def index():
json_scorecards = retrieve_all_scorecards(db[BKT_SCORECARDS])
json_ptrading = json.dumps(get_traded_strategies(db[PAPER_TRADING], True),
default=to_json)
response.set_header('Content-Type', 'text/html')
return template('templates/backtests',
json_scorecards=json_scorecards,
json_ptrading=json_ptrading)
def main(args):
db = MongoClient(args.host, args.port)[args.db]
now = datetime.datetime.utcnow()
markets = list(islice(get_future_markets(hours=args.hours), 0, 1))
logging.info('Found %d horse races in the next %d hours' % (len(markets), args.hours))
strats = get_traded_strategies(db[args.paper_trading], True)
for s in strats:
strat = Balius.from_dict(db[BKT_STRATEGIES].find_one({'_id': s['strategy_id']}))
strat.max_expsoure = 1e6
ex = PaperExecutionService()
backtest(ex, strat, markets)
bets = ex.get_mu_bets()[0]
if len(bets) == 0:
logging.info('Strategy with id=%s did not place any bets.' % s['strategy_id'])
continue
for bet in bets:
bet['strategy_id'] = s['strategy_id']
bet['timestamp'] = now
db[args.paper_bets].insert(bets)
logging.info('Successfully insert %d bets for strategy with id=%s' % (len(bets), s['strategy_id']))
def index():
json_scorecards = retrieve_all_scorecards(db[BKT_SCORECARDS])
json_ptrading = json.dumps(get_traded_strategies(db[PAPER_TRADING], True), default=to_json)
response.set_header('Content-Type', 'text/html')
return template('templates/backtests', json_scorecards=json_scorecards, json_ptrading=json_ptrading)
def paper_strategies_trading():
strats = get_traded_strategies(db[PAPER_TRADING], True)
response.set_header('Content-Type', 'application/json')
return json.dumps(strats, default=to_json)
def paper_summary():
json_strats = json.dumps(get_traded_strategies(db[PAPER_TRADING]), default=to_json)
response.set_header('Content-Type', 'text/html')
return template('templates/paper', json_strats=json_strats)
def paper_strategies_trading():
strats = get_traded_strategies(db[PAPER_TRADING], True)
response.set_header('Content-Type', 'application/json')
return json.dumps(strats, default=to_json)
def paper_summary():
json_strats = json.dumps(get_traded_strategies(db[PAPER_TRADING]),
default=to_json)
response.set_header('Content-Type', 'text/html')
return template('templates/paper', json_strats=json_strats)
