def __init__(self, engine, code, parent=None):
"""Constructor"""
super().__init__()
LoggerInterface.__init__(self, parent=parent)
APIInterface.__init__(self)
Runnable.__init__(self)
ConfigInterface.__init__(self, parent=parent)
self.__id = self.next_auto_inc()
self.user = self.config.user
self.user_dir = UserDirectory(User(self.config.user))
self.__strategy_code = StrategyCode(self.config.name, code)
self.__code_parser = None
self.engine = proxy(engine)
self.time_frame = self.config.time_frame
self.symbols = self.config.symbols
self.start_time = self.config.start_time
self.end_time = self.config.end_time
self.capital_base = self.config.capital_base
self.handlers = {}
self.signal_factory = SignalFactory()
self.signals = {}
self.system_functions = {}
self.series_storage = {}
self.printer = FilePrinter(self.config.user, self.config.name,
self.engine)
self.__context = {}
self._setting()
self.logger_name = "Strategy"
def __init__(self,
engine,
user,
name,
code,
symbols=None,
time_frame=None,
start_time=None,
end_time=None):
"""Constructor"""
self.__id = self.next_auto_inc()
self.user = user
self.user_dir = UserDirectory(user)
self.name = name
self.code = code
self.engine = engine
self.time_frame = time_frame
self.symbols = symbols
self.start_time = start_time
self.end_time = end_time
self.max_length = 0
self.capital_base = 100000
self.handlers = {}
self.listeners = {}
self.system_functions = {}
self.series_storage = {}
self.__printer = FilePrinter(user, name, self.engine)
self.__context = {}
# 是否完成了初始化
self.trading = False
# 在字典中保存Open,High,Low,Close,Volumn，CurrentBar，MarketPosition，
# 手动为exec语句提供local命名空间
self.__locals_ = dict(
sell=partial(self.engine.sell, strategy=self.__id),
short=partial(self.engine.short, strategy=self.__id),
buy=partial(self.engine.buy, strategy=self.__id),
cover=partial(self.engine.cover, strategy=self.__id),
marketposition=self.engine.get_current_positions(),
currentcontracts=self.engine.get_current_contracts(),
data=self.engine.get_data,
context=self.__context,
export=partial(export, strategy=self),
put=self.put_context,
get=self.get_context,
print=self.__printer.print,
listeners=self.listeners,
system_functions=self.system_functions,
)
# 将策略容器与对应代码文件关联
self.bind_code_to_strategy(self.code)
def __init__(self,
engine,
user,
name,
code,
symbols=None,
time_frame=None,
start_time=None,
end_time=None):
"""Constructor"""
self.__id = self.next_auto_inc()
self.user = user
self.user_dir = UserDirectory(user)
self.name = name
self.code = code
self.engine = proxy(engine)
self.time_frame = time_frame
self.symbols = symbols
self.start_time = start_time
self.end_time = end_time
self.max_length = 0
self.capital_base = 100000
self.handlers = {}
self.signal_factory = SignalFactory()
self.signals = {}
self.system_functions = {}
self.series_storage = {}
self.__printer = FilePrinter(user, name, self.engine)
self.__context = {}
self.__points = {}
# 是否完成了初始化
self.trading = False
# 在字典中保存Open,High,Low,Close,Volumn，CurrentBar，MarketPosition，
# 手动为exec语句提供globals命名空间
self.__glb = {
'Buy':
partial(self.engine.open_position, strategy=self.__id,
direction=1),
'Sell':
partial(self.engine.close_position,
strategy=self.__id,
direction=1),
'SellShort':
partial(self.engine.open_position,
strategy=self.__id,
direction=-1),
'BuyToCover':
partial(self.engine.close_position,
strategy=self.__id,
direction=-1),
'Positions':
self.engine.current_positions,
'Data':
self.engine.data,
'Context':
self.__context,
'Export':
partial(export, strategy=self),
'Put':
self.put_context,
'Get':
self.get_context,
'print':
self.__printer.print,
'Points':
self.__points,
'signals':
self.signals,
'system_functions':
self.system_functions
}
# 将策略容器与对应代码文件关联
self.bind_code_to_strategy(self.code)
