def __init__(self, config_file=None, *args, **kwargs):
"""
Init the paramter.
:param config_file:
:param args:
:param kwargs:
:return:
"""
self.logger = kwargs.get('log')
self._buy_record_list = []
self._sell_record_list = []
with codecs.open(config_file, encoding='utf-8') as f:
config = yaml.load(f)
if config is None:
raise ValueError("Need config file")
with codecs.open(config_file, encoding='utf-8') as f:
config = yaml.load(f)
self._cash = config['cash']
self._base_cash = self._cash
self._begin_date = config['begin']
self._end_date = config['end']
#Trade period config
if "trade_period" in config:
self._trade_peroid_set = True
self._trade_peroid_begin = config["trade_period"]["begin"]
self._trade_peroid_end = config["trade_period"]["end"]
else:
self._trade_peroid_set = False
# Compare with
self._benchmark_name = config['benchmark']
self._benchmark_data = None
# Use database to store data.
database_config = config['database']
if database_config['name'] == 'mysql':
self._database = MySQLUtils(database_config['user'],
str(database_config['passwd']),
database_config['database'],
database_config['source'])
elif database_config['name'] == 'rds':
self._database = RDSDB(self.logger)
else:
raise ValueError("Do not support data source")
if isinstance(config['test_list'], list):
self._backtest_list = config['test_list']
else:
self._backtest_list = self._database.get_all_stock()
self._qury_type = config['query_type']
self._need_data_length = config['need_data_length']
self._summary = {}
self._strategy = None
# Use to save the everydays return and loss
self.asset_dict = {}
self.asset_daliy = []
self._analysis = None
self._trade_strategy = None
self._date_type = config['date_type']
self._tax = config["tax"]
self._market = Market()
self._account = Account(self._cash, self._database)
self._tax_processor = TaxProcessor()
self._tax_processor.init_from_config(config)
# coding=utf-8
from backtest.account import Account
class Context(object):
"""
This class is used to save the result.
"""
def __init__(self):
self.account = None
self.db = None
self.date = None
self.asset_code = None
if __name__ == "__main__":
context = Context()
context.account = Account(1000)
