在Terminal中运行
$ pip install git+https://github.com/xingetouzi/rqalpha-mod-fxdayu-source.git
$ rqalpha mod install fxdayu_source
| 选项 | 默认值 | 说明 |
|---|---|---|
| mongo_datasource.enabled | True | 插件开关 |
| mongo_datasource.source | "mongo" | 行情源类型，可选值为"mongo", "bundle" |
| mongo_datasource.bundle_path | None | bundle数据文件位置，默认取"~\.fxdayu\bundle", 可以用环境变量覆盖，取值为"$FXDAYU_ROOT\bundle" |
| mongo_datasource.mongo_url | "mongodb://localhost:27017" | mongodb数据库地址 |
| mongo_datasource.enable_cache | True | bool型，是否开启分页读取缓存优化功能(缓存优化仅适用于回测)。 |
| mongo_datasource.cache_length | 1000 | 当开启缓存优化时，指定单页缓存的条目数 |
- mongo行情源
config = {
"base": {
"start_date": "2016-01-01",
"end_date": "2016-06-05",
"securities": ['stock'],
"stock_starting_cash": 100000,
"frequency": "1m",
"benchmark": "000001.XSHG",
"data_bundle_path": r"E:\Users\BurdenBear\.rqalpha\bundle",
"strategy_file": __file__
},
"extra": {
"log_level": "verbose",
},
"mod": {
"sys_analyser": {
"enabled": True,
# "report_save_path": ".",
"plot": False
},
"sys_simulation": {
"enabled": True,
# "matching_type": "last"
},
"mongo_datasource": {
"enabled": True,
"mongo_url": "mongodb://192.168.0.103:30000",
}
}
}
2.bundle行情源
config = {
"base": {
"start_date": "2016-01-01",
"end_date": "2016-06-05",
"securities": ['stock'],
"stock_starting_cash": 100000,
"frequency": "1m",
"benchmark": "000001.XSHG",
"data_bundle_path": r"E:\Users\BurdenBear\.rqalpha\bundle",
"strategy_file": __file__
},
"extra": {
"log_level": "verbose",
},
"mod": {
"sys_analyser": {
"enabled": True,
# "report_save_path": ".",
"plot": False
},
"sys_simulation": {
"enabled": True,
# "matching_type": "last"
},
"mongo_datasource": {
"enabled": True,
"source": "bundle",
"bundle_path": os.path.expanduser("~\.fxdayu\bundle"),
}
}
}
更多example见