def _test_use(is_plot):
stghandler = get_stg_handler(retrain_period=7)
stghandler.start()
time.sleep(10)
stghandler.keep_running = False
stghandler.join()
stg_run_id = stghandler.stg_run_id
logging.info("执行结束 stg_run_id = %d", stg_run_id)
if is_plot:
# from ibats_common.analysis.plot_db import show_order, show_cash_and_margin, show_rr_with_md
# from ibats_common.analysis.summary import summary_rr
# show_order(stg_run_id)
# df = show_cash_and_margin(stg_run_id)
# sum_df, symbol_rr_dic, save_file_path_dic = show_rr_with_md(stg_run_id)
# for symbol, rr_df in symbol_rr_dic.items():
# col_transfer_dic = {'return': rr_df.columns}
# summary_rr(rr_df, figure_4_each_col=True, col_transfer_dic=col_transfer_dic)
from ibats_common.analysis.summary import summary_stg_2_docx
from ibats_utils.mess import open_file_with_system_app
file_path = summary_stg_2_docx(stg_run_id)
if file_path is not None:
open_file_with_system_app(file_path)
return stg_run_id
def _test_use(is_plot):
from ibats_common.backend.mess import get_folder_path
import os
# 参数设置
run_mode = RunMode.Backtest
trade_mode = BacktestTradeMode.Order_2_Deal
calc_mode = CalcMode.Normal
md_agent_params_list = [{
'md_period':
PeriodType.Min1,
'instrument_id_list': ['RB'],
'datetime_key':
'trade_date',
'init_md_date_from':
'1995-1-1', # 行情初始化加载历史数据，供策略分析预加载使用
'init_md_date_to':
'2010-1-1',
'file_path':
os.path.abspath(
os.path.join(get_folder_path('example', create_if_not_found=False),
'data', 'RB.csv')),
'symbol_key':
'instrument_type',
}]
if run_mode == RunMode.Realtime:
strategy_params = {'unit': 100}
trade_agent_params = {}
strategy_handler_param = {}
elif run_mode == RunMode.Backtest:
strategy_params = {'unit': 100}
trade_agent_params = {
'trade_mode': trade_mode,
'init_cash': 1000000,
"calc_mode": calc_mode,
}
strategy_handler_param = {
'date_from': '2010-1-1', # 策略回测历史数据，回测指定时间段的历史行情
'date_to': '2018-10-18',
}
else:
# RunMode.Backtest_FixPercent
strategy_params = {'unit': 1}
trade_agent_params = {
'trade_mode': trade_mode,
"calc_mode": calc_mode,
}
strategy_handler_param = {
'date_from': '2010-1-1', # 策略回测历史数据，回测指定时间段的历史行情
'date_to': '2018-10-18',
}
# 初始化策略处理器
stghandler = strategy_handler_factory(
stg_class=MACrossStg,
strategy_params=strategy_params,
md_agent_params_list=md_agent_params_list,
exchange_name=ExchangeName.LocalFile,
run_mode=run_mode,
trade_agent_params=trade_agent_params,
strategy_handler_param=strategy_handler_param,
)
stghandler.start()
time.sleep(10)
stghandler.keep_running = False
stghandler.join()
stg_run_id = stghandler.stg_run_id
logging.info("执行结束 stg_run_id = %d", stg_run_id)
if is_plot:
# from ibats_common.analysis.plot_db import show_order, show_cash_and_margin, show_rr_with_md
# from ibats_common.analysis.summary import summary_rr
# show_order(stg_run_id)
# df = show_cash_and_margin(stg_run_id)
# sum_df, symbol_rr_dic, save_file_path_dic = show_rr_with_md(stg_run_id)
# for symbol, rr_df in symbol_rr_dic.items():
# col_transfer_dic = {'return': rr_df.columns}
# summary_rr(rr_df, figure_4_each_col=True, col_transfer_dic=col_transfer_dic)
from ibats_common.analysis.summary import summary_stg_2_docx
from ibats_utils.mess import open_file_with_system_app
file_path = summary_stg_2_docx(stg_run_id)
if file_path is not None:
open_file_with_system_app(file_path)
return stg_run_id