def init_fixture(self):
from rqalpha.data.base_data_source import BaseDataSource
super(BaseDataSourceFixture, self).init_fixture()
default_bundle_path = os.path.abspath(os.path.expanduser('~/.rqalpha/bundle'))
for key, table in six.iteritems(self.bcolz_data):
table_relative_path = "{}.bcolz".format(key)
if table is None:
os.symlink(
os.path.join(default_bundle_path, table_relative_path),
os.path.join(self.temp_dir.name, table_relative_path)
)
else:
table.rootdir = os.path.join(self.temp_dir.name, "{}.bcolz".format(key))
table.flush()
for key, obj in six.iteritems(self.pk_data):
pickle_raletive_path = "{}.pk".format(key)
if obj is None:
os.symlink(
os.path.join(default_bundle_path, pickle_raletive_path),
os.path.join(self.temp_dir.name, pickle_raletive_path)
)
else:
with open(os.path.join(self.temp_dir.name, "{}.pk".format(key)), "wb+") as out:
pickle.dump(obj, out, protocol=2)
for file in ("share_transformation.json", "future_info.json"):
os.symlink(os.path.join(default_bundle_path, file), os.path.join(self.temp_dir.name, file))
# TODO: use mocked bcolz file
self.base_data_source = BaseDataSource(self.temp_dir.name, {})
def choose_stock_iterate(self):
bd = BaseDataSource(
os.path.join(os.path.expanduser('~'), '.rqalpha', 'bundle'))
all_instruments = bd.get_all_instruments()
all_instruments = pd.DataFrame(
[item.__dict__ for item in all_instruments])
all_instruments = all_instruments[all_instruments['exchange'].apply(
lambda x: x in ('XSHE', 'XSHG'))]
all_instruments = all_instruments[all_instruments['type'] == 'CS']
all_instruments = all_instruments[all_instruments['board_type'].apply(
lambda x: x in ('MainBoard', 'SMEBoard', 'GEM'))]
all_instruments = all_instruments[all_instruments['status'] ==
'Active']
for stock_id in all_instruments['order_book_id'].values[0:3]:
print('choose stock:{}'.format(stock_id))
yield stock_id
def init_fixture(self):
from rqalpha.data.base_data_source import BaseDataSource
super(BaseDataSourceFixture, self).init_fixture()
default_bundle_path = os.path.abspath(
os.path.expanduser('~/.rqalpha/bundle'))
self.base_data_source = BaseDataSource(default_bundle_path, {})
def history(stock_code, market=None, bundle_path='~/.rqalpha/bundle'):
d = BaseDataSource(os.path.expanduser(bundle_path))
instruments = d._instruments.get_all_instruments()
stock_map = {i.order_book_id: i for i in instruments}
if not market:
market = easyutils.get_stock_type(stock_code)
if market == 'sh':
stock_code += '.XSHG'
else:
stock_code += '.XSHE'
raw = d._all_day_bars_of(stock_map[stock_code])
df = pd.DataFrame.from_dict(raw)
df.set_index('datetime', inplace=True)
return df
def __init__(self,
start=start_default,
end=end_default,
path=RQALPHA_BUNDLE_PATH):
super(RqalphaAStockTradingCalendar, self).__init__()
self._data_source = BaseDataSource(path)
_all_days = self._data_source.get_trading_calendar()
_all_days = _all_days[_all_days.slice_indexer(start, end)]
# `DatetimeIndex`s of standard opens/closes for each day.
self._opens = days_at_time(_all_days, self.open_time, self.tz,
self.open_offset)
self._closes = days_at_time(_all_days, self.close_time, self.tz,
self.close_offset)
# In pandas 0.16.1 _opens and _closes will lose their timezone
# information. This looks like it has been resolved in 0.17.1.
# http://pandas.pydata.org/pandas-docs/stable/whatsnew.html#datetime-with-tz # noqa
self.schedule = pd.DataFrame(
index=_all_days,
columns=['market_open', 'market_close'],
data={
'market_open': self._opens,
'market_close': self._closes,
},
dtype='datetime64[ns]',
)
# Simple cache to avoid recalculating the same minute -> session in
# "next" mode. Analysis of current zipline code paths show that
# `minute_to_session_label` is often called consecutively with the same
# inputs.
self._minute_to_session_label_cache = LRU(1)
self.market_opens_nanos = self.schedule.market_open.values. \
astype(np.int64)
self.market_closes_nanos = self.schedule.market_close.values. \
astype(np.int64)
self._trading_minutes_nanos = self.all_minutes.values. \
astype(np.int64)
self.first_trading_session = _all_days[0]
self.last_trading_session = _all_days[-1]
def __init__(self, path = '~/'):
data_path = os.path.join(path, ".rqalpha")
data_bundle_path = os.path.join(os.path.expanduser(data_path), "bundle")
if not os.path.isdir(data_bundle_path ):
print("not exist this file", data_bundle_path)
exit(-1)
data_source = BaseDataSource(data_bundle_path)
self.data_source_ = data_source
Instru = InstrumentMixin(data_source._instruments._instruments)
self.sym_inst_ = Instru
self.insts_ = data_source._instruments._instruments
def quotation_server(redis_url):
"""
[stock_realtime] quotation service, download market data into redis
Multiple RQAlpha instance can use single market data service.
"""
import redis
import time
import json
from .utils import get_realtime_quotes
redis_client = redis.from_url(redis_url)
from rqalpha.environment import Environment
from rqalpha.data.data_proxy import DataProxy
# 通过 parse_config 函数 获取 默认 data_bundle 的配置
# 由于 parse_config 会进行配置检查，如果没有设置 account 会提示报错，因此随意设置一个股票初始资金，来保证正确获取默认参数配置
config = parse_config({
'base': {
'accounts': {
'stock': 10000
}
}
})
Environment(config)
data_source = BaseDataSource(config.base.data_bundle_path)
data_proxy = DataProxy(data_source)
order_book_id_list = sorted(ins.order_book_id for ins in data_proxy.all_instruments("CS"))
def record_market_data(total_df):
for order_book_id, item in total_df.iterrows():
redis_client[order_book_id] = json.dumps(item.to_dict())
retry_cnt = 0
while True:
try:
total_df = get_realtime_quotes(order_book_id_list, include_limit=True)
except (OSError, IOError) as e:
system_log.exception("get_realtime_quotes socket error. retry {} {}", retry_cnt, e)
time.sleep(retry_cnt * 2)
retry_cnt += 1
continue
system_log.info("Fetching snapshots, size {}", len(total_df))
record_market_data(total_df)
time.sleep(1)
retry_cnt = 0
def __init__(self, bundle_path="~/.rqalpha/bundle"):
try:
import rqalpha
except ImportError:
print("-" * 50)
print("Run `pip install rqalpha` to install rqalpha first")
print("-" * 50)
raise
# # FIXME
# import warnings
# warnings.simplefilter(action="ignore", category=FutureWarning)
from rqalpha.data.base_data_source import BaseDataSource
from rqalpha.data.data_proxy import DataProxy
self.data_proxy = DataProxy(
BaseDataSource(os.path.expanduser(bundle_path)))
def __init__(self, bundle_path="~/.rqalpha/bundle"):
try:
import rqalpha
except ImportError:
print("-" * 50)
print("Run `pip install rqalpha` to install rqalpha first")
print("-" * 50)
raise
# # FIXME
# import warnings
# warnings.simplefilter(action="ignore", category=FutureWarning)
from rqalpha.data.base_data_source import BaseDataSource
from rqalpha.data.data_proxy import DataProxy
from rqalpha.core.bar_dict_price_board import BarDictPriceBoard
from rqalpha.environment import Environment
environment = Environment(None)
self.data_proxy = DataProxy(BaseDataSource(os.path.expanduser(bundle_path)), BarDictPriceBoard())
def __init__(self, data_bundle_path=None):
default_bundle_path = os.path.abspath(os.path.expanduser('~/.rqalpha'))
if data_bundle_path is None:
data_bundle_path = default_bundle_path
else:
data_bundle_path = os.path.abspath(
os.path.join(data_bundle_path, '.'))
data_bundle_path = data_bundle_path + '/bundle'
self._data_bundle_path = data_bundle_path
# basic_system_log.debug('rqalpha data bundle path: ' + data_bundle_path)
if not os.path.exists(data_bundle_path):
self.update(skip_last_date_check=True)
from rqalpha.data.base_data_source import BaseDataSource
data_source = BaseDataSource(data_bundle_path)
super(DataSource, self).__init__(data_source)
self._last_date_date = None
self.get_data_last_date()
def quotation_server(redis_url):
"""
[sys_stock_realtime] quotation service, download market data into redis
Multiple RQAlpha instance can use single market data service.
"""
import redis
import time
import json
from .utils import get_realtime_quotes
redis_client = redis.from_url(redis_url)
from rqalpha.data.data_proxy import DataProxy
config = parse_config({}, verify_config=False)
data_source = BaseDataSource(config.base.data_bundle_path)
data_proxy = DataProxy(data_source)
order_book_id_list = sorted(ins.order_book_id
for ins in data_proxy.all_instruments("CS"))
def record_market_data(total_df):
for order_book_id, item in total_df.iterrows():
redis_client[order_book_id] = json.dumps(item.to_dict())
while True:
try:
total_df = get_realtime_quotes(order_book_id_list,
include_limit=True)
except Exception as e:
system_log.exception("get_realtime_quotes fail. {}", e)
continue
system_log.info("Fetching snapshots, size {}", len(total_df))
record_market_data(total_df)
time.sleep(1)
path = '../../../data/'
path_market = os.path.join(path,'trade_market')
if not os.path.exists(path_market):
os.makedirs(path_market)
scu = SCU(path=path)
stocks = scu.stock_codes_remove_no_stock_basic()
stocks = scu.add_allstock_xshg_xshe(stocks)
#rqa.update_bundle()
rqalpha_path = r"~/.rqalpha"
data_bundle_path = os.path.join(os.path.expanduser(rqalpha_path), "bundle")
if not os.path.isdir(data_bundle_path):
print("not exist this file", data_bundle_path)
exit(-1)
data_source = BaseDataSource(data_bundle_path)
Instru = InstrumentMixin(data_source._instruments._instruments)
# for stock_code in stocks:
# print('procesing...',stock_code)
# stock_data = pd.DataFrame(data_source._all_day_bars_of(Instru.instruments(stock_code)))
# stock_data.datetime = stock_data.datetime.apply(lambda x: datetime.strptime(str(x)[:-6],'%Y%m%d'))
# stock_data.to_csv(os.path.join(path_market,stock_code[:-5]+'.csv'),index=False)
date_time = date(2019, 9, 5)
bars = data_source.history_bars(instrument = Instru.instruments('603032.XSHG'), bar_count = 100,
frequency = '1d', fields = 'close', dt = date_time,
skip_suspended=False, adjust_orig = date_time)
bar_series = pd.Series(bars)
bar_pct = bar_series.pct_change()
from rqalpha.data.instrument_mixin import InstrumentMixin
#from rqalpha.data.instrument_store import instrument_store
path = '../../../data/'
path_market = os.path.join(path, 'trade_market')
if not os.path.exists(path_market):
os.makedirs(path_market)
scu = SCU(path=path)
stocks = scu.stock_codes_remove_no_stock_basic()
stocks = scu.add_allstock_xshg_xshe(stocks)
#rqa.update_bundle()
rqalpha_path = "~/.rqalpha"
data_bundle_path = os.path.join(os.path.expanduser(rqalpha_path), "bundle")
data = BaseDataSource(data_bundle_path)
Instru = InstrumentMixin(data._instruments._instruments)
for stock_code in stocks:
print('procesing...', stock_code)
stock_data = pd.DataFrame(
data._all_day_bars_of(Instru.instruments(stock_code)))
stock_data.datetime = stock_data.datetime.apply(
lambda x: datetime.strptime(str(x)[:-6], '%Y%m%d'))
stock_data.to_csv(os.path.join(path_market, stock_code[:-5] + '.csv'),
index=False)
sec_name = []
sec_index = []
for k, v in Instru._sym_id_map.items():
def run(config, source_code=None, user_funcs=None):
env = Environment(config)
persist_helper = None
init_succeed = False
mod_handler = ModHandler()
try:
# avoid register handlers everytime
# when running in ipython
set_loggers(config)
basic_system_log.debug("\n" + pformat(config.convert_to_dict()))
env.set_strategy_loader(
init_strategy_loader(env, source_code, user_funcs, config))
env.set_global_vars(GlobalVars())
mod_handler.set_env(env)
mod_handler.start_up()
try:
future_info = config.base.future_info
except AttributeError:
pass
else:
deep_update(future_info, future_info_cn.CN_FUTURE_INFO)
if not env.data_source:
env.set_data_source(BaseDataSource(config.base.data_bundle_path))
if env.price_board is None:
from .core.bar_dict_price_board import BarDictPriceBoard
env.price_board = BarDictPriceBoard()
env.set_data_proxy(DataProxy(env.data_source, env.price_board))
Scheduler.set_trading_dates_(env.data_source.get_trading_calendar())
scheduler = Scheduler(config.base.frequency)
mod_scheduler._scheduler = scheduler
env._universe = StrategyUniverse()
_adjust_start_date(env.config, env.data_proxy)
# FIXME
start_dt = datetime.datetime.combine(config.base.start_date,
datetime.datetime.min.time())
env.calendar_dt = start_dt
env.trading_dt = start_dt
broker = env.broker
assert broker is not None
env.portfolio = broker.get_portfolio()
if env.benchmark_provider:
env.benchmark_portfolio = BenchmarkPortfolio(
env.benchmark_provider, env.portfolio.units)
event_source = env.event_source
assert event_source is not None
bar_dict = BarMap(env.data_proxy, config.base.frequency)
env.set_bar_dict(bar_dict)
ctx = ExecutionContext(const.EXECUTION_PHASE.GLOBAL)
ctx._push()
env.event_bus.publish_event(Event(EVENT.POST_SYSTEM_INIT))
scope = create_base_scope(config.base.run_type == RUN_TYPE.BACKTEST)
scope.update({"g": env.global_vars})
apis = api_helper.get_apis()
scope.update(apis)
scope = env.strategy_loader.load(scope)
if env.config.extra.enable_profiler:
enable_profiler(env, scope)
ucontext = StrategyContext()
scheduler.set_user_context(ucontext)
from .core.executor import Executor
executor = Executor(env)
persist_helper = init_persist_helper(env, scheduler, ucontext,
executor, config)
if persist_helper:
should_resume = persist_helper.should_resume()
should_run_init = persist_helper.should_run_init()
else:
should_resume = False
should_run_init = True
user_strategy = Strategy(env.event_bus, scope, ucontext,
should_run_init)
env.user_strategy = user_strategy
if (should_resume and not should_run_init) or not should_resume:
with run_with_user_log_disabled(disabled=should_resume):
user_strategy.init()
if config.extra.context_vars:
for k, v in six.iteritems(config.extra.context_vars):
if isinstance(v, RqAttrDict):
v = v.__dict__
setattr(ucontext, k, v)
if persist_helper:
env.event_bus.publish_event(Event(EVENT.BEFORE_SYSTEM_RESTORED))
env.event_bus.publish_event(Event(EVENT.DO_RESTORE))
env.event_bus.publish_event(Event(EVENT.POST_SYSTEM_RESTORED))
init_succeed = True
if should_resume and should_run_init:
user_strategy.init()
executor.run(bar_dict)
if env.profile_deco:
output_profile_result(env)
except CustomException as e:
if init_succeed and persist_helper and env.config.base.persist_mode == const.PERSIST_MODE.ON_CRASH:
persist_helper.persist()
code = _exception_handler(e)
mod_handler.tear_down(code, e)
except Exception as e:
if init_succeed and persist_helper and env.config.base.persist_mode == const.PERSIST_MODE.ON_CRASH:
persist_helper.persist()
exc_type, exc_val, exc_tb = sys.exc_info()
user_exc = create_custom_exception(exc_type, exc_val, exc_tb,
config.base.strategy_file)
code = _exception_handler(user_exc)
mod_handler.tear_down(code, user_exc)
else:
if persist_helper and env.config.base.persist_mode == const.PERSIST_MODE.ON_NORMAL_EXIT:
persist_helper.persist()
result = mod_handler.tear_down(const.EXIT_CODE.EXIT_SUCCESS)
system_log.debug(_(u"strategy run successfully, normal exit"))
return result
def run(config, source_code=None, user_funcs=None):
env = Environment(config)
persist_helper = None
init_succeed = False
mod_handler = ModHandler()
try:
# avoid register handlers everytime
# when running in ipython
set_loggers(config)
basic_system_log.debug("\n" + pformat(config.convert_to_dict()))
if source_code is not None:
env.set_strategy_loader(SourceCodeStrategyLoader(source_code))
elif user_funcs is not None:
env.set_strategy_loader(UserFuncStrategyLoader(user_funcs))
else:
env.set_strategy_loader(FileStrategyLoader(config.base.strategy_file))
env.set_global_vars(GlobalVars())
mod_handler.set_env(env)
mod_handler.start_up()
if not env.data_source:
env.set_data_source(BaseDataSource(config.base.data_bundle_path))
env.set_data_proxy(DataProxy(env.data_source))
Scheduler.set_trading_dates_(env.data_source.get_trading_calendar())
scheduler = Scheduler(config.base.frequency)
mod_scheduler._scheduler = scheduler
env._universe = StrategyUniverse()
_adjust_start_date(env.config, env.data_proxy)
_validate_benchmark(env.config, env.data_proxy)
# FIXME
start_dt = datetime.datetime.combine(config.base.start_date, datetime.datetime.min.time())
env.calendar_dt = start_dt
env.trading_dt = start_dt
broker = env.broker
assert broker is not None
env.portfolio = broker.get_portfolio()
env.benchmark_portfolio = create_benchmark_portfolio(env)
event_source = env.event_source
assert event_source is not None
bar_dict = BarMap(env.data_proxy, config.base.frequency)
env.set_bar_dict(bar_dict)
if env.price_board is None:
from .core.bar_dict_price_board import BarDictPriceBoard
env.price_board = BarDictPriceBoard()
ctx = ExecutionContext(const.EXECUTION_PHASE.GLOBAL)
ctx._push()
env.event_bus.publish_event(Event(EVENT.POST_SYSTEM_INIT))
scope = create_base_scope()
scope.update({
"g": env.global_vars
})
apis = api_helper.get_apis()
scope.update(apis)
scope = env.strategy_loader.load(scope)
if env.config.extra.enable_profiler:
enable_profiler(env, scope)
ucontext = StrategyContext()
user_strategy = Strategy(env.event_bus, scope, ucontext)
scheduler.set_user_context(ucontext)
if not config.extra.force_run_init_when_pt_resume:
with run_with_user_log_disabled(disabled=config.base.resume_mode):
user_strategy.init()
if config.extra.context_vars:
for k, v in six.iteritems(config.extra.context_vars):
setattr(ucontext, k, v)
if config.base.persist:
persist_provider = env.persist_provider
persist_helper = PersistHelper(persist_provider, env.event_bus, config.base.persist_mode)
persist_helper.register('core', CoreObjectsPersistProxy(scheduler))
persist_helper.register('user_context', ucontext)
persist_helper.register('global_vars', env.global_vars)
persist_helper.register('universe', env._universe)
if isinstance(event_source, Persistable):
persist_helper.register('event_source', event_source)
persist_helper.register('portfolio', env.portfolio)
if env.benchmark_portfolio:
persist_helper.register('benchmark_portfolio', env.benchmark_portfolio)
for name, module in six.iteritems(env.mod_dict):
if isinstance(module, Persistable):
persist_helper.register('mod_{}'.format(name), module)
# broker will restore open orders from account
if isinstance(broker, Persistable):
persist_helper.register('broker', broker)
persist_helper.restore()
env.event_bus.publish_event(Event(EVENT.POST_SYSTEM_RESTORED))
init_succeed = True
# When force_run_init_when_pt_resume is active,
# we should run `init` after restore persist data
if config.extra.force_run_init_when_pt_resume:
assert config.base.resume_mode == True
with run_with_user_log_disabled(disabled=False):
user_strategy.init()
from .core.executor import Executor
Executor(env).run(bar_dict)
if env.profile_deco:
output_profile_result(env)
except CustomException as e:
if init_succeed and env.config.base.persist and persist_helper:
persist_helper.persist()
code = _exception_handler(e)
mod_handler.tear_down(code, e)
except Exception as e:
if init_succeed and env.config.base.persist and persist_helper:
persist_helper.persist()
exc_type, exc_val, exc_tb = sys.exc_info()
user_exc = create_custom_exception(exc_type, exc_val, exc_tb, config.base.strategy_file)
code = _exception_handler(user_exc)
mod_handler.tear_down(code, user_exc)
else:
result = mod_handler.tear_down(const.EXIT_CODE.EXIT_SUCCESS)
system_log.debug(_(u"strategy run successfully, normal exit"))
return result
def run(config, source_code=None, user_funcs=None):
env = Environment(config)
persist_helper = None
init_succeed = False
mod_handler = ModHandler()
try:
# avoid register handlers everytime
# when running in ipython
set_loggers(config)
init_rqdatac(getattr(config.base, 'rqdatac_uri', None))
system_log.debug("\n" + pformat(config.convert_to_dict()))
env.set_strategy_loader(
init_strategy_loader(env, source_code, user_funcs, config))
mod_handler.set_env(env)
mod_handler.start_up()
if not env.data_source:
env.set_data_source(
BaseDataSource(config.base.data_bundle_path,
getattr(config.base, "future_info", {})))
if env.price_board is None:
from rqalpha.data.bar_dict_price_board import BarDictPriceBoard
env.price_board = BarDictPriceBoard()
env.set_data_proxy(DataProxy(env.data_source, env.price_board))
_adjust_start_date(env.config, env.data_proxy)
ctx = ExecutionContext(const.EXECUTION_PHASE.GLOBAL)
ctx._push()
# FIXME
start_dt = datetime.datetime.combine(config.base.start_date,
datetime.datetime.min.time())
env.calendar_dt = start_dt
env.trading_dt = start_dt
assert env.broker is not None
assert env.event_source is not None
if env.portfolio is None:
from rqalpha.portfolio import Portfolio
env.set_portfolio(
Portfolio(config.base.accounts, config.base.init_positions))
env.event_bus.publish_event(Event(EVENT.POST_SYSTEM_INIT))
scope = create_base_scope()
scope.update({"g": env.global_vars})
scope.update(get_strategy_apis())
scope = env.strategy_loader.load(scope)
if config.extra.enable_profiler:
enable_profiler(env, scope)
ucontext = StrategyContext()
executor = Executor(env)
persist_helper = init_persist_helper(env, ucontext, executor, config)
user_strategy = Strategy(env.event_bus, scope, ucontext)
env.user_strategy = user_strategy
env.event_bus.publish_event(Event(EVENT.BEFORE_STRATEGY_RUN))
if persist_helper:
with LogCapture(user_log) as log_capture:
user_strategy.init()
else:
user_strategy.init()
if config.extra.context_vars:
for k, v in config.extra.context_vars.items():
if isinstance(v, RqAttrDict):
v = v.__dict__
setattr(ucontext, k, v)
if persist_helper:
env.event_bus.publish_event(Event(EVENT.BEFORE_SYSTEM_RESTORED))
restored_obj_state = persist_helper.restore(None)
check_key = ["global_vars", "user_context", "executor", "universe"]
kept_current_init_data = not any(
v for k, v in restored_obj_state.items() if k in check_key)
system_log.debug(
"restored_obj_state: {}".format(restored_obj_state))
system_log.debug(
"kept_current_init_data: {}".format(kept_current_init_data))
if kept_current_init_data:
# 未能恢复init相关数据 保留当前策略初始化变量(展示当前策略初始化日志)
log_capture.replay()
else:
user_system_log.info(_('system restored'))
env.event_bus.publish_event(Event(EVENT.POST_SYSTEM_RESTORED))
init_succeed = True
bar_dict = BarMap(env.data_proxy, config.base.frequency)
executor.run(bar_dict)
env.event_bus.publish_event(Event(EVENT.POST_STRATEGY_RUN))
if env.profile_deco:
output_profile_result(env)
release_print(scope)
except CustomException as e:
if init_succeed and persist_helper and env.config.base.persist_mode == const.PERSIST_MODE.ON_CRASH:
persist_helper.persist()
code = _exception_handler(e)
mod_handler.tear_down(code, e)
except Exception as e:
system_log.error(traceback.format_exc())
if init_succeed and persist_helper and env.config.base.persist_mode == const.PERSIST_MODE.ON_CRASH:
persist_helper.persist()
exc_type, exc_val, exc_tb = sys.exc_info()
user_exc = create_custom_exception(exc_type, exc_val, exc_tb,
config.base.strategy_file)
code = _exception_handler(user_exc)
mod_handler.tear_down(code, user_exc)
else:
if persist_helper and env.config.base.persist_mode == const.PERSIST_MODE.ON_NORMAL_EXIT:
persist_helper.persist()
result = mod_handler.tear_down(const.EXIT_CODE.EXIT_SUCCESS)
system_log.debug(_(u"strategy run successfully, normal exit"))
return result
break
shutil.rmtree(data_bundle_path, ignore_errors=True)
os.makedirs(data_bundle_path)
tar = tarfile.open(tmp, 'r:bz2')
tar.extractall(data_bundle_path)
tar.close()
os.remove(tmp)
six.print_(
_(u"Data bundle download successfully in {bundle_path}").format(
bundle_path=data_bundle_path))
import platform
data_k_bar = BaseDataSource(
'C:\\Users\\Yue/.rqalpha\\bundle') if platform.system(
) != 'Linux' else BaseDataSource('/home/ubuntu/.rqalpha/bundle')
def run(config, source_code=None, user_funcs=None):
env = Environment(config)
persist_helper = None
init_succeed = False
mod_handler = ModHandler() #初始化模块处理器，包含list和dict，存储模块名和配置信息
try:
# avoid register handlers everytime
# when running in ipython
set_loggers(config)
basic_system_log.debug("\n" + pformat(config.convert_to_dict()))
def get_ex_cum_factor(self, order_book_id):
return BaseDataSource.get_ex_cum_factor(self, order_book_id)
def __init__(self, end_date, bar_count=20):
data_source = BaseDataSource('/home/daiab/.rqalpha/bundle')
self._data_proxy = DataProxy(data_source)
self.fields = ["open", "close", "high", "low", "volume"]
self.end_date = end_date
self.bar_count = bar_count