def optimize(self, alias=DEFAULT_MT4_NAME):
"""
"""
self.optimization = True
self._prepare(alias=alias)
bt_conf = self._get_conf_abs_path(alias=alias)
mt4 = get_mt4(alias=alias)
mt4.run(self.ea_name, conf=bt_conf)
ret = OptimizationReport(self)
return ret
def run(self, alias=DEFAULT_MT4_NAME):
"""
Notes:
run backtest
"""
self.optimization = False
self._prepare(alias=alias)
bt_conf = self._get_conf_abs_path(alias=alias)
mt4 = get_mt4(alias=alias)
mt4.run(self.ea_name, conf=bt_conf)
ret = BacktestReport(self)
return ret
def _create_conf(self, alias=DEFAULT_MT4_NAME):
"""
Notes:
create config file(.conf) which is used parameter of terminal.exe
in %APPDATA%\\MetaQuotes\\Terminal\\<UUID>\\tester
file contents goes to
TestExpert=SampleEA
TestExpertParameters=SampleEA.set
TestSymbol=USDJPY
TestPeriod=M5
TestModel=0
TestSpread=5
TestOptimization=true
TestDateEnable=true
TestFromDate=2014.09.01
TestToDate=2015.01.05
TestReport=SampleEA
TestReplaceReport=false
TestShutdownTerminal=true
"""
mt4 = get_mt4(alias=alias)
conf_file = os.path.join(mt4.appdata_path, 'tester', '%s.conf' % self.ea_name)
# shutdown_terminal must be True.
# If false, popen don't end and backtest report analyze don't start.
shutdown_terminal = True
with open(conf_file, 'w') as fp:
fp.write('TestExpert=%s\n' % self.ea_name)
fp.write('TestExpertParameters=%s.set\n' % self.ea_name)
fp.write('TestSymbol=%s\n' % self.symbol)
fp.write('TestPeriod=%s\n' % self.period)
fp.write('TestModel=%s\n' % self.model)
fp.write('TestSpread=%s\n' % self.spread)
fp.write('TestOptimization=%s\n' % str(self.optimization).lower())
fp.write('TestDateEnable=true\n')
fp.write('TestFromDate=%s\n' % self.from_date.strftime('%Y.%m.%d'))
fp.write('TestToDate=%s\n' % self.to_date.strftime('%Y.%m.%d'))
fp.write('TestReport=%s\n' % self.ea_name)
fp.write('TestReplaceReport=%s\n' % str(self.replace_report).lower())
fp.write('TestShutdownTerminal=%s\n' % str(shutdown_terminal).lower())
def _create_param(self, alias=DEFAULT_MT4_NAME):
"""
Notes:
create ea parameter file(.set) in %APPDATA%\\MetaQuotes\\Terminal\\<UUID>\\tester
Args:
ea_name(string): ea name
"""
mt4 = get_mt4(alias=alias)
param_file = os.path.join(mt4.appdata_path, 'tester', '%s.set' % self.ea_name)
with open(param_file, 'w') as fp:
for k in self.param:
values = self.param[k].copy()
value = values.pop('value')
fp.write('%s=%s\n' % (k, value))
if self.optimization:
if values.has_key('max') and values.has_key('interval'):
fp.write('%s,F=1\n' % k)
fp.write('%s,1=%s\n' % (k, value))
interval = values.pop('interval')
fp.write('%s,2=%s\n' % (k,interval))
maximum = values.pop('max')
fp.write('%s,3=%s\n' % (k,maximum))
else:
# if this value won't be optimized, write unused dummy data for same format.
fp.write('%s,F=0\n' % k)
fp.write('%s,1=0\n' % k)
fp.write('%s,2=0\n' % k)
fp.write('%s,3=0\n' % k)
else:
if type(value) == str:
# this ea arg is string. then don't write F,1,2,3 section in config
pass
else:
# write unused dummy data for same format.
fp.write('%s,F=0\n' % k)
fp.write('%s,1=0\n' % k)
fp.write('%s,2=0\n' % k)
fp.write('%s,3=0\n' % k)
def _create_param(self, alias=DEFAULT_MT4_NAME):
"""
Notes:
create ea parameter file(.set) in %APPDATA%\\MetaQuotes\\Terminal\\<UUID>\\tester
Args:
ea_name(string): ea name
"""
mt4 = get_mt4(alias=alias)
param_file = os.path.join(mt4.appdata_path, 'tester', '%s.set' % self.ea_name)
with open(param_file, 'w') as fp:
for k in self.param:
values = self.param[k].copy()
value = values.pop('value')
fp.write('%s=%s\n' % (k, value))
if self.optimization:
if values.has_key('max') and values.has_key('interval'):
fp.write('%s,F=1\n' % k)
fp.write('%s,1=%s\n' % (k, value))
interval = values.pop('interval')
fp.write('%s,2=%s\n' % (k, interval))
maximum = values.pop('max')
fp.write('%s,3=%s\n' % (k, maximum))
else:
# if this value won't be optimized, write unused dummy data for same format.
fp.write('%s,F=0\n' % k)
fp.write('%s,1=0\n' % k)
fp.write('%s,2=0\n' % k)
fp.write('%s,3=0\n' % k)
else:
if type(value) == str:
# this ea arg is string. then don't write F,1,2,3 section in config
pass
else:
# write unused dummy data for same format.
fp.write('%s,F=0\n' % k)
fp.write('%s,1=0\n' % k)
fp.write('%s,2=0\n' % k)
fp.write('%s,3=0\n' % k)
def _get_conf_abs_path(self, alias=DEFAULT_MT4_NAME):
mt4 = get_mt4(alias=alias)
conf_file = os.path.join(mt4.appdata_path, 'tester',
'%s.conf' % self.ea_name)
return conf_file
def get_report_abs_path(ea_name, alias=DEFAULT_MT4_NAME):
import os
mt4 = get_mt4(alias=alias)
report = os.path.join(mt4.appdata_path, '%s.htm' % ea_name)
return report
def get_report_abs_path(ea_name, alias=DEFAULT_MT4_NAME):
import os
mt4 = get_mt4(alias=alias)
report = os.path.join(mt4.appdata_path, '%s.htm' % ea_name)
return report
def _get_conf_abs_path(self, alias=DEFAULT_MT4_NAME):
mt4 = get_mt4(alias=alias)
conf_file = os.path.join(mt4.appdata_path, 'tester', '%s.conf' % self.ea_name)
return conf_file
