def do_livetrade():
dv = DataView()
dv.load_dataview(folder_path=dataview_store_folder)
props = {"period": "day", "strategy_no": 1044, "init_balance": 1e6}
props.update(data_config)
props.update(trade_config)
strategy = AlphaStrategy(pc_method='market_value_weight')
pm = PortfolioManager()
bt = AlphaLiveTradeInstance()
trade_api = RealTimeTradeApi(props)
ds = RemoteDataService()
context = model.Context(dataview=dv,
instance=bt,
strategy=strategy,
trade_api=trade_api,
pm=pm,
data_api=ds)
bt.init_from_config(props)
bt.run_alpha()
goal_positions = strategy.goal_positions
print("Length of goal positions:", len(goal_positions))
task_id, msg = trade_api.goal_portfolio(goal_positions)
print(task_id, msg)
def do_livetrade():
dv = DataView()
dv.load_dataview(folder_path=dataview_store_folder)
# print("total_mv", dv.get_ts('total_mv'))
# print("float_mv", dv.get_ts('float_mv'))
props = {"period": "day", "strategy_no": 1683, "init_balance": 1e6}
props.update(data_config)
props.update(trade_config)
strategy = AlphaStrategy(pc_method='market_value_weight')
pm = PortfolioManager()
bt = AlphaLiveTradeInstance()
trade_api = RealTimeTradeApi(props)
ds = RemoteDataService()
context = model.Context(dataview=dv,
instance=bt,
strategy=strategy,
trade_api=trade_api,
pm=pm,
data_api=ds)
trade_api.set_ordstatus_callback(on_orderstatus)
trade_api.set_trade_callback(on_trade)
trade_api.set_task_callback(on_taskstatus)
bt.init_from_config(props)
bt.run_alpha()
goal_positions = strategy.goal_positions
# print("strategy.weights", strategy.weights)
# print("Length of goal positions:", len(goal_positions))
# print(goal_positions)
task_id, msg = trade_api.goal_portfolio(goal_positions)
print(task_id, msg)