def __init__(acc: QA_Account):
self.acc = acc
self.risk = QA_Risk(acc)
self.performance = QA_Performance(acc)
print(acc)
def get(self):
"""
采用了get_arguent来获取参数
默认参数: code-->000001 start-->2017-01-01 09:00:00 end-->now
accounts?account_cookie=xxx
"""
account_cookie = self.get_argument('account_cookie',
default='quantaxis')
portfolio_cookie = self.get_argument('portfolio_cookie')
user_cookie = self.get_argument('user_cookie')
action = self.get_argument('action', 'query_history')
acc = QA_Account(account_cookie=account_cookie,
user_cookie=user_cookie,
portfolio_cookie=portfolio_cookie,
auto_reload=True)
if action == 'query_history':
self.write({
'status': 200,
'frequence': acc.frequence,
'market': acc.market_type,
'result': acc.history
})
elif action == 'query_performance':
self.write({'res': 200, 'result': QA_Performance(acc).message})
elif action == 'query_risk':
self.write({'res': 200, 'result': QA_Risk(acc).message})
def after_success(self):
QA_util_log_info(self.account.history_table)
risk = QA_Risk(self.account, benchmark_code='000300',
benchmark_type=MARKET_TYPE.INDEX_CN)
print(risk().T)
fig=risk.plot_assets_curve()
fig.show()
def after_success(self):
QA_util_log_info(self.account.history_table)
risk = QA_Risk(self.account, benchmark_code='000300',
benchmark_type=MARKET_TYPE.INDEX_CN)
print(risk().T)
self.account.save()
risk.save()
def after_success(self):
QA_util_log_info(self.account.history_table)
risk = QA_Risk(self.account)
print(risk.assets)
print('annualize_return : {} %'.format(risk.annualize_return))
print('max_dropback : {} %'.format(risk.max_dropback))
print('profit : {} %'.format(risk.profit))
print('volatility : {}'.format(risk.volatility))
self.account.save()
def after_success(self):
QA_util_log_info(self.account.history_table)
risk = QA_Risk(self.account,
benchmark_code='000300',
benchmark_type=MARKET_TYPE.INDEX_CN)
print(risk().T)
self.user.save()
risk.save()
risk.plot_assets_curve()
print(risk.profit_construct)
def after_success(self):
QA_util_log_info(self.account.history_table)
risk = QA_Risk(self.account,
benchmark_code='000300',
benchmark_type=MARKET_TYPE.INDEX_CN)
print(risk().T)
risk.plot_assets_curve()
risk.plot_dailyhold()
risk.plot_signal()
self.account.save()
risk.save()
def after_success(self):
QA_util_log_info(self.account.history_table)
#check if the history_table is empty list
if len(self.account.history_table) == 0:
#没有交易历史记录，直接返回
return
risk = QA_Risk(self.account, benchmark_code='000300', benchmark_type=MARKET_TYPE.INDEX_CN)
print(risk().T)
self.account.save()
risk.save()
def after_success(self):
QA_util_log_info(self.account.history_table)
# check if the history_table is empty list
if len(self.account.history_table) == 0:
# 没有交易历史记录，直接返回
return
risk = QA_Risk(self.account,
benchmark_code='000300',
benchmark_type=MARKET_TYPE.INDEX_CN)
print(risk().T)
risk.plot_assets_curve()
risk.plot_dailyhold()
risk.plot_signal()
performance = QA_Performance(self.account)
performance.plot_pnlmoney(performance.pnl_fifo)
performance.plot_pnlratio(performance.pnl_fifo)
def evaluate(self, account):
account = self.accounts[account]
risk = QA_Risk(account)