def get(self):
code = self.get_argument('code', '').replace('\t', ' ')
name = self.get_argument('name', 'untitled')
symbols = self.get_argument('symbols', None)
time_frame = self.get_argument('time_frame', None)
start_time = self.get_argument('start_time', None)
end_time = self.get_argument('end_time', None)
commission = int(self.get_argument('commission', 0))
slippage = int(self.get_argument('slippage', 0))
user_id = self.get_argument('user_id', None)
if user_id:
self.write('callback(')
try:
result = yield tornado.gen.Task(run_backtest, user_id, name, code, [symbols],
time_frame, start_time,
end_time, commission, slippage)
except TimeoutError:
self.write({'stat': 'FALSE', 'error': '回测超时'})
self.finish()
return
if result['stat'] == 'OK':
cache = StrategyPerformanceJsonCache(user_id)
performance = cache.get_performance()
output = self.get_output(user_id, name)
self.write({'stat': 'OK', 'result': performance.yield_curve, 'output': string_to_html(output),
'performance': performance.info_on_home_page})
else:
output = self.get_output(user_id, name)
result['output'] = string_to_html(output)
self.write(result)
self.write(')')
self.flush()
self.finish()
def run_backtest(file, config):
cache = StrategyPerformanceJsonCache(user) # TODO 修改为JSON
try:
with codecs.open(file, 'r', 'utf-8') as f:
code = f.read()
f.close()
backtesting = Backtesting(**config)
backtesting.set_code(code)
backtesting.start()
performance = backtesting.get_performance()
cache.put_performance(performance)
cache.put('setting', json.dumps(backtesting.get_setting())) # TODO 修改为JSON
output = get_output(user, name)
result = {'stat': 'OK', 'result': performance.yield_curve,
'performance': performance.info_on_home_page}
except SlaverThreadError as e:
tb_message = get_user_friendly_traceback(*e.get_exc())
result = {"stat": "FALSE", "error": string_to_html('\n'.join(tb_message))}
except Exception:
tb_message = get_user_friendly_traceback(*sys.exc_info())
result = {"stat": "FALSE", "error": string_to_html('\n'.join(tb_message))}
finally:
output = get_output(user, name)
result['output'] = string_to_html(output)
cache.put('response', json.dumps(result))
def backtest(conn, *args):
try:
user = args[0]
backtesting = Backtesting(*args)
backtesting.start()
performance = backtesting.get_performance()
cache = StrategyPerformanceJsonCache(user)
cache.put_performance(performance)
cache.put('setting', json.dumps(backtesting.get_setting()))
conn.put({"stat": "OK"})
except SlaverThreadError as e:
tb_message = get_user_friendly_traceback(*e.get_exc())
conn.put({"stat": "FALSE", "error": string_to_html('\n'.join(tb_message))})
except Exception:
tb_message = get_user_friendly_traceback(*sys.exc_info())
conn.put({"stat": "FALSE", "error": string_to_html('\n'.join(tb_message))})
def backtest(conn, *args):
try:
config = BfConfig(**{v[0]: v[1] for v in zip(["user", "name", "symbols", "time_frame", "start_time",
"end_time", "commission", "slippage"], args)})
config.trading_mode = TradingMode.on_tick
user = User(config.user)
code = get_strategy(user, "LastBacktest").content
backtesting = Backtesting()
backtesting.set_code(code)
backtesting.set_config(config)
backtesting.start()
performance = backtesting.get_performance()
cache = StrategyPerformanceJsonCache(user.user_id)
cache.put_performance(performance)
cache.put('setting', json.dumps(backtesting.get_setting()))
conn.put({"stat": "OK"})
except SlaverThreadError as e:
tb_message = get_user_friendly_traceback(*e.get_exc())
conn.put({"stat": "FALSE", "error": string_to_html('\n'.join(tb_message))})
except Exception:
tb_message = get_user_friendly_traceback(*sys.exc_info())
conn.put({"stat": "FALSE", "error": string_to_html('\n'.join(tb_message))})
def run_backtest(user, name, file, symbols, time_frame, start_time, end_time, commission, slippage):
cache = StrategyPerformanceJsonCache(user) # TODO 修改为JSON
try:
with codecs.open(file, 'r', 'utf-8') as f:
code = f.read()
f.close()
backtesting = Backtesting(user, name, code, symbols, time_frame, start_time, end_time, commission, slippage)
backtesting.start()
performance = backtesting.get_performance()
cache.put_performance(performance)
cache.put('setting', json.dumps(backtesting.get_setting())) # TODO 修改为JSON
output = get_output(user, name)
result = {'stat': 'OK', 'result': performance.yield_curve,
'performance': performance.info_on_home_page}
except SlaverThreadError as e:
tb_message = get_user_friendly_traceback(*e.get_exc())
result = {"stat": "FALSE", "error": string_to_html('\n'.join(tb_message))}
except Exception:
tb_message = get_user_friendly_traceback(*sys.exc_info())
result = {"stat": "FALSE", "error": string_to_html('\n'.join(tb_message))}
finally:
output = get_output(user, name)
result['output'] = string_to_html(output)
cache.put('response', json.dumps(result))
