example

eddy668 · Jun 28, 2022 · 3f08751 · 3f08751
1 parent 2a789d3
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diff --git a/examples/download_data_demo1.py b/examples/download_data_demo1.py
@@ -7,71 +7,76 @@
 from howtrader.trader.setting import SETTINGS
 from howtrader.trader.engine import MainEngine
 
-from howtrader.gateway.binances import BinancesGateway
-from howtrader.gateway.binance import BinanceGateway
-from howtrader.gateway.binances.binances_gateway import BinancesRestApi
+from howtrader.gateway.binance import BinanceSpotGateway,BinanceUsdtGateway, BinanceInverseGateway
+from howtrader.gateway.binance.binance_usdt_gateway import BinanceUsdtRestApi
 from howtrader.trader.object import Exchange, Interval
-from tzlocal import get_localzone
+from tzlocal import get_localzone_name
 from howtrader.trader.object import HistoryRequest
-from howtrader.trader.database import database_manager
+from howtrader.trader.database import BaseDatabase, get_database
+
+database: BaseDatabase = get_database()
+
 from threading import Thread
 
 SETTINGS["log.active"] = True
 SETTINGS["log.level"] = INFO
 SETTINGS["log.console"] = True
 
-binances_setting = {
+spot_gateway_setting = {
+    "key": "",
+    "secret": "",
+    "proxy_host": "",
+    "proxy_port": 0,
+}
+
+usdt_gateway_setting = {
     "key": "",
     "secret": "",
-    "会话数": 3,
-    "服务器": "REAL",
-    "合约模式": "正向",
-    "代理地址": "",
-    "代理端口": 0,
+    "proxy_host": "",
+    "proxy_port": 0
 }
 
-binance_setting = {
+inverse_gateway_setting = {
     "key": "",
     "secret": "",
-    "session_number": 3,
     "proxy_host": "",
     "proxy_port": 0
 }
 
 
 def request1():
-    start = datetime(2020, 10, 1, tzinfo=get_localzone())
-    end = datetime(2020, 10, 2, tzinfo=get_localzone())
+    start = datetime(2020, 10, 1, tzinfo=get_localzone_name())
+    end = datetime(2020, 10, 2, tzinfo=get_localzone_name())
     req = HistoryRequest(
         symbol=symbol,
         exchange=exchange,
-        interval=Interval(interval),
+        interval=interval,
         start=start,
         end=end
     )
 
-    data = gate_way.query_history(req)
-
-    print(data)
-
-    if data:
-        database_manager.save_bar_data(data)
+    bars = gate_way.query_history(req)
 
+    print(bars)
+    if bars:
+        database.save_bar_data(bars)
 
 def request2():
     print("start2")
-    start = datetime(2020, 11, 12, tzinfo=get_localzone())
-    end = datetime(2020, 11, 13, tzinfo=get_localzone())
+    start = datetime(2020, 11, 12, tzinfo=get_localzone_name())
+    end = datetime(2020, 11, 13, tzinfo=get_localzone_name())
     req = HistoryRequest(
         symbol=symbol,
         exchange=exchange,
-        interval=Interval(interval),
+        interval=interval,
         start=start,
         end=end
     )
 
-    data = gate_way.query_history(req)
-    print("start12_end13", data)
+    bars = gate_way.query_history(req)
+    print("start2_end", bars)
+    if bars:
+        database.save_bar_data(bars)
 
 
 if __name__ == "__main__":
@@ -82,15 +87,17 @@ def request2():
 
     event_engine = EventEngine()
     main_engine = MainEngine(event_engine)
-    main_engine.add_gateway(BinanceGateway)  # spot
-    # main_engine.add_gateway(BinancesGateway)  # future
-    main_engine.connect(binance_setting, "BINANCE")  # spot
-    # main_engine.connect(binances_setting, "BINANCES")  # future
-
+    main_engine.add_gateway(BinanceSpotGateway)  # spot
+    main_engine.add_gateway(BinanceUsdtGateway)  # future
+    main_engine.add_gateway(BinanceInverseGateway)  # future
+    main_engine.connect(spot_gateway_setting, "BINANCE_SPOT")  # spot
+    main_engine.connect(usdt_gateway_setting, "BINANCE_USDT")  # future
+    main_engine.connect(inverse_gateway_setting, "BINANCE_INVERSE")  # Inverse future.
     sleep(3)
 
-    main_engine.write_log("连接BINANCE接口")  # spot
-    # main_engine.write_log("连接BINANCES接口") # future
+    main_engine.write_log("connect binance spot gateway")  # spot
+    main_engine.write_log("connect binance future gateway") # future
+    main_engine.write_log("connect binance inverse gateway")  # inverse
     gate_way = main_engine.get_gateway("BINANCE")  # spot
     # gate_way = main_engine.get_gateway("BINANCES")  # future
     print(gate_way)

diff --git a/examples/download_data_demo2.py b/examples/download_data_demo2.py
@@ -1,14 +1,16 @@
 """
-    我们使用币安原生的api进行数据爬取.
+use binance api to get the kline datas.
+author: 51bitquant
 
+discord: 51bitquant#8078
 """
 
 import pandas as pd
 import time
 from datetime import datetime
 import requests
 import pytz
-from howtrader.trader.database import database_manager
+from howtrader.trader.database import BaseDatabase, get_database
 
 pd.set_option('expand_frame_repr', False)  #
 from howtrader.trader.object import BarData, Interval, Exchange
@@ -20,6 +22,9 @@
 from threading import Thread
 
 
+database: BaseDatabase = get_database()
+
+
 def generate_datetime(timestamp: float) -> datetime:
     """
     :param timestamp:
@@ -30,39 +35,40 @@ def generate_datetime(timestamp: float) -> datetime:
     return dt
 
 
-def get_binance_data(symbol: str, exchanges: str, start_time: str, end_time: str):
+def get_binance_data(symbol: str, exchange: str, start_time: str, end_time: str, gate_way: str="BINANCE_USDT"):
     """
-    爬取币安交易所的数据
+    crawl binance exchange data
     :param symbol: BTCUSDT.
-    :param exchanges: 现货、USDT合约, 或者币币合约.
-    :param start_time: 格式如下:2020-1-1 或者2020-01-01
-    :param end_time: 格式如下:2020-1-1 或者2020-01-01
+    :param exchange: spot、usdt_future, inverse_future.
+    :param start_time: format :2020-1-1 or 2020-01-01 year-month-day
+    :param end_time: format: 2020-1-1 or 2020-01-01 year-month-day
+    :param gate_way the gateway name for binance is:BINANCE_SPOT, BINANCE_USDT, BINANCE_INVERSE
     :return:
     """
 
     api_url = ''
     save_symbol = symbol
-    gate_way = 'BINANCES'
 
-    if exchanges == 'spot':
+
+    if exchange == 'spot':
         print("spot")
         limit = BINANCE_SPOT_LIMIT
         save_symbol = symbol.lower()
         gate_way = 'BINANCE'
         api_url = f'https://api.binance.com/api/v3/klines?symbol={symbol}&interval=1m&limit={limit}'
 
-    elif exchanges == 'future':
-        print('future')
+    elif exchange == 'usdt_future':
+        print('usdt_future')
         limit = BINANCE_FUTURE_LIMIT
         api_url = f'https://fapi.binance.com/fapi/v1/klines?symbol={symbol}&interval=1m&limit={limit}'
 
-    elif exchanges == 'coin_future':
-        print("coin_future")
+    elif exchange == 'inverse_future':
+        print("inverse_future")
         limit = BINANCE_FUTURE_LIMIT
         f'https://dapi.binance.com/dapi/v1/klines?symbol={symbol}&interval=1m&limit={limit}'
 
     else:
-        raise Exception('交易所名称请输入以下其中一个：spot, future, coin_future')
+        raise Exception('the exchange name should be one of ：spot, usdt_future, inverse_future')
 
     start_time = int(datetime.strptime(start_time, '%Y-%m-%d').timestamp() * 1000)
     end_time = int(datetime.strptime(end_time, '%Y-%m-%d').timestamp() * 1000)
@@ -72,7 +78,7 @@ def get_binance_data(symbol: str, exchanges: str, start_time: str, end_time: str
             print(start_time)
             url = f'{api_url}&startTime={start_time}'
             print(url)
-            data = requests.get(url=url, timeout=10, proxies=proxies).json()
+            datas = requests.get(url=url, timeout=10, proxies=proxies).json()
 
             """
             [
@@ -95,28 +101,29 @@ def get_binance_data(symbol: str, exchanges: str, start_time: str, end_time: str
 
             buf = []
 
-            for l in data:
-                bar = BarData(
+            for row in datas:
+                bar: BarData = BarData(
                     symbol=save_symbol,
                     exchange=Exchange.BINANCE,
-                    datetime=generate_datetime(l[0]),
+                    datetime=generate_datetime(row[0]),
                     interval=Interval.MINUTE,
-                    volume=float(l[5]),
-                    open_price=float(l[1]),
-                    high_price=float(l[2]),
-                    low_price=float(l[3]),
-                    close_price=float(l[4]),
+                    volume=float(row[5]),
+                    turnover=float(row[7]),
+                    open_price=float(row[1]),
+                    high_price=float(row[2]),
+                    low_price=float(row[3]),
+                    close_price=float(row[4]),
                     gateway_name=gate_way
                 )
                 buf.append(bar)
 
-            database_manager.save_bar_data(buf)
+            database.save_bar_data(buf)
 
             # 到结束时间就退出, 后者收盘价大于当前的时间.
-            if (data[-1][0] > end_time) or data[-1][6] >= (int(time.time() * 1000) - 60 * 1000):
+            if (datas[-1][0] > end_time) or datas[-1][6] >= (int(time.time() * 1000) - 60 * 1000):
                 break
 
-            start_time = data[-1][0]
+            start_time = datas[-1][0]
 
         except Exception as error:
             print(error)
@@ -143,13 +150,13 @@ def download_spot(symbol):
     t3.join()
 
 
-def download_future(symbol):
+def download_usdt_future(symbol):
     """
     下载合约数据的方法。
     :return:
     """
-    t1 = Thread(target=get_binance_data, args=(symbol, 'future', "2019-9-10", "2020-3-1"))
-    t2 = Thread(target=get_binance_data, args=(symbol, 'future', "2019-3-1", "2020-11-16"))
+    t1 = Thread(target=get_binance_data, args=(symbol, 'usdt_future', "2019-9-10", "2020-3-1"))
+    t2 = Thread(target=get_binance_data, args=(symbol, 'usdt_future', "2019-3-1", "2020-11-16"))
 
     t1.start()
     t2.start()
@@ -174,4 +181,4 @@ def download_future(symbol):
 
     # download_spot(symbol) # 下载现货的数据.
 
-    download_future(symbol)  # 下载合约的数据
+    download_usdt_future(symbol)  # 下载合约的数据
diff --git a/examples/main_window.py b/examples/main_window.py
@@ -4,9 +4,7 @@
 from howtrader.trader.engine import MainEngine
 from howtrader.trader.ui import MainWindow, create_qapp
 
-from howtrader.gateway.binance import BinanceGateway
-from howtrader.gateway.binances import BinancesGateway
-
+from howtrader.gateway.binance import BinanceSpotGateway, BinanceUsdtGateway, BinanceInverseGateway
 
 from howtrader.app.cta_strategy import CtaStrategyApp
 from howtrader.app.data_manager import DataManagerApp
@@ -25,8 +23,9 @@ def main():
 
     main_engine = MainEngine(event_engine)
 
-    main_engine.add_gateway(BinanceGateway)
-    main_engine.add_gateway(BinancesGateway)
+    main_engine.add_gateway(BinanceSpotGateway)
+    main_engine.add_gateway(BinanceUsdtGateway)
+    main_engine.add_gateway(BinanceInverseGateway)
     main_engine.add_app(CtaStrategyApp)
     main_engine.add_app(CtaBacktesterApp)
     main_engine.add_app(DataManagerApp)

diff --git a/examples/no_ui.py b/examples/no_ui.py
@@ -5,10 +5,10 @@
 
 from howtrader.event import EventEngine
 from howtrader.trader.setting import SETTINGS
-from howtrader.trader.engine import MainEngine
+from howtrader.trader.engine import MainEngine, LogEngine
 
-from howtrader.gateway.binances import BinancesGateway
-from howtrader.app.cta_strategy import CtaStrategyApp
+from howtrader.gateway.binance import BinanceSpotGateway, BinanceUsdtGateway
+from howtrader.app.cta_strategy import CtaStrategyApp, CtaEngine
 from howtrader.app.cta_strategy.base import EVENT_CTA_LOG
 
 
@@ -17,47 +17,43 @@
 SETTINGS["log.console"] = True
 
 
-binances_setting = {
+usdt_gateway_setting = {
         "key": "",
         "secret": "",
-        "会话数": 3,
-        "服务器": "REAL",
-        "合约模式": "正向",
-        "代理地址": "",
-        "代理端口": 0,
+        "proxy_host": "",
+        "proxy_port": 0,
     }
 
-
 def run():
     """
     Running in the child process.
     """
     SETTINGS["log.file"] = True
 
     event_engine = EventEngine()
-    main_engine = MainEngine(event_engine)
-    main_engine.add_gateway(BinancesGateway)
-    cta_engine = main_engine.add_app(CtaStrategyApp)
-    main_engine.write_log("主引擎创建成功")
+    main_engine: MainEngine = MainEngine(event_engine)
+    main_engine.add_gateway(BinanceUsdtGateway)
+    cta_engine: CtaEngine = main_engine.add_app(CtaStrategyApp)
+    main_engine.write_log("setup main engine")
 
-    log_engine = main_engine.get_engine("log")
+    log_engine: LogEngine  = main_engine.get_engine("log")
     event_engine.register(EVENT_CTA_LOG, log_engine.process_log_event)
-    main_engine.write_log("注册日志事件监听")
+    main_engine.write_log("register event listener")
 
-    main_engine.connect(binances_setting, "BINANCES")
-    main_engine.write_log("连接BINANCES接口")
+    main_engine.connect(usdt_gateway_setting, "BINANCE_USDT")
+    main_engine.write_log("connect binance usdt gate way")
 
     sleep(10)
 
     cta_engine.init_engine()
-    main_engine.write_log("CTA策略初始化完成")
+    main_engine.write_log("set up cta engine")
 
     cta_engine.init_all_strategies()
     sleep(60)   # Leave enough time to complete strategy initialization
-    main_engine.write_log("CTA策略全部初始化")
+    main_engine.write_log("init cta strategies")
 
     cta_engine.start_all_strategies()
-    main_engine.write_log("CTA策略全部启动")
+    main_engine.write_log("start cta strategies")
 
     while True:
         sleep(10)

diff --git a/examples/portfolio_backtesting.py b/examples/portfolio_backtesting.py
@@ -1,7 +1,7 @@
 
 from howtrader.app.cta_strategy.backtesting import BacktestingEngine, OptimizationSetting
-from howtrader.app.cta_strategy.strategies.atr_rsi_strategy import AtrRsiStrategy
-from howtrader.app.cta_strategy.strategies.boll_channel_strategy import BollChannelStrategy
+from .strategies.atr_rsi_strategy import AtrRsiStrategy
+from .strategies.boll_channel_strategy import BollChannelStrategy
 from datetime import datetime