def __init__(self, engine, code, parent=None): """Constructor""" super().__init__() LoggerInterface.__init__(self, parent=parent) APIInterface.__init__(self) Runnable.__init__(self) ConfigInterface.__init__(self, parent=parent) self.__id = self.next_auto_inc() self.user = self.config.user self.user_dir = UserDirectory(User(self.config.user)) self.__strategy_code = StrategyCode(self.config.name, code) self.__code_parser = None self.engine = proxy(engine) self.time_frame = self.config.time_frame self.symbols = self.config.symbols self.start_time = self.config.start_time self.end_time = self.config.end_time self.capital_base = self.config.capital_base self.handlers = {} self.signal_factory = SignalFactory() self.signals = {} self.system_functions = {} self.series_storage = {} self.printer = FilePrinter(self.config.user, self.config.name, self.engine) self.__context = {} self._setting() self.logger_name = "Strategy"
def __init__(self, engine, user, name, code, symbols=None, time_frame=None, start_time=None, end_time=None): """Constructor""" self.__id = self.next_auto_inc() self.user = user self.user_dir = UserDirectory(user) self.name = name self.code = code self.engine = engine self.time_frame = time_frame self.symbols = symbols self.start_time = start_time self.end_time = end_time self.max_length = 0 self.capital_base = 100000 self.handlers = {} self.listeners = {} self.system_functions = {} self.series_storage = {} self.__printer = FilePrinter(user, name, self.engine) self.__context = {} # 是否完成了初始化 self.trading = False # 在字典中保存Open,High,Low,Close,Volumn,CurrentBar,MarketPosition, # 手动为exec语句提供local命名空间 self.__locals_ = dict( sell=partial(self.engine.sell, strategy=self.__id), short=partial(self.engine.short, strategy=self.__id), buy=partial(self.engine.buy, strategy=self.__id), cover=partial(self.engine.cover, strategy=self.__id), marketposition=self.engine.get_current_positions(), currentcontracts=self.engine.get_current_contracts(), data=self.engine.get_data, context=self.__context, export=partial(export, strategy=self), put=self.put_context, get=self.get_context, print=self.__printer.print, listeners=self.listeners, system_functions=self.system_functions, ) # 将策略容器与对应代码文件关联 self.bind_code_to_strategy(self.code)
def __init__(self, engine, user, name, code, symbols=None, time_frame=None, start_time=None, end_time=None): """Constructor""" self.__id = self.next_auto_inc() self.user = user self.user_dir = UserDirectory(user) self.name = name self.code = code self.engine = proxy(engine) self.time_frame = time_frame self.symbols = symbols self.start_time = start_time self.end_time = end_time self.max_length = 0 self.capital_base = 100000 self.handlers = {} self.signal_factory = SignalFactory() self.signals = {} self.system_functions = {} self.series_storage = {} self.__printer = FilePrinter(user, name, self.engine) self.__context = {} self.__points = {} # 是否完成了初始化 self.trading = False # 在字典中保存Open,High,Low,Close,Volumn,CurrentBar,MarketPosition, # 手动为exec语句提供globals命名空间 self.__glb = { 'Buy': partial(self.engine.open_position, strategy=self.__id, direction=1), 'Sell': partial(self.engine.close_position, strategy=self.__id, direction=1), 'SellShort': partial(self.engine.open_position, strategy=self.__id, direction=-1), 'BuyToCover': partial(self.engine.close_position, strategy=self.__id, direction=-1), 'Positions': self.engine.current_positions, 'Data': self.engine.data, 'Context': self.__context, 'Export': partial(export, strategy=self), 'Put': self.put_context, 'Get': self.get_context, 'print': self.__printer.print, 'Points': self.__points, 'signals': self.signals, 'system_functions': self.system_functions } # 将策略容器与对应代码文件关联 self.bind_code_to_strategy(self.code)