mirror of
https://github.com/wassname/catalyst.git
synced 2026-07-19 11:22:06 +08:00
DEV: able to run locally through api- added backtesting as well (WIP)
This commit is contained in:
AvishaiW
+207
-3
@@ -506,6 +506,197 @@ def live(ctx,
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return perf
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@main.command(name='serve')
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@click.option(
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'-f',
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'--algofile',
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default=None,
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type=click.File('r'),
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help='The file that contains the algorithm to run.',
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)
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@click.option(
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'-t',
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'--algotext',
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help='The algorithm script to run.',
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)
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@click.option(
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'-D',
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'--define',
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multiple=True,
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help="Define a name to be bound in the namespace before executing"
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" the algotext. For example '-Dname=value'. The value may be"
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" any python expression. These are evaluated in order so they"
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" may refer to previously defined names.",
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)
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@click.option(
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'--data-frequency',
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type=click.Choice({'daily', 'minute'}),
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default='daily',
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show_default=True,
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help='The data frequency of the simulation.',
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)
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@click.option(
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'--capital-base',
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type=float,
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show_default=True,
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help='The starting capital for the simulation.',
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)
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@click.option(
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'-b',
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'--bundle',
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default='poloniex',
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metavar='BUNDLE-NAME',
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show_default=True,
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help='The data bundle to use for the simulation.',
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)
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@click.option(
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'--bundle-timestamp',
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type=Timestamp(),
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default=pd.Timestamp.utcnow(),
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show_default=False,
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help='The date to lookup data on or before.\n'
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'[default: <current-time>]'
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)
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@click.option(
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'-s',
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'--start',
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type=Date(tz='utc', as_timestamp=True),
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help='The start date of the simulation.',
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)
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@click.option(
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'-e',
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'--end',
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type=Date(tz='utc', as_timestamp=True),
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help='The end date of the simulation.',
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)
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@click.option(
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'-o',
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'--output',
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default='-',
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metavar='FILENAME',
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show_default=True,
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help="The location to write the perf data. If this is '-' the perf"
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" will be written to stdout.",
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)
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@click.option(
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'--print-algo/--no-print-algo',
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is_flag=True,
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default=False,
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help='Print the algorithm to stdout.',
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)
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@ipython_only(click.option(
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'--local-namespace/--no-local-namespace',
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is_flag=True,
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default=None,
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help='Should the algorithm methods be resolved in the local namespace.'
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))
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@click.option(
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'-x',
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'--exchange-name',
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help='The name of the targeted exchange.',
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)
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@click.option(
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'-n',
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'--algo-namespace',
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help='A label assigned to the algorithm for data storage purposes.'
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)
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@click.option(
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'-c',
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'--base-currency',
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help='The base currency used to calculate statistics '
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'(e.g. usd, btc, eth).',
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)
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@click.pass_context
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def run(ctx,
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algofile,
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algotext,
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define,
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data_frequency,
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capital_base,
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bundle,
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bundle_timestamp,
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start,
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end,
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output,
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print_algo,
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local_namespace,
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exchange_name,
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algo_namespace,
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base_currency):
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"""Run a backtest for the given algorithm on the server.
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"""
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if (algotext is not None) == (algofile is not None):
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ctx.fail(
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"must specify exactly one of '-f' / '--algofile' or"
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" '-t' / '--algotext'",
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)
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# check that the start and end dates are passed correctly
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if start is None and end is None:
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# check both at the same time to avoid the case where a user
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# does not pass either of these and then passes the first only
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# to be told they need to pass the second argument also
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ctx.fail(
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"must specify dates with '-s' / '--start' and '-e' / '--end'"
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" in backtest mode",
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)
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if start is None:
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ctx.fail("must specify a start date with '-s' / '--start'"
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" in backtest mode")
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if end is None:
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ctx.fail("must specify an end date with '-e' / '--end'"
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" in backtest mode")
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if exchange_name is None:
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ctx.fail("must specify an exchange name '-x'")
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if base_currency is None:
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ctx.fail("must specify a base currency with '-c' in backtest mode")
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if capital_base is None:
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ctx.fail("must specify a capital base with '--capital-base'")
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click.echo('Running in backtesting mode.', sys.stdout)
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perf = run_server(
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initialize=None,
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handle_data=None,
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before_trading_start=None,
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analyze=None,
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algofile=algofile,
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algotext=algotext,
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defines=define,
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data_frequency=data_frequency,
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capital_base=capital_base,
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data=None,
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bundle=bundle,
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bundle_timestamp=bundle_timestamp,
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start=start,
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end=end,
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output=output,
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print_algo=print_algo,
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local_namespace=local_namespace,
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environ=os.environ,
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live=False,
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exchange=exchange_name,
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algo_namespace=algo_namespace,
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base_currency=base_currency,
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analyze_live=None,
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live_graph=False,
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simulate_orders=True,
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auth_aliases=None,
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stats_output=None,
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)
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if output == '-':
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click.echo(str(perf), sys.stdout)
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elif output != os.devnull: # make the catalyst magic not write any data
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perf.to_pickle(output)
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return perf
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@main.command(name='serve-live')
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@click.option(
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'-f',
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@@ -642,20 +833,33 @@ def serve_live(ctx,
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click.echo('Running in live trading mode.', sys.stdout)
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perf = run_server(
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algofile=algofile,
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initialize=None,
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handle_data=None,
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before_trading_start=None,
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analyze=None,
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algofile=algofile,
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algotext=algotext,
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define=define,
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defines=define,
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data_frequency=None,
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capital_base=capital_base,
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data=None,
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bundle=None,
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bundle_timestamp=None,
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start=None,
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end=end,
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output=output,
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print_algo=print_algo,
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live=False,
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local_namespace=local_namespace,
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environ=os.environ,
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live=True,
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exchange=exchange_name,
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algo_namespace=algo_namespace,
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base_currency=base_currency,
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live_graph=live_graph,
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analyze_live=None,
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simulate_orders=simulate_orders,
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auth_aliases=auth_aliases,
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stats_output=None,
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)
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if output == '-':
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+160
-19
@@ -1,40 +1,181 @@
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import requests
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#!flask/bin/python
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import base64
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import requests
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import pandas as pd
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import json
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from flask import (
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Flask, jsonify, abort,
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make_response, request,
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url_for,
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)
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from catalyst.utils.run_algo import _run
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def convert_date(date):
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if isinstance(date, pd.Timestamp):
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return date.__str__()
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def run_server(
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initialize,
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handle_data,
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before_trading_start,
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analyze,
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algofile,
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algotext,
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define,
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defines,
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data_frequency,
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capital_base,
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data,
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bundle,
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bundle_timestamp,
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start,
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end,
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output,
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print_algo,
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local_namespace,
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environ,
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live,
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exchange,
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algo_namespace,
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base_currency,
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live_graph,
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analyze_live,
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simulate_orders,
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auth_aliases,
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):
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stats_output,
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):
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if algotext:
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algotext = base64.b64encode(algotext)
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else:
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algotext = base64.b64encode(algofile.read())
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algofile = None
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json_file = {'arguments': {
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'--algofile': base64.b64encode(algofile.read()),
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'--algotext': algotext,
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'--define': define,
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'--capital-base': capital_base,
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'--end': end,
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'--output': output,
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'print-algo': print_algo,
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'live': True,
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'--exchange': exchange,
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'--algo-namespace': algo_namespace,
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'--base-currency': base_currency,
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'live-graph': live_graph,
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'simulate-orders': simulate_orders,
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'--auth-aliases': auth_aliases,
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'initialize': initialize,
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'handle_data': handle_data,
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'before_trading_start': before_trading_start,
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'analyze': analyze,
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'algotext': algotext,
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'defines': defines,
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'data_frequency': data_frequency,
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'capital_base': capital_base,
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'data': data,
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'bundle': bundle,
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'bundle_timestamp': bundle_timestamp,
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'start': start,
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'end': end,
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'local_namespace': local_namespace,
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'environ': None,
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'analyze_live': analyze_live,
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'stats_output': stats_output,
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'algofile': algofile,
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'output': output,
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'print_algo': print_algo,
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'live': live,
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'exchange': exchange,
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'algo_namespace': algo_namespace,
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'base_currency': base_currency,
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'live_graph': live_graph,
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'simulate_orders': simulate_orders,
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'auth_aliases': auth_aliases,
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}}
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url = 'http://127.0.0.1:5000/todo/api/v1.0/tasks'
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response = requests.post(url, json=json_file)
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url = 'http://127.0.0.1:5000/api/v1.0/tasks'
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response = requests.post(url, json=json.dumps(
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json_file, default=convert_date))
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app = Flask(__name__)
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def exec_catalyst(arguments):
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arguments['algotext'] = base64.b64decode(arguments['algotext'])
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if arguments['start'] is not None:
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arguments['start'] = pd.Timestamp(arguments['start'])
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if arguments['end'] is not None:
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arguments['end'] = pd.Timestamp(arguments['end'])
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_run(**arguments)
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def make_public_task(task):
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new_task = {}
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for field in task:
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if field == 'id':
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new_task['uri'] = url_for('get_task', task_id=task['id'], _external=True)
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else:
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new_task[field] = task[field]
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return new_task
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# @app.route('/')
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# def index():
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# return "Hello, World!"
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# @app.route('/api/v1.0/tasks/<int:task_id>', methods=['GET'])
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# def get_task(task_id):
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# task = [task for task in tasks if task['id'] == task_id]
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# if len(task) == 0:
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# abort(404)
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# return jsonify({'task': make_public_task(task[0])})
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#
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#
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# @app.route('/api/v1.0/tasks', methods=['GET'])
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# def get_tasks():
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# return jsonify({'tasks': [make_public_task(task) for task in tasks]})
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@app.errorhandler(404)
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def not_found(error):
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return make_response(jsonify({'error': 'Not found'}), 400)
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@app.route('/api/v1.0/tasks', methods=['POST'])
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def create_task():
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if not request.json or 'arguments' not in request.json:
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abort(400)
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arguments = json.loads(request.json)['arguments']
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exec_catalyst(arguments)
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# task = {
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# 'id': tasks[-1]['id'] + 1,
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# 'arguments': request.json['arguments'],
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# 'done': False
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# }
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# tasks.append(task)
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#
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# return jsonify({'task': [make_public_task(task)]}), 201
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return jsonify({"success": "man"}), 201
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# @app.route('/api/v1.0/tasks/<int:task_id>', methods=['PUT'])
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# def update_task(task_id):
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# task = [task for task in tasks if task['id'] == task_id]
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# if len(task) == 0:
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# abort(404)
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# if not request.json:
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# abort(400)
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# if 'arguments' in request.json and type(request.json['arguments']) != unicode:
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# abort(400)
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# if 'description' in request.json and type(request.json['description']) is not unicode:
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# abort(400)
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# if 'done' in request.json and type(request.json['done']) is not bool:
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# abort(400)
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# task[0]['arguments'] = request.json.get('arguments', task[0]['arguments'])
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# task[0]['done'] = request.json.get('done', task[0]['done'])
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# return jsonify({'task': [make_public_task(task[0])]})
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#
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#
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# @app.route('/api/v1.0/tasks/<int:task_id>', methods=['DELETE'])
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# def delete_task(task_id):
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# task = [task for task in tasks if task['id'] == task_id]
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# if len(task) == 0:
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# abort(404)
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# tasks.remove(task[0])
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# return jsonify({'result': True})
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if __name__ == '__main__':
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app.run(debug=True, threaded=True)
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Reference in New Issue
Block a user