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qlib/qlib/contrib/backtest/__init__.py
2021-04-29 02:29:29 +08:00

135 lines
4.0 KiB
Python

# Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from .order import Order
from .position import Position
from .exchange import Exchange
from .report import Report
from .backtest import backtest as backtest_func
import copy
import numpy as np
import inspect
from ...utils import init_instance_by_config
from ...log import get_module_logger
from ...config import C
logger = get_module_logger("backtest caller")
def get_exchange(
exchange=None,
freq="day",
start_time=None,
end_time=None,
codes="all",
subscribe_fields=[],
open_cost=0.0015,
close_cost=0.0025,
min_cost=5.0,
trade_unit=None,
limit_threshold=None,
deal_price=None,
shift=1,
):
"""get_exchange
Parameters
----------
# exchange related arguments
exchange: Exchange().
subscribe_fields: list
subscribe fields.
open_cost : float
open transaction cost.
close_cost : float
close transaction cost.
min_cost : float
min transaction cost.
trade_unit : int
100 for China A.
deal_price: str
dealing price type: 'close', 'open', 'vwap'.
limit_threshold : float
limit move 0.1 (10%) for example, long and short with same limit.
Returns
-------
:class: Exchange
an initialized Exchange object
"""
if trade_unit is None:
trade_unit = C.trade_unit
if limit_threshold is None:
limit_threshold = C.limit_threshold
if deal_price is None:
deal_price = C.deal_price
if exchange is None:
logger.info("Create new exchange")
# handle exception for deal_price
if deal_price[0] != "$":
deal_price = "$" + deal_price
exchange = Exchange(
freq=freq,
start_time=start_time,
end_time=end_time,
codes=codes,
deal_price=deal_price,
subscribe_fields=subscribe_fields,
limit_threshold=limit_threshold,
open_cost=open_cost,
close_cost=close_cost,
trade_unit=trade_unit,
min_cost=min_cost,
)
return exchange
else:
return init_instance_by_config(exchange, accept_types=Exchange)
def init_env_instance_by_config(env):
if isinstance(env, dict):
env_config = copy.copy(env)
if "kwargs" in env_config:
env_kwargs = copy.copy(env_config["kwargs"])
if "sub_env" in env_kwargs:
env_kwargs["sub_env"] = init_env_instance_by_config(env_kwargs["sub_env"])
if "sub_strategy" in env_kwargs:
env_kwargs["sub_strategy"] = init_instance_by_config(env_kwargs["sub_strategy"])
env_config["kwargs"] = env_kwargs
return init_instance_by_config(env_config)
else:
return env
def setup_exchange(root_instance, trade_exchange=None, force=False):
if "trade_exchange" in inspect.getfullargspec(root_instance.__class__).args:
if force:
root_instance.reset(trade_exchange=trade_exchange)
else:
if not hasattr(root_instance, "trade_exchange") or root_instance.trade_exchange is None:
root_instance.reset(trade_exchange=trade_exchange)
if hasattr(root_instance, "sub_env"):
setup_exchange(root_instance.sub_env, trade_exchange)
if hasattr(root_instance, "sub_strategy"):
setup_exchange(root_instance.sub_strategy, trade_exchange)
def backtest(start_time, end_time, strategy, env, benchmark=None, account=1e9, **kwargs):
trade_strategy = init_instance_by_config(strategy)
trade_env = init_env_instance_by_config(env)
spec = inspect.getfullargspec(get_exchange)
exchange_args = {k: v for k, v in kwargs.items() if k in spec.args}
trade_exchange = get_exchange(**exchange_args)
setup_exchange(trade_env, trade_exchange)
setup_exchange(trade_strategy, trade_exchange)
report_dict = backtest_func(start_time, end_time, trade_strategy, trade_env, benchmark, account)
return report_dict