def test02(self):
config = self.load_config(self._p('conf/2_test.yml'))
try:
run(config)
except SystemExit as e:
pass
diff_res = sh.diff(self._p("test_output/I88_force_close.csv"), self._p("expect_output/2_I88_force_close.csv"))
self.assertEqual(diff_res, "")
def test01(self):
config = self.load_config(self._p('conf/1_test.yml'))
try:
run(config)
except SystemExit as e:
pass
self.fetch_fields(self._p("test_output/trades.csv"), self._p("test_output/trades_filter.csv"))
diff_res = sh.diff(self._p("test_output/trades_filter.csv"), self._p("expect_output/1_trades_filter.csv"))
self.assertEqual(diff_res, "")
def test01(self):
config = self.load_config(self._p('conf/1_test.yml'))
try:
run(config)
except SystemExit as e:
pass
diff_res = sh.diff(self._p("test_output/I88_stop_profit_loss.csv"),
self._p("expect_output/1_I88_stop_profit_loss.csv"))
self.assertEqual(diff_res, "")
def _run_task(self, key, params, disable_output=False):
logger.info("run %s, %s" % (key, params))
if disable_output:
params['mod']['sys_analyser']['output_file'] = None
run(params)
if disable_output:
return
summary = self._read_pickle(key)
logger.info(summary)
self._all_result_dict[key] = summary
def run_test(filename):
config = {"base": {"strategy_file": os.path.join(TEST_DIR, filename)}}
print(u"Start test: " + str(config["base"]["strategy_file"]))
result_dict = run(config)["sys_analyser"]
old_pickle_file = os.path.join(TEST_OUT, filename.replace(".py", ".pkl"))
if not os.path.exists(old_pickle_file):
if not os.path.exists(TEST_OUT):
os.makedirs(TEST_OUT)
pickle.dump(result_dict, open(old_pickle_file, "wb"), protocol=2)
return
else:
old_result_dict = pd.read_pickle(old_pickle_file)
# 比较 portfolios
old_df = old_result_dict["portfolio"].replace(
[np.nan, np.inf, -np.inf], 0).round(0)
df = result_dict["portfolio"].replace([np.nan, np.inf, -np.inf],
0).round(0)
try:
del old_df["dividend_receivable"]
del df["dividend_receivable"]
except:
pass
result = df.eq(old_df)
if not result.all().all():
return result.all()
# 比较 summary
old_df = (pd.DataFrame(
data=[{
"val": val
} for val in old_result_dict["summary"].values()],
index=old_result_dict["summary"].keys(),
).sort_index().T.fillna(0))
df = (pd.DataFrame(
data=[{
"val": val
} for val in result_dict["summary"].values()],
index=result_dict["summary"].keys(),
).sort_index().T.fillna(0))
try:
del old_df["daily_pnl"]
del old_df["daily_returns"]
del old_df["dividend_receivable"]
del old_df["strategy_file"]
del df["strategy_file"]
except:
pass
try:
del old_df["strategy_file"]
del df["strategy_file"]
except:
pass
try:
assert_frame_equal(df, old_df, check_less_precise=8)
except AssertionError as e:
return str(e)
"available_position": True,
},
"analyser": {
"priority":
100,
"enabled":
True,
"lib":
'rqalpha.mod.analyser',
"record":
True,
"output_file":
os.path.expanduser("~\\.rqalpha\\res\\" + strategy_name +
"\\result.pkl"),
"plot":
os.path.expanduser("~"),
"plot_save_file":
os.path.expanduser("~\\.rqalpha\\res\\" + strategy_name +
"\\result.png"),
"report_save_path":
os.path.expanduser("~\\.rqalpha\\res\\")
}
}
}
return config
if __name__ == '__main__':
run(getConfig())
def run_test(filename):
config = {"base": {"strategy_file": os.path.join(TEST_DIR, filename)}}
print(u"Start test: " + str(config["base"]["strategy_file"]))
result_dict = run(config)['sys_analyser']
df = result_dict["portfolio"]
# del df['positions']
old_pickle_file = os.path.join(TEST_OUT, filename.replace(".py", ".pkl"))
if not os.path.exists(old_pickle_file):
if not os.path.exists(TEST_OUT):
os.makedirs(TEST_OUT)
pickle.dump(result_dict, open(old_pickle_file, "wb"), protocol=2)
return None, None
else:
old_result_dict = pd.read_pickle(old_pickle_file)
# 比较 portfolios
old_df = old_result_dict["portfolio"]
old_df = old_df.fillna(0)
old_df = old_df.replace([np.inf, -np.inf], 0)
df = df.fillna(0)
df = df.replace([np.inf, -np.inf], 0)
# del old_df["trades"]
# del df["trades"]
try:
del old_df["dividend_receivable"]
del df["dividend_receivable"]
except:
pass
df = df.round(0)
old_df = old_df.round(0)
result = df.eq(old_df)
if not result.all().all():
return result.all(), (df, old_df, result)
# 比较 summary
old_df = pd.DataFrame(
data=[{
"val": val
} for val in old_result_dict["summary"].values()],
index=old_result_dict["summary"].keys()).sort_index().T.fillna(0)
df = pd.DataFrame(
data=[{
"val": val
} for val in result_dict["summary"].values()],
index=result_dict["summary"].keys()).sort_index().T.fillna(0)
try:
del old_df['daily_pnl']
del old_df['daily_returns']
del old_df['dividend_receivable']
del old_df['strategy_file']
del df['strategy_file']
except:
pass
try:
del old_df['strategy_file']
del df['strategy_file']
except:
pass
result = df.eq(old_df)
if not result.all().all():
return result.all(), (old_result_dict, result_dict, result)
return None, None
# 使用talib计算长短两根均线，均线以array的格式表达
short_avg = talib.SMA(prices, context.SHORTPERIOD)
long_avg = talib.SMA(prices, context.LONGPERIOD)
plot("short avg", short_avg[-1])
plot("long avg", long_avg[-1])
# 计算现在portfolio中股票的仓位
cur_position = context.portfolio.positions[context.s1].quantity
# 计算现在portfolio中的现金可以购买多少股票
shares = context.portfolio.cash / bar_dict[context.s1].close
# 如果短均线从上往下跌破长均线，也就是在目前的bar短线平均值低于长线平均值，而上一个bar的短线平均值高于长线平均值
if short_avg[-1] - long_avg[-1] < 0 and short_avg[-2] - long_avg[-2] > 0 and cur_position > 0:
# 进行清仓
logger.info('Sell: Datetime {}, Amount All'.format(bar_dict[context.s1].datetime))
order_target_value(context.s1, 0)
# 如果短均线从下往上突破长均线，为入场信号
if short_avg[-1] - long_avg[-1] > 0 and short_avg[-2] - long_avg[-2] < 0:
# 满仓入股
logger.info('Buy: Datetime {}, Amount {}'.format(bar_dict[context.s1].datetime, shares))
order_shares(context.s1, shares)
if __name__ == '__main__':
from ialgotest.conf.generate_config import gen_conf
run(gen_conf(__file__, start='2016-03-01', end='2016-03-31', freq='1m', save_plot=True, save_output=True,
report_path='/home/eshufan/rq_reports/'))
long_avg = talib.SMA(prices, context.LONGPERIOD)
plot("short avg", short_avg[-1])
plot("long avg", long_avg[-1])
# 计算现在portfolio中股票的仓位
cur_position = context.portfolio.positions[context.s1].quantity
# 计算现在portfolio中的现金可以购买多少股票
shares = context.portfolio.cash / bar_dict[context.s1].close
# 如果短均线从上往下跌破长均线，也就是在目前的bar短线平均值低于长线平均值，而上一个bar的短线平均值高于长线平均值
if short_avg[-1] - long_avg[-1] < 0 and short_avg[-2] - long_avg[
-2] > 0 and cur_position > 0:
# 进行清仓
order_target_value(context.s1, 0)
# 如果短均线从下往上突破长均线，为入场信号
if short_avg[-1] - long_avg[-1] > 0 and short_avg[-2] - long_avg[-2] < 0:
# 满仓入股
order_shares(context.s1, shares)
if __name__ == '__main__':
from ialgotest.conf.generate_config import gen_conf
run(
gen_conf(__file__,
save_plot=True,
save_output=True,
report_path='/home/eshufan/rq_reports/'))
def test_api():
print(u"Testing API......")
from rqalpha import run
from tests.api.test_api_base import test_get_order_code_new, test_get_open_order_code_new, \
test_cancel_order_code_new, \
test_update_universe_code_new, test_subscribe_code_new, test_unsubscribe_code_new, \
test_get_yield_curve_code_new, \
test_history_bars_code_new, test_all_instruments_code_new, test_instruments_code_new, test_sector_code_new, \
test_concept_code_new, test_industry_code_new, test_get_trading_dates_code_new, \
test_get_previous_trading_date_code_new, test_get_next_trading_date_code_new, test_get_dividend_code_new
from tests.api.test_api_stock import test_order_shares_code_new, test_order_lots_code_new, \
test_order_value_code_new, \
test_order_percent_code_new, test_order_target_value_code_new
from tests.api.test_api_future import test_buy_open_code_new, test_sell_open_code_new, test_buy_close_code_new, \
test_sell_close_code_new
base_api_config = {
"base": {
"securities": "stock",
"start_date": "2016-12-01",
"end_date": "2016-12-31",
"frequency": "1d",
"matching_type": "next_bar",
"stock_starting_cash": 1000000,
"strategy_file": 'rqalpha/__init__.py'
},
"extra": {
"log_level": "error",
},
"mod": {
"sys_progress": {
"enabled": False,
},
},
}
stock_api_config = {
"base": {
"securities": "stock",
"start_date": "2016-03-07",
"end_date": "2016-03-08",
"frequency": "1d",
"matching_type": "next_bar",
"stock_starting_cash": 100000000,
"strategy_file": 'rqalpha/__init__.py'
},
"extra": {
"log_level": "error",
},
"mod": {
"sys_progress": {
"enabled": False,
},
},
}
future_api_config = {
"base": {
"securities": "future",
"start_date": "2016-03-07",
"end_date": "2016-03-08",
"frequency": "1d",
"matching_type": "next_bar",
"future_starting_cash": 10000000000,
"strategy_file": 'rqalpha/__init__.py'
},
"extra": {
"log_level": "error",
},
"mod": {
"sys_progress": {
"enabled": False,
},
},
}
# =================== Test Base API ===================
run(base_api_config, test_get_order_code_new)
run(base_api_config, test_get_open_order_code_new)
run(base_api_config, test_cancel_order_code_new)
run(base_api_config, test_update_universe_code_new)
run(base_api_config, test_subscribe_code_new)
run(base_api_config, test_unsubscribe_code_new)
run(base_api_config, test_get_yield_curve_code_new)
run(base_api_config, test_history_bars_code_new)
run(base_api_config, test_all_instruments_code_new)
run(base_api_config, test_instruments_code_new)
run(base_api_config, test_sector_code_new)
run(base_api_config, test_industry_code_new)
run(base_api_config, test_concept_code_new)
run(base_api_config, test_get_trading_dates_code_new)
run(base_api_config, test_get_previous_trading_date_code_new)
run(base_api_config, test_get_next_trading_date_code_new)
run(base_api_config, test_get_dividend_code_new)
# =================== Test Stock API ===================
run(stock_api_config, test_order_shares_code_new)
run(stock_api_config, test_order_lots_code_new)
run(stock_api_config, test_order_value_code_new)
run(stock_api_config, test_order_percent_code_new)
run(stock_api_config, test_order_target_value_code_new)
# =================== Test Future API ===================
run(future_api_config, test_buy_open_code_new)
run(future_api_config, test_sell_open_code_new)
run(future_api_config, test_buy_close_code_new)
run(future_api_config, test_sell_close_code_new)
print(u"API test ends.")
def before_trading(context):
pass
# 你选择的证券的数据更新将会触发此段逻辑，例如日或分钟历史数据切片或者是实时数据切片更新
def handle_bar(context, bar_dict):
# 开始编写你的主要的算法逻辑
# bar_dict[order_book_id] 可以拿到某个证券的bar信息
# context.portfolio 可以拿到现在的投资组合状态信息
# 使用order_shares(id_or_ins, amount)方法进行落单
# TODO: 开始编写你的算法吧！
logger.info(bar_dict[context.s1])
prices = history_bars(context.s1, 3, '1d', ['datetime', 'close'])
logger.info([x for x in prices])
if not context.fired:
# order_percent并且传入1代表买入该股票并且使其占有投资组合的100%
order_percent(context.s1, 1)
context.fired = True
if __name__ == '__main__':
from ialgotest.conf.generate_config import gen_conf
run(gen_conf(__file__))
"accounts": {
"stock": 100000
},
"benchmark": "000300.XSHG"
},
"mod": {
"mysql": {
"enabled": True
},
"tushare": {
"enabled": False
},
"sys_analyser": {
"enabled": True,
"plot": True,
# 当不输出csv/pickle/plot 等内容时，可以通过 record 来决定是否执行该 Mod 的计算逻辑
"record": True,
# 如果指定路径，则输出计算后的 pickle 文件
"output_file": "result.pkl",
# 如果指定路径，则输出 report csv 文件
"report_save_path": ".",
# 画图
'plot': True,
# 如果指定路径，则输出 plot 对应的图片文件
'plot_save_file': "result.png"
}
}
}
#init()
run(config)
def test_api():
# FIXME: Error msg is hard to understand @zjuguxi
# return
print(u"Testing API......")
from rqalpha import run
from tests.api.test_api_base import (
test_get_order_code_new,
test_get_open_order_code_new,
test_cancel_order_code_new,
test_update_universe_code_new,
test_subscribe_code_new,
test_unsubscribe_code_new,
test_get_yield_curve_code_new,
test_history_bars_code_new,
test_all_instruments_code_new,
test_instruments_code_new,
test_sector_code_new,
test_concept_code_new,
test_industry_code_new,
test_get_trading_dates_code_new,
test_get_previous_trading_date_code_new,
test_get_next_trading_date_code_new,
test_get_dividend_code_new,
)
from tests.api.test_api_stock import (
test_order_shares_code_new, test_order_lots_code_new,
test_order_value_code_new,
test_order_percent_code_new, test_order_target_value_code_new,
)
from tests.api.test_api_future import (
test_buy_open_code_new,
test_sell_open_code_new,
test_buy_close_code_new,
test_sell_close_code_new,
)
base_api_config = {
"base": {
"start_date": "2016-12-01",
"end_date": "2016-12-31",
"frequency": "1d",
"matching_type": "next_bar",
"strategy_file": 'rqalpha/__init__.py',
"accounts": {
"stock": 1000000
}
},
"extra": {
"log_level": "error",
},
"mod": {
"sys_progress": {
"enabled": True,
"show": True,
},
},
}
stock_api_config = {
"base": {
"start_date": "2016-03-07",
"end_date": "2016-03-08",
"frequency": "1d",
"matching_type": "next_bar",
"strategy_file": 'rqalpha/__init__.py',
"accounts": {
"stock": 100000000
}
},
"extra": {
"log_level": "error",
},
"mod": {
"sys_progress": {
"enabled": True,
"show": True,
},
},
}
future_api_config = {
"base": {
"start_date": "2016-03-07",
"end_date": "2016-03-08",
"frequency": "1d",
"matching_type": "next_bar",
"strategy_file": 'rqalpha/__init__.py',
"accounts": {
"future": 10000000000
}
},
"extra": {
"log_level": "error",
},
"mod": {
"sys_progress": {
"enabled": True,
"show": True,
},
},
}
# =================== Test Base API ===================
tasks = []
tasks.append((base_api_config, test_get_order_code_new, "test_get_order_code_new"))
tasks.append((base_api_config, test_get_open_order_code_new, "test_get_open_order_code_new"))
tasks.append((base_api_config, test_cancel_order_code_new, "test_cancel_order_code_new"))
tasks.append((base_api_config, test_update_universe_code_new, "test_update_universe_code_new"))
tasks.append((base_api_config, test_subscribe_code_new, "test_subscribe_code_new"))
tasks.append((base_api_config, test_unsubscribe_code_new, "test_unsubscribe_code_new"))
tasks.append((base_api_config, test_get_yield_curve_code_new, "test_get_yield_curve_code_new"))
tasks.append((base_api_config, test_history_bars_code_new, "test_history_bars_code_new"))
tasks.append((base_api_config, test_all_instruments_code_new, "test_all_instruments_code_new"))
tasks.append((base_api_config, test_instruments_code_new, "test_instruments_code_new"))
tasks.append((base_api_config, test_sector_code_new, "test_sector_code_new"))
tasks.append((base_api_config, test_industry_code_new, "test_industry_code_new"))
tasks.append((base_api_config, test_concept_code_new, "test_concept_code_new"))
tasks.append((base_api_config, test_get_trading_dates_code_new, "test_get_trading_dates_code_new"))
tasks.append((base_api_config, test_get_previous_trading_date_code_new, "test_get_previous_trading_date_code_new"))
tasks.append((base_api_config, test_get_next_trading_date_code_new, "test_get_next_trading_date_code_new"))
tasks.append((base_api_config, test_get_dividend_code_new, "test_get_dividend_code_new"))
# =================== Test Stock API ===================
tasks.append((stock_api_config, test_order_shares_code_new, "test_order_shares_code_new"))
tasks.append((stock_api_config, test_order_lots_code_new, "test_order_lots_code_new"))
tasks.append((stock_api_config, test_order_value_code_new, "test_order_value_code_new"))
tasks.append((stock_api_config, test_order_percent_code_new, "test_order_percent_code_new"))
tasks.append((stock_api_config, test_order_target_value_code_new, "test_order_target_value_code_new"))
# =================== Test Future API ===================
tasks.append((future_api_config, test_buy_open_code_new, "test_buy_open_code_new"))
tasks.append((future_api_config, test_sell_open_code_new, "test_sell_open_code_new"))
tasks.append((future_api_config, test_buy_close_code_new, "test_buy_close_code_new"))
tasks.append((future_api_config, test_sell_close_code_new, "test_sell_close_code_new"))
for cfg, source_code, name in tasks:
print("running", name)
run(cfg, source_code)
print(u"API test ends.")
def test_api():
print(u"Testing API......")
from rqalpha import run
from tests.api.test_api_base import test_get_order_code_new, test_get_open_order_code_new, \
test_cancel_order_code_new, \
test_update_universe_code_new, test_subscribe_code_new, test_unsubscribe_code_new, \
test_get_yield_curve_code_new, \
test_history_bars_code_new, test_all_instruments_code_new, test_instruments_code_new, test_sector_code_new, \
test_concept_code_new, test_industry_code_new, test_get_trading_dates_code_new, \
test_get_previous_trading_date_code_new, test_get_next_trading_date_code_new, test_get_dividend_code_new
from tests.api.test_api_stock import test_order_shares_code_new, test_order_lots_code_new, \
test_order_value_code_new, \
test_order_percent_code_new, test_order_target_value_code_new
from tests.api.test_api_future import test_buy_open_code_new, test_sell_open_code_new, test_buy_close_code_new, \
test_sell_close_code_new
base_api_config = {
"base": {
"securities": "stock",
"start_date": "2016-12-01",
"end_date": "2016-12-31",
"frequency": "1d",
"matching_type": "next_bar",
"stock_starting_cash": 1000000,
"strategy_file": 'rqalpha/__init__.py'
},
"extra": {
"log_level": "error",
},
"mod": {
"sys_progress": {
"enabled": False,
},
},
}
stock_api_config = {
"base": {
"securities": "stock",
"start_date": "2016-03-07",
"end_date": "2016-03-08",
"frequency": "1d",
"matching_type": "next_bar",
"stock_starting_cash": 100000000,
"strategy_file": 'rqalpha/__init__.py'
},
"extra": {
"log_level": "error",
},
"mod": {
"sys_progress": {
"enabled": False,
},
},
}
future_api_config = {
"base": {
"securities": "future",
"start_date": "2016-03-07",
"end_date": "2016-03-08",
"frequency": "1d",
"matching_type": "next_bar",
"future_starting_cash": 10000000000,
"strategy_file": 'rqalpha/__init__.py'
},
"extra": {
"log_level": "error",
},
"mod": {
"sys_progress": {
"enabled": False,
},
},
}
# =================== Test Base API ===================
run(base_api_config, test_get_order_code_new)
run(base_api_config, test_get_open_order_code_new)
run(base_api_config, test_cancel_order_code_new)
run(base_api_config, test_update_universe_code_new)
run(base_api_config, test_subscribe_code_new)
run(base_api_config, test_unsubscribe_code_new)
run(base_api_config, test_get_yield_curve_code_new)
run(base_api_config, test_history_bars_code_new)
run(base_api_config, test_all_instruments_code_new)
run(base_api_config, test_instruments_code_new)
run(base_api_config, test_sector_code_new)
run(base_api_config, test_industry_code_new)
run(base_api_config, test_concept_code_new)
run(base_api_config, test_get_trading_dates_code_new)
run(base_api_config, test_get_previous_trading_date_code_new)
run(base_api_config, test_get_next_trading_date_code_new)
run(base_api_config, test_get_dividend_code_new)
# =================== Test Stock API ===================
run(stock_api_config, test_order_shares_code_new)
run(stock_api_config, test_order_lots_code_new)
run(stock_api_config, test_order_value_code_new)
run(stock_api_config, test_order_percent_code_new)
run(stock_api_config, test_order_target_value_code_new)
# =================== Test Future API ===================
run(future_api_config, test_buy_open_code_new)
run(future_api_config, test_sell_open_code_new)
run(future_api_config, test_buy_close_code_new)
run(future_api_config, test_sell_close_code_new)
print(u"API test ends.")
"benchmark": None,
"strategy_file": str(path)
},
"extra": {
"log_level": "verbose",
},
"mod": {
"sys_analyser": {
"enabled": True,
# "report_save_path": ".",
"plot": True
},
"sys_simulation": {
"enabled": True,
# "matching_type": "last"
},
"fxdayu_source": {
"enabled": True,
"source": "mongo",
"mongo_url": "mongodb://192.168.0.101:27017",
"enable_cache": True,
"cache_length": 10000
}
}
}
if __name__ == "__main__":
start = time.time()
run(config=config)
print("Time Cost: %s seconds" % (time.time() - start))
def run(baseConf): config["base"] = baseConf return rqalpha.run(config)
def before_trading(context):
pass
# 你选择的证券的数据更新将会触发此段逻辑，例如日或分钟历史数据切片或者是实时数据切片更新
def handle_bar(context, bar_dict):
# 开始编写你的主要的算法逻辑
# bar_dict[order_book_id] 可以拿到某个证券的bar信息
# context.portfolio 可以拿到现在的投资组合状态信息
# 使用order_shares(id_or_ins, amount)方法进行落单
# TODO: 开始编写你的算法吧！
logger.info(bar_dict[context.s1])
# prices = history_bars(context.s1, 3, '1d', ['datetime', 'close'])
# logger.info([x for x in prices])
if not context.fired:
# order_percent并且传入1代表买入该股票并且使其占有投资组合的100%
order_percent(context.s1, 1)
context.fired = True
if __name__ == '__main__':
from ialgotest.conf.generate_config import gen_conf
run(gen_conf(__file__, start='2016-03-01', end='2016-03-31', freq='1m'))
def run_test(filename):
config = {
"base": {
"strategy_file": os.path.join(TEST_DIR, filename)
}
}
print(u"Start test: " + str(config["base"]["strategy_file"]))
result_dict = run(config)['sys_analyser']
df = result_dict["portfolio"]
# del df['positions']
old_pickle_file = os.path.join(TEST_OUT, filename.replace(".py", ".pkl"))
if not os.path.exists(old_pickle_file):
if not os.path.exists(TEST_OUT):
os.makedirs(TEST_OUT)
pickle.dump(result_dict, open(old_pickle_file, "wb"), protocol=2)
return None, None
else:
old_result_dict = pd.read_pickle(old_pickle_file)
# 比较 portfolios
old_df = old_result_dict["portfolio"]
old_df = old_df.fillna(0)
old_df = old_df.replace([np.inf, -np.inf], 0)
df = df.fillna(0)
df = df.replace([np.inf, -np.inf], 0)
# del old_df["trades"]
# del df["trades"]
try:
del old_df["dividend_receivable"]
del df["dividend_receivable"]
except:
pass
df = df.round(0)
old_df = old_df.round(0)
result = df.eq(old_df)
if not result.all().all():
return result.all(), (df, old_df, result)
# 比较 summary
old_df = pd.DataFrame(data=[{"val": val} for val in old_result_dict["summary"].values()],
index=old_result_dict["summary"].keys()).sort_index().T.fillna(0)
df = pd.DataFrame(data=[{"val": val} for val in result_dict["summary"].values()],
index=result_dict["summary"].keys()).sort_index().T.fillna(0)
try:
del old_df['daily_pnl']
del old_df['daily_returns']
del old_df['dividend_receivable']
del old_df['strategy_file']
del df['strategy_file']
except:
pass
try:
del old_df['strategy_file']
del df['strategy_file']
except:
pass
result = df.eq(old_df)
if not result.all().all():
return result.all(), (old_result_dict, result_dict, result)
return None, None
def run_bt(config, self, *args, **kwargs):
for func in self._pre_backtest:
config = func(config)
run(config, *args, **kwargs)
for func in self._post_backtest:
config = func(config)
"matching_type": "current_bar",
"start_date": "2017-01-01",
"end_date": "2018-02-06",
"benchmark": "000001.XSHE",
"frequency": "1d",
"strategy_file": "C:/Users/think/PycharmProjects/wendou/FBB.py",
"accounts": {
"stock": 100000
}
},
"mod": {
"sys_progress": {
"enabled": True,
"show": True,
},
"sys_analyser": {
"enabled": True,
"output_file": "E:/tmp/result/FBB-out-{tick}.pkl".format(tick=inst[0])
},
},
}
tasks.append(config)
for task in tasks:
run(task)
time.sleep(2)
csvfile.close
