def __init__(self, args):
plt.style.use('seaborn-white')
plt.rc('grid', linestyle="dotted", color='#a0a0a0')
plt.rcParams['axes.edgecolor'] = "#04383F"
plt.rcParams['figure.figsize'] = (12, 6)
print("\n--* Eiten has been initialized...")
self.args = args
# Create data engine
self.dataEngine = DataEngine(args)
# Monto carlo simulator
self.simulator = MontoCarloSimulator()
# Strategy manager
self.strategyManager = StrategyManager()
# Back tester
self.backTester = BackTester()
# Data dictionary
self.data_dictionary = {}
print('\n')
def __init__(self):
print("\n--* Eiten has been initialized...")
self.HISTORY_TO_USE = history_to_use
self.DATA_GRANULARITY_MINUTES = data_granularity_minutes
self.FUTURE_BARS_FOR_TESTING = future_bars
self.APPLY_NOISE_FILTERING = apply_noise_filtering
self.IS_LONG_ONLY_PORTFOLIO = is_only_long
self.MARKET_INDEX = market_index
self.IS_TEST = is_test
self.EIGEN_PORTFOLIO_NUMBER = eigen_portfolio_number
self.STOCKS_FILE_PATH = stocks_file_path
# Create data engine
self.dataEngine = DataEngine(self.HISTORY_TO_USE,
self.DATA_GRANULARITY_MINUTES,
self.FUTURE_BARS_FOR_TESTING,
self.MARKET_INDEX, self.IS_TEST,
self.STOCKS_FILE_PATH)
# Monto carlo simulator
self.simulator = MontoCarloSimulator()
# Strategy manager
self.strategyManager = StrategyManager()
# Back tester
self.backTester = BackTester()
# Data dictionary
self.data_dictionary = {}
print('\n')
mylog.info("walkswing", "game begin")
SYMBOL = "SHFE.rb2010"
api = TqApi(TqSim())
klines = api.get_kline_serial(SYMBOL, 60, BAR_LENGTH)
day_klines = api.get_kline_serial(SYMBOL, 24 * 60 * 60)
serial = api.get_tick_serial(SYMBOL)
# 账户情况
account = api.get_account()
print(account)
# 运行时记录
avg_recorder = AvgRecorder("AvgRecord", 60)
pos_manage = PositionManger(api, SYMBOL)
strage_manager = StrategyManager(pos_manage, SYMBOL)
mc_indictor = McIndictors(SYMBOL, strage_manager)
mc_indictor.set_avg_recorder(avg_recorder)
strage_manager.set_indictor(mc_indictor)
strage_manager.set_avg_record(avg_recorder)
pos_manage.set_logger(mylog)
strage_manager.set_logger(mylog)
strage_manager.set_indictor(mc_indictor)
mc_indictor.set_logger(mylog)
avg_recorder.set_logger(mylog)
strage_manager.update_day_klines(day_klines)
strage_manager.load_setting()
# 策略
stg_watcher = StrategyWatcher(SYMBOL, strage_manager)
strage_manager.add(stg_watcher)
"""定义c接口的回调"""
from strategy_manager import StrategyManager
# 全局变量manager
strategy_manager = StrategyManager()
def on_recv_market(m):
"""收到了行情数据
m对象在cython模块定义"""
strategy_manager.recv_market(m)
def on_recv_order_deal(deal):
"""收到了订单逐笔成交信息, deal对象在cython模块定义"""
strategy_manager.recv_order_deal(deal)