예제 #1
0
파일: __init__.py 프로젝트: yushu9/rqalpha
def run_func(**kwargs):
    from rqalpha.utils.functools import clear_all_cached_functions
    from rqalpha.utils.config import parse_config
    from rqalpha import main

    config = kwargs.get('config', kwargs.get('__config__', None))
    user_funcs = {
        k: kwargs[k]
        for k in [
            'init', 'handle_bar', 'handle_tick', 'open_auction',
            'before_trading', 'after_trading'
        ] if k in kwargs
    }

    if config is None:
        config = {}
    else:
        assert isinstance(config, dict)
        try:
            del config["base"]["strategy_file"]
        except:
            pass
    config = parse_config(config, user_funcs=user_funcs)
    clear_all_cached_functions()
    return main.run(config, user_funcs=user_funcs)
예제 #2
0
def run_func(**kwargs):
    from rqalpha.utils.functools import clear_all_cached_functions
    from rqalpha.utils.config import parse_config
    from rqalpha import main
    """获取函数config参数, 包含回测主要信息"""
    config = kwargs.get('config', kwargs.get('__config__', None))
    """将回测信息转换为dict格式user_funcs = {"init": init, "handle_bar": handle_bar, ......}"""
    user_funcs = {
        k: kwargs[k]
        for k in [
            'init', 'handle_bar', 'handle_tick', 'open_auction',
            'before_trading', 'after_trading'
        ] if k in kwargs
    }
    if config is None:
        config = {}
    else:
        assert isinstance(config, dict)
        try:
            """非run_file模式删除strategy_file参数"""
            del config["base"]["strategy_file"]
        except:
            pass
    config = parse_config(config, user_funcs=user_funcs)
    """清除函数缓冲"""
    clear_all_cached_functions()
    """直接运行主函数"""
    return main.run(config, user_funcs=user_funcs)
예제 #3
0
def run_func(**kwargs):
    """
    传入约定函数和策略配置运行回测。约定函数详见 API 手册约定函数部分,可用的配置项详见参数配置部分。

    :Keyword Arguments:
        * **config** (dict) -- 策略配置字典
        * **init** (Callable[[:class:`~rqalpha.core.strategy_context.StrategyContext`], Any]) -- 策略初始化函数,会在策略开始运行时被调用,仅会执行一次
        * **before_trading** (Callable[[:class:`~rqalpha.core.strategy_context.StrategyContext`], Any]) -- 盘前函数,会在每日盘前被调用一次
        * **open_auction** (Callable[[:class:`~rqalpha.core.strategy_context.StrategyContext`, dict[str, :class:`~rqalpha.model.bar.BarObject`]], Any]) -- 集合竞价函数,会在每日盘前集合竞价阶段被调用一次
        * **handle_bar** (Callable[[:class:`~rqalpha.core.strategy_context.StrategyContext`, dict[str, :class:`~rqalpha.model.bar.BarObject`]], Any]) -- k 线处理函数,会在盘中 k 线发生更新时被调用,适用于日/分钟级别回测
        * **handle_tick** (Callable[[:class:`~rqalpha.core.strategy_context.StrategyContext`, :class:`~rqalpha.model.tick.TickObject`], Any]) -- 快照数据处理函数,会在每个 tick 到达时被调用,适用于 tick 回测
        * **after_trading** (Callable[[:class:`~rqalpha.core.strategy_context.StrategyContext`], Any]) -- 盘后函数,会在每日交易结束后被调用一次

    :return: dict

    :example:

    .. code-block:: python

        config = {
            "base": {
                ...
            }
        }

        def init(context):
            ...

        def handle_bar(context, bar_dict):
            ...

        run_func(config=config, init=init, handle_bar=handle_bar)

    """
    from rqalpha.utils.functools import clear_all_cached_functions
    from rqalpha.utils.config import parse_config
    from rqalpha import main

    config = kwargs.get('config', kwargs.get('__config__', None))
    user_funcs = {
        k: kwargs[k]
        for k in [
            'init', 'handle_bar', 'handle_tick', 'open_auction',
            'before_trading', 'after_trading'
        ] if k in kwargs
    }

    if config is None:
        config = {}
    else:
        assert isinstance(config, dict)
        try:
            del config["base"]["strategy_file"]
        except:
            pass
    config = parse_config(config, user_funcs=user_funcs)
    clear_all_cached_functions()
    return main.run(config, user_funcs=user_funcs)
예제 #4
0
파일: __init__.py 프로젝트: yushu9/rqalpha
def run_ipython_cell(line, cell=None):
    from rqalpha.cmds.run import run
    from rqalpha.utils.functools import clear_all_cached_functions
    clear_all_cached_functions()
    args = line.split()
    args.extend(["--source-code", cell if cell is not None else ""])
    try:
        # It raise exception every time
        run.main(args, standalone_mode=True)
    except SystemExit as e:
        pass
예제 #5
0
파일: __init__.py 프로젝트: yushu9/rqalpha
def run_code(code, config=None):
    from rqalpha.utils.config import parse_config
    from rqalpha.utils.functools import clear_all_cached_functions
    from rqalpha import main

    if config is None:
        config = {}
    else:
        assert isinstance(config, dict)
        try:
            del config["base"]["strategy_file"]
        except:
            pass
    config = parse_config(config, source_code=code)
    clear_all_cached_functions()
    return main.run(config, source_code=code)
예제 #6
0
파일: __init__.py 프로젝트: yushu9/rqalpha
def run_file(strategy_file_path, config=None):
    from rqalpha.utils.config import parse_config
    from rqalpha.utils.functools import clear_all_cached_functions
    from rqalpha import main

    if config is None:
        config = {"base": {"strategy_file": strategy_file_path}}
    else:
        assert isinstance(config, dict)
        if "base" in config:
            config["base"]["strategy_file"] = strategy_file_path
        else:
            config["base"] = {"strategy_file": strategy_file_path}
    config = parse_config(config)
    clear_all_cached_functions()
    return main.run(config)
예제 #7
0
def run_code(code, config=None):
    # type: (str, Optional[dict]) -> dict
    """
    传入字符串形式的策略代码以运行回测。

    :param code: 策略代码字符串
    :param config:  策略配置项字典,默认为空,此处传入的配置项优先级高于策略内 :code:`__config__` 中的配置项

    :example:

    .. code-block:: python

        config = {
            "base": {
                ...
            }
        }

        CODE = \"\"\"
        def init(context):
            ...

        def handle_bar(context, bar_dict):
            ...
        \"\"\"

        run_code(CODE, config=config)
    """
    from rqalpha.utils.config import parse_config
    from rqalpha.utils.functools import clear_all_cached_functions
    from rqalpha import main

    if config is None:
        config = {}
    else:
        assert isinstance(config, dict)
        try:
            del config["base"]["strategy_file"]
        except:
            pass
    config = parse_config(config, source_code=code)
    clear_all_cached_functions()
    return main.run(config, source_code=code)
예제 #8
0
def run_file(strategy_file_path, config=None):
    # type: (str, Optional[dict]) -> dict
    """
    传入策略文件路径运行回测。

    :param strategy_file_path: 策略文件路径
    :param config: 策略配置项字典,默认为空,此处传入的配置项优先级高于策略内 :code:`__config__` 中的配置项

    :example:

    .. code-block:: python

        config = {
            "base": {
                ...
            }
        }

        run_file("strategy.py", config=config)

    """
    from rqalpha.utils.config import parse_config
    from rqalpha.utils.functools import clear_all_cached_functions
    from rqalpha import main

    if config is None:
        config = {"base": {"strategy_file": strategy_file_path}}
    else:
        assert isinstance(config, dict)
        if "base" in config:
            config["base"]["strategy_file"] = strategy_file_path
        else:
            config["base"] = {"strategy_file": strategy_file_path}
    config = parse_config(config)
    clear_all_cached_functions()
    return main.run(config)