def debug_t0(self):
self.running_mode = 'backtest'
self.database = pymongo.MongoClient(mongo_ip).QUANTAXIS
user = QA_User(username="******", password='******')
port = user.new_portfolio(self.portfolio)
self.acc = port.new_accountpro(
account_cookie=self.strategy_id, init_cash=self.init_cash, init_hold={
self.code: 100000},
market_type=self.market_type, running_environment=RUNNING_ENVIRONMENT.TZERO)
self.positions = self.acc.get_position(self.code)
print(self.acc)
print(self.acc.market_type)
data = QA.QA_quotation(self.code.upper(), self.start, self.end, source=QA.DATASOURCE.MONGO,
frequence=self.frequence, market=self.market_type, output=QA.OUTPUT_FORMAT.DATASTRUCT)
def x1(item):
# print(data)
self.latest_price[item.name[1]] = item['close']
if str(item.name[0])[0:10] != str(self.running_time)[0:10]:
self.on_dailyclose()
for order in self.acc.close_positions_order:
order.trade('closebySys', order.price,
order.amount, order.datetime)
self.on_dailyopen()
if self.market_type == QA.MARKET_TYPE.STOCK_CN:
print('backtest: Settle!')
self.acc.settle()
self._on_1min_bar()
self._market_data.append(item)
self.running_time = str(item.name[0])
self.on_bar(item)
data.data.apply(x1, axis=1)
def debug_histick(self, freq):
data = QA.QA_fetch_get_future_transaction(
'tdx', self.code.upper(), self.start, self.end)
self.running_mode = 'backtest'
self.database = pymongo.MongoClient(mongo_ip).QUANTAXIS
user = QA_User(username="******", password='******')
port = user.new_portfolio(self.portfolio)
self.strategy_id = self.strategy_id + 'histick_{}_{}_{}'.format(self.start, self.end, freq)
self.acc = port.new_accountpro(
account_cookie=self.strategy_id, init_cash=self.init_cash, market_type=self.market_type)
self.positions = self.acc.get_position(self.code)
data = data.assign(price=data.price/1000).loc[:, ['code', 'price', 'volume']].resample(
freq).apply({'code': 'last', 'price': 'ohlc', 'volume': 'sum'}).dropna()
data.columns = data.columns.droplevel(0)
data = data.reset_index().set_index(['datetime', 'code'])
def x1(item):
self.latest_price[item.name[1]] = item['close']
if str(item.name[0])[0:10] != str(self.running_time)[0:10]:
self.on_dailyclose()
self.on_dailyopen()
self._on_1min_bar()
self._market_data.append(item)
self.running_time = str(item.name[0])
self.on_bar(item)
data.apply(x1, axis=1)
def debug(self):
self.running_mode = 'backtest'
self.database = DATABASE #pymongo.MongoClient(mongo_ip).QUANTAXIS
user = QA_User(username="******", password='******')
if self.reset_acc:
self.database.account.remove({
'account_cookie': self.strategy_id,
'portfolio_cookie': self.portfolio,
'user_cookie': user.user_cookie
})
port = user.new_portfolio(self.portfolio)
self.acc = port.new_accountpro(account_cookie=self.strategy_id,
init_cash=self.init_cash,
commission_coeff=self.commission_coeff,
allow_t0=True,
allow_margin=False,
allow_sellopen=False,
market_type=self.market_type,
running_environment=self.market_type,
frequence=self.frequence)
#self.positions = self.acc.get_position(self.code)
QA_util_log_info(self.acc)
data = QA.QA_quotation(self.code,
self.start,
self.end,
source=QA.DATASOURCE.MONGO,
frequence=self.frequence,
market=self.market_type,
output=QA.OUTPUT_FORMAT.DATASTRUCT)
self.on_before_bar(data)
data.data.progress_apply(self.x1, axis=1)
def debug(self):
self.running_mode = 'backtest'
self.database = pymongo.MongoClient(mongo_ip).QUANTAXIS
user = QA_User(username="******", password='******')
port = user.new_portfolio(self.portfolio)
self.acc = port.new_accountpro(
account_cookie=self.strategy_id, init_cash=self.init_cash, market_type=self.market_type)
#self.positions = self.acc.get_position(self.code)
print(self.acc)
print(self.acc.market_type)
data = QA.QA_quotation(self.code, self.start, self.end, source=QA.DATASOURCE.MONGO,
frequence=self.frequence, market=self.market_type, output=QA.OUTPUT_FORMAT.DATASTRUCT)
def x1(item):
# print(data)
self._on_1min_bar()
self._market_data.append(item)
if str(item.name[0])[0:10] != str(self.running_time)[0:10]:
if self.market_type == QA.MARKET_TYPE.STOCK_CN:
print('backtest: Settle!')
self.acc.settle()
self.running_time = str(item.name[0])
self.on_bar(item)
data.data.apply(x1, axis=1)
def get(self):
action = self.get_argument('action', default='query')
wechat_id = self.get_argument('wechat_id', default=None)
model = self.get_argument('model', 'wechat')
if wechat_id is None and model == 'wechat':
self.write({'status': 404, 'result': 'no wechat id'})
else:
if model == 'password':
user = QA_User(username=self.get_argument('username'),
password=self.get_argument('password'))
else:
user = QA_User(wechat_id=wechat_id)
if action == 'query':
self.write({"result": user.message})
elif action == 'query_strategy':
status = self.get_argument('status', 'all')
if status == 'running':
self.write({
'status':
200,
'result':
QA_util_to_json_from_pandas(user.subscribing_strategy)
})
elif status == 'all':
self.write({
'status':
200,
'result':
QA_util_to_json_from_pandas(user.subscribed_strategy)
})
elif action == 'query_portfolio':
"""获取某个user下的所有portfolio
"""
self.write({'status': 200, 'result': user.portfolio_list})
elif action == 'get_portfolio':
"""
?portfolio = xxxx
这里主要展示这个portfolio的信息
如果需要具体对portfolio进行控制, 则在aprhandlers.portfolio_handler中
"""
try:
self.write({
'status':
200,
'result':
user.get_portfolio(
self.get_argument('portfolio')).message
})
except Exception as e:
self.write({'status': 404, 'result': str(e)})
elif action == 'get_nodeview':
self.write({'status': 200, 'result': user.node_view})
def debug(self):
self.running_mode = 'backtest'
self.database = pymongo.MongoClient(mongo_ip).QUANTAXIS
user = QA_User(username="******", password='******')
port = user.new_portfolio(self.portfolio)
self.acc = port.new_accountpro(
account_cookie=self.strategy_id, init_cash=self.init_cash, market_type=self.market_type)
#self.positions = self.acc.get_position(self.code)
data = QA.QA_quotation(self.code, self.start, self.end, source=QA.DATASOURCE.MONGO,
frequence=self.frequence, market=self.market_type, output=QA.OUTPUT_FORMAT.DATASTRUCT)
#print(data.data)
data.data.apply(self.x1, axis=1)
def get(self):
action = self.get_argument('action', default='query')
wechat_id = self.get_argument('wechat_id', default=None)
if wechat_id is None:
self.write({'status': 404, 'result': 'no wechat id'})
else:
user = QA_User(wechat_id=wechat_id)
if action == 'query':
self.write({"result": user.message})
elif action == 'query_strategy':
status = self.get_argument('status', 'all')
if status == 'running':
self.write({
'status':
200,
'result':
QA_util_to_json_from_pandas(user.subscribing_strategy)
})
elif status == 'all':
self.write({
'status':
200,
'result':
QA_util_to_json_from_pandas(user.subscribed_strategy)
})
def run(self):
self.database = pymongo.MongoClient(mongo_ip).QUANTAXIS
user = QA_User(username="******", password='******')
port = user.new_portfolio(self.portfolio)
self.acc = port.new_accountpro(account_cookie=self.strategy_id,
init_cash=self.init_cash,
market_type=self.market_type)
self.positions = self.acc.get_position(self.code)
print(self.acc)
print(self.acc.market_type)
data = self.quotation(self.code.upper(),
self.start,
self.end,
source=qa.DATASOURCE.MONGO,
frequence=self.frequence,
market=self.market_type,
output=qa.OUTPUT_FORMAT.DATASTRUCT)
data.data.apply(self.x1, axis=1)
def get(self):
"""注册接口
Arguments:
QABaseHandler {[type]} -- [description]
user/signin?user=xxx&password=xx
Return
'SUCCESS' if success
'WRONG' if wrong
"""
username = self.get_argument('user', default='admin')
password = self.get_argument('password', default='admin')
if QA_user_sign_up(username, password, DATABASE):
user = QA_User(username=username, password=password)
user.save()
self.write('SUCCESS')
else:
self.write('WRONG')
def debug(self):
self.running_mode = 'backtest'
self.database = pymongo.MongoClient(mongo_ip).QUANTAXIS
user = QA_User(username=self.username, password=self.password)
port = user.new_portfolio(self.portfolio)
self.acc = port.new_accountpro(account_cookie=self.strategy_id,
init_cash=self.init_cash,
commission_coeff=self.commission_coeff,
market_type=self.market_type,
frequence=self.frequence)
self.positions = self.acc.get_position(self.code)
QA_util_log_info(self.acc)
QA_util_log_info(self.acc.market_type)
data = QA.QA_quotation(self.code.upper(),
self.start,
self.end,
source=QA.DATASOURCE.MONGO,
frequence=self.frequence,
market=self.market_type,
output=QA.OUTPUT_FORMAT.DATASTRUCT)
data.data.progress_apply(self.x1, axis=1)
def post(self):
"""动作修改
"""
action = self.get_argument('action')
wechat_id = self.get_argument('wechat_id', default=None)
model = self.get_argument('model', 'wechat')
if wechat_id is None and model == 'wechat':
self.write({'status': 404, 'result': 'no wechat id'})
else:
if model == 'password':
user = QA_User(username=self.get_argument('username'),
password=self.get_argument('password'))
else:
user = QA_User(wechat_id=wechat_id)
try:
if action == 'change_password':
user.password = str(self.get_argument(
'password', '123456'))
if action == 'change_name':
user.username = str(
self.get_argument('username', 'default_name'))
elif action == 'change_phone':
user.phone = str(self.get_argument('phone', '123456789'))
elif action == 'change_coins':
user.coins = float(self.get_argument('coins'))
elif action == 'subscribe_strategy':
user.subscribe_strategy(
self.get_argument('strategy_id'),
int(self.get_argument('last')),
cost_coins=int(self.get_argument('cost_coins')))
elif action == 'unsubscribe_strategy':
user.unsubscribe_stratgy(self.get_argument('strategy_id'))
elif action == 'subscribe_code':
user.sub_code(self.get_argument('code'))
elif action == 'add_portfolio':
user.new_portfolio(
portfolio_cookie=self.get_argument('portfolio'))
elif action == 'change_wechatid':
user.wechat_id = self.get_argument('wechat_id')
user.save()
#
self.write({'status': 200})
except:
self.write({'status': 400})
