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client.py
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import trend_following_strategy as td
from tkinter import *
from tkinter.messagebox import *
from tkinter import ttk
import calender
import datetime
import numpy as np
from matplotlib.backends.backend_tkagg import FigureCanvasTkAgg, NavigationToolbar2Tk
from matplotlib.backend_bases import key_press_handler
from matplotlib.figure import Figure
BG_X = 1600 #窗口宽度
BG_Y = 900 #窗口高度
class Client:
def __init__(self, master):
self.master = master
self.run_first_time = 1
self.switcher = 1
self.cv = Canvas(self.master, width = BG_X, height = BG_Y, background = 'white')
self.cv.place(relx = 0.5, rely = 0.5, x = -BG_X / 2, y = -BG_Y / 2)
self.cv.focus_set()
self.cv.create_rectangle(0,0,1600,110,fill = 'lightgray')
#开始时间label
self.lb_start = Label(self.master, text = '开始时间', background = 'lightgray', foreground = 'black', font = ('微软雅黑',18),)
self.lb_start.place(x = 30, y = 30,width =200, heigh = 50)
#结束时间label
self.lb_end = Label(self.master, text = '结束时间', background = 'lightgray', foreground = 'black', font = ('微软雅黑',18))
self.lb_end.place(x = 530, y = 30,width =200, heigh = 50)
#开始时间输入框
self.date_start_str = StringVar()
self.date_start = ttk.Entry(root, textvariable = self.date_start_str)
self.date_start.place(x = 200, y = 30, width = 200, heigh = 50)
#结束时间输入框
self.date_end_str = StringVar()
self.date_end = ttk.Entry(root, textvariable = self.date_end_str)
self.date_end.place(x = 700, y = 30, width = 200, heigh = 50)
#self.date_start_str.set('2014-03-02')
#self.date_end_str.set('2014-03-05')
#Calendar((x, y), 'ur').selection() 获取日期，x,y为点坐标
#开始时间日历函数
date_start_str_gain = lambda: [
self.date_start_str.set(date)
for date in [calender.Calendar((607,385), 'ur').selection()]
if date]
# #结束时间日历函数
date_end_str_gain = lambda: [
self.date_end_str.set(date)
for date in [calender.Calendar((1108,385), 'ur').selection()]
if date]
#选择按钮
self.btn_choice_start_date = Button(self.master, text = '选择', command = date_start_str_gain, font = ('微软雅黑',18))
self.btn_choice_start_date.place(x = 400, y = 30, width = 100, heigh = 50)
self.btn_choice_end_date = Button(self.master, text = '选择', command = date_end_str_gain, font = ('微软雅黑',18))
self.btn_choice_end_date.place(x = 900, y = 30, width = 100, heigh = 50)
#运行按钮
self.btn_run = Button(self.master, text = '开始模拟', background = '#FFCC33', foreground = 'black', font = ('微软雅黑',24))
self.btn_run.place(x = 1100, y = 25, width = 200, height = 60)
self.btn_run.bind('<Button-1>', self.run_strategy)
def run_strategy(self, event):
#运行策略
#开始输入框容错检测
can_run = True #检查输入框的内容
d = self.date_start_str.get()
start_date = d[0:4] + d[5:7] + d[8:10]
if not self.check_date(start_date): #检查输入框的内容
can_run = False
showinfo('日期错误','起始日期格式不正确。\n格式示例：“2014-03-03”\n起始日期应位于“2014-01-02”和“2019-10-08”之间')
if can_run:
d = self.date_end_str.get()
end_date = d[0:4] + d[5:7] + d[8:10]
if not self.check_date(end_date): #检查输入框的内容
can_run = False
showinfo('日期错误','终止日期格式不正确。\n格式示例：“2014-03-03”\n终止日期应位于“2014-01-02”和“2019-10-08”之间')
if can_run:
if datetime.date(int(start_date[0:4]),int(start_date[4:6]),int(start_date[6:8])).__gt__(datetime.date(int(end_date[0:4]),int(end_date[4:6]),int(end_date[6:8]))):
can_run = False #检查输入框的内容
showinfo('日期错误','起始日期大于终止日期')
#检测完毕
if can_run:
self.fig, self.ax, self.fig2, self.ax2, self.alpha= td.run_strategy(start_date, end_date) #('20141201', '20141204')
if not self.run_first_time:
if self.switcher == 2:
self.switch_graph(1)
self.canvas1._tkcanvas.place_forget()
self.toolbar1.destroy() #删除掉原来的工具栏，不然会有两个
print('del tool')
self.show_graph1(1)
self.run_first_time = 0
self.lb_alpha = Label(self.master, text = 'Alpha收益率：' + "%.2f%%" % (self.alpha * 100), background = 'white', foreground = 'black', font = ('微软雅黑',16),)
self.lb_alpha.place(x = 1200, y = 180,width =300, heigh = 30)
def check_date(self,d): #检查输入框的内容
if len(d) != 8:
return False
if not d.isdigit():
return False
date = datetime.date(int(d[0:4]),int(d[4:6]),int(d[6:8]))
s = datetime.date(2014,1,2)
e = datetime.date(2019,10,8)
if date.__lt__(s) or date.__gt__(e):
return False
return True
def show_graph1(self, event):
self.canvas1 = FigureCanvasTkAgg(self.fig, master=root)
self.canvas1.draw() # 注意show方法已经过时了,这里改用draw
self.toolbar1 = NavigationToolbar2Tk(self.canvas1, root) # matplotlib的导航工具栏显示上来(默认是不会显示它的)
self.toolbar1.update()
self.canvas1.get_tk_widget().place(x = 0, y = 120, width = 1600, height = 760) # get_tk_widget()得到的就是_tkcanvas
self.btn_switch = Button(self.master, text = '切换至持仓图', background = '#F2F2F2', foreground = '#FF9900', font = ('微软雅黑',18))
self.btn_switch.place(width = 180, height = 50, x = 1400, y = 115)
self.btn_switch.bind('<Button-1>', self.switch_graph)
def show_graph2(self, event):
self.canvas2 = FigureCanvasTkAgg(self.fig2, master=root)
self.canvas2.draw() # 注意show方法已经过时了,这里改用draw
self.toolbar2 = NavigationToolbar2Tk(self.canvas2, root) # matplotlib的导航工具栏显示上来(默认是不会显示它的)
self.toolbar2.update()
self.canvas2.get_tk_widget().place(x = 0, y = 120, width = 1600, height = 760) # get_tk_widget()得到的就是_tkcanvas
self.btn_switch = Button(self.master, text = '切换至账户图', background = '#F2F2F2', foreground = '#FF9900', font = ('微软雅黑',18))
self.btn_switch.place(width = 180, height = 50, x = 1400, y = 115)
self.btn_switch.bind('<Button-1>', self.switch_graph)
def switch_graph(self, event): #两图切换
if(self.switcher == 1): #换成图2
self.switcher = 2
self.canvas1._tkcanvas.place_forget()
self.toolbar1.destroy() #删除掉原来的工具栏，不然会有两个
self.show_graph2(1)
else: #换成图1
self.switcher = 1
self.canvas2._tkcanvas.place_forget()
self.toolbar2.destroy() #删除掉原来的工具栏，不然会有两个
self.show_graph1(1)
self.lb_alpha = Label(self.master, text = 'Alpha收益率：' + "%.2f%%" % (self.alpha * 100), background = 'white', foreground = 'black', font = ('微软雅黑',16),)
self.lb_alpha.place(x = 1200, y = 180,width =300, heigh = 30)
if __name__ == '__main__':
root = Tk()
root.title('趋势跟随策略')
root.geometry('1600x900+200+50')
root.resizable(0,0) #固定窗口大小
a = Client(root)
root.mainloop()