为 vnpy 回测增加指标显示

添加一个指标类：

from vnpy.trader.ui import QtCore, QtGui
from vnpy.trader.object import BarData
from vnpy.chart.base import BLACK_COLOR, UP_COLOR, DOWN_COLOR, PEN_WIDTH, BAR_WIDTH,WHITE_COLOR
from vnpy.chart.item import CandleItem
from vnpy.trader.object import BarData
from vnpy.chart.manager import BarManager


class LineItem(CandleItem):
    """ LineItem 用于策略内线性标线图示 """
    prompt = "Line"
    def __init__(self, manager: BarManager) -> None:
        """"""
        super().__init__(manager)
        self.lineList = []
        self._color = WHITE_COLOR




    def setData(self, lineList : list, prompt:str, color : QtGui.QColor = WHITE_COLOR):
        self.lineList = lineList
        self._color = color
        self.prompt = prompt




    def _draw_bar_picture(self, ix: int, _) -> QtGui.QPicture:
        """"""
        candle_picture: QtGui.QPicture = QtGui.QPicture()
        painter: QtGui.QPainter = QtGui.QPainter(candle_picture)        
        painter.setPen(QtGui.QPen(self._color)) 
        if ix != 0:
            if self.lineList[ix - 1] != None and self.lineList[ix] != None:
                painter.drawLine(
                    QtCore.QPointF(ix - 1, self.lineList[ix - 1]),
                    QtCore.QPointF(ix, self.lineList[ix])
                )   
        painter.end()
        return candle_picture
        
    def get_info_text(self, ix: int) -> str:
        """"""        
        if ix < len(self.lineList) and self.lineList[ix]:            
            text = f"{self.prompt}:{self.lineList[ix]:.2f}"
        else:
            text = f"{self.prompt}:None"
        return text

class TextItem(CandleItem):
    """ TextItem 在左边窗口显示文字 """    
    def __init__(self, manager: BarManager) -> None:        
        super().__init__(manager)
        self.lineList : list = []


    def setData(self, lineList : list, prompt:str) -> None:
        self.lineList = lineList
        self.prompt = prompt
        
    def get_info_text(self, ix: int) -> str:        
        if ix >= 0 and ix < len(self.lineList) and self.lineList[ix]:         
            text = f"{self.prompt}:{self.lineList[ix]}"
        else:
            text = "---"
        return text    

调用指标的代码：

    engine : BacktestingEngine = backtest(BreakStrategy)        
    while create_qapp():
        # 建立K线图表
        candle_dialog: CandleChartDialog = CandleChartDialog()
        # 增加指标
        candle_dialog.chart.add_item(LineItem, "mean", "candle")
        candle_dialog.chart.add_item(LineItem, "up", "candle")
        candle_dialog.chart.add_item(LineItem, "down", "candle")
        # 设置指标数值
        candle_dialog.chart._items["mean"].setData(engine.strategy.mean_list, "mean", QtGui.QColor(255, 0, 0))
        candle_dialog.chart._items["up"].setData(engine.strategy.bollup_list, "up", QtGui.QColor(155, 155, 155))
        candle_dialog.chart._items["down"].setData(engine.strategy.bolldown_list, "down", QtGui.QColor(155, 155, 155))


        # 设置K线图表的数据
        history: list = engine.history_data
        # 更新K线图表的数据
        candle_dialog.update_history(history)
        # 更新K线图表的成交记录
        trades: List[TradeData] = engine.get_all_trades()        
        candle_dialog.update_trades(trades)
        
        candle_dialog.exec()
        break




    print("task finished")

要点：

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

策略代码里，要生成指标list, 用于测试时取出。