def k_strategy(code,
filename,
start_date,
end_date,
account_stock,
benchmark="000300.XSHG"):
config = {
"base": {
"start_date": start_date,
"end_date": end_date,
"benchmark": benchmark,
"accounts": {
"stock": account_stock
}
},
"extra": {
"log_level": "verbose",
},
"mod": {
"sys_analyser": {
"enabled":
True,
"output_file":
"Z:/Hello/Work/Data/QT/Rqalpha_test/HHH/app/static/test-result/"
+ filename
}
}
}
#"plot_save_file": "Z:/Hello/Work/Data/QT/Rqalpha_test/HHH/app/static/test-result/" + filename ,
run_code(code, config)
pass
def handle_bar(context, bar_dict):
if not context.fired:
# order_percent并且传入1代表买入该股票并且使其占有投资组合的100%
order_percent(context.s1, 1)
context.fired = True
"""
config = {
"base": {
"start_date": "2016-06-01",
"end_date": "2016-12-01",
"securities": ['stock'],
"stock_starting_cash": 100000,
"benchmark": "000300.XSHG"
},
"extra": {
"log_level": "verbose",
},
"mod": {
"sys_analyser": {
"enabled": True,
"plot": False
}
}
}
run_code(code, config)
#exit(0)
from redis_queue import StrategyQueue, ResultQueue
import json
import codecs
#with codecs.open("../examples/buy_and_hold.py", encoding="utf-8") as f:
# source_code = f.read()
while True:
result = StrategyQueue.get_wait()
if not result:
# result=run_code(code=source_code, config=config)
break
result = json.loads(result)
if 'config' in result and 'plot' in result['config']:
result['config']['plot'] = False
print("\n\nrecieve a strategy ")
raw_result = run_code(code=result['source_code'], config=result['config'])
try:
x_list = raw_result['sys_analyser']['portfolio'].index.strftime(
'%Y-%m-%d').tolist()
except Exception:
continue
portfolio_list = raw_result['sys_analyser'][
'portfolio'].loc[:, 'market_value'].tolist()
benchmark_list = raw_result['sys_analyser'][
'benchmark_portfolio'].loc[:, 'market_value'].tolist()
last_day = raw_result['sys_analyser']['stock_positions'].index[-1]
stock_positions = raw_result['sys_analyser']['stock_positions'].loc[
last_day, 'order_book_id']
if isinstance(stock_positions, str):
stock_positions_list = [
stock_positions,
def handle_bar(context, bar_dict):
if not context.fired:
# order_percent并且传入1代表买入该股票并且使其占有投资组合的100%
order_percent(context.s1, 1)
context.fired = True
"""
config = {
"base": {
"start_date": "2016-06-01",
"end_date": "2016-12-01",
"benchmark": "000300.XSHG",
"accounts": {
"stock": 100000
}
},
"extra": {
"log_level": "verbose",
},
"mod": {
"sys_analyser": {
"enabled": True,
"plot": False
}
}
}
run_code(code, config)
