def main(num, init):
if init:
from abat.backend.orm import init
init()
stg_func = strategy_list[num]
DEBUG = False
# 参数设置
strategy_params = {}
md_agent_params_list = [
# {
# 'name': 'min1',
# 'md_period': PeriodType.Min1,
# 'instrument_id_list': ['rb1805', 'i1801'], # ['jm1711', 'rb1712', 'pb1801', 'IF1710'],
# 'init_md_date_to': '2017-9-1',
# 'dict_or_df_as_param': dict
# },
{
'name': 'tick',
'md_period': PeriodType.Tick,
'instrument_id_list': ['ethusdt', 'eosusdt'], #
}
]
run_mode_realtime_params = {
'run_mode': RunMode.Realtime,
'enable_timer_thread': True,
'seconds_of_timer_interval': 15,
}
run_mode_backtest_params = {
'run_mode': RunMode.Backtest,
'date_from': '2017-9-4',
'date_to': '2017-9-27',
'init_cash': 1000000,
'trade_mode': BacktestTradeMode.Order_2_Deal
}
# run_mode = RunMode.BackTest
# 初始化策略处理器
stghandler = StgHandlerBase.factory(
stg_class_obj=stg_func,
strategy_params=strategy_params,
md_agent_params_list=md_agent_params_list,
**run_mode_realtime_params)
if DEBUG:
stghandler.run()
else:
# 开始执行策略
stghandler.start()
try:
while True:
# 策略执行 2 分钟后关闭
time.sleep(2)
except KeyboardInterrupt:
logger.warning('程序中断中...')
stghandler.keep_running = False
stghandler.join(timeout=2)
logger.info("执行结束")
'run_mode': RunMode.Realtime,
'enable_timer_thread': True,
'seconds_of_timer_interval': 15,
}
run_mode_backtest_params = {
'run_mode': RunMode.Backtest,
'date_from': '2017-9-4',
'date_to': '2017-9-27',
'init_cash': 1000000,
'trade_mode': BacktestTradeMode.Order_2_Deal
}
# run_mode = RunMode.BackTest
# 初始化策略处理器
stghandler = StgHandlerBase.factory(
stg_class_obj=ReadFileStg,
strategy_params=strategy_params,
md_agent_params_list=md_agent_params_list,
**run_mode_realtime_params)
if DEBUG:
stghandler.run()
else:
# 开始执行策略
stghandler.start()
# 策略执行 2 分钟后关闭
time.sleep(180)
stghandler.keep_running = False
stghandler.join()
logging.info("执行结束")
# print(os.path.abspath(r'..\file_order'))
md_agent_params_list = [{
'name': 'min1',
'md_period': PeriodType.Min1,
'instrument_id_list':
['ethbtc'], # ['jm1711', 'rb1712', 'pb1801', 'IF1710'],
'init_md_date_to': '2018-6-17',
'init_md_date_to': '2018-6-19',
}]
run_mode_realtime_params = {
'run_mode': RunMode.Realtime,
}
run_mode_backtest_params = {
'run_mode': RunMode.Backtest,
'date_from': '2018-6-18',
'date_to': '2018-6-19',
'init_cash': 1000000,
'trade_mode': BacktestTradeMode.Order_2_Deal
}
# run_mode = RunMode.BackTest
# 初始化策略处理器
stghandler = StgHandlerBase.factory(
stg_class_obj=MACroseStg,
strategy_params=strategy_params,
md_agent_params_list=md_agent_params_list,
**run_mode_backtest_params)
stghandler.start()
time.sleep(10)
stghandler.keep_running = False
stghandler.join()
logging.info("执行结束")
'md_period': PeriodType.Tick,
'instrument_id_list': ['ethusdt', 'eosusdt'], # ['jm1711', 'rb1712', 'pb1801', 'IF1710'],
}]
run_mode_realtime_params = {
'run_mode': RunMode.Realtime,
'enable_timer_thread': True,
'seconds_of_timer_interval': 15,
}
run_mode_backtest_params = {
'run_mode': RunMode.Backtest,
'date_from': '2017-9-4',
'date_to': '2017-9-27',
'init_cash': 1000000,
'trade_mode': BacktestTradeMode.Order_2_Deal
}
# run_mode = RunMode.BackTest
# 初始化策略处理器
stghandler = StgHandlerBase.factory(
stg_class_obj=ReadFileStg,
strategy_params=strategy_params,
md_agent_params_list=md_agent_params_list,
**run_mode_realtime_params)
# 开始执行策略
stghandler.start()
# 策略执行 2 分钟后关闭
time.sleep(120)
stghandler.keep_running = False
stghandler.join()
logging.info("执行结束")
# print(os.path.abspath(r'..\file_order'))