def run(self): # try: vessel = CtpBee("looper", __name__) vessel.add_data(*self.data) for i in self.strategy: vessel.add_extension(i) config = {"PATTERN": "LOOPER"} config.update(self.params) vessel.config.from_mapping(config) vessel.start() result = vessel.get_result(report=True) del_app(vessel.name) error = "" # except Exception as e: # result = "" # error = str(e) self.sig.emit({ "name": self.name, "url": result, "error": error, })
info = { "PATTERN": "looper", "LOOPER": { "initial_capital": 100000, "margin_ratio": { "rb2010.CTP": 0.00003, }, "commission_ratio": { "rb2010.CTP": { "close": 0.00001 }, }, "size_map": { "rb2010.CTP": 10 } } } app.config.from_mapping(info) strategy = DoubleMaStrategy("ma") data_api = DataApi() data = data_api.get_tick("rb2010", start_date="2020-04-10", end_date="2020-07-21", today=False) # data = data_support.get_future_min("rb2010.SHFE", frq="1min", start="2019-10-01", end="2020-07-15") app.add_data(data) app.add_extension(strategy) app.start() result = app.get_result(report=True, auto_open=True)