def load_setting(self) -> None:
""""""
# For normal spread
setting = load_json(self.setting_filename)
for spread_setting in setting:
self.add_spread(
spread_setting["name"],
spread_setting["leg_settings"],
spread_setting["active_symbol"],
spread_setting.get("min_volume", 1),
save=False
)
# For advanced spread
setting = load_json(self.advanced_filename)
for spread_setting in setting:
self.add_advanced_spread(
spread_setting["name"],
spread_setting["leg_settings"],
spread_setting["price_formula"],
spread_setting["active_symbol"],
spread_setting.get("min_volume", 1),
save=False
)
def load_data(self) -> None:
""""""
data = load_json(self.data_filename)
if not data:
return
today = datetime.now().strftime("%Y-%m-%d")
date_changed = False
date = data.pop("date")
for key, d in data.items():
reference, vt_symbol = key.split(",")
if date == today:
pos = d["open_pos"]
else:
pos = d["last_pos"]
date_changed = True
self.result_symbols.add(vt_symbol)
self.contract_results[(reference, vt_symbol)] = ContractResult(
self, reference, vt_symbol, pos)
# Re-save latest data if date changed
if date_changed:
self.save_data()
def load_backtesting_setting(self):
""""""
setting = load_json(self.setting_filename)
if not setting:
return
self.class_combo.setCurrentIndex(
self.class_combo.findText(setting["class_name"]))
self.symbol_line.setText(setting["vt_symbol"])
self.interval_combo.setCurrentIndex(
self.interval_combo.findText(setting["interval"]))
start_str = setting.get("start", "")
if start_str:
start_dt = QtCore.QDate.fromString(start_str, "yyyy-MM-dd")
self.start_date_edit.setDate(start_dt)
self.rate_line.setText(str(setting["rate"]))
self.slippage_line.setText(str(setting["slippage"]))
self.size_line.setText(str(setting["size"]))
self.pricetick_line.setText(str(setting["pricetick"]))
self.capital_line.setText(str(setting["capital"]))
if not setting["inverse"]:
self.inverse_combo.setCurrentIndex(0)
else:
self.inverse_combo.setCurrentIndex(1)
def load_setting(self):
""""""
setting = load_json(self.setting_filename)
if not setting:
return
self.update_setting(setting)
def load_algo_setting(self):
""""""
self.algo_settings = load_json(self.setting_filename)
for setting_name, setting in self.algo_settings.items():
self.put_setting_event(setting_name, setting)
self.write_log("算法配置载入成功")
def load_order(self) -> None:
""""""
order_data = load_json(self.order_filename)
date = order_data.get("date", "")
today = datetime.now().strftime("%Y-%m-%d")
if date == today:
self.order_reference_map = order_data["data"]
def load_setting(self) -> None:
""""""
setting = load_json(self.setting_filename)
if setting:
self.trade_slippage = setting["trade_slippage"]
self.timer_interval = setting["timer_interval"]
self.instant_trade = setting["instant_trade"]
def load_data(self) -> None:
""""""
position_data = load_json(self.data_filename)
for d in position_data:
vt_symbol = d["vt_symbol"]
direction = Direction(d["direction"])
position = self.get_position(vt_symbol, direction)
position.volume = d["volume"]
position.price = d["price"]
def load_strategy_setting(self):
"""
Load setting file.
"""
strategy_setting = load_json(self.setting_filename)
for strategy_name, strategy_config in strategy_setting.items():
self.add_strategy(
strategy_config["class_name"],
strategy_name,
strategy_config["vt_symbols"],
strategy_config["setting"]
)
def load_setting(self) -> None:
""""""
setting = load_json(self.setting_filename)
if "timer_interval" in setting:
self.timer_interval = setting["timer_interval"]
def load_setting(self):
""""""
setting = load_json(self.setting_filename)
self.tick_recordings = setting.get("tick", {})
self.bar_recordings = setting.get("bar", {})
def load_strategy_data(self):
"""
Load strategy data from json file.
"""
self.strategy_data = load_json(self.data_filename)
