def get_time_range(md, symbol, time_range):
if time_range:
start_time, end_time = ts.parse_date_range(time_range)
else:
start_time = end_time = None
oldest_time = md.get_oldest_time(symbol, kl.KLINE_INTERVAL_1MINUTE)
if not start_time or start_time < oldest_time:
start_time = oldest_time
latest_time = md.get_latest_time(symbol, kl.KLINE_INTERVAL_1MINUTE)
if not end_time or end_time > latest_time:
end_time = latest_time
print(" time range: %s ~ %s" % (start_time.strftime("%Y-%m-%d %H:%M:%S"), end_time.strftime("%Y-%m-%d %H:%M:%S")))
return start_time, end_time
def run(args):
if not (args.m and args.sc and args.r):
exit(1)
instance_id = datetime.now().strftime("%Y%m%d-%H%M%S_") + str(
uuid.uuid1()) # 每次回测都是一个独立的实例
print('instance_id: %s' % instance_id)
config = xq.get_strategy_config(args.sc)
module_name = config["module_name"].replace("/", ".")
class_name = config["class_name"]
symbol = config['symbol']
time_range = args.r
start_time, end_time = ts.parse_date_range(time_range)
if args.log:
logfilename = class_name + "_" + symbol + "_" + time_range + "_" + instance_id + ".log"
print(logfilename)
log.init("backtest", logfilename)
log.info("strategy name: %s; config: %s" % (class_name, config))
engine = BackTest(instance_id, args.m, config)
strategy = ts.createInstance(module_name, class_name, config, engine)
engine.run(strategy, start_time, end_time)
engine.analyze(symbol, engine.orders)
_id = bt_db.insert_one(
BACKTEST_INSTANCES_COLLECTION_NAME,
{
"instance_id": instance_id,
"start_time": start_time,
"end_time": end_time,
"orders": engine.orders,
"mds": args.m,
"sc": args.sc,
},
)
if args.chart:
engine.chart(symbol, start_time, end_time, args)
help='exchange')
parser.add_argument('-s', help='symbol (btc_usdt)')
parser.add_argument('-i', help='interval')
parser.add_argument('-r', help='time range')
parser.add_argument('-di',
help='display indicators,egg: macd,kdj,MACD,KDJ,RSI')
add_argument_overlap_studies(parser)
args = parser.parse_args()
# print(args)
if not (args.r and args.i and args.s and args.di and args.e):
parser.print_help()
exit(1)
interval = args.i
start_time, end_time = ts.parse_date_range(args.r)
display_count = int((end_time - start_time).total_seconds() /
xq.get_interval_seconds(interval))
print("display_count: %s" % display_count)
md = DBMD(args.e)
md.tick_time = datetime.now()
pre_count = 150
klines = md.get_klines(args.s, interval, pre_count + display_count,
start_time - xq.get_timedelta(interval, pre_count))
show(args, klines, md.kline_column_names, display_count,
ts.parse_ic_keys(args.di))
print("value: %s, debug: %s" % (value, debug))
logfilename = instance_id + ".log"
elif select == "backtest" or select == "search" or select == "multisearch":
instance_id = str(uuid.uuid1()) # 每次回测都是一个独立的实例
if len(sys.argv) > params_index:
date_range = sys.argv[params_index]
params_index += 1
else:
help_print()
exit(1)
logfilename = (class_name + "_" + config["symbol"] + "_" + date_range +
"_" + instance_id + ".log")
start_time, end_time = ts.parse_date_range(date_range)
else:
help_print()
exit(1)
print(logfilename)
server_ip = os.environ.get('LOG_SERVER_IP')
server_port = os.environ.get('LOG_SERVER_PORT')
print('Log server IP: %s, Log server port: %s' % (server_ip, server_port))
log.init(select, logfilename, server_ip, server_port)
log.info("strategy name: %s; config: %s" % (class_name, config))
if select == "display":
engine = Display(instance_id, config)