adjust run option

ricequant · Mar 27, 2017 · f443355 · f443355
1 parent 9257883
commit f443355
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Showing 26 changed files with 41 additions and 47 deletions.
diff --git a/rqalpha/__main__.py b/rqalpha/__main__.py
@@ -86,29 +86,28 @@ def update_bundle(data_bundle_path, locale):
 @click.option('-f', '--strategy-file', 'base__strategy_file', type=click.Path(exists=True))
 @click.option('-s', '--start-date', 'base__start_date', type=Date())
 @click.option('-e', '--end-date', 'base__end_date', type=Date())
-@click.option('-r', '--rid', 'base__run_id', type=click.STRING)
 @click.option('-sc', '--stock-starting-cash', 'base__stock_starting_cash', type=click.FLOAT)
 @click.option('-fc', '--future-starting-cash', 'base__future_starting_cash', type=click.FLOAT)
 @click.option('-bm', '--benchmark', 'base__benchmark', type=click.STRING, default=None)
 @click.option('-mm', '--margin-multiplier', 'base__margin_multiplier', type=click.FLOAT)
-@click.option('-st', '--strategy-type', 'base__strategy_type', type=click.Choice(['stock', 'future', 'stock_future']))
+@click.option('-st', '--security', 'base__securities', multiple=True, type=click.Choice(['stock', 'future']))
 @click.option('-fq', '--frequency', 'base__frequency', type=click.Choice(['1d', '1m']))
-@click.option('-rt', '--run-type', 'base__run_type', type=click.Choice(['b', 'p']), default="b")
 @click.option('--resume', 'base__resume_mode', is_flag=True)
 @click.option('--handle-split/--not-handle-split', 'base__handle_split', default=None, help="handle split")
 # -- Extra Configuration
 @click.option('-l', '--log-level', 'extra__log_level', type=click.Choice(['verbose', 'debug', 'info', 'error', 'none']))
 @click.option('--locale', 'extra__locale', type=click.Choice(['cn', 'en']), default="cn")
 @click.option('--disable-user-system-log', 'extra__user_system_log_disabled', is_flag=True, help='disable user system log')
 @click.option('--extra-vars', 'extra__context_vars', type=click.STRING, help="override context vars")
-@click.option("--enable-profiler", "extra__enable_profiler", is_flag=True,
-              help="add line profiler to profile your strategy")
+@click.option("--enable-profiler", "extra__enable_profiler", is_flag=True, help="add line profiler to profile your strategy")
 @click.option('--config', 'config_path', type=click.STRING, help="config file path")
 # -- Mod Configuration
 @click.option('-mc', '--mod-config', 'mod_configs', nargs=2, multiple=True, type=click.STRING, help="mod extra config")
 # -- DEPRECATED ARGS && WILL BE REMOVED AFTER VERSION 3.0.0
-@click.option('-i', '--init-cash', 'base__stock_starting_cash', type=click.FLOAT)
-@click.option('-k', '--kind', 'base__strategy_type', type=click.Choice(['stock', 'future', 'stock_future']))
+@click.option('-i', '--init-cash', 'base__stock_starting_cash', type=click.FLOAT, help="[Deprecated]")
+@click.option('-k', '--kind', 'base__securities', type=click.Choice(['stock', 'future', 'stock_future']), help="[Deprecated]")
+@click.option('--strategy-type', 'base__securities', type=click.Choice(['stock', 'future']), help="[Deprecated]")
+# -- Moving to Simulation
 def run(**kwargs):
     """
     Start to run a strategy

diff --git a/rqalpha/core/strategy_context.py b/rqalpha/core/strategy_context.py
@@ -31,7 +31,6 @@ class RunInfo(object):
     __repr__ = property_repr
 
     def __init__(self, config):
-        self._run_id = config.base.run_id
         self._start_date = config.base.start_date
         self._end_date = config.base.end_date
         self._frequency = config.base.frequency
@@ -46,13 +45,6 @@ def __init__(self, config):
         self._slippage = config.mod.simulation.slippage
         self._commission_multiplier = config.mod.simulation.commission_multiplier
 
-    @property
-    def run_id(self):
-        """
-        :property getter: 标识策略每次运行的唯一id
-        """
-        return self._run_id
-
     @property
     def start_date(self):
         """

diff --git a/rqalpha/default_config.yml b/rqalpha/default_config.yml
@@ -4,8 +4,6 @@ version: 0.1.5
 whitelist: [base, extra, validator, mod]
 
 base:
-  # 可以指定回测的唯一ID，用户区分多次回测的结果
-  run_id: 9999
   # 数据源所存储的文件路径
   data_bundle_path: ~
   # 启动的策略文件路径
@@ -18,8 +16,8 @@ base:
   stock_starting_cash: 0
   # 期货起始资金，默认为0
   future_starting_cash: 0
-  # 设置策略类型，目前支持 `stock` (股票策略)、`future` (期货策略)及 `stock_future` (混合策略)
-  strategy_type: stock
+  # 设置策略可交易品种，目前支持 `stock` (股票策略)、`future` (期货策略)tst
+  securities: [stock]
   # 设置保证金乘数，默认为1
   margin_multiplier: 1
   # 运行类型，`b` 为回测，`p` 为模拟交易, `r` 为实盘交易。

diff --git a/rqalpha/mod/rqalpha_mod_sys_analyser/mod.py b/rqalpha/mod/rqalpha_mod_sys_analyser/mod.py
@@ -180,8 +180,7 @@ def tear_down(self, code, exception=None):
             'start_date': self._env.config.base.start_date.strftime('%Y-%m-%d'),
             'end_date': self._env.config.base.end_date.strftime('%Y-%m-%d'),
             'strategy_file': self._env.config.base.strategy_file,
-            'strategy_type': self._env.config.base.strategy_type,
-            'run_id': self._env.config.base.run_id,
+            'securities': self._env.config.base.securities,
             'run_type': self._env.config.base.run_type.value,
             'stock_starting_cash': self._env.config.base.stock_starting_cash,
             'future_starting_cash': self._env.config.base.future_starting_cash,

diff --git a/rqalpha/mod/rqalpha_mod_sys_simulation/__init__.py b/rqalpha/mod/rqalpha_mod_sys_simulation/__init__.py
@@ -19,6 +19,8 @@
 
 
 __config__ = {
+    # 可以指定回测的唯一ID，用户区分多次回测的结果
+    "run_id": 9999,
     # 是否开启信号模式
     "signal": False,
     # 启用的回测引擎，目前支持 `current_bar` (当前Bar收盘价撮合) 和 `next_bar` (下一个Bar开盘价撮合)
@@ -87,3 +89,11 @@ def load_mod():
         help="[sys_simulation] set matching type"
     )
 )
+
+cli.commands['run'].params.append(
+    click.Option(
+        ('-r', '--rid', cli_prefix + "run_id"),
+        type=click.STRING,
+        help="[sys_simulation] set run id"
+    )
+)
diff --git a/rqalpha/utils/config.py b/rqalpha/utils/config.py
@@ -27,7 +27,7 @@
 from . import RqAttrDict, logger
 from .exception import patch_user_exc
 from .logger import user_log, user_system_log, system_log, std_log, user_std_handler
-from ..const import ACCOUNT_TYPE, MATCHING_TYPE, RUN_TYPE, PERSIST_MODE
+from ..const import RUN_TYPE, PERSIST_MODE, ACCOUNT_TYPE
 from ..utils.i18n import gettext as _, localization
 from ..utils.dict_func import deep_update
 from ..utils.py2 import to_utf8
@@ -169,7 +169,7 @@ def parse_config(config_args, config_path=None, click_type=True, source_code=Non
         return
 
     base_config.run_type = parse_run_type(base_config.run_type)
-    base_config.account_list = gen_account_list(base_config.strategy_type)
+    base_config.account_list = parse_account_list(base_config.securities)
     base_config.persist_mode = parse_persist_mode(base_config.persist_mode)
 
     if extra_config.log_level.upper() != "NONE":
@@ -228,18 +228,13 @@ def parse_user_config_from_code(config, source_code=None):
         return config
 
 
-def gen_account_list(account_list_str):
-    assert isinstance(account_list_str, six.string_types)
-    account_list = account_list_str.split("_")
-    return [parse_account_type(account_str) for account_str in account_list]
-
-
-def parse_account_type(account_type_str):
-    assert isinstance(account_type_str, six.string_types)
-    if account_type_str == "stock":
-        return ACCOUNT_TYPE.STOCK
-    elif account_type_str == "future":
-        return ACCOUNT_TYPE.FUTURE
+def parse_account_list(securities):
+    if isinstance(securities, (tuple, list)):
+        return [ACCOUNT_TYPE[security.upper()] for security in securities]
+    elif isinstance(securities, six.string_types):
+        return [ACCOUNT_TYPE[securities.upper()]]
+    else:
+        raise NotImplementedError
 
 
 def parse_run_type(rt_str):

diff --git a/test.py b/test.py
@@ -160,7 +160,7 @@ def test_api():
 
     base_api_config = {
         "base": {
-            "strategy_type": "stock",
+            "securities": "stock",
             "start_date": "2016-12-01",
             "end_date": "2016-12-31",
             "frequency": "1d",
@@ -180,7 +180,7 @@ def test_api():
 
     stock_api_config = {
         "base": {
-            "strategy_type": "stock",
+            "securities": "stock",
             "start_date": "2016-03-07",
             "end_date": "2016-03-08",
             "frequency": "1d",
@@ -200,7 +200,7 @@ def test_api():
 
     future_api_config = {
         "base": {
-            "strategy_type": "future",
+            "securities": "future",
             "start_date": "2016-03-07",
             "end_date": "2016-03-08",
             "frequency": "1d",

diff --git a/tests/outs/test_f_buy_and_hold.pkl b/tests/outs/test_f_buy_and_hold.pkl
diff --git a/tests/outs/test_f_macd.pkl b/tests/outs/test_f_macd.pkl
diff --git a/tests/outs/test_f_mean_reverting.pkl b/tests/outs/test_f_mean_reverting.pkl
diff --git a/tests/outs/test_s_buy_and_hold.pkl b/tests/outs/test_s_buy_and_hold.pkl
diff --git a/tests/outs/test_s_dma.pkl b/tests/outs/test_s_dma.pkl
diff --git a/tests/outs/test_s_dual_thrust.pkl b/tests/outs/test_s_dual_thrust.pkl
diff --git a/tests/outs/test_s_golden_cross.pkl b/tests/outs/test_s_golden_cross.pkl
diff --git a/tests/outs/test_s_scheduler.pkl b/tests/outs/test_s_scheduler.pkl
diff --git a/tests/outs/test_s_turtle.pkl b/tests/outs/test_s_turtle.pkl
diff --git a/tests/outs/time.csv b/tests/outs/time.csv
@@ -5,3 +5,4 @@ date_time,time_spend
 2017-03-21 20:23:51.415865,19.482884
 2017-03-24 18:32:23.841078,14.941193
 2017-03-25 18:10:15.051871,15.248598
+2017-03-27 17:00:53.476269,15.105606
diff --git a/tests/test_f_buy_and_hold.py b/tests/test_f_buy_and_hold.py
@@ -10,7 +10,7 @@ def handle_bar(context, bar_dict):
 
 __config__ = {
     "base": {
-        "strategy_type": "future",
+        "securities": "future",
         "start_date": "2015-01-09",
         "end_date": "2015-03-09",
         "frequency": "1d",

diff --git a/tests/test_f_macd.py b/tests/test_f_macd.py
@@ -47,7 +47,7 @@ def handle_bar(context, bar_dict):
 
 __config__ = {
     "base": {
-        "strategy_type": "future",
+        "securities": "future",
         "start_date": "2014-09-01",
         "end_date": "2016-09-05",
         "frequency": "1d",

diff --git a/tests/test_f_mean_reverting.py b/tests/test_f_mean_reverting.py
@@ -122,7 +122,7 @@ def handle_bar(context, bar_dict):
 
 __config__ = {
     "base": {
-        "strategy_type": "future",
+        "securities": "future",
         "start_date": "2014-06-01",
         "end_date": "2015-08-01",
         "frequency": "1d",

diff --git a/tests/test_s_buy_and_hold.py b/tests/test_s_buy_and_hold.py
@@ -15,7 +15,7 @@ def after_trading(context):
 
 __config__ = {
     "base": {
-        "strategy_type": "stock",
+        "securities": "stock",
         "start_date": "2015-01-09",
         "end_date": "2016-01-12",
         "frequency": "1d",

diff --git a/tests/test_s_dma.py b/tests/test_s_dma.py
@@ -31,7 +31,7 @@ def handle_bar(context, bar_dict):
 
 __config__ = {
     "base": {
-        "strategy_type": "stock",
+        "securities": "stock",
         "start_date": "2008-07-01",
         "end_date": "2017-01-01",
         "frequency": "1d",

diff --git a/tests/test_s_dual_thrust.py b/tests/test_s_dual_thrust.py
@@ -65,7 +65,7 @@ def handle_bar(context, bar_dict):
 
 __config__ = {
     "base": {
-        "strategy_type": "stock",
+        "securities": "stock",
         "start_date": "2013-01-01",
         "end_date": "2015-12-29",
         "frequency": "1d",

diff --git a/tests/test_s_golden_cross.py b/tests/test_s_golden_cross.py
@@ -38,7 +38,7 @@ def handle_bar(context, bar_dict):
 
 __config__ = {
     "base": {
-        "strategy_type": "stock",
+        "securities": "stock",
         "start_date": "2008-07-01",
         "end_date": "2017-01-01",
         "frequency": "1d",

diff --git a/tests/test_s_scheduler.py b/tests/test_s_scheduler.py
@@ -15,7 +15,7 @@ def rebalance(context, bar_dict):
 
 __config__ = {
     "base": {
-        "strategy_type": "stock",
+        "securities": "stock",
         "start_date": "2008-07-01",
         "end_date": "2017-01-01",
         "frequency": "1d",

diff --git a/tests/test_s_turtle.py b/tests/test_s_turtle.py
@@ -116,7 +116,7 @@ def handle_bar(context, bar_dict):
 
 __config__ = {
     "base": {
-        "strategy_type": "stock",
+        "securities": "stock",
         "start_date": "2008-07-01",
         "end_date": "2014-09-01",
         "frequency": "1d",