def __init__(self, extension_name, app=None, **kwargs):
"""
init function
:param name: extension name , 插件名字
:param app: CtpBee 实例
"""
self.instrument_set: List or Set = set()
self.extension_name = extension_name
self.app = app
self.func = []
init = False
if self.app is not None:
self.init_app(self.app)
# 是否冻结
self.frozen = False
if "cache_path" in kwargs:
self.path = kwargs.get("cache_path")
if not os.path.isdir(self.path):
raise ValueError("请填写正确的缓存绝对路径")
else:
self.path = get_ctpbee_path()
init = kwargs.get("init_position")
if init and not isinstance(init, bool):
raise TypeError(f"init参数应该设置为True或者False，而不是{type(init)}")
# 单号如
self.order_id_mapping = {}
self.api_path = self.get_dir(self.path)
self.level_position_manager = ApiPositionManager(
self.extension_name, self.api_path, init)
def render_result(result,
kline=None,
trades=None,
datetimed=None,
trade_data=None,
strategy=[],
position_data=None,
account_data=None,
net_pnl=None,
cost_time=None,
**kwargs):
"""
渲染结果并写入到本地html文件， 并返回html文件地址
"""
"""默认回测文件存放文件夹地址"""
path = os.path.join(get_ctpbee_path(), "looper")
time = str(datetimed).replace(" ", "_").replace(".", "_").replace(":", "_")
filename = "{}_{}".format("_".join(strategy), time)
abs_path = os.path.join(path, filename)
print(abs_path)
datetimed = str(datetimed.strftime("%Y-%m-%d_%H_%M_%S"))
code_string = main_template.render(result=result,
strategy=strategy,
account_data=account_data,
net_pnl=net_pnl,
cost_time=cost_time,
datetime=datetimed,
file_name=filename,
abs_path=abs_path)
trade_code_string = trade_template.render(trade_data=trade_data,
position_data=position_data)
""" 回测主文件存放地址"""
file_path = kwargs.get("file_path", None)
""" 成交单文件存放地址 """
trade_path = kwargs.get("trade_file_path", None)
if not file_path:
if not os.path.isdir(path):
os.mkdir(path)
file_path = join_path(path, filename + ".html")
if not trade_path:
trade_path = join_path(path, filename + "-trade.html")
with open(file_path, "w", encoding="utf8") as f:
f.write(code_string)
with open(trade_path, "w", encoding="utf8") as f:
f.write(trade_code_string)
if kwargs.get("auto_open", None):
webbrowser.open(file_path)
return file_path
def __init__(self, extension_name, app=None, **kwargs):
"""
初始化调用函数
Args:
extension_name: 插件名称
app(CtpBee): App核心
Return:
CtpbeeApi: 实例
"""
self.instrument_set: List or Set = set()
self.extension_name = extension_name
self.app = app
self.func = []
self._count = 0
self.__init_ready = False
if self.app is not None:
self.init_app(self.app)
# 是否冻结
self.frozen = False
if "cache_path" in kwargs:
self.path = kwargs.get("cache_path")
if not os.path.isdir(self.path):
raise ValueError("请填写正确的缓存绝对路径")
else:
self.path = get_ctpbee_path()
init = kwargs.get("init_position", False)
if init and not isinstance(init, bool):
raise TypeError(f"init参数应该设置为True或者False，而不是{type(init)}")
# 单号如
self.order_id_mapping = {}
self.api_path = self.get_dir(self.path)
self.description = ""
