def set_loggers(config):
from rqalpha.utils.logger import user_log, user_system_log, user_detail_log, system_log, basic_system_log, std_log
from rqalpha.utils.logger import user_std_handler, init_logger
from rqalpha.utils import logger
extra_config = config.extra
init_logger()
for log in [
basic_system_log, system_log, std_log, user_system_log,
user_detail_log
]:
log.level = getattr(logbook, config.extra.log_level.upper(),
logbook.NOTSET)
user_log.level = logbook.DEBUG
if extra_config.log_level.upper() != "NONE":
if not extra_config.user_log_disabled:
user_log.handlers.append(user_std_handler)
if not extra_config.user_system_log_disabled:
user_system_log.handlers.append(user_std_handler)
for logger_name, level in extra_config.logger:
getattr(logger, logger_name).level = getattr(logbook, level.upper())
def set_loggers(config):
from rqalpha.utils.logger import user_log, user_system_log, system_log
from rqalpha.utils.logger import init_logger
from rqalpha.utils import logger
extra_config = config.extra
init_logger()
for log in [system_log, user_system_log]:
log.level = getattr(logbook, config.extra.log_level.upper(),
logbook.NOTSET)
user_log.level = logbook.DEBUG
if extra_config.log_level.upper() != "NONE":
if extra_config.user_log_disabled:
user_log.disable()
else:
user_log.enable()
if extra_config.user_system_log_disabled:
user_system_log.disable()
else:
user_system_log.enable()
for logger_name, level in extra_config.logger:
getattr(logger, logger_name).level = getattr(logbook, level.upper())
def set_loggers(config):
from rqalpha.utils.logger import user_log, user_system_log, system_log
from rqalpha.utils.logger import init_logger
from rqalpha.utils import logger
extra_config = config.extra
init_logger()
for log in [system_log, user_system_log]:
log.level = getattr(logbook, config.extra.log_level.upper(), logbook.NOTSET)
user_log.level = getattr(logbook, config.extra.user_log_level.upper(), logbook.WARNING)
for logger_name, level in extra_config.logger:
getattr(logger, logger_name).level = getattr(logbook, level.upper())
def set_loggers(config):
from rqalpha.utils.logger import user_log, user_system_log, user_detail_log, system_log, basic_system_log, std_log
from rqalpha.utils.logger import user_std_handler, init_logger
from rqalpha.utils import logger
extra_config = config.extra
init_logger()
for log in [basic_system_log, system_log, std_log, user_log, user_system_log, user_detail_log]:
log.level = getattr(logbook, config.extra.log_level.upper(), logbook.NOTSET)
if extra_config.log_level.upper() != "NONE":
if not extra_config.user_log_disabled:
user_log.handlers.append(user_std_handler)
if not extra_config.user_system_log_disabled:
user_system_log.handlers.append(user_std_handler)
for logger_name, level in extra_config.logger:
getattr(logger, logger_name).level = getattr(logbook, level.upper())
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
init_logger()
add_log_handlers(config)
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)
broker = env.broker
assert broker is not None
env.portfolio = broker.get_portfolio()
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()
# FIXME
start_dt = datetime.datetime.combine(config.base.start_date, datetime.datetime.min.time())
env.calendar_dt = start_dt
env.trading_dt = start_dt
env.event_bus.publish_event(Event(EVENT.POST_SYSTEM_INIT))
scope = create_base_scope()
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)
if config.base.persist:
persist_provider = env.persist_provider
persist_helper = PersistHelper(persist_provider, env.event_bus, config.base.persist_mode)
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.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):
user_strategy.init()
from .core.executor import Executor
Executor(env).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:
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:
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:
result = mod_handler.tear_down(const.EXIT_CODE.EXIT_SUCCESS)
system_log.debug(_(u"strategy run successfully, normal exit"))
return result
