def main():
# update_bundle()
config['base']['start_date'] = '2017-09-21'
run_func(init=init,
before_trading=before_trading,
handle_bar=handle_bar,
config=config)
def test_api(specific_test=None):
# FIXME: Error msg is hard to understand @zjuguxi
print(u"Testing API......")
from tests.api import test_strategies as test_api_strategies
from tests.mod import test_strategies as test_mod_strategies
for strategy in test_api_strategies + test_mod_strategies:
if specific_test and strategy["name"] != specific_test:
continue
print("running", strategy["name"])
run_func(**strategy)
print(u"API test ends.")
def test_api(specific_test=None):
# FIXME: Error msg is hard to understand @zjuguxi
print(u"Testing API......")
from tests.api import test_strategies as test_api_strategies
from tests.mod import test_strategies as test_mod_strategies
for strategy in test_api_strategies + test_mod_strategies:
if specific_test and strategy["name"] != specific_test:
continue
print("running", strategy["name"])
run_func(**strategy)
print(u"API test ends.")
def temp_run_file(row):
temp_context = {
'esp': row.esp,
'code': add_tag(row.code),
'projectName': settings.PROJECT_NAME
}
config = {
"base": {
"start_date": "2010-01-01",
"end_date": get_today(),
"benchmark": "000300.XSHG",
"accounts": {
"stock": row.code,
}
},
"extra": {
"log_level": "error",
"user_system_log_disabled": True,
"context_vars": temp_context,
},
"mod": {
"sys_analyser": {
"enabled": False,
"plot": False,
# "output_file": './one_data/static/' + row.code + '.png',
"plot_save_file": './one_data/static/' + row.code + '.png',
# "plot_save_file": './static/' + row.code + '.png',
}
}
}
print('开始运行策略-------' + row.name)
run_func(init=init,
before_trading=before_trading,
handle_bar=handle_bar,
config=config)
# run_file(strategy_file_path, config)
print('策略运行成功-------' + row.name)
def compute_strategy(self, stock_id):
# 您可以指定您要传递的参数
user_func = self.choose_strategy(stock_id, name=self.strategy_name)
user_func['config'] = config_utils.parse_config(
'./config/config_20190909.yml')
print('use strategy:{}'.format(stock_id))
print('user_func:{}'.format(user_func))
result = run_func(**user_func)
base_path = self.result_path.joinpath(self.strategy_name)
if not base_path.exists():
base_path.mkdir(parents=True)
result_path = base_path.joinpath(stock_id.split('.')[0] + '.pk')
with result_path.open('wb') as f:
pickle.dump(result, f)
return stock_id
context.pre_trading_signal = context.trading_signal
CONFIG = {
"base": {
"start_date": "20180901",
"end_date": "20200901",
"frequency": "1d",
"accounts": {
"STOCK": 1000000
}
},
"extra": {
"log_level": "verbose"
},
"mod": {
"sys_analyser": {
"enabled": True,
# "report_save_path": ".",
"plot": True,
"enabled": True,
"benchmark": "000300.XSHG"
# "matching_type": "last"
},
}
}
if __name__ == "__main__":
from rqalpha import run_func
run_func(init=init, handle_bar=handle_bar, config=CONFIG)
logger.info("用户程序执行完成")
for book_id, data in context.all_close_price.items():
np.save("close_price/%s" % book_id, np.array(data))
config = {
"base": {
"start_date": "2004-06-01",
"end_date": "2017-02-01",
"accounts": {
"stock": 100000
}
},
"extra": {
"log_level": "verbose",
},
"mod": {
"sys_analyser": {
"enabled": True,
"plot": True
}
}
}
# 您可以指定您要传递的参数
run_func(init=init,
before_trading=before_trading,
handle_bar=handle_bar,
end=end,
config=config)
context.bar_list.append(price_scaled[0])
# if not enough bar
if len(context.bar_list) < context.algorithm.seq_length * 2 + 2:
return
# frm = len(context.bar_list)-context.algorithm.seq_length
x1 = context.bar_list[-context.algorithm.seq_length*2:-context.algorithm.seq_length]
x2 = context.bar_list[-context.algorithm.seq_length:]
x = [x1, x2]
c, a, _ = context.algorithm.predict(x)
res = np.append(_, [0, 0, 0, 0])
predict = scale.inverse_transform([res])
predict = scale.inverse_transform([res])
print('predict', predict)
pass
# after_trading函数会在每天交易结束后被调用，当天只会被调用一次
def after_trading(context):
pass
rqalpha.run_func(init=init,
before_trading=before_trading,
handle_bar=handle_bar,
after_trading=after_trading,
config=config)
order_percent(context.s1, 1)
else:
print("skip order, no money")
context.last = hist[-1]
# def after_trading(context):
# print ("done")
config = {
"base": {
"start_date": "2016-08-01",
"end_date": "2017-07-14",
"benchmark": "000300.XSHG",
"accounts": {
"stock": 1000000
}
},
"extra": {
"log_level": "verbose",
},
"mod": {
"sys_analyser": {
"enabled": True,
"plot": True
}
}
}
run_func(init=init, handle_bar=handle_bar, config=config)
def handle_bar(context, bar_dict):
pass
def after_trading(context):
pass
if __name__ == '__main__':
args = future_spider_parser.parse_args()
config = {
"base": {
"start_date": "2018-01-01",
"end_date": "2018-01-02",
"benchmark": "AU88",
"accounts": {
"future": 100000
}
},
"extra": {
"log_level": "warning",
},
"args": args,
}
rqalpha.run_func(**globals())
if not context.fired:
# order_percent并且传入1代表买入该股票并且使其占有投资组合的100%
order_percent(context.s1, 1)
context.fired = True
config = {
"base": {
"start_date": "2016-06-01",
"end_date": "2016-12-01",
"securities": ['stock'],
"stock_starting_cash": 100000,
"benchmark": "000300.XSHG"
},
"extra": {
"log_level": "verbose",
},
"mod": {
"sys_analyser": {
"enabled": True,
"plot": True
}
}
}
# 您可以指定您要传递的参数
run_func(init=init, before_trading=before_trading, handle_bar=handle_bar, config=config)
# 如果你的函数命名是按照 API 规范来，则可以直接按照以下方式来运行
# run_func(**globals())
before_yesterday = "2018-08-07"
yesterday = "2018-08-08"
config_next_day = {
"stock_id": "600519.XSHG",
"predicted_one": predicted_one,
"base": {
"start_date": yesterday,
"end_date": today,
"accounts": {
"stock": 100000
}
},
"extra": {
"log_level": "verbose",
},
"mod": {
"sys_analyser": {
"enabled": True,
"plot": False
}
}
}
# 您可以指定您要传递的参数
if __name__ == "__main__":
run_func(init=init_next_day,
before_trading=before_trading_next_day,
handle_bar=handle_bar_next_day,
config=config_next_day)
def compute_strategy(self, stock_id):
# 您可以指定您要传递的参数
user_func = self.choose_strategy(stock_id, name='golden_cross')
print('use strategy:{}'.format(stock_id))
run_func(**user_func)
return stock_id
if (context.trading_signal != context.pre_trading_signal or
(context.units_hold < context.units_hold_max and context.units_hold > 1) or
context.trading_signal == 'stop'):
if context.trading_signal == 'entry':
context.quantity = context.unit
if available_cash > bar_dict[context.s].last*context.quantity:
order_shares(context.s, context.quantity)
context.first_open_price = bar_dict[context.s].last
context.units_hold = 1
if context.trading_signal == 'entry_add':
context.quantity = context.unit
order_shares(context.s, context.quantity)
context.units_hold += 1
if context.trading_signal == 'stop':
if context.units_hold > 0:
order_shares(context.s, -context.quantity)
context.units_hold -= 1
if context.trading_signal == 'exit':
if cur_position > 0:
order_shares(context.s, -cur_position)
context.units_hold = 0
context.pre_trading_signal = context.trading_signal
# 您可以指定您要传递的参数
run_func(init=init, handle_bar=handle_bar, config=tonghuashun_AGUSDO_config.config)
CONFIG = {
"base": {
"start_date": "20180901",
"end_date": "20200901",
"frequency": "1d",
# "benchmark": "000300.XSHG",
"accounts": {
"STOCK": 10e8
}
},
"extra": {
"log_level": "verbose"
},
"mod": {
"sys_analyser": {
"enabled": True,
# "report_save_path": ".",
"plot": True,
"enabled": True,
"benchmark": "000300.XSHG"
# "matching_type": "last"
},
}
}
if __name__ == "__main__":
from rqalpha import run_func
run_func(init=init, config=CONFIG)
# after_trading函数会在每天交易结束后被调用，当天只会被调用一次
def after_trading_dl(context):
logger.info("收盘后执行after_trading函数")
config_dl = {
"stock_id": "000001.XSHE",
"base": {
"start_date": yesterday,
"end_date": today,
"accounts": {
"stock": 100000
}
},
"extra": {
"log_level": "verbose",
},
"mod": {
"sys_analyser": {
"enabled": True,
"plot": False
}
}
}
# 您可以指定您要传递的参数
run_func(init=init_dl,
before_trading=before_trading_dl,
handle_bar=handle_bar_dl,
config=config_dl)
"start_date": "20180901",
"end_date": "20200901",
"frequency": "1d",
# "benchmark": "000300.XSHG",
"accounts": {
"STOCK": 10e8
}
},
"extra": {
"log_level": "verbose"
},
"mod": {
"sys_analyser": {
"enabled": True,
# "report_save_path": ".",
"plot": True,
"enabled": True,
"benchmark": "000300.XSHG"
# "matching_type": "last"
},
}
}
if __name__ == "__main__":
from rqalpha import run_func
run_func(init=init,
before_trading=before_trading,
handle_bar=handle_bar,
config=CONFIG)
"benchmark": None,
"accounts": {
"stock": 100000
}
}
,
# "extra": {
# "log_level": "verbose",
# },
"mod": {
"sys_analyser": {
"enabled": True,
"plot": False
}
}
}
# 您可以指定您要传递的参数
results = run_func(init=init, handle_bar=handle_bar, config=config)
report = results["sys_analyser"]
print (report.keys())
print ('stock positions')
print (report.get('stock_positions'))
# print ('trades')
# print (report.get('trades'))
# print ('summary')
# print (report.get('summary'))
# print ('stock_account')
# print (report.get('stock_account'))
# print ('portfolio')
# print (report.get('portfolio'))
for security in to_remove:
available_stocks.remove(security)
return available_stocks
config = {
"base": {
"start_date": "2018-01-01",
"end_date": "2018-11-07",
"benchmark": "000300.XSHG",
"accounts": {
"stock": 1000000
}
},
"extra": {
"log_level": "verbose",
"locale": "zh_Hans_CN"
},
"mod": {
"sys_analyser": {
"enabled": True,
"plot": True
}
}
}
# 您可以指定您要传递的参数
#run_func(init=init, before_trading=before_trading, handle_bar=handle_bar, config=config)
run_func(**globals())
if cur_position > 0:
order_shares(context.s, -cur_position)
context.units_hold = 0
context.pre_trading_signal = context.trading_signal
config = {
"base": {
"start_date": "2018-01-01",
"end_date": "2018-9-25",
"benchmark": "000300.XSHG",
"accounts": {
"stock": 10000000
}
},
"extra": {
"log_level": "verbose",
"locale": "zh_Hans_CN"
},
"mod": {
"sys_analyser": {
"enabled": True,
"plot": True
}
}
}
# 您可以指定您要传递的参数
run_func(init=init, before_trading=None, handle_bar=handle_bar, config=config)
def my_run():
run_func(
init=init,
before_trading=before_trading,
handle_bar=handle_bar,
config=config)
