Some updates

build_ui.sh

@@ -1,13 +1,15 @@
 #!/bin/bash
 
-/usr/bin/pyuic5 ui/csvdatasourceconfigwidget.ui > src/nailab/ui_gen/csvdatasourceconfigwidget.py
-/usr/bin/pyuic5 ui/equitychartwidget.ui > src/nailab/ui_gen/equitychartwidget.py
-/usr/bin/pyuic5 ui/mainwindow.ui > src/nailab/ui_gen/mainwindow.py
-/usr/bin/pyuic5 ui/newdatasourcedialog.ui > src/nailab/ui_gen/newdatasourcedialog.py
-/usr/bin/pyuic5 ui/strategywidget.ui > src/nailab/ui_gen/strategywidget.py
-/usr/bin/pyuic5 ui/tradeslistwidget.ui > src/nailab/ui_gen/tradeslistwidget.py
-/usr/bin/pyuic5 ui/performancewidget.ui > src/nailab/ui_gen/performancewidget.py
-
-/usr/bin/pyrcc5 nailab.qrc -o src/nailab/nailab_rc.py
+pyuic5 ui/csvdatasourceconfigwidget.ui > src/nailab/ui_gen/csvdatasourceconfigwidget.py
+pyuic5 ui/equitychartwidget.ui > src/nailab/ui_gen/equitychartwidget.py
+pyuic5 ui/mainwindow.ui > src/nailab/ui_gen/mainwindow.py
+pyuic5 ui/newdatasourcedialog.ui > src/nailab/ui_gen/newdatasourcedialog.py
+pyuic5 ui/strategywidget.ui > src/nailab/ui_gen/strategywidget.py
+pyuic5 ui/tradeslistwidget.ui > src/nailab/ui_gen/tradeslistwidget.py
+pyuic5 ui/performancewidget.ui > src/nailab/ui_gen/performancewidget.py
+pyuic5 ui/settingswindow.ui > src/nailab/ui_gen/settingswindow.py
+pyuic5 ui/statisticwidget.ui > src/nailab/ui_gen/statisticwidget.py
+
+pyrcc5 nailab.qrc -o src/nailab/nailab_rc.py
 
 

src/nailab/data/datasourcemanager.py

@@ -1,5 +1,6 @@
 
 from data.csvfolderdatasource import CsvFolderDataSource
+from data.yahoocsvfolderdatasource import YahooCsvFolderDataSource
 
 class DataSourceManager:
 
@@ -19,6 +20,8 @@ class DataSourceManager:
             for s in serialized:
                 if s[0] == "csv":
                     self.add_source(CsvFolderDataSource.deserialize(s[1]))
+                if s[0] == "yahoo_csv":
+                    self.add_source(YahooCsvFolderDataSource.deserialize(s[1]))
 
     def add_source(self, source):
         self.sources.append(source)

src/nailab/data/yahoocsvfolderdatasource.py

@@ -0,0 +1,44 @@
+
+from data.datasource import DataSource
+
+from naiback.data.feeds.yahoofeed import YahooCSVFeed
+
+import glob
+import os
+
+class YahooCsvFolderDataSource(DataSource):
+
+    def __init__(self, name, path):
+        super().__init__(name)
+
+        self.type = "yahoo_csv"
+
+        self.path = path
+        self.feeds = []
+        self._discover_feeds()
+
+    @classmethod
+    def deserialize(self, data):
+        return YahooCsvFolderDataSource(data[0], data[1])
+
+    def serialize(self):
+        return (self.name, self.path)
+
+    def available_feeds(self):
+        return [f[1] for f in self.feeds]
+
+    def refresh(self):
+        self._discover_feeds()
+
+    def get_feed(self, feed_id):
+        for path, f_id in self.feeds:
+            if f_id == feed_id:
+                with open(path, 'r') as f:
+                    return YahooCSVFeed(f)
+        raise NailabError('Unable to obtain feed: {}'.format(feed_id))
+
+
+    def _discover_feeds(self):
+        files = glob.glob(self.path + '/*.csv')
+        self.feeds = [(f, os.path.basename(f)) for f in files]
+

src/nailab/execution/executor.py

@@ -3,6 +3,7 @@ import sys
 import importlib
 from importlib.machinery import SourceFileLoader
 import inspect
+from PyQt5 import QtCore
 
 from naiback.strategy import Strategy
 
@@ -23,6 +24,9 @@ class Executor:
                 for feed in feeds:
                     strategy.add_feed(feed)
 
+                (commission_percentage, commission_per_share) = self.load_commissions()
+
+                strategy.broker.set_commission(commission_percentage, commission_per_share)
                 if extents is None:
                     strategy.run()
                 else:
@@ -34,3 +38,9 @@ class Executor:
                 return (results, trades, equity)
 
 
+
+    def load_commissions(self):
+        s = QtCore.QSettings()
+
+        return (float(s.value("commission/percentage", 0)), float(s.value("commission/per_share", 0)))
+        

src/nailab/execution/portfolioexecutor.py

@@ -54,18 +54,28 @@ class PortfolioExecutor:
         all_trades = list(sorted(trades1 + trades2, key=lambda x: x['entry_time']))
         result = []
         current_trades = []
+        # TODO customize
+        size_per_position = 1000000
+        cash = 1000000
         max_trades = 3
         for trade in all_trades:
             if len(current_trades) < max_trades:
+                size = math.floor(size_per_position / (trade['entry_price'] * max_trades))
+                cash -= size * trade['entry_price']
+                trade['size'] = size
+                if trade['is_long']:
+                    trade['pnl'] = size * (trade['exit_price'] - trade['entry_price'])
+                else:
+                    trade['pnl'] = -size * (trade['exit_price'] - trade['entry_price'])
                 current_trades.append(trade)
                 result.append(trade)
             new_current_trades = []
+
             for ct in current_trades:
                 if ct['exit_time'] < trade['entry_time']:
                     new_current_trades.append(ct)
                 else:
-                    # possibly adjust the balance
-                    pass
+                    cash += ct['size'] * ct['exit_price']
             current_trades = new_current_trades
         return result
                     
@@ -90,6 +100,10 @@ class PortfolioExecutor:
         result['long']['number_of_trades'] = len(longs)
         result['short']['number_of_trades'] = len(shorts)
 
+        result['all']['total_commission'] = 0 # TODO
+        result['long']['total_commission'] = 0
+        result['short']['total_commission'] = 0
+
         result['all']['avg'] = render_ratio(result['all']['net_profit'], result['all']['number_of_trades'])
         result['long']['avg'] = render_ratio(result['long']['net_profit'], result['long']['number_of_trades'])
         result['short']['avg'] = render_ratio(result['short']['net_profit'], result['short']['number_of_trades'])
@@ -126,22 +140,25 @@ class PortfolioExecutor:
         stddev = np.std(list(map(lambda x: x['pnl'], trades)))
         sharpe = mean / stddev
         tstat = sharpe * math.sqrt(len(trades))
-        result['all']['sharpe_ratio'] = sharpe
+        result['all']['z_score'] = sharpe
         result['all']['t_stat'] = tstat
+        result['all']['kelly'] = 0
 
         mean = np.mean(list(map(lambda x: x['pnl'], longs)))
         stddev = np.std(list(map(lambda x: x['pnl'], longs)))
         sharpe = mean / stddev
         tstat = sharpe * math.sqrt(len(longs))
-        result['long']['sharpe_ratio'] = sharpe
+        result['long']['z_score'] = sharpe
         result['long']['t_stat'] = tstat
+        result['long']['kelly'] = 0
 
         mean = np.mean(list(map(lambda x: x['pnl'], shorts)))
         stddev = np.std(list(map(lambda x: x['pnl'], shorts)))
         sharpe = mean / stddev
         tstat = sharpe * math.sqrt(len(shorts))
-        result['short']['sharpe_ratio'] = sharpe
+        result['short']['z_score'] = sharpe
         result['short']['t_stat'] = tstat
+        result['short']['kelly'] = 0
 
         return result
 

src/nailab/nailab_rc.py

@@ -2,13 +2,110 @@
 
 # Resource object code
 #
-# Created by: The Resource Compiler for PyQt5 (Qt v5.5.1)
+# Created by: The Resource Compiler for PyQt5 (Qt v5.15.1)
 #
 # WARNING! All changes made in this file will be lost!
 
 from PyQt5 import QtCore
 
 qt_resource_data = b"\
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@@ -87,103 +184,6 @@ qt_resource_data = b"\
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-\x5c\x7b\x25\xa2\xca\x02\x67\x03\x6a\xf1\x72\x81\x77\xf2\x77\xab\
-\x2b\x32\x92\xec\x70\x32\xa0\x16\x2f\x17\x78\xa7\xf0\xa0\x7a\x5b\
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-\x0b\x02\x00\x00\x00\x00\x49\x45\x4e\x44\xae\x42\x60\x82\
 "
 
 qt_resource_name = b"\
@@ -195,6 +195,14 @@ qt_resource_name = b"\
 \x00\x6f\xa6\x53\
 \x00\x69\
 \x00\x63\x00\x6f\x00\x6e\x00\x73\
+\x00\x0b\
+\x0c\x81\x80\x07\
+\x00\x65\
+\x00\x78\x00\x65\x00\x63\x00\x75\x00\x74\x00\x65\x00\x2e\x00\x70\x00\x6e\x00\x67\
+\x00\x08\
+\x08\xc8\x58\x67\
+\x00\x73\
+\x00\x61\x00\x76\x00\x65\x00\x2e\x00\x70\x00\x6e\x00\x67\
 \x00\x07\
 \x04\xca\x57\xa7\
 \x00\x6e\
@@ -203,30 +211,47 @@ qt_resource_name = b"\
 \x06\xc1\x59\x87\
 \x00\x6f\
 \x00\x70\x00\x65\x00\x6e\x00\x2e\x00\x70\x00\x6e\x00\x67\
-\x00\x08\
-\x08\xc8\x58\x67\
-\x00\x73\
-\x00\x61\x00\x76\x00\x65\x00\x2e\x00\x70\x00\x6e\x00\x67\
-\x00\x0b\
-\x0c\x81\x80\x07\
-\x00\x65\
-\x00\x78\x00\x65\x00\x63\x00\x75\x00\x74\x00\x65\x00\x2e\x00\x70\x00\x6e\x00\x67\
 "
 
-qt_resource_struct = b"\
+qt_resource_struct_v1 = b"\
 \x00\x00\x00\x00\x00\x02\x00\x00\x00\x01\x00\x00\x00\x01\
 \x00\x00\x00\x00\x00\x02\x00\x00\x00\x01\x00\x00\x00\x02\
 \x00\x00\x00\x0e\x00\x02\x00\x00\x00\x04\x00\x00\x00\x03\
+\x00\x00\x00\x50\x00\x00\x00\x00\x00\x01\x00\x00\x05\xca\
+\x00\x00\x00\x64\x00\x00\x00\x00\x00\x01\x00\x00\x07\xdc\
+\x00\x00\x00\x3a\x00\x00\x00\x00\x00\x01\x00\x00\x03\x93\
 \x00\x00\x00\x1e\x00\x00\x00\x00\x00\x01\x00\x00\x00\x00\
-\x00\x00\x00\x32\x00\x00\x00\x00\x00\x01\x00\x00\x02\x12\
-\x00\x00\x00\x48\x00\x00\x00\x00\x00\x01\x00\x00\x04\xa5\
-\x00\x00\x00\x5e\x00\x00\x00\x00\x00\x01\x00\x00\x06\xdc\
 "
 
+qt_resource_struct_v2 = b"\
+\x00\x00\x00\x00\x00\x02\x00\x00\x00\x01\x00\x00\x00\x01\
+\x00\x00\x00\x00\x00\x00\x00\x00\
+\x00\x00\x00\x00\x00\x02\x00\x00\x00\x01\x00\x00\x00\x02\
+\x00\x00\x00\x00\x00\x00\x00\x00\
+\x00\x00\x00\x0e\x00\x02\x00\x00\x00\x04\x00\x00\x00\x03\
+\x00\x00\x00\x00\x00\x00\x00\x00\
+\x00\x00\x00\x50\x00\x00\x00\x00\x00\x01\x00\x00\x05\xca\
+\x00\x00\x01\x47\xc9\x98\x5f\x00\
+\x00\x00\x00\x64\x00\x00\x00\x00\x00\x01\x00\x00\x07\xdc\
+\x00\x00\x01\x47\xc9\x98\x5f\x00\
+\x00\x00\x00\x3a\x00\x00\x00\x00\x00\x01\x00\x00\x03\x93\
+\x00\x00\x01\x47\xc9\x98\x5f\x00\
+\x00\x00\x00\x1e\x00\x00\x00\x00\x00\x01\x00\x00\x00\x00\
+\x00\x00\x01\x47\xc9\x98\x5f\x00\
+"
+
+qt_version = [int(v) for v in QtCore.qVersion().split('.')]
+if qt_version < [5, 8, 0]:
+    rcc_version = 1
+    qt_resource_struct = qt_resource_struct_v1
+else:
+    rcc_version = 2
+    qt_resource_struct = qt_resource_struct_v2
+
 def qInitResources():
-    QtCore.qRegisterResourceData(0x01, qt_resource_struct, qt_resource_name, qt_resource_data)
+    QtCore.qRegisterResourceData(rcc_version, qt_resource_struct, qt_resource_name, qt_resource_data)
 
 def qCleanupResources():
-    QtCore.qUnregisterResourceData(0x01, qt_resource_struct, qt_resource_name, qt_resource_data)
+    QtCore.qUnregisterResourceData(rcc_version, qt_resource_struct, qt_resource_name, qt_resource_data)
 
 qInitResources()

src/nailab/ui/mainwindow.py

@@ -16,6 +16,7 @@ from PyQt5.Qsci import *
 from ui_gen.mainwindow import Ui_MainWindow
 from ui.strategywidget import StrategyWidget
 from ui.performancewidget import PerformanceWidget
+from ui.settingswindow import SettingsWindow
 
 from naiback.strategy import Strategy
 from templates.new_strategy import new_strategy_template
@@ -117,6 +118,12 @@ class MainWindow(QtWidgets.QMainWindow):
             self.ui.tabs.widget(tab_index).save_state()
         self.ui.tabs.removeTab(tab_index)
 
+    def showSettingsDialog(self):
+        dlg = SettingsWindow(self)
+        dlg.exec()
+        if dlg.result() == QtWidgets.QDialog.Accepted:
+            dlg.saveSettings()
+
     def performanceAnalysis(self):
         self.ui.tabs.addTab(PerformanceWidget(), self.tr("Performance analysis"))
 

src/nailab/ui/newdatasourcedialog.py

@@ -6,6 +6,7 @@ from ui_gen.newdatasourcedialog import Ui_NewDataSourceDialog
 from ui.csvdatasourceconfigwidget import CSVDataSourceConfigWidget
 
 from data.csvfolderdatasource import CsvFolderDataSource
+from data.yahoocsvfolderdatasource import YahooCsvFolderDataSource
 
 class NewDataSourceDialog(QtWidgets.QDialog):
 
@@ -19,6 +20,7 @@ class NewDataSourceDialog(QtWidgets.QDialog):
         self.ui.widgets.setCurrentIndex(index)
 
     def get_data_source(self):
-        return CsvFolderDataSource(self.ui.e_sourceName.text(), self.ui.widgets.currentWidget().ui.e_path.text())
-
-    
+        if self.ui.cb_sourceType.currentText() == "CSV":
+            return CsvFolderDataSource(self.ui.e_sourceName.text(), self.ui.widgets.currentWidget().ui.e_path.text())
+        else:
+            return YahooCsvFolderDataSource(self.ui.e_sourceName.text(), self.ui.widgets.currentWidget().ui.e_path.text())

src/nailab/ui/settingswindow.py

@@ -0,0 +1,26 @@
+
+from ui_gen.settingswindow import Ui_SettingsWindow
+from PyQt5 import QtCore, QtGui, QtWidgets
+
+class SettingsWindow(QtWidgets.QDialog):
+
+    def __init__(self, parent=None):
+        super().__init__(parent)
+
+        self.ui = Ui_SettingsWindow()
+        self.ui.setupUi(self)
+
+        self.loadSettings()
+
+
+    def loadSettings(self):
+        s = QtCore.QSettings()
+
+        self.ui.sb_commissionPercentage.setValue(float(s.value("commission/percentage", 0)));
+        self.ui.sb_commissionPerShare.setValue(float(s.value("commission/per_share", 0)))
+
+    def saveSettings(self):
+        s = QtCore.QSettings()
+        
+        s.setValue("commission/percentage", float(self.ui.sb_commissionPercentage.value()))
+        s.setValue("commission/per_share", float(self.ui.sb_commissionPerShare.value()))

src/nailab/ui/statisticwidget.py

@@ -0,0 +1,117 @@
+from PyQt5 import QtCore, QtGui, QtWidgets
+from PyQt5.Qsci import *
+
+from ui_gen.statisticwidget import Ui_StatisticWidget
+
+import math
+
+def calc_ratio(a, b):
+    if b != 0:
+        return a / b
+    else:
+        return 0
+
+class StatisticWidget(QtWidgets.QWidget):
+
+    def __init__(self, parent=None):
+        super().__init__(parent)
+
+        self.ui = Ui_StatisticWidget()
+        self.ui.setupUi(self)
+
+        self.trades = []
+
+
+    def set_trades(self, trades):
+        self.trades = trades
+
+        self.update_statistic()
+
+    def update_statistic(self):
+
+        self.update_by_ticker()
+        self.update_seasonality()
+
+    def update_by_ticker(self):
+        self.ui.tw_byTicker.clear()
+        by_ticker = {}
+        for trade in self.trades:
+            try:
+                by_ticker[trade["security"]].append(trade)
+            except KeyError:
+                by_ticker[trade["security"]] = [trade]
+
+        for ticker, trades in by_ticker.items():
+            item = QtWidgets.QTreeWidgetItem(self.ui.tw_byTicker)
+            stats = self.calc_stats(trades)
+            item.setText(0, ticker)
+            item.setText(1, "{:.4f}".format(stats["net_profit"]))
+            item.setText(2, "{}".format(stats["total_trades"]))
+            item.setText(3, "{:.2f}%".format(stats["avg_percentage"]))
+
+
+    def calc_stats(self, trades):
+        net_profit = 0
+        sum_percentage = 0
+        for trade in trades:
+            sum_percentage += trade["profit_percentage"]
+            net_profit += trade["pnl"]
+
+        return { "net_profit" : net_profit,
+                 "total_trades" : len(trades),
+                 "avg_percentage" : calc_ratio(sum_percentage, len(trades)) }
+            
+
+    def update_seasonality(self ):
+        self.ui.tw_seasonality.clear()
+
+        by_weekday = {}
+        by_monthday = {}
+        by_month = {}
+
+        for trade in self.trades:
+            try:
+                by_weekday[trade["entry_time"].date().isoweekday()].append(trade)
+            except KeyError:
+                by_weekday[trade["entry_time"].date().isoweekday()] = [trade]
+
+            try:
+                by_monthday[trade["entry_time"].date().day].append(trade)
+            except KeyError:
+                by_monthday[trade["entry_time"].date().day] = [trade]
+
+            try:
+                by_month[trade["entry_time"].date().month].append(trade)
+            except KeyError:
+                by_month[trade["entry_time"].date().month] = [trade]
+
+        item_by_weekday = QtWidgets.QTreeWidgetItem(self.ui.tw_seasonality)
+        item_by_weekday.setText(0, "By weekday")
+        for weekday, trades in sorted(by_weekday.items()):
+            item = QtWidgets.QTreeWidgetItem(item_by_weekday)
+            stats = self.calc_stats(trades)
+            item.setText(0, "{}".format(weekday))
+            item.setText(1, "{:.4f}".format(stats["net_profit"]))
+            item.setText(2, "{}".format(stats["total_trades"]))
+            item.setText(3, "{:.2f}%".format(stats["avg_percentage"]))
+
+        item_by_monthday = QtWidgets.QTreeWidgetItem(self.ui.tw_seasonality)
+        item_by_monthday.setText(0, "By day-of-month")
+        for monthday, trades in sorted(by_monthday.items()):
+            item = QtWidgets.QTreeWidgetItem(item_by_monthday)
+            stats = self.calc_stats(trades)
+            item.setText(0, "{:02d}".format(monthday))
+            item.setText(1, "{:.4f}".format(stats["net_profit"]))
+            item.setText(2, "{}".format(stats["total_trades"]))
+            item.setText(3, "{:.2f}%".format(stats["avg_percentage"]))
+
+        item_by_month = QtWidgets.QTreeWidgetItem(self.ui.tw_seasonality)
+        item_by_month.setText(0, "By month")
+        for month, trades in sorted(by_month.items()):
+            item = QtWidgets.QTreeWidgetItem(item_by_month)
+            stats = self.calc_stats(trades)
+            item.setText(0, "{:02d}".format(month))
+            item.setText(1, "{:.4f}".format(stats["net_profit"]))
+            item.setText(2, "{}".format(stats["total_trades"]))
+            item.setText(3, "{:.2f}%".format(stats["avg_percentage"]))
+

src/nailab/ui/strategywidget.py

@@ -11,6 +11,7 @@ from ui_gen.strategywidget import Ui_StrategyWidget
 from ui.newdatasourcedialog import NewDataSourceDialog
 from ui.equitychartwidget import EquityChartWidget
 from ui.tradeslistwidget import TradesListWidget
+from ui.statisticwidget import StatisticWidget
 
 from watchdog.observers import Observer
 from watchdog.events import FileSystemEventHandler
@@ -76,6 +77,7 @@ class StrategyWidget(QtWidgets.QWidget):
         self.result_widget = None
         self.equity_widget = None
         self.trades_widget = None
+        self.statistic_widget = None
 
         self.watchdog_handler = FileModifiedHandler(self.file_modified)
         self.watchdog = None
@@ -223,8 +225,12 @@ class StrategyWidget(QtWidgets.QWidget):
             self.trades_widget = TradesListWidget(self)
             self.ui.tabs.addTab(self.trades_widget, "Trades")
 
-        self.trades_widget.set_trades(self.result[1])
+        if self.statistic_widget is None:
+            self.statistic_widget = StatisticWidget(self)
+            self.ui.tabs.addTab(self.statistic_widget, "Statistic")
 
+        self.trades_widget.set_trades(self.result[1])
+        self.statistic_widget.set_trades(self.result[1])
 
     def update_result(self):
         if self.result_widget is None:
@@ -265,6 +271,12 @@ class StrategyWidget(QtWidgets.QWidget):
         net_profit.setText(2, "{:.3f}".format(self.result[0]['short']['net_profit']))
         net_profit.setText(3, "{:.3f}".format(self.result[0]['all']['net_profit']))
 
+        total_commission = QtWidgets.QTreeWidgetItem(self.result_widget)
+        total_commission.setText(0, "Total commission")
+        total_commission.setText(1, "{:.3f}".format(self.result[0]['long']['total_commission']))
+        total_commission.setText(2, "{:.3f}".format(self.result[0]['short']['total_commission']))
+        total_commission.setText(3, "{:.3f}".format(self.result[0]['all']['total_commission']))
+
         total_won = QtWidgets.QTreeWidgetItem(self.result_widget)
         total_won.setText(0, "Total won")
         total_won.setText(1, "{:.3f}".format(self.result[0]['long']['total_won']))
@@ -302,10 +314,10 @@ class StrategyWidget(QtWidgets.QWidget):
         profit_factor.setText(3, "{:.3f}".format(self.result[0]['all']['profit_factor']))
 
         sharpe_ratio = QtWidgets.QTreeWidgetItem(self.result_widget)
-        sharpe_ratio.setText(0, "Sharpe ratio")
-        sharpe_ratio.setText(1, "{:.3f}".format(self.result[0]['long']['sharpe_ratio']))
-        sharpe_ratio.setText(2, "{:.3f}".format(self.result[0]['short']['sharpe_ratio']))
-        sharpe_ratio.setText(3, "{:.3f}".format(self.result[0]['all']['sharpe_ratio']))
+        sharpe_ratio.setText(0, "Z-score")
+        sharpe_ratio.setText(1, "{:.3f}".format(self.result[0]['long']['z_score']))
+        sharpe_ratio.setText(2, "{:.3f}".format(self.result[0]['short']['z_score']))
+        sharpe_ratio.setText(3, "{:.3f}".format(self.result[0]['all']['z_score']))
 
         t_stat = QtWidgets.QTreeWidgetItem(self.result_widget)
         t_stat.setText(0, "t-statistics")
@@ -313,6 +325,12 @@ class StrategyWidget(QtWidgets.QWidget):
         t_stat.setText(2, "{:.3f}".format(self.result[0]['short']['t_stat']))
         t_stat.setText(3, "{:.3f}".format(self.result[0]['all']['t_stat']))
 
+        kelly = QtWidgets.QTreeWidgetItem(self.result_widget)
+        kelly.setText(0, "Kelly ratio")
+        kelly.setText(1, "{:.1f}%".format(100. * self.result[0]['long']['kelly']))
+        kelly.setText(2, "{:.1f}%".format(100. * self.result[0]['short']['kelly']))
+        kelly.setText(3, "{:.1f}%".format(100. * self.result[0]['all']['kelly']))
+
         self.result_widget.resizeColumnToContents(0)
 
     def setError(self, errmsg):

src/nailab/ui_gen/csvdatasourceconfigwidget.py

@@ -2,12 +2,15 @@
 
 # Form implementation generated from reading ui file 'ui/csvdatasourceconfigwidget.ui'
 #
-# Created by: PyQt5 UI code generator 5.5.1
+# Created by: PyQt5 UI code generator 5.15.1
 #
-# WARNING! All changes made in this file will be lost!
+# WARNING: Any manual changes made to this file will be lost when pyuic5 is
+# run again.  Do not edit this file unless you know what you are doing.
+
 
 from PyQt5 import QtCore, QtGui, QtWidgets
 
+
 class Ui_CSVDataSourceConfigWidget(object):
     def setupUi(self, CSVDataSourceConfigWidget):
         CSVDataSourceConfigWidget.setObjectName("CSVDataSourceConfigWidget")
@@ -45,4 +48,3 @@ class Ui_CSVDataSourceConfigWidget(object):
         CSVDataSourceConfigWidget.setWindowTitle(_translate("CSVDataSourceConfigWidget", "Form"))
         self.label.setText(_translate("CSVDataSourceConfigWidget", "CSV folder path"))
         self.b_browse.setText(_translate("CSVDataSourceConfigWidget", "..."))
-

src/nailab/ui_gen/equitychartwidget.py

@@ -2,12 +2,15 @@
 
 # Form implementation generated from reading ui file 'ui/equitychartwidget.ui'
 #
-# Created by: PyQt5 UI code generator 5.5.1
+# Created by: PyQt5 UI code generator 5.15.1
 #
-# WARNING! All changes made in this file will be lost!
+# WARNING: Any manual changes made to this file will be lost when pyuic5 is
+# run again.  Do not edit this file unless you know what you are doing.
+
 
 from PyQt5 import QtCore, QtGui, QtWidgets
 
+
 class Ui_EquityChartWidget(object):
     def setupUi(self, EquityChartWidget):
         EquityChartWidget.setObjectName("EquityChartWidget")
@@ -24,5 +27,4 @@ class Ui_EquityChartWidget(object):
     def retranslateUi(self, EquityChartWidget):
         _translate = QtCore.QCoreApplication.translate
         EquityChartWidget.setWindowTitle(_translate("EquityChartWidget", "Form"))
-
 from ui.equitychartcanvas import EquityChartCanvas

src/nailab/ui_gen/mainwindow.py

@@ -2,16 +2,19 @@
 
 # Form implementation generated from reading ui file 'ui/mainwindow.ui'
 #
-# Created by: PyQt5 UI code generator 5.5.1
+# Created by: PyQt5 UI code generator 5.15.1
 #
-# WARNING! All changes made in this file will be lost!
+# WARNING: Any manual changes made to this file will be lost when pyuic5 is
+# run again.  Do not edit this file unless you know what you are doing.
+
 
 from PyQt5 import QtCore, QtGui, QtWidgets
 
+
 class Ui_MainWindow(object):
     def setupUi(self, MainWindow):
         MainWindow.setObjectName("MainWindow")
-        MainWindow.resize(1060, 587)
+        MainWindow.resize(1060, 588)
         self.centralwidget = QtWidgets.QWidget(MainWindow)
         self.centralwidget.setObjectName("centralwidget")
         self.gridLayout = QtWidgets.QGridLayout(self.centralwidget)
@@ -23,7 +26,7 @@ class Ui_MainWindow(object):
         self.gridLayout.addWidget(self.tabs, 0, 0, 1, 1)
         MainWindow.setCentralWidget(self.centralwidget)
         self.menubar = QtWidgets.QMenuBar(MainWindow)
-        self.menubar.setGeometry(QtCore.QRect(0, 0, 1060, 19))
+        self.menubar.setGeometry(QtCore.QRect(0, 0, 1060, 21))
         self.menubar.setObjectName("menubar")
         self.menuFile = QtWidgets.QMenu(self.menubar)
         self.menuFile.setObjectName("menuFile")
@@ -69,6 +72,8 @@ class Ui_MainWindow(object):
         self.actionExecute_in_Portfolio_Mode = QtWidgets.QAction(MainWindow)
         self.actionExecute_in_Portfolio_Mode.setIcon(icon2)
         self.actionExecute_in_Portfolio_Mode.setObjectName("actionExecute_in_Portfolio_Mode")
+        self.actionSettings = QtWidgets.QAction(MainWindow)
+        self.actionSettings.setObjectName("actionSettings")
         self.menuFile.addAction(self.actionNew_strategy)
         self.menuFile.addAction(self.actionOpen_strategy)
         self.menuFile.addAction(self.actionSave_strategy)
@@ -85,6 +90,7 @@ class Ui_MainWindow(object):
         self.toolBar.addSeparator()
         self.toolBar.addAction(self.actionExecute)
         self.toolBar.addAction(self.actionExecute_in_Portfolio_Mode)
+        self.toolBar.addAction(self.actionSettings)
 
         self.retranslateUi(MainWindow)
         self.tabs.setCurrentIndex(-1)
@@ -96,6 +102,7 @@ class Ui_MainWindow(object):
         self.actionSave_as.triggered.connect(MainWindow.saveStrategyAs)
         self.actionPerformance.triggered.connect(MainWindow.performanceAnalysis)
         self.actionExecute_in_Portfolio_Mode.triggered.connect(MainWindow.executeStrategyInPortfolioMode)
+        self.actionSettings.triggered.connect(MainWindow.showSettingsDialog)
         QtCore.QMetaObject.connectSlotsByName(MainWindow)
 
     def retranslateUi(self, MainWindow):
@@ -117,5 +124,5 @@ class Ui_MainWindow(object):
         self.actionSave_as.setText(_translate("MainWindow", "Save as..."))
         self.actionPerformance.setText(_translate("MainWindow", "Performance"))
         self.actionExecute_in_Portfolio_Mode.setText(_translate("MainWindow", "Execute in Portfolio Mode"))
-
+        self.actionSettings.setText(_translate("MainWindow", "Settings"))
 import nailab_rc

src/nailab/ui_gen/newdatasourcedialog.py

@@ -2,12 +2,15 @@
 
 # Form implementation generated from reading ui file 'ui/newdatasourcedialog.ui'
 #
-# Created by: PyQt5 UI code generator 5.5.1
+# Created by: PyQt5 UI code generator 5.15.1
 #
-# WARNING! All changes made in this file will be lost!
+# WARNING: Any manual changes made to this file will be lost when pyuic5 is
+# run again.  Do not edit this file unless you know what you are doing.
+
 
 from PyQt5 import QtCore, QtGui, QtWidgets
 
+
 class Ui_NewDataSourceDialog(object):
     def setupUi(self, NewDataSourceDialog):
         NewDataSourceDialog.setObjectName("NewDataSourceDialog")
@@ -36,6 +39,7 @@ class Ui_NewDataSourceDialog(object):
         self.cb_sourceType.setSizePolicy(sizePolicy)
         self.cb_sourceType.setObjectName("cb_sourceType")
         self.cb_sourceType.addItem("")
+        self.cb_sourceType.addItem("")
         self.gridLayout.addWidget(self.cb_sourceType, 1, 1, 1, 1)
         self.label_2 = QtWidgets.QLabel(NewDataSourceDialog)
         self.label_2.setObjectName("label_2")
@@ -56,5 +60,5 @@ class Ui_NewDataSourceDialog(object):
         NewDataSourceDialog.setWindowTitle(_translate("NewDataSourceDialog", "New data source"))
         self.label.setText(_translate("NewDataSourceDialog", "Data source type"))
         self.cb_sourceType.setItemText(0, _translate("NewDataSourceDialog", "CSV"))
+        self.cb_sourceType.setItemText(1, _translate("NewDataSourceDialog", "YahooCSV"))
         self.label_2.setText(_translate("NewDataSourceDialog", "Data source name"))
-

src/nailab/ui_gen/performancewidget.py

@@ -2,12 +2,15 @@
 
 # Form implementation generated from reading ui file 'ui/performancewidget.ui'
 #
-# Created by: PyQt5 UI code generator 5.5.1
+# Created by: PyQt5 UI code generator 5.15.1
 #
-# WARNING! All changes made in this file will be lost!
+# WARNING: Any manual changes made to this file will be lost when pyuic5 is
+# run again.  Do not edit this file unless you know what you are doing.
+
 
 from PyQt5 import QtCore, QtGui, QtWidgets
 
+
 class Ui_PerformanceWidget(object):
     def setupUi(self, PerformanceWidget):
         PerformanceWidget.setObjectName("PerformanceWidget")
@@ -77,7 +80,7 @@ class Ui_PerformanceWidget(object):
         self.gridLayout.addWidget(self.lw_strategies, 0, 0, 1, 2)
 
         self.retranslateUi(PerformanceWidget)
-        self.tab1.setCurrentIndex(1)
+        self.tab1.setCurrentIndex(0)
         self.b_add.clicked.connect(PerformanceWidget.addResults)
         self.b_remove.clicked.connect(PerformanceWidget.removeResults)
         self.rb_daily.toggled['bool'].connect(PerformanceWidget.dailyToggled)
@@ -95,6 +98,5 @@ class Ui_PerformanceWidget(object):
         self.tab1.setTabText(self.tab1.indexOf(self.tab_2), _translate("PerformanceWidget", "Correlations"))
         self.b_add.setText(_translate("PerformanceWidget", "Add..."))
         self.b_remove.setText(_translate("PerformanceWidget", "Remove"))
-
 from ui.correlationchartcanvas import CorrelationChartCanvas
 from ui.performancecanvas import PerformanceCanvas

src/nailab/ui_gen/settingswindow.py

@@ -0,0 +1,51 @@
+# -*- coding: utf-8 -*-
+
+# Form implementation generated from reading ui file 'ui/settingswindow.ui'
+#
+# Created by: PyQt5 UI code generator 5.15.1
+#
+# WARNING: Any manual changes made to this file will be lost when pyuic5 is
+# run again.  Do not edit this file unless you know what you are doing.
+
+
+from PyQt5 import QtCore, QtGui, QtWidgets
+
+
+class Ui_SettingsWindow(object):
+    def setupUi(self, SettingsWindow):
+        SettingsWindow.setObjectName("SettingsWindow")
+        SettingsWindow.resize(400, 300)
+        self.gridLayout = QtWidgets.QGridLayout(SettingsWindow)
+        self.gridLayout.setObjectName("gridLayout")
+        spacerItem = QtWidgets.QSpacerItem(20, 40, QtWidgets.QSizePolicy.Minimum, QtWidgets.QSizePolicy.Expanding)
+        self.gridLayout.addItem(spacerItem, 2, 0, 1, 1)
+        self.sb_commissionPercentage = QtWidgets.QDoubleSpinBox(SettingsWindow)
+        self.sb_commissionPercentage.setDecimals(4)
+        self.sb_commissionPercentage.setObjectName("sb_commissionPercentage")
+        self.gridLayout.addWidget(self.sb_commissionPercentage, 0, 1, 1, 1)
+        self.label = QtWidgets.QLabel(SettingsWindow)
+        self.label.setObjectName("label")
+        self.gridLayout.addWidget(self.label, 0, 0, 1, 1)
+        self.buttonBox = QtWidgets.QDialogButtonBox(SettingsWindow)
+        self.buttonBox.setOrientation(QtCore.Qt.Horizontal)
+        self.buttonBox.setStandardButtons(QtWidgets.QDialogButtonBox.Cancel|QtWidgets.QDialogButtonBox.Ok)
+        self.buttonBox.setObjectName("buttonBox")
+        self.gridLayout.addWidget(self.buttonBox, 3, 0, 1, 2)
+        self.label_2 = QtWidgets.QLabel(SettingsWindow)
+        self.label_2.setObjectName("label_2")
+        self.gridLayout.addWidget(self.label_2, 1, 0, 1, 1)
+        self.sb_commissionPerShare = QtWidgets.QDoubleSpinBox(SettingsWindow)
+        self.sb_commissionPerShare.setDecimals(4)
+        self.sb_commissionPerShare.setObjectName("sb_commissionPerShare")
+        self.gridLayout.addWidget(self.sb_commissionPerShare, 1, 1, 1, 1)
+
+        self.retranslateUi(SettingsWindow)
+        self.buttonBox.accepted.connect(SettingsWindow.accept)
+        self.buttonBox.rejected.connect(SettingsWindow.reject)
+        QtCore.QMetaObject.connectSlotsByName(SettingsWindow)
+
+    def retranslateUi(self, SettingsWindow):
+        _translate = QtCore.QCoreApplication.translate
+        SettingsWindow.setWindowTitle(_translate("SettingsWindow", "Settings"))
+        self.label.setText(_translate("SettingsWindow", "Commission (%)"))
+        self.label_2.setText(_translate("SettingsWindow", "Commission (per share)"))

src/nailab/ui_gen/statisticwidget.py

@@ -0,0 +1,62 @@
+# -*- coding: utf-8 -*-
+
+# Form implementation generated from reading ui file 'ui/statisticwidget.ui'
+#
+# Created by: PyQt5 UI code generator 5.15.1
+#
+# WARNING: Any manual changes made to this file will be lost when pyuic5 is
+# run again.  Do not edit this file unless you know what you are doing.
+
+
+from PyQt5 import QtCore, QtGui, QtWidgets
+
+
+class Ui_StatisticWidget(object):
+    def setupUi(self, StatisticWidget):
+        StatisticWidget.setObjectName("StatisticWidget")
+        StatisticWidget.resize(548, 418)
+        self.gridLayout = QtWidgets.QGridLayout(StatisticWidget)
+        self.gridLayout.setContentsMargins(1, 1, 1, 1)
+        self.gridLayout.setObjectName("gridLayout")
+        self.tabWidget = QtWidgets.QTabWidget(StatisticWidget)
+        self.tabWidget.setObjectName("tabWidget")
+        self.tab = QtWidgets.QWidget()
+        self.tab.setObjectName("tab")
+        self.gridLayout_2 = QtWidgets.QGridLayout(self.tab)
+        self.gridLayout_2.setObjectName("gridLayout_2")
+        self.tw_byTicker = QtWidgets.QTreeWidget(self.tab)
+        self.tw_byTicker.setObjectName("tw_byTicker")
+        self.gridLayout_2.addWidget(self.tw_byTicker, 0, 0, 1, 1)
+        self.tabWidget.addTab(self.tab, "")
+        self.tab_2 = QtWidgets.QWidget()
+        self.tab_2.setObjectName("tab_2")
+        self.gridLayout_3 = QtWidgets.QGridLayout(self.tab_2)
+        self.gridLayout_3.setObjectName("gridLayout_3")
+        self.tw_seasonality = QtWidgets.QTreeWidget(self.tab_2)
+        self.tw_seasonality.setObjectName("tw_seasonality")
+        self.gridLayout_3.addWidget(self.tw_seasonality, 0, 0, 1, 1)
+        self.tabWidget.addTab(self.tab_2, "")
+        self.tab_3 = QtWidgets.QWidget()
+        self.tab_3.setObjectName("tab_3")
+        self.tabWidget.addTab(self.tab_3, "")
+        self.gridLayout.addWidget(self.tabWidget, 0, 0, 1, 1)
+
+        self.retranslateUi(StatisticWidget)
+        self.tabWidget.setCurrentIndex(0)
+        QtCore.QMetaObject.connectSlotsByName(StatisticWidget)
+
+    def retranslateUi(self, StatisticWidget):
+        _translate = QtCore.QCoreApplication.translate
+        StatisticWidget.setWindowTitle(_translate("StatisticWidget", "StatisticWidget"))
+        self.tw_byTicker.setSortingEnabled(True)
+        self.tw_byTicker.headerItem().setText(0, _translate("StatisticWidget", "Ticker"))
+        self.tw_byTicker.headerItem().setText(1, _translate("StatisticWidget", "Net profit"))
+        self.tw_byTicker.headerItem().setText(2, _translate("StatisticWidget", "Total trades"))
+        self.tw_byTicker.headerItem().setText(3, _translate("StatisticWidget", "Avg. return"))
+        self.tabWidget.setTabText(self.tabWidget.indexOf(self.tab), _translate("StatisticWidget", "By ticker"))
+        self.tw_seasonality.setSortingEnabled(True)
+        self.tw_seasonality.headerItem().setText(1, _translate("StatisticWidget", "Net profit"))
+        self.tw_seasonality.headerItem().setText(2, _translate("StatisticWidget", "Total trades"))
+        self.tw_seasonality.headerItem().setText(3, _translate("StatisticWidget", "Avg. return"))
+        self.tabWidget.setTabText(self.tabWidget.indexOf(self.tab_2), _translate("StatisticWidget", "Seasonal"))
+        self.tabWidget.setTabText(self.tabWidget.indexOf(self.tab_3), _translate("StatisticWidget", "Returns"))

src/nailab/ui_gen/strategywidget.py

@@ -2,16 +2,19 @@
 
 # Form implementation generated from reading ui file 'ui/strategywidget.ui'
 #
-# Created by: PyQt5 UI code generator 5.5.1
+# Created by: PyQt5 UI code generator 5.15.1
 #
-# WARNING! All changes made in this file will be lost!
+# WARNING: Any manual changes made to this file will be lost when pyuic5 is
+# run again.  Do not edit this file unless you know what you are doing.
+
 
 from PyQt5 import QtCore, QtGui, QtWidgets
 
+
 class Ui_StrategyWidget(object):
     def setupUi(self, StrategyWidget):
         StrategyWidget.setObjectName("StrategyWidget")
-        StrategyWidget.resize(977, 569)
+        StrategyWidget.resize(977, 666)
         self.gridLayout_3 = QtWidgets.QGridLayout(StrategyWidget)
         self.gridLayout_3.setContentsMargins(1, 1, 1, 1)
         self.gridLayout_3.setObjectName("gridLayout_3")
@@ -28,6 +31,7 @@ class Ui_StrategyWidget(object):
         self.gridLayoutWidget = QtWidgets.QWidget(self.splitter)
         self.gridLayoutWidget.setObjectName("gridLayoutWidget")
         self.gridLayout_2 = QtWidgets.QGridLayout(self.gridLayoutWidget)
+        self.gridLayout_2.setContentsMargins(2, 2, 2, 2)
         self.gridLayout_2.setObjectName("gridLayout_2")
         self.horizontalLayout = QtWidgets.QHBoxLayout()
         self.horizontalLayout.setObjectName("horizontalLayout")
@@ -44,16 +48,16 @@ class Ui_StrategyWidget(object):
         self.b_deleteSource = QtWidgets.QPushButton(self.gridLayoutWidget)
         self.b_deleteSource.setObjectName("b_deleteSource")
         self.horizontalLayout.addWidget(self.b_deleteSource)
-        self.gridLayout_2.addLayout(self.horizontalLayout, 5, 0, 1, 2)
-        self.dte_to = QtWidgets.QDateTimeEdit(self.gridLayoutWidget)
-        self.dte_to.setObjectName("dte_to")
-        self.gridLayout_2.addWidget(self.dte_to, 3, 1, 1, 1)
+        self.gridLayout_2.addLayout(self.horizontalLayout, 7, 0, 1, 2)
         self.dte_from = QtWidgets.QDateTimeEdit(self.gridLayoutWidget)
         self.dte_from.setObjectName("dte_from")
-        self.gridLayout_2.addWidget(self.dte_from, 2, 1, 1, 1)
+        self.gridLayout_2.addWidget(self.dte_from, 4, 1, 1, 1)
         self.label_2 = QtWidgets.QLabel(self.gridLayoutWidget)
         self.label_2.setObjectName("label_2")
-        self.gridLayout_2.addWidget(self.label_2, 3, 0, 1, 1)
+        self.gridLayout_2.addWidget(self.label_2, 5, 0, 1, 1)
+        self.dte_to = QtWidgets.QDateTimeEdit(self.gridLayoutWidget)
+        self.dte_to.setObjectName("dte_to")
+        self.gridLayout_2.addWidget(self.dte_to, 5, 1, 1, 1)
         self.rb_allData = QtWidgets.QRadioButton(self.gridLayoutWidget)
         self.rb_allData.setChecked(True)
         self.rb_allData.setObjectName("rb_allData")
@@ -69,7 +73,7 @@ class Ui_StrategyWidget(object):
         self.tw_feeds.setHeaderHidden(True)
         self.tw_feeds.setObjectName("tw_feeds")
         self.tw_feeds.headerItem().setText(0, "1")
-        self.gridLayout_2.addWidget(self.tw_feeds, 4, 0, 1, 2)
+        self.gridLayout_2.addWidget(self.tw_feeds, 6, 0, 1, 2)
         self.label = QtWidgets.QLabel(self.gridLayoutWidget)
         sizePolicy = QtWidgets.QSizePolicy(QtWidgets.QSizePolicy.Maximum, QtWidgets.QSizePolicy.Preferred)
         sizePolicy.setHorizontalStretch(0)
@@ -77,7 +81,7 @@ class Ui_StrategyWidget(object):
         sizePolicy.setHeightForWidth(self.label.sizePolicy().hasHeightForWidth())
         self.label.setSizePolicy(sizePolicy)
         self.label.setObjectName("label")
-        self.gridLayout_2.addWidget(self.label, 2, 0, 1, 1)
+        self.gridLayout_2.addWidget(self.label, 4, 0, 1, 1)
         self.rb_timeWindow = QtWidgets.QRadioButton(self.gridLayoutWidget)
         self.rb_timeWindow.setObjectName("rb_timeWindow")
         self.gridLayout_2.addWidget(self.rb_timeWindow, 1, 0, 1, 2)
@@ -111,12 +115,11 @@ class Ui_StrategyWidget(object):
         self.b_addSource.setText(_translate("StrategyWidget", "Add source"))
         self.b_refresh.setText(_translate("StrategyWidget", "Refresh"))
         self.b_deleteSource.setText(_translate("StrategyWidget", "Delete source"))
-        self.dte_to.setDisplayFormat(_translate("StrategyWidget", "dd.MM.yyyy H:mm"))
         self.dte_from.setDisplayFormat(_translate("StrategyWidget", "dd.MM.yyyy H:mm"))
         self.label_2.setText(_translate("StrategyWidget", "To"))
+        self.dte_to.setDisplayFormat(_translate("StrategyWidget", "dd.MM.yyyy H:mm"))
         self.rb_allData.setText(_translate("StrategyWidget", "All data"))
         self.label.setText(_translate("StrategyWidget", "From"))
         self.rb_timeWindow.setText(_translate("StrategyWidget", "Time window"))
         self.tabs.setTabText(self.tabs.indexOf(self.tab), _translate("StrategyWidget", "Code"))
-
 from PyQt5 import Qsci

src/nailab/ui_gen/tradeslistwidget.py

@@ -2,12 +2,15 @@
 
 # Form implementation generated from reading ui file 'ui/tradeslistwidget.ui'
 #
-# Created by: PyQt5 UI code generator 5.5.1
+# Created by: PyQt5 UI code generator 5.15.1
 #
-# WARNING! All changes made in this file will be lost!
+# WARNING: Any manual changes made to this file will be lost when pyuic5 is
+# run again.  Do not edit this file unless you know what you are doing.
+
 
 from PyQt5 import QtCore, QtGui, QtWidgets
 
+
 class Ui_TradesListWidget(object):
     def setupUi(self, TradesListWidget):
         TradesListWidget.setObjectName("TradesListWidget")
@@ -40,4 +43,3 @@ class Ui_TradesListWidget(object):
         self.trades.headerItem().setText(5, _translate("TradesListWidget", "Exit time"))
         self.trades.headerItem().setText(6, _translate("TradesListWidget", "Exit price"))
         self.trades.headerItem().setText(7, _translate("TradesListWidget", "PnL"))
-

ui/mainwindow.ui

@@ -7,7 +7,7 @@
     <x>0</x>
     <y>0</y>
     <width>1060</width>
-    <height>587</height>
+    <height>588</height>
    </rect>
   </property>
   <property name="windowTitle">
@@ -45,7 +45,7 @@
      <x>0</x>
      <y>0</y>
      <width>1060</width>
-     <height>19</height>
+     <height>21</height>
     </rect>
    </property>
    <widget class="QMenu" name="menuFile">
@@ -91,6 +91,7 @@
    <addaction name="separator"/>
    <addaction name="actionExecute"/>
    <addaction name="actionExecute_in_Portfolio_Mode"/>
+   <addaction name="actionSettings"/>
   </widget>
   <action name="actionOpenTrades">
    <property name="text">
@@ -166,6 +167,11 @@
     <string>Execute in Portfolio Mode</string>
    </property>
   </action>
+  <action name="actionSettings">
+   <property name="text">
+    <string>Settings</string>
+   </property>
+  </action>
  </widget>
  <resources>
   <include location="../nailab.qrc"/>
@@ -299,6 +305,22 @@
     </hint>
    </hints>
   </connection>
+  <connection>
+   <sender>actionSettings</sender>
+   <signal>triggered()</signal>
+   <receiver>MainWindow</receiver>
+   <slot>showSettingsDialog()</slot>
+   <hints>
+    <hint type="sourcelabel">
+     <x>-1</x>
+     <y>-1</y>
+    </hint>
+    <hint type="destinationlabel">
+     <x>529</x>
+     <y>293</y>
+    </hint>
+   </hints>
+  </connection>
  </connections>
  <slots>
   <slot>openTrades()</slot>
@@ -310,5 +332,6 @@
   <slot>saveStrategyAs()</slot>
   <slot>performanceAnalysis()</slot>
   <slot>executeStrategyInPortfolioMode()</slot>
+  <slot>showSettingsDialog()</slot>
  </slots>
 </ui>

ui/newdatasourcedialog.ui

@@ -50,6 +50,11 @@
        <string>CSV</string>
       </property>
      </item>
+     <item>
+      <property name="text">
+       <string>YahooCSV</string>
+      </property>
+     </item>
     </widget>
    </item>
    <item row="0" column="0">

ui/performancewidget.ui

@@ -29,7 +29,7 @@
    <item row="0" column="2">
     <widget class="QTabWidget" name="tab1">
      <property name="currentIndex">
-      <number>1</number>
+      <number>0</number>
      </property>
      <widget class="QWidget" name="tab">
       <attribute name="title">

ui/settingswindow.ui

@@ -0,0 +1,105 @@
+<?xml version="1.0" encoding="UTF-8"?>
+<ui version="4.0">
+ <class>SettingsWindow</class>
+ <widget class="QDialog" name="SettingsWindow">
+  <property name="geometry">
+   <rect>
+    <x>0</x>
+    <y>0</y>
+    <width>400</width>
+    <height>300</height>
+   </rect>
+  </property>
+  <property name="windowTitle">
+   <string>Settings</string>
+  </property>
+  <layout class="QGridLayout" name="gridLayout">
+   <item row="2" column="0">
+    <spacer name="verticalSpacer">
+     <property name="orientation">
+      <enum>Qt::Vertical</enum>
+     </property>
+     <property name="sizeHint" stdset="0">
+      <size>
+       <width>20</width>
+       <height>40</height>
+      </size>
+     </property>
+    </spacer>
+   </item>
+   <item row="0" column="1">
+    <widget class="QDoubleSpinBox" name="sb_commissionPercentage">
+     <property name="decimals">
+      <number>4</number>
+     </property>
+    </widget>
+   </item>
+   <item row="0" column="0">
+    <widget class="QLabel" name="label">
+     <property name="text">
+      <string>Commission (%)</string>
+     </property>
+    </widget>
+   </item>
+   <item row="3" column="0" colspan="2">
+    <widget class="QDialogButtonBox" name="buttonBox">
+     <property name="orientation">
+      <enum>Qt::Horizontal</enum>
+     </property>
+     <property name="standardButtons">
+      <set>QDialogButtonBox::Cancel|QDialogButtonBox::Ok</set>
+     </property>
+    </widget>
+   </item>
+   <item row="1" column="0">
+    <widget class="QLabel" name="label_2">
+     <property name="text">
+      <string>Commission (per share)</string>
+     </property>
+    </widget>
+   </item>
+   <item row="1" column="1">
+    <widget class="QDoubleSpinBox" name="sb_commissionPerShare">
+     <property name="decimals">
+      <number>4</number>
+     </property>
+    </widget>
+   </item>
+  </layout>
+ </widget>
+ <resources/>
+ <connections>
+  <connection>
+   <sender>buttonBox</sender>
+   <signal>accepted()</signal>
+   <receiver>SettingsWindow</receiver>
+   <slot>accept()</slot>
+   <hints>
+    <hint type="sourcelabel">
+     <x>248</x>
+     <y>254</y>
+    </hint>
+    <hint type="destinationlabel">
+     <x>157</x>
+     <y>274</y>
+    </hint>
+   </hints>
+  </connection>
+  <connection>
+   <sender>buttonBox</sender>
+   <signal>rejected()</signal>
+   <receiver>SettingsWindow</receiver>
+   <slot>reject()</slot>
+   <hints>
+    <hint type="sourcelabel">
+     <x>316</x>
+     <y>260</y>
+    </hint>
+    <hint type="destinationlabel">
+     <x>286</x>
+     <y>274</y>
+    </hint>
+   </hints>
+  </connection>
+ </connections>
+</ui>

ui/statisticwidget.ui

@@ -0,0 +1,113 @@
+<?xml version="1.0" encoding="UTF-8"?>
+<ui version="4.0">
+ <class>StatisticWidget</class>
+ <widget class="QWidget" name="StatisticWidget">
+  <property name="geometry">
+   <rect>
+    <x>0</x>
+    <y>0</y>
+    <width>548</width>
+    <height>418</height>
+   </rect>
+  </property>
+  <property name="windowTitle">
+   <string>StatisticWidget</string>
+  </property>
+  <layout class="QGridLayout" name="gridLayout">
+   <property name="leftMargin">
+    <number>1</number>
+   </property>
+   <property name="topMargin">
+    <number>1</number>
+   </property>
+   <property name="rightMargin">
+    <number>1</number>
+   </property>
+   <property name="bottomMargin">
+    <number>1</number>
+   </property>
+   <item row="0" column="0">
+    <widget class="QTabWidget" name="tabWidget">
+     <property name="currentIndex">
+      <number>0</number>
+     </property>
+     <widget class="QWidget" name="tab">
+      <attribute name="title">
+       <string>By ticker</string>
+      </attribute>
+      <layout class="QGridLayout" name="gridLayout_2">
+       <item row="0" column="0">
+        <widget class="QTreeWidget" name="tw_byTicker">
+         <property name="sortingEnabled">
+          <bool>true</bool>
+         </property>
+         <column>
+          <property name="text">
+           <string>Ticker</string>
+          </property>
+         </column>
+         <column>
+          <property name="text">
+           <string>Net profit</string>
+          </property>
+         </column>
+         <column>
+          <property name="text">
+           <string>Total trades</string>
+          </property>
+         </column>
+         <column>
+          <property name="text">
+           <string>Avg. return</string>
+          </property>
+         </column>
+        </widget>
+       </item>
+      </layout>
+     </widget>
+     <widget class="QWidget" name="tab_2">
+      <attribute name="title">
+       <string>Seasonal</string>
+      </attribute>
+      <layout class="QGridLayout" name="gridLayout_3">
+       <item row="0" column="0">
+        <widget class="QTreeWidget" name="tw_seasonality">
+         <property name="sortingEnabled">
+          <bool>true</bool>
+         </property>
+         <column>
+          <property name="text">
+           <string/>
+          </property>
+         </column>
+         <column>
+          <property name="text">
+           <string>Net profit</string>
+          </property>
+         </column>
+         <column>
+          <property name="text">
+           <string>Total trades</string>
+          </property>
+         </column>
+         <column>
+          <property name="text">
+           <string>Avg. return</string>
+          </property>
+         </column>
+        </widget>
+       </item>
+      </layout>
+     </widget>
+     <widget class="QWidget" name="tab_3">
+      <attribute name="title">
+       <string>Returns</string>
+      </attribute>
+     </widget>
+    </widget>
+   </item>
+  </layout>
+ </widget>
+ <resources/>
+ <connections/>
+</ui>

ui/strategywidget.ui

@@ -7,7 +7,7 @@
     <x>0</x>
     <y>0</y>
     <width>977</width>
-    <height>569</height>
+    <height>666</height>
    </rect>
   </property>
   <property name="windowTitle">
@@ -55,7 +55,19 @@
          </property>
          <widget class="QWidget" name="gridLayoutWidget">
           <layout class="QGridLayout" name="gridLayout_2">
-           <item row="5" column="0" colspan="2">
+           <property name="leftMargin">
+            <number>2</number>
+           </property>
+           <property name="topMargin">
+            <number>2</number>
+           </property>
+           <property name="rightMargin">
+            <number>2</number>
+           </property>
+           <property name="bottomMargin">
+            <number>2</number>
+           </property>
+           <item row="7" column="0" colspan="2">
             <layout class="QHBoxLayout" name="horizontalLayout">
              <item>
               <widget class="QPushButton" name="b_addSource">
@@ -106,27 +118,27 @@
              </item>
             </layout>
            </item>
-           <item row="3" column="1">
-            <widget class="QDateTimeEdit" name="dte_to">
-             <property name="displayFormat">
-              <string>dd.MM.yyyy H:mm</string>
-             </property>
-            </widget>
-           </item>
-           <item row="2" column="1">
+           <item row="4" column="1">
             <widget class="QDateTimeEdit" name="dte_from">
              <property name="displayFormat">
               <string>dd.MM.yyyy H:mm</string>
              </property>
             </widget>
            </item>
-           <item row="3" column="0">
+           <item row="5" column="0">
             <widget class="QLabel" name="label_2">
              <property name="text">
               <string>To</string>
              </property>
             </widget>
            </item>
+           <item row="5" column="1">
+            <widget class="QDateTimeEdit" name="dte_to">
+             <property name="displayFormat">
+              <string>dd.MM.yyyy H:mm</string>
+             </property>
+            </widget>
+           </item>
            <item row="0" column="0" colspan="2">
             <widget class="QRadioButton" name="rb_allData">
              <property name="text">
@@ -137,7 +149,7 @@
              </property>
             </widget>
            </item>
-           <item row="4" column="0" colspan="2">
+           <item row="6" column="0" colspan="2">
             <widget class="QTreeWidget" name="tw_feeds">
              <property name="sizePolicy">
               <sizepolicy hsizetype="Expanding" vsizetype="Expanding">
@@ -161,7 +173,7 @@
              </column>
             </widget>
            </item>
-           <item row="2" column="0">
+           <item row="4" column="0">
             <widget class="QLabel" name="label">
              <property name="sizePolicy">
               <sizepolicy hsizetype="Maximum" vsizetype="Preferred">