def do_livetrade():
dv = DataView()
dv.load_dataview(folder_path=dataview_store_folder)
props = {"period": "day",
"strategy_no": 1044,
"init_balance": 1e6}
props.update(data_config)
props.update(trade_config)
strategy = AlphaStrategy(pc_method='market_value_weight')
pm = PortfolioManager()
bt = AlphaLiveTradeInstance()
trade_api = RealTimeTradeApi(props)
ds = RemoteDataService()
context = model.Context(dataview=dv, instance=bt, strategy=strategy, trade_api=trade_api, pm=pm, data_api=ds)
bt.init_from_config(props)
bt.run_alpha()
goal_positions = strategy.goal_positions
print("Length of goal positions:", len(goal_positions))
task_id, msg = trade_api.goal_portfolio(goal_positions)
print(task_id, msg)
def do_livetrade():
dv = DataView()
dv.load_dataview(folder_path=dataview_store_folder)
props = {"period": "day", "strategy_no": 1044, "init_balance": 1e6}
props.update(data_config)
props.update(trade_config)
strategy = AlphaStrategy(pc_method='market_value_weight')
pm = PortfolioManager()
bt = AlphaLiveTradeInstance()
trade_api = RealTimeTradeApi(props)
ds = RemoteDataService()
context = model.Context(dataview=dv,
instance=bt,
strategy=strategy,
trade_api=trade_api,
pm=pm,
data_api=ds)
bt.init_from_config(props)
bt.run_alpha()
goal_positions = strategy.goal_positions
print("Length of goal positions:", len(goal_positions))
task_id, msg = trade_api.goal_portfolio(goal_positions)
print(task_id, msg)
def test_livetrade():
dv = DataView()
dv.load_dataview(folder_path=dataview_dir_path)
props = {
"benchmark": BENCHMARK,
"universe": ','.join(dv.symbol),
"start_date": dv.start_date,
"end_date": dv.end_date,
"period": "day",
"days_delay": 0,
"init_balance": 1e8,
"position_ratio": 1.0,
"strategy_no": 1044
}
props.update(data_config)
props.update(trade_config)
stock_selector = model.StockSelector()
stock_selector.add_filter(name='rank_ret_top10', func=my_selector)
strategy = AlphaStrategy(stock_selector=stock_selector, pc_method='equal_weight')
pm = PortfolioManager()
bt = AlphaLiveTradeInstance()
trade_api = RealTimeTradeApi(props)
ds = RemoteDataService()
context = model.Context(dataview=dv, instance=bt, strategy=strategy, trade_api=trade_api, pm=pm, data_api=ds)
stock_selector.register_context(context)
bt.init_from_config(props)
bt.run_alpha()
goal_positions = strategy.goal_positions
print(goal_positions)
do_analyze()
def test_alpha_strategy_dataview():
dv = DataView()
dv.load_dataview(folder_path=dataview_dir_path)
props = {
"benchmark": BENCHMARK,
"universe": ','.join(dv.symbol),
"start_date": dv.start_date,
"end_date": dv.end_date,
"period": "day",
"days_delay": 0,
"init_balance": 1e8,
"position_ratio": 1.0,
"strategy_no": 44
}
props.update(data_config)
props.update(trade_config)
stock_selector = model.StockSelector()
stock_selector.add_filter(name='rank_ret_top10', func=my_selector)
strategy = AlphaStrategy(stock_selector=stock_selector,
pc_method='equal_weight')
pm = PortfolioManager()
if is_backtest:
bt = AlphaBacktestInstance()
trade_api = AlphaTradeApi()
ds = None
else:
bt = AlphaLiveTradeInstance()
trade_api = RealTimeTradeApi(props)
ds = RemoteDataService()
context = model.Context(dataview=dv,
instance=bt,
strategy=strategy,
trade_api=trade_api,
pm=pm,
data_api=ds)
stock_selector.register_context(context)
bt.init_from_config(props)
bt.run_alpha()
if is_backtest:
bt.save_results(folder_path=backtest_result_dir_path)
else:
goal_positions = strategy.goal_positions
print(goal_positions)
def do_livetrade():
dv = DataView()
dv.load_dataview(folder_path=dataview_store_folder)
# print("total_mv", dv.get_ts('total_mv'))
# print("float_mv", dv.get_ts('float_mv'))
props = {"period": "day", "strategy_no": 1683, "init_balance": 1e6}
props.update(data_config)
props.update(trade_config)
strategy = AlphaStrategy(pc_method='market_value_weight')
pm = PortfolioManager()
bt = AlphaLiveTradeInstance()
trade_api = RealTimeTradeApi(props)
ds = RemoteDataService()
context = model.Context(dataview=dv,
instance=bt,
strategy=strategy,
trade_api=trade_api,
pm=pm,
data_api=ds)
trade_api.set_ordstatus_callback(on_orderstatus)
trade_api.set_trade_callback(on_trade)
trade_api.set_task_callback(on_taskstatus)
bt.init_from_config(props)
bt.run_alpha()
goal_positions = strategy.goal_positions
# print("strategy.weights", strategy.weights)
# print("Length of goal positions:", len(goal_positions))
# print(goal_positions)
task_id, msg = trade_api.goal_portfolio(goal_positions)
print(task_id, msg)