vnpy/vn.trader/ctaStrategy/strategy/__init__.py

# encoding: UTF-8

'''
动态载入所有的策略类
'''

import os
import importlib


# 用来保存策略类的字典
STRATEGY_CLASS = {}

# 获取目录路径
path = os.path.abspath(os.path.dirname(__file__))

print 'init {0}'.format(path)

# 遍历strategy目录下的文件
for root, subdirs, files in os.walk(path):
    for name in files:
        # 只有文件名中包含strategy且非.pyc的文件，才是策略文件
        if 'strategy' in name and '.pyc' not in name:
            # 模块名称需要上前缀
            moduleName = 'ctaStrategy.strategy.' + name.replace('.py', '')
            print 'loading {0}'.format(moduleName)
            try:
                # 使用importlib动态载入模块
                module = importlib.import_module(moduleName)
            except Exception as ex:
                print 'load fail,excepion:{0}'.format(ex)
                continue

            # 遍历模块下的对象，只有名称中包含'Strategy'的才是策略类
            for k in dir(module):
                if 'Strategy' in k:
                    print 'adding {0} into STRATEGY_CLASS'.format(k)
                    v = module.__getattribute__(k)
                    STRATEGY_CLASS[k] = v

print 'finished load modules'