├── .gitattributes ├── .gitignore ├── .gitmodules ├── AgisCorePy ├── AgisCorePy.vcxproj ├── AgisCorePy.vcxproj.filters ├── dllmain.cpp ├── framework.h ├── module.cpp ├── pch.cpp └── pch.h ├── LICENSE ├── MainWindow.qrc ├── MainWindow.ui ├── Nexus.sln ├── Nexus.vcxproj ├── Nexus.vcxproj.filters ├── README.md ├── example ├── holidays │ └── us_trading_holidays.csv └── io │ └── futures_hdf5.ipynb ├── external └── QCustomPlot │ ├── qcustomplot.cpp │ └── qcustomplot.h ├── github ├── Nexus.png ├── codegen.png ├── perf.png └── pybind11.png ├── images ├── ads_tile_blue_light.svg ├── ads_tile_green.svg ├── ads_tile_orange.svg ├── branch-closed.png ├── branch-end.png ├── branch-more.png ├── broker.png ├── color_lens.svg ├── console.png ├── create_floating_editor.svg ├── create_floating_table.svg ├── crop_original.svg ├── custom-menu-button.svg ├── date_range.svg ├── docked_editor.svg ├── edit.svg ├── exchange.png ├── find_in_page.svg ├── flow.png ├── folder.svg ├── folder_open.svg ├── font_download.svg ├── fullscreen.svg ├── grid_on.svg ├── help_outline.svg ├── json.png ├── link.png ├── material_icons_license.txt ├── note_add.svg ├── panorama.svg ├── perm_media.svg ├── photo.svg ├── picture_in_picture.svg ├── piechart.png ├── plus.svg ├── restore.svg ├── run.png ├── save.svg ├── settings.png ├── stock.png ├── tab.svg ├── vline.png ├── win │ ├── checkbox-checked.png │ ├── checkbox.png │ ├── editcopy.png │ ├── editcut.png │ ├── editpaste.png │ ├── editredo.png │ ├── exportpdf.png │ ├── filenew.png │ ├── fileopen.png │ ├── fileprint.png │ ├── filesave.png │ ├── format-indent-less.png │ ├── format-indent-more.png │ ├── textbold.png │ ├── textcenter.png │ ├── textitalic.png │ ├── textjustify.png │ ├── textleft.png │ ├── textright.png │ ├── textunder.png │ ├── textundercolor.png │ ├── zoomin.png │ └── zoomout.png ├── zoom_in.svg ├── zoom_out.svg └── zoom_out_map.svg ├── include ├── MainWindow.h ├── NexusAsset.h ├── NexusBroker.h ├── NexusDockManager.h ├── NexusEnv.h ├── NexusErrors.h ├── NexusHelpers.h ├── NexusNode.h ├── NexusNodeModel.h ├── NexusNodeWidget.h ├── NexusPch.h ├── NexusPlot.h ├── NexusPopups.h ├── NexusPortfolio.h ├── NexusTree.h ├── NexusWidgetFactory.h ├── QScintillaEditor.h ├── QTerminal.h └── QTerminalImpl.h ├── src ├── MainWindow.cpp ├── NexusAsset.cpp ├── NexusBroker.cpp ├── NexusDockManager.cpp ├── NexusEnv.cpp ├── NexusNode.cpp ├── NexusNodeModel.cpp ├── NexusNodeWidget.cpp ├── NexusPlot.cpp ├── NexusPopups.cpp ├── NexusPortfolio.cpp ├── NexusTree.cpp ├── NexusWidgetFactory.cpp ├── QScintillaEditor.cpp ├── QTerminal.cpp ├── QTerminalImpl.cpp └── main.cpp ├── style ├── NexusTree.qss └── vs_light.qss └── ui ├── ExchangesPopup.ui ├── NewExchangePopup.ui ├── NewPortfolioPopup.ui ├── NewStrategyPopup.ui ├── NexusAsset.ui ├── NexusBroker.qml ├── NexusBroker.ui ├── NexusNodeEditor.ui ├── NexusPortfolio.ui └── NexusSettings.ui /.gitattributes: -------------------------------------------------------------------------------- 1 | ############################################################################### 2 | # Set default behavior to automatically normalize line endings. 3 | ############################################################################### 4 | * text=auto 5 | 6 | ############################################################################### 7 | # Set default behavior for command prompt diff. 8 | # 9 | # This is need for earlier builds of msysgit that does not have it on by 10 | # default for csharp files. 11 | # Note: This is only used by command line 12 | ############################################################################### 13 | #*.cs diff=csharp 14 | 15 | ############################################################################### 16 | # Set the merge driver for project and solution files 17 | # 18 | # Merging from the command prompt will add diff markers to the files if there 19 | # are conflicts (Merging from VS is not affected by the settings below, in VS 20 | # the diff markers are never inserted). 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**/*.HTMLClient/GeneratedArtifacts 299 | **/*.DesktopClient/GeneratedArtifacts 300 | **/*.DesktopClient/ModelManifest.xml 301 | **/*.Server/GeneratedArtifacts 302 | **/*.Server/ModelManifest.xml 303 | _Pvt_Extensions 304 | 305 | # Paket dependency manager 306 | .paket/paket.exe 307 | paket-files/ 308 | 309 | # FAKE - F# Make 310 | .fake/ 311 | 312 | # CodeRush personal settings 313 | .cr/personal 314 | 315 | # Python Tools for Visual Studio (PTVS) 316 | __pycache__/ 317 | *.pyc 318 | 319 | # Cake - Uncomment if you are using it 320 | # tools/** 321 | # !tools/packages.config 322 | 323 | # Tabs Studio 324 | *.tss 325 | 326 | # Telerik's JustMock configuration file 327 | *.jmconfig 328 | 329 | # BizTalk build output 330 | *.btp.cs 331 | *.btm.cs 332 | *.odx.cs 333 | *.xsd.cs 334 | 335 | # OpenCover UI analysis results 336 | OpenCover/ 337 | 338 | # Azure Stream Analytics local run output 339 | ASALocalRun/ 340 | 341 | # MSBuild Binary and Structured Log 342 | *.binlog 343 | 344 | # NVidia Nsight GPU debugger configuration file 345 | *.nvuser 346 | 347 | # MFractors (Xamarin productivity tool) working folder 348 | .mfractor/ 349 | 350 | # Local History for Visual Studio 351 | .localhistory/ 352 | 353 | # BeatPulse healthcheck temp database 354 | healthchecksdb 355 | 356 | # Backup folder for Package Reference Convert tool in Visual Studio 2017 357 | MigrationBackup/ 358 | 359 | # Ionide (cross platform F# VS Code tools) working folder 360 | .ionide/ 361 | 362 | # Fody - auto-generated XML schema 363 | FodyWeavers.xsd -------------------------------------------------------------------------------- /.gitmodules: -------------------------------------------------------------------------------- 1 | [submodule "AgisCore"] 2 | path = AgisCore 3 | url = https://github.com/ntorm1/AgisCore 4 | [submodule "AgisCoreTest"] 5 | path = AgisCoreTest 6 | url = https://github.com/ntorm1/AgisCoreTest.git 7 | [submodule "Qt-Advanced-Docking-System"] 8 | path = Qt-Advanced-Docking-System 9 | url = https://github.com/ntorm1/Qt-Advanced-Docking-System.git 10 | [submodule "nodeeditor"] 11 | path = nodeeditor 12 | url = https://github.com/paceholder/nodeeditor.git 13 | [submodule "external/QScintilla"] 14 | path = external/QScintilla 15 | url = https://github.com/ntorm1/QScintilla.git 16 | -------------------------------------------------------------------------------- /AgisCorePy/AgisCorePy.vcxproj: -------------------------------------------------------------------------------- 1 | 2 | 3 | 4 | 5 | Debug 6 | Win32 7 | 8 | 9 | Release 10 | Win32 11 | 12 | 13 | Debug 14 | x64 15 | 16 | 17 | Release 18 | x64 19 | 20 | 21 | 22 | 16.0 23 | Win32Proj 24 | {ab689656-df19-4960-b465-5572eaf6f709} 25 | AgisCorePy 26 | 10.0 27 | 28 | 29 | 30 | DynamicLibrary 31 | true 32 | v143 33 | Unicode 34 | 35 | 36 | DynamicLibrary 37 | false 38 | v143 39 | true 40 | Unicode 41 | 42 | 43 | DynamicLibrary 44 | true 45 | v143 46 | Unicode 47 | 48 | 49 | DynamicLibrary 50 | false 51 | v143 52 | true 53 | Unicode 54 | 55 | 56 | 57 | 58 | 59 | 60 | 61 | 62 | 63 | 64 | 65 | 66 | 67 | 68 | 69 | 70 | 71 | 72 | 73 | 74 | $(VC_LibraryPath_x64);$(WindowsSDK_LibraryPath_x64);C:\Program Files\Python310\libs 75 | .pyd 76 | $(VC_IncludePath);$(WindowsSDK_IncludePath);$(SolutionDir)AgisCore\external\include 77 | 78 | 79 | $(VC_LibraryPath_x64);$(WindowsSDK_LibraryPath_x64); 80 | .pyd 81 | $(VC_IncludePath);$(WindowsSDK_IncludePath);$(SolutionDir)AgisCore\external\include 82 | 83 | 84 | 85 | Level3 86 | true 87 | WIN32;_DEBUG;AGISCOREPY_EXPORTS;_WINDOWS;_USRDLL;%(PreprocessorDefinitions) 88 | true 89 | Use 90 | pch.h 91 | 92 | 93 | Windows 94 | true 95 | false 96 | 97 | 98 | 99 | 100 | Level3 101 | true 102 | true 103 | true 104 | WIN32;NDEBUG;AGISCOREPY_EXPORTS;_WINDOWS;_USRDLL;%(PreprocessorDefinitions) 105 | true 106 | Use 107 | pch.h 108 | 109 | 110 | Windows 111 | true 112 | true 113 | true 114 | false 115 | 116 | 117 | 118 | 119 | Level3 120 | true 121 | _DEBUG;AGISCOREPY_EXPORTS;_WINDOWS;_USRDLL;%(PreprocessorDefinitions) 122 | true 123 | Use 124 | pch.h 125 | C:\Program Files\Python310\include;$(SolutionDir)AgisCore\include; 126 | stdcpplatest 127 | true 128 | true 129 | $(SolutionDir)AgisCore\$(Platform)\$(Configuration)\Broker.ixx.ifc;$(SolutionDir)AgisCore\$(Platform)\$(Configuration)\Broker.Dummy.ixx.ifc;$(SolutionDir)AgisCore\$(Platform)\$(Configuration)\Broker.Base.ixx.ifc;%(AdditionalModuleDependencies) 130 | 131 | 132 | Windows 133 | true 134 | false 135 | python310_d.lib;$(SolutionDir)$(Platform)\$(Configuration)\AgisCore.lib;$(CoreLibraryDependencies);%(AdditionalDependencies) 136 | 137 | 138 | 139 | 140 | Level3 141 | true 142 | true 143 | true 144 | NDEBUG;AGISCOREPY_EXPORTS;_WINDOWS;_USRDLL;%(PreprocessorDefinitions) 145 | true 146 | Use 147 | pch.h 148 | stdcpp20 149 | C:\Program Files\Python310\include;$(SolutionDir)AgisCore 150 | 151 | 152 | Windows 153 | true 154 | true 155 | true 156 | false 157 | $(CoreLibraryDependencies);%(AdditionalDependencies);$(SolutionDir)$(Platform)\$(Configuration)\AgisCore.lib;python310.lib 158 | 159 | 160 | 161 | 162 | 163 | 164 | 165 | 166 | 167 | 168 | Create 169 | Create 170 | Create 171 | Create 172 | 173 | 174 | 175 | 176 | 177 | -------------------------------------------------------------------------------- /AgisCorePy/AgisCorePy.vcxproj.filters: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | {4FC737F1-C7A5-4376-A066-2A32D752A2FF} 6 | cpp;c;cc;cxx;c++;cppm;ixx;def;odl;idl;hpj;bat;asm;asmx 7 | 8 | 9 | {93995380-89BD-4b04-88EB-625FBE52EBFB} 10 | h;hh;hpp;hxx;h++;hm;inl;inc;ipp;xsd 11 | 12 | 13 | {67DA6AB6-F800-4c08-8B7A-83BB121AAD01} 14 | rc;ico;cur;bmp;dlg;rc2;rct;bin;rgs;gif;jpg;jpeg;jpe;resx;tiff;tif;png;wav;mfcribbon-ms 15 | 16 | 17 | 18 | 19 | Header Files 20 | 21 | 22 | Header Files 23 | 24 | 25 | 26 | 27 | Source Files 28 | 29 | 30 | Source Files 31 | 32 | 33 | Source Files 34 | 35 | 36 | -------------------------------------------------------------------------------- /AgisCorePy/dllmain.cpp: -------------------------------------------------------------------------------- 1 | // dllmain.cpp : Defines the entry point for the DLL application. 2 | #include "pch.h" 3 | 4 | BOOL APIENTRY DllMain( HMODULE hModule, 5 | DWORD ul_reason_for_call, 6 | LPVOID lpReserved 7 | ) 8 | { 9 | switch (ul_reason_for_call) 10 | { 11 | case DLL_PROCESS_ATTACH: 12 | case DLL_THREAD_ATTACH: 13 | case DLL_THREAD_DETACH: 14 | case DLL_PROCESS_DETACH: 15 | break; 16 | } 17 | return TRUE; 18 | } 19 | 20 | -------------------------------------------------------------------------------- /AgisCorePy/framework.h: -------------------------------------------------------------------------------- 1 | #pragma once 2 | 3 | #define WIN32_LEAN_AND_MEAN // Exclude rarely-used stuff from Windows headers 4 | // Windows Header Files 5 | #include 6 | -------------------------------------------------------------------------------- /AgisCorePy/module.cpp: -------------------------------------------------------------------------------- 1 | #include "pch.h" 2 | 3 | #include 4 | #include 5 | #include 6 | 7 | #include "Hydra.h" 8 | 9 | import Broker; 10 | 11 | 12 | namespace py = pybind11; 13 | using namespace std; 14 | 15 | 16 | class PyAgisStrategy : public AgisStrategy { 17 | public: 18 | /* inherit the constructors */ 19 | using AgisStrategy::AgisStrategy; 20 | 21 | /// 22 | /// Trampoline function for pure virtual method: next 23 | /// 24 | void next() override { 25 | PYBIND11_OVERRIDE_PURE( 26 | void, 27 | AgisStrategy, 28 | next 29 | ); 30 | } 31 | 32 | /// 33 | /// Trampoline function for pure virtual method: reset 34 | /// 35 | void reset() override { 36 | PYBIND11_OVERRIDE_PURE( 37 | void, 38 | AgisStrategy, 39 | reset 40 | ); 41 | } 42 | 43 | /// 44 | /// Trampoline function for pure virtual method: build 45 | /// 46 | void build() override { 47 | PYBIND11_OVERRIDE_PURE( 48 | void, 49 | AgisStrategy, 50 | build 51 | ); 52 | } 53 | }; 54 | 55 | 56 | class PyTradeExit : public TradeExit { 57 | public: 58 | using TradeExit::TradeExit; 59 | 60 | /// 61 | /// Trampoline function for pure virtual method: exit 62 | /// 63 | bool exit() override { 64 | PYBIND11_OVERRIDE_PURE( 65 | bool, 66 | TradeExit, 67 | exit 68 | ); 69 | } 70 | }; 71 | 72 | 73 | void init_agis_broker(py::module& m) 74 | { 75 | py::class_>(m, "Broker"); 76 | } 77 | 78 | 79 | void init_agis_strategy(py::module& m) 80 | { 81 | py::enum_(m, "AllocType") 82 | .value("UNITS", AllocType::UNITS) 83 | .value("DOLLARS", AllocType::DOLLARS) 84 | .value("PCT", AllocType::PCT) 85 | .export_values(); 86 | 87 | py::class_(m, "AgisStrategy") 88 | .def(py::init, std::shared_ptr, double>()) 89 | .def("next", &AgisStrategy::next) 90 | .def("reset", &AgisStrategy::reset) 91 | .def("build", &AgisStrategy::build) 92 | .def("get_nlv", &AgisStrategy::get_nlv, "Get net liquidation value") 93 | .def("exchange_subscribe", &AgisStrategy::exchange_subscribe, "Subscribe to an exchange") 94 | .def("get_allocation", &AgisStrategy::get_allocation, "Get portfolio allocation") 95 | .def("get_strategy_index", &AgisStrategy::get_strategy_index, "Get unique strategy index") 96 | .def("get_strategy_id", &AgisStrategy::get_strategy_id, "Get unique strategy id") 97 | .def("get_portfolio_index", &AgisStrategy::get_portfolio_index, "Get portfolio index") 98 | .def("get_portfolio_id", &AgisStrategy::get_portfolio_id, "Get portfolio id") 99 | .def("get_exchange", &AgisStrategy::get_exchange, "Get an exchange by id") 100 | .def("strategy_allocate", 101 | &AgisStrategy::strategy_allocate, 102 | py::arg("allocation"), 103 | py::arg("epsilon"), 104 | py::arg("clear_missing") = true, 105 | py::arg("exit") = py::none(), 106 | py::arg("alloc_type") = AllocType::UNITS); 107 | } 108 | 109 | void init_exchange(py::module& m) 110 | { 111 | py::enum_(m, "ExchangeQueryType") 112 | .value("Default", ExchangeQueryType::Default) 113 | .value("NExtreme", ExchangeQueryType::NExtreme) 114 | .value("NLargest", ExchangeQueryType::NLargest) 115 | .value("NSmallest", ExchangeQueryType::NSmallest) 116 | .export_values(); 117 | 118 | py::class_>(m, "Exchange") 119 | .def("get_exchange_id", &Exchange::get_exchange_id) 120 | .def("get_exchange_view", 121 | py::overload_cast< 122 | const std::string&, 123 | int, 124 | ExchangeQueryType, 125 | int, 126 | bool> 127 | (&Exchange::get_exchange_view), 128 | "Get ExchangeView with specified parameters", 129 | py::arg("col"), 130 | py::arg("row") = 0, 131 | py::arg("query_type") = ExchangeQueryType::Default, 132 | py::arg("N") = -1, 133 | py::arg("panic") = false 134 | ); 135 | 136 | py::class_(m, "ExchangeView") 137 | .def(py::init<>()) 138 | .def_readwrite("view", &ExchangeView::view) 139 | .def("apply_weights", &ExchangeView::apply_weights) 140 | .def("apply_weights", 141 | &ExchangeView::apply_weights, 142 | py::arg("type"), 143 | py::arg("c"), 144 | py::arg("x") = py::none()) 145 | .def("__len__", &ExchangeView::size) 146 | .def("__sub__", &ExchangeView::operator-, py::is_operator()) // Wrap the subtraction operator 147 | .def("__add__", &ExchangeView::operator+, py::is_operator()) // Wrap the subtraction operator 148 | .def("__div__", &ExchangeView::operator/, py::is_operator()) // Wrap the subtraction operator 149 | .def("__mul__", &ExchangeView::operator*, py::is_operator()); // Wrap the subtraction operator 150 | 151 | } 152 | 153 | void init_portfolio(py::module& m) 154 | { 155 | py::class_(m, "TradeExit") 156 | .def(py::init<>()) 157 | .def("build", &TradeExit::build) 158 | .def("exit", &TradeExit::exit); 159 | 160 | //py::class_>(m, "Portfolio") 161 | // .def(py::init()); 162 | } 163 | 164 | PYBIND11_MODULE(AgisCorePy, m) { 165 | // build python bindings for broker class 166 | init_agis_broker(m); 167 | 168 | // build python bindings for Agis strategy class 169 | init_agis_strategy(m); 170 | 171 | // build python bindings for exchange class 172 | init_exchange(m); 173 | 174 | // build python bindings for portfolio class 175 | init_portfolio(m); 176 | } -------------------------------------------------------------------------------- /AgisCorePy/pch.cpp: -------------------------------------------------------------------------------- 1 | // pch.cpp: source file corresponding to the pre-compiled header 2 | 3 | #include "pch.h" 4 | 5 | // When you are using pre-compiled headers, this source file is necessary for compilation to succeed. 6 | -------------------------------------------------------------------------------- /AgisCorePy/pch.h: -------------------------------------------------------------------------------- 1 | // pch.h: This is a precompiled header file. 2 | // Files listed below are compiled only once, improving build performance for future builds. 3 | // This also affects IntelliSense performance, including code completion and many code browsing features. 4 | // However, files listed here are ALL re-compiled if any one of them is updated between builds. 5 | // Do not add files here that you will be updating frequently as this negates the performance advantage. 6 | #define NOMINMAX 7 | #ifndef PCH_H 8 | #define PCH_H 9 | #define _SILENCE_CXX23_ALIGNED_STORAGE_DEPRECATION_WARNING 10 | #define _SILENCE_CXX23_DENORM_DEPRECATION_WARNING 11 | 12 | // add headers that you want to pre-compile here 13 | #include "framework.h" 14 | #include 15 | 16 | #endif //PCH_H 17 | -------------------------------------------------------------------------------- /MainWindow.qrc: -------------------------------------------------------------------------------- 1 | 2 | 3 | 4 | 5 | -------------------------------------------------------------------------------- /MainWindow.ui: -------------------------------------------------------------------------------- 1 | 2 | 3 | MainWindow 4 | 5 | 6 | 7 | 0 8 | 0 9 | 1131 10 | 757 11 | 12 | 13 | 14 | MainWindow 15 | 16 | 17 | 18 | 19 | 20 | 0 21 | 0 22 | 1131 23 | 22 24 | 25 | 26 | 27 | 28 | View 29 | 30 | 31 | 32 | 33 | 34 | 35 | toolBar 36 | 37 | 38 | TopToolBarArea 39 | 40 | 41 | false 42 | 43 | 44 | 45 | Save State 46 | 47 | 48 | 49 | 50 | Restore State 51 | 52 | 53 | 54 | 55 | 56 | 57 | 58 | 59 | 60 | -------------------------------------------------------------------------------- /Nexus.sln: -------------------------------------------------------------------------------- 1 |  2 | Microsoft Visual Studio Solution File, Format Version 12.00 3 | # Visual Studio Version 17 4 | VisualStudioVersion = 17.5.33627.172 5 | MinimumVisualStudioVersion = 10.0.40219.1 6 | Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "AgisCore", "AgisCore\AgisCore.vcxproj", "{580F9CB3-A7BA-418F-ABE1-5865B3071D6A}" 7 | EndProject 8 | Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "AgisCoreTest", "..\AgisCoreTest\AgisCoreTest.vcxproj", "{939DA327-5AE8-4499-B79F-69F041B085FF}" 9 | ProjectSection(ProjectDependencies) = postProject 10 | {580F9CB3-A7BA-418F-ABE1-5865B3071D6A} = {580F9CB3-A7BA-418F-ABE1-5865B3071D6A} 11 | EndProjectSection 12 | EndProject 13 | Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "Nexus", "Nexus.vcxproj", "{4B2D8569-2184-4357-96E2-6D97BD658FD9}" 14 | ProjectSection(ProjectDependencies) = postProject 15 | {580F9CB3-A7BA-418F-ABE1-5865B3071D6A} = {580F9CB3-A7BA-418F-ABE1-5865B3071D6A} 16 | EndProjectSection 17 | EndProject 18 | Global 19 | GlobalSection(SolutionConfigurationPlatforms) = preSolution 20 | Debug|x64 = Debug|x64 21 | Debug|x86 = Debug|x86 22 | Release|x64 = Release|x64 23 | Release|x86 = Release|x86 24 | EndGlobalSection 25 | GlobalSection(ProjectConfigurationPlatforms) = postSolution 26 | {580F9CB3-A7BA-418F-ABE1-5865B3071D6A}.Debug|x64.ActiveCfg = Debug|x64 27 | {580F9CB3-A7BA-418F-ABE1-5865B3071D6A}.Debug|x64.Build.0 = Debug|x64 28 | {580F9CB3-A7BA-418F-ABE1-5865B3071D6A}.Debug|x86.ActiveCfg = Debug|Win32 29 | {580F9CB3-A7BA-418F-ABE1-5865B3071D6A}.Debug|x86.Build.0 = Debug|Win32 30 | {580F9CB3-A7BA-418F-ABE1-5865B3071D6A}.Release|x64.ActiveCfg = Release|x64 31 | {580F9CB3-A7BA-418F-ABE1-5865B3071D6A}.Release|x64.Build.0 = Release|x64 32 | {580F9CB3-A7BA-418F-ABE1-5865B3071D6A}.Release|x86.ActiveCfg = Release|Win32 33 | {580F9CB3-A7BA-418F-ABE1-5865B3071D6A}.Release|x86.Build.0 = Release|Win32 34 | {939DA327-5AE8-4499-B79F-69F041B085FF}.Debug|x64.ActiveCfg = Debug|x64 35 | {939DA327-5AE8-4499-B79F-69F041B085FF}.Debug|x64.Build.0 = Debug|x64 36 | {939DA327-5AE8-4499-B79F-69F041B085FF}.Debug|x86.ActiveCfg = Debug|Win32 37 | {939DA327-5AE8-4499-B79F-69F041B085FF}.Debug|x86.Build.0 = Debug|Win32 38 | {939DA327-5AE8-4499-B79F-69F041B085FF}.Release|x64.ActiveCfg = Release|x64 39 | {939DA327-5AE8-4499-B79F-69F041B085FF}.Release|x64.Build.0 = Release|x64 40 | {939DA327-5AE8-4499-B79F-69F041B085FF}.Release|x86.ActiveCfg = Release|Win32 41 | {939DA327-5AE8-4499-B79F-69F041B085FF}.Release|x86.Build.0 = Release|Win32 42 | {4B2D8569-2184-4357-96E2-6D97BD658FD9}.Debug|x64.ActiveCfg = Debug|x64 43 | {4B2D8569-2184-4357-96E2-6D97BD658FD9}.Debug|x64.Build.0 = Debug|x64 44 | {4B2D8569-2184-4357-96E2-6D97BD658FD9}.Debug|x86.ActiveCfg = Debug|x64 45 | {4B2D8569-2184-4357-96E2-6D97BD658FD9}.Debug|x86.Build.0 = Debug|x64 46 | {4B2D8569-2184-4357-96E2-6D97BD658FD9}.Release|x64.ActiveCfg = Release|x64 47 | {4B2D8569-2184-4357-96E2-6D97BD658FD9}.Release|x64.Build.0 = Release|x64 48 | {4B2D8569-2184-4357-96E2-6D97BD658FD9}.Release|x86.ActiveCfg = Release|x64 49 | {4B2D8569-2184-4357-96E2-6D97BD658FD9}.Release|x86.Build.0 = Release|x64 50 | EndGlobalSection 51 | GlobalSection(SolutionProperties) = preSolution 52 | HideSolutionNode = FALSE 53 | EndGlobalSection 54 | GlobalSection(ExtensibilityGlobals) = postSolution 55 | SolutionGuid = {46445AB8-45BA-4A90-866E-20049C320F87} 56 | EndGlobalSection 57 | EndGlobal 58 | -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- 1 | # Nexus 2 | Algoirthmic trading IDE and framework 3 | ![alt text](https://github.com/ntorm1/Nexus/blob/master/github/Nexus.png) 4 | 5 | ### Features 6 | - Multi window based UI that allows for the devolpment of Algorithmic trading strategies. 7 | - Allows for multipule strategies to be executed at the same time using different frequencies, logic, portfolios, etc... 8 | - Create abstract strategies using the node editor to adjust strategies and observe changes without having to recompile. 9 | - Generate code for an abstract strategy and compile it into a seperate dll which can be linked at run time to allow for customized and more complex strategies. 10 | 11 | ### Build 12 | - Notes: only supported setup is Windows with MSVC compiler, supporting c++20, using Visual Studio build system. Dependancies are manged using vcpkg. 13 | - To build you may have to update the solution properties for include or lib directories, the default vcpkg dir is at C:\dev\vcpkg\installed\x64-windows\bin 14 | Ex: 15 | - run: git clone https://github.com/ntorm1/Nexus 16 | - run: cd Nexus 17 | - run: git submodule update --init --recursive 18 | - Open nodeeditor/CMakeLists.txt in Visual Studio, build and copy QtNodes.dll to x64/debug and release folders of the Nexus Solution. 19 | - cd to external/QScintilla/src. Open x64 Native Tools Command Prompt 20 | - run qmake 21 | - run nmake /f Makefile.Debug (and release), then copy dll files to x64/debug and release 22 | - Open Nexus.sln and build. 23 | 24 | To get AgisCoreTest running you will need [Google Test](https://learn.microsoft.com/en-us/visualstudio/test/how-to-use-google-test-for-cpp?view=vs-2022) 25 | 26 | 27 | ### Scripting 28 | - AgisCore uses LuaJIT for scripting allowing for easy creation of strategies with almost no overhead. You can create abstract strategy trees using the 29 | AgisCore Lua API which evaluates to a C++ strategy tree at run time with comparable time to abstract strategies made using the node editor. 30 | - To use Lua you need to download LuaJIT, see below, and add the Lua header files and lib files to the Visual Studio Nexus project settings. Make sure the 31 | Lua DLL is available in the system path or is copied/output to the Nexus x64 build folder. 32 | 33 | 34 | ### Dependencies 35 | There are a lot, some are nessecary like Qt and AgisCore, others like One Intel TBB could be removed with some modifications to the code, some of which I have provided but working around this would not be recomended. 36 | - One Intel API and Thread Building Blocks, used for parralell execution 37 | - Qt 38 | - (vcpkg) Apache Arrow C++ (for data io) 39 | - (vcpkg) rapidjson (serialization) 40 | - (vcpkg) HDF5 C++ (for data io) 41 | - (vcpkg) Eigen3 (linear algebra) 42 | - (vcpkg) pybind11 (for python wrapper) 43 | - (git submodule) Qt advance docking system (for main docking ui) 44 | - (git submodule) nodeeditor (strategy nodeeditor ) 45 | - (git submodule) AgisCore (backtesting framework) 46 | - (git submdoule) QScintilla (text editor) 47 | - LuaJIT see: https://luajit.org/download.html (optional lua scripting) 48 | 49 | #### Performance 50 | ![alt text](https://github.com/ntorm1/Nexus/blob/master/github/perf.png) 51 | 52 | 53 | #### Codegen 54 | ![alt text](https://github.com/ntorm1/Nexus/blob/master/github/codegen.png) 55 | 56 | #### Python Support 57 | ![alt text](https://github.com/ntorm1/Nexus/blob/master/github/pybind11.png) 58 | -------------------------------------------------------------------------------- /github/Nexus.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ntorm1/Nexus/98a777f0ea14664490e1f1ccfec88b26725cd164/github/Nexus.png -------------------------------------------------------------------------------- /github/codegen.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ntorm1/Nexus/98a777f0ea14664490e1f1ccfec88b26725cd164/github/codegen.png -------------------------------------------------------------------------------- /github/perf.png: 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-------------------------------------------------------------------------------- 1 | #pragma once 2 | #include "NexusPch.h" 3 | #include 4 | #include 5 | #include 6 | #include 7 | #include 8 | #include 9 | #include 10 | #include 11 | #include 12 | #include 13 | #include 14 | 15 | #include "DockManager.h" 16 | #include "DockAreaWidget.h" 17 | #include "DockWidget.h" 18 | 19 | #include "QScintillaEditor.h" 20 | #include "NexusEnv.h" 21 | #include "NexusAsset.h" 22 | #include "NexusNode.h" 23 | 24 | 25 | class NexusDockManager; 26 | class NexusSettings; 27 | class NewExchangePopup; 28 | class NexusWidgetFactory; 29 | 30 | QT_BEGIN_NAMESPACE 31 | namespace Ui { 32 | class MainWindow; 33 | } 34 | QT_END_NAMESPACE 35 | 36 | class MainWindow : public QMainWindow 37 | { 38 | Q_OBJECT 39 | friend class NexusWidgetFactory; 40 | public: 41 | MainWindow(QWidget* parent = 0); 42 | ~MainWindow(); 43 | 44 | public slots: 45 | void about(); 46 | 47 | void showErrorMessageBox(const QString& errorMessage) 48 | { 49 | 50 | } 51 | 52 | 53 | signals: 54 | void new_hydra_run(); 55 | void new_exchange_accepted(const QModelIndex& parentIndex, const QString name); 56 | void new_portfolio_accepeted(const QModelIndex& parentIndex, const QString name); 57 | void new_strategy_accepeted(const QModelIndex& parentIndex, const QString name); 58 | void remove_strategy_accepted(const QModelIndex& parentIndex); 59 | void remove_exchange_accepted(const QModelIndex& parentIndex); 60 | void remove_portfolio_accepted(const QModelIndex& parentIndex); 61 | 62 | 63 | private slots: 64 | void save_perspective(); 65 | void create_editor(); 66 | void on_editor_close_requested(); 67 | void on_node_editor_close_request(); 68 | void on_widget_focus(ads::CDockWidget* old, ads::CDockWidget* now); 69 | void on_actionSaveState_triggered(bool); 70 | void on_actionRestoreState_triggered(bool); 71 | 72 | void on_new_portfolio_request(const QModelIndex& parentIndex, 73 | const QString& portfolio_id, 74 | const QString& starting_casj 75 | ); 76 | void on_new_strategy_requested(const QModelIndex& parentIndex, 77 | const QString& portfolio_id, 78 | const QString& strategy_id, 79 | const QString& allocation, 80 | AgisStrategyType type 81 | ); 82 | void on_strategy_remove_requested(const QModelIndex& parentIndex, 83 | const QString& strategy_id 84 | ); 85 | void on_new_exchange_request(const QModelIndex& parentIndex, 86 | NewExchangePopup* popup 87 | ); 88 | 89 | void on_remove_portfolio_request(const QString& name, const QModelIndex& parentIndex); 90 | void on_remove_exchange_request(const QString& name, const QModelIndex& parentIndex); 91 | void on_new_asset_window_request(const QString& name); 92 | void on_new_portfolio_window_request(const QString& name); 93 | void on_new_node_editor_request(const QString& name); 94 | void on_strategy_toggle(const QString& name, bool toggle); 95 | void on_settings_change(NexusSettings* settings); 96 | 97 | protected: 98 | virtual void closeEvent(QCloseEvent* event) override; 99 | 100 | private: 101 | void restore_state(); 102 | AgisResult restore_editors(rapidjson::Document const& j); 103 | std::expected restore_exchanges(rapidjson::Document const& j); 104 | std::expected restore_portfolios(rapidjson::Document const& j); 105 | 106 | AgisResult save_state(); 107 | 108 | void setup_toolbar(); 109 | void setup_help_menu(); 110 | void setup_command_bar(); 111 | void create_perspective_ui(); 112 | 113 | void place_widget(ads::CDockWidget* docket_widget, QObject* Sender); 114 | void place_widget(ads::CDockWidget* docket_widget, ads::CDockAreaWidget* dock_area); 115 | void on_settings_window_request(); 116 | 117 | void onViewVisibilityChanged(bool open); 118 | void onViewToggled(bool open); 119 | void onFileDoubleClicked(const QModelIndex& index); 120 | void extract_flow_graphs(); 121 | void applyVsStyle(); 122 | 123 | QAction* SavePerspectiveAction = nullptr; 124 | QWidgetAction* PerspectiveListAction = nullptr; 125 | QComboBox* PerspectiveComboBox = nullptr; 126 | QProgressBar* ProgressBar = nullptr; 127 | 128 | QPointer LastDockedEditor; 129 | QPointer LastCreatedFloatingEditor; 130 | 131 | NexusEnv nexus_env; 132 | Ui::MainWindow* ui; 133 | ExchangeTree* exchange_tree; 134 | PortfolioTree* portfolio_tree; 135 | 136 | NexusDockManager* DockManager; 137 | ads::CDockAreaWidget* StatusDockArea; 138 | ads::CDockWidget* TimelineDockWidget; 139 | 140 | void __run(); 141 | void __run_lambda(); 142 | void __run_compile(); 143 | void __run_link(); 144 | 145 | public: 146 | ads::CDockWidget* create_console_widget(); 147 | ads::CDockWidget* create_editor_widget(); 148 | ads::CDockWidget* create_asset_widget(const QString& asset_id); 149 | ads::CDockWidget* create_portfolio_widget(const QString& portfolio_id); 150 | ads::CDockWidget* create_node_editor_widget(const QString& strategy_id); 151 | }; 152 | -------------------------------------------------------------------------------- /include/NexusAsset.h: -------------------------------------------------------------------------------- 1 | #pragma once 2 | #include "NexusPch.h" 3 | #include 4 | #include 5 | #include 6 | #include 7 | #include 8 | 9 | #include "DockWidget.h" 10 | #include "NexusHelpers.h" 11 | #include "NexusEnv.h" 12 | #include "NexusPlot.h" 13 | #include "Order.h" 14 | 15 | namespace Agis { 16 | class Asset; 17 | } 18 | 19 | typedef std::shared_ptr AssetPtr; 20 | 21 | namespace Ui { 22 | class NexusAsset; 23 | } 24 | 25 | class NexusAsset; 26 | 27 | class NexusAssetPlot : public NexusPlot 28 | { 29 | Q_OBJECT 30 | friend class NexusAsset; 31 | public: 32 | explicit NexusAssetPlot(QWidget* parent); 33 | ~NexusAssetPlot() = default; 34 | 35 | void load_asset(NexusAsset* asset); 36 | 37 | void add_plot(std::string plot_name); 38 | void plot_trades(std::vector const& trades); 39 | void plot_orders(std::vector const& orders); 40 | 41 | /// 42 | /// List of columns currently plotted 43 | /// 44 | std::vector plotted_graphs; 45 | 46 | /// 47 | /// Vector of QCPGraphs that are used to plot the trades 48 | /// 49 | std::vector trade_segments; 50 | 51 | protected slots: 52 | void removeSelectedGraph() override; 53 | void removeAllGraphs() override; 54 | 55 | private slots: 56 | void contextMenuRequest(QPoint pos) override; 57 | void new_plot(QString name); 58 | 59 | private: 60 | NexusAsset* nexus_asset; 61 | }; 62 | 63 | class NexusAsset : public QMainWindow 64 | { 65 | Q_OBJECT 66 | 67 | public slots: 68 | void on_new_hydra_run(); 69 | 70 | public: 71 | NexusAsset( 72 | NexusEnv const* nexus_env, 73 | ads::CDockWidget* DockWidget, 74 | AssetPtr asset, 75 | QWidget* parent = nullptr 76 | ); 77 | void init_asset_selection(); 78 | void load_asset_data(); 79 | void load_asset_order_data(); 80 | void load_asset_trade_data(); 81 | 82 | void set_plotted_graphs(std::vector const& graphs); 83 | std::vector get_plotted_graphs() const { return this->nexus_plot->plotted_graphs; } 84 | std::string get_asset_id() const noexcept; 85 | 86 | Ui::NexusAsset* ui; 87 | ads::CDockWidget* DockWidget; 88 | NexusAssetPlot* nexus_plot; 89 | QComboBox* asset_selection; 90 | QTabWidget* table_container; 91 | QTableView* table_view; 92 | QTableView* orders_table_view; 93 | QTableView* trades_table_view; 94 | QTableView* positions_table_view; 95 | 96 | NexusEnv const* nexus_env; 97 | std::vector asset_ids; 98 | AssetPtr asset; 99 | 100 | std::vector trades; 101 | std::vector orders; 102 | 103 | std::vector column_names; 104 | std::vector dt_index_str; 105 | std::span dt_index; 106 | std::vector data; 107 | }; 108 | 109 | 110 | //============================================================================ 111 | template 112 | void event_data_loader( 113 | std::vector events, 114 | QStringList const& q_columns, 115 | QStandardItemModel* model, 116 | HydraPtr hydra 117 | ) 118 | { 119 | model->setRowCount(events.size()); 120 | model->setColumnCount(q_columns.size()); 121 | model->setHorizontalHeaderLabels(q_columns); 122 | 123 | // Set the data in the model 124 | int row = 0; 125 | auto column_names = qlist_to_str_vec(q_columns); 126 | for (auto& new_event : events) { 127 | int col = 0; 128 | for (auto& column_name : column_names) { 129 | std::expected object_json_expected = new_event->serialize(hydra); 130 | if (!object_json_expected.has_value()) { 131 | AGIS_THROW(object_json_expected.error().what()); 132 | } 133 | rapidjson::Document object_json = std::move(object_json_expected.value()); 134 | const rapidjson::Value& value = object_json[column_name.c_str()]; 135 | std::string str_value; 136 | 137 | // test if column_name is in nexus_datetime_columns 138 | if (std::find(nexus_datetime_columns.begin(), nexus_datetime_columns.end(), column_name) != nexus_datetime_columns.end()) { 139 | long long epoch_time = object_json[column_name.c_str()].GetUint64(); 140 | auto res = epoch_to_str(epoch_time, NEXUS_DATETIME_FORMAT); 141 | if (res.is_exception()) 142 | { 143 | AGIS_THROW(res.get_exception()); 144 | } 145 | str_value = res.unwrap(); 146 | } 147 | // parse any other value 148 | else { 149 | str_value = json_val_to_string(value); 150 | } 151 | QStandardItem* item = new QStandardItem(QString::fromStdString(str_value)); 152 | model->setItem(row, col, item); 153 | col++; 154 | } 155 | row++; 156 | } 157 | } 158 | -------------------------------------------------------------------------------- /include/NexusBroker.h: -------------------------------------------------------------------------------- 1 | #pragma once 2 | #include 3 | #include "NexusPch.h" 4 | #include "DockWidget.h" 5 | 6 | namespace Ui { 7 | class NexusBroker; 8 | } 9 | 10 | class NexusEnv; 11 | 12 | class NexusBroker : public QMainWindow 13 | { 14 | public: 15 | NexusBroker( 16 | NexusEnv const* nexus_env_, 17 | ads::CDockWidget* DockWidget, 18 | QWidget* parent = 0 19 | ); 20 | 21 | ads::CDockWidget* DockWidget; 22 | 23 | private: 24 | Ui::NexusBroker* ui; 25 | NexusEnv const* nexus_env; 26 | 27 | }; -------------------------------------------------------------------------------- /include/NexusDockManager.h: -------------------------------------------------------------------------------- 1 | #pragma once 2 | 3 | #include 4 | 5 | #include "NexusPch.h" 6 | #include "DockManager.h" 7 | #include 8 | 9 | //#include "MainWindow.h" 10 | 11 | class MainWindow; 12 | 13 | 14 | // Qt Advanced Docking System dock manager extension 15 | // because the Qt Advanced Docking System is not designed to e.g. regenerate closed widgets when restoring a perspective 16 | class NexusDockManager : public ads::CDockManager { 17 | public: 18 | NexusDockManager(MainWindow* main_window, QWidget* parent = nullptr); 19 | 20 | Document save_widgets(); 21 | void restore_widgets(Document const& j); 22 | 23 | private: 24 | MainWindow* main_window; 25 | }; -------------------------------------------------------------------------------- /include/NexusEnv.h: -------------------------------------------------------------------------------- 1 | #pragma once 2 | #include "NexusPch.h" 3 | #include 4 | #include 5 | #include 6 | 7 | #include "QScintillaEditor.h" 8 | #include "NexusTree.h" 9 | 10 | #include "AgisPointers.h" 11 | #include "AgisErrors.h" 12 | #include "ExchangeMap.h" 13 | #include "Portfolio.h" 14 | 15 | namespace fs = std::filesystem; 16 | 17 | /// 18 | /// Datetime format to use when displaying long long ns epoch times 19 | /// 20 | constexpr auto NEXUS_DATETIME_FORMAT = "%F %T"; 21 | 22 | /// 23 | /// A list of columns to parse as datetime columns when loading ns epoch times 24 | /// 25 | extern const std::vector nexus_datetime_columns; 26 | 27 | class NexusSettings; 28 | class Position; 29 | 30 | typedef std::shared_ptr SharedPositionPtr; 31 | 32 | class NexusEnv 33 | { 34 | private: 35 | 36 | void remove_editors() { this->open_editors.clear(); } 37 | 38 | /// 39 | /// Vector of pointers to text editors currently open. 40 | /// 41 | std::vector open_editors; 42 | 43 | /// 44 | /// Vector of pointers to trees that are currently open 45 | /// 46 | std::vector open_trees; 47 | 48 | /// 49 | /// Vector of names of strategies whose node editors are currently open 50 | /// 51 | std::vector open_node_editors; 52 | 53 | /// 54 | /// Shared pointer to a hydra instance 55 | /// 56 | Hydra hydra; 57 | 58 | std::string agis_pyd_path = ""; 59 | std::string agis_lib_path = ""; 60 | std::string agis_include_path = ""; 61 | std::string agis_build_method = "\"Visual Studio 17 2022\""; 62 | std::string env_name; 63 | fs::path env_path; 64 | 65 | 66 | /// 67 | /// AgisStrategy dll 68 | /// 69 | HINSTANCE AgisStrategyDLL; 70 | bool agis_strategy_dll_loaded = false; 71 | 72 | std::vector order_history; 73 | std::vector position_history; 74 | std::vector trade_history; 75 | 76 | public: 77 | NexusEnv(); 78 | ~NexusEnv(); 79 | 80 | [[nodiscard]] AgisResult __run(); 81 | void __save_history(); 82 | void __compile(); 83 | void __link(bool assume_live = true); 84 | void __reset(); 85 | void clear(); 86 | 87 | AgisResult restore_strategies(rapidjson::Document const& j); 88 | AgisResult restore_settings(rapidjson::Document const& j); 89 | inline std::expected restore_portfolios(rapidjson::Document const& j) { return this->hydra.restore_portfolios(j); } 90 | inline std::expected restore_exchanges(rapidjson::Document const& j) { return this->hydra.restore_exchanges(j); } 91 | 92 | AgisResult init_covariance_matrix(size_t lookback, size_t step) { return this->hydra.init_covariance_matrix(lookback, step); } 93 | 94 | /// 95 | /// Take a Nexus settings popup window and load in the settings passes and validate them 96 | /// 97 | /// Pointer to a nexus settings window 98 | /// 99 | AgisResult set_settings(NexusSettings* nexus_settings); 100 | 101 | //============================================================================ 102 | fs::path const& get_env_path() const { return this->env_path; } 103 | fs::path get_env_settings_path() const { return this->env_path / "env_settings.json"; } 104 | std::expected save_env(rapidjson::Document& j); 105 | void set_env_name(std::string const & exe_path, std::string const & env_name); 106 | 107 | //============================================================================ 108 | [[nodiscard]] AgisResult new_node_editor(std::string strategy_id); 109 | void new_editor(QScintillaEditor* new_editor); 110 | std::optional get_editor(QString const & file_name) const; 111 | void remove_editor(QString const& file_name); 112 | void remove_node_editor(std::string const& id); 113 | bool editor_open(QString const & file_name); 114 | 115 | //============================================================================ 116 | void new_tree(NexusTree* new_tree); 117 | void reset_trees(); 118 | 119 | /// 120 | /// Return a pointer to the hydra instance 121 | /// 122 | /// 123 | HydraPtr get_hydra() const; 124 | 125 | /// 126 | /// Get an asset pointer by id 127 | /// 128 | /// the asset pointer if it exsists, otherwise Agis Result exception 129 | /// 130 | AgisResult const get_asset(std::string const& asset_id); 131 | 132 | /// 133 | /// Get a pointer to a strategy by id 134 | /// 135 | /// pointer to the strategy if it was found 136 | /// 137 | std::optional __get_strategy(std::string const& strategy_id); 138 | 139 | std::vector get_portfolio_ids(); 140 | size_t get_candle_count() { return this->hydra.get_candle_count(); } 141 | 142 | [[nodiscard]] AgisResult new_exchange( 143 | const std::string& exchange_id, 144 | const std::string& source, 145 | const std::string& freq, 146 | const std::string& dt_format, 147 | std::optional> market_asset = std::nullopt 148 | ); 149 | NexusStatusCode new_portfolio( 150 | const std::string& portfolio_id, 151 | const std::string& starting_cash 152 | ); 153 | NexusStatusCode new_strategy( 154 | const std::string& portfolio_id, 155 | const std::string& strategy_id, 156 | const std::string& allocation, 157 | AgisStrategyType strategy_type = AgisStrategyType::FLOW 158 | ); 159 | 160 | NexusStatusCode remove_exchange(const std::string& name); 161 | NexusStatusCode remove_portfolio(const std::string& name); 162 | NexusStatusCode remove_strategy(const std::string& name); 163 | 164 | auto const& get_order_history() const { return this->order_history; } 165 | auto const& get_trade_history() const { return this->trade_history; } 166 | auto const& get_position_history() const { return this->position_history; } 167 | 168 | std::string get_agis_include_path() const { return this->agis_include_path; } 169 | std::string get_agis_pyd_path() const { return this->agis_pyd_path; } 170 | std::string get_agis_dll_path() const { return this->agis_lib_path; } 171 | std::string get_agis_build_method() const { return this->agis_build_method; } 172 | 173 | [[nodiscard]] AgisResult set_market_asset( 174 | std::string const& exchange_id, 175 | std::string const& asset_id, 176 | bool disable, 177 | std::optional beta_lookback 178 | ); 179 | 180 | //============================================================================ 181 | template 182 | std::vector> const filter_event_history( 183 | std::vector> const& events, 184 | std::optional const& asset_id, 185 | std::optional const& strategy_id, 186 | std::optional const& portfolio_id) const 187 | { 188 | std::optional asset_index = std::nullopt; 189 | if (asset_id.has_value()) asset_index = this->hydra.get_exchanges().get_asset_index(asset_id.value()); 190 | 191 | std::optional strategy_index = std::nullopt; 192 | if (strategy_id.has_value()) strategy_index = this->hydra.__get_strategy_map().__get_strategy_index(strategy_id.value()); 193 | 194 | std::optional portfolio_index = std::nullopt; 195 | if (portfolio_id.has_value()) portfolio_index = this->hydra.get_portfolios().__get_portfolio_index(portfolio_id.value()); 196 | 197 | std::vector> return_vec; 198 | auto it = events.begin(); 199 | while (it != events.end()) 200 | { 201 | if (asset_index.has_value() && (*it)->get_asset_index() != asset_index.value()) 202 | { 203 | ++it; 204 | continue; 205 | } 206 | if (strategy_index.has_value() && (*it)->get_strategy_index() != strategy_index.value()) 207 | { 208 | ++it; 209 | continue; 210 | 211 | } 212 | if (portfolio_index.has_value() && (*it)->get_portfolio_index() != portfolio_index.value()) 213 | { 214 | ++it; 215 | continue; 216 | } 217 | return_vec.push_back(*it); 218 | ++it; 219 | } 220 | return return_vec; 221 | } 222 | }; 223 | 224 | LPCWSTR StringToLPCWSTR(const std::string& str); -------------------------------------------------------------------------------- /include/NexusErrors.h: -------------------------------------------------------------------------------- 1 | #pragma once 2 | 3 | 4 | #define NEXUS_TRY(action) \ 5 | try { \ 6 | action; \ 7 | } catch (const std::exception& e) { \ 8 | QMessageBox::critical(nullptr, "Error", e.what());\ 9 | } 10 | 11 | 12 | #define NEXUS_THROW(msg) \ 13 | do { \ 14 | std::ostringstream oss; \ 15 | oss << "Error in " << __FILE__ \ 16 | << " at line " << __LINE__ << ": " << msg; \ 17 | throw std::runtime_error(oss.str()); \ 18 | } while (false) 19 | 20 | -------------------------------------------------------------------------------- /include/NexusHelpers.h: -------------------------------------------------------------------------------- 1 | #pragma once 2 | #include "NexusPch.h" 3 | #include 4 | 5 | //============================================================================ 6 | const QStringList q_order_columns_names = { 7 | "Order Fill Time","Asset Identifier","Strategy Identifier", 8 | "Order Type","Units","Average Price","Limit","Order State","Portfolio Identifier", 9 | "Order Create Time","Order Cancel Time", "Order ID", 10 | }; 11 | 12 | 13 | //============================================================================ 14 | const QStringList q_trade_column_names = { 15 | "Trade Open Time","Trade Close Time","Bars Held","Asset Identifier","Strategy Identifier", 16 | "Units","Average Price","Close Price","Unrealized PL", 17 | "Realized PL","Portfolio Identifier","Trade Identifier","Last Price","NLV", 18 | }; 19 | 20 | 21 | //============================================================================ 22 | inline std::vector qlist_to_str_vec(QStringList const& list) { 23 | std::vector order_columns_names; 24 | for (const auto& str : list) { 25 | order_columns_names.push_back(str.toStdString()); 26 | } 27 | return order_columns_names; 28 | } 29 | 30 | 31 | //============================================================================ 32 | static QIcon svgIcon(const QString& File) 33 | { 34 | // This is a workaround, because in item views SVG icons are not 35 | // properly scaled and look blurry or pixelate 36 | QIcon SvgIcon(File); 37 | SvgIcon.addPixmap(SvgIcon.pixmap(92)); 38 | return SvgIcon; 39 | } 40 | 41 | 42 | //============================================================================ 43 | inline QStringList str_vec_to_qlist(std::vector const& vec) { 44 | QStringList list; 45 | for (const auto& str : vec) { 46 | list.push_back(QString::fromStdString(str)); 47 | } 48 | return list; 49 | } 50 | 51 | 52 | //============================================================================ 53 | inline std::string json_val_to_string(const rapidjson::Value& j) { 54 | if (j.IsString()) { 55 | return j.GetString(); 56 | } 57 | else if (j.IsInt()) { 58 | return std::to_string(j.GetInt()); 59 | } 60 | else if (j.IsUint()) { 61 | return std::to_string(j.GetUint()); 62 | } 63 | else if (j.IsDouble()) { 64 | return std::to_string(j.GetDouble()); 65 | } 66 | else { 67 | throw std::runtime_error("unexpected type"); 68 | } 69 | } 70 | -------------------------------------------------------------------------------- /include/NexusNode.h: -------------------------------------------------------------------------------- 1 | #pragma once 2 | 3 | #include 4 | #include 5 | 6 | #include 7 | #include 8 | #include 9 | #include 10 | #include 11 | 12 | #include "DockWidget.h" 13 | #include 14 | #include 15 | #include 16 | #include 17 | #include 18 | #include 19 | #include 20 | 21 | #include "AgisStrategy.h" 22 | #include 23 | 24 | using QtNodes::NodeData; 25 | using QtNodes::NodeDataType; 26 | using QtNodes::NodeDelegateModel; 27 | using QtNodes::PortIndex; 28 | using QtNodes::PortType; 29 | using QtNodes::NodeDelegateModelRegistry; 30 | using QtNodes::DataFlowGraphModel; 31 | using QtNodes::GraphicsView; 32 | using QtNodes::BasicGraphicsScene; 33 | 34 | namespace fs = std::filesystem; 35 | 36 | class NexusEnv; 37 | 38 | namespace Ui { 39 | class NexusNodeEditor; 40 | } 41 | 42 | std::shared_ptr registerDataModels(); 43 | 44 | class NexusNodeEditor : public QMainWindow 45 | { 46 | Q_OBJECT 47 | 48 | 49 | public: 50 | 51 | NexusNodeEditor( 52 | NexusEnv const* nexus_env, 53 | ads::CDockWidget* DockWidget, 54 | AgisStrategy* strategy, 55 | QWidget* parent = nullptr 56 | ); 57 | ~NexusNodeEditor(); 58 | 59 | void __set_strategy(AgisStrategy* strategy_); 60 | void __save(); 61 | void __load( 62 | BasicGraphicsScene* scene, 63 | std::optional file_path = std::nullopt 64 | ); 65 | static std::optional __extract_abstract_strategy(DataFlowGraphModel* dataFlowGraphModel); 66 | 67 | std::string get_strategy_id() { return this->strategy_id; } 68 | 69 | private: 70 | QMenuBar* createSaveRestoreMenu(BasicGraphicsScene* scene); 71 | void handleCheckBoxStateChange(QCheckBox* checkBox, std::function(bool)> setFunction); 72 | void create_strategy_tab(QVBoxLayout* l); 73 | void on_tw_change(int index); 74 | 75 | static size_t counter; 76 | size_t id; 77 | 78 | DataFlowGraphModel* dataFlowGraphModel; 79 | GraphicsView* view; 80 | 81 | NexusEnv const* nexus_env; 82 | AgisStrategy* strategy; 83 | std::string strategy_id; 84 | Ui::NexusNodeEditor* ui; 85 | ads::CDockWidget* DockWidget; 86 | 87 | QLineEdit* allocation; 88 | QLineEdit* max_leverage; 89 | QSpinBox* step_frequency; 90 | QComboBox* trading_window; 91 | 92 | QCheckBox* beta_trace; ///< Wether or not to store the net beta of the strategy every t 93 | QCheckBox* beta_scale; ///< Wether or not to scale the strategy allocation by the beta 94 | QCheckBox* beta_hedge; ///< Wether or not to hedge the beta of the strategy 95 | QCheckBox* net_leverage_trace; ///< Wether or not to store the net leverage of the strategy every t 96 | QCheckBox* vol_trace; ///< Wether or not to store the volatility of the strategy every t 97 | 98 | QMenuBar* menuBar; 99 | QMenu* fileMenu; 100 | 101 | 102 | 103 | signals: 104 | void on_close(); 105 | }; 106 | 107 | 108 | // Macro to run a function and display QMessageBox if an exception is thrown 109 | #define RUN_WITH_ERROR_DIALOG(function) \ 110 | try { \ 111 | function; \ 112 | } \ 113 | catch (const std::exception& e) { \ 114 | QString errorMessage = "Error: " + QString(e.what()); \ 115 | QMessageBox::critical(nullptr, "Critical Error", errorMessage, QMessageBox::Ok); \ 116 | } \ 117 | catch (...) { \ 118 | QString errorMessage = "Unknown error occurred."; \ 119 | QMessageBox::critical(nullptr, "Critical Error", errorMessage, QMessageBox::Ok); \ 120 | } -------------------------------------------------------------------------------- /include/NexusNodeWidget.h: -------------------------------------------------------------------------------- 1 | #pragma once 2 | #include "NexusPch.h" 3 | #include 4 | #include 5 | #include 6 | #include 7 | #include 8 | #include 9 | #include 10 | #include 11 | 12 | #include 13 | 14 | #include 15 | #include 16 | 17 | class Hydra; 18 | 19 | using QtNodes::NodeId; 20 | using QtNodes::PortIndex; 21 | using QtNodes::PortType; 22 | 23 | 24 | 25 | class ExchangeNode : public QWidget 26 | { 27 | Q_OBJECT 28 | public: 29 | ExchangeNode( 30 | HydraPtr hydra, 31 | QWidget* parent = nullptr); 32 | 33 | ~ExchangeNode() { delete layout; }; 34 | 35 | HydraPtr hydra; 36 | 37 | QHBoxLayout* layout; 38 | QComboBox* exchange_id; 39 | }; 40 | 41 | class AssetLambdaNode : public QWidget 42 | { 43 | Q_OBJECT 44 | public: 45 | AssetLambdaNode( 46 | QWidget* parent = nullptr); 47 | 48 | ~AssetLambdaNode() { delete layout; }; 49 | 50 | QVBoxLayout* layout; 51 | QComboBox* opperation; 52 | QSpinBox* row; 53 | QLineEdit* column; 54 | QLineEdit* filter; 55 | }; 56 | 57 | class ExchangeViewNode : public QWidget 58 | { 59 | Q_OBJECT 60 | public: 61 | ExchangeViewNode( 62 | QWidget* parent = nullptr); 63 | 64 | ~ExchangeViewNode() { delete layout; }; 65 | 66 | QVBoxLayout* layout; 67 | QComboBox* query_type; 68 | QSpinBox* N; 69 | }; 70 | 71 | class TradeExitNode : public QWidget 72 | { 73 | Q_OBJECT 74 | public: 75 | TradeExitNode( 76 | QWidget* parent = nullptr); 77 | 78 | ~TradeExitNode() { delete layout; }; 79 | 80 | QVBoxLayout* layout; 81 | QComboBox* exit_type; 82 | QLineEdit* extra_param; 83 | }; 84 | 85 | class StrategyAllocationNode : public QWidget 86 | { 87 | Q_OBJECT 88 | public: 89 | StrategyAllocationNode( 90 | QWidget* parent = nullptr); 91 | 92 | ~StrategyAllocationNode() { delete layout; }; 93 | 94 | void update_ev_opp_param_state(); 95 | 96 | QVBoxLayout* layout; 97 | QLineEdit* epsilon; 98 | QLineEdit* target_leverage; 99 | QCheckBox* clear_missing; 100 | QComboBox* alloc_type; 101 | QComboBox* ev_opp_type; 102 | QLineEdit* ev_opp_param; 103 | 104 | }; -------------------------------------------------------------------------------- /include/NexusPch.h: -------------------------------------------------------------------------------- 1 | #pragma once 2 | #ifndef PCH_H 3 | #define PCH_H 4 | #define NOMINMAX 5 | #define USE_LUAJIT 6 | #include 7 | #include 8 | #include 9 | 10 | #include "AgisPointers.h" 11 | 12 | #include "Hydra.h" 13 | 14 | #include 15 | 16 | #include 17 | #include 18 | #include 19 | 20 | 21 | using namespace rapidjson; 22 | 23 | typedef const Hydra* HydraPtr; 24 | 25 | #define NEXUS_INTERUPT(msg) \ 26 | do { \ 27 | std::ostringstream oss; \ 28 | oss << "Error in " << __FILE__ \ 29 | << " at line " << __LINE__ << ": " << msg; \ 30 | QMessageBox::critical(nullptr, "Critical Error", QString::fromStdString(oss.str()), QMessageBox::Ok); \ 31 | return; \ 32 | } while (false) 33 | 34 | #define NEXUS_DO_OR_INTERUPT(function) \ 35 | do { \ 36 | auto res = function; \ 37 | if (!res.is_exception()) { \ 38 | NEXUS_INTERUPT(res.get_exception()); \ 39 | }\ 40 | } while (false) 41 | 42 | 43 | #define NEXUS_ASSIGN_OR_INTERUPT (res, function) \ 44 | auto res = function; \ 45 | if (!res.has_value()) { \ 46 | NEXUS_INTERUPT(res.error()); \ 47 | } 48 | 49 | 50 | #endif -------------------------------------------------------------------------------- /include/NexusPlot.h: -------------------------------------------------------------------------------- 1 | #pragma once 2 | 3 | #include "NexusPch.h" 4 | #include 5 | #include 6 | #include 7 | #include 8 | #include 9 | #include 10 | 11 | #include "qcustomplot.h" 12 | 13 | #include "Trade.h" 14 | 15 | struct Point 16 | { 17 | long long datetime_index; 18 | double value; 19 | }; 20 | 21 | 22 | class NexusPlot : public QCustomPlot 23 | { 24 | Q_OBJECT 25 | 26 | public: 27 | explicit NexusPlot(QWidget* parent = 0); 28 | ~NexusPlot() = default; 29 | 30 | void set_title(std::string title); 31 | void plot( 32 | std::span x, 33 | std::span y, 34 | std::string name 35 | ); 36 | 37 | //void scatter_plot(); 38 | 39 | protected: 40 | std::optional selected_line = std::nullopt; 41 | 42 | protected slots: 43 | //void titleDoubleClick(QMouseEvent* event); 44 | //void axisLabelDoubleClick(QCPAxis* axis, QCPAxis::SelectablePart part); 45 | //void legendDoubleClick(QCPLegend* legend, QCPAbstractLegendItem* item); 46 | void addRandomGraph(); 47 | void selectionChanged(); 48 | void mousePress(); 49 | void mouseWheel(); 50 | virtual void removeSelectedGraph(); 51 | virtual void remove_graph_by_name(std::string const& name); 52 | virtual void removeAllGraphs(); 53 | virtual void contextMenuRequest(QPoint pos); 54 | void moveLegend(); 55 | void graphClicked(QCPAbstractPlottable* plottable, int dataIndex); 56 | }; 57 | -------------------------------------------------------------------------------- /include/NexusPopups.h: -------------------------------------------------------------------------------- 1 | #pragma once 2 | 3 | #include 4 | #include 5 | #include 6 | #include 7 | #include 8 | #include 9 | #include 10 | #include 11 | #include 12 | 13 | class Exchange; 14 | class NexusEnv; 15 | class Hydra; 16 | typedef std::shared_ptr ExchangePtr; 17 | typedef const Hydra * HydraPtr; 18 | 19 | QT_BEGIN_NAMESPACE 20 | namespace Ui { 21 | class NewExchangePopup; 22 | class NewPortfolioPopup; 23 | class NewStrategyPopup; 24 | class NexusSettings; 25 | class ExchangesPopup; 26 | } 27 | QT_END_NAMESPACE 28 | 29 | 30 | /// 31 | /// Poppup window when a new portfolio is requested. 32 | /// 33 | class NewPortfolioPopup : public QDialog 34 | { 35 | Q_OBJECT 36 | public: 37 | explicit NewPortfolioPopup(QWidget* parent = nullptr); 38 | ~NewPortfolioPopup(); 39 | 40 | QString get_portfolio_id() const; 41 | QString get_starting_cash() const; 42 | 43 | private: 44 | void on_submit(); 45 | Ui::NewPortfolioPopup* ui; 46 | 47 | }; 48 | 49 | 50 | /// 51 | /// Popup window when a new strategy is requested. 52 | /// 53 | class NewStrategyPopup : public QDialog 54 | { 55 | Q_OBJECT 56 | public: 57 | explicit NewStrategyPopup(QWidget* parent = nullptr); 58 | ~NewStrategyPopup(); 59 | 60 | QString get_strategy_id() const; 61 | QString get_allocation() const; 62 | QString get_strategy_type() const; 63 | 64 | private: 65 | void on_submit(); 66 | Ui::NewStrategyPopup* ui; 67 | 68 | }; 69 | 70 | /// 71 | /// Pop up window presented when a new exchange is requested. 72 | /// 73 | class NewExchangePopup : public QDialog 74 | { 75 | Q_OBJECT 76 | 77 | public: 78 | explicit NewExchangePopup( 79 | QWidget* parent = nullptr, 80 | std::optional exchange = std::nullopt 81 | ); 82 | ~NewExchangePopup(); 83 | 84 | QString get_vol_lookback() const; 85 | QString get_source() const; 86 | QString get_exchange_id() const; 87 | QString get_freq() const; 88 | QString get_dt_format() const; 89 | QString get_market_asset_id() const; 90 | QString get_beta_lookback() const; 91 | 92 | Ui::NewExchangePopup* ui; 93 | 94 | private slots: 95 | void selectFolder(); 96 | 97 | private: 98 | void on_submit(); 99 | 100 | }; 101 | 102 | 103 | /// 104 | /// Pop up window presented when exchanges are requested. 105 | /// 106 | class ExchangesPopup : public QDialog 107 | { 108 | Q_OBJECT 109 | 110 | public: 111 | explicit ExchangesPopup( 112 | QWidget* parent = nullptr, 113 | std::optional hydra = std::nullopt 114 | ); 115 | ~ExchangesPopup(); 116 | 117 | bool get_cov_enabled() const; 118 | QString get_cov_lookback() const; 119 | QString get_cov_step() const; 120 | 121 | Ui::ExchangesPopup* ui; 122 | 123 | size_t cov_lookback = 0; 124 | size_t cov_step_size = 1; 125 | 126 | private: 127 | void on_submit(); 128 | std::optional hydra; 129 | }; 130 | 131 | 132 | /// 133 | /// Popup window when Nexus settings ar 134 | /// 135 | class NexusSettings : public QDialog 136 | { 137 | Q_OBJECT 138 | 139 | signals: 140 | void settings_changed(); 141 | 142 | public: 143 | explicit NexusSettings( 144 | NexusEnv const * nexs_env, 145 | QWidget* parent = nullptr 146 | ); 147 | ~NexusSettings(); 148 | 149 | QString get_agis_include_path() const; 150 | QString get_agis_lib_path() const; 151 | QString get_agis_pyd_path() const; 152 | QString get_vs_version() const; 153 | 154 | private slots: 155 | void select_folder(std::string dest); 156 | 157 | private: 158 | void on_submit(); 159 | Ui::NexusSettings* ui; 160 | NexusEnv const * nexs_env; 161 | }; -------------------------------------------------------------------------------- /include/NexusPortfolio.h: -------------------------------------------------------------------------------- 1 | #pragma once 2 | #include 3 | #include 4 | #include 5 | #include 6 | #include 7 | #include 8 | 9 | #include "DockWidget.h" 10 | 11 | #include "NexusEnv.h" 12 | #include "NexusPlot.h" 13 | #include "Hydra.h" 14 | 15 | namespace Ui { 16 | class NexusPortfolio; 17 | } 18 | 19 | class NexusPortfolio; 20 | class NexusPortfolioPlot; 21 | 22 | 23 | class NexusPortfolioPlot : public NexusPlot 24 | { 25 | Q_OBJECT 26 | public: 27 | explicit NexusPortfolioPlot(QWidget* parent_); 28 | ~NexusPortfolioPlot() = default; 29 | 30 | void load(HydraPtr hydra_, std::string portfolio_id_) { 31 | this->hydra = hydra_; 32 | this->portfolio_id = portfolio_id_; 33 | }; 34 | 35 | void load_portfolio(NexusPortfolio* portfolio) { 36 | this->nexus_portfolio = portfolio; 37 | } 38 | 39 | /// 40 | /// List of columns currently plotted 41 | /// 42 | std::vector plotted_graphs; 43 | 44 | protected slots: 45 | void removeAllGraphs() override; 46 | void removeSelectedGraph() override; 47 | 48 | private slots: 49 | void contextMenuRequest(QPoint pos) override; 50 | void add_plot(QString const& name); 51 | 52 | private: 53 | HydraPtr hydra = nullptr; 54 | NexusPortfolio* nexus_portfolio = nullptr; 55 | std::string portfolio_id; 56 | 57 | std::vector get_data( 58 | const std::variant& entity, 59 | const std::string& name 60 | ); 61 | }; 62 | 63 | 64 | class NexusPortfolio : public QMainWindow 65 | { 66 | Q_OBJECT 67 | public: 68 | NexusPortfolio( 69 | NexusEnv const* nexus_env, 70 | ads::CDockWidget* DockWidget, 71 | std::string portfolio_id, 72 | QWidget* parent = nullptr 73 | ); 74 | 75 | Ui::NexusPortfolio* ui; 76 | ads::CDockWidget* DockWidget; 77 | 78 | QTabWidget* table_container; 79 | QTableView* stats_table_view; 80 | QTreeView* portfolio_treeview; 81 | 82 | NexusPortfolioPlot* nexus_plot; 83 | 84 | std::vector get_plotted_graphs() const { return this->nexus_plot->plotted_graphs; } 85 | std::string get_portfolio_id() { return this->portfolio_id; } 86 | std::vector get_selected_strategies() const; 87 | 88 | public slots: 89 | void on_new_hydra_run(); 90 | void on_portfolio_download(); 91 | 92 | private: 93 | std::unordered_map strategies_checkboxes; 94 | 95 | void set_up_strategies_menu(); 96 | void set_up_portfolio_table(); 97 | void set_up_toolbar(); 98 | NexusEnv const* nexus_env; 99 | std::string portfolio_id; 100 | }; 101 | -------------------------------------------------------------------------------- /include/NexusTree.h: -------------------------------------------------------------------------------- 1 | #pragma once 2 | #include "NexusPch.h" 3 | 4 | #include 5 | #include 6 | #include 7 | #include 8 | #include 9 | #include 10 | #include 11 | #include 12 | 13 | #include "Hydra.h" 14 | 15 | class NexusEnv; 16 | 17 | class ToggleButtonDelegate : public QStyledItemDelegate { 18 | public: 19 | ToggleButtonDelegate(QObject* parent = nullptr) : QStyledItemDelegate(parent) {} 20 | 21 | void paint(QPainter* painter, const QStyleOptionViewItem& option, const QModelIndex& index) const override { 22 | QStyleOptionViewItem adjustedOption = option; 23 | // Draw the checkbox and the text conditionally 24 | if (index.column() == 0 && index.parent().isValid() && index.parent().parent().isValid()) { 25 | adjustedOption.showDecorationSelected = false; // Prevent text highlighting 26 | QStyleOptionButton buttonOption; 27 | buttonOption.rect = option.rect; 28 | buttonOption.state = index.data(Qt::CheckStateRole).toInt() == Qt::Checked ? QStyle::State_On : QStyle::State_Off; 29 | 30 | // Calculate the rect for the checkbox and the text 31 | QRect checkBoxRect = QApplication::style()->subElementRect(QStyle::SE_CheckBoxIndicator, &buttonOption, nullptr); 32 | QRect textRect = adjustedOption.rect.adjusted(checkBoxRect.width() + 2, 0, 0, 0); // Adjust for spacing 33 | 34 | // Draw the checkbox and text 35 | QApplication::style()->drawControl(QStyle::CE_CheckBox, &buttonOption, painter); 36 | painter->drawText(textRect, Qt::AlignVCenter, index.data().toString()); 37 | } 38 | else { 39 | QStyledItemDelegate::paint(painter, adjustedOption, index); 40 | } 41 | } 42 | 43 | bool editorEvent(QEvent* event, QAbstractItemModel* model, const QStyleOptionViewItem& option, const QModelIndex& index) override { 44 | if (event->type() == QEvent::MouseButtonRelease) { 45 | QMouseEvent* mouseEvent = static_cast(event); 46 | if (mouseEvent->button() == Qt::LeftButton && index.column() == 0) { 47 | Qt::CheckState currentState = static_cast(index.data(Qt::CheckStateRole).toInt()); 48 | model->setData(index, currentState == Qt::Unchecked ? Qt::Checked : Qt::Unchecked, Qt::CheckStateRole); 49 | return true; 50 | } 51 | } 52 | return QStyledItemDelegate::editorEvent(event, model, option, index); 53 | } 54 | }; 55 | 56 | 57 | class NexusTree : public QTreeView 58 | { 59 | Q_OBJECT 60 | 61 | public: 62 | explicit NexusTree(QWidget* parent = nullptr); 63 | void reset_tree(); 64 | virtual void restore_tree(rapidjson::Document const& j) = 0; 65 | virtual rapidjson::Value to_json(rapidjson::Document::AllocatorType& allocator) const; 66 | QStandardItemModel* get_model() { return this->model; } 67 | 68 | protected: 69 | virtual void contextMenuEvent(QContextMenuEvent* event) override; 70 | virtual void create_new_item(const QModelIndex& parentIndex) = 0; 71 | void remove_item(const QModelIndex& parentIndex); 72 | 73 | QStandardItemModel* model; 74 | QStandardItem* root; 75 | 76 | public slots: 77 | void handle_new_item_action(); 78 | virtual void new_item_accepted(const QModelIndex& parentIndex, const QString& name); 79 | void remove_item_accepeted(const QModelIndex& index); 80 | 81 | signals: 82 | void remove_item_requested(const QString& name, const QModelIndex& parentIndex); 83 | }; 84 | 85 | 86 | class PortfolioTree : public NexusTree 87 | { 88 | Q_OBJECT 89 | 90 | public: 91 | explicit PortfolioTree(QWidget* parent, HydraPtr hydra); 92 | void restore_tree(rapidjson::Document const& j) override; 93 | void relink_tree(std::vector const& portfolios); 94 | void restore_strategies(QStandardItem* addedItem, QString portfolio_id); 95 | 96 | protected: 97 | void mouseDoubleClickEvent(QMouseEvent* event) override; 98 | 99 | private: 100 | /// 101 | /// Create a new Portfolio from params using the popup window 102 | /// 103 | /// 104 | virtual void create_new_item(const QModelIndex& parentIndex) override; 105 | 106 | /// 107 | /// Create a new strategy underneath a portfolio 108 | /// 109 | /// 110 | void create_new_strategy(const QModelIndex& parentIndex); 111 | 112 | 113 | /// 114 | /// Set the benchmark strategy for a portfolio 115 | /// 116 | /// 117 | void set_benchmark_strategy(const QModelIndex& parentIndex); 118 | 119 | /// 120 | /// Delete a new strategy underneath a portfolio 121 | /// 122 | /// 123 | void delete_strategy(const QModelIndex& parentIndex); 124 | 125 | /// 126 | /// Override context menu event to prevent nested portfolios 127 | /// 128 | /// 129 | void contextMenuEvent(QContextMenuEvent* event) override; 130 | 131 | /// 132 | /// Clear all elements from the tree except for the root 133 | /// 134 | void clear(); 135 | 136 | /// 137 | /// Parent hydra instance 138 | /// 139 | HydraPtr hydra; 140 | 141 | /// 142 | /// strategy toggle button delegate 143 | /// 144 | ToggleButtonDelegate toggleButtonDelegate; 145 | 146 | signals: 147 | void strategy_double_clicked(const QString& asset_id); 148 | void strategy_toggled(const QString& strategy_id, bool checked); 149 | void portfolio_double_clicked(const QString& portfolio_id); 150 | 151 | void new_item_requested(const QModelIndex& parentIndex, 152 | const QString& portfolio_id, 153 | const QString& starting_cash 154 | ); 155 | void new_strategy_requested(const QModelIndex& parentIndex, 156 | const QString& portfolio_id, 157 | const QString& strategy_id, 158 | const QString& starting_cash, 159 | AgisStrategyType strategy_type = AgisStrategyType::FLOW 160 | ); 161 | void strategy_remove_requested(const QModelIndex& parentIndex, 162 | const QString& strategy_id); 163 | 164 | 165 | public slots: 166 | void new_item_accepted(const QModelIndex& parentIndex, const QString& name) override; 167 | void strategy_remove_accepted(const QModelIndex& parentIndex, const QString& strategy_id); 168 | }; 169 | 170 | //============================================================================ 171 | class ExchangeTree : public NexusTree 172 | { 173 | Q_OBJECT 174 | 175 | public: 176 | explicit ExchangeTree(QWidget* parent, NexusEnv* nexus_env); 177 | void restore_tree(rapidjson::Document const& j) override; 178 | void restore_ids(QStandardItem* newItem, QString exchange_id); 179 | 180 | protected: 181 | void mouseDoubleClickEvent(QMouseEvent* event) override; 182 | 183 | private: 184 | /// 185 | /// Create a new exchange from params using the popup window 186 | /// 187 | /// 188 | virtual void create_new_item(const QModelIndex& parentIndex) override; 189 | 190 | /// 191 | /// Override context menu event method to prevent nested exchange 192 | /// 193 | /// 194 | void contextMenuEvent(QContextMenuEvent* event) override; 195 | 196 | /// 197 | /// Clear all elements from the tree except for the root 198 | /// 199 | void clear(); 200 | 201 | /// 202 | /// On double click of exchange allow for editing of params 203 | /// 204 | /// 205 | AgisResult edit_exchange_instance(QString const& exchange_id); 206 | 207 | /// 208 | /// On double click of exchanges allow for editing of params 209 | /// 210 | AgisResult edit_exchanges_instance(); 211 | 212 | /// 213 | /// Parent hydra instance 214 | /// 215 | HydraPtr hydra; 216 | 217 | /// 218 | /// Parent nexus env pointer 219 | /// 220 | NexusEnv* nexus_env; 221 | 222 | signals: 223 | void asset_double_click(const QString& asset_id); 224 | void new_item_requested(const QModelIndex& parentIndex, 225 | NewExchangePopup* popup 226 | ); 227 | 228 | public slots: 229 | void new_item_accepted(const QModelIndex& parentIndex, const QString& name) override; 230 | }; -------------------------------------------------------------------------------- /include/NexusWidgetFactory.h: -------------------------------------------------------------------------------- 1 | #pragma once 2 | 3 | #include "DockAreaWidget.h" 4 | #include "DockWidget.h" 5 | 6 | class MainWindow; 7 | 8 | class NexusWidgetFactory 9 | { 10 | public: 11 | NexusWidgetFactory(); 12 | ~NexusWidgetFactory(); 13 | 14 | static ads::CDockWidget* create_portfolios_widget(MainWindow* w); 15 | static ads::CDockWidget* create_exchanges_widget(MainWindow* w); 16 | static ads::CDockWidget* create_file_system_tree_widget(MainWindow* w); 17 | 18 | }; -------------------------------------------------------------------------------- /include/QScintillaEditor.h: -------------------------------------------------------------------------------- 1 | #pragma once 2 | /**************************************************************************** 3 | ** Copyright (C) 2020 Riverbank Computing Limited 4 | ** Copyright (C) 2016 The Qt Company Ltd. 5 | ** Contact: https://www.qt.io/licensing/ 6 | ** 7 | ** This file is part of the examples of the Qt Toolkit. 8 | ** 9 | ** $QT_BEGIN_LICENSE:BSD$ 10 | ** Commercial License Usage 11 | ** Licensees holding valid commercial Qt licenses may use this file in 12 | ** accordance with the commercial license agreement provided with the 13 | ** Software or, alternatively, in accordance with the terms contained in 14 | ** a written agreement between you and The Qt Company. For licensing terms 15 | ** and conditions see https://www.qt.io/terms-conditions. For further 16 | ** information use the contact form at https://www.qt.io/contact-us. 17 | ** 18 | ** BSD License Usage 19 | ** Alternatively, you may use this file under the terms of the BSD license 20 | ** as follows: 21 | ** 22 | ** "Redistribution and use in source and binary forms, with or without 23 | ** modification, are permitted provided that the following conditions are 24 | ** met: 25 | ** * Redistributions of source code must retain the above copyright 26 | ** notice, this list of conditions and the following disclaimer. 27 | ** * Redistributions in binary form must reproduce the above copyright 28 | ** notice, this list of conditions and the following disclaimer in 29 | ** the documentation and/or other materials provided with the 30 | ** distribution. 31 | ** * Neither the name of The Qt Company Ltd nor the names of its 32 | ** contributors may be used to endorse or promote products derived 33 | ** from this software without specific prior written permission. 34 | ** 35 | ** 36 | ** THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS 37 | ** "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT 38 | ** LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR 39 | ** A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT 40 | ** OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, 41 | ** SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT 42 | ** LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, 43 | ** DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY 44 | ** THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT 45 | ** (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE 46 | ** OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE." 47 | ** 48 | ** $QT_END_LICENSE$ 49 | ****************************************************************************/ 50 | 51 | #pragma once 52 | 53 | #include 54 | #include 55 | #include "DockWidget.h" 56 | 57 | 58 | 59 | class QAction; 60 | class QMenu; 61 | class QsciScintilla; 62 | class AgisLuaStrategy; 63 | class NexusEnv; 64 | 65 | 66 | class QScintillaEditor : public QMainWindow 67 | { 68 | Q_OBJECT 69 | 70 | public: 71 | QScintillaEditor(ads::CDockWidget* DockWidget); 72 | void loadFile(const QString& fileName); 73 | 74 | QString get_file_name() const { return curFile; } 75 | int get_id() const { return this->DockWidget->get_id(); } 76 | bool maybeSave(); 77 | 78 | void load_lua_strategy(AgisLuaStrategy* strategy_) { this->strategy = strategy_; } 79 | static void set_nexus_env(NexusEnv* nexus_env_) { QScintillaEditor::nexus_env = nexus_env_; } 80 | protected: 81 | void closeEvent(QCloseEvent* event); 82 | 83 | private slots: 84 | void newFile(); 85 | void open(); 86 | bool save(); 87 | bool saveAs(); 88 | void about(); 89 | void documentWasModified(); 90 | 91 | private: 92 | void createActions(); 93 | void createMenus(); 94 | void createToolBars(); 95 | void createStatusBar(); 96 | void readSettings(); 97 | void writeSettings(); 98 | 99 | void set_current_strategy(const QString& fileName); 100 | 101 | 102 | bool saveFile(const QString& fileName); 103 | void setCurrentFile(const QString& fileName); 104 | QString strippedName(const QString& fullFileName); 105 | 106 | ads::CDockWidget* DockWidget; 107 | QsciScintilla* textEdit; 108 | QString curFile; 109 | 110 | QMenu* fileMenu; 111 | QMenu* editMenu; 112 | QMenu* helpMenu; 113 | QToolBar* fileToolBar; 114 | QToolBar* editToolBar; 115 | QAction* newAct; 116 | QAction* openAct; 117 | QAction* saveAct; 118 | QAction* saveAsAct; 119 | QAction* exitAct; 120 | QAction* cutAct; 121 | QAction* copyAct; 122 | QAction* pasteAct; 123 | QAction* aboutAct; 124 | QAction* aboutQtAct; 125 | 126 | static NexusEnv* nexus_env; 127 | std::optional strategy = std::nullopt; 128 | }; -------------------------------------------------------------------------------- /include/QTerminal.h: -------------------------------------------------------------------------------- 1 | #pragma once 2 | 3 | #ifndef QTERMINAL_H 4 | #define QTERMINAL_H 5 | 6 | #include 7 | #include 8 | #include 9 | #include 10 | #include 11 | #include 12 | #include 13 | #include 14 | #include 15 | #include 16 | 17 | 18 | //#include "resource-manager.h" 19 | 20 | class QTerminal : public QWidget 21 | { 22 | Q_OBJECT 23 | 24 | public: 25 | 26 | static QTerminal* create(QWidget* xparent = nullptr); 27 | 28 | static QList default_colors(void); 29 | 30 | static QStringList color_names(void); 31 | 32 | virtual ~QTerminal(void) = default; 33 | 34 | virtual void setTerminalFont(const QFont& font) = 0; 35 | 36 | virtual void setSize(int h, int v) = 0; 37 | 38 | virtual void sendText(const QString& text) = 0; 39 | 40 | virtual QString selectedText() = 0; 41 | 42 | virtual void has_extra_interrupt(bool extra) = 0; 43 | 44 | virtual QList get_hotspot_actions(const QPoint&) 45 | { 46 | return QList(); 47 | } 48 | 49 | enum CursorType 50 | { 51 | UnderlineCursor, 52 | BlockCursor, 53 | IBeamCursor 54 | }; 55 | 56 | virtual void setCursorType(CursorType type, bool blinking) 57 | { 58 | // Provide empty default impl in order to avoid conflicts with the 59 | // win impl. 60 | 61 | Q_UNUSED(type); 62 | Q_UNUSED(blinking); 63 | } 64 | 65 | virtual void setBackgroundColor(const QColor& color) = 0; 66 | 67 | virtual void setForegroundColor(const QColor& color) = 0; 68 | 69 | virtual void setSelectionColor(const QColor& color) = 0; 70 | 71 | virtual void setCursorColor(bool useForegroundColor, 72 | const QColor& color) = 0; 73 | 74 | virtual void setScrollBufferSize(int value = 1000) = 0; 75 | 76 | signals: 77 | 78 | void report_status_message(const QString&); 79 | 80 | void interrupt_signal(void); 81 | 82 | void edit_mfile_request(const QString&, int); 83 | 84 | void execute_command_in_terminal_signal(const QString&); 85 | 86 | public slots: 87 | 88 | virtual void copyClipboard(void) = 0; 89 | 90 | virtual void pasteClipboard(void) = 0; 91 | 92 | virtual void selectAll(void) = 0; 93 | 94 | virtual void handleCustomContextMenuRequested(const QPoint& at); 95 | 96 | void notice_settings(const QSettings* settings); 97 | 98 | virtual void init_terminal_size(void) { } 99 | 100 | void terminal_interrupt(void) { emit interrupt_signal(); } 101 | 102 | void set_global_shortcuts(bool focus_out); 103 | 104 | void run_selection(void); 105 | 106 | void edit_file(void); 107 | 108 | virtual void handle_visibility_changed(bool) { }; 109 | 110 | protected: 111 | 112 | QTerminal(QWidget* xparent = nullptr) : QWidget(xparent) 113 | { 114 | // context menu 115 | setContextMenuPolicy(Qt::CustomContextMenu); 116 | 117 | _contextMenu = new QMenu(this); 118 | 119 | //_copy_action = _contextMenu->addAction 120 | //(octave::resource_manager::icon("edit-copy"), 121 | // tr("Copy"), this, SLOT(copyClipboard())); 122 | 123 | //_paste_action = _contextMenu->addAction 124 | //(octave::resource_manager::icon("edit-paste"), 125 | // tr("Paste"), this, SLOT(pasteClipboard())); 126 | 127 | _contextMenu->addSeparator(); 128 | 129 | _selectall_action = _contextMenu->addAction( 130 | tr("Select All"), this, SLOT(selectAll())); 131 | 132 | _run_selection_action = _contextMenu->addAction( 133 | tr("Run Selection"), this, SLOT(run_selection())); 134 | 135 | _edit_action = _contextMenu->addAction( 136 | tr(""), this, SLOT(edit_file())); 137 | 138 | _contextMenu->addSeparator(); 139 | 140 | _contextMenu->addAction(tr("Clear Window"), parent(), 141 | SLOT(handle_clear_command_window_request())); 142 | 143 | connect(this, SIGNAL(customContextMenuRequested(QPoint)), 144 | this, SLOT(handleCustomContextMenuRequested(QPoint))); 145 | 146 | connect(this, SIGNAL(report_status_message(const QString&)), 147 | xparent, SLOT(report_status_message(const QString&))); 148 | 149 | connect(this, SIGNAL(edit_mfile_request(const QString&, int)), 150 | xparent, SLOT(edit_mfile(const QString&, int))); 151 | 152 | connect(this, SIGNAL(execute_command_in_terminal_signal(const QString&)), 153 | xparent, SLOT(execute_command_in_terminal(const QString&))); 154 | 155 | connect(xparent, SIGNAL(settings_changed(const QSettings*)), 156 | this, SLOT(notice_settings(const QSettings*))); 157 | 158 | connect(xparent, SIGNAL(init_terminal_size_signal()), 159 | this, SLOT(init_terminal_size())); 160 | 161 | connect(xparent, SIGNAL(copyClipboard_signal()), 162 | this, SLOT(copyClipboard())); 163 | 164 | connect(xparent, SIGNAL(pasteClipboard_signal()), 165 | this, SLOT(pasteClipboard())); 166 | 167 | connect(xparent, SIGNAL(selectAll_signal()), 168 | this, SLOT(selectAll())); 169 | 170 | // extra interrupt action 171 | _interrupt_action = new QAction(this); 172 | addAction(_interrupt_action); 173 | 174 | _interrupt_action->setShortcut( 175 | QKeySequence(Qt::ControlModifier + Qt::Key_C)); 176 | 177 | connect(_interrupt_action, SIGNAL(triggered()), 178 | this, SLOT(terminal_interrupt())); 179 | 180 | // dummy (nop) action catching Ctrl-D in terminal, no connection 181 | _nop_action = new QAction(this); 182 | addAction(_nop_action); 183 | 184 | _nop_action->setShortcut( 185 | QKeySequence(Qt::ControlModifier + Qt::Key_D)); 186 | } 187 | 188 | private: 189 | 190 | QMenu* _contextMenu; 191 | QAction* _copy_action; 192 | QAction* _paste_action; 193 | QAction* _selectall_action; 194 | QAction* _edit_action; 195 | QAction* _run_selection_action; 196 | 197 | QAction* _interrupt_action; 198 | QAction* _nop_action; 199 | }; 200 | 201 | #endif // QTERMINAL_H -------------------------------------------------------------------------------- /include/QTerminalImpl.h: -------------------------------------------------------------------------------- 1 | 2 | #ifndef __QConsole_h__ 3 | #define __QConsole_h__ 1 4 | 5 | #include 6 | #include 7 | 8 | ////////////////////////////////////////////////////////////////////////////// 9 | 10 | class QConsoleColors : public QMap 11 | { 12 | public: 13 | QConsoleColors(void); 14 | }; 15 | 16 | 17 | #include 18 | #include "QTerminal.h" 19 | 20 | class QFocusEvent; 21 | class QKeyEvent; 22 | class QPainter; 23 | class QPaintEvent; 24 | class QResizeEvent; 25 | class QWheelEvent; 26 | class QPoint; 27 | class QDragEnterEvent; 28 | class QDropEvent; 29 | 30 | class QConsolePrivate; 31 | class QConsoleThread; 32 | class QConsoleView; 33 | 34 | ////////////////////////////////////////////////////////////////////////////// 35 | 36 | class QWinTerminalImpl : public QTerminal 37 | { 38 | Q_OBJECT 39 | friend class QConsolePrivate; 40 | friend class QConsoleThread; 41 | friend class QConsoleView; 42 | 43 | public: 44 | QWinTerminalImpl(QWidget* parent = 0); 45 | QWinTerminalImpl(const QString& cmd, QWidget* parent = 0); 46 | ~QWinTerminalImpl(void); 47 | 48 | void setTerminalFont(const QFont& font); 49 | void setSize(int columns, int lines); 50 | void sendText(const QString& s); 51 | void setCursorType(CursorType type, bool blinking); 52 | 53 | void setBackgroundColor(const QColor& color); 54 | void setForegroundColor(const QColor& color); 55 | void setSelectionColor(const QColor& color); 56 | void setCursorColor(bool useForegoundColor, const QColor& color); 57 | void setScrollBufferSize(int value); 58 | 59 | QString selectedText(); 60 | 61 | void has_extra_interrupt(bool); 62 | 63 | public slots: 64 | void copyClipboard(void); 65 | void pasteClipboard(void); 66 | void selectAll(void); 67 | void blinkCursorEvent(void); 68 | void init_terminal_size(void); 69 | 70 | signals: 71 | void terminated(void); 72 | void titleChanged(const QString&); 73 | void set_global_shortcuts_signal(bool); 74 | void set_screen_size_signal(int, int); 75 | 76 | protected: 77 | void viewPaintEvent(QConsoleView*, QPaintEvent*); 78 | void setBlinkingCursor(bool blink); 79 | void setBlinkingCursorState(bool blink); 80 | void viewResizeEvent(QConsoleView*, QResizeEvent*); 81 | void wheelEvent(QWheelEvent*); 82 | void focusInEvent(QFocusEvent*); 83 | void focusOutEvent(QFocusEvent*); 84 | void keyPressEvent(QKeyEvent*); 85 | virtual void start(void); 86 | void mouseMoveEvent(QMouseEvent* event); 87 | void mousePressEvent(QMouseEvent* event); 88 | void mouseReleaseEvent(QMouseEvent* event); 89 | void mouseDoubleClickEvent(QMouseEvent* event); 90 | void mouseTripleClickEvent(QMouseEvent* event); 91 | 92 | bool eventFilter(QObject* obj, QEvent* ev); 93 | 94 | void dragEnterEvent(QDragEnterEvent* event); 95 | void dropEvent(QDropEvent* event); 96 | 97 | private slots: 98 | void horizontalScrollValueChanged(int value); 99 | void verticalScrollValueChanged(int value); 100 | void monitorConsole(void); 101 | void updateSelection(void); 102 | void tripleClickTimeout(void); 103 | 104 | private: 105 | QConsolePrivate* d; 106 | bool allowTripleClick; 107 | bool _extra_interrupt; 108 | }; 109 | 110 | ////////////////////////////////////////////////////////////////////////////// 111 | 112 | #endif // __QConsole_h__ -------------------------------------------------------------------------------- /src/NexusBroker.cpp: -------------------------------------------------------------------------------- 1 | #pragma once 2 | #include "NexusPch.h" 3 | #include "NexusBroker.h" 4 | #include "ui_NexusBroker.h" 5 | 6 | NexusBroker::NexusBroker( 7 | NexusEnv const* nexus_env_, 8 | ads::CDockWidget* DockWidget_, 9 | QWidget* parent_) : 10 | QMainWindow(parent_), 11 | nexus_env(nexus_env_), 12 | ui(new Ui::NexusBroker), 13 | DockWidget(DockWidget_) 14 | { 15 | } -------------------------------------------------------------------------------- /src/NexusDockManager.cpp: -------------------------------------------------------------------------------- 1 | 2 | #include "DockAreaWidget.h" 3 | #include "NexusDockManager.h" 4 | #include "MainWindow.h" 5 | #include "DockWidget.h" 6 | #include "NexusPortfolio.h" 7 | 8 | NexusDockManager::NexusDockManager(MainWindow* main_window_, QWidget* parent) : 9 | main_window(main_window_), 10 | ads::CDockManager(parent) 11 | { 12 | } 13 | 14 | Document NexusDockManager::save_widgets() 15 | { 16 | Document widgets; 17 | widgets.SetObject(); // Create a JSON object to store the data. 18 | 19 | auto& allocator = widgets.GetAllocator(); 20 | for (auto const& dock_widget : this->get_widgets()) 21 | { 22 | rapidjson::Value widget(rapidjson::kObjectType); 23 | widget.AddMember("widget_id", dock_widget->get_id(), allocator); 24 | 25 | // Add widget_type as a member 26 | rapidjson::Value widgetTypeValue; 27 | widgetTypeValue.SetUint64(static_cast(dock_widget->get_widget_type())); 28 | widget.AddMember("widget_type", widgetTypeValue, allocator); 29 | 30 | if (dock_widget->get_widget_type() == WidgetType::Asset) 31 | { 32 | auto child = dock_widget->widget(); 33 | NexusAsset* asset_child = static_cast(child); 34 | widget.AddMember("asset_id", rapidjson::Value(asset_child->get_asset_id().c_str(), allocator), allocator); 35 | 36 | rapidjson::Value plottedGraphs(rapidjson::kArrayType); 37 | const std::vector graphs = asset_child->get_plotted_graphs(); 38 | for (const std::string& graph : graphs) 39 | { 40 | rapidjson::Value graphValue(graph.c_str(), allocator); 41 | plottedGraphs.PushBack(graphValue, allocator); 42 | } 43 | widget.AddMember("plotted_graphs", plottedGraphs, allocator); 44 | } 45 | else if (dock_widget->get_widget_type() == WidgetType::NodeEditor) 46 | { 47 | auto child = dock_widget->widget(); 48 | NexusNodeEditor* asset_child = static_cast(child); 49 | asset_child->__save(); 50 | widget.AddMember("strategy_id", rapidjson::Value(asset_child->get_strategy_id().c_str(), allocator), allocator); 51 | 52 | } 53 | else if (dock_widget->get_widget_type() == WidgetType::Portfolio) 54 | { 55 | auto child = dock_widget->widget(); 56 | NexusPortfolio* p = static_cast(child); 57 | widget.AddMember("portfolio_id", rapidjson::Value(p->get_portfolio_id().c_str(), allocator), allocator); 58 | 59 | auto graphs = p->get_plotted_graphs(); 60 | if (graphs.size() > 0) { 61 | rapidjson::Value plottedGraphs(rapidjson::kArrayType); 62 | for (const std::string& graph : graphs) 63 | { 64 | rapidjson::Value graphValue(graph.c_str(), allocator); 65 | plottedGraphs.PushBack(graphValue, allocator); 66 | } 67 | widget.AddMember("plotted_graphs", plottedGraphs, allocator); 68 | } 69 | } 70 | 71 | // Use dock_widget's objectName() as the key 72 | rapidjson::Value key(dock_widget->objectName().toStdString().c_str(), allocator); 73 | 74 | // Add the widget object with the custom key to the main JSON object 75 | widgets.AddMember(key.Move(), widget, allocator); 76 | } 77 | return widgets; 78 | } 79 | 80 | void NexusDockManager::restore_widgets(Document const& j) 81 | { 82 | auto const& widgets = j["widgets"]; 83 | 84 | // Store the exchange items in a vector for parallel processing 85 | int max_widget_id = -1; 86 | size_t widget_id = 0; 87 | for (rapidjson::Value::ConstMemberIterator itr = widgets.MemberBegin(); itr != widgets.MemberEnd(); ++itr) { 88 | //auto widget_id_str = itr->name.GetString(); 89 | //auto widget_id = static_cast(std::stoi(widget_id_str)); 90 | const rapidjson::Value& widget_json = itr->value; // Get the value 91 | 92 | size_t widget_type_uint = widget_json["widget_type"].GetUint64(); 93 | WidgetType widget_type = static_cast(widget_type_uint); 94 | 95 | ads::CDockWidget* widget = nullptr; 96 | switch (widget_type) { 97 | case WidgetType::Editor:{ 98 | widget = this->main_window->create_editor_widget(); 99 | break; 100 | } 101 | case WidgetType::Asset: { 102 | auto asset_id = QString::fromStdString(widget_json["asset_id"].GetString()); 103 | widget = this->main_window->create_asset_widget(asset_id); 104 | 105 | std::vector plots; 106 | if (widget_json.HasMember("plotted_graphs") && widget_json["plotted_graphs"].IsArray()) { 107 | const rapidjson::Value& plottedGraphsArray = widget_json["plotted_graphs"]; 108 | 109 | for (rapidjson::SizeType i = 0; i < plottedGraphsArray.Size(); i++) { 110 | if (plottedGraphsArray[i].IsString()) { 111 | plots.push_back(plottedGraphsArray[i].GetString()); 112 | } 113 | } 114 | } 115 | 116 | auto child = widget->widget(); 117 | NexusAsset* asset_child = static_cast(child); 118 | asset_child->set_plotted_graphs(plots); 119 | break; 120 | } 121 | case WidgetType::NodeEditor:{ 122 | auto strategy_id = QString::fromStdString(widget_json["strategy_id"].GetString()); 123 | widget = this->main_window->create_node_editor_widget(strategy_id); 124 | break; 125 | } 126 | case WidgetType::Portfolio: { 127 | auto portfolio_id = QString::fromStdString(widget_json["portfolio_id"].GetString()); 128 | widget = this->main_window->create_portfolio_widget(portfolio_id); 129 | break; 130 | } 131 | case WidgetType::Exchanges: { 132 | break; 133 | } 134 | case WidgetType::FileTree: { 135 | break; 136 | } 137 | } 138 | if (widget_id > max_widget_id) max_widget_id = widget_id; 139 | 140 | if (!widget) { continue; } 141 | widget->set_id(widget_id); 142 | widget->set_widget_type(widget_type); 143 | this->addDockWidget(ads::TopDockWidgetArea, widget); 144 | widget_id++; 145 | } 146 | ads::CDockWidget::counter = max_widget_id + 1; 147 | } -------------------------------------------------------------------------------- /src/NexusNodeWidget.cpp: -------------------------------------------------------------------------------- 1 | #pragma once 2 | 3 | #include "NexusNodeModel.h" 4 | #include "NexusNodeWidget.h" 5 | #include "ExchangeMap.h" 6 | 7 | 8 | //============================================================================ 9 | ExchangeNode::ExchangeNode( 10 | HydraPtr hydra_, 11 | QWidget* parent_) 12 | : QWidget(parent_) 13 | , hydra(hydra_) 14 | , layout(nullptr) 15 | { 16 | setSizePolicy(QSizePolicy::Policy::Minimum, QSizePolicy::Policy::Minimum); 17 | 18 | this->layout = new QHBoxLayout(this); 19 | 20 | this->exchange_id = new QComboBox(); 21 | auto& exchanges = this->hydra->get_exchanges(); 22 | auto exchange_ids = exchanges.get_exchange_ids(); 23 | for (const auto& item : exchange_ids) { 24 | // Convert each std::string to QString before adding to the QComboBox 25 | exchange_id->addItem(QString::fromStdString(item)); 26 | } 27 | 28 | QLabel* label = new QLabel("Exchange ID: "); 29 | layout->addWidget(label); 30 | layout->addWidget(exchange_id); 31 | this->setFixedSize(layout->sizeHint()); 32 | } 33 | 34 | 35 | //============================================================================ 36 | TradeExitNode::TradeExitNode( 37 | QWidget* parent_) 38 | : QWidget(parent_) 39 | , layout(nullptr) 40 | { 41 | setSizePolicy(QSizePolicy::Policy::Minimum, QSizePolicy::Policy::Minimum); 42 | 43 | this->layout = new QVBoxLayout(this); 44 | 45 | QHBoxLayout* row_layout = new QHBoxLayout(this); 46 | this->exit_type = new QComboBox(); 47 | for (const auto& item : agis_trade_exit_strings) { 48 | // Convert each std::string to QString before adding to the QComboBox 49 | this->exit_type->addItem(QString::fromStdString(item)); 50 | } 51 | QLabel* label = new QLabel("Exit Type: "); 52 | row_layout->addWidget(label); 53 | row_layout->addWidget(this->exit_type); 54 | this->layout->addLayout(row_layout); 55 | 56 | row_layout = new QHBoxLayout(this); 57 | this->extra_param = new QLineEdit(this); 58 | label = new QLabel("Extra Param: "); 59 | row_layout->addWidget(label); 60 | row_layout->addWidget(this->extra_param); 61 | this->layout->addLayout(row_layout); 62 | 63 | this->setFixedSize(layout->sizeHint()); 64 | } 65 | 66 | 67 | //============================================================================ 68 | AssetLambdaNode::AssetLambdaNode( 69 | QWidget* parent_) 70 | : QWidget(parent_) 71 | , layout(nullptr) 72 | { 73 | setSizePolicy(QSizePolicy::Policy::Minimum, QSizePolicy::Policy::Minimum); 74 | 75 | this->layout = new QVBoxLayout(this); 76 | 77 | // column type 78 | QHBoxLayout* name_layout = new QHBoxLayout(this); 79 | QLabel* name_label = new QLabel("Column: "); 80 | this->column = new QLineEdit(this); 81 | name_layout->addWidget(name_label); 82 | name_layout->addWidget(this->column); 83 | layout->addLayout(name_layout); 84 | 85 | // row value 86 | QHBoxLayout* row_layout = new QHBoxLayout(this); 87 | QLabel* row_label = new QLabel("Row: "); 88 | this->row = new QSpinBox(this); 89 | this->row->setMinimum(-1e6); // Set the minimum value to the minimum possible integer value (most negative value) 90 | this->row->setMaximum(0); // Set the maximum value to 0 91 | row_layout->addWidget(row_label); 92 | row_layout->addWidget(this->row); 93 | layout->addLayout(row_layout); 94 | 95 | // operation type 96 | QHBoxLayout* rowLayout = new QHBoxLayout(this); 97 | this->opperation = new QComboBox(); 98 | for (const auto& item : agis_function_strings) { 99 | opperation->addItem(QString::fromStdString(item)); 100 | } 101 | QLabel* label = new QLabel("Operation: "); 102 | rowLayout->addWidget(label); 103 | rowLayout->addWidget(this->opperation); 104 | layout->addLayout(rowLayout); 105 | 106 | // optional filter 107 | QHBoxLayout* filter_layout = new QHBoxLayout(this); 108 | QLabel* filter_label = new QLabel("Filter Range: "); 109 | this->filter = new QLineEdit(this); 110 | filter_layout->addWidget(filter_label); 111 | filter_layout->addWidget(this->filter); 112 | layout->addLayout(filter_layout); 113 | 114 | 115 | this->setFixedSize(layout->sizeHint()); 116 | } 117 | 118 | 119 | //============================================================================ 120 | ExchangeViewNode::ExchangeViewNode( 121 | QWidget* parent_) 122 | : QWidget(parent_) 123 | , layout(nullptr) 124 | { 125 | setSizePolicy(QSizePolicy::Policy::Minimum, QSizePolicy::Policy::Minimum); 126 | 127 | this->layout = new QVBoxLayout(this); 128 | 129 | // operation type 130 | QHBoxLayout* row_layout = new QHBoxLayout(this); 131 | this->query_type = new QComboBox(); 132 | for (const auto& item : agis_query_strings) { 133 | query_type->addItem(QString::fromStdString(item)); 134 | } 135 | QLabel* label = new QLabel("Query Type: "); 136 | row_layout->addWidget(label); 137 | row_layout->addWidget(this->query_type); 138 | layout->addLayout(row_layout); 139 | 140 | // row value 141 | row_layout = new QHBoxLayout(this); 142 | QLabel* row_label = new QLabel("Count: "); 143 | this->N = new QSpinBox(this); 144 | this->N->setMinimum(1); // Set the minimum value to the minimum possible integer value (most negative value) 145 | this->N->setMaximum(1e5); 146 | row_layout->addWidget(row_label); 147 | row_layout->addWidget(this->N); 148 | layout->addLayout(row_layout); 149 | 150 | this->setFixedSize(layout->sizeHint()); 151 | } 152 | 153 | 154 | //============================================================================ 155 | void StrategyAllocationNode::update_ev_opp_param_state() { 156 | auto val = this->ev_opp_type->currentText().toStdString(); 157 | bool isEnabled = (val == "CONDITIONAL_SPLIT" || val == "CONSTANT"); 158 | this->ev_opp_param->setEnabled(isEnabled); 159 | } 160 | 161 | 162 | //============================================================================ 163 | StrategyAllocationNode::StrategyAllocationNode( 164 | QWidget* parent_) 165 | : QWidget(parent_) 166 | , layout(nullptr) 167 | { 168 | setSizePolicy(QSizePolicy::Policy::Minimum, QSizePolicy::Policy::Minimum); 169 | 170 | this->layout = new QVBoxLayout(this); 171 | 172 | // Allocation type 173 | QHBoxLayout* row_layout = new QHBoxLayout(this); 174 | this->alloc_type = new QComboBox(); 175 | for (const auto& item : agis_strat_alloc_strings) { 176 | this->alloc_type->addItem(QString::fromStdString(item)); 177 | } 178 | QLabel* label = new QLabel("Alloc Type: "); 179 | row_layout->addWidget(label); 180 | row_layout->addWidget(this->alloc_type); 181 | layout->addLayout(row_layout); 182 | 183 | // function to generate weights from the view 184 | row_layout = new QHBoxLayout(this); 185 | this->ev_opp_type = new QComboBox(); 186 | for (const auto& item : exchange_view_opps) { 187 | this->ev_opp_type->addItem(QString::fromStdString(item)); 188 | } 189 | connect(this->ev_opp_type, QOverload::of(&QComboBox::currentIndexChanged), 190 | this, &StrategyAllocationNode::update_ev_opp_param_state); 191 | label = new QLabel("Ev Opp Type: "); 192 | row_layout->addWidget(label); 193 | row_layout->addWidget(this->ev_opp_type); 194 | layout->addLayout(row_layout); 195 | 196 | // EV Opp Param 197 | row_layout = new QHBoxLayout(this); 198 | QLabel* row_label = new QLabel("EV Opp Param: "); 199 | this->ev_opp_param = new QLineEdit(this); 200 | QDoubleValidator* validator = new QDoubleValidator(); 201 | this->ev_opp_param->setValidator(validator); 202 | this->ev_opp_param->setEnabled(false); 203 | row_layout->addWidget(row_label); 204 | row_layout->addWidget(this->ev_opp_param); 205 | 206 | layout->addLayout(row_layout); 207 | 208 | // row value 209 | row_layout = new QHBoxLayout(this); 210 | row_label = new QLabel("Epsilon: "); 211 | this->epsilon = new QLineEdit(this); 212 | validator = new QDoubleValidator(-1.0, 1.0, 3, epsilon); // 2 decimal places 213 | this->epsilon->setValidator(validator); 214 | this->epsilon->setText(".01"); 215 | row_layout->addWidget(row_label); 216 | row_layout->addWidget(this->epsilon); 217 | layout->addLayout(row_layout); 218 | 219 | // target leverage 220 | row_layout = new QHBoxLayout(this); 221 | row_label = new QLabel("Target Lev: "); 222 | this->target_leverage = new QLineEdit(this); 223 | validator = new QDoubleValidator(-10.0, 10.0, 2, target_leverage); // 2 decimal places 224 | this->target_leverage->setValidator(validator); 225 | this->target_leverage->setText("1.00"); 226 | row_layout->addWidget(row_label); 227 | row_layout->addWidget(this->target_leverage); 228 | layout->addLayout(row_layout); 229 | 230 | row_layout = new QHBoxLayout(this); 231 | this->clear_missing = new QCheckBox("Clear Missing: "); 232 | this->clear_missing->setChecked(true); 233 | layout->addWidget(this->clear_missing); 234 | layout->addLayout(row_layout); 235 | 236 | 237 | this->setFixedSize(layout->sizeHint()); 238 | } 239 | -------------------------------------------------------------------------------- /src/NexusWidgetFactory.cpp: -------------------------------------------------------------------------------- 1 | 2 | #include "NexusWidgetFactory.h" 3 | #include "MainWindow.h" 4 | 5 | 6 | //============================================================================ 7 | NexusWidgetFactory::NexusWidgetFactory() 8 | { 9 | } 10 | 11 | 12 | //============================================================================ 13 | NexusWidgetFactory::~NexusWidgetFactory() 14 | { 15 | } 16 | 17 | 18 | //============================================================================ 19 | ads::CDockWidget* NexusWidgetFactory::create_portfolios_widget(MainWindow* window) 20 | { 21 | PortfolioTree* w = new PortfolioTree(window, window->nexus_env.get_hydra()); 22 | window->nexus_env.new_tree(w); 23 | window->portfolio_tree = w; 24 | 25 | // Signal that requests new strategy 26 | QObject::connect( 27 | w, 28 | SIGNAL(new_strategy_requested(QModelIndex, QString, QString, QString, AgisStrategyType)), 29 | window, 30 | SLOT(window->on_new_strategy_requested(QModelIndex, QString, QString, QString, AgisStrategyType)) 31 | ); 32 | // Signal that requests to remove a strategy 33 | QObject::connect( 34 | w, 35 | SIGNAL(strategy_remove_requested(QModelIndex, QString)), 36 | window, 37 | SLOT(window->on_strategy_remove_requested(QModelIndex, QString)) 38 | ); 39 | // Signal to request removal of portfolio 40 | QObject::connect( 41 | w, 42 | SIGNAL(remove_item_requested(QString, QModelIndex)), 43 | window, 44 | SLOT(window->on_remove_portfolio_request(QString, QModelIndex)) 45 | ); 46 | // Signal that requests new portfolio 47 | QObject::connect( 48 | w, 49 | SIGNAL(new_item_requested(QModelIndex, QString, QString)), 50 | window, 51 | SLOT(window->on_new_portfolio_request(QModelIndex, QString, QString)) 52 | ); 53 | // Signal that accepets new strategy 54 | QObject::connect( 55 | window, 56 | SIGNAL(window->new_strategy_accepeted(QModelIndex, QString)), 57 | w, 58 | SLOT(new_item_accepted(QModelIndex, QString)) 59 | ); 60 | // Signal to accept new portfolio 61 | QObject::connect( 62 | window, 63 | SIGNAL(window->new_portfolio_accepeted(QModelIndex, QString)), 64 | w, 65 | SLOT(new_item_accepted(QModelIndex, QString)) 66 | ); 67 | // Signal to accept removal of portfolio 68 | QObject::connect( 69 | window, 70 | SIGNAL(window->remove_portfolio_accepted(QModelIndex)), 71 | w, 72 | SLOT(remove_item_accepeted(QModelIndex)) 73 | ); 74 | // Signal that accepts to remove a strategy 75 | QObject::connect( 76 | window, 77 | SIGNAL(window->remove_strategy_accepted(QModelIndex)), 78 | w, 79 | SLOT(remove_item_accepeted(QModelIndex)) 80 | ); 81 | // Signal to create new node editor window 82 | QObject::connect( 83 | w, 84 | SIGNAL(strategy_double_clicked(QString)), 85 | window, 86 | SLOT(window->on_new_node_editor_request(QString)) 87 | ); 88 | // Signal to create new portfolio window 89 | QObject::connect( 90 | w, 91 | SIGNAL(portfolio_double_clicked(QString)), 92 | window, 93 | SLOT(window->on_new_portfolio_window_request(QString)) 94 | ); 95 | // Signal to toggle strategy 96 | QObject::connect( 97 | w, 98 | SIGNAL(strategy_toggled(QString, bool)), 99 | window, 100 | SLOT(window->on_strategy_toggle(QString, bool)) 101 | ); 102 | 103 | ads::CDockWidget* DockWidget = new ads::CDockWidget(QString("Portfolios") 104 | .arg(0)); 105 | w->setFocusPolicy(Qt::NoFocus); 106 | DockWidget->setWidget(w); 107 | DockWidget->setIcon(svgIcon("./images/piechart.png")); 108 | 109 | DockWidget->set_widget_type(WidgetType::Portfolios); 110 | return DockWidget; 111 | } 112 | 113 | 114 | //============================================================================ 115 | ads::CDockWidget* NexusWidgetFactory::create_exchanges_widget(MainWindow* window) 116 | { 117 | ExchangeTree* w = new ExchangeTree(window, &window->nexus_env); 118 | window->nexus_env.new_tree(w); 119 | window->exchange_tree = w; 120 | 121 | // Signal that requests new exchanges 122 | QObject::connect( 123 | w, 124 | SIGNAL(new_item_requested(QModelIndex, NewExchangePopup*)), 125 | window, 126 | SLOT(on_new_exchange_request(QModelIndex, NewExchangePopup*)) 127 | ); 128 | 129 | // Signal to accept new exchanges 130 | QObject::connect( 131 | window, 132 | SIGNAL(new_exchange_accepted(QModelIndex, QString)), 133 | w, 134 | SLOT(new_item_accepted(QModelIndex, QString)) 135 | ); 136 | 137 | // Signal to request removal of exchange 138 | QObject::connect( 139 | w, 140 | SIGNAL(remove_item_requested(QString, QModelIndex)), 141 | window, 142 | SLOT(on_remove_exchange_request(QString, QModelIndex)) 143 | ); 144 | 145 | // Signal to accept removal of exchange 146 | QObject::connect( 147 | window, 148 | SIGNAL(remove_exchange_accepted(QModelIndex)), 149 | w, 150 | SLOT(remove_item_accepted(QModelIndex)) 151 | ); 152 | 153 | // Signal to create a new asset window 154 | QObject::connect( 155 | w, 156 | SIGNAL(asset_double_click(QString)), 157 | window, 158 | SLOT(on_new_asset_window_request(QString)) 159 | ); 160 | 161 | ads::CDockWidget* DockWidget = new ads::CDockWidget(QString("Exchanges") 162 | .arg(0)); 163 | DockWidget->setWidget(w); 164 | DockWidget->setIcon(svgIcon("./images/exchange.png")); 165 | DockWidget->set_widget_type(WidgetType::Exchanges); 166 | 167 | w->setFocusPolicy(Qt::NoFocus); 168 | return DockWidget; 169 | } 170 | 171 | 172 | //============================================================================ 173 | ads::CDockWidget* NexusWidgetFactory::create_file_system_tree_widget(MainWindow* window) 174 | { 175 | QTreeView* w = new QTreeView(); 176 | w->setFrameShape(QFrame::NoFrame); 177 | QFileSystemModel* m = new QFileSystemModel(w); 178 | m->setRootPath(QDir::currentPath()); 179 | w->setModel(m); 180 | w->setRootIndex(m->index(QDir::currentPath())); 181 | 182 | ads::CDockWidget* DockWidget = new ads::CDockWidget(QString("Files") 183 | .arg(0)); 184 | DockWidget->setWidget(w); 185 | DockWidget->set_widget_type(WidgetType::FileTree); 186 | DockWidget->setIcon(svgIcon(".images/folder_open.svg")); 187 | // We disable focus to test focus highlighting if the dock widget content 188 | // does not support focus 189 | w->setFocusPolicy(Qt::NoFocus); 190 | 191 | QObject::connect( 192 | w, 193 | &QAbstractItemView::doubleClicked, 194 | window, 195 | &MainWindow::onFileDoubleClicked 196 | ); 197 | return DockWidget; 198 | } -------------------------------------------------------------------------------- /src/QTerminal.cpp: -------------------------------------------------------------------------------- 1 | 2 | #include 3 | 4 | #include "QTerminal.h" 5 | 6 | 7 | #if defined (Q_OS_WIN32) 8 | # include "QTerminalImpl.h" 9 | #else 10 | # include "unix/QUnixTerminalImpl.h" 11 | #endif 12 | 13 | QTerminal* 14 | QTerminal::create(QWidget* xparent) 15 | { 16 | #if defined (Q_OS_WIN32) 17 | return new QWinTerminalImpl(xparent); 18 | #else 19 | return new QUnixTerminalImpl(xparent); 20 | #endif 21 | } 22 | 23 | QList 24 | QTerminal::default_colors(void) 25 | { 26 | static QList colors; 27 | 28 | if (colors.isEmpty()) 29 | { 30 | colors << QColor(0, 0, 0) 31 | << QColor(255, 255, 255) 32 | << QColor(192, 192, 192) 33 | << QColor(128, 128, 128); 34 | } 35 | 36 | return colors; 37 | } 38 | 39 | QStringList 40 | QTerminal::color_names(void) 41 | { 42 | static QStringList names; 43 | 44 | if (names.isEmpty()) 45 | { 46 | names << QObject::tr("foreground") 47 | << QObject::tr("background") 48 | << QObject::tr("selection") 49 | << QObject::tr("cursor"); 50 | } 51 | 52 | return names; 53 | } 54 | 55 | // slot for disabling the interrupt action when terminal loses focus 56 | void 57 | QTerminal::set_global_shortcuts(bool focus_out) 58 | { 59 | if (focus_out) 60 | { 61 | _interrupt_action->setShortcut(QKeySequence()); 62 | _nop_action->setShortcut(QKeySequence()); 63 | } 64 | else 65 | { 66 | _interrupt_action->setShortcut( 67 | QKeySequence(Qt::ControlModifier | Qt::Key_C)); 68 | _nop_action->setShortcut( 69 | QKeySequence(Qt::ControlModifier | Qt::Key_D)); 70 | } 71 | } 72 | 73 | // slot for the terminal's context menu 74 | void 75 | QTerminal::handleCustomContextMenuRequested(const QPoint& at) 76 | { 77 | QClipboard* cb = QApplication::clipboard(); 78 | QString selected_text = selectedText(); 79 | bool has_selected_text = !selected_text.isEmpty(); 80 | 81 | _edit_action->setVisible(false); 82 | 83 | #if defined (Q_OS_WIN32) 84 | // include this when in windows because there is no filter for 85 | // detecting links and error messages yet 86 | if (has_selected_text) 87 | { 88 | QRegularExpression file("(?:[ \\t]+)(\\S+) at line (\\d+) column (?:\\d+)"); 89 | /* 90 | int pos = file.indexIn(selected_text); 91 | 92 | if (pos > -1) 93 | { 94 | QString file_name = file.cap(1); 95 | QString line = file.cap(2); 96 | 97 | _edit_action->setVisible(true); 98 | _edit_action->setText(tr("Edit %1 at line %2") 99 | .arg(file_name).arg(line)); 100 | 101 | QStringList data; 102 | data << file_name << line; 103 | _edit_action->setData(data); 104 | } 105 | */ 106 | } 107 | #endif 108 | 109 | _paste_action->setEnabled(cb->text().length() > 0); 110 | _copy_action->setEnabled(has_selected_text); 111 | _run_selection_action->setEnabled(has_selected_text); 112 | 113 | // Get the actions of any hotspots the filters may have found 114 | QList actions = get_hotspot_actions(at); 115 | if (actions.length()) 116 | _contextMenu->addSeparator(); 117 | for (int i = 0; i < actions.length(); i++) 118 | _contextMenu->addAction(actions.at(i)); 119 | 120 | // Finally, show the context menu 121 | _contextMenu->exec(mapToGlobal(at)); 122 | 123 | // Cleaning up, remove actions of the hotspot 124 | for (int i = 0; i < actions.length(); i++) 125 | _contextMenu->removeAction(actions.at(i)); 126 | } 127 | 128 | // slot for running the selected code 129 | void 130 | QTerminal::run_selection() 131 | { 132 | QStringList commands = selectedText().split(QRegularExpression("[\r\n]"), 133 | Qt::SkipEmptyParts); 134 | for (int i = 0; i < commands.size(); i++) 135 | emit execute_command_in_terminal_signal(commands.at(i)); 136 | 137 | } 138 | 139 | // slot for edit files in error messages 140 | void 141 | QTerminal::edit_file() 142 | { 143 | QString file = _edit_action->data().toStringList().at(0); 144 | int line = _edit_action->data().toStringList().at(1).toInt(); 145 | 146 | emit edit_mfile_request(file, line); 147 | } 148 | 149 | void 150 | QTerminal::notice_settings(const QSettings* settings) 151 | { 152 | // QSettings pointer is checked before emitting. 153 | 154 | // Set terminal font: 155 | QFont term_font = QFont(); 156 | term_font.setStyleHint(QFont::TypeWriter); 157 | //QString default_font = settings->value(global_mono_font.key, global_mono_font.def).toString(); 158 | //term_font.setFamily 159 | //(settings->value(cs_font.key, default_font).toString()); 160 | term_font.setPointSize(settings->value("terminal/fontSize", 10).toInt()); 161 | setTerminalFont(term_font); 162 | 163 | QFontMetrics metrics(term_font); 164 | setMinimumSize(metrics.maxWidth() * 16, metrics.height() * 3); 165 | 166 | QString cursorType 167 | = settings->value("terminal/cursorType", "ibeam").toString(); 168 | 169 | bool cursorBlinking; 170 | if (settings->contains("cursor_blinking")) 171 | cursorBlinking = settings->value("cursor_blinking", true).toBool(); 172 | else 173 | cursorBlinking = settings->value("terminal/cursorBlinking", true).toBool(); 174 | 175 | if (cursorType == "ibeam") 176 | setCursorType(QTerminal::IBeamCursor, cursorBlinking); 177 | else if (cursorType == "block") 178 | setCursorType(QTerminal::BlockCursor, cursorBlinking); 179 | else if (cursorType == "underline") 180 | setCursorType(QTerminal::UnderlineCursor, cursorBlinking); 181 | 182 | bool cursorUseForegroundColor 183 | = settings->value("terminal/cursorUseForegroundColor", true).toBool(); 184 | 185 | QList colors = default_colors(); 186 | 187 | setForegroundColor 188 | (settings->value("terminal/color_f", 189 | QVariant(colors.at(0))).value()); 190 | 191 | setBackgroundColor 192 | (settings->value("terminal/color_b", 193 | QVariant(colors.at(1))).value()); 194 | 195 | setSelectionColor 196 | (settings->value("terminal/color_s", 197 | QVariant(colors.at(2))).value()); 198 | 199 | setCursorColor 200 | (cursorUseForegroundColor, 201 | settings->value("terminal/color_c", 202 | QVariant(colors.at(3))).value()); 203 | setScrollBufferSize(settings->value("terminal/history_buffer", 1000).toInt()); 204 | 205 | // check whether Copy shortcut is Ctrl-C 206 | QKeySequence sc; 207 | sc = QKeySequence(settings->value("shortcuts/main_edit:copy").toString()); 208 | 209 | // if sc is empty, shortcuts are not yet in the settings (take the default) 210 | if (sc.isEmpty()) // QKeySequence::Copy as second argument in 211 | sc = QKeySequence::Copy; // settings->value () does not work! 212 | 213 | // dis- or enable extra interrupt action 214 | bool extra_ir_action = (sc != QKeySequence(Qt::ControlModifier | Qt::Key_C)); 215 | _interrupt_action->setEnabled(extra_ir_action); 216 | has_extra_interrupt(extra_ir_action); 217 | 218 | // check whether shortcut Ctrl-D is in use by the main-window 219 | bool ctrld = settings->value("shortcuts/main_ctrld", false).toBool(); 220 | _nop_action->setEnabled(!ctrld); 221 | } -------------------------------------------------------------------------------- /src/main.cpp: -------------------------------------------------------------------------------- 1 | #include "NexusPch.h" 2 | #include 3 | 4 | #include 5 | #include 6 | 7 | #include 8 | #include 9 | 10 | #include "MainWindow.h" 11 | 12 | using QtNodes::ConnectionStyle; 13 | 14 | 15 | //============================================================================ 16 | static void setStyle() 17 | { 18 | ConnectionStyle::setConnectionStyle( 19 | R"( 20 | { 21 | "ConnectionStyle": { 22 | "UseDataDefinedColors": true 23 | } 24 | } 25 | )"); 26 | } 27 | 28 | int main(int argc, char *argv[]) 29 | { 30 | qDebug() << "INIT MAIN"; 31 | 32 | WCHAR path[MAX_PATH] = { 0 }; 33 | DWORD size = GetModuleFileName(NULL, path, MAX_PATH); 34 | 35 | if (size == 0) { 36 | std::cerr << "Failed to get the executable path." << std::endl; 37 | return 1; 38 | } 39 | 40 | // Convert WCHAR to std::string 41 | int utf8Size = WideCharToMultiByte(CP_UTF8, 0, path, -1, NULL, 0, NULL, NULL); 42 | if (utf8Size == 0) { 43 | std::cerr << "Failed to convert WCHAR to UTF-8." << std::endl; 44 | return 1; 45 | } 46 | 47 | std::string exePath(utf8Size, '\0'); 48 | if (WideCharToMultiByte(CP_UTF8, 0, path, -1, &exePath[0], utf8Size, NULL, NULL) == 0) { 49 | std::cerr << "Failed to convert WCHAR to UTF-8." << std::endl; 50 | return 1; 51 | } 52 | // Create fs::path from std::wstring 53 | std::filesystem::path exe_directory(exePath); 54 | 55 | // Extract the directory path (excluding the executable name) 56 | exe_directory.remove_filename(); 57 | 58 | setStyle(); 59 | 60 | QCoreApplication::setApplicationName("Nexus"); 61 | QCoreApplication::setOrganizationName("Agis Systems"); 62 | QApplication::setStyle("Fusion"); 63 | 64 | QApplication a(argc, argv); 65 | a.setQuitOnLastWindowClosed(true); 66 | 67 | QFile styleSheetFile("./styles/NexusTree.qss"); 68 | styleSheetFile.open(QFile::ReadOnly); 69 | QString styleSheet = QLatin1String(styleSheetFile.readAll()); 70 | a.setStyleSheet(styleSheet); 71 | 72 | MainWindow w; 73 | w.resize(1280, 720); 74 | w.show(); 75 | 76 | qDebug() << "INIT MAIN COMPLETE\n EXECUTING QApplication"; 77 | return a.exec(); 78 | } 79 | -------------------------------------------------------------------------------- /style/NexusTree.qss: -------------------------------------------------------------------------------- 1 | QTreeView { 2 | show-decoration-selected: 1; 3 | } 4 | 5 | QTreeView::item { 6 | border: 1px solid #d9d9d9; 7 | border-top-color: transparent; 8 | border-bottom-color: transparent; 9 | } 10 | 11 | QTreeView::item:hover { 12 | background: qlineargradient(x1: 0, y1: 0, x2: 0, y2: 1, stop: 0 #e7effd, stop: 1 #cbdaf1); 13 | border: 1px solid #bfcde4; 14 | } 15 | 16 | QTreeView::item:selected { 17 | border: 1px solid #567dbc; 18 | } 19 | 20 | QTreeView::item:selected:active{ 21 | background: qlineargradient(x1: 0, y1: 0, x2: 0, y2: 1, stop: 0 #6ea1f1, stop: 1 #567dbc); 22 | } 23 | 24 | QTreeView::item:selected:!active { 25 | background: qlineargradient(x1: 0, y1: 0, x2: 0, y2: 1, stop: 0 #6b9be8, stop: 1 #577fbf); 26 | } 27 | 28 | QTreeView::branch:has-siblings:!adjoins-item { 29 | border-image: url(./images/vline.png) 0; 30 | } 31 | 32 | QTreeView::branch:has-siblings:adjoins-item { 33 | border-image: url(./images/branch-more.png) 0; 34 | } 35 | 36 | QTreeView::branch:!has-children:!has-siblings:adjoins-item { 37 | border-image: url(./images/branch-end.png) 0; 38 | } 39 | 40 | QTreeView::branch:has-children:!has-siblings:closed, 41 | QTreeView::branch:closed:has-children:has-siblings { 42 | border-image: none; 43 | image: url(./images/branch-closed.png); 44 | } 45 | 46 | QTreeView::branch:open:has-children:!has-siblings, 47 | QTreeView::branch:open:has-children:has-siblings { 48 | border-image: none; 49 | image: url(./images/branch-open.png); 50 | } -------------------------------------------------------------------------------- /ui/ExchangesPopup.ui: -------------------------------------------------------------------------------- 1 | 2 | 3 | ExchangesPopup 4 | 5 | 6 | 7 | 0 8 | 0 9 | 480 10 | 283 11 | 12 | 13 | 14 | Exchanges 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | Covariance Matrix Step 23 | 24 | 25 | 26 | 27 | 28 | 29 | 30 | 31 | 32 | Covariance Matrix Lookback 33 | 34 | 35 | 36 | 37 | 38 | 39 | 1 40 | 41 | 42 | 43 | 44 | 45 | 46 | Covariance Enabled 47 | 48 | 49 | 50 | 51 | 52 | 53 | 54 | 55 | 6 56 | 57 | 58 | 59 | 60 | Save 61 | 62 | 63 | 64 | 65 | 66 | 67 | 68 | 69 | 70 | 71 | 72 | -------------------------------------------------------------------------------- /ui/NewExchangePopup.ui: -------------------------------------------------------------------------------- 1 | 2 | 3 | NewExchangePopup 4 | 5 | 6 | 7 | 0 8 | 0 9 | 462 10 | 283 11 | 12 | 13 | 14 | New Exchange 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | 23 | 24 | 25 | 26 | 27 | 28 | false 29 | 30 | 31 | 32 | Day1 33 | 34 | 35 | 36 | 37 | Hour4 38 | 39 | 40 | 41 | 42 | Hour1 43 | 44 | 45 | 46 | 47 | Min30 48 | 49 | 50 | 51 | 52 | Min15 53 | 54 | 55 | 56 | 57 | Min5 58 | 59 | 60 | 61 | 62 | Min1 63 | 64 | 65 | 66 | 67 | Second1 68 | 69 | 70 | 71 | 72 | Tick 73 | 74 | 75 | 76 | 77 | 78 | 79 | 80 | 81 | 82 | 83 | 84 | 85 | 86 | 87 | Frequency: 88 | 89 | 90 | 91 | 92 | 93 | 94 | Dt Format: 95 | 96 | 97 | 98 | 99 | 100 | 101 | Beta Lookback 102 | 103 | 104 | 105 | 106 | 107 | 108 | 0 109 | 110 | 111 | 112 | 113 | 114 | 115 | 116 | %Y-%m-%d 117 | 118 | 119 | 120 | 121 | %Y-%m-%d %H:%M:%S 122 | 123 | 124 | 125 | 126 | %Y-%m-%d %H:%M:%S.%f 127 | 128 | 129 | 130 | 131 | %d-%b-%Y 132 | 133 | 134 | 135 | 136 | %Y-%m-%dT%H:%M:%S%z 137 | 138 | 139 | 140 | 141 | 142 | 143 | 144 | Source: 145 | 146 | 147 | 148 | 149 | 150 | 151 | Exchange ID: 152 | 153 | 154 | 155 | 156 | 157 | 158 | Select Folder 159 | 160 | 161 | 162 | 163 | 164 | 165 | Market Asset 166 | 167 | 168 | 169 | 170 | 171 | 172 | 0 173 | 174 | 175 | 176 | 177 | 178 | 179 | Vol Lookback 180 | 181 | 182 | 183 | 184 | 185 | 186 | 187 | 188 | 6 189 | 190 | 191 | 192 | 193 | Submit 194 | 195 | 196 | 197 | 198 | 199 | 200 | Cancel 201 | 202 | 203 | 204 | 205 | 206 | 207 | 208 | 209 | 210 | 211 | 212 | -------------------------------------------------------------------------------- /ui/NewPortfolioPopup.ui: -------------------------------------------------------------------------------- 1 | 2 | 3 | NewPortfolioPopup 4 | 5 | 6 | 7 | 0 8 | 0 9 | 480 10 | 283 11 | 12 | 13 | 14 | New Portfolio 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | 23 | 24 | 25 | Starting Cash 26 | 27 | 28 | 29 | 30 | 31 | 32 | Portfolio ID 33 | 34 | 35 | 36 | 37 | 38 | 39 | 40 | 41 | 42 | 43 | 44 | 6 45 | 46 | 47 | 48 | 49 | Submit 50 | 51 | 52 | 53 | 54 | 55 | 56 | Cancel 57 | 58 | 59 | 60 | 61 | 62 | 63 | 64 | 65 | 66 | 67 | 68 | -------------------------------------------------------------------------------- /ui/NewStrategyPopup.ui: -------------------------------------------------------------------------------- 1 | 2 | 3 | NewStrategyPopup 4 | 5 | 6 | 7 | 0 8 | 0 9 | 480 10 | 283 11 | 12 | 13 | 14 | New Portfolio 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | Allocation 23 | 24 | 25 | 26 | 27 | 28 | 29 | 30 | 31 | 32 | Strategy ID 33 | 34 | 35 | 36 | 37 | 38 | 39 | 40 | 41 | 42 | Source Type 43 | 44 | 45 | 46 | 47 | 48 | 49 | false 50 | 51 | 52 | 53 | FLOW 54 | 55 | 56 | 57 | 58 | CPP 59 | 60 | 61 | 62 | 63 | LUAJIT 64 | 65 | 66 | 67 | 68 | 69 | 70 | 71 | 72 | 73 | 6 74 | 75 | 76 | 77 | 78 | Submit 79 | 80 | 81 | 82 | 83 | 84 | 85 | Cancel 86 | 87 | 88 | 89 | 90 | 91 | 92 | 93 | 94 | 95 | 96 | 97 | -------------------------------------------------------------------------------- /ui/NexusAsset.ui: -------------------------------------------------------------------------------- 1 | 2 | 3 | NexusAsset 4 | 5 | 6 | 7 | 0 8 | 0 9 | 714 10 | 600 11 | 12 | 13 | 14 | MainWindow 15 | 16 | 17 | 18 | 19 | 20 | 0 21 | 0 22 | 23 | 24 | 25 | 26 | 27 | 28 | 29 | 0 30 | 0 31 | 714 32 | 22 33 | 34 | 35 | 36 | 37 | 38 | 39 | 40 | NexusAssetPlot 41 | QWidget 42 |
nexusplot.h
43 | 1 44 | 45 | 46 | 47 | 48 | 49 | -------------------------------------------------------------------------------- /ui/NexusBroker.qml: -------------------------------------------------------------------------------- 1 | import QtQuick 2.3 2 | 3 | Rectangle { 4 | width: 200 5 | height: 100 6 | color: "red" 7 | 8 | Text { 9 | anchors.centerIn: parent 10 | text: "Hello, World!" 11 | } 12 | } 13 | -------------------------------------------------------------------------------- /ui/NexusBroker.ui: -------------------------------------------------------------------------------- 1 | 2 | 3 | 4 | 5 | NexusBroker 6 | 7 | 8 | 9 | 0 10 | 0 11 | 800 12 | 600 13 | 14 | 15 | 16 | MainWindow 17 | 18 | 19 | 20 | 21 | 0 22 | 21 23 | 800 24 | 560 25 | 26 | 27 | 28 | 29 | 30 | 31 | 0 32 | 0 33 | 800 34 | 21 35 | 36 | 37 | 38 | 39 | 40 | 41 | 0 42 | 581 43 | 800 44 | 19 45 | 46 | 47 | 48 | 49 | 50 | 51 | 52 | -------------------------------------------------------------------------------- /ui/NexusNodeEditor.ui: -------------------------------------------------------------------------------- 1 | 2 | 3 | 4 | 5 | NexusNodeEditor 6 | 7 | 8 | 9 | 0 10 | 0 11 | 800 12 | 600 13 | 14 | 15 | 16 | MainWindow 17 | 18 | 19 | 20 | 21 | 0 22 | 21 23 | 800 24 | 560 25 | 26 | 27 | 28 | 29 | 30 | 31 | 0 32 | 0 33 | 800 34 | 21 35 | 36 | 37 | 38 | 39 | 40 | 41 | 0 42 | 581 43 | 800 44 | 19 45 | 46 | 47 | 48 | 49 | 50 | 51 | 52 | -------------------------------------------------------------------------------- /ui/NexusPortfolio.ui: -------------------------------------------------------------------------------- 1 | 2 | 3 | NexusPortfolio 4 | 5 | 6 | 7 | 0 8 | 0 9 | 632 10 | 600 11 | 12 | 13 | 14 | MainWindow 15 | 16 | 17 | 18 | 19 | 20 | 21 | 0 22 | 0 23 | 100 24 | 30 25 | 26 | 27 | 28 | 29 | 0 30 | 0 31 | 32 | 33 | 34 | 35 | 36 | 37 | 38 | 39 | toolBar 40 | 41 | 42 | TopToolBarArea 43 | 44 | 45 | false 46 | 47 | 48 | 49 | Export Portfolio 50 | 51 | 52 | 53 | 54 | 55 | 56 | 57 | NexusPortfolioPlot 58 | QWidget 59 |
nexusplot.h
60 | 1 61 | 62 | 63 | 64 | 65 | 66 | -------------------------------------------------------------------------------- /ui/NexusSettings.ui: -------------------------------------------------------------------------------- 1 | 2 | 3 | NexusSettings 4 | 5 | 6 | 7 | 0 8 | 0 9 | 431 10 | 218 11 | 12 | 13 | 14 | NexusSettings 15 | 16 | 17 | 18 | 19 | 0 20 | 0 21 | 411 22 | 221 23 | 24 | 25 | 26 | 27 | 28 | 40 29 | 20 30 | 331 31 | 181 32 | 33 | 34 | 35 | 36 | 37 | 38 | select 39 | 40 | 41 | 42 | 43 | 44 | 45 | 46 | 47 | 48 | Agis Include Path 49 | 50 | 51 | 52 | 53 | 54 | 55 | Agis DLL Path 56 | 57 | 58 | 59 | 60 | 61 | 62 | 63 | 64 | 65 | Agis PYD Path 66 | 67 | 68 | 69 | 70 | 71 | 72 | select 73 | 74 | 75 | 76 | 77 | 78 | 79 | 80 | 81 | 82 | Save 83 | 84 | 85 | 86 | 87 | 88 | 89 | select 90 | 91 | 92 | 93 | 94 | 95 | 96 | Visual Studio 97 | 98 | 99 | 100 | 101 | 102 | 103 | Visual Studio 17 2022 104 | 105 | 106 | 107 | 108 | 109 | 110 | 111 | 112 | 113 | 0 114 | 0 115 | 691 116 | 22 117 | 118 | 119 | 120 | 121 | 122 | 123 | 124 | --------------------------------------------------------------------------------