add extend_api example

docs/source/development/data_source.rst

@@ -30,6 +30,8 @@ RQAlpha 不限制本地运行的策略调使用哪些库，因此您可以直接
 *   请在 `init`, `before_trading`, `handle_bar`, `handle_tick`, `after_trading` 等函数中读取自有数据，而不要在函数外执行数据获取的代码，否则可能会产生异常。
 *   RQAlpha 是读取策略代码并执行的，因此实际当前路径是运行 `rqalpha` 命令的路径，策略使用相对路径容易产生异常。如果您需要根据策略路径来定位相对路径可以通过 `context.config.base.strategy_file` 来获取策略路径，从而获取相对策略文件的其他路径，具体使用方式请看下面的示例代码。
 
+`read_csv_as_df <https://github.com/ricequant/rqalpha/blob/develop/rqalpha/examples/data_source/read_csv_as_df.py>`_
+
 ..  code-block:: python3
 
     from rqalpha.api import *
@@ -87,7 +89,8 @@ RQAlpha 不限制本地运行的策略调使用哪些库，因此您可以直接
 *   如果您的自定义模块是基于策略策略的相对路径，则需要在 `init` 函数中通过 `context.config.base.strategy_file` 获取到策略路径，然后再添加到 `sys.path` 中。
 *   RQAlpha 是读取策略代码并执行的，因此实际当前路径是执行 `rqalpha` 命令的路径，避免使用相对路径。
 
-get_csv_module.py
+`get_csv_module <https://github.com/ricequant/rqalpha/blob/develop/rqalpha/examples/data_source/get_csv_module.py>`_
+
 
 ..  code-block:: python3
 
@@ -104,7 +107,7 @@ get_csv_module.py
         csv_path = os.path.join(os.path.dirname(__file__), "./IF1706_20161108.csv")
         return read_csv_as_df(csv_path)
 
-import_get_csv_module.py
+`import_get_csv_module <https://github.com/ricequant/rqalpha/blob/develop/rqalpha/examples/data_source/import_get_csv_module.py>`_
 
 ..  code-block:: python3
 

rqalpha/__init__.py

@@ -20,6 +20,7 @@
 
 import pkgutil
 from .cmd import cmd_cli
+from .api.api_base import export_as_api
 
 __all__ = [
     '__version__',

rqalpha/api/api_base.py

@@ -120,6 +120,7 @@ def export_as_api(func):
     __all__.append(func.__name__)
 
     func = decorate_api_exc(func)
+    globals()[func.__name__] = func
 
     return func
 

rqalpha/examples/data_source/get_csv_module.py

@@ -8,5 +8,5 @@ def read_csv_as_df(csv_path):
 
 
 def get_csv():
-    csv_path = os.path.join(os.path.dirname(__file__), "./IF1706_20161108.csv")
+    csv_path = os.path.join(os.path.dirname(__file__), "../IF1706_20161108.csv")
     return read_csv_as_df(csv_path)

rqalpha/examples/data_source/read_csv_as_df.py

@@ -10,7 +10,7 @@ def read_csv_as_df(csv_path):
 def init(context):
     import os
     strategy_file_path = context.config.base.strategy_file
-    csv_path = os.path.join(os.path.dirname(strategy_file_path), "./IF1706_20161108.csv")
+    csv_path = os.path.join(os.path.dirname(strategy_file_path), "../IF1706_20161108.csv")
     IF1706_df = read_csv_as_df(csv_path)
     context.IF1706_df = IF1706_df
 

rqalpha/examples/extend_api/__init__.py

@@ -0,0 +1,16 @@
+# -*- coding: utf-8 -*-
+#
+# Copyright 2017 Ricequant, Inc
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+

rqalpha/examples/extend_api/rqalpha_mod_extend_api_demo.py

@@ -0,0 +1,49 @@
+# -*- coding: utf-8 -*-
+#
+# Copyright 2017 Ricequant, Inc
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+import os
+import pandas as pd
+from rqalpha.interface import AbstractMod
+
+
+__config__ = {
+    "csv_path": None
+}
+
+
+def load_mod():
+    return ExtendAPIDemoMod()
+
+
+class ExtendAPIDemoMod(AbstractMod):
+    def __init__(self):
+        # 注入API 一定要在初始化阶段，否则无法成功注入
+        self._csv_path = None
+        self._inject_api()
+
+    def start_up(self, env, mod_config):
+        self._csv_path = os.path.abspath(os.path.join(os.path.dirname(__file__), mod_config.csv_path))
+
+    def tear_down(self, code, exception=None):
+        pass
+
+    def _inject_api(self):
+        from rqalpha import export_as_api
+
+        @export_as_api
+        def get_csv_as_df():
+            data = pd.read_csv(self._csv_path)
+            return data

rqalpha/examples/extend_api/test_extend_api.py

@@ -0,0 +1,35 @@
+from rqalpha.api import *
+
+
+def init(context):
+    IF1706_df = get_csv_as_df()
+    context.IF1706_df = IF1706_df
+
+
+def before_trading(context):
+    logger.info(context.IF1706_df)
+
+
+__config__ = {
+    "base": {
+        "securities": "future",
+        "start_date": "2015-01-09",
+        "end_date": "2015-01-10",
+        "frequency": "1d",
+        "matching_type": "current_bar",
+        "future_starting_cash": 1000000,
+        "benchmark": None,
+    },
+    "extra": {
+        "log_level": "verbose",
+    },
+    "mod": {
+        "extend_api_demo": {
+            "enabled": True,
+            "lib": "rqalpha.examples.extend_api.rqalpha_mod_extend_api_demo",
+            "csv_path": "../IF1706_20161108.csv"
+        }
+    }
+}
+
+

rqalpha/mod/rqalpha_mod_sys_progress/mod.py

@@ -44,3 +44,4 @@ def _tick(self, event):
     def tear_down(self, success, exception=None):
         if self._show:
             self.progress_bar.render_finish()
+