def real2_update(args):
record = {}
if args.user:
record["user"] = args.user
if args.instance_id:
record["instance_id"] = args.instance_id
if args.config_path:
record["config_path"] = args.config_path
if args.exchange:
record["exchange"] = args.exchange
if args.value:
instance = si.get_strategy_instance(args.sii)
instance_id = instance["instance_id"]
exchange_name = instance["exchange"]
if not exchange_name:
exchange_name = record["exchange_name"]
config_path = instance["config_path"]
if not config_path:
config_path = record["config_path"]
value = instance["value"]
config = xq.get_strategy_config(config_path)
symbol = config['symbol']
realEngine = RealEngine(instance_id, exchange_name, config, value)
orders = realEngine.get_orders(symbol)
if orders:
return
record["value"] = args.value
if args.status:
record["status"] = args.status
if record:
si.update_strategy_instance({"instance_id": args.sii}, record)
def real_analyze(config, instance_id, exchange_name, value, print_switch_hl,
display_rmk):
symbol = config['symbol']
realEngine = RealEngine(instance_id, exchange_name, config, value)
orders = realEngine.get_orders(symbol)
realEngine.analyze(symbol, orders, print_switch_hl, display_rmk)
def real_run(config, instance_id, exchange_name, value, args):
info = 'instance_id: %s, exchange_name: %s, value: %s ' % (instance_id, exchange_name, value)
print(info)
module_name = config["module_name"].replace("/", ".")
class_name = config["class_name"]
if args.log:
logfilename = instance_id + ".log"
print(logfilename)
server_ip = os.environ.get('LOG_SERVER_IP')
server_port = os.environ.get('LOG_SERVER_PORT')
print('Log server IP: %s, Log server port: %s' % (server_ip, server_port))
log.init('real', logfilename, server_ip, server_port)
log.info("%s" % (info))
log.info("strategy name: %s; config: %s" % (class_name, config))
engine = RealEngine(instance_id, exchange_name, config, value, args.log)
strategy = ts.createInstance(module_name, class_name, config, engine)
engine.run(strategy, args.debug)
def real2_list(args):
td_db = get_mongodb(setup.trade_db_name)
ss = td_db.find(si.STRATEGY_INSTANCE_COLLECTION_NAME, {"user": args.user})
#pprint(ss)
all_value = 0
all_his_profit = 0
all_flo_profit = 0
all_commission = 0
title_head_fmt = "%-30s %10s%12s"
head_fmt = "%-30s %10s(%10.0f)"
title_profit_fmt = "%21s %21s %12s"
profit_fmt = "%12.2f(%6.2f%%) %12.2f(%6.2f%%) %12.2f"
title_tail_fmt = " %-60s %-20s %10s"
print(title_head_fmt % ("instance_id", "value", "") + title_profit_fmt % ("history_profit", "floating_profit", "commission") + title_tail_fmt % ("config_path", "exchange", "status"))
for s in ss:
instance_id = s["instance_id"]
exchange_name = s["exchange"]
value = s["value"]
config_path = s["config_path"]
if "status" in s:
status = s["status"]
else:
status = ""
if status != args.status and status != "":
continue
all_value += value
profit_info = ""
try:
config = xq.get_strategy_config(config_path)
symbol = config['symbol']
realEngine = RealEngine(instance_id, exchange_name, config, value)
orders = realEngine.get_orders(symbol)
pst_info = realEngine.get_pst_by_orders(orders)
history_profit, history_profit_rate, history_commission = realEngine.get_history(pst_info)
all_his_profit += history_profit
floating_profit, floating_profit_rate, floating_commission, cur_price = realEngine.get_floating(symbol, pst_info)
all_flo_profit += floating_profit
commission = history_commission + floating_commission
all_commission += commission
profit_info = profit_fmt % (history_profit, history_profit_rate*100, floating_profit, floating_profit_rate*100, commission)
except Exception as ept:
profit_info = "error: %s" % (ept)
print(head_fmt % (instance_id, value, (value+history_profit+floating_profit)) + profit_info + title_tail_fmt % (config_path, exchange_name, status))
if args.stat:
print(head_fmt % ("all", all_value, all_value+all_his_profit+all_flo_profit) + profit_fmt % (all_his_profit, all_his_profit/all_value*100, all_flo_profit, all_flo_profit/all_value*100, all_commission))
def real2_list(args):
td_db = get_mongodb(setup.trade_db_name)
ss = td_db.find(si.STRATEGY_INSTANCE_COLLECTION_NAME, {"user": args.user})
#pprint(ss)
title1_fmt = "%-30s %10s"
title2_fmt = "%-60s %-20s %10s"
print((title1_fmt + " %s " + title2_fmt) %
("instance_id", "value", " history_profit floating_profit",
"config_path", "exchange", "status"))
for s in ss:
instance_id = s["instance_id"]
exchange_name = s["exchange"]
value = s["value"]
config_path = s["config_path"]
if "status" in s:
status = s["status"]
else:
status = ""
if status != args.status and status != "":
continue
profit_info = ""
try:
config = xq.get_strategy_config(config_path)
symbol = config['symbol']
realEngine = RealEngine(instance_id, exchange_name, config, value)
orders = realEngine.get_orders(symbol)
pst_info = realEngine.get_pst_by_orders(orders)
history_profit, history_profit_rate, history_commission = realEngine.get_history(
pst_info)
floating_profit, floating_profit_rate, floating_commission, cur_price = realEngine.get_floating(
symbol, pst_info)
profit_info = "%10.2f(%6.2f%%) %10.2f(%6.2f%%)" % (
history_profit, history_profit_rate * 100, floating_profit,
floating_profit_rate * 100)
except Exception as ept:
profit_info = "error: %s" % (ept)
print((title1_fmt + " %s " + title2_fmt) %
(instance_id, value, profit_info, config_path, exchange_name,
status))
choices=[bl.DIRECTION_LONG, bl.DIRECTION_SHORT],
help='direction')
parser.add_argument('-action',
choices=[bl.OPEN_POSITION, bl.CLOSE_POSITION],
help='action')
#parser.add_argument('-pr', type=float, default=0, help='postion rate')
parser.add_argument('-rmk', help='remark')
args = parser.parse_args()
print(args)
if not (args.sii and args.action):
parser.print_help()
exit(1)
instance = get_strategy_instance(args.sii)
config = xq.get_strategy_config(instance['config_path'])
re = RealEngine(args.sii, instance['exchange'], config, instance['value'])
symbol = config['symbol']
klines = re.md.get_klines(symbol, config["kline"]["interval"], 1)
if len(klines) <= 0:
exit(1)
cur_price = float(klines[-1][re.md.get_kline_seat_close()])
pst_info = re.get_position(symbol, cur_price)
if args.action == bl.OPEN_POSITION:
pst_rate = 1
else:
pst_rate = 0
print('before position info: %s' % (pst_info))
print('args.action: %s, pst_rate: %g' % (args.action, pst_rate))
def real_view(config, instance_id, exchange_name, value):
symbol = config['symbol']
realEngine = RealEngine(instance_id, exchange_name, config, value)
orders = realEngine.get_orders(symbol)
realEngine.view(symbol, orders)
logfilename = (select + "_" + class_name + "_" + config["symbol"] +
"_" + date_range + "_" + instance_id + ".log")
start_time, end_time = parse_date_range(date_range)
else:
help_print()
exit(1)
print(logfilename)
log.init(logfilename)
log.info("strategy name: %s; config: %s" % (class_name, config))
if select == "real":
engine = RealEngine(instance_id, config)
strategy = ts.createInstance(module_name, class_name, config, engine)
engine.value = value
engine.run(strategy, debug)
elif select == "backtest":
if len(sys.argv) > params_index:
display_switch = sys.argv[params_index]
params_index += 1
else:
display_switch = False
engine = BackTest(instance_id, config)
strategy = ts.createInstance(module_name, class_name, config, engine)
+ strategy_config["symbol"]
+ "_"
+ start_time.strftime("%Y%m%d")
+ "_"
+ end_time.strftime("%Y%m%d")
+ "_"
+ instance_id
+ ".log"
)
print(logfilename)
logging.basicConfig(level=logging.NOTSET, filename=logfilename)
logging.info("strategy name: %s; config: %s", class_name, strategy_config)
logging.info("engine config: %s", engine_config)
if engine_config["select"] == "real":
engine = RealEngine(instance_id, engine_config)
else:
engine = BackTest(instance_id, engine_config)
strategy = createInstance(module_name, class_name, strategy_config, engine)
if debug:
engine.run(strategy)
else:
try:
engine.run(strategy)
except Exception as ept:
logging.critical(ept)
server_ip = os.environ.get('LOG_SERVER_IP')
server_port = os.environ.get('LOG_SERVER_PORT')
print('Log server IP: %s, Log server port: %s' % (server_ip, server_port))
log.init(select, logfilename, server_ip, server_port)
log.info("strategy name: %s; config: %s" % (class_name, config))
if select == "display":
engine = Display(instance_id, config)
strategy = ts.createInstance(module_name, class_name, config, engine)
engine.value = value
engine.run(strategy, db_name)
elif select == "real":
engine = RealEngine(instance_id, config["exchange"], config, value)
strategy = ts.createInstance(module_name, class_name, config, engine)
engine.run(strategy, debug)
elif select == "backtest":
if len(sys.argv) > params_index:
display_switch = sys.argv[params_index]
params_index += 1
else:
display_switch = False
engine = BackTest(instance_id, config["exchange"], config)
strategy = ts.createInstance(module_name, class_name, config, engine)
engine.run(strategy, start_time, end_time, display_switch)
server_ip = os.environ.get('LOG_SERVER_IP')
server_port = os.environ.get('LOG_SERVER_PORT')
print('Log server IP: %s, Log server port: %s' % (server_ip, server_port))
log.init(logfilename, server_ip, server_port)
log.info("strategy name: %s; config: %s" % (class_name, config))
if select == "display":
engine = Display(instance_id, config)
strategy = ts.createInstance(module_name, class_name, config, engine)
engine.value = value
engine.run(strategy, db_name)
elif select == "real":
engine = RealEngine(instance_id, config)
strategy = ts.createInstance(module_name, class_name, config, engine)
engine.value = value
engine.run(strategy, debug)
elif select == "backtest":
if len(sys.argv) > params_index:
display_switch = sys.argv[params_index]
params_index += 1
else:
display_switch = False
engine = BackTest(instance_id, config)
strategy = ts.createInstance(module_name, class_name, config, engine)