示例#1
0
    def run(self):
        # try:
        vessel = CtpBee("looper", __name__)

        vessel.add_data(*self.data)
        for i in self.strategy:
            vessel.add_extension(i)
        config = {"PATTERN": "LOOPER"}
        config.update(self.params)
        vessel.config.from_mapping(config)
        vessel.start()
        result = vessel.get_result(report=True)
        del_app(vessel.name)
        error = ""
        # except Exception as e:
        #     result = ""
        #     error = str(e)
        self.sig.emit({
            "name": self.name,
            "url": result,
            "error": error,
        })
示例#2
0
    info = {
        "PATTERN": "looper",
        "LOOPER": {
            "initial_capital": 100000,
            "margin_ratio": {
                "rb2010.CTP": 0.00003,
            },
            "commission_ratio": {
                "rb2010.CTP": {
                    "close": 0.00001
                },
            },
            "size_map": {
                "rb2010.CTP": 10
            }
        }
    }
    app.config.from_mapping(info)
    strategy = DoubleMaStrategy("ma")

    data_api = DataApi()
    data = data_api.get_tick("rb2010",
                             start_date="2020-04-10",
                             end_date="2020-07-21",
                             today=False)
    # data = data_support.get_future_min("rb2010.SHFE", frq="1min", start="2019-10-01", end="2020-07-15")
    app.add_data(data)
    app.add_extension(strategy)
    app.start()
    result = app.get_result(report=True, auto_open=True)