 @@ def resetCerebro(self): pass - # Return True if loading is successfull & the error string if False - def loadData(self, dataPath, datetimeFormat, separator): - - # Try importing data file - # We should code a widget that ask for options as : separators, date format, and so on... - try: - fileName = os.path.basename(dataPath) - - # Python contains - if not dataPath in self.dataframes: - self.dataframes[fileName] = pd.read_csv(dataPath, - sep=separator, - parse_dates=[0], - date_parser=lambda x: pd.to_datetime(x, format=datetimeFormat), - skiprows=0, - header=0, - names=["Time", "Open", "High", "Low", "Close", "Volume"], - index_col=0) - - except ValueError as err: - return False, "ValueError error:" + str(err) - except AttributeError as err: - return False, "AttributeError error:" + str(err) - except : - return False, "Unexpected error:" + str(sys.exc_info()[0]) - - return True, "" - - def importData(self, fileNames): + def importData(self): try: + + timeFrames = list(self.dataFiles.keys()) # Sort data by timeframe # For cerebro, we need to add lower timeframes first - fileNames.sort( key=lambda x: self.timeFrameIndex[self.findTimeFrame(self.dataframes[x])]) + timeFrames.sort( key=lambda x: self.timeFrameIndex[x] ) # Files should be loaded in the good order - for fileName in fileNames: + for timeFrame in timeFrames: - df = self.dataframes[fileName] + df = self.dataFiles[timeFrame].dataFrame # Datetime first column : 2012-12-28 17:45:00 #self.dataframe['TimeInt'] = pd.to_datetime(self.dataframe.index).astype('int64') # use finplot's internal representation, which is ns @@ -152,52 +191,27 @@ def importData(self, fileNames): # Add data to cerebro : only add data when all files have been selected for multi-timeframes self.cerebro.adddata(self.data) # Add the data feed - # Find timeframe - timeframe = self.findTimeFrame(df) - # Create the chart window for the good timeframe (if it does not already exists?) - self.interface.createChartDock(timeframe) + self.interface.createChartDock(timeFrame) # Draw charts based on input data - self.interface.drawChart(df, timeframe) + self.interface.drawChart(df, timeFrame) # Enable run button - self.interface.strategyTesterUI.runBacktestPB.setEnabled(True) + self.interface.strategyTesterUI.runBacktestBtn.setEnabled(True) return True except AttributeError as e: - print("AttributeError error:" + str(e)) + print("AttributeError error:" + str(e) + " " + str(sys.exc_info()[0])) except KeyError as e: - print("KeyError error:" + str(e)) + print("KeyError error:" + str(e) + " " + str(sys.exc_info()[0])) except: print("Unexpected error:" + str(sys.exc_info()[0])) return False pass - def findTimeFrame(self, df): - - if len(df.index) > 2: - dtDiff = df.index[1] - df.index[0] - - if dtDiff.seconds == 60: - return "M1" - elif dtDiff.seconds == 300: - return "M5" - elif dtDiff.seconds == 900: - return "M15" - elif dtDiff.seconds == 1800: - return "M30" - elif dtDiff.seconds == 3600: - return "H1" - elif dtDiff.seconds == 14400: - return "H4" - elif dtDiff.seconds == 86400: - return "D" - elif dtDiff.seconds == 604800: - return "W" - pass def addStrategy(self, strategyName): @@ -215,19 +229,21 @@ def addStrategy(self, strategyName): pass - def strategyParametersChanged(self, lineEdit, parameterName, parameterOldValue): + def strategyParametersChanged(self, widget, parameterName, parameterOldValue): # todo something - if len(lineEdit.text()) > 0: + if len(widget.text()) > 0: param = self.strategyClass.params._get(self.strategyClass.params,parameterName) - if isinstance(param, int): - self.strategyParameters[parameterName] = int(lineEdit.text()) + if isinstance(param, bool): + self.strategyParameters[parameterName] = widget.checkState() == QtCore.Qt.CheckState.Checked + elif isinstance(param, int): + self.strategyParameters[parameterName] = int(widget.text()) elif isinstance(param, float): - self.strategyParameters[parameterName] = int(lineEdit.text()) + self.strategyParameters[parameterName] = float(widget.text()) else: - self.strategyParameters[parameterName] = lineEdit.text() + self.strategyParameters[parameterName] = widget.text() pass @@ -246,8 +262,8 @@ def run(self): self.interface.resetChart() # Add strategy here to get modified parameters - test = self.strategyParameters - self.strategyIndex = self.cerebro.addstrategy(self.strategyClass, test) + params = self.strategyParameters + self.strategyIndex = self.cerebro.addstrategy(self.strategyClass, params) # Wallet Management : reset between each run self.cerebro.broker.setcash(self.startingcash) @@ -265,7 +281,6 @@ def run(self): pass - def displayStrategyResults(self): # Stats on trades #portfolio_stats = self.strat_results.analyzers.getbyname('PyFolio') @@ -276,12 +291,11 @@ def displayStrategyResults(self): #self.interface.createTransactionsUI(self.portfolio_transactions) self.interface.fillSummaryUI(self.strat_results.stats.broker.cash[0], self.strat_results.stats.broker.value[0], self.strat_results.analyzers.ta.get_analysis()) self.interface.fillTradesUI(self.strat_results._trades.items()) - + self.interface.dock_strategyResultsUI.show() #self.interface.drawTrades(self.strat_results._trades.items()) #Orders filters self.myOrders = [] for order in self.strat_results._orders: - if order.status in [order.Completed]: self.myOrders.append(order) @@ -295,7 +309,7 @@ def displayStrategyResults(self): pnl_data['cash'] = self.wallet.cash_list # really uggly - pnl_data['time'] = list(self.dataframes.values())[0].index + pnl_data['time'] = list(self.dataFiles.values())[0].dataFrame.index # draw charts df = pd.DataFrame(pnl_data) diff --git a/backtest_ichimoku.py b/backtest_ichimoku.py deleted file mode 100644 index 6f6c1c3..0000000 --- a/backtest_ichimoku.py +++ /dev/null @@ -1,38 +0,0 @@ -from datetime import datetime -from ichimoku_strat1 import IchimokuStart1 - -import pandas - -from PyQt5.QtWidgets import QApplication, QGridLayout, QMainWindow, QGraphicsView, QComboBox, QLabel -from pyqtgraph.dockarea import DockArea, Dock - -import backtesting.backtesting as bt -import backtesting.lib as btlib - -import sys -sys.path.append('D:/perso/trading/anaconda3/finplot') -import finplot as fplt - -windows = [] # no gc -sounds = {} # no gc -master_data = {} -overlay_axs = [] # for keeping track of candlesticks in overlays - -import userInterface as Ui - -# Get a pandas dataframe -datapath = ('D:/perso/trading/anaconda3/backtrader-ichimoku/data/EURUSD_M15_light.csv') - -dataframe = pandas.read_csv(datapath, - sep='\t', - skiprows=0, - header=0, - parse_dates=True, - index_col=0) - -# Pass it to the backtrader datafeed and add it to the cerebro -backtest = bt.Backtest(dataframe,IchimokuStart1) -backtest.run() - -interace = Ui.UserInterface(); -interace.drawFinPlots(dataframe) \ No newline at end of file diff --git a/connectors/OandaV20Connector.py b/connectors/OandaV20Connector.py new file mode 100644 index 0000000..c1d23c4 --- /dev/null +++ b/connectors/OandaV20Connector.py @@ -0,0 +1,20 @@ + + +# Après avoir importé les librairies nécessaires +class OandaV20Connector(OandaV20Store): + # Le constructeur de la classe + def __init__(self, token, account, practice=True): + # Appelle le constructeur de la classe parente + super().__init__(token=token, account=account, practice=practice) + # Crée un broker à partir du store + self.broker = self.getbroker() + # Crée un data feed à partir du store + self.data = self.getdata(dataname="EUR_USD", timeframe=bt.TimeFrame.Minutes, compression=1) + + # Une méthode pour ajouter le data feed au Cerebro + def add_data(self, cerebro): + cerebro.adddata(self.data) + + # Une méthode pour ajouter le broker au Cerebro + def add_broker(self, cerebro): + cerebro.setbroker(self.broker) diff --git a/custom_indicators/BollingerBandsBandwitch.py b/custom_indicators/BollingerBandsBandwitch.py new file mode 100644 index 0000000..4f57282 --- /dev/null +++ b/custom_indicators/BollingerBandsBandwitch.py @@ -0,0 +1,14 @@ +from backtrader import bt + +class BollingerBandsBandwitch(bt.ind.BollingerBands): + + ''' + Extends the Bollinger Bands with a Percentage line and a Bandwitch indicator + ''' + lines = ('bandwitch',) + plotlines = dict(bandwitch=dict(_name='%Bwtch')) # display the line as %B on chart + + def __init__(self): + super(BollingerBandsBandwitch, self).__init__() + self.l.bandwitch = 100 * (self.l.top - self.l.bot) / self.l.mid + pass \ No newline at end of file diff --git a/indicators/__init__.py b/custom_indicators/__init__.py similarity index 100% rename from indicators/__init__.py rename to custom_indicators/__init__.py diff --git a/indicators/ema.py b/custom_indicators/ema.py similarity index 100% rename from indicators/ema.py rename to custom_indicators/ema.py diff --git a/indicators/fin_macd.py b/custom_indicators/fin_macd.py similarity index 100% rename from indicators/fin_macd.py rename to custom_indicators/fin_macd.py diff --git a/indicators/ichimoku.py b/custom_indicators/ichimoku.py similarity index 92% rename from indicators/ichimoku.py rename to custom_indicators/ichimoku.py index 19c72bc..4f93966 100644 --- a/indicators/ichimoku.py +++ b/custom_indicators/ichimoku.py @@ -14,6 +14,11 @@ class Ichimoku(): + ''' + THIS CLASS TAKE A PANDA DATAFRAME AS INPUT, AND NOT A BACKTRADER DATA FEED (Use bt.Ind.Ichimoku instead) + ''' + + ''' Developed and published in his book in 1969 by journalist Goichi Hosoda @@ -37,6 +42,10 @@ class Ichimoku(): ''' + + ''' + THIS METHOD TAKE A PANDA DATAFRAME AS INPUT, AND NOT A BACKTRADER DATA FEED (Use bt.Ind.Ichimoku instead) + ''' def __init__(self, dataFrames, tenkan = 9, kijun = 26, senkou = 52, senkou_lead = 26, chikou = 26): # Tenkan-sen (Conversion Line): (9-period high + 9-period low)/2)) diff --git a/indicators/rsi.py b/custom_indicators/rsi.py similarity index 100% rename from indicators/rsi.py rename to custom_indicators/rsi.py diff --git a/indicators/sma.py b/custom_indicators/sma.py similarity index 100% rename from indicators/sma.py rename to custom_indicators/sma.py diff --git a/indicators/stochastic.py b/custom_indicators/stochastic.py similarity index 100% rename from indicators/stochastic.py rename to custom_indicators/stochastic.py diff --git a/indicators/stochasticRsi.py b/custom_indicators/stochasticRsi.py similarity index 100% rename from indicators/stochasticRsi.py rename to custom_indicators/stochasticRsi.py diff --git a/data/Source 1/EURUSD_M15_2020.csv b/data/Source 1/EURUSD_M15_2020.csv new file mode 100644 index 0000000..0286bf9 --- /dev/null +++ b/data/Source 1/EURUSD_M15_2020.csv @@ -0,0 +1,24999 @@ +2020-01-01 22:00,1.1212,1.12139,1.12106,1.12127,234 +2020-01-01 22:15,1.12127,1.12154,1.12127,1.12146,221 +2020-01-01 22:30,1.12147,1.12156,1.12138,1.12154,103 +2020-01-01 22:45,1.12155,1.12166,1.12143,1.12143,666 +2020-01-01 23:00,1.12143,1.12218,1.12142,1.12202,620 +2020-01-01 23:15,1.12201,1.1221,1.12195,1.1221,200 +2020-01-01 23:30,1.1221,1.12216,1.12207,1.12208,197 +2020-01-01 23:45,1.12208,1.12208,1.12176,1.12188,390 +2020-01-02 00:00,1.12188,1.1219,1.12161,1.12162,471 +2020-01-02 00:15,1.12161,1.12169,1.12157,1.12161,555 +2020-01-02 00:30,1.12161,1.12174,1.12157,1.12172,380 +2020-01-02 00:45,1.12173,1.1219,1.12172,1.12183,384 +2020-01-02 01:00,1.12182,1.12231,1.1218,1.12225,763 +2020-01-02 01:15,1.12225,1.12244,1.12219,1.12236,1012 +2020-01-02 01:30,1.12234,1.12237,1.1221,1.1221,554 +2020-01-02 01:45,1.1221,1.12211,1.1218,1.12209,806 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+2022-09-23,7.12,7.18,7.09,7.16,218063 +2022-09-26,7.12,7.17,7.05,7.06,295035 +2022-09-27,7.04,7.09,7.02,7.07,201282 diff --git a/dataManager.py b/dataManager.py new file mode 100644 index 0000000..15f6cb4 --- /dev/null +++ b/dataManager.py @@ -0,0 +1,95 @@ + +import os,sys +import Singleton +import pandas as pd + +from Singleton import Singleton + +class DataManager(Singleton): + + def DatetimeFormat(self, dataFilePath): + fileparts = os.path.split(dataFilePath) + datafile = fileparts[1] + # print(datafile[-4:]) + if datafile[-4:]=='.csv': + df = pd.read_csv(dataFilePath, nrows=1) + + timestring = df.iloc[0,0] + ncolon = timestring.count(':') + if ncolon==2: + return "%Y-%m-%d %H:%M:%S" + elif ncolon==1: + return "%Y-%m-%d %H:%M" + else: + nspace = timestring.count(' ') + if nspace==1: + return "%Y-%m-%d %H" + else: + return "%Y-%m-%d" + + return "" + + + # Return True if loading is successfull & the error string if False + # dataPath is the full file path + def loadDataFrame(self, loadDataFile): + + # Try importing data file + # We should code a widget that ask for options as : separators, date format, and so on... + try: + + # Python contains + if pd.__version__<'2.0.0': + df = pd.read_csv(loadDataFile.filePath, + sep=loadDataFile.separator, + parse_dates=[0], + date_parser=lambda x: pd.to_datetime(x, format=loadDataFile.timeFormat), + skiprows=0, + header=0, + names=["Time", "Open", "High", "Low", "Close", "Volume"], + index_col=0) + else: + df = pd.read_csv(loadDataFile.filePath, + sep=loadDataFile.separator, + parse_dates=[0], + date_format=loadDataFile.timeFormat, + skiprows=0, + header=0, + names=["Time", "Open", "High", "Low", "Close", "Volume"], + index_col=0) + + return df, "" + + except ValueError as err: + return None, "ValueError error:" + str(err) + except AttributeError as err: + return None, "AttributeError error:" + str(err) + except IndexError as err: + return None, "IndexError error:" + str(err) + except : + return None, "Unexpected error:" + str(sys.exc_info()[0]) + + + def findTimeFrame(self, df): + + if len(df.index) > 2: + dtDiff = df.index[1] - df.index[0] + + if dtDiff.total_seconds() == 60: + return "M1" + elif dtDiff.total_seconds() == 300: + return "M5" + elif dtDiff.total_seconds() == 900: + return "M15" + elif dtDiff.total_seconds() == 1800: + return "M30" + elif dtDiff.total_seconds() == 3600: + return "H1" + elif dtDiff.total_seconds() == 14400: + return "H4" + elif dtDiff.total_seconds() == 86400: + return "D" + elif dtDiff.total_seconds() == 604800: + return "W" + + pass \ No newline at end of file diff --git a/finplotWindow.py b/finplotWindow.py index 76d3445..3c3b430 100644 --- a/finplotWindow.py +++ b/finplotWindow.py @@ -2,19 +2,30 @@ from pyqtgraph.graphicsItems.LegendItem import LegendItem -from indicators import ichimoku -from indicators import rsi -from indicators import stochastic -from indicators import stochasticRsi -from indicators import sma -from indicators import ema +from custom_indicators import ichimoku +from custom_indicators import rsi +from custom_indicators import stochastic +from custom_indicators import stochasticRsi +from custom_indicators import sma +from custom_indicators import ema sys.path.append('../finplot') import finplot as fplt +import pandas as pd +import numpy as np +from datetime import datetime as dt +import time as _time import backtrader as bt from pyqtgraph import mkColor, mkBrush +def chinese_price_colorfilter(item, datasrc, df): + opencol = df.columns[1] + closecol = df.columns[2] + is_up = df[opencol] <= df[closecol] # open lower than close = goes up + yield item.rowcolors('bear') + [df.loc[is_up, :]] + yield item.rowcolors('bull') + [df.loc[~is_up, :]] + class FinplotWindow(): def __init__(self, dockArea, dockChart, interface): @@ -30,6 +41,8 @@ def __init__(self, dockArea, dockChart, interface): self.IndVolumesActivated = False + self.last_ax_data_xtick = [] + pass ######### @@ -54,15 +67,15 @@ def createPlotWidgets(self, timeframe): # Ax Profit & Loss self.interface.strategyResultsUI.ResultsTabWidget.widget(1).layout().addWidget(self.axPnL.ax_widget) + fplt.add_crosshair_info(self.update_crosshair_text, ax=self.ax0) pass def drawCandles(self): - fplt.candlestick_ochl(self.data['Open Close High Low'.split()], ax=self.ax0) + fplt.candlestick_ochl(self.data['Open Close High Low'.split()], ax=self.ax0 ) # colorfunc=chinese_price_colorfilter #self.hover_label = fplt.add_legend('', ax=self.ax0) #fplt.set_time_inspector(self.update_legend_text, ax=self.ax0, when='hover', data=data) - #fplt.add_crosshair_info(self.update_crosshair_text, ax=self.ax0) # Inside plot widget controls #self.createControlPanel(self.ax0.ax_widget) @@ -115,8 +128,6 @@ def drawOrders(self, orders = None): ############## if order.isbuy(): - direction = "buy" - # Tracer les traites allant des ouvertures de positions vers la fermeture de position if currentPositionSize < 0: @@ -158,8 +169,6 @@ def drawOrders(self, orders = None): # Sell ############## elif order.issell(): - direction = "sell" - if currentPositionSize < 0: # Augmentation de la postion @@ -206,7 +215,7 @@ def drawOrders(self, orders = None): currentPositionSize += order.size # Todo: We could display the size of the order with a label on the chart - fplt.add_order(bt.num2date(order.executed.dt), order.executed.price, direction, ax=self.ax0) + fplt.add_order(bt.num2date(order.executed.dt), order.executed.price, order.isbuy(), ax=self.ax0) pass @@ -224,8 +233,9 @@ def update_legend_text(self, x, y, ax, data): pass def update_crosshair_text(self,x, y, xtext, ytext): - ytext = '%s (Close%+.2f)' % (ytext, (y - self.data.iloc[x].Close)) - return xtext, ytext + ytext = '%s \n Open: %.5f\n Close: %.5f\n High: %.5f\n Low: %.5f' \ + % (ytext, self.data.iloc[x].Open, self.data.iloc[x].Close, self.data.iloc[x].High, self.data.iloc[x].Low) + return xtext,ytext def activateDarkMode(self, activated): @@ -273,6 +283,8 @@ def activateDarkMode(self, activated): for ax in axs: ax.axes['left']['item'].setPen(axis_pen) ax.axes['left']['item'].setTextPen(axis_pen) + ax.axes['right']['item'].setPen(axis_pen) + ax.axes['right']['item'].setTextPen(axis_pen) ax.axes['bottom']['item'].setPen(axis_pen) ax.axes['bottom']['item'].setTextPen(axis_pen) if ax.crosshair is not None: @@ -378,7 +390,49 @@ def setIndicator(self, indicatorName, activated): self.updateChart() pass - + + def _date_str2x(self, ax, date_str): + print(type(ax.getAxis('bottom').vb.datasrc)) + print(date_str) + + if ax.getAxis('bottom').vb.datasrc is None: + df = self.last_ax_data_xtick + else: + df = ax.getAxis('bottom').vb.datasrc.df + self.last_ax_data_xtick = df + + dftime = np.array(df.iloc[:, 0]) + lsttime = dftime.tolist() + # print(dftime) + # print(lsttime) + + xtime = dt.strptime(date_str, '%Y-%m-%d %H:%M:%S') + xint = int((xtime.timestamp()-_time.timezone)*1e9) + print(xint,lsttime[0]) + x = lsttime.index(xint) + + return [x] + + def zoomTo(self, dateStr1, dateStr2): + + for win in fplt.windows: + for ax in win.axs: + # x1 = self._date_str2x(ax, dateStr1) + # x2 = self._date_str2x(ax, dateStr2) + x1 = fplt._dateStr2x(ax, dateStr1) + x2 = fplt._dateStr2x(ax, dateStr2) + + # Do not zoom exactly on the trade, so take a little bit before & after + date1 = x1[0] + if date1 > 10: + date1 = date1 - 10 + + date2 = x2[0] + 10 + + ax.vb.update_y_zoom(date1,date2) + + pass + ############# # Show finplot Window ############# @@ -410,4 +464,3 @@ def hidePnL(self): self.axPnL.hide() self.axPnL.ax_widget.hide() pass - \ No newline at end of file diff --git a/indicatorParametersUI.py b/indicatorParametersUI.py index 459ba84..9f51aac 100644 --- a/indicatorParametersUI.py +++ b/indicatorParametersUI.py @@ -1,4 +1,4 @@ -from PyQt5 import QtCore, QtWidgets, QtGui, uic +from PyQt6 import QtCore, QtWidgets, QtGui, uic import os diff --git a/loadDataFilesUI.py b/loadDataFilesUI.py index 107f429..b8ee276 100644 --- a/loadDataFilesUI.py +++ b/loadDataFilesUI.py @@ -1,6 +1,10 @@ -from PyQt5 import QtCore, QtWidgets, uic +from PyQt6 import QtCore, QtWidgets, uic +import pandas as pd +import os +from DataFile import DataFile -import os +from userConfig import UserConfig +from dataManager import DataManager class LoadDataFilesUI(QtWidgets.QWidget): @@ -20,73 +24,119 @@ def __init__(self, controller, parent = None): self.filePathLE = self.findChild(QtWidgets.QLineEdit, "filePathLE") self.datetimeFormatLE = self.findChild(QtWidgets.QLineEdit, "datetimeFormatLE") - + self.tabRB = self.findChild(QtWidgets.QRadioButton, "tabRB") self.commaRB = self.findChild(QtWidgets.QRadioButton, "commaRB") + self.semicolonRB = self.findChild(QtWidgets.QRadioButton, "semicolonRB") self.openFilePB = self.findChild(QtWidgets.QToolButton, "openFilePB") self.loadFilePB = self.findChild(QtWidgets.QPushButton, "loadFilePB") self.deletePB = self.findChild(QtWidgets.QLineEdit, "deletePB") self.importPB = self.findChild(QtWidgets.QPushButton, "importPB") + self.deleteDataFilePB = self.findChild(QtWidgets.QPushButton, "deleteDataFilePB") + self.errorLabel = self.findChild(QtWidgets.QLabel, "errorLabel") self.dataFilesListWidget = self.findChild(QtWidgets.QListWidget, "dataFilesListWidget") - # Default values - self.datetimeFormatLE.setText("%Y-%m-%d %H:%M:%S") - # Connect slots : open file - self.openFilePB.clicked.connect( self.openFile ) - self.loadFilePB.clicked.connect( self.loadFile ) + self.openFilePB.clicked.connect( self.openFileDialog ) + self.loadFilePB.clicked.connect( self.createDataFile ) + self.deleteDataFilePB.clicked.connect(self.deleteFile) self.importPB.clicked.connect( self.importFiles ) + + self.dataManager = DataManager() + self.userConfig = UserConfig() pass - def openFile(self): - self.dataFileName = QtWidgets.QFileDialog.getOpenFileName(self, 'Open data file', self.current_dir_path + "/data","CSV files (*.csv)")[0] - self.filePathLE.setText(self.dataFileName) + def openFileDialog(self): + self.dataFilePath = QtWidgets.QFileDialog.getOpenFileName(self, 'Open data file', self.current_dir_path + "/data","CSV files (*.csv)")[0] + self.filePathLE.setText(self.dataFilePath) + + self.datetimeFormatLE.setText(self.dataManager.DatetimeFormat(self.dataFilePath)) + pass - def loadFile(self): + def createDataFile(self): + + dataFile = DataFile() # try loading file by controller - separator = '\t' if self.tabRB.isChecked() else ',' - success, errorMessage = self.controller.loadData(self.dataFileName, self.datetimeFormatLE.text(), separator) + dataFile.separator = '\t' if self.tabRB.isChecked() else ',' if self.commaRB.isChecked() else ';' + dataFile.timeFormat = self.datetimeFormatLE.text() + dataFile.filePath = self.dataFilePath + dataFile.fileName = os.path.basename(self.dataFilePath) + + if not dataFile.timeFormat in self.controller.dataFiles: + + dataFile.dataFrame, errorMessage = self.dataManager.loadDataFrame(dataFile) + + # Store data file in the user config parameters to later use + dataFile.timeFrame = self.dataManager.findTimeFrame(dataFile.dataFrame) + + if dataFile.dataFrame is not None: + + self.errorLabel.setStyleSheet("color:green") + self.errorLabel.setText("The file has been loaded correctly.") + + # Add file name + items = self.dataFilesListWidget.findItems(dataFile.fileName, QtCore.Qt.MatchFixedString) - if success: + if len(items) == 0: + self.dataFilesListWidget.addItem(os.path.basename(dataFile.filePath)) + + self.controller.dataFiles[dataFile.timeFrame] = dataFile; + self.userConfig.saveObject(dataFile.timeFrame, dataFile) - self.errorLabel.setStyleSheet("color:green") - self.errorLabel.setText("The file has been loaded correctly.") + else: + self.errorLabel.setStyleSheet("color:red") + self.errorLabel.setText(errorMessage) + else: + self.errorLabel.setStyleSheet("color:red") + self.errorLabel.setText("The file is already in the list") + pass + + + def loadDataFileFromConfig(self, dataPath, datetimeFormat, separator): + + fileName = os.path.basename(dataPath) + df, errorMessage = self.dataManager.loadDataFrame(dataPath, datetimeFormat, separator) + + if df is not None: # Add file name - fileName = os.path.basename(self.dataFileName) items = self.dataFilesListWidget.findItems(fileName, QtCore.Qt.MatchFixedString) if len(items) == 0: - self.dataFilesListWidget.addItem(os.path.basename(self.dataFileName)) + self.dataFilesListWidget.addItem(os.path.basename(dataPath)) - else: + return df + - self.errorLabel.setStyleSheet("color:red") - self.errorLabel.setText(errorMessage) + def deleteFile(self): - pass + listItems=self.dataFilesListWidget.selectedItems() + if not listItems: return + for item in listItems: + itemTaken = self.dataFilesListWidget.takeItem(self.dataFilesListWidget.row(item)) + # Delete from dataFrames + timeFrame = self.controller.datafileName_to_dataFile[itemTaken.text()].timeFrame - def importFiles(self): + # Delete from controler + self.controller.removeTimeframe(timeFrame) - # Get all element in list widget - items = [] - for x in range(self.dataFilesListWidget.count()): - items.append(self.dataFilesListWidget.item(x).text()) + # Delete from config + self.userConfig.removeParameter(timeFrame) - # Sort item by timeframe - + pass + + def importFiles(self): # Give all ordered data path to the controller - if self.controller.importData(items): - self.dataFilesListWidget.clear() + if self.controller.importData(): self.hide() pass diff --git a/main.py b/main.py index 04bed29..8d45805 100644 --- a/main.py +++ b/main.py @@ -18,6 +18,5 @@ ############################################################################### from SkinokBacktraderUI import SkinokBacktraderUI - skinokTrader = SkinokBacktraderUI() -skinokTrader.displayUI() +skinokTrader.displayUI() \ No newline at end of file diff --git a/qt.conf b/qt.conf new file mode 100644 index 0000000..62c2c18 --- /dev/null +++ b/qt.conf @@ -0,0 +1,2 @@ +[Platforms] +WindowsArguments = dpiawareness=2 \ No newline at end of file diff --git a/strategies/AiStableBaselinesModel.py b/strategies/AiStableBaselinesModel.py new file mode 100644 index 0000000..85df0ad --- /dev/null +++ b/strategies/AiStableBaselinesModel.py @@ -0,0 +1,278 @@ +############################################################################### +# +# Copyright (C) 2021 - Skinok +# +# This program is free software: you can redistribute it and/or modify +# it under the terms of the GNU General Public License as published by +# the Free Software Foundation, either version 3 of the License, or +# (at your option) any later version. +# +# This program is distributed in the hope that it will be useful, +# but WITHOUT ANY WARRANTY; without even the implied warranty of +# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the +# GNU General Public License for more details. +# +# You should have received a copy of the GNU General Public License +# along with this program. If not, see . +# +############################################################################### +import backtrader as bt + +import metaStrategy as mt + +from stable_baselines3 import PPO, DQN + +import numpy as np +from enum import Enum + +import pandas as pd +import pandas_ta as ta + +from custom_indicators import BollingerBandsBandwitch + +# action list +class Action(Enum): + HOLD=0 + BUY=1 + SELL=2 + +# Create a subclass of Strategy to define the indicators and logic +class AiStableBaselinesModel(mt.MetaStrategy): + + params = ( + ('model', ""), # Model name + ('tradeSize', 10.0), + ('use_ATR_SL', True), + ('atrperiod', 14), # ATR Period (standard) + ('atrdist_SL', 3.0), # ATR distance for stop price + ('atrdist_TP', 5.0), # ATR distance for take profit price + ('use_Fixed_SL', False), + ('fixed_SL', 50.0), # Fixed distance Stop Loss + ('fixed_TP', 100.0), # Fixed distance Take Profit + ) + + def notify_order(self, order): + if order.status == order.Completed: + #print("Order completed") + pass + + if not order.alive(): + self.order = None # indicate no order is pending + + def __init__(self, *argv): + + # used to modify parameters + super().__init__(argv[0]) + + # Ichi indicator + self.ichimoku = bt.ind.Ichimoku(self.data) + + # To set the stop price + self.atr = bt.indicators.ATR(self.data, period=self.p.atrperiod) + + self.stochastic = bt.ind.stochastic.Stochastic(self.data) + self.rsi = bt.ind.RelativeStrengthIndex(self.data) + self.bbands = bt.ind.BollingerBands(self.data) + self.bbandsPct = bt.ind.BollingerBandsPct(self.data) + self.bbandsBandwitch = BollingerBandsBandwitch.BollingerBandsBandwitch(self.data) + + self.sma_200 = bt.ind.MovingAverageSimple(self.data,period=200) + self.sma_150 = bt.ind.MovingAverageSimple(self.data,period=150) + self.sma_100 = bt.ind.MovingAverageSimple(self.data,period=100) + self.sma_50 = bt.ind.MovingAverageSimple(self.data,period=50) + self.sma_21 = bt.ind.MovingAverageSimple(self.data,period=21) + + self.ema_200 = bt.ind.ExponentialMovingAverage(self.data,period=200) + self.ema_100 = bt.ind.ExponentialMovingAverage(self.data,period=100) + self.ema_50 = bt.ind.ExponentialMovingAverage(self.data,period=50) + self.ema_26 = bt.ind.ExponentialMovingAverage(self.data,period=26) + self.ema_12 = bt.ind.ExponentialMovingAverage(self.data,period=12) + self.ema_9 = bt.ind.ExponentialMovingAverage(self.data,period=9) + + self.macd = bt.ind.MACDHisto(self.data) + + self.normalization_bounds_df_min = self.loadNormalizationBoundsCsv( "C:/perso/AI/AI_Framework/prepared_data/normalization_bounds_min.csv" ).transpose() + self.normalization_bounds_df_max = self.loadNormalizationBoundsCsv( "C:/perso/AI/AI_Framework/prepared_data/normalization_bounds_max.csv" ).transpose() + + pass + + def start(self): + self.order = None # sentinel to avoid operrations on pending order + + # Load the model + self.model = PPO.load(self.p.model) + #self.model = DQN.load(self.p.model) + pass + + def next(self): + + self.obseravation = self.next_observation() + + # Normalize observation + #self.normalizeObservations() + + # Do nothing if a parameter is not valid yet (basically wait for all idicators to be loaded) + + if pd.isna(self.obseravation).any(): + print("Waiting indicators") + return + + # Prepare data for Model + action, _states = self.model.predict(self.obseravation) # deterministic=True + + if not self.position: # not in the market + + # TP & SL calculation + loss_dist = self.atr[0] * self.p.atrdist_SL if self.p.use_ATR_SL else self.p.fixed_SL + profit_dist = self.atr[0] * self.p.atrdist_TP if self.p.use_ATR_SL else self.p.fixed_TP + + if action == Action.SELL.value: + self.order = self.sell(size=self.p.tradeSize) + self.lstop = self.data.close[0] + loss_dist + self.take_profit = self.data.close[0] - profit_dist + + elif action == Action.BUY.value: + self.order = self.buy(size=self.p.tradeSize) + self.lstop = self.data.close[0] - loss_dist + self.take_profit = self.data.close[0] + profit_dist + + else: # in the market + pclose = self.data.close[0] + + if (not ((self.lstoppclose>self.take_profit))): + self.close() # Close position + + pass + + # Here you have to transform self object price and indicators into a np.array input for AI Model + # How you do it depend on your AI Model inputs + # Strategy is in the data preparation for AI :D + # https://stackoverflow.com/questions/53979199/tensorflow-keras-returning-multiple-predictions-while-expecting-one + + def next_observation(self): + + # OHLCV + inputs = [ self.data.open[0],self.data.high[0],self.data.low[0],self.data.close[0],self.data.volume[0] ] + + # Ichimoku + inputs = inputs + [ self.ichimoku.senkou_span_a[0], self.ichimoku.senkou_span_b[0], self.ichimoku.tenkan_sen[0], self.ichimoku.kijun_sen[0], self.ichimoku.chikou_span[0] ] + + # Rsi + inputs = inputs + [self.rsi.rsi[0]] + + # Stochastic + inputs = inputs + [self.stochastic.percK[0], self.stochastic.percD[0]] + + # bbands + inputs = inputs + [self.bbands.bot[0]] # BBL + inputs = inputs + [self.bbands.mid[0]] # BBM + inputs = inputs + [self.bbands.top[0]] # BBU + inputs = inputs + [self.bbandsBandwitch.bandwitch[0]] # BBB + inputs = inputs + [self.bbandsPct.pctb[0]] # BBP + + # sma + inputs = inputs + [self.sma_200.sma[0]] + inputs = inputs + [self.sma_150.sma[0]] + inputs = inputs + [self.sma_100.sma[0]] + inputs = inputs + [self.sma_50.sma[0]] + inputs = inputs + [self.sma_21.sma[0]] + + # ema + inputs = inputs + [self.ema_200.ema[0]] + inputs = inputs + [self.ema_100.ema[0]] + inputs = inputs + [self.ema_50.ema[0]] + inputs = inputs + [self.ema_26.ema[0]] + inputs = inputs + [self.ema_12.ema[0]] + inputs = inputs + [self.ema_9.ema[0]] + + # macd + inputs = inputs + [self.macd.macd[0]] # MACD + inputs = inputs + [self.macd.histo[0]] # MACD histo + inputs = inputs + [self.macd.signal[0]] # MACD signal + + return np.array(inputs) + + pass + + + def normalizeObservations(self): + + MIN_BITCOIN_VALUE = 10_000.0 + MAX_BITCOIN_VALUE = 80_000.0 + + self.obseravation_normalized = np.empty(len(self.obseravation)) + try: + # Normalize data + for index, value in enumerate(self.obseravation): + if value < 100.0: + self.obseravation_normalized[index] = (value - 0.0) / (100.0 - 0.0) + else: + self.obseravation_normalized[index] = (value - MIN_BITCOIN_VALUE) / (MAX_BITCOIN_VALUE - MIN_BITCOIN_VALUE) + + #self.obseravation_normalized = (self.obseravation-self.normalization_bounds_df_min) / (self.normalization_bounds_df_max-self.normalization_bounds_df_min) + + + except ValueError as err: + return None, "ValueError error:" + str(err) + except AttributeError as err: + return None, "AttributeError error:" + str(err) + except IndexError as err: + return None, "IndexError error:" + str(err) + except: + aie = 1 + + pass + + def loadNormalizationBoundsCsv(self, filePath): + + # Try importing data file + # We should code a widget that ask for options as : separators, date format, and so on... + try: + + # Python contains + if pd.__version__<'2.0.0': + df = pd.read_csv(filePath, + sep=";", + parse_dates=None, + date_parser=lambda x: pd.to_datetime(x, format=""), + skiprows=0, + header=None, + index_col=0) + else: + df = pd.read_csv(filePath, + sep=";", + parse_dates=None, + date_format="", + skiprows=0, + header=None, + index_col=0) + + return df + + except ValueError as err: + return None, "ValueError error:" + str(err) + except AttributeError as err: + return None, "AttributeError error:" + str(err) + except IndexError as err: + return None, "IndexError error:" + str(err) + + pass + + + # https://stackoverflow.com/questions/53321608/extract-dataframe-from-pandas-datafeed-in-backtrader + def __bt_to_pandas__(self, btdata, len): + get = lambda mydata: mydata.get(ago=0, size=len) + + fields = { + 'open': get(btdata.open), + 'high': get(btdata.high), + 'low': get(btdata.low), + 'close': get(btdata.close), + 'volume': get(btdata.volume) + } + time = [btdata.num2date(x) for x in get(btdata.datetime)] + + return pd.DataFrame(data=fields, index=time) + + pass + diff --git a/strategies/AiTensorFlowModel.py b/strategies/AiTensorFlowModel.py new file mode 100644 index 0000000..1480945 --- /dev/null +++ b/strategies/AiTensorFlowModel.py @@ -0,0 +1,171 @@ +############################################################################### +# +# Copyright (C) 2021 - Skinok +# +# This program is free software: you can redistribute it and/or modify +# it under the terms of the GNU General Public License as published by +# the Free Software Foundation, either version 3 of the License, or +# (at your option) any later version. +# +# This program is distributed in the hope that it will be useful, +# but WITHOUT ANY WARRANTY; without even the implied warranty of +# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the +# GNU General Public License for more details. +# +# You should have received a copy of the GNU General Public License +# along with this program. If not, see . +# +############################################################################### +import backtrader as bt + +import metaStrategy as mt + +import tensorflow as tf +import numpy as np +from enum import Enum + +# action list +class Action(Enum): + HOLD=0 + BUY=1 + SELL=2 + +# Create a subclass of Strategy to define the indicators and logic +class AiTensorFlowModel(mt.MetaStrategy): + + params = ( + ('model', ""), # Model name + ('tradeSize', 2000), + ('atrperiod', 14), # ATR Period (standard) + ('atrdist_SL', 3), # ATR distance for stop price + ('atrdist_TP', 5), # ATR distance for take profit price + ('tenkan', 9), + ('kijun', 26), + ('senkou', 52), + ('senkou_lead', 26), # forward push + ('chikou', 26), # backwards push + ) + + def notify_order(self, order): + if order.status == order.Completed: + #print("Order completed") + pass + + if not order.alive(): + self.order = None # indicate no order is pending + + def __init__(self, *argv): + + # used to modify parameters + super().__init__(argv[0]) + + # Ichi indicator + self.ich = bt.ind.Ichimoku() + ''' + self.data, + tenkan=self.params.tenkan, + kijun=self.params.kijun, + senkou=self.params.senkou, + senkou_lead=self.params.senkou_lead, + chikou=self.params.chikou) + ''' + + # To set the stop price + self.atr = bt.indicators.ATR(self.data, period=self.p.atrperiod) + + self.stochastic = bt.ind.stochastic.Stochastic(self.data) + + pass + + def start(self): + self.order = None # sentinel to avoid operrations on pending order + + # Load the model + self.model = tf.keras.models.load_model(self.p.model) + pass + + def next(self): + + self.ai_ready = self.prepareData() + + if self.order or not self.ai_ready: + return # pending order execution + + # Prepare data for Model + predicted_actions = self.model.predict_step([self.ai_inputs]) + + # Take action with the most credibility + action = np.argmax( predicted_actions ) + + if not self.position: # not in the market + + if action == Action.SELL.value: + self.order = self.sell(size=self.p.tradeSize) + ldist = self.atr[0] * self.p.atrdist_SL + self.lstop = self.data.close[0] + ldist + pdist = self.atr[0] * self.p.atrdist_TP + self.take_profit = self.data.close[0] - pdist + + elif action == Action.BUY.value: + self.order = self.buy(size=self.p.tradeSize) + ldist = self.atr[0] * self.p.atrdist_SL + self.lstop = self.data.close[0] - ldist + pdist = self.atr[0] * self.p.atrdist_TP + self.take_profit = self.data.close[0] + pdist + + else: # in the market + pclose = self.data.close[0] + pstop = self.lstop # seems to be the bug + + if (not ((pstoppclose>self.take_profit))): + self.close() # Close position + + pass + + # Here you have to transform self object price and indicators into a np.array input for AI Model + # How you do it depend on your AI Model inputs + # Strategy is in the data preparation for AI :D + def prepareData(self): + + # https://stackoverflow.com/questions/53979199/tensorflow-keras-returning-multiple-predictions-while-expecting-one + + inputs_array = np.array([[ self.stochastic.percK[0] / 100.0, self.stochastic.percD[0] / 100.0 ]]) + + self.ai_inputs = inputs_array + + return True + """ + if len(self.ich.l.tenkan_sen) > 0 and len(self.ich.kijun_sen) > 0 and len(self.ich.senkou_span_a) > 0 and len(self.ich.senkou_span_b) > 0 and len(self.ich.chikou_span) > 0: + + tenkan_sen = self.ich.tenkan_sen[0] + kijun_sen = self.ich.kijun_sen[0] + senkou_span_a = self.ich.senkou_span_a[0] + senkou_span_b = self.ich.senkou_span_b[0] + chikou_span = self.ich.chikou_span[0] + + diff_tenkan = self.data.close[0] - tenkan_sen + diff_kijun = self.data.close[0] - kijun_sen + diff_senkou_span_a = self.data.close[0] - senkou_span_a + diff_senkou_span_b = self.data.close[0] - senkou_span_b + diff_chikou_span = self.data.close[0] - chikou_span + + inputs_array = [ diff_tenkan, + diff_kijun, + diff_senkou_span_a, + diff_senkou_span_b, + diff_chikou_span + ] + + #NormaizeArray(inputs_array) + + # AI Input + + self.ai_inputs = np.array(inputs_array).reshape(1,5) + + # AI data are ready + return True + else: + return False + """ + + pass \ No newline at end of file diff --git a/strategies/AiTorchModel.py b/strategies/AiTorchModel.py new file mode 100644 index 0000000..5a38964 --- /dev/null +++ b/strategies/AiTorchModel.py @@ -0,0 +1,172 @@ +############################################################################### +# +# Copyright (C) 2021 - Skinok +# +# This program is free software: you can redistribute it and/or modify +# it under the terms of the GNU General Public License as published by +# the Free Software Foundation, either version 3 of the License, or +# (at your option) any later version. +# +# This program is distributed in the hope that it will be useful, +# but WITHOUT ANY WARRANTY; without even the implied warranty of +# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the +# GNU General Public License for more details. +# +# You should have received a copy of the GNU General Public License +# along with this program. If not, see . +# +############################################################################### +import backtrader as bt + +import metaStrategy as mt + +import numpy as np +from enum import Enum + +import torch + +# action list +class Action(Enum): + HOLD=0 + BUY=1 + SELL=2 + +# Create a subclass of Strategy to define the indicators and logic +class AiTorchModel(mt.MetaStrategy): + + params = ( + ('model', ""), # Model name + ('tradeSize', 2000), + ('atrperiod', 14), # ATR Period (standard) + ('atrdist_SL', 3), # ATR distance for stop price + ('atrdist_TP', 5), # ATR distance for take profit price + ('tenkan', 9), + ('kijun', 26), + ('senkou', 52), + ('senkou_lead', 26), # forward push + ('chikou', 26), # backwards push + ) + + def notify_order(self, order): + if order.status == order.Completed: + #print("Order completed") + pass + + if not order.alive(): + self.order = None # indicate no order is pending + + def __init__(self, *argv): + + # used to modify parameters + super().__init__(argv[0]) + + # Ichi indicator + self.ich = bt.ind.Ichimoku() + ''' + self.data, + tenkan=self.params.tenkan, + kijun=self.params.kijun, + senkou=self.params.senkou, + senkou_lead=self.params.senkou_lead, + chikou=self.params.chikou) + ''' + + # To set the stop price + self.atr = bt.indicators.ATR(self.data, period=self.p.atrperiod) + + self.stochastic = bt.ind.stochastic.Stochastic(self.data) + + pass + + def start(self): + self.order = None # sentinel to avoid operrations on pending order + + # Load the model + self.model = torch.load(self.p.model) + pass + + def next(self): + + self.ai_ready = self.prepareData() + + if self.order or not self.ai_ready: + return # pending order execution + + # Prepare data for Model + predicted_actions = self.model.predict_step([self.ai_inputs]) + + # Take action with the most credibility + action = np.argmax( predicted_actions ) + + if not self.position: # not in the market + + if action == Action.SELL.value: + self.order = self.sell(size=self.p.tradeSize) + ldist = self.atr[0] * self.p.atrdist_SL + self.lstop = self.data.close[0] + ldist + pdist = self.atr[0] * self.p.atrdist_TP + self.take_profit = self.data.close[0] - pdist + + elif action == Action.BUY.value: + self.order = self.buy(size=self.p.tradeSize) + ldist = self.atr[0] * self.p.atrdist_SL + self.lstop = self.data.close[0] - ldist + pdist = self.atr[0] * self.p.atrdist_TP + self.take_profit = self.data.close[0] + pdist + + else: # in the market + pclose = self.data.close[0] + pstop = self.lstop # seems to be the bug + + if (not ((pstoppclose>self.take_profit))): + self.close() # Close position + + pass + + # Here you have to transform self object price and indicators into a np.array input for AI Model + # How you do it depend on your AI Model inputs + # Strategy is in the data preparation for AI :D + def prepareData(self): + + # https://stackoverflow.com/questions/53979199/tensorflow-keras-returning-multiple-predictions-while-expecting-one + + inputs_array = np.array([[ self.stochastic.percK[0] / 100.0, self.stochastic.percD[0] / 100.0 ]]) + + self.ai_inputs = inputs_array + + return True + """ + if len(self.ich.l.tenkan_sen) > 0 and len(self.ich.kijun_sen) > 0 and len(self.ich.senkou_span_a) > 0 and len(self.ich.senkou_span_b) > 0 and len(self.ich.chikou_span) > 0: + + tenkan_sen = self.ich.tenkan_sen[0] + kijun_sen = self.ich.kijun_sen[0] + senkou_span_a = self.ich.senkou_span_a[0] + senkou_span_b = self.ich.senkou_span_b[0] + chikou_span = self.ich.chikou_span[0] + + diff_tenkan = self.data.close[0] - tenkan_sen + diff_kijun = self.data.close[0] - kijun_sen + diff_senkou_span_a = self.data.close[0] - senkou_span_a + diff_senkou_span_b = self.data.close[0] - senkou_span_b + diff_chikou_span = self.data.close[0] - chikou_span + + inputs_array = [ diff_tenkan, + diff_kijun, + diff_senkou_span_a, + diff_senkou_span_b, + diff_chikou_span + ] + + #NormaizeArray(inputs_array) + + # AI Input + + self.ai_inputs = np.array(inputs_array).reshape(1,5) + + # AI data are ready + return True + else: + return False + """ + + pass \ No newline at end of file diff --git a/strategies/sma_crossover.py b/strategies/sma_crossover.py index 9289add..cef5774 100644 --- a/strategies/sma_crossover.py +++ b/strategies/sma_crossover.py @@ -53,11 +53,11 @@ class sma_crossover(mt.MetaStrategy): params = ( # period for the fast Moving Average - ('fast', 15), + ('fast', 5), # period for the slow moving average ('slow', 30), # Trade size - ('tradeSize', 2000) + ('tradeSize', 500) ) def __init__(self, *argv): diff --git a/strategyResultsUI.py b/strategyResultsUI.py index 97fcfb5..db49285 100644 --- a/strategyResultsUI.py +++ b/strategyResultsUI.py @@ -1,19 +1,21 @@ -from PyQt5 import QtCore, QtWidgets, uic +from PyQt6 import QtCore, QtWidgets, uic import os class StrategyResultsUI(QtWidgets.QWidget): - def __init__(self, controller): + def __init__(self, controller, parent = None): super(StrategyResultsUI, self).__init__() self.controller = controller + self.parent = parent + # It does not finish by a "/" self.current_dir_path = os.path.dirname(os.path.realpath(__file__)) uic.loadUi( self.current_dir_path + "/ui/strategyResults.ui", self) - self.SummaryGB = self.findChild(QtWidgets.QGroupBox, "SummaryGB") + self.summaryTableWidget= self.findChild(QtWidgets.QTableWidget, "summaryTableWidget") self.TradesGB = self.findChild(QtWidgets.QGroupBox, "TradesGB") \ No newline at end of file diff --git a/strategyTesterUI.py b/strategyTesterUI.py index c9bd13b..d373532 100644 --- a/strategyTesterUI.py +++ b/strategyTesterUI.py @@ -1,28 +1,56 @@ -from PyQt5 import QtCore, QtWidgets, uic +from PyQt6 import QtCore, QtWidgets, uic import os +import loadDataFilesUI class StrategyTesterUI(QtWidgets.QWidget): - def __init__(self, controller): + def __init__(self, controller, parentWindow): super(StrategyTesterUI, self).__init__() self.controller = controller + self.parent = parentWindow + # It does not finish by a "/" self.current_dir_path = os.path.dirname(os.path.realpath(__file__)) uic.loadUi( self.current_dir_path + "/ui/strategyTester.ui", self) + + # Data + self.importDataBtn = self.findChild(QtWidgets.QPushButton, "importDataBtn") + self.importDataBtn.clicked.connect( self.loadData ) - self.runBacktestPB = self.findChild(QtWidgets.QPushButton, "runBacktestPB") - self.runBacktestPB.clicked.connect(self.run) + # Strategy type PushButtons + self.strategyTypeAITensorFlowBtn = self.findChild(QtWidgets.QPushButton, "strategyTypeAITensorFlowBtn") + self.strategyTypeAiStablebaselinesBtn = self.findChild(QtWidgets.QPushButton, "strategyTypeAiStablebaselinesBtn") + self.strategyTypeAlgoBtn = self.findChild(QtWidgets.QPushButton, "strategyTypeAlgoBtn") + self.strategyTypeAiTorchBtn = self.findChild(QtWidgets.QPushButton, "strategyTypeAiTorchBtn") + + self.strategyTypeDetailsSW = self.findChild(QtWidgets.QStackedWidget, "strategyTypeDetailsSW") - self.runningStratPB = self.findChild(QtWidgets.QProgressBar, "runningStratPB") + # Ai Algo + self.AiModelPathLE = self.findChild(QtWidgets.QLineEdit, "AiModelPathLE") + self.AiModelPathBtn = self.findChild(QtWidgets.QPushButton, "AiModelPathBtn") + # Custom Algo + self.runningStratBtn = self.findChild(QtWidgets.QProgressBar, "runningStratBtn") self.strategyNameCB = self.findChild(QtWidgets.QComboBox, "strategyNameCB") + + # Run button + self.runBacktestBtn = self.findChild(QtWidgets.QPushButton, "runBacktestBtn") + + # Connect ui buttons + self.strategyTypeAITensorFlowBtn.clicked.connect(self.loadTFModel) + self.strategyTypeAiStablebaselinesBtn.clicked.connect(self.loadStableBaselinesModel) + self.strategyTypeAiTorchBtn.clicked.connect(self.loadTorchModel) + self.strategyTypeAlgoBtn.clicked.connect(self.strategyTypeAlgoActivated) + self.strategyNameCB.currentIndexChanged.connect(self.strategyNameActivated) + self.runBacktestBtn.clicked.connect(self.run) - self.runBacktestPB.setEnabled(False) + # Init Run button to false waiting for user inputs + self.runBacktestBtn.setEnabled(False) def initialize(self): @@ -32,16 +60,72 @@ def initialize(self): # Remove straty .py file name self.strategyBaseName = [] for stratName in self.strategyNames: - self.strategyBaseName.append(QtCore.QFileInfo(stratName).baseName()) + # here remove file extension + if not stratName.startswith('Ai'): + self.strategyBaseName.append(QtCore.QFileInfo(stratName).baseName()) self.strategyNameCB.addItems(self.strategyBaseName) - + self.strategyNameCB.setCurrentIndex(self.strategyNameCB.count()-1) + + # + self.loadDataFileUI = loadDataFilesUI.LoadDataFilesUI(self.controller, self.parent) + self.loadDataFileUI.hide() + pass + + def loadData(self): + self.loadDataFileUI.show() pass def run(self): self.controller.run() + pass def strategyNameActivated(self): stratBaseName = self.strategyNameCB.currentText() self.controller.addStrategy(stratBaseName) - \ No newline at end of file + pass + + def strategyTypeAlgoActivated(self): + if self.strategyTypeAlgoBtn.isChecked(): + self.strategyTypeDetailsSW.setCurrentIndex(0) + pass + + + # Load an AI Model from Tensor Flow framework + def loadTFModel(self): + + ai_model_dir = QtWidgets.QFileDialog.getExistingDirectory(self.parent,"Open Tensorflow Model", self.current_dir_path) + + self.controller.addStrategy("AiTensorFlowModel") + self.strategyTypeDetailsSW.setCurrentIndex(1) + + self.AiModelPathLE.setText(ai_model_dir) + self.controller.strategyParametersSave("model", ai_model_dir) + + pass + + # Load an AI Model from Stable Baselines framework + def loadStableBaselinesModel(self): + + ai_model_zip_file = QtWidgets.QFileDialog.getOpenFileName(self.parent,"Open Torch Model", self.current_dir_path, "*.zip")[0] + + self.controller.addStrategy("AiStableBaselinesModel") + self.strategyTypeDetailsSW.setCurrentIndex(1) + + self.AiModelPathLE.setText(ai_model_zip_file) + self.controller.strategyParametersSave("model", ai_model_zip_file) + + pass + + # Load an AI Model from Py Torch framework + def loadTorchModel(self): + + ai_model_zip_file = QtWidgets.QFileDialog.getOpenFileName(self.parent,"Open Torch Model", self.current_dir_path, "*.zip")[0] + + self.controller.addStrategy("AiTorchModel") + self.strategyTypeDetailsSW.setCurrentIndex(1) + + self.AiModelPathLE.setText(ai_model_zip_file) + self.controller.strategyParametersSave("model", ai_model_zip_file) + + pass \ No newline at end of file diff --git a/ui/loadDataFiles.ui b/ui/loadDataFiles.ui index b99300f..ba02cdb 100644 --- a/ui/loadDataFiles.ui +++ b/ui/loadDataFiles.ui @@ -6,7 +6,7 @@ 0 0 - 390 + 488 458 @@ -27,19 +27,52 @@ - List of all files to import in cerebro + List of data files to import + + + 0 + 40 + + Import all data files - + + + + + + 40 + 16777215 + + + + X + + + + + + + Qt::Vertical + + + + 20 + 40 + + + + + @@ -47,20 +80,17 @@ Loading a new data file - - + + - Import a new data file + semicolon - - - - - + + - ... + Import a new data file @@ -71,17 +101,14 @@ - - - - + Separator - + tab @@ -91,14 +118,37 @@ - + comma - + + + + + + + ... + + + + + + + + 0 + 40 + + + + Load .CSV file + + + + color: red @@ -111,12 +161,8 @@ - - - - Load .CSV file - - + + diff --git a/ui/loadDataFiles_ui.py b/ui/loadDataFiles_ui.py new file mode 100644 index 0000000..eb9b894 --- /dev/null +++ b/ui/loadDataFiles_ui.py @@ -0,0 +1,111 @@ +# Form implementation generated from reading ui file 'c:\perso\trading\anaconda3\backtrader-ichimoku\ui\loadDataFiles.ui' +# +# Created by: PyQt6 UI code generator 6.5.0 +# +# WARNING: Any manual changes made to this file will be lost when pyuic6 is +# run again. Do not edit this file unless you know what you are doing. + + +from PyQt6 import QtCore, QtGui, QtWidgets + + +class Ui_Form(object): + def setupUi(self, Form): + Form.setObjectName("Form") + Form.resize(488, 458) + self.gridLayout_2 = QtWidgets.QGridLayout(Form) + self.gridLayout_2.setObjectName("gridLayout_2") + self.dataFilesListWidget = QtWidgets.QListWidget(parent=Form) + sizePolicy = QtWidgets.QSizePolicy(QtWidgets.QSizePolicy.Policy.Expanding, QtWidgets.QSizePolicy.Policy.Preferred) + sizePolicy.setHorizontalStretch(0) + sizePolicy.setVerticalStretch(0) + sizePolicy.setHeightForWidth(self.dataFilesListWidget.sizePolicy().hasHeightForWidth()) + self.dataFilesListWidget.setSizePolicy(sizePolicy) + self.dataFilesListWidget.setObjectName("dataFilesListWidget") + self.gridLayout_2.addWidget(self.dataFilesListWidget, 3, 0, 1, 1) + self.label_4 = QtWidgets.QLabel(parent=Form) + self.label_4.setObjectName("label_4") + self.gridLayout_2.addWidget(self.label_4, 2, 0, 1, 1) + self.importPB = QtWidgets.QPushButton(parent=Form) + self.importPB.setMinimumSize(QtCore.QSize(0, 40)) + self.importPB.setObjectName("importPB") + self.gridLayout_2.addWidget(self.importPB, 5, 0, 1, 2) + self.verticalLayout = QtWidgets.QVBoxLayout() + self.verticalLayout.setObjectName("verticalLayout") + self.deleteDataFilePB = QtWidgets.QPushButton(parent=Form) + self.deleteDataFilePB.setMaximumSize(QtCore.QSize(40, 16777215)) + self.deleteDataFilePB.setObjectName("deleteDataFilePB") + self.verticalLayout.addWidget(self.deleteDataFilePB) + spacerItem = QtWidgets.QSpacerItem(20, 40, QtWidgets.QSizePolicy.Policy.Minimum, QtWidgets.QSizePolicy.Policy.Expanding) + self.verticalLayout.addItem(spacerItem) + self.gridLayout_2.addLayout(self.verticalLayout, 3, 1, 1, 1) + self.groupBox = QtWidgets.QGroupBox(parent=Form) + self.groupBox.setObjectName("groupBox") + self.gridLayout = QtWidgets.QGridLayout(self.groupBox) + self.gridLayout.setObjectName("gridLayout") + self.semicolonRB = QtWidgets.QRadioButton(parent=self.groupBox) + self.semicolonRB.setObjectName("semicolonRB") + self.gridLayout.addWidget(self.semicolonRB, 3, 3, 1, 1) + self.label = QtWidgets.QLabel(parent=self.groupBox) + self.label.setObjectName("label") + self.gridLayout.addWidget(self.label, 0, 0, 1, 1) + self.label_3 = QtWidgets.QLabel(parent=self.groupBox) + self.label_3.setObjectName("label_3") + self.gridLayout.addWidget(self.label_3, 1, 0, 1, 1) + self.label_2 = QtWidgets.QLabel(parent=self.groupBox) + self.label_2.setObjectName("label_2") + self.gridLayout.addWidget(self.label_2, 3, 0, 1, 1) + self.tabRB = QtWidgets.QRadioButton(parent=self.groupBox) + self.tabRB.setChecked(True) + self.tabRB.setObjectName("tabRB") + self.gridLayout.addWidget(self.tabRB, 3, 1, 1, 1) + self.commaRB = QtWidgets.QRadioButton(parent=self.groupBox) + self.commaRB.setObjectName("commaRB") + self.gridLayout.addWidget(self.commaRB, 3, 2, 1, 1) + self.filePathLE = QtWidgets.QLineEdit(parent=self.groupBox) + self.filePathLE.setObjectName("filePathLE") + self.gridLayout.addWidget(self.filePathLE, 0, 1, 1, 3) + self.openFilePB = QtWidgets.QToolButton(parent=self.groupBox) + self.openFilePB.setObjectName("openFilePB") + self.gridLayout.addWidget(self.openFilePB, 0, 4, 1, 1) + self.loadFilePB = QtWidgets.QPushButton(parent=self.groupBox) + self.loadFilePB.setMinimumSize(QtCore.QSize(0, 40)) + self.loadFilePB.setObjectName("loadFilePB") + self.gridLayout.addWidget(self.loadFilePB, 4, 1, 1, 4) + self.errorLabel = QtWidgets.QLabel(parent=self.groupBox) + self.errorLabel.setStyleSheet("color: red") + self.errorLabel.setText("") + self.errorLabel.setAlignment(QtCore.Qt.AlignmentFlag.AlignCenter) + self.errorLabel.setObjectName("errorLabel") + self.gridLayout.addWidget(self.errorLabel, 5, 0, 1, 5) + self.datetimeFormatLE = QtWidgets.QLineEdit(parent=self.groupBox) + self.datetimeFormatLE.setObjectName("datetimeFormatLE") + self.gridLayout.addWidget(self.datetimeFormatLE, 1, 1, 1, 3) + self.gridLayout_2.addWidget(self.groupBox, 0, 0, 1, 2) + self.label_5 = QtWidgets.QLabel(parent=Form) + self.label_5.setStyleSheet("font-style: italic") + self.label_5.setScaledContents(False) + self.label_5.setAlignment(QtCore.Qt.AlignmentFlag.AlignCenter) + self.label_5.setWordWrap(True) + self.label_5.setObjectName("label_5") + self.gridLayout_2.addWidget(self.label_5, 4, 0, 1, 1) + + self.retranslateUi(Form) + QtCore.QMetaObject.connectSlotsByName(Form) + + def retranslateUi(self, Form): + _translate = QtCore.QCoreApplication.translate + Form.setWindowTitle(_translate("Form", "Import one or multiple data files")) + self.label_4.setText(_translate("Form", "List of data files to import")) + self.importPB.setText(_translate("Form", "Import all data files")) + self.deleteDataFilePB.setText(_translate("Form", "X")) + self.groupBox.setTitle(_translate("Form", "Loading a new data file")) + self.semicolonRB.setText(_translate("Form", "semicolon")) + self.label.setText(_translate("Form", "Import a new data file")) + self.label_3.setText(_translate("Form", "Date time format")) + self.label_2.setText(_translate("Form", "Separator")) + self.tabRB.setText(_translate("Form", "tab")) + self.commaRB.setText(_translate("Form", "comma")) + self.openFilePB.setText(_translate("Form", "...")) + self.loadFilePB.setText(_translate("Form", "Load .CSV file")) + self.label_5.setText(_translate("Form", "Files should be ordered from lower (on top) to higher timeframe (at bottom).")) diff --git a/ui/strategyResults.ui b/ui/strategyResults.ui index f10db6d..b950afe 100644 --- a/ui/strategyResults.ui +++ b/ui/strategyResults.ui @@ -6,42 +6,21 @@ 0 0 - 963 - 284 + 989 + 200 + + + 0 + 200 + + Form - - - - - - 200 - 0 - - - - - 250 - 16777215 - - - - - - - Strategy summary - - - - - - - - - + + 0 @@ -68,6 +47,54 @@ + + + + + 0 + 0 + + + + + 16 + + + + Results + + + Qt::AlignCenter + + + + + + + + 100 + 0 + + + + + 210 + 16777215 + + + + + true + + + + border:0 + + + true + + + diff --git a/ui/strategyResults_ui.py b/ui/strategyResults_ui.py new file mode 100644 index 0000000..86b0638 --- /dev/null +++ b/ui/strategyResults_ui.py @@ -0,0 +1,72 @@ +# Form implementation generated from reading ui file 'c:\perso\trading\anaconda3\backtrader-ichimoku\ui\strategyResults.ui' +# +# Created by: PyQt6 UI code generator 6.5.0 +# +# WARNING: Any manual changes made to this file will be lost when pyuic6 is +# run again. Do not edit this file unless you know what you are doing. + + +from PyQt6 import QtCore, QtGui, QtWidgets + + +class Ui_StrategyResults(object): + def setupUi(self, StrategyResults): + StrategyResults.setObjectName("StrategyResults") + StrategyResults.resize(989, 200) + StrategyResults.setMinimumSize(QtCore.QSize(0, 200)) + self.gridLayout_4 = QtWidgets.QGridLayout(StrategyResults) + self.gridLayout_4.setObjectName("gridLayout_4") + self.ResultsTabWidget = QtWidgets.QTabWidget(parent=StrategyResults) + self.ResultsTabWidget.setObjectName("ResultsTabWidget") + self.tradeTab = QtWidgets.QWidget() + self.tradeTab.setObjectName("tradeTab") + self.gridLayout_3 = QtWidgets.QGridLayout(self.tradeTab) + self.gridLayout_3.setObjectName("gridLayout_3") + self.horizontalLayout = QtWidgets.QHBoxLayout() + self.horizontalLayout.setObjectName("horizontalLayout") + self.gridLayout_3.addLayout(self.horizontalLayout, 0, 0, 1, 1) + self.ResultsTabWidget.addTab(self.tradeTab, "") + self.walletTab = QtWidgets.QWidget() + self.walletTab.setObjectName("walletTab") + self.gridLayout_5 = QtWidgets.QGridLayout(self.walletTab) + self.gridLayout_5.setObjectName("gridLayout_5") + self.horizontalLayout_2 = QtWidgets.QHBoxLayout() + self.horizontalLayout_2.setObjectName("horizontalLayout_2") + self.gridLayout_5.addLayout(self.horizontalLayout_2, 0, 0, 1, 1) + self.ResultsTabWidget.addTab(self.walletTab, "") + self.gridLayout_4.addWidget(self.ResultsTabWidget, 0, 1, 3, 1) + self.label_4 = QtWidgets.QLabel(parent=StrategyResults) + sizePolicy = QtWidgets.QSizePolicy(QtWidgets.QSizePolicy.Policy.Preferred, QtWidgets.QSizePolicy.Policy.Maximum) + sizePolicy.setHorizontalStretch(0) + sizePolicy.setVerticalStretch(0) + sizePolicy.setHeightForWidth(self.label_4.sizePolicy().hasHeightForWidth()) + self.label_4.setSizePolicy(sizePolicy) + font = QtGui.QFont() + font.setPointSize(16) + self.label_4.setFont(font) + self.label_4.setAlignment(QtCore.Qt.AlignmentFlag.AlignCenter) + self.label_4.setObjectName("label_4") + self.gridLayout_4.addWidget(self.label_4, 0, 0, 1, 1) + self.summaryTableWidget = QtWidgets.QTableWidget(parent=StrategyResults) + self.summaryTableWidget.setMinimumSize(QtCore.QSize(100, 0)) + self.summaryTableWidget.setMaximumSize(QtCore.QSize(210, 16777215)) + font = QtGui.QFont() + font.setKerning(True) + self.summaryTableWidget.setFont(font) + self.summaryTableWidget.setStyleSheet("border:0") + self.summaryTableWidget.setShowGrid(True) + self.summaryTableWidget.setObjectName("summaryTableWidget") + self.summaryTableWidget.setColumnCount(0) + self.summaryTableWidget.setRowCount(0) + self.gridLayout_4.addWidget(self.summaryTableWidget, 1, 0, 1, 1) + + self.retranslateUi(StrategyResults) + self.ResultsTabWidget.setCurrentIndex(0) + QtCore.QMetaObject.connectSlotsByName(StrategyResults) + + def retranslateUi(self, StrategyResults): + _translate = QtCore.QCoreApplication.translate + StrategyResults.setWindowTitle(_translate("StrategyResults", "Form")) + self.ResultsTabWidget.setTabText(self.ResultsTabWidget.indexOf(self.tradeTab), _translate("StrategyResults", "Trades")) + self.ResultsTabWidget.setTabText(self.ResultsTabWidget.indexOf(self.walletTab), _translate("StrategyResults", "Wallet")) + self.label_4.setText(_translate("StrategyResults", "Results")) diff --git a/ui/strategyTester.ui b/ui/strategyTester.ui index d5af77e..2ca941a 100644 --- a/ui/strategyTester.ui +++ b/ui/strategyTester.ui @@ -6,177 +6,360 @@ 0 0 - 238 - 699 + 270 + 694 + + + 270 + 0 + + Form - - - - - Back testing - - - - - - 0 - - - - - - - - 0 - 0 - - - - - 200 - 0 - - - - - - - - Parameters - - - - - - - Qt::Vertical - - - QSizePolicy::Preferred - - - - 20 - 20 - - - - - - - - Strategy - - - - - - - - - - - - - - true - - - - 0 - 0 - - - - - 0 - 50 - - - - Run - - - - - - - - 0 - 0 - - - - - 0 - 50 - - - - - 16777215 - 250 - - - - true - - - - - 0 - 0 - 198 - 69 - + + + + + + 0 + 0 + + + + + 12 + 50 + false + false + false + + + + Data + + + + + + + + + Import data + + + + + + + + + + 0 + 0 + + + + + 12 + 50 + false + + + + Strategy + + + + + + + + + + 0 + 0 + + + + Ai +TF + + + true + + + true + + + + + + + + 0 + 0 + + + + Ai + SB3 + + + true + + + true + + + + + + + + 0 + 0 + + + + Ai +Torch + + + true + + + true + + + + + + + + 0 + 0 + + + + Algorithm + + + true + + + true + + + + + + + + + + 0 + 0 + + + + + 0 + 0 + + + + 1 + + + + + + + + + + Custom strategy - - - - - - - - - - - 9 - - - - - Starting cash - - - - - - - - - - - - - - - - Qt::Vertical - - - - 20 - 40 - + + + + + + + + + AI Model + + + + + + + + + + + + + + + 0 + 0 + + + + + 12 + 50 + false + + + + Parameters + + + + + + + + + 9 + + + + + + + + + + + + Starting cash + + + + + + + + + + 0 + 0 + + + + + 0 + 50 + + + + + 16777215 + 250 + + + + true + + + + + 0 + 0 + 248 + 69 + - - - + + + + + + + + + + + + + + Qt::Vertical + + + + 20 + 40 + + + + + + + + + + true + + + + 0 + 0 + + + + + 0 + 50 + + + + Run + + + + + + + 0 + + + + + + + + + + + + + + + + + 0 + 0 + + + + + 16 + + + + BackTest + + + Qt::AlignCenter + diff --git a/ui/strategyTester_ui.py b/ui/strategyTester_ui.py new file mode 100644 index 0000000..7cabd95 --- /dev/null +++ b/ui/strategyTester_ui.py @@ -0,0 +1,232 @@ +# Form implementation generated from reading ui file 'c:\perso\trading\anaconda3\backtrader-ichimoku\ui\strategyTester.ui' +# +# Created by: PyQt6 UI code generator 6.5.0 +# +# WARNING: Any manual changes made to this file will be lost when pyuic6 is +# run again. Do not edit this file unless you know what you are doing. + + +from PyQt6 import QtCore, QtGui, QtWidgets + + +class Ui_Form(object): + def setupUi(self, Form): + Form.setObjectName("Form") + Form.resize(270, 694) + Form.setMinimumSize(QtCore.QSize(270, 0)) + self.gridLayout = QtWidgets.QGridLayout(Form) + self.gridLayout.setObjectName("gridLayout") + self.label_7 = QtWidgets.QLabel(parent=Form) + sizePolicy = QtWidgets.QSizePolicy(QtWidgets.QSizePolicy.Policy.Preferred, QtWidgets.QSizePolicy.Policy.Maximum) + sizePolicy.setHorizontalStretch(0) + sizePolicy.setVerticalStretch(0) + sizePolicy.setHeightForWidth(self.label_7.sizePolicy().hasHeightForWidth()) + self.label_7.setSizePolicy(sizePolicy) + font = QtGui.QFont() + font.setPointSize(12) + font.setBold(False) + font.setUnderline(False) + font.setWeight(50) + font.setStrikeOut(False) + self.label_7.setFont(font) + self.label_7.setObjectName("label_7") + self.gridLayout.addWidget(self.label_7, 1, 0, 1, 1) + self.horizontalLayout_2 = QtWidgets.QHBoxLayout() + self.horizontalLayout_2.setObjectName("horizontalLayout_2") + self.importDataBtn = QtWidgets.QPushButton(parent=Form) + self.importDataBtn.setObjectName("importDataBtn") + self.horizontalLayout_2.addWidget(self.importDataBtn) + self.gridLayout.addLayout(self.horizontalLayout_2, 2, 0, 1, 2) + self.label_6 = QtWidgets.QLabel(parent=Form) + sizePolicy = QtWidgets.QSizePolicy(QtWidgets.QSizePolicy.Policy.Preferred, QtWidgets.QSizePolicy.Policy.Maximum) + sizePolicy.setHorizontalStretch(0) + sizePolicy.setVerticalStretch(0) + sizePolicy.setHeightForWidth(self.label_6.sizePolicy().hasHeightForWidth()) + self.label_6.setSizePolicy(sizePolicy) + font = QtGui.QFont() + font.setPointSize(12) + font.setBold(False) + font.setWeight(50) + self.label_6.setFont(font) + self.label_6.setObjectName("label_6") + self.gridLayout.addWidget(self.label_6, 3, 0, 1, 1) + self.horizontalLayout = QtWidgets.QHBoxLayout() + self.horizontalLayout.setObjectName("horizontalLayout") + self.strategyTypeAITensorFlowBtn = QtWidgets.QPushButton(parent=Form) + sizePolicy = QtWidgets.QSizePolicy(QtWidgets.QSizePolicy.Policy.Preferred, QtWidgets.QSizePolicy.Policy.Preferred) + sizePolicy.setHorizontalStretch(0) + sizePolicy.setVerticalStretch(0) + sizePolicy.setHeightForWidth(self.strategyTypeAITensorFlowBtn.sizePolicy().hasHeightForWidth()) + self.strategyTypeAITensorFlowBtn.setSizePolicy(sizePolicy) + self.strategyTypeAITensorFlowBtn.setCheckable(True) + self.strategyTypeAITensorFlowBtn.setAutoExclusive(True) + self.strategyTypeAITensorFlowBtn.setObjectName("strategyTypeAITensorFlowBtn") + self.horizontalLayout.addWidget(self.strategyTypeAITensorFlowBtn) + self.strategyTypeAiStablebaselinesBtn = QtWidgets.QPushButton(parent=Form) + sizePolicy = QtWidgets.QSizePolicy(QtWidgets.QSizePolicy.Policy.Preferred, QtWidgets.QSizePolicy.Policy.Preferred) + sizePolicy.setHorizontalStretch(0) + sizePolicy.setVerticalStretch(0) + sizePolicy.setHeightForWidth(self.strategyTypeAiStablebaselinesBtn.sizePolicy().hasHeightForWidth()) + self.strategyTypeAiStablebaselinesBtn.setSizePolicy(sizePolicy) + self.strategyTypeAiStablebaselinesBtn.setCheckable(True) + self.strategyTypeAiStablebaselinesBtn.setAutoExclusive(True) + self.strategyTypeAiStablebaselinesBtn.setObjectName("strategyTypeAiStablebaselinesBtn") + self.horizontalLayout.addWidget(self.strategyTypeAiStablebaselinesBtn) + self.strategyTypeAiTorchBtn = QtWidgets.QPushButton(parent=Form) + sizePolicy = QtWidgets.QSizePolicy(QtWidgets.QSizePolicy.Policy.Preferred, QtWidgets.QSizePolicy.Policy.Fixed) + sizePolicy.setHorizontalStretch(0) + sizePolicy.setVerticalStretch(0) + sizePolicy.setHeightForWidth(self.strategyTypeAiTorchBtn.sizePolicy().hasHeightForWidth()) + self.strategyTypeAiTorchBtn.setSizePolicy(sizePolicy) + self.strategyTypeAiTorchBtn.setCheckable(True) + self.strategyTypeAiTorchBtn.setAutoExclusive(True) + self.strategyTypeAiTorchBtn.setObjectName("strategyTypeAiTorchBtn") + self.horizontalLayout.addWidget(self.strategyTypeAiTorchBtn) + self.strategyTypeAlgoBtn = QtWidgets.QPushButton(parent=Form) + sizePolicy = QtWidgets.QSizePolicy(QtWidgets.QSizePolicy.Policy.Preferred, QtWidgets.QSizePolicy.Policy.Preferred) + sizePolicy.setHorizontalStretch(0) + sizePolicy.setVerticalStretch(0) + sizePolicy.setHeightForWidth(self.strategyTypeAlgoBtn.sizePolicy().hasHeightForWidth()) + self.strategyTypeAlgoBtn.setSizePolicy(sizePolicy) + self.strategyTypeAlgoBtn.setCheckable(True) + self.strategyTypeAlgoBtn.setAutoExclusive(True) + self.strategyTypeAlgoBtn.setObjectName("strategyTypeAlgoBtn") + self.horizontalLayout.addWidget(self.strategyTypeAlgoBtn) + self.gridLayout.addLayout(self.horizontalLayout, 4, 0, 1, 2) + self.strategyTypeDetailsSW = QtWidgets.QStackedWidget(parent=Form) + sizePolicy = QtWidgets.QSizePolicy(QtWidgets.QSizePolicy.Policy.Preferred, QtWidgets.QSizePolicy.Policy.Maximum) + sizePolicy.setHorizontalStretch(0) + sizePolicy.setVerticalStretch(0) + sizePolicy.setHeightForWidth(self.strategyTypeDetailsSW.sizePolicy().hasHeightForWidth()) + self.strategyTypeDetailsSW.setSizePolicy(sizePolicy) + self.strategyTypeDetailsSW.setBaseSize(QtCore.QSize(0, 0)) + self.strategyTypeDetailsSW.setObjectName("strategyTypeDetailsSW") + self.page = QtWidgets.QWidget() + self.page.setObjectName("page") + self.gridLayout_4 = QtWidgets.QGridLayout(self.page) + self.gridLayout_4.setObjectName("gridLayout_4") + self.strategyNameCB = QtWidgets.QComboBox(parent=self.page) + self.strategyNameCB.setObjectName("strategyNameCB") + self.gridLayout_4.addWidget(self.strategyNameCB, 1, 0, 1, 1) + self.label_5 = QtWidgets.QLabel(parent=self.page) + self.label_5.setObjectName("label_5") + self.gridLayout_4.addWidget(self.label_5, 0, 0, 1, 1) + self.strategyTypeDetailsSW.addWidget(self.page) + self.page_2 = QtWidgets.QWidget() + self.page_2.setObjectName("page_2") + self.gridLayout_5 = QtWidgets.QGridLayout(self.page_2) + self.gridLayout_5.setObjectName("gridLayout_5") + self.label_2 = QtWidgets.QLabel(parent=self.page_2) + self.label_2.setObjectName("label_2") + self.gridLayout_5.addWidget(self.label_2, 0, 0, 1, 1) + self.AiModelPathLE = QtWidgets.QLineEdit(parent=self.page_2) + self.AiModelPathLE.setObjectName("AiModelPathLE") + self.gridLayout_5.addWidget(self.AiModelPathLE, 1, 0, 1, 1) + self.strategyTypeDetailsSW.addWidget(self.page_2) + self.gridLayout.addWidget(self.strategyTypeDetailsSW, 5, 0, 1, 2) + self.label_3 = QtWidgets.QLabel(parent=Form) + sizePolicy = QtWidgets.QSizePolicy(QtWidgets.QSizePolicy.Policy.Preferred, QtWidgets.QSizePolicy.Policy.Maximum) + sizePolicy.setHorizontalStretch(0) + sizePolicy.setVerticalStretch(0) + sizePolicy.setHeightForWidth(self.label_3.sizePolicy().hasHeightForWidth()) + self.label_3.setSizePolicy(sizePolicy) + font = QtGui.QFont() + font.setPointSize(12) + font.setBold(False) + font.setWeight(50) + self.label_3.setFont(font) + self.label_3.setObjectName("label_3") + self.gridLayout.addWidget(self.label_3, 6, 0, 1, 1) + self.verticalLayout_3 = QtWidgets.QVBoxLayout() + self.verticalLayout_3.setObjectName("verticalLayout_3") + self.gridLayout_3 = QtWidgets.QGridLayout() + self.gridLayout_3.setSpacing(9) + self.gridLayout_3.setObjectName("gridLayout_3") + self.startingCashLE = QtWidgets.QLineEdit(parent=Form) + self.startingCashLE.setInputMask("") + self.startingCashLE.setObjectName("startingCashLE") + self.gridLayout_3.addWidget(self.startingCashLE, 0, 2, 1, 1) + self.label = QtWidgets.QLabel(parent=Form) + self.label.setObjectName("label") + self.gridLayout_3.addWidget(self.label, 0, 1, 1, 1) + self.verticalLayout_3.addLayout(self.gridLayout_3) + self.parametersScrollArea = QtWidgets.QScrollArea(parent=Form) + sizePolicy = QtWidgets.QSizePolicy(QtWidgets.QSizePolicy.Policy.Expanding, QtWidgets.QSizePolicy.Policy.Minimum) + sizePolicy.setHorizontalStretch(0) + sizePolicy.setVerticalStretch(0) + sizePolicy.setHeightForWidth(self.parametersScrollArea.sizePolicy().hasHeightForWidth()) + self.parametersScrollArea.setSizePolicy(sizePolicy) + self.parametersScrollArea.setMinimumSize(QtCore.QSize(0, 50)) + self.parametersScrollArea.setMaximumSize(QtCore.QSize(16777215, 250)) + self.parametersScrollArea.setWidgetResizable(True) + self.parametersScrollArea.setObjectName("parametersScrollArea") + self.scrollAreaWidgetContents = QtWidgets.QWidget() + self.scrollAreaWidgetContents.setGeometry(QtCore.QRect(0, 0, 248, 69)) + self.scrollAreaWidgetContents.setObjectName("scrollAreaWidgetContents") + self.verticalLayout = QtWidgets.QVBoxLayout(self.scrollAreaWidgetContents) + self.verticalLayout.setObjectName("verticalLayout") + self.parametersLayout = QtWidgets.QFormLayout() + self.parametersLayout.setObjectName("parametersLayout") + self.verticalLayout.addLayout(self.parametersLayout) + self.parametersScrollArea.setWidget(self.scrollAreaWidgetContents) + self.verticalLayout_3.addWidget(self.parametersScrollArea) + self.gridLayout.addLayout(self.verticalLayout_3, 7, 0, 1, 2) + spacerItem = QtWidgets.QSpacerItem(20, 40, QtWidgets.QSizePolicy.Policy.Minimum, QtWidgets.QSizePolicy.Policy.Expanding) + self.gridLayout.addItem(spacerItem, 8, 1, 1, 1) + self.verticalLayout_2 = QtWidgets.QVBoxLayout() + self.verticalLayout_2.setObjectName("verticalLayout_2") + self.runBacktestBtn = QtWidgets.QPushButton(parent=Form) + self.runBacktestBtn.setEnabled(True) + sizePolicy = QtWidgets.QSizePolicy(QtWidgets.QSizePolicy.Policy.Minimum, QtWidgets.QSizePolicy.Policy.Preferred) + sizePolicy.setHorizontalStretch(0) + sizePolicy.setVerticalStretch(0) + sizePolicy.setHeightForWidth(self.runBacktestBtn.sizePolicy().hasHeightForWidth()) + self.runBacktestBtn.setSizePolicy(sizePolicy) + self.runBacktestBtn.setMinimumSize(QtCore.QSize(0, 50)) + self.runBacktestBtn.setObjectName("runBacktestBtn") + self.verticalLayout_2.addWidget(self.runBacktestBtn) + self.runningStratPB = QtWidgets.QProgressBar(parent=Form) + self.runningStratPB.setProperty("value", 0) + self.runningStratPB.setObjectName("runningStratPB") + self.verticalLayout_2.addWidget(self.runningStratPB) + self.runLabel = QtWidgets.QLabel(parent=Form) + self.runLabel.setText("") + self.runLabel.setObjectName("runLabel") + self.verticalLayout_2.addWidget(self.runLabel) + self.gridLayout.addLayout(self.verticalLayout_2, 9, 0, 1, 2) + self.label_4 = QtWidgets.QLabel(parent=Form) + sizePolicy = QtWidgets.QSizePolicy(QtWidgets.QSizePolicy.Policy.Preferred, QtWidgets.QSizePolicy.Policy.Maximum) + sizePolicy.setHorizontalStretch(0) + sizePolicy.setVerticalStretch(0) + sizePolicy.setHeightForWidth(self.label_4.sizePolicy().hasHeightForWidth()) + self.label_4.setSizePolicy(sizePolicy) + font = QtGui.QFont() + font.setPointSize(16) + self.label_4.setFont(font) + self.label_4.setAlignment(QtCore.Qt.AlignmentFlag.AlignCenter) + self.label_4.setObjectName("label_4") + self.gridLayout.addWidget(self.label_4, 0, 0, 1, 2) + + self.retranslateUi(Form) + self.strategyTypeDetailsSW.setCurrentIndex(1) + QtCore.QMetaObject.connectSlotsByName(Form) + + def retranslateUi(self, Form): + _translate = QtCore.QCoreApplication.translate + Form.setWindowTitle(_translate("Form", "Form")) + self.label_7.setText(_translate("Form", "Data")) + self.importDataBtn.setText(_translate("Form", "Import data")) + self.label_6.setText(_translate("Form", "Strategy")) + self.strategyTypeAITensorFlowBtn.setText(_translate("Form", "Ai\n" +"TF")) + self.strategyTypeAiStablebaselinesBtn.setText(_translate("Form", "Ai\n" +" SB3")) + self.strategyTypeAiTorchBtn.setText(_translate("Form", "Ai\n" +"Torch")) + self.strategyTypeAlgoBtn.setText(_translate("Form", "Algorithm")) + self.label_5.setText(_translate("Form", "Custom strategy")) + self.label_2.setText(_translate("Form", "AI Model")) + self.label_3.setText(_translate("Form", "Parameters")) + self.label.setText(_translate("Form", "Starting cash")) + self.runBacktestBtn.setText(_translate("Form", "Run")) + self.label_4.setText(_translate("Form", "BackTest")) diff --git a/userConfig.py b/userConfig.py new file mode 100644 index 0000000..c8eeb8b --- /dev/null +++ b/userConfig.py @@ -0,0 +1,52 @@ +import json +from Singleton import Singleton + +class UserConfig(Singleton): + + def __init__(self): + self.data = {} + pass + + def loadConfigFile(self): + try: + with open("userData.json") as userFile: + self.data = json.load(userFile) + except: + print(" Can't load user config file") + + def saveObject(self, name, obj): + + obj_dict = {} + + # Get all objects attributes and store them in the config file + # https://stackoverflow.com/questions/11637293/iterate-over-object-attributes-in-python + for attributeName in [a for a in dir(obj) if not a.startswith('__') and not callable(getattr(obj, a))]: + + # we should use decorator here instead of a hardcoded + if attributeName != "dataFrame": + obj_dict[attributeName] = getattr(obj, attributeName) + + self.data[name] = obj_dict + + self.saveConfig() + pass + + def saveParameter(self, parameter, value): + self.data[parameter] = value + self.saveConfig() + pass + + def removeParameter(self, parameter): + if parameter in self.data: + del self.data[parameter] + self.saveConfig() + pass + + def saveConfig(self): + try: + with open("userData.json", "w+") as userFile: + json.dump(self.data, userFile, indent = 4) + except: + print(" Can't save user config file") + + diff --git a/userData.json b/userData.json new file mode 100644 index 0000000..d3c4b1f --- /dev/null +++ b/userData.json @@ -0,0 +1,9 @@ +{ + "M5": { + "fileName": "BTC_USDT_USDT-5m-futures-train.csv", + "filePath": "C:/perso/AI/AI_Framework/freqtrade_data/binance/futures/BTC_USDT_USDT-5m-futures-train.csv", + "separator": ",", + "timeFormat": "%Y-%m-%d %H:%M:%S", + "timeFrame": "M5" + } +} \ No newline at end of file diff --git a/userInterface.py b/userInterface.py index 041725a..e48f1a9 100644 --- a/userInterface.py +++ b/userInterface.py @@ -17,35 +17,26 @@ # ############################################################################### -from PyQt5 import QtWidgets +from PyQt6 import QtWidgets +from PyQt6 import QtGui +from PyQt6 import QtCore -from PyQt5 import QtGui -from PyQt5 import QtCore from numpy import NaN from pyqtgraph.dockarea import DockArea, Dock -import sys, os - -sys.path.append('../finplot') -import finplot as fplt +import os import backtrader as bt # Ui made with Qt Designer import strategyTesterUI import strategyResultsUI import indicatorParametersUI -import loadDataFilesUI # Import Chart lib import finplotWindow - -import datetime - import qdarkstyle - -import pandas as pd import functools class UserInterface: @@ -53,9 +44,9 @@ class UserInterface: ######### # ######### - def __init__(self,controller): + def __init__(self, controller): - self.controller = controller + self.controller = controller # SkinokBacktraderUI # It does not finish by a "/" self.current_dir_path = os.path.dirname(os.path.realpath(__file__)) @@ -78,7 +69,7 @@ def __init__(self,controller): self.win.setWindowTitle("Skinok Backtrader UI v0.3") # Set width/height of QSplitter - self.app.setStyleSheet(qdarkstyle.load_stylesheet_pyqt5()) + self.app.setStyleSheet(qdarkstyle.load_stylesheet()) pass @@ -93,7 +84,7 @@ def initialize(self): self.createUIs() # Enable run button - self.strategyTesterUI.runBacktestPB.setEnabled(False) + self.strategyTesterUI.runBacktestBtn.setEnabled(False) self.strategyTesterUI.initialize() @@ -149,7 +140,19 @@ def createChartDock(self, timeframe): pass + def deleteChartDock(self, timeframe): + + del self.dockAreaTimeframes[timeframe] + del self.dock_charts[timeframe] + del self.dock_rsi[timeframe] + self.fpltWindow[timeframe].resetPlots() + del self.fpltWindow[timeframe] + + self.controlPanelLayout.removeWidget(self.timeFramePB[timeframe]) + del self.timeFramePB[timeframe] + + pass ######### # Create all main window docks @@ -167,13 +170,13 @@ def createMainDocks(self): self.dock_stackedCharts.addWidget( self.stackedCharts, 1 , 0 ) # Create Strategy Tester Tab - self.dock_strategyTester = Dock("Strategy Tester", size = (200, 500), closable = False, hideTitle=True) + self.dock_strategyTester = Dock("Strategy Tester", closable = False, hideTitle=True) self.dockArea.addDock(self.dock_strategyTester, position='left') # Create Strategy Tester Tab - self.dock_strategyResultsUI = Dock("Strategy Tester", size = (1000, 250), closable = False, hideTitle=True) + self.dock_strategyResultsUI = Dock("Strategy Tester", size = (1000, 200), closable = False, hideTitle=True) self.dockArea.addDock(self.dock_strategyResultsUI, position='bottom') - + self.dock_strategyResultsUI.hide() pass ######### @@ -183,7 +186,6 @@ def createUIs(self): self.createStrategyTesterUI() self.createTradesUI() - self.createLoadDataFilesUI() #self.createOrdersUI() self.createSummaryUI() @@ -197,31 +199,27 @@ def createUIs(self): ######### def createActions(self): - # Indicators - #self.indicatorsActionGroup = QtWidgets.QActionGroup(self.win) + # Data sources + #self.backtestDataActionGroup = QtGui.QActionGroup(self.win) + + #self.openCSVAction = QtGui.QAction(QtGui.QIcon(""),"Open CSV File", self.backtestDataActionGroup) - # Ichimoku - #self.addIchimokuAction = QtWidgets.QAction(QtGui.QIcon(""),"Add Ichimoku", self.indicatorsActionGroup) - #self.addIchimokuAction.triggered.connect( self.addIndicator ) - #self.indicatorsActionGroup.addAction(self.addIchimokuAction) - # Data sources - self.backtestDataActionGroup = QtWidgets.QActionGroup(self.win) + # AI + #self.aiActionGroup = QtGui.QActionGroup(self.win) - self.openCSVAction = QtWidgets.QAction(QtGui.QIcon(""),"Open CSV File", self.backtestDataActionGroup) - self.openCSVAction.triggered.connect( self.loadDataFileUI.show ) + #self.loadTFModelAction = QtGui.QAction(QtGui.QIcon(""),"Load Tensorflow Model", self.aiActionGroup) + #self.loadTFModelAction.triggered.connect( self.loadTFModel ) - #self.DataSourceAction = QAction(QtWidgets.QIcon(""),"Choose Data Source", self.toolbar) - #self.DataSourceAction.triggered.connect( self.l ) - #self.toolbar.addAction(self.addIchimokuAction) + #self.loadTorchModelAction = QtWidgets.QAction(QtGui.QIcon(""),"Load Torch Model", self.aiActionGroup) + #self.loadTorchModelAction.triggered.connect( self.loadTorchModel ) + + #self.loadStableBaselines3Action = QtGui.QAction(QtGui.QIcon(""),"Load Stable Baselines 3 Model", self.aiActionGroup) + #self.loadStableBaselines3Action.triggered.connect( self.loadStableBaselinesModel ) # Options - self.optionsActionGroup = QtWidgets.QActionGroup(self.win) + #self.optionsActionGroup = QtGui.QActionGroup(self.win) - #self.darkModeAction = QtWidgets.QAction(QtGui.QIcon(""),"Switch Color Mode", self.optionsActionGroup) - #self.darkModeAction.triggered.connect( self.dark_mode_toggle ) - - #self.optionsActionGroup.addAction(self.darkModeAction) pass ######### @@ -229,19 +227,21 @@ def createActions(self): ######### def createMenuBar(self): - self.menubar = self.win.menuBar() + #self.menubar = self.win.menuBar() #self.indicatorsMenu = self.menubar.addMenu("Indicators") #self.indicatorsMenu.addActions(self.indicatorsActionGroup.actions()) - self.backtestDataMenu = self.menubar.addMenu("Backtest Data") - self.backtestDataMenu.addActions(self.backtestDataActionGroup.actions()) + #self.backtestDataMenu = self.menubar.addMenu("Backtest Data") + #self.backtestDataMenu.addActions(self.backtestDataActionGroup.actions()) - self.optionsMenu = self.menubar.addMenu("Options") - self.optionsMenu.addActions(self.optionsActionGroup.actions()) + #self.aiMenu = self.menubar.addMenu("Artificial Intelligence") + #self.aiMenu.addActions(self.aiActionGroup.actions()) - pass + #self.optionsMenu = self.menubar.addMenu("Options") + #self.optionsMenu.addActions(self.optionsActionGroup.actions()) + pass ######### # Strategy results : trades tab @@ -256,16 +256,18 @@ def createTradesUI(self): self.tradeTableWidget.verticalHeader().setVisible(False) self.tradeTableWidget.horizontalHeader().setStretchLastSection(True) - self.tradeTableWidget.horizontalHeader().setSectionResizeMode(QtWidgets.QHeaderView.Stretch) + self.tradeTableWidget.horizontalHeader().setSectionResizeMode(QtWidgets.QHeaderView.ResizeMode.Stretch) #self.tradeTableWidget.setStyleSheet("alternate-background-color: #AAAAAA;background-color: #CCCCCC;") self.tradeTableWidget.setAlternatingRowColors(True) self.tradeTableWidget.setSortingEnabled(True) - self.tradeTableWidget.setSelectionBehavior(QtWidgets.QAbstractItemView.SelectRows) - self.tradeTableWidget.setEditTriggers(QtWidgets.QAbstractItemView.NoEditTriggers) + self.tradeTableWidget.setSelectionBehavior(QtWidgets.QAbstractItemView.SelectionBehavior.SelectRows) + self.tradeTableWidget.setEditTriggers(QtWidgets.QAbstractItemView.EditTrigger.NoEditTriggers) self.strategyResultsUI.ResultsTabWidget.widget(0).layout().addWidget(self.tradeTableWidget) + pass + def fillTradesUI(self, trades): # Delete all previous results by settings row count to 0 @@ -282,35 +284,50 @@ def fillTradesUI(self, trades): # Trade id item = QtWidgets.QTableWidgetItem( str(trade.ref) ) - item.setTextAlignment(QtCore.Qt.AlignCenter) + item.setTextAlignment(QtCore.Qt.AlignmentFlag.AlignCenter) self.tradeTableWidget.setItem(row,0,item) item = QtWidgets.QTableWidgetItem( "Buy" if trade.long else "Sell" ) - item.setTextAlignment(QtCore.Qt.AlignCenter) + item.setTextAlignment(QtCore.Qt.AlignmentFlag.AlignCenter) self.tradeTableWidget.setItem(row,1,item) item = QtWidgets.QTableWidgetItem( str(bt.num2date(trade.dtopen)) ) - item.setTextAlignment(QtCore.Qt.AlignCenter) + item.setTextAlignment(QtCore.Qt.AlignmentFlag.AlignCenter) self.tradeTableWidget.setItem(row,2,item) item = QtWidgets.QTableWidgetItem( str(bt.num2date(trade.dtclose)) ) - item.setTextAlignment(QtCore.Qt.AlignCenter) + item.setTextAlignment(QtCore.Qt.AlignmentFlag.AlignCenter) self.tradeTableWidget.setItem(row,3,item) item = QtWidgets.QTableWidgetItem( str(trade.price) ) - item.setTextAlignment(QtCore.Qt.AlignCenter) + item.setTextAlignment(QtCore.Qt.AlignmentFlag.AlignCenter) self.tradeTableWidget.setItem(row,4,item) item = QtWidgets.QTableWidgetItem( str(trade.commission) ) - item.setTextAlignment(QtCore.Qt.AlignCenter) + item.setTextAlignment(QtCore.Qt.AlignmentFlag.AlignCenter) self.tradeTableWidget.setItem(row,5,item) item = QtWidgets.QTableWidgetItem( str(trade.pnlcomm) ) - item.setTextAlignment(QtCore.Qt.AlignCenter) + item.setTextAlignment(QtCore.Qt.AlignmentFlag.AlignCenter) self.tradeTableWidget.setItem(row,6,item) row += 1 + # Click on a trade line will move the chart to the corresponding trade + self.tradeTableWidget.cellClicked.connect( self.tradeClicked ); + + pass + + # Slot when a trade has been clicked + def tradeClicked(self, row, column): + + selectedItems = self.tradeTableWidget.selectedItems() # QList + if len(selectedItems) > 4: + dateTradeOpen = selectedItems[2].text() + dateTradeClose = selectedItems[3].text() + + self.fpltWindow[self.current_timeframe].zoomTo(dateTradeOpen,dateTradeClose) + pass ######### @@ -326,13 +343,13 @@ def createOrdersUI(self): self.orderTableWidget.setHorizontalHeaderLabels( labels ) self.orderTableWidget.horizontalHeader().setStretchLastSection(True) - self.orderTableWidget.horizontalHeader().setSectionResizeMode(QtWidgets.QHeaderView.Stretch) + self.orderTableWidget.horizontalHeader().setSectionResizeMode(QtWidgets.QHeaderView.ResizeMode.Stretch) self.orderTableWidget.setStyleSheet("alternate-background-color: #AAAAAA;background-color: #CCCCCC;") self.orderTableWidget.setAlternatingRowColors(True) self.orderTableWidget.setSortingEnabled(True) - self.orderTableWidget.setSelectionBehavior(QtWidgets.QAbstractItemView.SelectRows) - self.orderTableWidget.setEditTriggers(QtWidgets.QAbstractItemView.NoEditTriggers) + self.orderTableWidget.setSelectionBehavior(QtWidgets.QAbstractItemView.SelectionBehavior.SelectRows) + self.orderTableWidget.setEditTriggers(QtWidgets.QAbstractItemView.EditTrigger.NoEditTriggers) self.dock_orders.addWidget(self.orderTableWidget) @@ -359,24 +376,15 @@ def fillOrdersUI(self, orders): pass - ######### - # UI parameters for testing stategies - ######### - def createLoadDataFilesUI(self): - - self.loadDataFileUI = loadDataFilesUI.LoadDataFilesUI(self.controller, self.win) - self.loadDataFileUI.hide() - pass - ######### # UI parameters for testing stategies ######### def createStrategyTesterUI(self): - self.strategyTesterUI = strategyTesterUI.StrategyTesterUI(self.controller) + self.strategyTesterUI = strategyTesterUI.StrategyTesterUI(self.controller, self.win) self.dock_strategyTester.addWidget(self.strategyTesterUI) - self.strategyResultsUI = strategyResultsUI.StrategyResultsUI(self.controller) + self.strategyResultsUI = strategyResultsUI.StrategyResultsUI(self.controller, self.win) self.dock_strategyResultsUI.addWidget(self.strategyResultsUI) # @@ -395,7 +403,7 @@ def createStrategyTesterUI(self): ######### def createSummaryUI(self): - self.summaryTableWidget = QtWidgets.QTableWidget(self.strategyResultsUI.SummaryGB) + self.summaryTableWidget = self.strategyResultsUI.summaryTableWidget self.summaryTableWidget.setColumnCount(2) @@ -403,7 +411,7 @@ def createSummaryUI(self): self.summaryTableWidget.horizontalHeader().hide() self.summaryTableWidget.setShowGrid(False) - self.strategyResultsUI.SummaryGB.layout().addWidget(self.summaryTableWidget) + self.summaryTableWidget.setStyleSheet("QTableWidget { border: 0; }") pass @@ -415,36 +423,52 @@ def fillSummaryUI(self, brokerCash, brokerValue, tradeAnalysis): self.summaryTableWidget.setRowCount(8) self.summaryTableWidget.setItem(0,0,QtWidgets.QTableWidgetItem("Cash")) - self.summaryTableWidget.setItem(0,1,QtWidgets.QTableWidgetItem(str(brokerCash))) + item = QtWidgets.QTableWidgetItem(str(round(brokerCash,2))) + item.setTextAlignment(QtCore.Qt.AlignmentFlag.AlignHCenter) + self.summaryTableWidget.setItem(0,1,item) self.summaryTableWidget.setItem(1,0,QtWidgets.QTableWidgetItem("Value")) - self.summaryTableWidget.setItem(1,1,QtWidgets.QTableWidgetItem(str(brokerValue))) + item = QtWidgets.QTableWidgetItem(str(round(brokerValue,2))) + item.setTextAlignment(QtCore.Qt.AlignmentFlag.AlignHCenter) + self.summaryTableWidget.setItem(1,1,item) # if there are some trades if len(tradeAnalysis) > 1: self.summaryTableWidget.setItem(2,0,QtWidgets.QTableWidgetItem("Profit total")) - self.summaryTableWidget.setItem(2,1,QtWidgets.QTableWidgetItem(str(tradeAnalysis["pnl"]["net"]["total"]))) + item = QtWidgets.QTableWidgetItem(str(round(tradeAnalysis["pnl"]["net"]["total"],2))) + item.setTextAlignment(QtCore.Qt.AlignmentFlag.AlignHCenter) + self.summaryTableWidget.setItem(2,1, item ) self.summaryTableWidget.setItem(3,0,QtWidgets.QTableWidgetItem("Number of trades")) - self.summaryTableWidget.setItem(3,1,QtWidgets.QTableWidgetItem(str(tradeAnalysis["total"]["total"]))) + item = QtWidgets.QTableWidgetItem(str(round(tradeAnalysis["total"]["total"],2))) + item.setTextAlignment(QtCore.Qt.AlignmentFlag.AlignHCenter) + self.summaryTableWidget.setItem(3,1,item) self.summaryTableWidget.setItem(4,0,QtWidgets.QTableWidgetItem("Won")) - self.summaryTableWidget.setItem(4,1,QtWidgets.QTableWidgetItem(str(tradeAnalysis["won"]['total']))) + item = QtWidgets.QTableWidgetItem(str(round(tradeAnalysis["won"]['total'],2))) + item.setTextAlignment(QtCore.Qt.AlignmentFlag.AlignHCenter) + self.summaryTableWidget.setItem(4,1,item) self.summaryTableWidget.setItem(5,0,QtWidgets.QTableWidgetItem("Lost")) - self.summaryTableWidget.setItem(5,1,QtWidgets.QTableWidgetItem(str(tradeAnalysis["lost"]['total']))) + item = QtWidgets.QTableWidgetItem(str(round(tradeAnalysis["lost"]['total'],2))) + item.setTextAlignment(QtCore.Qt.AlignmentFlag.AlignHCenter) + self.summaryTableWidget.setItem(5,1,item) self.summaryTableWidget.setItem(6,0,QtWidgets.QTableWidgetItem("Long")) - self.summaryTableWidget.setItem(6,1,QtWidgets.QTableWidgetItem(str(tradeAnalysis["long"]["total"]))) + item = QtWidgets.QTableWidgetItem(str(round(tradeAnalysis["long"]["total"],2))) + item.setTextAlignment(QtCore.Qt.AlignmentFlag.AlignHCenter) + self.summaryTableWidget.setItem(6,1,item) self.summaryTableWidget.setItem(7,0,QtWidgets.QTableWidgetItem("Short")) - self.summaryTableWidget.setItem(7,1,QtWidgets.QTableWidgetItem(str(tradeAnalysis["short"]["total"]))) + item = QtWidgets.QTableWidgetItem(str(round(tradeAnalysis["short"]["total"],2))) + item.setTextAlignment(QtCore.Qt.AlignmentFlag.AlignHCenter) + self.summaryTableWidget.setItem(7,1,item) self.summaryTableWidget.horizontalHeader().setStretchLastSection(True) - self.summaryTableWidget.horizontalHeader().setSectionResizeMode(QtWidgets.QHeaderView.Stretch) + self.summaryTableWidget.horizontalHeader().setSectionResizeMode(QtWidgets.QHeaderView.ResizeMode.Stretch) - self.summaryTableWidget.setSelectionBehavior(QtWidgets.QAbstractItemView.SelectRows) + self.summaryTableWidget.setSelectionBehavior(QtWidgets.QAbstractItemView.SelectionBehavior.SelectRows) pass @@ -529,11 +553,11 @@ def createControlPanel(self): self.ResetPB.setText("Reset") self.ResetPB.setCheckable(True) self.ResetPB.setMaximumWidth(100) - self.ResetPB.toggled.connect(self.resetChart) + self.ResetPB.toggled[bool].connect(self.resetChart) self.controlPanelLayout.addWidget(self.ResetPB) # Spacer - spacer = QtWidgets.QSpacerItem(50,20,QtWidgets.QSizePolicy.Minimum) + spacer = QtWidgets.QSpacerItem(50,20,QtWidgets.QSizePolicy.Policy.Minimum) self.controlPanelLayout.addSpacerItem(spacer) # SMA @@ -541,7 +565,7 @@ def createControlPanel(self): self.SmaPB.setText("SMA") self.SmaPB.setCheckable(True) self.SmaPB.setMaximumWidth(100) - self.SmaPB.toggled.connect(self.addSma) + self.SmaPB.toggled[bool].connect(self.addSma) self.controlPanelLayout.addWidget(self.SmaPB) # EMA @@ -549,11 +573,11 @@ def createControlPanel(self): self.EmaPB.setText("EMA") self.EmaPB.setCheckable(True) self.EmaPB.setMaximumWidth(100) - self.EmaPB.toggled.connect(self.addEma) + self.EmaPB.toggled[bool].connect(self.addEma) self.controlPanelLayout.addWidget(self.EmaPB) # Spacer - spacer = QtWidgets.QSpacerItem(50,20,QtWidgets.QSizePolicy.Minimum) + spacer = QtWidgets.QSpacerItem(50,20,QtWidgets.QSizePolicy.Policy.Minimum) self.controlPanelLayout.addSpacerItem(spacer) # RSI @@ -561,7 +585,7 @@ def createControlPanel(self): self.RsiPB.setText("RSI") self.RsiPB.setCheckable(True) self.RsiPB.setMaximumWidth(100) - self.RsiPB.toggled.connect(self.toogleRsi) + self.RsiPB.toggled[bool].connect(self.toogleRsi) self.controlPanelLayout.addWidget(self.RsiPB) # Stochastic @@ -569,7 +593,7 @@ def createControlPanel(self): self.StochasticPB.setText("Stochastic") self.StochasticPB.setCheckable(True) self.StochasticPB.setMaximumWidth(100) - self.StochasticPB.toggled.connect(self.toogleStochastic) + self.StochasticPB.toggled[bool].connect(self.toogleStochastic) self.controlPanelLayout.addWidget(self.StochasticPB) # Stochastic RSI @@ -589,7 +613,7 @@ def createControlPanel(self): self.controlPanelLayout.addWidget(self.IchimokuPB) # Spacer - spacer = QtWidgets.QSpacerItem(50,20,QtWidgets.QSizePolicy.Minimum) + spacer = QtWidgets.QSpacerItem(50,20,QtWidgets.QSizePolicy.Policy.Minimum) self.controlPanelLayout.addSpacerItem(spacer) # Dark mode @@ -608,7 +632,7 @@ def createControlPanel(self): self.controlPanelLayout.addWidget(self.volumesCB) # Spacer - self.controlPanelLayout.insertSpacerItem(0, QtWidgets.QSpacerItem( 0,0, hPolicy=QtWidgets.QSizePolicy.Expanding, vPolicy=QtWidgets.QSizePolicy.Preferred) ) + self.controlPanelLayout.insertSpacerItem(0, QtWidgets.QSpacerItem( 0,0, hPolicy=QtWidgets.QSizePolicy.Policy.Expanding, vPolicy=QtWidgets.QSizePolicy.Policy.Preferred) ) return self.controlPanel @@ -660,7 +684,7 @@ def addSma(self): paramDialog.addParameterColor("Plot color", "#FFFF00") paramDialog.adjustSize() - if (paramDialog.exec() == QtWidgets.QDialog.Accepted ): + if paramDialog.exec() == QtWidgets.QDialog.DialogCode.Accepted: period = paramDialog.getValue("SMA Period") width = paramDialog.getValue("Plot width") qColor = paramDialog.getColorValue("Plot color") @@ -672,8 +696,6 @@ def addSma(self): def addEma(self): # Show indicator parameter dialog - - paramDialog = indicatorParametersUI.IndicatorParametersUI() paramDialog.setWindowFlags(QtCore.Qt.CustomizeWindowHint) paramDialog.setTitle("EMA Indicator parameters") @@ -682,7 +704,7 @@ def addEma(self): paramDialog.addParameterColor("Plot color", "#FFFF00") paramDialog.adjustSize() - if (paramDialog.exec() == QtWidgets.QDialog.Accepted ): + if paramDialog.exec() == QtWidgets.QDialog.DialogCode.Accepted: period = paramDialog.getValue("EMA Period") width = paramDialog.getValue("Plot width") qColor = paramDialog.getColorValue("Plot color") @@ -696,13 +718,13 @@ def toogleRsi(self): if self.RsiPB.isChecked(): # Show indicator parameter dialog paramDialog = indicatorParametersUI.IndicatorParametersUI() - paramDialog.setWindowFlags(QtCore.Qt.CustomizeWindowHint) + paramDialog.setWindowFlags(QtCore.Qt.WindowType.CustomizeWindowHint) paramDialog.setTitle("RSI Indicator parameters") paramDialog.addParameter("RSI Period", 14) paramDialog.addParameterColor("Plot color", "#FFFF00") paramDialog.adjustSize() - if (paramDialog.exec() == QtWidgets.QDialog.Accepted ): + if paramDialog.exec() == QtWidgets.QDialog.DialogCode.Accepted: period = paramDialog.getValue("RSI Period") qColor = paramDialog.getColorValue("Plot color") self.fpltWindow[self.current_timeframe].drawRsi( period, qColor ) @@ -722,14 +744,14 @@ def toogleStochastic(self): if self.StochasticPB.isChecked(): # Show indicator parameter dialog paramDialog = indicatorParametersUI.IndicatorParametersUI() - paramDialog.setWindowFlags(QtCore.Qt.CustomizeWindowHint) + paramDialog.setWindowFlags(QtCore.Qt.WindowType.CustomizeWindowHint) paramDialog.setTitle("Stochastic Indicator parameters") paramDialog.addParameter("Stochastic Period K", 14) paramDialog.addParameter("Stochastic Smooth K", 3) paramDialog.addParameter("Stochastic Smooth D", 3) paramDialog.adjustSize() - if (paramDialog.exec() == QtWidgets.QDialog.Accepted ): + if paramDialog.exec() == QtWidgets.QDialog.DialogCode.Accepted: period = paramDialog.getValue("Stochastic Period K") smooth_k = paramDialog.getValue("Stochastic Smooth K") smooth_d = paramDialog.getValue("Stochastic Smooth D") @@ -751,14 +773,14 @@ def toogleStochasticRsi(self): if self.StochasticRsiPB.isChecked(): # Show indicator parameter dialog paramDialog = indicatorParametersUI.IndicatorParametersUI() - paramDialog.setWindowFlags(QtCore.Qt.CustomizeWindowHint) + paramDialog.setWindowFlags(QtCore.Qt.WindowType.CustomizeWindowHint) paramDialog.setTitle("Stochastic Indicator parameters") paramDialog.addParameter("Stochastic Rsi Period K", 14) paramDialog.addParameter("Stochastic Rsi Smooth K", 3) paramDialog.addParameter("Stochastic Rsi Smooth D", 3) paramDialog.adjustSize() - if (paramDialog.exec() == QtWidgets.QDialog.Accepted ): + if (paramDialog.exec() == QtWidgets.QDialog.DialogCode.Accepted ): period = paramDialog.getValue("Stochastic Rsi Period K") smooth_k = paramDialog.getValue("Stochastic Rsi Smooth K") smooth_d = paramDialog.getValue("Stochastic Rsi Smooth D") @@ -800,21 +822,21 @@ def createTransactionsUI(self, trades): row = 0 for date,values in trades: #for trade in trades: - self.transactionTableWidget.setItem(row,0,QtWidgets.QTableWidgetItem( date.strftime("%Y/%m/%d %H:%M:%S") )) - self.transactionTableWidget.setItem(row,1,QtWidgets.QTableWidgetItem( str(values[0][0]) )) - self.transactionTableWidget.setItem(row,2,QtWidgets.QTableWidgetItem( str(values[0][1]) )) - self.transactionTableWidget.setItem(row,3,QtWidgets.QTableWidgetItem( str(values[0][2]) )) + self.transactionTableWidget.setItem(row, 0, QtWidgets.QTableWidgetItem(date.strftime("%Y/%m/%d %H:%M:%S"))) + self.transactionTableWidget.setItem(row, 1, QtWidgets.QTableWidgetItem(str(values[0][0]))) + self.transactionTableWidget.setItem(row, 2, QtWidgets.QTableWidgetItem(str(values[0][1]))) + self.transactionTableWidget.setItem(row, 3, QtWidgets.QTableWidgetItem(str(values[0][2]))) row += 1 self.transactionTableWidget.horizontalHeader().setStretchLastSection(True) - self.transactionTableWidget.horizontalHeader().setSectionResizeMode(QtWidgets.QHeaderView.Stretch) + self.transactionTableWidget.horizontalHeader().setSectionResizeMode(QtWidgets.QHeaderView.ResizeMode.Stretch) self.transactionTableWidget.setStyleSheet("alternate-background-color: #AAAAAA;background-color: #CCCCCC;") self.transactionTableWidget.setAlternatingRowColors(True) self.transactionTableWidget.setSortingEnabled(True) - self.transactionTableWidget.setSelectionBehavior(QtWidgets.QAbstractItemView.SelectRows) - self.transactionTableWidget.setEditTriggers(QtWidgets.QAbstractItemView.NoEditTriggers) + self.transactionTableWidget.setSelectionBehavior(QtWidgets.QAbstractItemView.SelectionBehavior.SelectRows) + self.transactionTableWidget.setEditTriggers(QtWidgets.QAbstractItemView.EditTrigger.NoEditTriggers) self.dock_transactions.addWidget(self.transactionTableWidget) @@ -829,24 +851,32 @@ def fillStrategyParameters(self, strategy): # Insert parameters row = 0 for parameterName, parameterValue in strategy.params._getitems(): - label = QtWidgets.QLabel(parameterName) - lineEdit = QtWidgets.QLineEdit(str(parameterValue)) - # Save the parameter to inject it in the addStrategy method - self.controller.strategyParametersSave(parameterName, parameterValue) + if parameterName is not 'model': + label = QtWidgets.QLabel(parameterName) + + if type(parameterValue) == bool: + checkBox = QtWidgets.QCheckBox(str()) + checkBox.setObjectName(parameterName) + checkBox.setChecked(parameterValue) + checkBox.stateChanged.connect(functools.partial(self.controller.strategyParametersChanged, checkBox, parameterName, parameterValue)) + self.strategyTesterUI.parametersLayout.addRow(label, checkBox ) - # Connect the parameter changed slot - lineEdit.textChanged.connect(functools.partial(self.controller.strategyParametersChanged, lineEdit, parameterName, parameterValue)) + else: + lineEdit = QtWidgets.QLineEdit(str(parameterValue)) + lineEdit.setObjectName(parameterName) + # Connect the parameter changed slot + lineEdit.textChanged.connect(functools.partial(self.controller.strategyParametersChanged, lineEdit, parameterName, parameterValue)) + self.strategyTesterUI.parametersLayout.addRow(label, lineEdit ) - self.strategyTesterUI.parametersLayout.addRow(label, lineEdit ) - row = row + 1 + # Save the parameter to inject it in the addStrategy method + self.controller.strategyParametersSave(parameterName, parameterValue) + + row = row + 1 pass # Parameter box size self.strategyTesterUI.parametersLayout.update() self.strategyTesterUI.parametersScrollArea.adjustSize() - pass - - - \ No newline at end of file + pass \ No newline at end of file diff --git a/wallet.py b/wallet.py index 737bed0..5955a6c 100644 --- a/wallet.py +++ b/wallet.py @@ -28,6 +28,7 @@ def __init__(self, startingCash): def reset(self, startingCash): + self.starting_cash = startingCash # todo: change it by initial cash settings self.current_value = startingCash # todo: change it by initial cash settings self.current_cash = startingCash # todo: change it by initial cash settings self.current_equity = startingCash # todo: change it by initial cash settings pFad - Phonifier reborn

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