def add(ctx, arguments):
pass_ctx_from_parent(ctx)
if ctx.name == '*':
ctx.name = datetime.datetime.today().strftime('%Y%m%d')
ctx.arguments = {arg[0]: arg[1] for arg in arguments}
cv = EXTENSION_REGISTRY_BT.get_extension(ctx.group)(ctx)
cv.write_data_to_journal()
cv.read_data_from_journal()
def rm(ctx, filepath, time):
pass_ctx_from_parent(ctx)
journal_path = os.path.join(ctx.home, ctx.category, ctx.group, ctx.name)
if os.path.exists(journal_path) or '*' in journal_path:
for file in glob.glob(journal_path):
shutil.rmtree(file)
click.echo('history journals in {} is cleared'.format(file))
else:
click.echo('invalid journal path')
# yarn dev backtest -g tushare rm
def run(ctx, path, session_id):
pass_ctx_from_parent(ctx)
ctx.path = path
ctx.low_latency = False
ctx.logger = create_logger(
ctx.name, ctx.log_level,
pyyjj.location(pyyjj.mode.BACKTEST, pyyjj.category.STRATEGY, ctx.group,
ctx.name, ctx.locator))
ctx.strategy = Strategy(ctx)
runner = Runner(ctx, pyyjj.mode.BACKTEST)
runner.add_strategy(ctx.strategy)
ctx.session_id = session_id
setup(ctx, session_id, run, runner)
runner.run()
def trace(ctx, session_id, io_type, tablefmt, pager):
pass_ctx_from_parent(ctx)
trace_df = kfj.trace_journal(ctx, session_id, io_type)
trace_df['gen_time'] = trace_df['gen_time'].apply(
lambda t: kft.strftime(t))
trace_df['trigger_time'] = trace_df['trigger_time'].apply(
lambda t: kft.strftime(t))
table = tabulate(trace_df.values,
headers=trace_df.columns,
tablefmt=tablefmt)
if pager:
click.echo_via_pager(table)
else:
click.echo(table)
# yarn dev backtest -g xtp -n tushare trace -t out -i 1
def sessions(ctx, sortby, ascending, tablefmt, pager):
pass_ctx_from_parent(ctx)
all_sessions = kfj.find_sessions(ctx).sort_values(by=sortby,
ascending=ascending)
all_sessions['begin_time'] = all_sessions['begin_time'].apply(
lambda t: kft.strftime(t, kft.SESSION_DATETIME_FORMAT))
all_sessions['end_time'] = all_sessions['end_time'].apply(
lambda t: kft.strftime(t, kft.SESSION_DATETIME_FORMAT))
all_sessions['duration'] = all_sessions['duration'].apply(
lambda t: kft.strftime(t - kft.DURATION_TZ_ADJUST, kft.DURATION_FORMAT
))
table = tabulate(all_sessions.values,
headers=all_sessions.columns,
tablefmt=tablefmt)
if pager:
click.echo_via_pager(table)
else:
click.echo(table)
# yarn dev backtest -g xtp -n tushare sessions