コード例 #1
0
def run_backtest(file, config):
    cache = StrategyPerformanceJsonCache(user)  # TODO 修改为JSON
    try:
        with codecs.open(file, 'r', 'utf-8') as f:
            code = f.read()
            f.close()
        backtesting = Backtesting(**config)
        backtesting.set_code(code)
        backtesting.start()
        performance = backtesting.get_performance()
        cache.put_performance(performance)
        cache.put('setting', json.dumps(backtesting.get_setting()))  # TODO 修改为JSON
        output = get_output(user, name)
        result = {'stat': 'OK', 'result': performance.yield_curve,
                  'performance': performance.info_on_home_page}
    except SlaverThreadError as e:
        tb_message = get_user_friendly_traceback(*e.get_exc())
        result = {"stat": "FALSE", "error": string_to_html('\n'.join(tb_message))}
    except Exception:
        tb_message = get_user_friendly_traceback(*sys.exc_info())
        result = {"stat": "FALSE", "error": string_to_html('\n'.join(tb_message))}
    finally:
        output = get_output(user, name)
        result['output'] = string_to_html(output)
        cache.put('response', json.dumps(result))
コード例 #2
0
ファイル: views.py プロジェクト: testmana2/Bigfish
def backtest(conn, *args):
    try:
        user = args[0]
        backtesting = Backtesting(*args)
        backtesting.start()
        performance = backtesting.get_performance()
        cache = StrategyPerformanceJsonCache(user)
        cache.put_performance(performance)
        cache.put('setting', json.dumps(backtesting.get_setting()))
        conn.put({"stat": "OK"})
    except SlaverThreadError as e:
        tb_message = get_user_friendly_traceback(*e.get_exc())
        conn.put({"stat": "FALSE", "error": string_to_html('\n'.join(tb_message))})
    except Exception:
        tb_message = get_user_friendly_traceback(*sys.exc_info())
        conn.put({"stat": "FALSE", "error": string_to_html('\n'.join(tb_message))})
コード例 #3
0
ファイル: views.py プロジェクト: xingetouzi/Bigfish
def backtest(conn, *args):
    try:

        config = BfConfig(**{v[0]: v[1] for v in zip(["user", "name", "symbols", "time_frame", "start_time",
                                                      "end_time", "commission", "slippage"], args)})
        config.trading_mode = TradingMode.on_tick
        user = User(config.user)
        code = get_strategy(user, "LastBacktest").content
        backtesting = Backtesting()
        backtesting.set_code(code)
        backtesting.set_config(config)
        backtesting.start()
        performance = backtesting.get_performance()
        cache = StrategyPerformanceJsonCache(user.user_id)
        cache.put_performance(performance)
        cache.put('setting', json.dumps(backtesting.get_setting()))
        conn.put({"stat": "OK"})
    except SlaverThreadError as e:
        tb_message = get_user_friendly_traceback(*e.get_exc())
        conn.put({"stat": "FALSE", "error": string_to_html('\n'.join(tb_message))})
    except Exception:
        tb_message = get_user_friendly_traceback(*sys.exc_info())
        conn.put({"stat": "FALSE", "error": string_to_html('\n'.join(tb_message))})
コード例 #4
0
ファイル: backtest_script.py プロジェクト: testmana2/Bigfish
def run_backtest(user, name, file, symbols, time_frame, start_time, end_time, commission, slippage):
    cache = StrategyPerformanceJsonCache(user)  # TODO 修改为JSON
    try:
        with codecs.open(file, 'r', 'utf-8') as f:
            code = f.read()
            f.close()
        backtesting = Backtesting(user, name, code, symbols, time_frame, start_time, end_time, commission, slippage)
        backtesting.start()
        performance = backtesting.get_performance()
        cache.put_performance(performance)
        cache.put('setting', json.dumps(backtesting.get_setting()))  # TODO 修改为JSON
        output = get_output(user, name)
        result = {'stat': 'OK', 'result': performance.yield_curve,
                  'performance': performance.info_on_home_page}
    except SlaverThreadError as e:
        tb_message = get_user_friendly_traceback(*e.get_exc())
        result = {"stat": "FALSE", "error": string_to_html('\n'.join(tb_message))}
    except Exception:
        tb_message = get_user_friendly_traceback(*sys.exc_info())
        result = {"stat": "FALSE", "error": string_to_html('\n'.join(tb_message))}
    finally:
        output = get_output(user, name)
        result['output'] = string_to_html(output)
        cache.put('response', json.dumps(result))