def __init__(self,
user_name = '',
password = '',
core = 'local',
type = 'HistoryTrading',
initial_time='2018-01-01',
end_date = datetime.datetime.today(),
initial_money=100000):
'''
测试引擎总接口，包括本地测试内核和海知平台测试内核。
接口中需要根据不同的引擎内核进行相应的操作分流
注：
海知平台内核只提供交易必须的接口，回测模块本身不设置开始和结束时间，启动资金默认为1000000
:param core:回测引擎内核，可以选择本地内核或者海知平台回测内核
:param type: 实盘测试或者是历史回测（仅海知平台内核支持历史回测）
'''
#用户名和用户登录密码初始化
if user_name and password:
self._user_name = user_name
self._password = password
else:
raise (ValueError,'请输入用户名和密码!')
# 初始化各个模块
self._StateModule = StateModule.StateModule(initial_time=initial_time, initial_money=initial_money)
self._DataModule = DataModule.DataModule(self._StateModule)
#初始化回测引擎核心组件
if core == 'local':
# 初始化结束日期
if isinstance(end_date, str):
self._end_date = datetime.datetime.strptime(end_date, '%Y-%m-%d')
elif isinstance(end_date, datetime.datetime):
self._end_date = end_date
self._TradeModule = TradeModule(self._StateModule,self._DataModule)
self._core = LocalEngine(StateModule = self._StateModule,
DataModule = self._DataModule,
TradeModule = self._TradeModule)
elif core == 'HaiZhi':
self._core = HaiZhiTestEngine(user_id = self._user_name, password= self._password,type = type)
if type =='HistoryTrading':
self._core.current_time = initial_time
self._core.del_stratagy(user_name)
self._core.create_stratagy(user_name)
self._core.set_stratagy(user_name)
#初始化结束日期
if isinstance(end_date,str):
self._end_date = datetime.datetime.strptime(end_date,'%Y-%m-%d')
elif isinstance(end_date,datetime.datetime):
self._end_date = end_date
elif type =='RealTimeTrading':
initial_time = datetime.datetime.today().strftime('%Y-%m-%d')
#初始化context
self._context = Context(self._StateModule,self._DataModule)
#GetBackData.py
#Modifled 2018/5/24
import sys
sys.path.append('../module')
import CryptWatchModule
import DataModule
import TimeModule
DataDir = './tradedata'
filename = 'Before_20180524_000000'
CryWat = CryptWatchModule.CryptWatchModule()
DataMod = DataModule.DataModule(str(DataDir) + '/' + str(filename))
end_time = TimeModule.GetUtime_j(2018, 5, 24, 0, 0, 0)
start_time = end_time - 60 * 60
end_flag = False
count = 0
while (not end_flag):
ohlc_list = CryWat.GetOHLC(end_time, start_time, 60)
ohlc_list.reverse()
if (len(ohlc_list) != 0):
if (count != 0):
del ohlc_list[0]
DataMod.AddOHLC(ohlc_list)
print(
TimeModule.GetTime_j(end_time) + ' - ' +
import datetime
import time
import CryptWatchModule
import DataModule
import TimeModule
import GraphModule
import TwitterModule
#====Param====
DataDir = '../tradedata'
PicDir = '../pic'
dt_now = datetime.datetime.now()
filename = str(dt_now.year) + str(dt_now.month).zfill(2) + str(
dt_now.day).zfill(2)
DataMod = DataModule.DataModule(DataDir, filename)
DataDay = int(dt_now.day)
DataMonth = dt_now.month
CryWat = CryptWatchModule.CryptWatchModule()
#sec
alpha = 10 * 60
#min
delta = 60
#resume_back[hour]
resume_back = 4
#sleep min
s_delta = 1
#========
#====Resume====
if (DataMod.Find_Flag):
