def main():
from mantis.sg.fisher.stutils import get_trade_database_name
# 初始化系统参数控制器
paramctrl = stbase.MongoParamController()
paramctrl.open(host=mongodb_host, dbname=get_trade_database_name())
# 策略控制器
stbase.controller.init(data_path)
# 添加运行日志处理
stbase.controller.getLogger().addAppender(stbase.FileLogAppender('TDX'))
stbase.controller.setParamController(paramctrl)
param = paramctrl.get(strategy_id) # 读取指定策略id的参数
conn_url = paramctrl.get_conn_url(param.conn_url) # 读取策略相关的交易账户信息
# 初始化行情对象
market = TDX_StockMarket().init(**conn_url.dict())
# 添加行情记录器
# market.setupRecorder( strecoder.MarketMongoDBRecorder(db_prefix='TDX_'+current_date_string(), host='192.168.1.252')) # 安裝行情記錄器
# 装备行情对象到股票产品
stbase.stocks.setupMarket(market)
# 初始化交易对象
trader = TDX_StockTrader().init(**conn_url.dict())
stbase.stocks.setupTrader(trader)
# 初始化策略对象
strategy = MyStrategy(strategy_id, stbase.stocks).init()
#设置策略日志对象
# strategy.getLogger().addAppender(strecoder.StragetyLoggerMongoDBAppender(db_prefix='StrategyLogs_{}_{}'.format(strategy_id,current_date_string() ),host=mongodb_host))
strategy.getLogger().addAppender(
strecoder.StragetyLoggerMongoDBAppender(
db_prefix=get_trade_database_name(), host=mongodb_host))
# 添加策略到 控制器
stbase.controller.addStrategy(strategy)
# 控制器运行
stbase.controller.run()
def main():
strategy_id ='AJ_Test1'
# 初始化系统参数控制器
paramctrl = stbase.MongoParamController()
paramctrl.open(host='192.168.1.252')
# 策略控制器
stbase.controller.init('z:/ams/tdx')
# 添加运行日志处理
stbase.controller.getLogger().addAppender(stbase.FileLogAppender('TDX'))
stbase.controller.setParamController(paramctrl)
param = paramctrl.get(strategy_id) # 读取指定策略id的参数
conn_url = paramctrl.get_conn_url(param.conn_url) # 读取策略相关的交易账户信息
# 初始化行情对象
market = TDX_StockMarket().init(**conn_url.dict())
# 添加行情记录器
market.setupRecorder( strecoder.MarketMongoDBRecorder(db_prefix='TDX_'+current_date_string(), host='192.168.1.252')) # 安裝行情記錄器
# 装备行情对象到股票产品
stbase.stocks.setupMarket(market)
# 初始化交易对象
trader = TDX_StockTrader().init(**conn_url.dict())
stbase.stocks.setupTrader(trader)
# 初始化策略对象
strategy = MyStrategy(strategy_id,stbase.stocks).init()
#设置策略日志对象
strategy.getLogger().addAppender(strecoder.StragetyLoggerMongoDBAppender(db_prefix='{}_'.format(strategy_id)+current_date_string()+"_",host='192.168.1.252'))
# 添加策略到 控制器
stbase.controller.addStrategy(strategy)
# 控制器运行
stbase.controller.run()
def main():
# from mantis.sg.fisher.stutils import get_trade_database_name
# 初始化系统参数控制器
paramctrl = stbase.MongoParamController()
paramctrl.open(host= mongodb_host,dbname= dbname)
# 策略控制器
stbase.controller.init(data_path)
# 添加运行日志处理
stbase.controller.getLogger().addAppender(stbase.FileLogAppender('CTP'))
stbase.controller.setParamController(paramctrl)
param = paramctrl.get(strategy_id) # 读取指定策略id的参数
conn_url = paramctrl.get_conn_url(param.conn_url) # 读取策略相关的交易账户信息
# 初始化行情对象
market = CtpMarket().init(**conn_url.dict())
# 装备行情对象到股票产品
stbase.futures.setupMarket(market)
# 初始化交易对象
trader = CtpTrader().init(**conn_url.dict())
stbase.futures.setupTrader(trader)
# 初始化策略对象
strategy = MyStrategy(strategy_id,stbase.futures).init()
#设置策略日志对象
strategy.getLogger().addAppender(strecoder.StragetyLoggerMongoDBAppender(db_prefix= dbname,host=mongodb_host))
# 添加策略到 控制器
stbase.controller.addStrategy(strategy)
# 控制器运行
stbase.controller.run()
def main():
# from mantis.sg.fisher.stutils import get_trade_database_name
# 初始化系统参数控制器
paramctrl = stbase.MongoParamController()
paramctrl.open(host= mongodb_host,port= mongodb_port,dbname= dbname)
# 策略控制器
stbase.controller.init(data_path)
# 添加运行日志处理
stbase.controller.getLogger().addAppender(stbase.FileLogAppender('CTP'))
stbase.controller.setParamController(paramctrl)
param = paramctrl.get(strategy_id) # 读取指定策略id的参数
# conn_url = paramctrl.get_conn_url(param.conn_url) # 读取策略相关的交易账户信息
# 初始化行情对象
params = dict(db_conn= quotas_db_conn ,cycle='d',symbol=SYMBOL,
# start='2015-6-18 9:0' , end='2019-6-19 15:0',freq=0,wait=2)
start=SAMPLE_DATE_RANGE[0] , end=SAMPLE_DATE_RANGE[1],freq=0,wait=2)
# params.update( conn_url.dict() )
market = CtpMarketBarBackTest().init(**params) # 配置历史行情记录加载器
# 装备行情对象到股票产品
stbase.controller.futures.setupMarket(market)
# 初始化交易对象
# trader = CtpTrader().init(**conn_url.dict())
# stbase.controller.futures.setupTrader(trader)
# 初始化策略对象
strategy = MyStrategy(strategy_id,stbase.controller.futures).init()
#设置策略日志对象
strategy.getLogger().addAppender(strecoder.StragetyLoggerMongoDBAppender(db_prefix= dbname,host=mongodb_host,port=mongodb_port))
# 添加策略到 控制器
stbase.controller.addStrategy(strategy)
# 控制器运行
stbase.controller.run().waitForShutdown() # 开始运行 ，加载k线数据
def backtest():
"""历史行情回测"""
stbase.controller.init('z:/ams/backtest')
stbase.controller.getLogger().addAppender(
stbase.FileLogAppender('BackTest_1'))
# generator = stgenerator.MarketGeneratorFileTDX().init(src_file= os.path.join(stbase.controller.getDataPath(),'tdx.txt'))
# generator = stgenerator.MarketGeneratorTushare().init(code='600000',start='2018-10-04',end='2019-02-01',ktype='5')
strategy = ASM_Strategy('ASM_Strategy_Test1', stbase.stocks).init()
# 设置策略日志
strategy.getLogger().addAppender(
strecoder.StragetyLoggerMongoDBAppender(db_prefix='AMS_Stocks',
host='192.168.1.252'))
stbase.controller.addStrategy(strategy)
# 创建模拟行情发生器对象
generator = stgenerator.MarketGeneratorMongoDBBar().init(
code=CODE,
# ktype='5m',
# play_start='20190311 09:20:00',
# play_end='20190311 15:10:00',
host='192.168.1.252',
db='AMS_Stocks_Ticks',
async_send=False
# db='AMS_Stocks_Bars',
)
generator.onEnd = stbase.controller.stop # 行情播报结束
stbase.stocks.setup(stsim.BackStockMarket().setupGenerator(generator),
stsim.BackStockTrader())
stbase.controller.run()
generator.open()
def main():
if len(sys.argv) <= 1:
print 'Error: Need More Args!'
return False
# 初始化系统参数控制器
paramctrl = stbase.MongoParamController()
paramctrl.open(host=mongodb_host, port=mongodb_port, dbname=dbname)
# 策略控制器
stbase.controller.init(data_path)
# 添加运行日志处理
stbase.controller.getLogger().addAppender(stbase.FileLogAppender('CTP'))
stbase.controller.setParamController(paramctrl)
param = paramctrl.get(strategy_id) # 读取指定策略id的参数
# conn_url = paramctrl.get_conn_url(param.conn_url) # 读取策略相关的交易账户信息
# 初始化行情对象
# params.update( conn_url.dict() )
# market = CtpMarketBarBackTest().init(**params) # 配置历史行情记录加载器
market = CtpMarketBarBackTest().init() # 配置历史行情记录加载器
# 装备行情对象到股票产品
# stbase.controller.futures.setupMarket(market)
# 初始化交易对象
# trader = CtpTrader().init(**conn_url.dict())
# stbase.controller.futures.setupTrader(trader)
# 初始化策略对象
strategy = MyStrategy(strategy_id, stbase.controller.futures).init()
cfgs = init_env(strategy)
params = dict(db_conn=quotas_db_conn,
cycle='d',
symbol=cfgs['SYMBOL'],
dataset=cfgs['DATASET'],
start=cfgs['SAMPLE_DATE_RANGE'][0],
end=cfgs['SAMPLE_DATE_RANGE'][1],
freq=0,
wait=2)
strategy.bar_list = market.loadHistBars(**params)
#设置策略日志对象
strategy.getLogger().addAppender(
strecoder.StragetyLoggerMongoDBAppender(db_prefix=dbname,
host=mongodb_host,
port=mongodb_port))
# 添加策略到 控制器
stbase.controller.addStrategy(strategy)
# 控制器运行
# stbase.controller.run().waitForShutdown() # 开始运行 ，加载k线数据
stbase.controller.run()
def init(context):
stbase.controller.init('z:/ams/fisher')
stbase.controller.getLogger().addAppender(
stbase.FileLogAppender('ASM_Strategy_Test2'))
stbase.stocks.setup(ams.ASM_StockMarket().init(context),
ams.ASM_StockTrader().init(context))
# stbase.stocks.market.setupRecorder(stbase.MarketFileRecorder(stbase.controller.data_path)) # 安裝行情記錄器
# stbase.stocks.market.setupRecorder(strecoder.MarketMongoDBRecorder(db_prefix='AMS_Stocks', host='192.168.1.252')) # 安裝行情記錄器
strategy = ASM_Strategy('ASM_Strategy_Test1', stbase.stocks).init()
#设置策略日志
strategy.getLogger().addAppender(
strecoder.StragetyLoggerMongoDBAppender(db_prefix='AMS_Stocks',
host='192.168.1.252'))
stbase.controller.addStrategy(strategy)
stbase.controller.run()
def init(context):
from mantis.sg.fisher.stutils import get_trade_database_name
# 初始化系统参数控制器
paramctrl = stbase.MongoParamController()
dbname = get_trade_database_name('AMS')
paramctrl.open(host=mongodb_host, dbname=dbname)
# 策略控制器
stbase.controller.init(data_path)
stbase.controller.getLogger().addAppender(
stbase.FileLogAppender(strategy_id))
stbase.controller.setParamController(paramctrl)
stbase.stocks.setup(ams.ASM_StockMarket().init(context),
ams.ASM_StockTrader().init(context))
# stbase.stocks.market.setupRecorder(stbase.MarketFileRecorder(stbase.controller.data_path)) # 安裝行情記錄器
# stbase.stocks.market.setupRecorder(strecoder.MarketMongoDBRecorder(db_prefix='AMS_Stocks', host='192.168.1.252')) # 安裝行情記錄器
strategy = ASM_Strategy(strategy_id, stbase.stocks).init()
#设置策略日志
strategy.getLogger().addAppender(
strecoder.StragetyLoggerMongoDBAppender(db_prefix=dbname,
host=mongodb_host))
stbase.controller.addStrategy(strategy)
stbase.controller.run()
def main():
if len(sys.argv) <= 1:
print 'Error: Need More Args!'
return False
strategy_id = sys.argv[1]
# if not file_lock(os.path.join('/tmp',strategy_id)):
# print 'Error: Process Lock File Failed. Maybe Same Process Is Running. '
# return False
# 初始化系统参数控制器
paramctrl = stbase.MongoParamController()
paramctrl.open(host= mongodb_host,port= mongodb_port,dbname= dbname)
init_database(paramctrl.conn) # 初始化数据库model
# 策略控制器
stbase.controller.init(data_path)
# 添加运行日志处理
stbase.controller.getLogger().addAppender(stbase.FileLogAppender('CTP'))
stbase.controller.setParamController(paramctrl)
param = paramctrl.get(strategy_id) # 读取指定策略id的参数
if not param:
print 'Error: Strategy {} Not Found.'.format(strategy_id)
return False
if param.up_time:
distance = datetime.datetime.now() - param.up_time
if distance.seconds < 5:
print 'Error: Same Strategy Is Running.. '
return
conn_url = paramctrl.get_conn_url(param.conn_url) # 读取策略相关的交易账户信息
conn_url.td_api_url = config.TRADE_API_URL
conn_url.md_broker = config.MD_BROKER
conn_url.pubsub_event_name = config.TRADE_PUBSUB_EVENT_NAME # 交易服务事件通知通道名称
conn_url.save()
# conn_url 存放交易和行情的所有运行配置信息
# 初始化行情对象
params = dict(db_conn=paramctrl.conn,md_broker=config.MD_BROKER)
params.update(conn_url.dict())
market = CtpMarket().init(**params)
# 装备行情对象到股票产品
stbase.controller.futures.setupMarket(market)
# 初始化交易对象
params = conn_url.dict()
params['strategy_id'] = strategy_id
trader = CtpTrader().init(**params)
stbase.controller.futures.setupTrader(trader)
# 初始化策略对象
strategy = MyStrategy(strategy_id,stbase.controller.futures).init()
#设置策略日志对象
strategy.getLogger().addAppender(strecoder.StragetyLoggerMongoDBAppender(db_prefix= dbname,host=mongodb_host,port=mongodb_port))
# 添加策略到 控制器
stbase.controller.addStrategy(strategy)
# 控制器运行
# stbase.controller.run().waitForShutdown() # 开始运行 ，加载k线数据
stbase.controller.run()
def load(self,
strategy_id,
strategy_cls,
symbol,
strategy_db=('127.0.0.1', 27017),
dbname='TradeFisherCtp',
quotes_db=('127.0.0.1', 27017),
cycle=1,
start='2019-6-18 9:0',
end='2019-6-19 15:0',
freq=.1):
"""
:param strategy_id: 策略编号
:param strategy_cls: 策略类定义
:param symbol: 商品合约代码
:param strategy_db: 策略运行数据库(host,port)
:param dbname: 策略运行数据库名
:param quotes_db: 行情数据库
:param cycle: K线周期 1,5,15,30
:param start: 回测加载数据开始时间
:param end: 回测加载数据结束时间
:param freq: K线回放速度控制 .1 s
:return:
"""
SYMBOL = symbol
mongodb_host, mongodb_port = strategy_db
data_path = './' + strategy_id
quotas_db_conn = MongoClient(quotes_db[0], quotes_db[1]) # 历史k线数据库
# 初始化系统参数控制器
paramctrl = stbase.MongoParamController()
paramctrl.open(host=mongodb_host, port=mongodb_port, dbname=dbname)
# 策略控制器
stbase.controller.init(data_path)
# 添加运行日志处理
stbase.controller.getLogger().addAppender(
stbase.FileLogAppender('CTP'))
stbase.controller.setParamController(paramctrl)
param = paramctrl.get(strategy_id) # 读取指定策略id的参数
# conn_url = paramctrl.get_conn_url(param.conn_url) # 读取策略相关的交易账户信息
# 初始化行情对象
params = dict(db_conn=quotas_db_conn,
cycle=cycle,
symbol=SYMBOL,
start=start,
end=end,
freq=freq)
# params.update( conn_url.dict() )
market = CtpMarketBarBackTest().init(**params) # 配置历史行情记录加载器
# 装备行情对象到股票产品
stbase.controller.futures.setupMarket(market)
# 初始化交易对象
# trader = CtpTrader().init(**conn_url.dict())
trader = CtpTraderBackTest().init()
stbase.controller.futures.setupTrader(trader)
# 初始化策略对象
strategy = strategy_cls(
strategy_id, stbase.controller.futures).init().setLoader(self)
# 设置策略日志对象
strategy.getLogger().addAppender(
strecoder.StragetyLoggerMongoDBAppender(db_prefix=dbname,
host=mongodb_host,
port=mongodb_port))
# 添加策略到 控制器
stbase.controller.addStrategy(strategy)
self.strategy = strategy
return self