def run_main(data):
vessel = Vessel()
vessel.add_data(data)
stra = get_a_strategy()
vessel.add_strategy(stra)
vessel.set_params({"looper":
{"initial_capital": 100000,
"commission": 0.005,
"deal_pattern": "price",
"size_map": {"ag1912.SHFE": 15},
"today_commission": 0.005,
"yesterday_commission": 0.02,
"close_commission": 0.005,
"slippage_sell": 0,
"slippage_cover": 0,
"slippage_buy": 0,
"slippage_short": 0,
"close_pattern": "yesterday",
},
"strategy": {}
})
vessel.run()
from pprint import pprint
result = vessel.get_result()
pprint(result)
def run_main(data):
vessel = Vessel()
vessel.add_data(data)
# vessel.add_data(dat)
stra = DoubleMaStrategy("ma")
vessel.add_strategy(stra)
vessel.set_params({
"looper": {
"initial_capital": 100000,
"commission": 0.005,
"deal_pattern": "price",
"size_map": {
"rb2001.SHFE": 15
},
"today_commission": 0.005,
"yesterday_commission": 0.05,
"close_commission": 0.005,
"slippage_sell": 0,
"slippage_cover": 0,
"slippage_buy": 0,
"slippage_short": 0,
"close_pattern": "yesterday",
},
"strategy": {}
})
vessel.run()
from pprint import pprint
result = vessel.get_result(report=True, auto_open=True)
def run_main(result):
vessel = Vessel()
result = list(result.values())
for x in result:
x['datetime'] = x['datetime'].to_pydatetime()
print(len(result))
vessel.add_data(result)
vessel.add_strategy(double_ma)
vessel.set_params({"looper":
{"initial_capital": 2000000,
"commission": 0.005,
"deal_pattern": "price",
"size_map": {"cu2001.SHFE": 15},
"today_commission": 0.005,
"yesterday_commission": 0.02,
"close_commission": 0.005,
"slippage_sell": 0,
"slippage_cover": 0,
"slippage_buy": 0,
"slippage_short": 0,
"close_pattern": "yesterday",
},
"strategy": {}
})
vessel.run()
from pprint import pprint
result = vessel.get_result()
pprint(result)
def run(self):
# try:
vessel = Vessel()
for i in self.data:
vessel.add_data(i)
for i in self.strategy:
vessel.add_strategy(i)
vessel.set_params({"looper": self.params, "strategy": {}})
vessel.run()
result = vessel.get_result(report=True)
error = ""
# except Exception as e:
# result = ""
# error = str(e)
self.sig.emit({
"name": self.name,
"url": result,
"error": error,
})