def strategy_to_json(self, TianJinMeta):
data_json = {}
try:
signal_finder = SignalFinder()
for member in TianJinMeta.get_const_member_list():
member_value = getattr(TianJinMeta, member)
if member in TianJinMeta.get_portfolio_list():
data_json[member] = reference_portfolio(member_value)
if data_json[member] == -1:
raise CSVConverterError(TianJinMeta.Name, TianJinMeta.Type, "Can't find portfolio: {0}".format(member_value))
elif member in TianJinMeta.get_signal_list():
data_json[member] = (signal_finder.get_signal_id_by_name(member_value), member_value)[isinstance(member_value, int)]
if data_json[member] == -1:
raise CSVConverterError(TianJinMeta.Name, TianJinMeta.Type, "Can't find signal: {0}".format(member_value))
elif member in TianJinMeta.get_bool_list():
data_json[member] = is_bool(member_value)
elif member in TianJinMeta.get_MatchStrategyId():
data_json[member] = (get_strategy_id_by_name(self.work_dir, member_value), member_value)[isinstance(member_value, int)]
if data_json[member] == -1:
raise CSVConverterError(TianJinMeta.Name, TianJinMeta.Type, "Can't find matchstrategy:{0}".format(member_value))
else:
data_json[member] = member_value
data_json['Instruments'] = generate_instruments(TianJinMeta, TianJinMeta.member_list)
data_json['Ranges'] = generate_ranges(TianJinMeta, TianJinMeta.member_list)
except Exception as e:
raise CSVConverterError(TianJinMeta.Name, TianJinMeta.Type, e.message)
if self.work_dir is not None:
self.__create_file(data_json)
return data_json
def strategy_to_json(self, HFStrategyMeta):
data_json = {}
try:
signal_finder = SignalFinder()
for member in HFStrategyMeta.get_const_member_list():
member_value = getattr(HFStrategyMeta, member)
if member in HFStrategyMeta.get_portfolio_list():
data_json[member] = reference_portfolio(member_value)
if data_json[member] == -1:
raise CSVConverterError(HFStrategyMeta.Name, HFStrategyMeta.Type, "Can't find portfolio: {0}".format(member_value))
elif member in HFStrategyMeta.get_signal_list():
data_json[member] = (signal_finder.get_signal_id_by_name(member_value), member_value)[isinstance(member_value, int)]
if data_json[member] == -1:
raise CSVConverterError(HFStrategyMeta.Name, HFStrategyMeta.Type, "Can't find signal: {0}".format(member_value))
elif member in HFStrategyMeta.get_bool_list():
data_json[member] = is_bool(member_value)
elif member in HFStrategyMeta.get_MatchStrategyId():
data_json[member] = (get_strategy_id_by_name(self.work_dir, member_value), member_value)[isinstance(member_value, int)]
if data_json[member] == -1:
raise CSVConverterError(HFStrategyMeta.Name, HFStrategyMeta.Type, "Can't find matchstrategy:{0}".format(member_value))
else:
data_json[member] = member_value
data_json['Instruments'] = generate_instruments(HFStrategyMeta, HFStrategyMeta.member_list)
data_json['Ranges'] = generate_ranges(HFStrategyMeta, HFStrategyMeta.member_list)
except Exception as e:
raise CSVConverterError(HFStrategyMeta.Name, HFStrategyMeta.Type, e.message)
if self.work_dir is not None:
self.__create_file(data_json)
return data_json