def test_error_result():
argkws = {}
result_args = {}
username = "******"
argkws['username'], argkws['date'], argkws['tstamp'] = username, str(
20170515), str(114047)
root_path = get_server_result_path(argkws)
errors = os.path.join(root_path, 'output.txt')
print errors
content = []
with open(errors, 'r+') as fin:
for line in fin:
content.append(line)
error_html = '<br>'.join(content)
result_args['error_html'] = error_html
result_args['show_error'] = 1
return render_template('test/test_backtest_result.html', **result_args)
def test_backtest_result():
argkws = {}
result_args = {}
username = "******"
argkws['username'], argkws['date'], argkws['tstamp'] = username, str(
20170515), str(114047)
root_dir = get_server_result_path(argkws)
#1.get summary values
summary_path = os.path.join(root_dir, 'output.txt')
summary_values = get_summarys(summary_path)
summary_values = map(
lambda x: x.strip(),
filter(lambda x: len(x.strip()) > 0,
summary_values.strip().split('|')))
summary_values.pop(1)
result_args['summary_values'] = summary_values
#2.get everyday performace
all = output_parser(summary_path)
everyday = all[2][3:-1]
everyday_performace_values = map(
lambda x: map(lambda z: z.strip(),
filter(lambda y: len(y.strip()) > 0, x.split('|'))),
everyday)
result_args['everyday_performace_values'] = everyday_performace_values
#3.get charts paths
base_path = r'/static/upload_results'
base_path = os.path.join(base_path, argkws['username'], argkws['date'],
argkws['tstamp'], 'pta')
result_args['pnl_path'] = os.path.join(base_path, "pnl.png")
result_args['position_path'] = os.path.join(base_path, "position.png")
result_args['volatility_path'] = os.path.join(base_path, "volatility.png")
#4.get file addr
base_path = r'/static/upload_results'
base_path = os.path.join(base_path, argkws['username'], argkws['date'],
argkws['tstamp'])
result_args['exit_list'] = os.path.join(
base_path, "{0}_exit_list.csv".format(username))
result_args['summary'] = os.path.join(
base_path, "{0}_total_summary.csv".format(username))
result_args['show_result'] = 1
return render_template('test/test_backtest_result.html', **result_args)
def fill():
main_page_forms = get_main_page_form_obj()
if check_backtest(session) is True:
session['show_tab'] = ()
# print 'show session result & error = ',session['show_result'],session['show_error']
result_args = {}
if int(session['show_result']) == 1:
argkws = {}
argkws['username'],argkws['date'],argkws['tstamp'] = current_user.username,\
str(session['last_backtest_tstamp'][0]),str(session['last_backtest_tstamp'][1])
root_dir = get_server_result_path(argkws)
if os.path.exists(root_dir):
#1.get summary values
summary_path = os.path.join(root_dir, 'output.txt')
summary_values = get_summarys(summary_path)
summary_values = map(lambda x: x.strip(),
filter(lambda x: len(x.strip()) > 0,
summary_values.strip().split('|')))
summary_values.pop(1)
result_args['summary_values'] = summary_values
#2.get everyday performace
all = output_parser(summary_path)
everyday = all[2][3:-1]
everyday_performace_values = map(lambda x: map(lambda z: z.strip(),filter(lambda y: len(y.strip())>0,x.split('|')) ),everyday)
result_args[
'everyday_performace_values'] = everyday_performace_values
#3.get charts paths
base_path = r'/static/upload_results'
base_path = os.path.join(base_path, argkws['username'],
argkws['date'], argkws['tstamp'], 'pta')
result_args['pnl_path'] = os.path.join(base_path, "pnl.png")
result_args['position_path'] = os.path.join(base_path,
"position.png")
result_args['volatility_path'] = os.path.join(
base_path, "volatility.png")
#4.get file addr
base_path = r'/static/upload_results'
base_path = os.path.join(base_path, argkws['username'],
argkws['date'], argkws['tstamp'])
result_args['exit_list'] = os.path.join(
base_path, "{0}_exit_list.csv".format(current_user.username))
result_args['summary'] = os.path.join(
base_path,
"{0}_total_summary.csv".format(current_user.username))
else:
session['show_error'] = 1
session['show_result'] = 0
if int(session['show_error']) == 1:
argkws = {}
argkws['username'],argkws['date'],argkws['tstamp'] = current_user.username,\
str(session['last_backtest_tstamp'][0]),str(session['last_backtest_tstamp'][1])
root_path = get_server_result_path(argkws)
errors = os.path.join(root_path, 'output.txt')
# print errors
content = []
if os.path.exists(errors):
with open(errors, 'r+') as fin:
for line in fin:
content.append(line)
error_html = '<br>'.join(content)
else:
error_html = '<h2>Cpp Server Closed!</h2>'
result_args['error_html'] = error_html
args = get_main_page_arg_dict(*main_page_forms)
args.update(result_args)
return render_template('auth/fill.html', **args)
def backtest():
main_page_forms = get_main_page_form_obj()
sub_form = main_page_forms[0]
min_backtest_gap_seconds = 10
session['show_tab'] = ()
if sub_form.submit1.data and sub_form.validate_on_submit():
now = (get_today(), get_hourminsec())
if session['last_backtest_tstamp'][0] != -1 and diff_seconds(
now,
session['last_backtest_tstamp']) < min_backtest_gap_seconds:
flash('warning! Min backtest time interval is {0}, take a rest~~'.
format(min_backtest_gap_seconds))
return redirect(url_for('auth.fill'))
else:
session['last_backtest_tstamp'] = now
data_dict = web_datablock_to_server_datablock(session['data_block'])
comset_dict = web_comset_data_to_server_data(session['comset'])
global_config = web_global_config_to_server_global_config(
session['global_config'])
entry_rules = web_conditions_to_server_conditions_entry(\
session['entry_conditions'],session['global_config']['direction'],session['global_config']['quant'])
exit_rules = web_conditions_to_server_conditions_exit(\
session['exit_conditions'],session['global_config']['minTTL'],session['global_config']['maxTTL'])
# print 'data_block = ',data_dict
# print 'comset = ',comset_dict
# print 'global_config = ',global_config
# print 'entry_rules = ',entry_rules
# print 'exit_rules = ',exit_rules
funcNames = ['config_data','create_shm','create_backtest_config',\
'backtest','create_pta','upload_pta']
username = current_user.username
requestID = session['requestID']
session['requestID'] += 1
today, tstamp = now
loginID = '{0}_{1}'.format(today, tstamp)
argkws = {}
argkws['username'], argkws['date'], argkws[
'tstamp'] = username, today, tstamp
backtest_pydict = {}
backtest_pydict['comset_data'] = comset_dict
backtest_pydict['config_data'] = global_config
backtest_pydict['entry_data'] = entry_rules
backtest_pydict['exit_data'] = exit_rules
backtest_pydict.update(argkws)
os.makedirs(get_server_result_path(argkws))
paras = [data_dict, {}, backtest_pydict, argkws, argkws, argkws]
pipeline = 1
paras_dict = dict(
zip(map(lambda x: str(x), range(len(paras))), paras))
# print paras_dict
session['last_request_id'] = requestID
session['last_func_name'] = funcNames
session['pipeline'] = pipeline
cmd = current_app.rpc_client.create_cmd(today, username, loginID, requestID, funcNames, \
pipeline, **paras_dict)
print 'send cmd = ', cmd, '\n'
current_app.rpc_client.send_cmd(cmd)
flash('Start back Testing, please wait for a while...')
args = get_main_page_arg_dict(*main_page_forms)
args['start_timer'] = 1
session['show_result'], session['show_error'] = 0, 0
return render_template('auth/fill.html', **args)