upload test version

yupengzhi · Feb 21, 2020 · 105e6cf · 105e6cf
1 parent 1b7978c
commit 105e6cf
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Showing 4 changed files with 21 additions and 10 deletions.
diff --git a/external/common/include/util/dater.cpp b/external/common/include/util/dater.cpp
@@ -23,7 +23,7 @@ std::string Dater::GetOneDataFileNameByDate(const std::string & date) {
     printf("bad date %s\n", date.c_str());
     return "";
   }
-  return "/running/"+date_str+"/future" + date_str + ".dat.gz";
+  return "/running/"+date_str+"/future" + date_str + ".dat";
 }
 
 std::string Dater::GetValidFile(const std::string & start_date, int num_days) {

diff --git a/external/common/lib/libnick.so b/external/common/lib/libnick.so
diff --git a/src/backtest/main.cpp b/src/backtest/main.cpp
@@ -1,5 +1,6 @@
 #include <libconfig.h++>
 #include <unordered_map>
+#include <utility>
 #include <string>
 #include <vector>
 
@@ -12,7 +13,7 @@
 #include "util/history_worker.h"
 #include "/root/hft/src/simplearb/strategy.h"
 
-std::unordered_map<std::string, std::vector<BaseStrategy*> > GenTSM() {
+std::pair< std::unordered_map<std::string, std::vector<BaseStrategy*> >, std::vector<std::string> > GenTSM() {
   std::string default_path = GetDefaultPath();
 
   libconfig::Config param_cfg;
@@ -29,6 +30,17 @@ std::unordered_map<std::string, std::vector<BaseStrategy*> > GenTSM() {
   std::unordered_map<std::string, std::vector<BaseStrategy*> > ticker_strat_map;
   std::string contract_config_path = default_path + "/hft/config/contract/contract.config";
 
+  Dater dt;
+  std::string start_date = param_cfg.lookup("start_date");
+  if (start_date == "today") {
+    start_date = dt.GetDate();
+  }
+  if (start_date == "yesterday") {
+    start_date = dt.GetDate("", -1);
+  }
+  int period = param_cfg.lookup("period");
+  std::vector<std::string> file_v = dt.GetDataFilesNameByDate(start_date, period, true);
+
   try {
     const libconfig::Setting & strategies = param_cfg.lookup("strategy");
     for (int i = 0; i < strategies.getLength(); i++) {
@@ -50,16 +62,15 @@ std::unordered_map<std::string, std::vector<BaseStrategy*> > GenTSM() {
     printf("EXCEPTION: %s\n", ex.what());
     exit(1);
   }
-  return ticker_strat_map;
+  return std::make_pair(ticker_strat_map, file_v);
 }
 
 int main() {
-  auto ticker_strat_map = GenTSM();
+  auto t = GenTSM();
+  auto ticker_strat_map = t.first;
+  auto file_list = t.second;
+  PrintVector(file_list);
   ThreadPool pool(4);
-  std::vector<std::string> file_list = {"/running/2020-02-07/future2020-02-07.dat.gz",
-                                        "/running/2020-02-07/future2020-02-07.dat.gz",
-                                        "/running/2020-02-07/future2020-02-07.dat.gz",
-                                        "/running/2020-02-07/future2020-02-07.dat.gz"};
   for (auto f: file_list) {
     pool.enqueue([](const std::unordered_map<std::string, std::vector<BaseStrategy*> >& m, std::string f) {Backtester bt(m); bt.LoadData(f);}, ticker_strat_map, f);
   }

diff --git a/src/ctporder/main.cpp b/src/ctporder/main.cpp
@@ -65,14 +65,14 @@ int main() {
   }
   CThostFtdcTraderApi* user_api = CThostFtdcTraderApi::CreateFtdcTraderApi();
 
+  /*
   std::string broker = "9999";
   std::string username = "116909";
   std::string password = "yifeng";
-  /*
+  */
   std::string broker = "9999";
   std::string username = "115686";
   std::string password = "fz567789";
-  */
   ::unordered_map<int, int> order_id_map;
 
   TokenManager tm;