def set_env(self, environment):
self._env = environment
config = environment.config
for mod_name in config.mod.__dict__:
mod_config = getattr(config.mod, mod_name)
if not mod_config.enabled:
continue
self._mod_list.append((mod_name, mod_config))
for idx, (mod_name, user_mod_config) in enumerate(self._mod_list):
if hasattr(user_mod_config, 'lib'):
lib_name = user_mod_config.lib
elif mod_name in SYSTEM_MOD_LIST:
lib_name = "rqrobot.mod.rqrobot_mod_" + mod_name
else:
lib_name = "rqrobot_mod_" + mod_name
system_log.debug(_(u"loading mod {}").format(lib_name))
mod_module = import_mod(lib_name)
if mod_module is None:
del self._mod_list[idx]
return
mod = mod_module.load_mod()
mod_config = RqAttrDict(copy.deepcopy(getattr(mod_module, "__config__", {})))
mod_config.update(user_mod_config)
setattr(config.mod, mod_name, mod_config)
self._mod_list[idx] = (mod_name, mod_config)
self._mod_dict[mod_name] = mod
self._mod_list.sort(key=lambda item: getattr(item[1], "priority", 100))
environment.mod_dict = self._mod_dict
def wrapper(*args, **kwargs):
if not Environment.get_instance().config.extra.is_hold:
return func(*args, **kwargs)
else:
system_log.debug(
_(u"not run {}({}, {}) because strategy is hold").format(
func, args, kwargs))
def restore(self):
for key, obj in six.iteritems(self._objects):
state = self._persist_provider.load(key)
system_log.debug('restore {} with state = {}', key, state)
if not state:
continue
obj.set_state(state)
def set_state(self, state):
dict_data = pickle.loads(state)
for key, value in six.iteritems(dict_data):
try:
self.__dict__[key] = pickle.loads(value)
system_log.debug("restore context.{} {}", key,
type(self.__dict__[key]))
except Exception as e:
user_system_log.warn('context.{} can not restore', key)
def set_locale(self, locales, trans_dir=None):
if locales[0] is None or "en" in locales[0].lower():
self.trans = NullTranslations()
return
if "cn" in locales[0].lower():
locales = ["zh_Hans_CN"]
try:
if trans_dir is None:
trans_dir = os.path.join(
os.path.dirname(
os.path.abspath(
__file__,
),
),
"translations"
)
self.trans = translation(
domain="messages",
localedir=trans_dir,
languages=locales,
)
except Exception as e:
system_log.debug(e)
self.trans = NullTranslations()
def run(config, source_code=None, user_funcs=None):
env = Environment(config)
persist_helper = None
init_succeed = False
mod_handler = ModHandler()
try:
# avoid register handlers everytime
# when running in ipython
set_loggers(config)
basic_system_log.debug("\n" + pformat(config.convert_to_dict()))
if source_code is not None:
env.set_strategy_loader(SourceCodeStrategyLoader(source_code))
elif user_funcs is not None:
env.set_strategy_loader(UserFuncStrategyLoader(user_funcs))
else:
env.set_strategy_loader(
FileStrategyLoader(config.base.strategy_file))
env.set_global_vars(GlobalVars())
mod_handler.set_env(env)
mod_handler.start_up()
if not env.data_source:
env.set_data_source(BaseDataSource(config.base.data_bundle_path))
env.set_data_proxy(DataProxy(env.data_source))
Scheduler.set_trading_dates_(env.data_source.get_trading_calendar())
scheduler = Scheduler(config.base.frequency)
mod_scheduler._scheduler = scheduler
env._universe = StrategyUniverse()
_adjust_start_date(env.config, env.data_proxy)
_validate_benchmark(env.config, env.data_proxy)
# FIXME
start_dt = datetime.datetime.combine(config.base.start_date,
datetime.datetime.min.time())
env.calendar_dt = start_dt
env.trading_dt = start_dt
broker = env.broker
assert broker is not None
env.portfolio = broker.get_portfolio()
try:
env.booking = broker.get_booking()
except NotImplementedError:
pass
env.benchmark_portfolio = create_benchmark_portfolio(env)
event_source = env.event_source
assert event_source is not None
bar_dict = BarMap(env.data_proxy, config.base.frequency)
env.set_bar_dict(bar_dict)
if env.price_board is None:
from .core.bar_dict_price_board import BarDictPriceBoard
env.price_board = BarDictPriceBoard()
ctx = ExecutionContext(const.EXECUTION_PHASE.GLOBAL)
ctx._push()
env.event_bus.publish_event(Event(EVENT.POST_SYSTEM_INIT))
scope = create_base_scope(config.base.run_type == RUN_TYPE.BACKTEST)
scope.update({"g": env.global_vars})
apis = api_helper.get_apis()
scope.update(apis)
scope = env.strategy_loader.load(scope)
if env.config.extra.enable_profiler:
enable_profiler(env, scope)
ucontext = StrategyContext()
user_strategy = Strategy(env.event_bus, scope, ucontext)
scheduler.set_user_context(ucontext)
if not config.extra.force_run_init_when_pt_resume:
with run_with_user_log_disabled(disabled=config.base.resume_mode):
user_strategy.init()
if config.extra.context_vars:
for k, v in six.iteritems(config.extra.context_vars):
setattr(ucontext, k, v)
from .core.executor import Executor
executor = Executor(env)
if config.base.persist:
persist_provider = env.persist_provider
if persist_provider is None:
raise RuntimeError(
_(u"Missing persist provider. You need to set persist_provider before use persist"
))
persist_helper = PersistHelper(persist_provider, env.event_bus,
config.base.persist_mode)
env.set_persist_helper(persist_helper)
persist_helper.register('core', CoreObjectsPersistProxy(scheduler))
persist_helper.register('user_context', ucontext)
persist_helper.register('global_vars', env.global_vars)
persist_helper.register('universe', env._universe)
if isinstance(event_source, Persistable):
persist_helper.register('event_source', event_source)
persist_helper.register('portfolio', env.portfolio)
if env.benchmark_portfolio:
persist_helper.register('benchmark_portfolio',
env.benchmark_portfolio)
for name, module in six.iteritems(env.mod_dict):
if isinstance(module, Persistable):
persist_helper.register('mod_{}'.format(name), module)
# broker will restore open orders from account
if isinstance(broker, Persistable):
persist_helper.register('broker', broker)
persist_helper.register('executor', executor)
env.event_bus.publish_event(Event(EVENT.BEFORE_SYSTEM_RESTORED))
persist_helper.restore()
env.event_bus.publish_event(Event(EVENT.POST_SYSTEM_RESTORED))
init_succeed = True
# When force_run_init_when_pt_resume is active,
# we should run `init` after restore persist data
if config.extra.force_run_init_when_pt_resume:
assert config.base.resume_mode == True
with run_with_user_log_disabled(disabled=False):
env._universe._set = set()
user_strategy.init()
executor.run(bar_dict)
if env.profile_deco:
output_profile_result(env)
except CustomException as e:
if init_succeed and env.config.base.persist and persist_helper and env.config.base.persist_mode == const.PERSIST_MODE.ON_CRASH:
persist_helper.persist()
code = _exception_handler(e)
mod_handler.tear_down(code, e)
except Exception as e:
if init_succeed and env.config.base.persist and persist_helper and env.config.base.persist_mode == const.PERSIST_MODE.ON_CRASH:
persist_helper.persist()
exc_type, exc_val, exc_tb = sys.exc_info()
user_exc = create_custom_exception(exc_type, exc_val, exc_tb,
config.base.strategy_file)
code = _exception_handler(user_exc)
mod_handler.tear_down(code, user_exc)
else:
if (env.config.base.persist and persist_helper
and env.config.base.persist_mode
== const.PERSIST_MODE.ON_NORMAL_EXIT):
persist_helper.persist()
result = mod_handler.tear_down(const.EXIT_CODE.EXIT_SUCCESS)
system_log.debug(_(u"strategy run successfully, normal exit"))
return result