def init(
self,
host: str,
proxy_host: str = "",
proxy_port: int = 0,
ping_interval: int = 60,
header: dict = None,
log_path: Optional[str] = None,
):
"""
:param host:
:param proxy_host:
:param proxy_port:
:param header:
:param ping_interval: unit: seconds, type: int
:param log_path: optional. file to save log.
"""
self.host = host
self.ping_interval = ping_interval # seconds
if log_path is not None:
self.logger = get_file_logger(log_path)
self.logger.setLevel(logging.DEBUG)
if header:
self.header = header
if proxy_host and proxy_port:
self.proxy_host = proxy_host
self.proxy_port = proxy_port
def save_output(self):
"""保存输出日志"""
logger = get_file_logger(
os.path.join(self.backtest_log_path, "output.log"))
logger.setLevel(logging.INFO)
for i in self.output_list:
logger.info(i)
def save_trade_data(self):
"""保存策略实盘数据
tips: 实盘时调用"""
if self.instance_name is None:
return
if not os.path.exists(self.save_path):
os.makedirs(self.save_path)
if len(self.order_list) != 0:
csv_add_rows(data_list=self.order_list,
header=[
"datetime", "direction", "exchange",
"gateway_name", "offset", "orderid", "price",
"status", "symbol", "time", "traded", "type",
"volume", "vt_orderid", "vt_symbol"
],
csv_path=os.path.join(self.save_path, "orders.csv"))
self.order_list = []
if len(self.trade_list) != 0:
csv_add_rows(data_list=self.trade_list,
header=[
"datetime", "direction", "exchange",
"gateway_name", "offset", "orderid", "price",
"symbol", "time", "tradeid", "volume",
"vt_orderid", "vt_symbol", "vt_tradeid"
],
csv_path=os.path.join(self.save_path, "trades.csv"))
self.trade_list = []
if len(self.output_list) != 0:
logger = get_file_logger(os.path.join(self.save_path,
"output.log"))
logger.setLevel(logging.INFO)
for output in self.output_list:
logger.info(output)
self.output_list = []
if len(self.daily_close_dict) != 0:
daily_close_file = os.path.join(self.save_path, "daily_close.json")
pre_close_dict = load_json(daily_close_file)
pre_close_dict.update(self.daily_close_dict)
save_json(daily_close_file, pre_close_dict)
list_dict = self.KLine_chart_dict.list_dict
if len(list_dict["datetime"]) != 0:
KLine_list = []
for i in range(len(list_dict["datetime"])):
row = []
for field in self.KLine_chart_dict.all_field:
row.append(list_dict[field][i])
KLine_list.append(row)
csv_add_rows(data_list=KLine_list,
header=self.KLine_chart_dict.all_field,
csv_path=os.path.join(self.save_path,
"KLineChart.csv"))
def init(
self,
url_base: str,
proxy_host: str = "",
proxy_port: int = 0,
log_path: Optional[str] = None,
):
"""
Init rest client with url_base which is the API root address.
e.g. 'https://www.bitmex.com/api/v1/'
:param url_base:
:param proxy_host:
:param proxy_port:
:param log_path: optional. file to save log.
"""
self.url_base = url_base
if log_path is not None:
self.logger = get_file_logger(log_path)
self.logger.setLevel(logging.DEBUG)
if proxy_host and proxy_port:
proxy = f"{proxy_host}:{proxy_port}"
self.proxies = {"http": proxy, "https": proxy}
