def save_setting(self):
""""""
setting = {
"tick": self.tick_recordings,
"bar": self.bar_recordings
}
save_json(self.setting_filename, setting)
def save_order(self) -> None:
""""""
order_data = {
"date": datetime.now().strftime("%Y-%m-%d"),
"data": self.order_reference_map
}
save_json(self.order_filename, order_data)
def save_setting(self) -> None:
""""""
setting = {
"trade_slippage": self.trade_slippage,
"timer_interval": self.timer_interval,
"instant_trade": self.instant_trade
}
save_json(self.setting_filename, setting)
def remove_strategy_setting(self, strategy_name: str):
"""
Update setting file.
"""
if strategy_name not in self.strategy_setting:
return
self.strategy_setting.pop(strategy_name)
save_json(self.setting_filename, self.strategy_setting)
def sync_strategy_data(self, strategy: StrategyTemplate):
"""
Sync strategy data into json file.
"""
data = strategy.get_variables()
data.pop("inited") # Strategy status (inited, trading) should not be synced.
data.pop("trading")
self.strategy_data[strategy.strategy_name] = data
save_json(self.data_filename, self.strategy_data)
def save_data(self) -> None:
""""""
data = {"date": datetime.now().strftime("%Y-%m-%d")}
for contract_result in self.contract_results.values():
key = f"{contract_result.reference},{contract_result.vt_symbol}"
data[key] = {
"open_pos": contract_result.open_pos,
"last_pos": contract_result.last_pos
}
save_json(self.data_filename, data)
def update_strategy_setting(self, strategy_name: str, setting: dict):
"""
Update setting file.
"""
strategy = self.strategies[strategy_name]
self.strategy_setting[strategy_name] = {
"class_name": strategy.__class__.__name__,
"vt_symbol": strategy.vt_symbol,
"setting": setting,
}
save_json(self.setting_filename, self.strategy_setting)
def save_strategy_setting(self):
"""
Save setting file.
"""
strategy_setting = {}
for name, strategy in self.strategies.items():
strategy_setting[name] = {
"class_name": strategy.__class__.__name__,
"vt_symbols": strategy.vt_symbols,
"setting": strategy.get_parameters()
}
save_json(self.setting_filename, strategy_setting)
def save_data(self) -> None:
""""""
position_data = []
for position in self.positions.values():
if not position.volume:
continue
d = {
"vt_symbol": position.vt_symbol,
"volume": position.volume,
"price": position.price,
"direction": position.direction.value
}
position_data.append(d)
save_json(self.data_filename, position_data)
def save_algo_setting(self):
""""""
save_json(self.setting_filename, self.algo_settings)
def save_setting(self) -> None:
""""""
setting = {"timer_interval": self.timer_interval}
save_json(self.setting_filename, setting)
def start_backtesting(self):
""""""
class_name = self.class_combo.currentText()
vt_symbol = self.symbol_line.text()
interval = self.interval_combo.currentText()
start = self.start_date_edit.dateTime().toPyDateTime()
end = self.end_date_edit.dateTime().toPyDateTime()
rate = float(self.rate_line.text())
slippage = float(self.slippage_line.text())
size = float(self.size_line.text())
pricetick = float(self.pricetick_line.text())
capital = float(self.capital_line.text())
if self.inverse_combo.currentText() == "正向":
inverse = False
else:
inverse = True
# Check validity of vt_symbol
if "." not in vt_symbol:
self.write_log("本地代码缺失交易所后缀，请检查")
return
_, exchange_str = vt_symbol.split(".")
if exchange_str not in Exchange.__members__:
self.write_log("本地代码的交易所后缀不正确，请检查")
return
# Save backtesting parameters
backtesting_setting = {
"class_name": class_name,
"vt_symbol": vt_symbol,
"interval": interval,
"start": start.isoformat(),
"rate": rate,
"slippage": slippage,
"size": size,
"pricetick": pricetick,
"capital": capital,
"inverse": inverse,
}
save_json(self.setting_filename, backtesting_setting)
# Get strategy setting
old_setting = self.settings[class_name]
dialog = BacktestingSettingEditor(class_name, old_setting)
i = dialog.exec()
if i != dialog.Accepted:
return
new_setting = dialog.get_setting()
self.settings[class_name] = new_setting
result = self.backtester_engine.start_backtesting(
class_name, vt_symbol, interval, start, end, rate, slippage, size,
pricetick, capital, inverse, new_setting)
if result:
self.statistics_monitor.clear_data()
self.chart.clear_data()
self.trade_button.setEnabled(False)
self.order_button.setEnabled(False)
self.daily_button.setEnabled(False)
self.candle_button.setEnabled(False)
self.trade_dialog.clear_data()
self.order_dialog.clear_data()
self.daily_dialog.clear_data()
self.candle_dialog.clear_data()
def save_setting(self) -> None:
""""""
# For normal spread
setting = []
for spread in self.spreads.values():
if isinstance(spread, AdvancedSpreadData):
continue
leg_settings = []
for leg in spread.legs.values():
price_multiplier = spread.price_multipliers[leg.vt_symbol]
trading_multiplier = spread.trading_multipliers[leg.vt_symbol]
inverse_contract = spread.inverse_contracts[leg.vt_symbol]
leg_setting = {
"vt_symbol": leg.vt_symbol,
"price_multiplier": price_multiplier,
"trading_multiplier": trading_multiplier,
"inverse_contract": inverse_contract
}
leg_settings.append(leg_setting)
spread_setting = {
"name": spread.name,
"leg_settings": leg_settings,
"active_symbol": spread.active_leg.vt_symbol,
"min_volume": spread.min_volume
}
setting.append(spread_setting)
save_json(self.setting_filename, setting)
# For advanced spread
setting = []
for spread in self.spreads.values():
if not isinstance(spread, AdvancedSpreadData):
continue
leg_settings = []
for variable, vt_symbol in spread.variable_symbols.items():
trading_direction = spread.variable_directions[variable]
price_multiplier = spread.price_multipliers[vt_symbol]
trading_multiplier = spread.trading_multipliers[vt_symbol]
inverse_contract = spread.inverse_contracts[vt_symbol]
leg_setting = {
"variable": variable,
"vt_symbol": vt_symbol,
"trading_direction": trading_direction,
"trading_multiplier": trading_multiplier,
"inverse_contract": inverse_contract
}
leg_settings.append(leg_setting)
spread_setting = {
"name": spread.name,
"leg_settings": leg_settings,
"price_formula": spread.price_formula,
"active_symbol": spread.active_leg.vt_symbol,
"min_volume": spread.min_volume
}
setting.append(spread_setting)
save_json(self.advanced_filename, setting)
def save_setting(self):
""""""
setting = self.get_setting()
save_json(self.setting_filename, setting)
