-
Notifications
You must be signed in to change notification settings - Fork 102
/
Copy pathprototype.py
393 lines (344 loc) · 16.3 KB
/
prototype.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
# -*- coding: utf-8 -*-
# Form implementation generated from reading ui file 'prototype.ui'
#
# Created by: PyQt5 UI code generator 5.6
#
# WARNING! All changes made in this file will be lost!
from PyQt5 import QtCore, QtGui, QtWidgets
from PyQt5.QtWidgets import QFileDialog
import pandas as pd
import matplotlib
import matplotlib.pyplot as plt
from pylab import mpl
mpl.rcParams['font.sans-serif'] = ['SimHei']
mpl.rcParams['axes.unicode_minus'] = False
from matplotlib.backends.backend_qt5agg import FigureCanvasQTAgg as FigureCanvas
from matplotlib.figure import Figure
from PyQt5.QtWidgets import QTableWidget,QTableWidgetItem
from PyQt5.QtCore import pyqtSlot
matplotlib.use("Qt5Agg") # 声明使用QT5
class Ui_MainWindow(object):
def __init__(self):
self.path = r'C:\DELL\internship\CICC\Barra\Presentation'
self.df_exp = pd.read_excel(self.path + r'\expos2.xlsx')
self.df_rtn = pd.read_excel(self.path + r'\rtn2.xlsx')
self.df_rtn.set_index('factor', inplace=True)
self.df_rtn = self.df_rtn.sort_index(axis=1)
self.df_pct = pd.read_excel(self.path + r'\pct2.xlsx')
self.df_pct.set_index('factor', inplace=True)
self.df_pct = self.df_pct.sort_index(axis=1)
self.df_win = pd.read_excel(self.path + r'\pct5win40.xlsx')
self.df_win.set_index('factor', inplace=True)
self.df_win = self.df_win.sort_index(axis=1)
self.factor_list = self.df_exp['factor']# 因子名单
self.input_factor_text = '' # 选择的因子
def setupUi(self, MainWindow):
plt.style.use('ggplot')
MainWindow.setObjectName("MainWindow")
MainWindow.resize(841, 587)
self.centralwidget = QtWidgets.QWidget(MainWindow)
self.centralwidget.setObjectName("centralwidget")
self.title = QtWidgets.QLabel(self.centralwidget)
self.title.setGeometry(QtCore.QRect(350, 10, 201, 31))
font = QtGui.QFont()
font.setFamily("微软雅黑")
font.setPointSize(20)
font.setBold(True)
font.setWeight(75)
self.title.setFont(font)
self.title.setObjectName("title")
# 更新行情按钮
self.update_market = QtWidgets.QPushButton(self.centralwidget)
self.update_market.setGeometry(QtCore.QRect(40, 60, 75, 23))
self.update_market.setObjectName("update_market")
self.update_market.clicked.connect(self.MarketProgress)
# 更新行情进度条
self.market_progressBar = QtWidgets.QProgressBar(self.centralwidget)
self.market_progressBar.setGeometry(QtCore.QRect(150, 60, 361, 23))
self.market_progressBar.setProperty("value", 0)
self.market_progressBar.setObjectName("market_progressBar")
# 更新因子按钮
self.update_factor = QtWidgets.QPushButton(self.centralwidget)
self.update_factor.setGeometry(QtCore.QRect(40, 100, 75, 23))
self.update_factor.setObjectName("update_factor")
self.update_factor.clicked.connect(self.FactorProgress)
# 更新因子进度条
self.factor_progressBar = QtWidgets.QProgressBar(self.centralwidget)
self.factor_progressBar.setGeometry(QtCore.QRect(150, 100, 361, 23))
self.factor_progressBar.setProperty("value", 0)
self.factor_progressBar.setObjectName("factor_progressBar")
# 因子名称
self.factor_name = QtWidgets.QLabel(self.centralwidget)
self.factor_name.setGeometry(QtCore.QRect(570, 60, 81, 41))
self.factor_name.setObjectName("factor_name")
# 导入按钮
self.import_from = QtWidgets.QPushButton(self.centralwidget)
self.import_from.setGeometry(QtCore.QRect(10, 340, 75, 23))
self.import_from.setObjectName("import_from")
self.import_from.clicked.connect(self.ImportFile)
self.factor_input_label = QtWidgets.QLabel(self.centralwidget)
self.factor_input_label.setGeometry(QtCore.QRect(10, 380, 71, 21))
self.factor_input_label.setObjectName("factor_input_label")
self.input_factor = QtWidgets.QComboBox(self.centralwidget)
self.input_factor.setGeometry(QtCore.QRect(2, 400, 96, 22))
self.input_factor.setObjectName("comboBox")
self.input_factor.addItems(self.factor_list)
# 归因按钮
self.attribute = QtWidgets.QPushButton(self.centralwidget)
self.attribute.setGeometry(QtCore.QRect(10, 440, 75, 23))
self.attribute.setObjectName("attribute")
self.attribute.clicked.connect(self.AttributeTo)
# 可变区域，存放图表
self.figure = QtWidgets.QTabWidget(self.centralwidget)
self.figure.setGeometry(QtCore.QRect(120, 150, 701, 391))
self.figure.setObjectName("figure")
self.exposure_style_name = QtWidgets.QWidget()
self.exposure_style_name.setObjectName("exposure_style_name")
self.exposure_style = QtWidgets.QGraphicsView(self.exposure_style_name)
self.exposure_style.setGeometry(QtCore.QRect(0, 0, 701, 371))
self.exposure_style.setObjectName("exposure_style")
self.figure.addTab(self.exposure_style_name, "风格因子风险敞口")
self.exposure_industry_name = QtWidgets.QWidget()
self.exposure_industry_name.setObjectName("exposure_industry_name")
self.exposure_industry = QtWidgets.QGraphicsView(self.exposure_industry_name)
self.exposure_industry.setGeometry(QtCore.QRect(0, 0, 701, 371))
self.exposure_industry.setObjectName("exposure_industry")
self.figure.addTab(self.exposure_industry, "行业因子风险敞口")
self.accumulate_name = QtWidgets.QWidget()
self.accumulate_name.setObjectName("accumulate_name")
self.accumulate = QtWidgets.QGraphicsView(self.accumulate_name)
self.accumulate.setGeometry(QtCore.QRect(0, 0, 701, 371))
self.accumulate.setObjectName("accumulate")
self.figure.addTab(self.accumulate, "因子贡献累计")
self.factor_plot_name = QtWidgets.QWidget()
self.factor_plot_name.setObjectName("factor_plot_name")
self.factor_plot = QtWidgets.QGraphicsView(self.factor_plot_name)
self.factor_plot.setGeometry(QtCore.QRect(0, 0, 701, 371))
self.factor_plot.setObjectName("factor_plot")
self.figure.addTab(self.factor_plot, "因子贡献曲线")
# 5 win图
self.factor_win_name = QtWidgets.QWidget()
self.factor_win_name.setObjectName("factor_win_name")
self.factor_win = QtWidgets.QGraphicsView(self.factor_win_name)
self.factor_win.setGeometry(QtCore.QRect(0, 0, 701, 371))
self.factor_win.setObjectName("factor_win")
self.figure.addTab(self.factor_win, "因子贡献win")
# 表
MainWindow.setCentralWidget(self.centralwidget)
self.menubar = QtWidgets.QMenuBar(MainWindow)
self.menubar.setGeometry(QtCore.QRect(0, 0, 841, 23))
self.menubar.setObjectName("menubar")
MainWindow.setMenuBar(self.menubar)
self.statusbar = QtWidgets.QStatusBar(MainWindow)
self.statusbar.setObjectName("statusbar")
MainWindow.setStatusBar(self.statusbar)
self.retranslateUi(MainWindow)
QtCore.QMetaObject.connectSlotsByName(MainWindow)
def retranslateUi(self, MainWindow):
_translate = QtCore.QCoreApplication.translate
MainWindow.setWindowTitle(_translate("MainWindow", "MainWindow"))
self.update_market.setText(_translate("MainWindow", "更新行情"))
self.title.setText(_translate("MainWindow", "BARRA"))
self.update_factor.setText(_translate("MainWindow", "更新因子"))
self.factor_name.setText(_translate("MainWindow", "factor"))
self.import_from.setText(_translate("MainWindow", "导入"))
self.factor_input_label.setText(_translate("MainWindow", "输入因子名称"))
self.attribute.setText(_translate("MainWindow", "归因"))
#self.figure.setTabText(self.figure.indexOf(self.exposure_style_name), _translate("MainWindow", "风格因子风险敞口"))
#self.figure.setTabText(self.figure.indexOf(self.exposure_industry_name), _translate("MainWindow", "行业因子风险敞口"))
#self.figure.setTabText(self.figure.indexOf(self.accumulate_name), _translate("MainWindow", "因子贡献累计"))
#self.figure.setTabText(self.figure.indexOf(self.factor_plot_name), _translate("MainWindow", "因子贡献曲线"))
#self.figure.setTabText(self.figure.indexOf(self.factor_win_name), _translate("MainWindow", "因子贡献win"))
# 绘图
self.graph_exposure_style()
self.graph_exposure_industry()
# 列表填值
#-------------------------------------------按钮-------------------------------------------------------
# 按钮导入功能
def ImportFile(self):
# 设置文件扩展名过滤,注意用双分号间隔
fileName1, filetype= QFileDialog.getOpenFileName(self.centralwidget,"选取文件","C:/","All Files (*);;Text Files (*.txt)")
print(r'你选择的文件是：%s'%fileName1)
#self.tb(self.factor_table,fileName1)
def AttributeTo(self):
self.input_factor_text = self.input_factor.currentText()
self.graph_factor_accumulate() # 画累计图
self.graph_factor_plot() # 画曲线图
self.graph_factor_win() # 画win图
#@pyqtSlot()
def test(self):
#self.factor_name.setText("factor")
print('hello')
# 更新行情进度函数
def MarketProgress(self):
Num = 101
for i in range(Num):
self.market_progressBar.setValue(i)
QtCore.QThread.msleep(100)
# 更新因子进度函数
def FactorProgress(self):
Num = 101
for i in range(Num):
self.factor_progressBar.setValue(i)
QtCore.QThread.msleep(100)
def draw_exposure_style(self,dr):
# 风格因子敞口图
df = self.df_exp.iloc[:10,[0,-1]]
x = range(len(df))
label = df['factor'].values
y = df['2017-07-04'].values
dr.axes.bar(x, y)
dr.axes.set_xticks(x)
dr.axes.set_xticklabels(label,rotation='vertical')
#dr.axes.xaxis.set_ticks_position('top')
def draw_exposure_industry(self,dr):
# 行业因子敞口图
df = self.df_exp.iloc[10:,[0,-1]]
x = range(len(df))
label = df['factor'].values
y = df['2017-07-04'].values
dr.axes.bar(x, y)
dr.axes.set_xticks(x)
dr.axes.set_xticklabels(label,rotation='vertical')
def draw_factor_accumulate(self,dr):
# 因子累计图
self.input_factor_text = self.input_factor.currentText()
ser = self.df_rtn.loc[self.input_factor_text, :]
ser = ser.cumsum()
x = range(len(ser))
label = ser.index.str[-5:].get_values()
label = label[[0,20,40,60,80,100]]
y = ser.values
dr.axes.plot(x, y)
#dr.axes.set_xticks(x)
dr.axes.set_xticklabels(label)
def draw_factor_plot(self,dr):
# 因子曲线图
self.input_factor_text = self.input_factor.currentText()
ser = self.df_pct.loc[self.input_factor_text, :]
x = range(len(ser))
label = ser.index.str[-5:].get_values()
label = label[[0, 20, 40, 60, 80, 100]]
y = ser.values
dr.axes.plot(x, y)
#dr.axes.set_xticks(x)
dr.axes.set_xticklabels(label)
def draw_factor_win(self,dr):
# 因子win图
self.input_factor_text = self.input_factor.currentText()
ser = self.df_win.loc[self.input_factor_text, :]
x = range(len(ser))
label = ser.index.str[-5:].get_values()
label = label[list(range(0,90,10))]
y = ser.values
dr.axes.plot(x, y)
#dr.axes.set_xticks(x)
dr.axes.set_xticklabels(label)
# 画图函数
def graph_exposure_style(self): # 因子贡献图
dr = Figure_Canvas(width=6.5,height=4.6)
self.draw_exposure_style(dr)
graphicscene = QtWidgets.QGraphicsScene()
graphicscene.addWidget(dr)
self.exposure_style.setScene(graphicscene)
self.exposure_style.show()
def graph_exposure_industry(self): # 因子暴露图
dr = Figure_Canvas(width=6.5, height=4.6)
self.draw_exposure_industry(dr)
graphicscene = QtWidgets.QGraphicsScene()
graphicscene.addWidget(dr)
self.exposure_industry.setScene(graphicscene)
self.exposure_industry.show()
def graph_factor_accumulate(self): # 因子累计图
dr = Figure_Canvas(width=6.5, height=4.6)
self.draw_factor_accumulate(dr)
graphicscene = QtWidgets.QGraphicsScene()
graphicscene.addWidget(dr)
self.accumulate.setScene(graphicscene)
self.accumulate.show()
def graph_factor_plot(self): # 因子累计图
dr = Figure_Canvas(width=6.5, height=4.6)
self.draw_factor_plot(dr)
graphicscene = QtWidgets.QGraphicsScene()
graphicscene.addWidget(dr)
self.factor_plot.setScene(graphicscene)
self.factor_plot.show()
def graph_factor_win(self): # 因子累计图
dr = Figure_Canvas(width=6.5, height=4.6)
self.draw_factor_win(dr)
graphicscene = QtWidgets.QGraphicsScene()
graphicscene.addWidget(dr)
self.factor_win.setScene(graphicscene)
self.factor_win.show()
# 列表
def tb(self,tv,path):
#path = r'E:\PythonData\test\test.csv'
try:
df = pd.read_csv(path)
except:
df = pd.read_csv(path,encoding='gbk')
df.index.name = 'index'
model = PandasModel(df)
tv.setModel(model)
# 用于画图的类
class Figure_Canvas(FigureCanvas):
'''通过继承FigureCanvas类，使得该类既是一个PyQt5的Qwidget，
又是一个matplotlib的FigureCanvas，这是连接pyqt5与matplotlib的关键'''
def __init__(self, parent=None, width=11, height=5, dpi=100):
# 创建一个Figure，注意：该Figure为matplotlib下的figure，不是matplotlib.pyplot下面的figure
fig = Figure(figsize=(width, height), dpi=100)
FigureCanvas.__init__(self, fig) # 初始化父类
self.setParent(parent)
# 调用figure下面的add_subplot方法，类似于matplotlib.pyplot下面的subplot方法
self.axes = fig.add_subplot(111)
def test(self):
x = [1,2,3,4,5,6,7,8,9]
y = [23,21,32,13,3,132,13,3,1]
self.axes.plot(x, y)
class PandasModel(QtCore.QAbstractTableModel):
def __init__(self, df = pd.DataFrame(), parent=None):
QtCore.QAbstractTableModel.__init__(self, parent=parent)
self._df = df
def headerData(self, section, orientation, role=QtCore.Qt.DisplayRole):
if role != QtCore.Qt.DisplayRole:
return QtCore.QVariant()
if orientation == QtCore.Qt.Horizontal:
try:
return self._df.columns.tolist()[section]
except (IndexError, ):
return QtCore.QVariant()
elif orientation == QtCore.Qt.Vertical:
try:
# return self.df.index.tolist()
return self._df.index.tolist()[section]
except (IndexError, ):
return QtCore.QVariant()
def data(self, index, role=QtCore.Qt.DisplayRole):
if role != QtCore.Qt.DisplayRole:
return QtCore.QVariant()
if not index.isValid():
return QtCore.QVariant()
return QtCore.QVariant(str(self._df.ix[index.row(), index.column()]))
def setData(self, index, value, role):
row = self._df.index[index.row()]
col = self._df.columns[index.column()]
if hasattr(value, 'toPyObject'):
# PyQt4 gets a QVariant
value = value.toPyObject()
else:
# PySide gets an unicode
dtype = self._df[col].dtype
if dtype != object:
value = None if value == '' else dtype.type(value)
self._df.set_value(row, col, value)
return True
def rowCount(self, parent=QtCore.QModelIndex()):
return len(self._df.index)
def columnCount(self, parent=QtCore.QModelIndex()):
return len(self._df.columns)
def sort(self, column, order):
colname = self._df.columns.tolist()[column]
self.layoutAboutToBeChanged.emit()
self._df.sort_values(colname, ascending= order == QtCore.Qt.AscendingOrder, inplace=True)
self._df.reset_index(inplace=True, drop=True)
self.layoutChanged.emit()