def __init__(self,
user,
name,
code,
symbols=None,
time_frame=None,
start_time=None,
end_time=None,
data_generator=data_generator):
self.__setting = {
'user': user,
'name': name,
'symbols': symbols,
'time_frame': time_frame,
'start_time': start_time,
'end_time': end_time
}
self.__strategy_engine = StrategyEngine(is_backtest=True)
self.__strategy = Strategy(self.__strategy_engine, user, name, code,
symbols, time_frame, start_time, end_time)
self.__strategy_parameters = None
self.__strategy_engine.add_strategy(self.__strategy)
self.__data_generator = data_generator(self.__strategy_engine)
self.__performance_manager = None
self.__thread = None
self.__is_alive = False
def init(self):
if self.__initialized:
return True
assert isinstance(self._config, BfConfig) # 判断初始化前是否设置好了基本参数
self.__strategy_engine = StrategyEngine(parent=self)
self.__strategy = Strategy(self.__strategy_engine, self.__code, parent=self)
self.__strategy_engine.add_strategy(self.__strategy)
self.__data_generator = TickDataGenerator(lambda x: self.__strategy_engine.put_event(x.to_event()),
lambda: self.__strategy_engine.put_event(Event(EVENT_FINISH)),
parent=self)
if DEBUG:
self.logger.setLevel(logging.DEBUG)
else:
self.logger.setLevel(logging.INFO)
self.__initialized = True
def __init__(self,
user,
name,
code,
symbols=None,
time_frame=None,
start_time=None,
end_time=None,
data_generator=DataGeneratorMongoDB):
self.__setting = {
'symbols': symbols,
'time_frame': time_frame,
'start_time': start_time,
'end_time': end_time
}
self.__strategy_engine = StrategyEngine(backtesting=True)
self.__strategy = Strategy(self.__strategy_engine, user, name, code,
symbols, time_frame, start_time, end_time)
self.__strategy_parameters = None
self.__strategy_engine.add_strategy(self.__strategy)
self.__data_generator = data_generator(self.__strategy_engine)
self.__performance_manager = None
self.__performance = None
