rqalpha探究 1

Posted 2020-10-23 永远的麦田

rqalpha是难得几个好的做量化交易的开源项目，不过由于自己python用的实在不多，看起来还是觉得很复杂。

因此准备抽取出框架，从最简单的搭建。

 

思路

从setup着手，看一下如何建立一个发布工程，在此基础上完成一个最简单回测模型。

首先建立demo工程bwtougu,确保可以生成脚本文件bwtougu-script.py和bwtougu.exe(如在linux建立，则生成可执行程序bwtougu)

 

操作步骤

1 首先新建文件夹bwtougu, 在里面建立文件setup.py

2 建立依赖文件requirements.txt

3 建立子文件夹bwtougu,并在其中新建版本文件VERSION.txt

4 建立初始化文件__init__.py

5 建立程序入口文件__main__.py

操作完后即可进行测试了，建议用PyCharm进行调试，调试截图如下：

运行完成后即可在python的安装目录下找到bwtougu.exe文件和bwtougu-script.py

 

 

附上对应文件的源码

bwtougu\\setup.py

#!usr/bin/evn python3

# -*- coding: utf-8 -*-

from pip.req import parse_requirements

from os.path import (

    dirname, 

    join

)

from setuptools import (

    setup, 

    find_packages,

    )

with open(join(dirname(__file__), \'bwtougu/VERSION.txt\'), \'rb\') as f:

    version = f.read().decode(\'ascii\').strip()

requirements = [str(ir.req) for ir in parse_requirements("requirements.txt", session=False)]

setup(

    name=\'bwtougu\',

    version=version,

    description=\'bwtougu for python3\',

    author=\'luhx\',

    author_email=\'[e-mail]\',

    license=\'Apache License v2\',

    package_data={\'\': [\'*.*\']},

    url=\'http://www.bangth.com\',

    packages=find_packages(exclude=[]),

    install_requires=requirements,

    zip_safe=False,

    entry_points={

        "console_scripts":[

            "bwtougu = bwtougu.__main__:entry_point"

        ]

    },

    classifiers=[

        \'Programming Language :: Python\',

        \'Operating System :: Microsoft :: Windows\',

        \'Operating System :: Unix\',

        \'Programming Language :: Python :: 3.5\',

        \'Programming Language :: Python :: 3.6\',

    ],

)

 

bwtougu\\requirements.txt

requests

numpy>=1.11.1

six>=1.10.0

logbook==1.0.0

click>6.6

 

bwtougu\\bwtougu\\__init__.py

#!usr/bin/env python3

# -*- coding: utf-8 -*-

import pkgutil

__all__ = [

    \'__version__\',

    \'version_info\'

]

__version__ = pkgutil.get_data(__package__, \'VERSION.txt\').decode(\'ascii\').strip()

version_info = tuple(int(v) if v.isdigit() else v

                     for v in __version__.split(\'.\'))

 

bwtougu\\bwtougu\\__main__.py

#!/usr/bin/env python3

# -*- coding: utf-8 -*-

import six

import click

CONTEXT_SETTINGS={

    \'default_map\': {

        \'run\': {

        }

    }

}

@click.group(context_settings=CONTEXT_SETTINGS)

@click.option(\'-v\', \'--verbose\', count=True)

@click.help_option(\'-h\', \'--help\')

@click.pass_context

def cli(ctx, verbose):

    ctx.obj["VERBOSE"] = verbose

def entry_point():

    print("entry_point...")  

    cli(obj={})

@cli.command()

@click.option(\'-v\', \'--verbose\', is_flag=True)

def version(**kwargs):

    """

    Output Version Info

    """

    from bwtougu import version_info

    six.print_("Current Version: ", version_info)

if __name__ == \'__main__\':

    entry_point()

 

完毕