def run(config, source_code=None):
# [Deprecated]
from rqalpha.utils.config import parse_config
from rqalpha import main
config = parse_config(config, source_code=source_code)
return main.run(config, source_code=source_code)
def run(**kwargs):
"""
Start to run a strategy
"""
config_path = kwargs.get('config_path', None)
if config_path is not None:
config_path = os.path.abspath(config_path)
kwargs.pop('config_path')
if not kwargs.get('base__securities', None):
kwargs.pop('base__securities', None)
from rqalpha import main
source_code = kwargs.get("base__source_code")
cfg = parse_config(kwargs, config_path=config_path, click_type=True, source_code=source_code)
source_code = cfg.base.source_code
results = main.run(cfg, source_code=source_code)
# store results into ipython when running in ipython
from rqalpha.utils import is_run_from_ipython
if results is not None and is_run_from_ipython():
import IPython
from rqalpha.utils import RqAttrDict
ipy = IPython.get_ipython()
report = results.get("sys_analyser", {})
ipy.user_global_ns["results"] = results
ipy.user_global_ns["report"] = RqAttrDict(report)
def run_func(**kwargs):
from rqalpha.utils import dummy_func
from rqalpha.utils.py2 import clear_all_cached_functions
from rqalpha.utils.config import parse_config
from rqalpha import main
config = kwargs.get('config', kwargs.get('__config__', None))
user_funcs = {
'init': kwargs.get('init', dummy_func),
'handle_bar': kwargs.get('handle_bar', dummy_func),
'handle_tick': kwargs.get('handle_tick', dummy_func),
'before_trading': kwargs.get('before_trading', dummy_func),
'after_trading': kwargs.get('after_trading', dummy_func)
}
if config is None:
config = {}
else:
assert isinstance(config, dict)
try:
del config["base"]["strategy_file"]
except:
pass
config = parse_config(config, user_funcs=user_funcs)
clear_all_cached_functions()
return main.run(config, user_funcs=user_funcs)
def quotation_server(redis_url):
"""
[sys_stock_realtime] quotation service, download market data into redis
Multiple RQAlpha instance can use single market data service.
"""
import redis
import time
import json
from .utils import get_realtime_quotes
redis_client = redis.from_url(redis_url)
from rqalpha.data.data_proxy import DataProxy
config = parse_config({}, verify_config=False)
data_source = BaseDataSource(config.base.data_bundle_path)
data_proxy = DataProxy(data_source)
order_book_id_list = sorted(ins.order_book_id for ins in data_proxy.all_instruments("CS"))
def record_market_data(total_df):
for order_book_id, item in total_df.iterrows():
redis_client[order_book_id] = json.dumps(item.to_dict())
while True:
try:
total_df = get_realtime_quotes(order_book_id_list, include_limit=True)
except Exception as e:
system_log.exception("get_realtime_quotes fail. {}", e)
continue
system_log.info("Fetching snapshots, size {}", len(total_df))
record_market_data(total_df)
time.sleep(1)
def run_code(code, config=None):
from rqalpha.utils.config import parse_config
from rqalpha.utils.py2 import clear_all_cached_functions
from rqalpha import main
if config is None:
config = {}
else:
assert isinstance(config, dict)
try:
del config["base"]["strategy_file"]
except:
pass
config = parse_config(config, source_code=code)
clear_all_cached_functions()
return main.run(config, source_code=code)
def run_file(strategy_file_path, config=None):
from rqalpha.utils.config import parse_config
from rqalpha.utils.py2 import clear_all_cached_functions
from rqalpha import main
if config is None:
config = {
"base": {
"strategy_file": strategy_file_path
}
}
else:
assert isinstance(config, dict)
if "base" in config:
config["base"]["strategy_file"] = strategy_file_path
else:
config["base"] = {
"strategy_file": strategy_file_path
}
config = parse_config(config)
clear_all_cached_functions()
return main.run(config)
def run(**kwargs):
"""
Start to run a strategy
"""
config_path = kwargs.get('config_path', None)
if config_path is not None:
config_path = os.path.abspath(config_path)
kwargs.pop('config_path')
if not kwargs.get('base__securities', None):
kwargs.pop('base__securities', None)
from rqalpha import main
source_code = kwargs.get("base__source_code")
"""
解析完整配置
"""
cfg = parse_config(kwargs,
config_path=config_path,
click_type=True,
source_code=source_code)
source_code = cfg.base.source_code
"""
执行业务逻辑
"""
results = main.run(cfg, source_code=source_code)
# store results into ipython when running in ipython
from rqalpha.utils import is_run_from_ipython
if results is not None and is_run_from_ipython():
import IPython
from rqalpha.utils import RqAttrDict
ipy = IPython.get_ipython()
report = results.get("sys_analyser", {})
ipy.user_global_ns["results"] = results
ipy.user_global_ns["report"] = RqAttrDict(report)
if results is None:
sys.exit(1)
def run_func(**kwargs):
from rqalpha.utils.functools import clear_all_cached_functions
from rqalpha.utils.config import parse_config
from rqalpha import main
config = kwargs.get('config', kwargs.get('__config__', None))
user_funcs = {
k: kwargs[k]
for k in ['init', 'handle_bar', 'handle_tick', 'open_auction', 'before_trading', 'after_trading']
if k in kwargs
}
if config is None:
config = {}
else:
assert isinstance(config, dict)
try:
del config["base"]["strategy_file"]
except:
pass
config = parse_config(config, user_funcs=user_funcs)
clear_all_cached_functions()
return main.run(config, user_funcs=user_funcs)
def quotation_server(redis_url):
"""
[sys_stock_realtime] quotation service, download market data into redis
Multiple RQAlpha instance can use single market data service.
"""
import redis
import time
import json
from .utils import get_realtime_quotes
redis_client = redis.from_url(redis_url)
from rqalpha.data.data_proxy import DataProxy
config = parse_config({}, verify_config=False)
data_source = BaseDataSource(config.base.data_bundle_path)
data_proxy = DataProxy(data_source)
order_book_id_list = sorted(ins.order_book_id
for ins in data_proxy.all_instruments("CS"))
def record_market_data(total_df):
for order_book_id, item in total_df.iterrows():
redis_client[order_book_id] = json.dumps(item.to_dict())
while True:
try:
total_df = get_realtime_quotes(order_book_id_list,
include_limit=True)
except Exception as e:
system_log.exception("get_realtime_quotes fail. {}", e)
continue
system_log.info("Fetching snapshots, size {}", len(total_df))
record_market_data(total_df)
time.sleep(1)
def run_file(strategy_file_path, config=None):
# type: (str, Optional[dict]) -> dict
"""
传入策略文件路径运行回测。
:param strategy_file_path: 策略文件路径
:param config: 策略配置项字典，默认为空，此处传入的配置项优先级高于策略内 :code:`__config__` 中的配置项
:example:
.. code-block:: python
config = {
"base": {
...
}
}
run_file("strategy.py", config=config)
"""
from rqalpha.utils.config import parse_config
from rqalpha.utils.functools import clear_all_cached_functions
from rqalpha import main
if config is None:
config = {"base": {"strategy_file": strategy_file_path}}
else:
assert isinstance(config, dict)
if "base" in config:
config["base"]["strategy_file"] = strategy_file_path
else:
config["base"] = {"strategy_file": strategy_file_path}
config = parse_config(config)
clear_all_cached_functions()
return main.run(config)
def atsmain(strategy_path):
config_info = parse_config({}, strategy_path)
main.run(config_info)
def atsmain(strategyPath):
configInfo = parse_config({}, strategyPath)
main.run(configInfo)