strategyperformancechart.java

网上期货交易的外挂原码,可实现自动交易功能,自动添加模块

package com.jsystemtrader.chart;

import java.awt.*;
import java.awt.event.*;
import java.util.*;

import javax.swing.*;
import javax.swing.border.*;

import com.jsystemtrader.indicator.*;
import com.jsystemtrader.performance.*;
import com.jsystemtrader.platform.*;
import com.jsystemtrader.util.*;
import org.jfree.chart.*;
import org.jfree.chart.axis.*;
import org.jfree.chart.labels.*;
import org.jfree.chart.plot.*;
import org.jfree.chart.renderer.xy.*;
import org.jfree.data.time.*;
import org.jfree.data.xy.*;
import org.jfree.ui.*;

/**
 * Multi-indicator chart where indicators can be grouped together and displayed
 * on subplots, one group of indicators per plot.
 */
public class StrategyPerformanceChart {
    private static final int PRICE_PLOT_WEIGHT = 5;
    private static final int ANNOTATION_RADIUS = 6;
    private static final int CANDLE_WIDTH = 4;
    private static final Font ANNOTATION_FONT = new Font("SansSerif", Font.BOLD, 12);

    private JFreeChart chart;
    private CombinedDomainXYPlot combinedPlot;
    private ChartPanel chartPanel;

    private NumberAxis valueAxis;
    private DateAxis dateAxis;
    private final Strategy strategy;
    private final Map<Integer, TimeSeriesCollection> tsCollections;
    private FastXYPlot pricePlot, profitAndLossPlot;
    private CandlestickRenderer candleRenderer;
    private MultiColoredBarRenderer mcbRenderer;
    private JComboBox chartTypeCombo, timeLineCombo, profitAndLossCombo, tradesCombo;
    private ArrayList<CircledTextAnnotation> annotations = new ArrayList<CircledTextAnnotation> ();


    public StrategyPerformanceChart(Strategy strategy) throws JSystemTraderException {
        this.strategy = strategy;
        tsCollections = new HashMap<Integer, TimeSeriesCollection> ();
        chart = createChart();
    }

    private void setRenderer() {
        int chartType = chartTypeCombo.getSelectedIndex();
        switch (chartType) {
            case 0:
                pricePlot.setRenderer(mcbRenderer);
                break;
            case 1:
                pricePlot.setRenderer(candleRenderer);
                break;
        }
    }

    private void setTimeline() {
        int timeLineType = timeLineCombo.getSelectedIndex();
        int barSizeInMinutes = strategy.getBarSizeInSecs() / 60;
        QuoteHistory qh = strategy.getQuoteHistory();

        MarketTimeLine mtl = new MarketTimeLine(barSizeInMinutes, qh.getFirstPriceBar().getDate(),
                                                qh.getLastPriceBar().getDate());
        SegmentedTimeline segmentedTimeline = null;

        switch (timeLineType) {
            case 0:
                segmentedTimeline = mtl.getAllHoursTimeline();
                break;
            case 1:
                segmentedTimeline = mtl.getNormalHoursTimeline();
                break;
        }

        dateAxis.setTimeline(segmentedTimeline);
    }


    public JFrame getChartFrame(JFrame parent) {
        final JFrame chartFrame = new JFrame("Strategy Performance Chart - " + strategy);
        chartFrame.setIconImage(parent.getIconImage());
        chartPanel = new ChartPanel(chart, true);
        chartPanel.setRangeZoomable(false);
        chartPanel.setPreferredSize(new Dimension(640, 480));
        XYPlot plot = (XYPlot) combinedPlot.getSubplots().get(0);

        Container contentPane = chartFrame.getContentPane();

        JPanel chartOptionsPanel = new JPanel(new SpringLayout());

        Border etchedBorder = BorderFactory.createEtchedBorder(EtchedBorder.LOWERED);
        TitledBorder border = BorderFactory.createTitledBorder(etchedBorder);
        border.setTitle("Chart Options");
        chartOptionsPanel.setBorder(border);

        Dimension dimension = new Dimension(110, 20);

        JLabel chartTypeLabel = new JLabel("Chart Type:", JLabel.TRAILING);
        chartTypeCombo = new JComboBox(new String[] {"OHLC Bar", "Candlestick"});
        chartTypeCombo.setPreferredSize(dimension);
        chartTypeCombo.setMaximumSize(dimension);
        chartTypeLabel.setLabelFor(chartTypeCombo);

        JLabel timeLineLabel = new JLabel("Timeline:", JLabel.TRAILING);
        // "Regular hours" option is disabled for now until zoom problems are fixed.
        timeLineCombo = new JComboBox(new String[] {"All Hours"});
        timeLineCombo.setPreferredSize(dimension);
        timeLineCombo.setMaximumSize(dimension);
        timeLineLabel.setLabelFor(timeLineCombo);

        JLabel profitAndLossLabel = new JLabel("P&L:", JLabel.TRAILING);
        profitAndLossCombo = new JComboBox(new String[] {"Show", "Hide"});
        profitAndLossCombo.setPreferredSize(dimension);
        profitAndLossCombo.setMaximumSize(dimension);
        profitAndLossLabel.setLabelFor(profitAndLossCombo);

        JLabel tradesLabel = new JLabel("Trades:", JLabel.TRAILING);
        tradesCombo = new JComboBox(new String[] {"Show", "Hide"});
        tradesCombo.setPreferredSize(dimension);
        tradesCombo.setMaximumSize(dimension);
        tradesLabel.setLabelFor(tradesCombo);

        setRenderer();

        chartTypeCombo.addActionListener(new ActionListener() {
            public void actionPerformed(ActionEvent e) {
                setRenderer();
            }
        });

        timeLineCombo.addActionListener(new ActionListener() {
            public void actionPerformed(ActionEvent e) {
                setTimeline();
            }
        });

        profitAndLossCombo.addActionListener(new ActionListener() {
            public void actionPerformed(ActionEvent e) {
                boolean show = (profitAndLossCombo.getSelectedIndex() == 0);
                if (show) {
                    combinedPlot.add(profitAndLossPlot, 1);
                } else {
                    combinedPlot.remove(profitAndLossPlot);
                }
            }
        });

        tradesCombo.addActionListener(new ActionListener() {
            public void actionPerformed(ActionEvent e) {
                boolean show = (tradesCombo.getSelectedIndex() == 0);
                for (CircledTextAnnotation annotation : annotations) {
                    if (show) {
                        pricePlot.addAnnotation(annotation);
                    } else {
                        pricePlot.removeAnnotation(annotation);
                    }
                }
            }
        });

        chartOptionsPanel.add(chartTypeLabel);
        chartOptionsPanel.add(chartTypeCombo);
        chartOptionsPanel.add(timeLineLabel);
        chartOptionsPanel.add(timeLineCombo);

        chartOptionsPanel.add(profitAndLossLabel);
        chartOptionsPanel.add(profitAndLossCombo);
        chartOptionsPanel.add(tradesLabel);
        chartOptionsPanel.add(tradesCombo);

        SpringUtilities.makeCompactGrid(chartOptionsPanel, 2, 4, 10, 5, 15, 5); //rows, cols, initX, initY, xPad, yPad

        contentPane.add(chartOptionsPanel, BorderLayout.NORTH);

        JPanel scrollBarPanel = new JPanel(new BorderLayout());
        DateScrollBar dateScrollBar = new DateScrollBar(plot);
        scrollBarPanel.add(dateScrollBar, BorderLayout.SOUTH);

        contentPane.add(chartPanel, BorderLayout.CENTER);
        contentPane.add(scrollBarPanel, BorderLayout.PAGE_END);

        chartFrame.setContentPane(contentPane);
        chartFrame.pack();

        RefineryUtilities.centerFrameOnScreen(chartFrame);

        chartFrame.addWindowListener(new WindowAdapter() {
            public void windowClosing(WindowEvent e) {
                chartFrame.setDefaultCloseOperation(JFrame.DISPOSE_ON_CLOSE);
            }
        });

        return chartFrame;
    }


    private TimeSeries createIndicatorSeries(IndicatorHistory indHistory) {

        TimeSeries ts = new TimeSeries(indHistory.getName(), Minute.class);
        ts.setRangeDescription(indHistory.getName());