311 lines
14 KiB
Python
311 lines
14 KiB
Python
# -*- encoding:utf-8 -*-
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"""卖出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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import ipywidgets as widgets
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from ..FactorSellBu.ABuFactorAtrNStop import AbuFactorAtrNStop
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from ..FactorSellBu.ABuFactorCloseAtrNStop import AbuFactorCloseAtrNStop
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from ..FactorSellBu.ABuFactorPreAtrNStop import AbuFactorPreAtrNStop
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from ..FactorSellBu.ABuFactorSellBreak import AbuFactorSellBreak
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from ..FactorSellBu.ABuFactorSellDM import AbuDoubleMaSell
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from ..FactorSellBu.ABuFactorSellNDay import AbuFactorSellNDay
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from ..WidgetBu.ABuWGSFBase import WidgetFactorSellBase
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__author__ = '阿布'
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__weixin__ = 'abu_quant'
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class SellDMWidget(WidgetFactorSellBase):
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"""对应AbuDoubleMaSell策略widget"""
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def _init_widget(self):
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"""构建AbuDoubleMaSell策略参数界面"""
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self.description = widgets.Textarea(
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value=u'双均线卖出策略：\n'
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u'双均线策略是量化策略中经典的策略之一，其属于趋势跟踪策略: \n'
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u'1. 预设两条均线：如一个ma=5，一个ma=60, 5的均线被称作快线，60的均线被称作慢线\n'
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u'2. 择时卖出策略中当快线下穿慢线（ma5下穿ma60）称为形成死叉卖点信号，卖出股票\n',
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description=u'双均线卖',
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disabled=False,
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layout=self.description_layout
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)
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self.slow_label = widgets.Label(u'默认慢线ma=60:当快线下穿慢线称为形成死叉', layout=self.label_layout)
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self.slow_int = widgets.IntSlider(
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value=60,
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min=10,
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max=120,
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step=1,
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description=u'慢线',
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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.slow_box = widgets.VBox([self.slow_label, self.slow_int])
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self.fast_label = widgets.Label(u'默认快线ma=5:当快线下穿慢线称为形成死叉', layout=self.label_layout)
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self.fast_int = widgets.IntSlider(
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value=5,
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min=1,
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max=90,
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step=1,
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description=u'快线',
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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.fast_box = widgets.VBox([self.fast_label, self.fast_int])
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self.widget = widgets.VBox([self.description, self.slow_box, self.fast_box, self.add_box],
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# border='solid 1px',
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layout=self.widget_layout)
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def make_sell_factor_unique(self):
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"""对应按钮添加AbuDoubleMaSell策略，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 = {'class': AbuDoubleMaSell, 'slow': self.slow_int.value, 'fast': self.fast_int.value}
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factor_desc_key = u'动态双均慢{}快{}卖出'.format(self.slow_int.value, self.fast_int.value)
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return factor_dict, factor_desc_key
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def delegate_class(self):
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"""子类因子所委托的具体因子类AbuDoubleMaSell"""
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return AbuDoubleMaSell
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class SellAtrNStopWidget(WidgetFactorSellBase):
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"""对应AbuFactorAtrNStop策略widget"""
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def _init_widget(self):
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"""构建AbuFactorAtrNStop策略参数界面"""
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self.description = widgets.Textarea(
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value=u'止盈策略 & 止损策略：\n'
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u'1. 真实波幅atr作为最大止盈和最大止损的常数值\n'
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u'2. 当stop_loss_n 乘以 当日atr > 买入价格 － 当日收盘价格->止损卖出\n'
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u'3. 当stop_win_n 乘以 当日atr < 当日收盘价格 －买入价格->止盈卖出',
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description=u'止盈止损',
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disabled=False,
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layout=self.description_layout
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)
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self.stop_loss_n_label = widgets.Label(u'stop_loss_n乘以当日atr大于买价减close->止损',
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layout=self.label_layout)
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self.stop_loss_n = widgets.FloatSlider(
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value=1.0,
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min=0.10,
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max=10.0,
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step=0.1,
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description='stop_loss_n',
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disabled=False,
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orientation='horizontal',
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readout=True,
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readout_format='.1f',
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)
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self.stop_loss_n_box = widgets.VBox([self.stop_loss_n_label, self.stop_loss_n])
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self.stop_win_n_label = widgets.Label(u'stop_win_n乘以当日atr小于close减买价->止盈',
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layout=self.label_layout)
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self.stop_win_n = widgets.FloatSlider(
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value=3.0,
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min=0.10,
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max=10.0,
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step=0.10,
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description='stop_win_n',
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disabled=False,
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orientation='horizontal',
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readout=True,
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readout_format='.1f',
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)
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self.stop_win_n_box = widgets.VBox([self.stop_win_n_label, self.stop_win_n])
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self.widget = widgets.VBox([self.description, self.stop_loss_n_box,
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self.stop_win_n_box, self.add_box], # border='solid 1px',
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layout=self.widget_layout)
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def make_sell_factor_unique(self):
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"""对应按钮添加AbuFactorAtrNStop策略，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 = {'class': AbuFactorAtrNStop,
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'stop_win_n': self.stop_win_n.value,
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'stop_loss_n': self.stop_loss_n.value}
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factor_desc_key = u'n atr止盈{}止损{}'.format(self.stop_win_n.value, self.stop_loss_n.value)
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return factor_dict, factor_desc_key
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def delegate_class(self):
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"""子类因子所委托的具体因子类AbuFactorAtrNStop"""
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return AbuFactorAtrNStop
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class SellCloseAtrNWidget(WidgetFactorSellBase):
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"""对应AbuFactorCloseAtrNStop策略widget"""
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def _init_widget(self):
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"""构建AbuFactorCloseAtrNStop策略参数界面"""
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self.description = widgets.Textarea(
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value=u'利润保护止盈策略：\n'
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u'1. 买入后最大收益价格 - 今日价格 > 一定收益\n'
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u'2. 买入后最大收益价格 - 今日价格 < close_atr_n * 当日atr\n'
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u'3. 当买入有一定收益后，如果下跌幅度超过close_atr_n乘以当日atr->保护止盈卖出',
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description=u'保护止盈',
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disabled=False,
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layout=self.description_layout
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)
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self.close_atr_n_label = widgets.Label(u'收益下跌超过close_atr_n乘以当日atr->保护止盈',
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layout=self.label_layout)
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self.close_atr_n = widgets.FloatSlider(
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value=1.5,
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min=0.10,
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max=10.0,
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step=0.1,
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description='close_atr_n',
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disabled=False,
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orientation='horizontal',
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readout=True,
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readout_format='.1f',
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)
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self.close_atr_n_box = widgets.VBox([self.close_atr_n_label, self.close_atr_n])
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self.widget = widgets.VBox([self.description, self.close_atr_n_box, self.add_box], # border='solid 1px',
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layout=self.widget_layout)
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def make_sell_factor_unique(self):
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"""对应按钮添加AbuFactorCloseAtrNStop策略，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 = {'class': AbuFactorCloseAtrNStop,
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'close_atr_n': self.close_atr_n.value}
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factor_desc_key = u'利润保护止盈n={}'.format(self.close_atr_n.value)
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return factor_dict, factor_desc_key
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def delegate_class(self):
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"""子类因子所委托的具体因子类AbuFactorCloseAtrNStop"""
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return AbuFactorCloseAtrNStop
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class SellPreAtrNWidget(WidgetFactorSellBase):
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"""对应AbuFactorPreAtrNStop策略widget"""
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def _init_widget(self):
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"""构建AbuFactorPreAtrNStop策略参数界面"""
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self.description = widgets.Textarea(
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value=u'风险控制止损策略：\n'
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u'1. 单日最大跌幅n倍atr止损\n'
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u'2. 当今日价格下跌幅度 > 当日atr 乘以 pre_atr_n（下跌止损倍数）卖出操作',
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description=u'风险止损',
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disabled=False,
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layout=self.description_layout
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)
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self.pre_atr_n_label = widgets.Label(u'当今天价格开始剧烈下跌，采取果断平仓措施',
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layout=self.label_layout)
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self.pre_atr_n = widgets.FloatSlider(
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value=1.5,
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min=0.10,
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max=10.0,
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step=0.1,
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description='pre_atr_n',
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disabled=False,
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orientation='horizontal',
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readout=True,
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readout_format='.1f',
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)
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self.pre_atr_n_box = widgets.VBox([self.pre_atr_n_label, self.pre_atr_n])
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self.widget = widgets.VBox([self.description, self.pre_atr_n_box, self.add_box], # border='solid 1px',
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layout=self.widget_layout)
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def make_sell_factor_unique(self):
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"""对应按钮添加AbuFactorPreAtrNStop策略，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 = {'class': AbuFactorPreAtrNStop,
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'pre_atr_n': self.pre_atr_n.value}
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factor_desc_key = u'风险控制止损n={}'.format(self.pre_atr_n.value)
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return factor_dict, factor_desc_key
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def delegate_class(self):
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"""子类因子所委托的具体因子类AbuFactorPreAtrNStop"""
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return AbuFactorPreAtrNStop
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class SellXDWidget(WidgetFactorSellBase):
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"""对应AbuFactorSellBreak策略widget"""
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def _init_widget(self):
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"""构建AbuFactorSellBreak策略参数界面"""
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self.description = widgets.Textarea(
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value=u'海龟向下趋势突破卖出策略：\n'
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u'趋势突破定义为当天收盘价格低于N天内的最低价，作为卖出信号，卖出操作',
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description=u'海龟卖出',
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disabled=False,
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layout=self.description_layout
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)
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self.xd_label = widgets.Label(u'突破周期参数：比如21，30，42天....突破',
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layout=self.label_layout)
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self.xd = widgets.IntSlider(
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value=10,
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min=3,
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max=120,
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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([self.xd_label, self.xd])
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self.widget = widgets.VBox([self.description, self.xd_box, self.add_box], # border='solid 1px',
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layout=self.widget_layout)
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def make_sell_factor_unique(self):
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"""对应按钮添加AbuFactorSellBreak策略，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 = {'class': AbuFactorSellBreak, 'xd': self.xd.value}
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factor_desc_key = u'海龟{}天趋势突破卖出'.format(self.xd.value)
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return factor_dict, factor_desc_key
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def delegate_class(self):
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"""子类因子所委托的具体因子类AbuFactorSellBreak"""
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return AbuFactorSellBreak
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class SellNDWidget(WidgetFactorSellBase):
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"""对应AbuFactorSellNDay策略widget"""
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def _init_widget(self):
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"""构建AbuFactorSellNDay策略参数界面"""
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self.description = widgets.Textarea(
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value=u'持有N天后卖出策略：\n'
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u'卖出策略，不管交易现在什么结果，买入后只持有N天\n'
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u'需要与特定\'买入策略\'形成配合\n，'
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u'单独使用N天卖出策略意义不大',
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description=u'N天卖出',
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disabled=False,
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layout=self.description_layout
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)
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sell_n_label = widgets.Label(u'设定买入后只持有天数，默认1', layout=self.label_layout)
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self.sell_n = widgets.IntText(
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value=1,
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description=u'N天',
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disabled=False
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)
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sell_n_box = widgets.VBox([sell_n_label, self.sell_n])
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is_sell_today_label = widgets.Label(u'设定买入n天后，当天还是隔天卖出', layout=self.label_layout)
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self.is_sell_today = widgets.Dropdown(
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options={u'N天后隔天卖出': False, u'N天后当天卖出': True},
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value=False,
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description=u'当天隔天:',
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)
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is_sell_today_box = widgets.VBox([is_sell_today_label, self.is_sell_today])
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self.widget = widgets.VBox([self.description, sell_n_box, is_sell_today_box, self.add_box],
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# border='solid 1px',
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layout=self.widget_layout)
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def make_sell_factor_unique(self):
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"""对应按钮添加AbuFactorSellNDay策略，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 = {'class': AbuFactorSellNDay, 'sell_n': self.sell_n.value,
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'is_sell_today': self.is_sell_today.value}
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factor_desc_key = u'持有{}天{}卖出'.format(self.sell_n.value, u'当天' if self.is_sell_today.value else u'隔天')
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return factor_dict, factor_desc_key
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def delegate_class(self):
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"""子类因子所委托的具体因子类AbuFactorSellNDay"""
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return AbuFactorSellNDay
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