#update for backtest_handler

EXAMPLE/test_backtest/simplebacktest.py

@@ -73,9 +73,12 @@ def simple_backtest(AC, code, start, end):
                         code=item.code[0], time=item.date[0], amount=1000, towards=QA.ORDER_DIRECTION.BUY, price=0, order_model=QA.ORDER_MODEL.MARKET, amount_model=QA.AMOUNT_MODEL.BY_AMOUNT
                     )
                     if order:
-                        Broker.receive_order(QA.QA_Event(order=order, market_data=item))
-                        trade_mes = Broker.query_orders(AC.account_cookie, 'filled')
-                        res = trade_mes.loc[order.account_cookie, order.realorder_id]
+                        Broker.receive_order(QA.QA_Event(
+                            order=order, market_data=item))
+                        trade_mes = Broker.query_orders(
+                            AC.account_cookie, 'filled')
+                        res = trade_mes.loc[order.account_cookie,
+                                            order.realorder_id]
                         order.trade(res.trade_id, res.trade_price,
                                     res.trade_amount, res.trade_time)
 
@@ -84,9 +87,12 @@ def simple_backtest(AC, code, start, end):
                         code=item.code[0], time=item.date[0], amount=1000, towards=QA.ORDER_DIRECTION.SELL, price=0, order_model=QA.ORDER_MODEL.MARKET, amount_model=QA.AMOUNT_MODEL.BY_AMOUNT
                     )
                     if order:
-                        Broker.receive_order(QA.QA_Event(order=order, market_data=item))
-                        trade_mes = Broker.query_orders(AC.account_cookie, 'filled')
-                        res = trade_mes.loc[order.account_cookie, order.realorder_id]
+                        Broker.receive_order(QA.QA_Event(
+                            order=order, market_data=item))
+                        trade_mes = Broker.query_orders(
+                            AC.account_cookie, 'filled')
+                        res = trade_mes.loc[order.account_cookie,
+                                            order.realorder_id]
                         order.trade(res.trade_id, res.trade_price,
                                     res.trade_amount, res.trade_time)
         AC.settle()

QUANTAXIS/QACmd/__init__.py

@@ -32,15 +32,17 @@
 import subprocess
 import requests
 
+
+from QUANTAXIS.QACmd.runner import run_backtest, run
 from QUANTAXIS.QAApplication.QAAnalysis import QA_backtest_analysis_backtest
 from QUANTAXIS.QAUtil import QA_util_log_info, QA_Setting, QA_util_mongo_initial
 from QUANTAXIS.QASU.main import (QA_SU_save_stock_list, QA_SU_save_stock_min, QA_SU_save_stock_xdxr,
                                  QA_SU_save_stock_block, QA_SU_save_stock_info, QA_SU_save_stock_info_tushare,
                                  QA_SU_save_stock_day, QA_SU_save_index_day, QA_SU_save_index_min, QA_SU_save_future_list, QA_SU_save_index_list,
                                  QA_SU_save_etf_day, QA_SU_save_etf_min, QA_SU_save_financialfiles,
                                  QA_SU_save_option_day, QA_SU_save_option_min, QA_SU_save_option_commodity_day, QA_SU_save_option_commodity_min,
-                                 QA_SU_save_future_day, QA_SU_save_future_min,QA_SU_save_report_calendar_day,
-                                 QA_SU_save_report_calendar_his,QA_SU_save_stock_divyield_day,
+                                 QA_SU_save_future_day, QA_SU_save_future_min, QA_SU_save_report_calendar_day,
+                                 QA_SU_save_report_calendar_his, QA_SU_save_stock_divyield_day,
                                  QA_SU_save_stock_divyield_his)
 from QUANTAXIS.QASU.save_binance import QA_SU_save_binance_symbol, QA_SU_save_binance_1hour, \
     QA_SU_save_binance_1day, QA_SU_save_binance_1min, QA_SU_save_binance

QUANTAXIS/QACmd/runner.py

@@ -0,0 +1,35 @@
+import shlex
+import subprocess
+import sys
+
+from QUANTAXIS.QAUtil.QALogs import QA_util_log_info
+
+
+def run_backtest(shell_cmd):
+    shell_cmd = 'python "{}"'.format(shell_cmd)
+    cmd = shlex.split(shell_cmd)
+    p = subprocess.Popen(
+        cmd, shell=False, stdout=subprocess.PIPE, stderr=subprocess.STDOUT)
+    while p.poll() is None:
+        line = p.stdout.readline()
+        line = line.strip()
+        if line:
+
+            QA_util_log_info(line)
+            #print('QUANTAXIS: [{}]'.format(line))
+    if p.returncode == 0:
+        QA_util_log_info('backtest run  success')
+
+    else:
+        QA_util_log_info('Subprogram failed')
+    return p.returncode
+
+
+def run():
+    shell_cmd = sys.argv[1]
+    print(shell_cmd)
+    return run_backtest(shell_cmd)
+
+
+if __name__ == "__main__":
+    print(run())

QUANTAXIS/QAWeb/commandhandler.py

@@ -1,10 +1,13 @@
 
 import json
-import tornado
 import os
+import shlex
 import subprocess
+
+import tornado
 from tornado.web import Application, RequestHandler, authenticated
 from tornado.websocket import WebSocketHandler
+
 from QUANTAXIS.QAWeb.basehandles import QABaseHandler, QAWebSocketHandler
 
 
@@ -20,6 +23,31 @@ def get(self):
             self.write({'result': 'wrong'})
 
 
+class RunnerHandler(QAWebSocketHandler):
+
+    def on_message(self, shell_cmd):
+        shell_cmd = 'python "{}"'.format(shell_cmd)
+        cmd = shlex.split(shell_cmd)
+        p = subprocess.Popen(
+            cmd, shell=False, stdout=subprocess.PIPE, stderr=subprocess.STDOUT)
+        while p.poll() is None:
+            line = p.stdout.readline()
+            line = line.strip()
+            if line:
+
+                self.write_message(line)
+                #print('QUANTAXIS: [{}]'.format(line))
+        if p.returncode == 0:
+            self.write_message('backtest run  success')
+
+        else:
+            self.write_message('Subprogram failed')
+        # return p.returncode
+
+    def on_close(self):
+        self.write_message('close')
+
+
 if __name__ == "__main__":
 
     app = Application(

QUANTAXIS/QAWeb/quotationhandles.py

@@ -29,12 +29,12 @@
 import pandas as pd
 import pymongo
 import tornado
+from tornado.iostream import StreamClosedError
 from tornado.web import Application, RequestHandler, authenticated
+from tornado.websocket import WebSocketClosedError
 
 import QUANTAXIS as QA
-from QUANTAXIS.QAWeb.basehandles import QABaseHandler,QAWebSocketHandler
-from tornado.websocket import WebSocketClosedError
-from tornado.iostream import StreamClosedError
+from QUANTAXIS.QAWeb.basehandles import QABaseHandler, QAWebSocketHandler
 
 """
 要实现2个api
@@ -44,30 +44,31 @@
 2. REALTIME WEBSOCKET
 
 """
-client = set() 
+client = set()
+
 
 class INDEX(QABaseHandler):
     def get(self):
         self.render("./index.html")
 
 
 class RealtimeSocketHandler(QAWebSocketHandler):
-    client = set() 
+    client = set()
+
     def open(self):
         self.client.add(self)
         self.write_message('realtime socket start')
 
-
     def on_message(self, message):
         #assert isinstance(message,str)
 
         try:
-            
+
             database = QA.DATABASE.get_collection(
                 'realtime_{}'.format(datetime.date.today()))
             current = [QA.QA_util_dict_remove_key(item, '_id') for item in database.find({'code': message}, limit=1, sort=[
                 ('datetime', pymongo.DESCENDING)])]
-            
+
             self.write_message(current[0])
 
         except Exception as e:

QUANTAXIS/QAWeb/strategyhandlers.py

@@ -23,22 +23,24 @@
 # SOFTWARE.
 
 import json
-import tornado
 import os
+
+import tornado
 from tornado.web import Application, RequestHandler, authenticated
 from tornado.websocket import WebSocketHandler
 
-from QUANTAXIS.QAFetch.QAQuery import QA_fetch_account, QA_fetch_risk, QA_fetch_strategy
-from QUANTAXIS.QASU.save_account import save_account
 from QUANTAXIS.QAARP.QAAccount import QA_Account
 from QUANTAXIS.QAARP.QARisk import QA_Performance, QA_Risk
+from QUANTAXIS.QAFetch.QAQuery import (QA_fetch_account, QA_fetch_risk,
+                                       QA_fetch_strategy)
+from QUANTAXIS.QASetting.QALocalize import cache_path
+from QUANTAXIS.QASU.save_account import save_account
 from QUANTAXIS.QASU.user import QA_user_sign_in, QA_user_sign_up
-from QUANTAXIS.QAUtil.QASetting import DATABASE
 from QUANTAXIS.QAUtil.QARandom import QA_util_random_with_topic
+from QUANTAXIS.QAUtil.QASetting import DATABASE
 from QUANTAXIS.QAUtil.QASql import QA_util_sql_mongo_setting
 from QUANTAXIS.QAWeb.basehandles import QABaseHandler
 from QUANTAXIS.QAWeb.util import CJsonEncoder
-from QUANTAXIS.QASetting.QALocalize import cache_path
 
 
 class StrategyHandler(QABaseHandler):
@@ -60,23 +62,19 @@ def get(self):
             self.write('WRONG')
 
 
-
-
-
-
 class BacktestHandler(QABaseHandler):
     def get(self):
         """[summary]
 
         Arguments:
             QABaseHandler {[type]} -- [description]
         """
-        backtest_name = self.get_argument('strategy_name','all')
-        if backtest_name =='all':
-            res=os.listdir(cache_path)
-            #print(res)
-            res = [item[0:-3] for item in res if item[-2:]=='py' ]
-            self.write({'result':res})
+        backtest_name = self.get_argument('strategy_name', 'all')
+        if backtest_name == 'all':
+            res = os.listdir(cache_path)
+            # print(res)
+            res = [item[0:-3] for item in res if item[-2:] == 'py']
+            self.write({'result': res})
             return
         try:
             with open('{}{}{}.py'.format(cache_path, os.sep, backtest_name), 'r') as f:

QUANTAXIS/QAWeb/test.py

@@ -0,0 +1,18 @@
+
+import shlex
+import subprocess
+
+if __name__ == '__main__':
+    shell_cmd = 'python "E:\\quantaxis\\EXAMPLE\\test_backtest\\simplebacktest.py"'
+    cmd = shlex.split(shell_cmd)
+    p = subprocess.Popen(
+        cmd, shell=False, stdout=subprocess.PIPE, stderr=subprocess.STDOUT)
+    while p.poll() is None:
+        line = p.stdout.readline()
+        line = line.strip()
+        if line:
+            print('Subprogram output: [{}]'.format(line))
+    if p.returncode == 0:
+        print('Subprogram success')
+    else:
+        print('Subprogram failed')

setup.py

@@ -66,7 +66,7 @@ def read(fname):
 """
 名字，一般放你包的名字即可
 """
-PACKAGES = ["QUANTAXIS", "QUANTAXIS.QAFetch", "QUANTAXIS.QACmd", "QUANTAXIS.QAMarket", 'QUANTAXIS.QAWeb', 'QUANTAXIS.QASetting',
+PACKAGES = ["QUANTAXIS", "QUANTAXIS.QAFetch", "QUANTAXIS.QACmd", "QUANTAXIS.QAMarket", 'QUANTAXIS.QAWeb', 'QUANTAXIS.QASetting',"QUANTAXIS.QACmd",
             "QUANTAXIS.QAApplication", "QUANTAXIS.QAEngine", "QUANTAXIS.QAData", 'QUANTAXIS.QAData.proto', "QUANTAXIS.QAAnalysis", 'QUANTAXIS.QASelector',
             "QUANTAXIS.QASU", "QUANTAXIS.QAUtil", "QUANTAXIS.QAARP", "QUANTAXIS.QAIndicator", "QUANTAXIS_CRAWLY"]
 """
@@ -115,7 +115,7 @@ def read(fname):
             'quantaxis=QUANTAXIS.QACmd:QA_cmd',
             'quantaxisd=QUANTAXIS.QAWeb.QA_Web:main',
             'quantaxisq=QUANTAXIS.QAFetch.QATdx_adv:bat',
-            'quantaxisv=QUANTAXIS.QAView.QAWindow:view'
+            'qarun=QUANTAXIS.QACmd.runner:run'
         ]
     },
     # install_requires=requirements,