def run_backest(kwargs):
try:
file = kwargs.pop('code')
with codecs.open(file, 'r', 'utf-8') as f:
code = f.read()
f.close()
user = '******'
parameters = kwargs.pop('paras')
start_time = kwargs.pop('start_time')
end_time = kwargs.pop('end_time')
symbol = kwargs.pop('symbol')
time_frame = kwargs.pop('time_frame')
log = kwargs.pop('log')
backtest = Backtesting(user, 'test', code, [symbol], time_frame, start_time, end_time)
if log:
handle = logging.FileHandler(log, encoding='utf-8')
logger = logging.getLogger('backtest')
logger.addHandler(handle)
logger.setLevel(logging.INFO)
backtest.set_logger(logger)
backtest.start(paras=parameters)
performance = backtest.get_performance()
result = performance.optimize_info
temp = pd.Series({signal + '.' + k: v for signal, paras in parameters.items() for k, v in paras.items()})
result = pd.concat([temp, result])
backtest.log(backtest.time("绩效计算完毕，耗时:{0}"), logging.INFO)
return result
except Exception as e:
print("Error: {0}, Para: {1}".format(e, parameters))
print(traceback.format_exc())
return None
def run_backest(**parameters):
with codecs.open('../test/testcode9.py', 'r', 'utf-8') as f:
code = f.read()
user = '******'
backtest = Backtesting(user, 'test', code, ['EURUSD'], 'M30', '2015-01-02', '2015-03-01')
backtest.start(paras=parameters)
performance = backtest.get_performance()
result = performance.optimize_info
temp = pd.Series({signal + '.' + k: v for signal, paras in parameters.items() for k, v in paras.items()})
result = pd.concat([temp, result])
backtest.log(backtest.time("绩效计算完毕，耗时：{0}"), logging.INFO)
return result