def run_algo(request):
"""
运行算法，ajax方法
:param request: code start end capital_base freq
:return: 运行后的数据，{'data': {}, 'status': ''}
annualized_return 年化收益率
benchmark_annualized_return 基准年化收益率
alpha 阿尔法
beta 贝塔
sharpe 夏普比率
volatility 收益波动率
information 信息比率
max_drawdown 最大回撤
cumulative_return: {'': 1} 策略累计收益率
benchmark_ cumulative_return {'': 1} 基准累计收益率
"""
if request.method == 'POST':
account_info = request.session.get('account')
code = request.POST.get('code')
start_date = request.POST.get('start', '2013-02-01')
end_date = request.POST.get('end', '2013-03-01')
capital_base = request.POST.get('capital_base', 100000)
freq = request.POST.get('freq', 'daily')
strategy_id = request.POST.get('strategy_id', 0)
#如果是登录用户，保存策略实例代码
code_ins_path = None
if account_info and strategy_id != 'demo':
s_strategy(account_id=account_info['id'],
strategy_id=strategy_id,
code=code,
params={
'start': start_date,
'end': end_date,
'capital_base': capital_base,
'freq': freq
})
code_ins_path = save_code_ins_file(account_info['id'], strategy_id,
code)
#运行代码
to_return_info = execute_code(code=code,
capital_base=capital_base,
start=start_date,
end=end_date,
freq=freq,
code_ins_path=code_ins_path)
if account_info and strategy_id != 'demo':
#运行实例保存
save_strategy_ins(account_info['id'], strategy_id, code_ins_path,
to_return_info, to_return_info)
return HttpResponse(json.dumps(to_return_info))
def new_strategy(request):
"""
/strategy/new
创建新的策略文件,默认直接返回初始代码，不可配置
成功后直接跳转到编辑页面
:param request: POST {'name': ''}
:return:
"""
if request.method == 'POST':
name = request.POST.get('strategy_name')
if len(Strategy.objects.filter(name=name)) > 0:
return HttpResponse(
json.dumps({
'status': 'error',
'data': u'策略名已存在！'
}))
start = (datetime.now(tz=pytz.UTC) +
timedelta(days=-14)).strftime('%Y-%m-%d')
end = (datetime.now(tz=pytz.UTC) +
timedelta(days=-7)).strftime('%Y-%m-%d')
visit_id = md5(
name.encode('utf-8') + str(request.session.get('account')['id']) +
str(datetime.now().strftime("%Y%m%d%H%M%S"))).hexdigest()
try:
result_info = s_strategy(
account_id=request.session.get('account')['id'],
strategy_id=None,
code=None,
params={
'name': name,
'start': start,
'end': end,
'capital_base': 100000,
'freq': u'每天',
'visit_id': visit_id
})
return HttpResponse(json.dumps(result_info))
except Exception, e:
log.error('==============Quant New Strategy Error: ', e)
return HttpResponse(
json.dumps({
'status': 'error',
'data': u'系统出现错误，请稍后再试!'
}))
def quant_template_save(request):
"""
模板配置保存, POST方法，
:param request: {'name': '', start: 'YYYY-mm-dd', end: '',
'capital_base': 100000, 'freq': '', code: ''}
:return:
"""
if request.method == 'POST':
name = request.POST.get('name', u'示例模板股票策略')
start = request.POST.get('start')
end = request.POST.get('end')
capital_base = request.POST.get('capital_base')
freq = request.POST.get('freq', 'daily')
visit_id = md5(
name.encode('utf-8') + str(request.session.get('account')['id']) +
str(datetime.now().strftime("%Y%m%d%H%M%S"))).hexdigest()
params = {
'name': name,
'start': start,
'end': end,
'capital_base': capital_base,
'freq': freq,
'visit_id': visit_id
}
try:
result_info = s_strategy(
account_id=request.session.get('account')['id'],
strategy_id=None,
code=request.POST.get('code', None),
params=params)
return HttpResponse(json.dumps(result_info))
except Exception, e:
log.error('===========Quant Template Save Error: ', e)
return HttpResponse(
json.dumps({
'status': 'error',
'data': u'生成策略失败'
}))