def Test():
#StartDebug()
p = LivePolicySwitch()
#p.Regist(qjjy.Strategy(live_policy.Live()))
p.Regist(boll_pramid.Strategy_Boll_Pre(live_policy.Live()))
#agl.LOG("LivePolicyRun")
p.Run()
def __init__(self, data, is_backtesting=False, mode=0):
"""data: 运行时接口
is_backtesting:bool 是否是回测
mode: 回测使用, 允许模式， tick或hisdat
"""
self.pl = None #for publish
self.data = data
self.is_backtesting = is_backtesting
self.mode = mode
if 0: self.data = live_policy.Live()
#使用系统初始化的交易账户, 不使用该句将不能调用交易账号
self._setAccount(live_policy.enum.account_tc, 'tdx', '')
self._recordClassMember()
def __init__(self, live=None):
if live == None:
self.delegate = live_policy.Live()
else:
self.delegate = live
class Strategy:
def __init__(self, data, is_backtesting=False, mode=0):
"""data: 运行时接口
is_backtesting:bool 是否是回测
mode: 回测使用, 允许模式， tick或hisdat
"""
self.pl = None #for publish
self.data = data
self.is_backtesting = is_backtesting
self.mode = mode
if 0: self.data = live_policy.Live()
#使用系统初始化的交易账户, 不使用该句将不能调用交易账号
self._setAccount(live_policy.enum.account_tc, 'tdx', '')
self._recordClassMember()
def _setAccount(self, account_type, user, pwd):
#注意， 现在只能支持一个账户
if self.data != None:
self.data.createAccount(account_type, user, pwd)
if 0: get = live_policy.Live()
def get(self):
return self.data
def _log(self, s):
if self.is_backtesting:
return
#s = str(s)
if self.data != None:
self.data.log(s)
def getCurTime(self):
"""得到当前时间 return: str"""
if self.is_backtesting:
return self.data.tick
return agl.getCurTime()
def getParams(self):
"""输出主要参数, 由框架打印出来"""
self._recordClassMember()
return self.class_member
def setParams(self, *args, **kwargs):
"""设置策略参数, 由派生类实现"""
pass
def _recordClassMember(self):
"""记录类成员"""
#纪录类成员
class_member = {}
if not hasattr(self, 'class_member'):
self.class_member = {}
for i, j in vars(self).items():
if i not in self.class_member.keys():
class_member[str(i)] = j
self.class_member = class_member
def Run(self):
code = self.data.get_code()
#agl.LOG(code)
#print code
param = set_params(code)
if len(param) == 0:
return
self.data.log(code)
#agl.LOG(code)
#s_trace = traceback.extract_stack()
#s_trace = agl.TraceToStr(s_trace)
#agl.LOG(s_trace)
#self.data.log("start run qjjy strategy.")
df_hisdat = pd_help.Df(self.data.get_hisdat(code))
df_fenshi = pd_help.Df(self.data.get_fenshi(code))
#显示指数
try:
stock_index_codes = ['999999', '399005']
def calcDec(df, df2):
return float(df.iloc[-1]['p']) - df2.iloc[-2]['c']
display = []
for stock_index_code in stock_index_codes:
df = self.data.get_fenshi(stock_index_code)
df2 = self.data.get_hisdat(stock_index_code)
display.append(df.iloc[-1]['p'])
display.append(calcDec(df, df2))
self._log('shanghai: %.2f(%.2f), %.2f(%.2f)' % tuple(display))
except Exception as e:
self._log(str(e))
#agl.LOG(code+str(len(df_fenshi.df)))
#print df_hisdat.getLastDate()
#print df_fenshi.getLastTime()
if len(df_fenshi.df) == 0:
self.data.log(code + u"停牌")
return
price = df_fenshi.getLastPrice()
#为了测试分时获取的数据
#if code == "002724":
#pl = Publish()
#title = str(code) + " " + str(price)
#ui.DrawTs(pl, df_fenshi.getCloses(), title=title)
#self.data.log("test")
#self.data.log(str( price))
#return
self._ExecPolicy(param, price)
self._log("qjjy strategy")
def _ExecPolicy(self, param, price):
account = Qjjy_accout(param, self.data, self.is_backtesting)
try:
account.buy(price)
account.sell(price)
except Exception as e:
self._log(str(e))
def test_Speak(self):
"""测试语音, 去控制面板里的语音选择默认语音"""
live_dll = live_policy.Live()
live_dll.speak2('测试语音, 去控制面板里的语音选择默认语音')
def _testLoadDll(self):
"""测试加载python_invoke.dll, 测试里面的speak函数"""
live_dll = live_policy.Live()
live_dll.speak2("蓝图")
def Speak(self, s):
if self.live_dll is None:
self.live_dll = live_policy.Live()
self.live_dll.speak2(s)
def __init__(self, data, is_backtesting=False):
self.data = data
self.is_backtesting = is_backtesting
if 0:self.data = live_policy.Live()
#使用系统初始化的交易账户, 不使用该句将不能调用交易账号
self._setAccount(live_policy.enum.account_tc,'tdx', '')
class Strategy:
def __init__(self, data, is_backtesting=False):
self.data = data
self.is_backtesting = is_backtesting
if 0:self.data = live_policy.Live()
#使用系统初始化的交易账户, 不使用该句将不能调用交易账号
self._setAccount(live_policy.enum.account_tc,'tdx', '')
def _setAccount(self, account_type, user, pwd):
#注意， 现在只能支持一个账户
if self.data != None:
self.data.createAccount(account_type, user, pwd)
if 0:get = live_policy.Live()
def get(self):
return self.data
def _log(self, s):
if self.is_backtesting:
return
#s = str(s)
if self.data != None:
self.data.log(s)
def getCurTime(self):
"""得到当前时间 return: str"""
if self.is_backtesting:
return self.data.tick
return agl.getCurTime()
def Run(self):
code = self.data.get_code()
#agl.LOG(code)
#print code
param = set_params(code)
if len(param) == 0:
return
self.data.log(code)
#agl.LOG(code)
#s_trace = traceback.extract_stack()
#s_trace = agl.TraceToStr(s_trace)
#agl.LOG(s_trace)
#self.data.log("start run qjjy strategy.")
df_hisdat = pd_help.Df(self.data.get_hisdat(code))
df_fenshi = pd_help.Df(self.data.get_fenshi(code))
#显示指数
try:
stock_index_codes = ['999999', '399005']
def calcDec(df, df2):
return float(df.iloc[-1]['p']) - df2.iloc[-2]['c']
display = []
for stock_index_code in stock_index_codes:
df = self.data.get_fenshi(stock_index_code)
df2 = self.data.get_hisdat(stock_index_code)
display.append(df.iloc[-1]['p'])
display.append(calcDec(df, df2) )
self._log('shanghai: %.2f(%.2f), %.2f(%.2f)'%tuple(display) )
except Exception as e:
self._log(str(e))
#agl.LOG(code+str(len(df_fenshi.df)))
#print df_hisdat.getLastDate()
#print df_fenshi.getLastTime()
if len(df_fenshi.df) == 0:
self.data.log(code+u"停牌")
return
price = df_fenshi.getLastPrice()
#为了测试分时获取的数据
#if code == "002724":
#pl = Publish()
#title = str(code) + " " + str(price)
#ui.DrawTs(pl, df_fenshi.getCloses(), title=title)
#self.data.log("test")
#self.data.log(str( price))
#return
self._ExecPolicy(param, price)
self._log("qjjy strategy")
def _ExecPolicy(self, param, price):
account = Qjjy_accout(param, self.data, self.is_backtesting)
try:
account.buy(price)
account.sell(price)
except Exception as e:
self._log(str(e))
