def tear_down(self, code, exception=None):
CacheMixin.set_cache_length(self._old_cache_length)
CacheMixin.set_max_cache_space(self._old_max_cache_space)
def start_up(self, env, mod_config):
env.set_price_board(StockLimitUpDownPriceBoard())
type_ = DataSourceType(mod_config.source)
if type_ in [DataSourceType.MONGO, DataSourceType.REAL_TIME]:
from rqalpha_mod_fxdayu_source.data_source.mongo import MongoDataSource, MongoCacheDataSource
args = (env.config.base.data_bundle_path, mod_config.mongo_url)
data_source_cls = MongoCacheDataSource if mod_config.enable_cache else MongoDataSource
elif type_ == DataSourceType.BUNDLE:
from rqalpha_mod_fxdayu_source.data_source.bundle import BundleCacheDataSource, BundleDataSource
args = (env.config.base.data_bundle_path, mod_config.bundle_path)
data_source_cls = BundleCacheDataSource if mod_config.enable_cache else BundleDataSource
elif type_ == DataSourceType.QUANTOS:
from rqalpha_mod_fxdayu_source.data_source.quantos import QuantOsSource, QuantOsCacheSource
args = (env.config.base.data_bundle_path, mod_config.quantos_url,
mod_config.quantos_user, mod_config.quantos_token)
data_source_cls = QuantOsCacheSource if mod_config.enable_cache else QuantOsSource
else:
raise RuntimeError("data source type [%s] is not supported" %
mod_config.source)
if mod_config.enable_cache:
if mod_config.cache_length:
CacheMixin.set_cache_length(int(mod_config.cache_length))
if mod_config.max_cache_space:
CacheMixin.set_max_cache_space(int(mod_config.max_cache_space))
data_source = data_source_cls(*args)
mod_config.redis_uri = mod_config.redis_url # fit rqalpha
if env.config.base.run_type is RUN_TYPE.BACKTEST and env.config.base.persist_mode == PERSIST_MODE.ON_NORMAL_EXIT:
# generate user context using backtest
persist_provider = DiskPersistProvider(mod_config.persist_path)
env.set_persist_provider(persist_provider)
is_real_time = env.config.base.run_type in (RUN_TYPE.PAPER_TRADING,
RUN_TYPE.LIVE_TRADING)
if is_real_time or type_ == DataSourceType.REAL_TIME:
user_system_log.warn(
_("[Warning] When you use this version of RealtimeTradeMod, history_bars can only "
"get data from yesterday."))
if type_ == DataSourceType.QUANTOS:
inday_bars = QuantOsIndayBars(mod_config.quantos_url,
mod_config.quantos_user,
mod_config.quantos_token)
elif mod_config.redis_url:
inday_bars = RedisIndayBars(mod_config.redis_url)
system_log.info(_("RealtimeTradeMod using market from redis"))
else:
raise RuntimeError(
"No Inday bar data source with valid config")
data_source = RealtimeDataSource(inday_bars=inday_bars,
hist_source=data_source)
if is_real_time:
event_source = RealTimeEventSource(mod_config.fps, mod_config)
# add persist
persist_provider = DiskPersistProvider(mod_config.persist_path)
env.set_persist_provider(persist_provider)
env.config.base.persist = True
env.config.base.persist_mode = PERSIST_MODE.REAL_TIME
else:
event_source = IntervalEventSource(env)
env.set_data_source(data_source)
# a patch to start_date since it's real time mod
if env.config.base.start_date == datetime.now().date():
trading_dates = data_source.get_trading_calendar()
pos = trading_dates.searchsorted(env.config.base.start_date)
if trading_dates[pos].to_pydatetime().date(
) != env.config.base.start_date:
env.config.base.start_date = trading_dates[max(
0, pos - 1)].to_pydatetime().date()
env.set_event_source(event_source)
def __init__(self, *args, **kwargs):
super(QuantOsCacheSource, self).__init__(*args, **kwargs)
CacheMixin.__init__(self)
def __init__(self, path, bundle_path):
super(BundleCacheDataSource, self).__init__(path, bundle_path)
CacheMixin.__init__(self)
def __init__(self, path, mongo_url):
super(MongoCacheDataSource, self).__init__(path, mongo_url)
CacheMixin.__init__(self)