validate benchmark in mod instead of main

rqalpha/config.yml

@@ -22,8 +22,6 @@ base:
   run_type: b
   # 目前支持 `1d` (日线回测) 和 `1m` (分钟线回测)，如果要进行分钟线，请注意是否拥有对应的数据源，目前开源版本是不提供对应的数据源的。
   frequency: 1d
-  # Benchmark，如果不设置，默认没有基准参照。
-  benchmark: ~
   # 在模拟交易和实盘交易中，RQAlpha支持策略的pause && resume，该选项表示开启 resume 功能
   resume_mode: false
   # 在模拟交易和实盘交易中，RQAlpha支持策略的pause && resume，该选项表示开启 persist 功能呢，

rqalpha/main.py

@@ -77,30 +77,6 @@ def _adjust_start_date(config, data_proxy):
     config.base.timezone = pytz.utc
 
 
-def _validate_benchmark(config, data_proxy):
-    benchmark = config.base.benchmark
-    if benchmark is None:
-        return
-    instrument = data_proxy.instruments(benchmark)
-    if instrument is None:
-        raise patch_user_exc(ValueError(_(u"invalid benchmark {}").format(benchmark)))
-
-    if instrument.order_book_id == "000300.XSHG":
-        # 000300.XSHG 数据进行了补齐，因此认为只要benchmark设置了000300.XSHG，就存在数据，不受限于上市日期。
-        return
-    config = Environment.get_instance().config
-    start_date = config.base.start_date
-    end_date = config.base.end_date
-    if instrument.listed_date.date() > start_date:
-        raise patch_user_exc(ValueError(
-            _(u"benchmark {benchmark} has not been listed on {start_date}").format(benchmark=benchmark,
-                                                                                   start_date=start_date)))
-    if instrument.de_listed_date.date() < end_date:
-        raise patch_user_exc(ValueError(
-            _(u"benchmark {benchmark} has been de_listed on {end_date}").format(benchmark=benchmark,
-                                                                                end_date=end_date)))
-
-
 def create_base_scope(copy_scope=False):
     from rqalpha.utils.logger import user_print, user_log
     from . import user_module
@@ -199,8 +175,6 @@ def run(config, source_code=None, user_funcs=None):
 
         _adjust_start_date(env.config, env.data_proxy)
 
-        _validate_benchmark(env.config, env.data_proxy)
-
         # FIXME
         start_dt = datetime.datetime.combine(config.base.start_date, datetime.datetime.min.time())
         env.calendar_dt = start_dt

rqalpha/mod/rqalpha_mod_sys_analyser/mod.py

@@ -188,7 +188,6 @@ def tear_down(self, code, exception=None):
             'end_date': self._env.config.base.end_date.strftime('%Y-%m-%d'),
             'strategy_file': self._env.config.base.strategy_file,
             'run_type': self._env.config.base.run_type.value,
-            'benchmark': self._env.config.base.benchmark,
         }
         for account_type, starting_cash in six.iteritems(self._env.config.base.accounts):
             summary[account_type] = starting_cash

rqalpha/mod/rqalpha_mod_sys_benchmark/mod.py

@@ -17,7 +17,10 @@
 
 from rqalpha.interface import AbstractMod
 from rqalpha.utils.logger import system_log
+from rqalpha.utils.exception import patch_user_exc
+from rqalpha.utils.i18n import gettext as _
 from rqalpha.const import RUN_TYPE
+from rqalpha.events import EVENT
 
 
 class BenchmarkMod(AbstractMod):
@@ -33,6 +36,8 @@ def start_up(self, env, mod_config):
             system_log.info("No order_book_id set, BenchmarkMod disabled.")
             return
 
+        env.event_bus.add_listener(EVENT.POST_SYSTEM_INIT, lambda e: self._validate_benchmark(order_book_id, env))
+
         if env.config.base.run_type == RUN_TYPE.BACKTEST:
             from .benchmark_provider import BackTestPriceSeriesBenchmarkProvider as BTProvider
             env.set_benchmark_provider(BTProvider(order_book_id))
@@ -42,3 +47,25 @@ def start_up(self, env, mod_config):
 
     def tear_down(self, code, exception=None):
         pass
+
+    @staticmethod
+    def _validate_benchmark(bechmark_order_book_id, env):
+        instrument = env.data_proxy.instruments(bechmark_order_book_id)
+        if instrument is None:
+            raise patch_user_exc(ValueError(_(u"invalid benchmark {}").format(bechmark_order_book_id)))
+
+        if instrument.order_book_id == "000300.XSHG":
+            # 000300.XSHG 数据进行了补齐，因此认为只要benchmark设置了000300.XSHG，就存在数据，不受限于上市日期。
+            return
+
+        config = env.config
+        start_date = config.base.start_date
+        end_date = config.base.end_date
+        if instrument.listed_date.date() > start_date:
+            raise patch_user_exc(ValueError(
+                _(u"benchmark {benchmark} has not been listed on {start_date}").format(benchmark=bechmark_order_book_id,
+                                                                                       start_date=start_date)))
+        if instrument.de_listed_date.date() < end_date:
+            raise patch_user_exc(ValueError(
+                _(u"benchmark {benchmark} has been de_listed on {end_date}").format(benchmark=bechmark_order_book_id,
+                                                                                    end_date=end_date)))

tests/api/test_api_base.py

@@ -347,3 +347,18 @@ def handle_bar(context, bar_dict):
             assert_position(pos, "RB1701", POSITION_DIRECTION.SHORT, 0, 3, context.expected_avg_price)
 
     return init, handle_bar
+
+
+@as_test_strategy
+def test_subscribe_event():
+    def init(_):
+        subscribe_event(EVENT.BEFORE_TRADING, on_before_trading)
+
+    def before_trading(_):
+        g.before_trading_ran = True
+
+    def on_before_trading(_):
+        assert g.before_trading_ran
+        g.before_trading_ran = False
+
+    return init, before_trading