def onEndDay(self, tradingDay): self.feeder.data.LastPrice.plot() if __name__ == '__main__': scriptPath, greenRiver = os.path.split(os.path.abspath(sys.argv[0])) parser = argparse.ArgumentParser(prog=greenRiver ,description = " generate tailsignal configure") parser.add_argument('-m','--mappingRoot',help='directory that contains mapping files') parser.add_argument('-d','--dataRoot',help='direcotry that contains data') parser.add_argument('-o','--holidayFile',help='holiday file') parser.add_argument('-f','--fromDay',help='backtest from this day') parser.add_argument('-t','--toDay',help='backtest to this day') args = parser.parse_args() tradingContext = TradingContext() tradingContext.instrumentManager = InstrumentManager(tradingContext,args.mappingRoot) tradingContext.feedSource = FeedSource(tradingContext,LocalFeederCreator(args.dataRoot)) tradingContext.calendar = Calendar(open(args.holidayFile, 'r')) tradingContext.initialize(Calendar.dateFromString(args.fromDay),Calendar.dateFromString(args.toDay)) outSignal = OutputMarket(tradingContext, Symbol('IF_01','CFFEX')) tradingContext.run()