def run_backtesting_analysis_engine(strategy):
"""
"""
backtesting_analysis_engine = EventEngineBase()
event_backtesting = EventBacktestingAnalysis()
event_backtesting.event_data_dict["strategy"] = strategy
backtesting_analysis_engine.put(event_backtesting)
backtesting_analysis_engine.register(EventType.EVENT_BACKTESTING_ANALYSIS.value,
EventBacktestingAnalysis.save_backtesting_record_to_csv)
backtesting_analysis_engine.register(EventType.EVENT_BACKTESTING_ANALYSIS.value,
EventBacktestingAnalysis.show_backtesting_indicator)
backtesting_analysis_engine.start(timer=False)
backtesting_analysis_engine.stop()
def run_broker_engine(strategy):
"""
deal 交易撮合，更新 OrderData DealData AccountData PositionData
OrderData(返回状态：已成 已撤（检查可用资金 可用数量不合格）等)
:param new_order_data:
:return:
"""
broker_engine = EventEngineBase()
event_deal = EventDeal()
event_deal.event_data_dict["strategy"] = strategy
broker_engine.put(event_deal)
broker_engine.register(EventType.EVENT_DEAL.value, EventDeal.initialize_deal_data)
broker_engine.register(EventType.EVENT_DEAL.value, EventDeal.slippage_calculate)
broker_engine.register(EventType.EVENT_DEAL.value, EventDeal.commission_calculate)
broker_engine.register(EventType.EVENT_DEAL.value, EventDeal.update_position_list)
broker_engine.register(EventType.EVENT_DEAL.value, EventDeal.update_account_list)
broker_engine.register(EventType.EVENT_DEAL.value, Environment().refresh_current_data)
broker_engine.start(timer=False)
broker_engine.stop()
def run_mission_engine(strategy):
"""
order 和 risk management 两个事件, ,同样使用event_engine,本地计算的engine,重新隔离出一个engine
在risk management
更新 OrderData,的状态：已报
:param order_data:
:return:
"""
mission_engine = EventEngineBase()
event_order = EventOrder()
mission_engine.put(event_order)
mission_engine.register(EventType.EVENT_ORDER.value,
EventOrder.integer_conversion)
mission_engine.register(EventType.EVENT_ORDER.value,
EventOrder.account_available_check)
mission_engine.register(EventType.EVENT_ORDER.value,
EventOrder.position_available_volume_check)
event_risk_management = EventRiskManagement()
event_risk_management.event_data_dict["strategy"] = strategy
mission_engine.put(event_risk_management)
mission_engine.register(EventType.EVENT_RISK_MANAGEMENT.value,
EventRiskManagement.black_namelist_check)
mission_engine.register(EventType.EVENT_RISK_MANAGEMENT.value,
EventRiskManagement.change_order_status)
mission_engine.register(EventType.EVENT_RISK_MANAGEMENT.value,
EventRiskManagement.send_order)
mission_engine.start()
mission_engine.stop()