def set_env(self, environment): self._env = environment config = environment.config for mod_name in config.mod.__dict__: mod_config = getattr(config.mod, mod_name) if not mod_config.enabled: continue self._mod_list.append((mod_name, mod_config)) for idx, (mod_name, user_mod_config) in enumerate(self._mod_list): if hasattr(user_mod_config, 'lib'): lib_name = user_mod_config.lib elif mod_name in SYSTEM_MOD_LIST: lib_name = "rqrobot.mod.rqrobot_mod_" + mod_name else: lib_name = "rqrobot_mod_" + mod_name system_log.debug(_(u"loading mod {}").format(lib_name)) mod_module = import_mod(lib_name) if mod_module is None: del self._mod_list[idx] return mod = mod_module.load_mod() mod_config = RqAttrDict(copy.deepcopy(getattr(mod_module, "__config__", {}))) mod_config.update(user_mod_config) setattr(config.mod, mod_name, mod_config) self._mod_list[idx] = (mod_name, mod_config) self._mod_dict[mod_name] = mod self._mod_list.sort(key=lambda item: getattr(item[1], "priority", 100)) environment.mod_dict = self._mod_dict
def wrapper(*args, **kwargs): if not Environment.get_instance().config.extra.is_hold: return func(*args, **kwargs) else: system_log.debug( _(u"not run {}({}, {}) because strategy is hold").format( func, args, kwargs))
def restore(self): for key, obj in six.iteritems(self._objects): state = self._persist_provider.load(key) system_log.debug('restore {} with state = {}', key, state) if not state: continue obj.set_state(state)
def set_state(self, state): dict_data = pickle.loads(state) for key, value in six.iteritems(dict_data): try: self.__dict__[key] = pickle.loads(value) system_log.debug("restore context.{} {}", key, type(self.__dict__[key])) except Exception as e: user_system_log.warn('context.{} can not restore', key)
def set_locale(self, locales, trans_dir=None): if locales[0] is None or "en" in locales[0].lower(): self.trans = NullTranslations() return if "cn" in locales[0].lower(): locales = ["zh_Hans_CN"] try: if trans_dir is None: trans_dir = os.path.join( os.path.dirname( os.path.abspath( __file__, ), ), "translations" ) self.trans = translation( domain="messages", localedir=trans_dir, languages=locales, ) except Exception as e: system_log.debug(e) self.trans = NullTranslations()
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() try: env.booking = broker.get_booking() except NotImplementedError: pass 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(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() 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) from .core.executor import Executor executor = Executor(env) if config.base.persist: persist_provider = env.persist_provider if persist_provider is None: raise RuntimeError( _(u"Missing persist provider. You need to set persist_provider before use persist" )) persist_helper = PersistHelper(persist_provider, env.event_bus, config.base.persist_mode) env.set_persist_helper(persist_helper) 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.register('executor', executor) env.event_bus.publish_event(Event(EVENT.BEFORE_SYSTEM_RESTORED)) 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): env._universe._set = set() user_strategy.init() executor.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 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 env.config.base.persist 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 (env.config.base.persist and 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