150 lines
6.4 KiB
Python
150 lines
6.4 KiB
Python
# -*- encoding:utf-8 -*-
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"""选股因子参数以及选择图形可视化"""
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from __future__ import absolute_import
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from __future__ import division
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from __future__ import print_function
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from abc import abstractmethod
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import ipywidgets as widgets
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from ..WidgetBu.ABuWGBase import WidgetFactorBase, WidgetFactorManagerBase, accordion_shut
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from ..WidgetBu.ABuWGBFBase import BFSubscriberMixin
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__author__ = '阿布'
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__weixin__ = 'abu_quant'
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class PickStockWGManager(WidgetFactorManagerBase):
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"""选股策略组织类"""
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def _init_widget(self):
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"""构建内置的卖出策略可视化组件，构造出self.factor_box"""
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from ..WidgetBu.ABuWGPickStock import PSPriceWidget, PSRegressAngWidget
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from ..WidgetBu.ABuWGPickStock import PSShiftDistanceWidget, PSNTopWidget
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self.ps_array = []
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self.ps_array.append(PSPriceWidget(self))
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self.ps_array.append(PSRegressAngWidget(self))
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self.ps_array.append(PSShiftDistanceWidget(self))
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self.ps_array.append(PSNTopWidget(self))
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# ps() call用widget组list
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children = [ps() for ps in self.ps_array]
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if self.scroll_factor_box:
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self.factor_box = widgets.Box(children=children,
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layout=self.factor_layout)
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else:
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# 一行显示两个，3个为一组，组装sub_children_group序列,
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sub_children_group = self._sub_children(children, len(children) / self._sub_children_group_cnt)
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sub_children_box = [widgets.HBox(sub_children) for sub_children in sub_children_group]
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self.factor_box = widgets.VBox(sub_children_box)
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# 买入因子是特殊的存在，都需要买入因子的全局数据
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self.buy_factor_manger = None
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def seed_choice_symbol_update(self, seed_choice_symbol):
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"""更新股池中的种子symbol到需要种子symbol的策略中"""
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if seed_choice_symbol is None or len(seed_choice_symbol) == 0:
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return
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for ps in self.ps_array:
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if hasattr(ps, 'seed_choice_symbol_key'):
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# 策略中要更新种子symbol的需要定义函数, 定义一个key进行更新
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cs_key = ps.seed_choice_symbol_key()
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for factor in self.factor_dict.values():
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# 从全局选股策略中寻找这个策略
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if factor['class'] == ps.delegate_class():
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# 如果找到将种子symbol进行更新
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factor.update({cs_key: seed_choice_symbol})
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for factor in self.buy_factor_manger.factor_dict.values():
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# 从附属于买入因子的选股策略中进行搜索更新
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if 'stock_pickers' in factor:
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for ps_factor in factor['stock_pickers']:
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if ps_factor['class'] == ps.delegate_class():
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ps_factor.update({cs_key: seed_choice_symbol})
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# from ..UtilBu.ABuOsUtil import show_msg
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# show_msg(cs_key, str(list(factor.keys())))
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def register(self, buy_factor_manger):
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"""选股manager内部因子注册接收买入因子添加的改变"""
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self.buy_factor_manger = buy_factor_manger
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for ps in self.ps_array:
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self.buy_factor_manger.register_subscriber(ps)
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class WidgetPickStockBase(WidgetFactorBase, BFSubscriberMixin):
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"""选股策略可视化基础类"""
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def _pick_stock_base_ui(self):
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"""选股策略中通用ui: xd, reversed初始构建"""
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xd_tip = widgets.Label(u'设置选股策略生效周期，默认252天',
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layout=widgets.Layout(width='300px', align_items='stretch'))
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self.xd = widgets.IntSlider(
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value=252,
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min=1,
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max=252,
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step=1,
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description=u'周期',
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disabled=False,
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orientation='horizontal',
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readout=True,
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readout_format='d'
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)
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self.xd_box = widgets.VBox([xd_tip, self.xd])
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reversed_tip = widgets.Label(u'反转选股结果，默认不反转',
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layout=widgets.Layout(width='300px', align_items='stretch'))
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self.reversed = widgets.Checkbox(
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value=False,
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description=u'反转结果',
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disabled=False,
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)
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self.reversed_box = widgets.VBox([reversed_tip, self.reversed])
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def __init__(self, wg_manager):
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super(WidgetPickStockBase, self).__init__(wg_manager)
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self.add = widgets.Button(description=u'添加为全局选股策略', layout=widgets.Layout(width='98%'),
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button_style='info')
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# 添加全局选股策略指令按钮
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self.add.on_click(self.add_pick_stock)
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# 运行混入的BFSubscriberMixin中ui初始化
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self.subscriber_ui([u'点击\'已添加的买入策略\'框中的买入策略', u'将选股策略做为买入策略的附属选股策略'])
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# 买入策略框点击行为：将本卖出策略加到对应的买入策略做为附属
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self.buy_factors.observe(self.add_pick_stock_to_buy_factor, names='value')
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self.accordion.set_title(0, u'添加为指定买入因子的选股策略')
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accordion_shut(self.accordion)
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self.add_box = widgets.VBox([self.add, self.accordion])
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# 构建选股策略独有基础通用ui
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self._pick_stock_base_ui()
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# 具体子策略构建
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self._init_widget()
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@abstractmethod
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def _init_widget(self):
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"""子类因子界面设置初始化"""
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pass
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@abstractmethod
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def make_pick_stock_unique(self):
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"""
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子类因子构建唯一描述以及因子字典
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返回值两个：
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1. 因子构建字典对象
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2. 因子唯一描述
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"""
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pass
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# noinspection PyUnusedLocal
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def add_pick_stock(self, bt):
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"""对应按钮添加全局策略"""
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# 构建策略字典对象factor_dict以及唯一策略描述字符串factor_desc_key
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factor_dict, factor_desc_key = self.make_pick_stock_unique()
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self.wg_manager.add_factor(factor_dict, factor_desc_key)
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def add_pick_stock_to_buy_factor(self, select):
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"""对应按钮添加策略到指定买入策略中"""
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self.add_to_buy_factor(select, self.make_pick_stock_unique, 'stock_pickers')
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