def backtestingE(setting_bt,
StartTime='',
EndTime='',
slippage=0,
optimism=False,
mode='T',
q=False):
"""回测单个策略"""
try:
return backtesting(setting_bt, StartTime, EndTime, slippage, optimism,
mode, q)
except Exception, e:
print(u'回测策略出错：%s' % e)
print 'traceback.print_exc():'
traceback.print_exc()
return setting_bt['name'], {}, 0
def backtestingPerfE(setting_bt,
StartTime='',
EndTime='',
slippage=0,
optimism=False,
mode='T',
q=False):
"""回测单个策略,同时分析性能"""
try:
p = cProfile.Profile()
p.enable()
res = backtesting(setting_bt, StartTime, EndTime, slippage, optimism,
mode, q)
p.disable()
p.create_stats()
stats = pstats.Stats(p)
stats.sort_stats('tottime').print_stats(20)
return res
except Exception, e:
print(u'回测策略出错：%s' % e)
print 'traceback.print_exc():'
traceback.print_exc()
return setting_bt['name'], {}, 0