def run_backtest(file, config):
cache = StrategyPerformanceJsonCache(user) # TODO 修改为JSON
try:
with codecs.open(file, 'r', 'utf-8') as f:
code = f.read()
f.close()
backtesting = Backtesting(**config)
backtesting.set_code(code)
backtesting.start()
performance = backtesting.get_performance()
cache.put_performance(performance)
cache.put('setting', json.dumps(backtesting.get_setting())) # TODO 修改为JSON
output = get_output(user, name)
result = {'stat': 'OK', 'result': performance.yield_curve,
'performance': performance.info_on_home_page}
except SlaverThreadError as e:
tb_message = get_user_friendly_traceback(*e.get_exc())
result = {"stat": "FALSE", "error": string_to_html('\n'.join(tb_message))}
except Exception:
tb_message = get_user_friendly_traceback(*sys.exc_info())
result = {"stat": "FALSE", "error": string_to_html('\n'.join(tb_message))}
finally:
output = get_output(user, name)
result['output'] = string_to_html(output)
cache.put('response', json.dumps(result))
def backtest(conn, *args):
try:
user = args[0]
backtesting = Backtesting(*args)
backtesting.start()
performance = backtesting.get_performance()
cache = StrategyPerformanceJsonCache(user)
cache.put_performance(performance)
cache.put('setting', json.dumps(backtesting.get_setting()))
conn.put({"stat": "OK"})
except SlaverThreadError as e:
tb_message = get_user_friendly_traceback(*e.get_exc())
conn.put({"stat": "FALSE", "error": string_to_html('\n'.join(tb_message))})
except Exception:
tb_message = get_user_friendly_traceback(*sys.exc_info())
conn.put({"stat": "FALSE", "error": string_to_html('\n'.join(tb_message))})
def backtest(conn, *args):
try:
config = BfConfig(**{v[0]: v[1] for v in zip(["user", "name", "symbols", "time_frame", "start_time",
"end_time", "commission", "slippage"], args)})
config.trading_mode = TradingMode.on_tick
user = User(config.user)
code = get_strategy(user, "LastBacktest").content
backtesting = Backtesting()
backtesting.set_code(code)
backtesting.set_config(config)
backtesting.start()
performance = backtesting.get_performance()
cache = StrategyPerformanceJsonCache(user.user_id)
cache.put_performance(performance)
cache.put('setting', json.dumps(backtesting.get_setting()))
conn.put({"stat": "OK"})
except SlaverThreadError as e:
tb_message = get_user_friendly_traceback(*e.get_exc())
conn.put({"stat": "FALSE", "error": string_to_html('\n'.join(tb_message))})
except Exception:
tb_message = get_user_friendly_traceback(*sys.exc_info())
conn.put({"stat": "FALSE", "error": string_to_html('\n'.join(tb_message))})
def run_backtest(user, name, file, symbols, time_frame, start_time, end_time, commission, slippage):
cache = StrategyPerformanceJsonCache(user) # TODO 修改为JSON
try:
with codecs.open(file, 'r', 'utf-8') as f:
code = f.read()
f.close()
backtesting = Backtesting(user, name, code, symbols, time_frame, start_time, end_time, commission, slippage)
backtesting.start()
performance = backtesting.get_performance()
cache.put_performance(performance)
cache.put('setting', json.dumps(backtesting.get_setting())) # TODO 修改为JSON
output = get_output(user, name)
result = {'stat': 'OK', 'result': performance.yield_curve,
'performance': performance.info_on_home_page}
except SlaverThreadError as e:
tb_message = get_user_friendly_traceback(*e.get_exc())
result = {"stat": "FALSE", "error": string_to_html('\n'.join(tb_message))}
except Exception:
tb_message = get_user_friendly_traceback(*sys.exc_info())
result = {"stat": "FALSE", "error": string_to_html('\n'.join(tb_message))}
finally:
output = get_output(user, name)
result['output'] = string_to_html(output)
cache.put('response', json.dumps(result))
