def run_func(**kwargs):
from rqalpha.utils.functools import clear_all_cached_functions
from rqalpha.utils.config import parse_config
from rqalpha import main
config = kwargs.get('config', kwargs.get('__config__', None))
user_funcs = {
k: kwargs[k]
for k in [
'init', 'handle_bar', 'handle_tick', 'open_auction',
'before_trading', 'after_trading'
] if k in kwargs
}
if config is None:
config = {}
else:
assert isinstance(config, dict)
try:
del config["base"]["strategy_file"]
except:
pass
config = parse_config(config, user_funcs=user_funcs)
clear_all_cached_functions()
return main.run(config, user_funcs=user_funcs)
def run_func(**kwargs):
from rqalpha.utils.functools import clear_all_cached_functions
from rqalpha.utils.config import parse_config
from rqalpha import main
"""获取函数config参数, 包含回测主要信息"""
config = kwargs.get('config', kwargs.get('__config__', None))
"""将回测信息转换为dict格式user_funcs = {"init": init, "handle_bar": handle_bar, ......}"""
user_funcs = {
k: kwargs[k]
for k in [
'init', 'handle_bar', 'handle_tick', 'open_auction',
'before_trading', 'after_trading'
] if k in kwargs
}
if config is None:
config = {}
else:
assert isinstance(config, dict)
try:
"""非run_file模式删除strategy_file参数"""
del config["base"]["strategy_file"]
except:
pass
config = parse_config(config, user_funcs=user_funcs)
"""清除函数缓冲"""
clear_all_cached_functions()
"""直接运行主函数"""
return main.run(config, user_funcs=user_funcs)
def run_func(**kwargs):
"""
传入约定函数和策略配置运行回测。约定函数详见 API 手册约定函数部分，可用的配置项详见参数配置部分。
:Keyword Arguments:
* **config** (dict) -- 策略配置字典
* **init** (Callable[[:class:`~rqalpha.core.strategy_context.StrategyContext`], Any]) -- 策略初始化函数，会在策略开始运行时被调用，仅会执行一次
* **before_trading** (Callable[[:class:`~rqalpha.core.strategy_context.StrategyContext`], Any]) -- 盘前函数，会在每日盘前被调用一次
* **open_auction** (Callable[[:class:`~rqalpha.core.strategy_context.StrategyContext`, dict[str, :class:`~rqalpha.model.bar.BarObject`]], Any]) -- 集合竞价函数，会在每日盘前集合竞价阶段被调用一次
* **handle_bar** (Callable[[:class:`~rqalpha.core.strategy_context.StrategyContext`, dict[str, :class:`~rqalpha.model.bar.BarObject`]], Any]) -- k 线处理函数，会在盘中 k 线发生更新时被调用，适用于日/分钟级别回测
* **handle_tick** (Callable[[:class:`~rqalpha.core.strategy_context.StrategyContext`, :class:`~rqalpha.model.tick.TickObject`], Any]) -- 快照数据处理函数，会在每个 tick 到达时被调用，适用于 tick 回测
* **after_trading** (Callable[[:class:`~rqalpha.core.strategy_context.StrategyContext`], Any]) -- 盘后函数，会在每日交易结束后被调用一次
:return: dict
:example:
.. code-block:: python
config = {
"base": {
...
}
}
def init(context):
...
def handle_bar(context, bar_dict):
...
run_func(config=config, init=init, handle_bar=handle_bar)
"""
from rqalpha.utils.functools import clear_all_cached_functions
from rqalpha.utils.config import parse_config
from rqalpha import main
config = kwargs.get('config', kwargs.get('__config__', None))
user_funcs = {
k: kwargs[k]
for k in [
'init', 'handle_bar', 'handle_tick', 'open_auction',
'before_trading', 'after_trading'
] if k in kwargs
}
if config is None:
config = {}
else:
assert isinstance(config, dict)
try:
del config["base"]["strategy_file"]
except:
pass
config = parse_config(config, user_funcs=user_funcs)
clear_all_cached_functions()
return main.run(config, user_funcs=user_funcs)
def run_ipython_cell(line, cell=None):
from rqalpha.cmds.run import run
from rqalpha.utils.functools import clear_all_cached_functions
clear_all_cached_functions()
args = line.split()
args.extend(["--source-code", cell if cell is not None else ""])
try:
# It raise exception every time
run.main(args, standalone_mode=True)
except SystemExit as e:
pass
def run_code(code, config=None):
from rqalpha.utils.config import parse_config
from rqalpha.utils.functools import clear_all_cached_functions
from rqalpha import main
if config is None:
config = {}
else:
assert isinstance(config, dict)
try:
del config["base"]["strategy_file"]
except:
pass
config = parse_config(config, source_code=code)
clear_all_cached_functions()
return main.run(config, source_code=code)
def run_file(strategy_file_path, config=None):
from rqalpha.utils.config import parse_config
from rqalpha.utils.functools import clear_all_cached_functions
from rqalpha import main
if config is None:
config = {"base": {"strategy_file": strategy_file_path}}
else:
assert isinstance(config, dict)
if "base" in config:
config["base"]["strategy_file"] = strategy_file_path
else:
config["base"] = {"strategy_file": strategy_file_path}
config = parse_config(config)
clear_all_cached_functions()
return main.run(config)
def run_code(code, config=None):
# type: (str, Optional[dict]) -> dict
"""
传入字符串形式的策略代码以运行回测。
:param code: 策略代码字符串
:param config: 策略配置项字典，默认为空，此处传入的配置项优先级高于策略内 :code:`__config__` 中的配置项
:example:
.. code-block:: python
config = {
"base": {
...
}
}
CODE = \"\"\"
def init(context):
...
def handle_bar(context, bar_dict):
...
\"\"\"
run_code(CODE, config=config)
"""
from rqalpha.utils.config import parse_config
from rqalpha.utils.functools import clear_all_cached_functions
from rqalpha import main
if config is None:
config = {}
else:
assert isinstance(config, dict)
try:
del config["base"]["strategy_file"]
except:
pass
config = parse_config(config, source_code=code)
clear_all_cached_functions()
return main.run(config, source_code=code)
def run_file(strategy_file_path, config=None):
# type: (str, Optional[dict]) -> dict
"""
传入策略文件路径运行回测。
:param strategy_file_path: 策略文件路径
:param config: 策略配置项字典，默认为空，此处传入的配置项优先级高于策略内 :code:`__config__` 中的配置项
:example:
.. code-block:: python
config = {
"base": {
...
}
}
run_file("strategy.py", config=config)
"""
from rqalpha.utils.config import parse_config
from rqalpha.utils.functools import clear_all_cached_functions
from rqalpha import main
if config is None:
config = {"base": {"strategy_file": strategy_file_path}}
else:
assert isinstance(config, dict)
if "base" in config:
config["base"]["strategy_file"] = strategy_file_path
else:
config["base"] = {"strategy_file": strategy_file_path}
config = parse_config(config)
clear_all_cached_functions()
return main.run(config)