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CTA策略模块实现工作目录的策略.py文件加载

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vn.py 2017-07-14 20:27:34 +08:00
parent 65e9d6897a
commit d2650e02ef
2 changed files with 81 additions and 99 deletions
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133
examples/CtaBacktesting/backtesting.ipynb
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47
vnpy/trader/app/ctaStrategy/strategy/__init__.py
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@ -11,27 +11,40 @@ import traceback
# 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__))
#----------------------------------------------------------------------
def loadStrategyModule(moduleName):
"""使用importlib动态载入模块"""
try:
module = importlib.import_module(moduleName)
# 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:
v = module.__getattribute__(k)
STRATEGY_CLASS[k] = v
except:
print '-' * 20
print ('Failed to import strategy file %s:' %moduleName)
traceback.print_exc()
# 遍历strategy目录下的文件
path = os.path.abspath(os.path.dirname(__file__))
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
# 模块名称需要模块路径前缀
moduleName = 'vnpy.trader.app.ctaStrategy.strategy.' + name.replace('.py', '')
# 使用importlib动态载入模块
try:
module = importlib.import_module(moduleName)
# 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:
v = module.__getattribute__(k)
STRATEGY_CLASS[k] = v
except:
print '-' * 20
print ('Failed to import strategy file %s:' %moduleName)
traceback.print_exc()
loadStrategyModule(moduleName)
# 遍历工作目录下的文件
workingPath = os.getcwd()
for root, subdirs, files in os.walk(workingPath):
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:
# 模块名称无需前缀
moduleName = name.replace('.py', '')
loadStrategyModule(moduleName)