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

from quantdigger.engine.execute_unit import ExecuteUnit

# 系统角色

_simulator = None

def set_symbols(pcontracts,

dt_start="1980-1-1",

dt_end="2100-1-1",

n=None,

spec_date={}): # 'symbol':[,]

"""

Args:

pcontracts (list): list of pcontracts(string)

dt_start (datetime/str): start time of all pcontracts

dt_end (datetime/str): end time of all pcontracts

n (int): last n bars

spec_date (dict): time range for specific pcontracts

"""

global _simulator

_simulator = ExecuteUnit(pcontracts, dt_start, dt_end, n, spec_date)

return _simulator

def add_strategy(algos, settings={}):

""" 一个组合中的策略

Args:

algos (list): 一个策略组合

Returns:

Profile. 组合结果

"""

rst = _simulator.add_comb(algos, settings)

# @TODO 为什么去掉测试test_engine_vector.py无法通过

settings.clear()

return rst

def run():

_simulator.run()

class Strategy(object):

""" 策略基类"""

def __init__(self, name):

self.name = name

def on_init(self, ctx):

"""初始化数据"""

return

def on_symbol(self, ctx):

""" 逐合约逐根k线运行 """

return

def on_bar(self, ctx):

""" 逐根k线运行 """

# 停在最后一个合约处

return

def on_exit(self, ctx):

""" 策略结束前运行 """

# 停在最后一根bar

return

__all__ = ['set_symbols', 'add_strategy', 'run', 'Strategy']