def set_loggers(config): from rqalpha.utils.logger import user_log, user_system_log, user_detail_log, system_log, basic_system_log, std_log from rqalpha.utils.logger import user_std_handler, init_logger from rqalpha.utils import logger extra_config = config.extra init_logger() for log in [ basic_system_log, system_log, std_log, user_system_log, user_detail_log ]: log.level = getattr(logbook, config.extra.log_level.upper(), logbook.NOTSET) user_log.level = logbook.DEBUG if extra_config.log_level.upper() != "NONE": if not extra_config.user_log_disabled: user_log.handlers.append(user_std_handler) if not extra_config.user_system_log_disabled: user_system_log.handlers.append(user_std_handler) for logger_name, level in extra_config.logger: getattr(logger, logger_name).level = getattr(logbook, level.upper())
def set_loggers(config): from rqalpha.utils.logger import user_log, user_system_log, system_log from rqalpha.utils.logger import init_logger from rqalpha.utils import logger extra_config = config.extra init_logger() for log in [system_log, user_system_log]: log.level = getattr(logbook, config.extra.log_level.upper(), logbook.NOTSET) user_log.level = logbook.DEBUG if extra_config.log_level.upper() != "NONE": if extra_config.user_log_disabled: user_log.disable() else: user_log.enable() if extra_config.user_system_log_disabled: user_system_log.disable() else: user_system_log.enable() for logger_name, level in extra_config.logger: getattr(logger, logger_name).level = getattr(logbook, level.upper())
def set_loggers(config): from rqalpha.utils.logger import user_log, user_system_log, system_log from rqalpha.utils.logger import init_logger from rqalpha.utils import logger extra_config = config.extra init_logger() for log in [system_log, user_system_log]: log.level = getattr(logbook, config.extra.log_level.upper(), logbook.NOTSET) user_log.level = getattr(logbook, config.extra.user_log_level.upper(), logbook.WARNING) for logger_name, level in extra_config.logger: getattr(logger, logger_name).level = getattr(logbook, level.upper())
def set_loggers(config): from rqalpha.utils.logger import user_log, user_system_log, user_detail_log, system_log, basic_system_log, std_log from rqalpha.utils.logger import user_std_handler, init_logger from rqalpha.utils import logger extra_config = config.extra init_logger() for log in [basic_system_log, system_log, std_log, user_log, user_system_log, user_detail_log]: log.level = getattr(logbook, config.extra.log_level.upper(), logbook.NOTSET) if extra_config.log_level.upper() != "NONE": if not extra_config.user_log_disabled: user_log.handlers.append(user_std_handler) if not extra_config.user_system_log_disabled: user_system_log.handlers.append(user_std_handler) for logger_name, level in extra_config.logger: getattr(logger, logger_name).level = getattr(logbook, level.upper())
def run(config, source_code=None, user_funcs=None): env = Environment(config) persist_helper = None init_succeed = False mod_handler = ModHandler() try: # avoid register handlers everytime # when running in ipython init_logger() add_log_handlers(config) if source_code is not None: env.set_strategy_loader(SourceCodeStrategyLoader(source_code)) elif user_funcs is not None: env.set_strategy_loader(UserFuncStrategyLoader(user_funcs)) else: env.set_strategy_loader(FileStrategyLoader(config.base.strategy_file)) env.set_global_vars(GlobalVars()) mod_handler.set_env(env) mod_handler.start_up() if not env.data_source: env.set_data_source(BaseDataSource(config.base.data_bundle_path)) env.set_data_proxy(DataProxy(env.data_source)) Scheduler.set_trading_dates_(env.data_source.get_trading_calendar()) scheduler = Scheduler(config.base.frequency) mod_scheduler._scheduler = scheduler env._universe = StrategyUniverse() _adjust_start_date(env.config, env.data_proxy) _validate_benchmark(env.config, env.data_proxy) broker = env.broker assert broker is not None env.portfolio = broker.get_portfolio() env.benchmark_portfolio = create_benchmark_portfolio(env) event_source = env.event_source assert event_source is not None bar_dict = BarMap(env.data_proxy, config.base.frequency) env.set_bar_dict(bar_dict) if env.price_board is None: from .core.bar_dict_price_board import BarDictPriceBoard env.price_board = BarDictPriceBoard() ctx = ExecutionContext(const.EXECUTION_PHASE.GLOBAL) ctx._push() # FIXME start_dt = datetime.datetime.combine(config.base.start_date, datetime.datetime.min.time()) env.calendar_dt = start_dt env.trading_dt = start_dt env.event_bus.publish_event(Event(EVENT.POST_SYSTEM_INIT)) scope = create_base_scope() scope.update({ "g": env.global_vars }) apis = api_helper.get_apis() scope.update(apis) scope = env.strategy_loader.load(scope) if env.config.extra.enable_profiler: enable_profiler(env, scope) ucontext = StrategyContext() user_strategy = Strategy(env.event_bus, scope, ucontext) scheduler.set_user_context(ucontext) if not config.extra.force_run_init_when_pt_resume: with run_with_user_log_disabled(disabled=config.base.resume_mode): user_strategy.init() if config.extra.context_vars: for k, v in six.iteritems(config.extra.context_vars): setattr(ucontext, k, v) if config.base.persist: persist_provider = env.persist_provider persist_helper = PersistHelper(persist_provider, env.event_bus, config.base.persist_mode) persist_helper.register('core', CoreObjectsPersistProxy(scheduler)) persist_helper.register('user_context', ucontext) persist_helper.register('global_vars', env.global_vars) persist_helper.register('universe', env._universe) if isinstance(event_source, Persistable): persist_helper.register('event_source', event_source) persist_helper.register('portfolio', env.portfolio) if env.benchmark_portfolio: persist_helper.register('benchmark_portfolio', env.benchmark_portfolio) for name, module in six.iteritems(env.mod_dict): if isinstance(module, Persistable): persist_helper.register('mod_{}'.format(name), module) # broker will restore open orders from account if isinstance(broker, Persistable): persist_helper.register('broker', broker) persist_helper.restore() env.event_bus.publish_event(Event(EVENT.POST_SYSTEM_RESTORED)) init_succeed = True # When force_run_init_when_pt_resume is active, # we should run `init` after restore persist data if config.extra.force_run_init_when_pt_resume: assert config.base.resume_mode == True with run_with_user_log_disabled(disabled=False): user_strategy.init() from .core.executor import Executor Executor(env).run(bar_dict) if env.profile_deco: output_profile_result(env) except CustomException as e: if init_succeed and env.config.base.persist and persist_helper: persist_helper.persist() code = _exception_handler(e) mod_handler.tear_down(code, e) except Exception as e: if init_succeed and env.config.base.persist and persist_helper: persist_helper.persist() exc_type, exc_val, exc_tb = sys.exc_info() user_exc = create_custom_exception(exc_type, exc_val, exc_tb, config.base.strategy_file) code = _exception_handler(user_exc) mod_handler.tear_down(code, user_exc) else: result = mod_handler.tear_down(const.EXIT_CODE.EXIT_SUCCESS) system_log.debug(_(u"strategy run successfully, normal exit")) return result