def setup(self) -> None:
commoncfg = self._instance.config.get('common', {})
storescfg = self._instance.config.get('stores', {})
all_classes = get_classes(self._instance.PATH_STORE)
for i, v in storescfg.items():
classname = v.get('classname')
params = v.get('params', {})
if not classname:
return
if classname not in all_classes:
raise Exception(f'Store {classname} not found')
self.log(
'Creating Store {} ({})\n{}'.format(
classname, i, tabulate(params.items(), tablefmt='plain')),
logging.DEBUG)
store = all_classes[classname](**params)
self._instance.stores[i] = store
self.log(f'Store {i} created', logging.INFO)
# set broker
broker = commoncfg.get('broker', None)
if broker is not None:
store = self._instance.stores[broker]
self._instance.cerebro.setbroker(store.getbroker())
self.log(f'Broker from store {broker} set', logging.INFO)
# set starting cash
if commoncfg.get('cash', None) is not None:
if hasattr(self._instance.cerebro.broker, 'setcash'):
cash = commoncfg.get('cash')
self._instance.cerebro.broker.setcash(cash)
self.log(f'Starting cash was set to {cash}', logging.INFO)
if len(storescfg):
self.log('Stores created\n', logging.INFO)
else:
self.log('Broker configured\n', logging.INFO)
def setup(self):
commoncfg = self._instance.config.get('common', {})
stratname = commoncfg.get('strategy', None)
stratcfg = self._instance.config.get('strategy', {})
all_classes = get_classes(self._instance.PATH_STRATEGY)
if stratname not in all_classes:
raise Exception(f'Strategy {stratname} not found')
strat = all_classes[stratname]
args = {}
for x in [ProtoStrategy, ForexProtoStrategy, strat]:
if issubclass(strat, x):
args.update(stratcfg.get(x.__name__, {}))
runtype = ('strategy' if self._instance.mode != btconfig.MODE_OPTIMIZE
else 'optstrategy')
params = '' if not len(args) else '\n{}'.format(
tabulate(args.items(), tablefmt='plain'))
txt = f'Creating {runtype} {stratname}{params}'
self.log(txt, logging.DEBUG)
if self._instance.mode != btconfig.MODE_OPTIMIZE:
self._instance.cerebro.addstrategy(strat, **args)
else:
for x in args:
args[x] = (args[x], )
args.update(
create_opt_params(self._instance.config.get('optimize', {})))
self._instance.cerebro.optstrategy(strat, **args)
self.log(f'Strategy {stratname} created\n', logging.INFO)
def setup(self):
sizercfg = self._instance.config.get('sizer', {})
classname = sizercfg.get('classname')
params = sizercfg.get('params', {})
if not classname:
return
all_classes = get_classes(self._instance.PATH_SIZER)
if classname not in all_classes:
raise Exception(f'Sizer {classname} not found')
self.log(
'Creating Sizer {}\n{}'.format(
classname, tabulate(params.items(), tablefmt='plain')),
logging.DEBUG)
self._instance.cerebro.addsizer(all_classes[classname], **params)
self.log(f'Sizer {classname} created\n', logging.INFO)
def setup(self) -> None:
comminfocfg = self._instance.config.get('comminfo', {})
classname = comminfocfg.get('classname')
params = comminfocfg.get('params', {})
if not classname:
return
all_classes = get_classes(self._instance.PATH_COMMINFO)
if classname not in all_classes:
raise Exception(f'CommInfo {classname} not found')
self.log(
'Creating Comminfo {}\n{}'.format(
classname, tabulate(params.items(), tablefmt='plain')),
logging.DEBUG)
comminfo = all_classes[classname](**params)
self._instance.cerebro.broker.addcommissioninfo(comminfo)
self.log(f'Comminfo {classname} created\n', logging.INFO)
def __init__(self, instance: btconfig.BTConfig) -> None:
'''
Initialization
'''
super(PartDatas, self).__init__(instance)
self.all_classes = get_classes(self._instance.PATH_FEED)