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
def strategy_to_json(self, TradingUniverseMeta):
data_json = {}
try:
signal_finder = SignalFinder()
is_error = False
for member in TradingUniverseMeta.get_const_member_list():
member_value = getattr(TradingUniverseMeta, member)
if member in TradingUniverseMeta.get_bool_list():
data_json[member] = is_bool(
getattr(TradingUniverseMeta, member))
elif member in TradingUniverseMeta.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:
is_error = True
else:
data_json[member] = getattr(TradingUniverseMeta, member)
data_json["TradingUniverse"] = reference_arg_manager(
"$GetTradingUniverse({0})".format(None))
if not is_error:
signal_object = SignalObject()
signal_object.name = TradingUniverseMeta.Name
signal_object.type = TradingUniverseMeta.Type
signal_object.enable = True
signal_object.node = json.dumps(data_json)
self.__signal_object_list.append(signal_object)
except Exception as e:
raise CSVConverterError(TradingUniverseMeta.Name,
TradingUniverseMeta.Type, e.message)
def strategy_to_json(self, ExtraDayReturnSquareMeta):
data_json = {}
try:
signal_finder = SignalFinder()
is_error = False
for member in ExtraDayReturnSquareMeta.get_const_member_list():
member_value = getattr(ExtraDayReturnSquareMeta, member)
if member in ExtraDayReturnSquareMeta.get_bool_list():
data_json[member] = is_bool(
getattr(ExtraDayReturnSquareMeta, member))
elif member in ExtraDayReturnSquareMeta.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:
is_error = True
else:
data_json[member] = getattr(ExtraDayReturnSquareMeta,
member)
if not is_error:
signal_object = SignalObject()
signal_object.name = ExtraDayReturnSquareMeta.Name
signal_object.type = ExtraDayReturnSquareMeta.Type
signal_object.enable = True
signal_object.node = json.dumps(data_json)
self.__signal_object_list.append(signal_object)
except Exception as e:
raise CSVConverterError(ExtraDayReturnSquareMeta.Name,
ExtraDayReturnSquareMeta.Type, e.message)
def strategy_to_json(self, SouthMeta):
data_json = {}
try:
signal_finder = SignalFinder()
is_error = False
for member in SouthMeta.get_const_member_list():
member_value = getattr(SouthMeta, member)
if member in SouthMeta.get_bool_list():
data_json[member] = is_bool(getattr(SouthMeta, member))
elif member in SouthMeta.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:
is_error = True
else:
data_json[member] = getattr(SouthMeta, member)
param = data_json["South"].strip().split('$')
param = param[1].split(',')
param[0] = param[0][1:]
param[-1] = param[-1][:-1]
data_json["South"] = reference_arg_manager(
"$GetSouth({0},{1})".format(SouthMeta.BalanceDate, param[-1]))
param = data_json["South1"].strip().split('$')
param = param[1].split(',')
param[0] = param[0][1:]
param[-1] = param[-1][:-1]
data_json["South1"] = reference_arg_manager(
"$GetSouth({0},{1})".format(SouthMeta.BalanceDate, param[-1]))
if not is_error:
signal_object = SignalObject()
signal_object.name = SouthMeta.Name
signal_object.type = SouthMeta.Type
signal_object.enable = True
signal_object.node = json.dumps(data_json)
self.__signal_object_list.append(signal_object)
except Exception as e:
raise CSVConverterError(SouthMeta.Name, SouthMeta.Type, e.message)
def strategy_to_json(self, SectorAmountDiversificationMeta):
data_json = {}
try:
signal_finder = SignalFinder()
is_error = False
for member in SectorAmountDiversificationMeta.get_const_member_list(
):
member_value = getattr(SectorAmountDiversificationMeta, member)
if member in SectorAmountDiversificationMeta.get_bool_list():
data_json[member] = is_bool(
getattr(SectorAmountDiversificationMeta, member))
elif member in SectorAmountDiversificationMeta.get_signal_list(
):
data_json[member] = (
signal_finder.get_signal_id_by_name(member_value),
member_value)[isinstance(member_value, int)]
if data_json[member] == -1:
is_error = True
else:
data_json[member] = getattr(
SectorAmountDiversificationMeta, member)
data_json["SectorAmountDiversification"] = reference_arg_manager(
"$GetSectorAmountDiversification({0},{1},{2})".format(
SectorAmountDiversificationMeta.CalculateDate,
SectorAmountDiversificationMeta.SegmentDays,
SectorAmountDiversificationMeta.MAWin))
if not is_error:
signal_object = SignalObject()
signal_object.name = SectorAmountDiversificationMeta.Name
signal_object.type = SectorAmountDiversificationMeta.Type
signal_object.enable = True
signal_object.node = json.dumps(data_json)
self.__signal_object_list.append(signal_object)
except Exception as e:
raise CSVConverterError(SectorAmountDiversificationMeta.Name,
SectorAmountDiversificationMeta.Type,
e.message)