Python构建一个“聚宽式”的策略回测平台

1.用户编写的策略脚本，和聚宽风格保持一致，代码可以在聚宽平台运行。

userconfig = {
    "start":"2018-01-01",
    "end":"2018-03-29"
}

def initialize(context):
    context.current_dt = '2018-01-01'
    g.today = "2018-03-23"
    run_daily(market_open, time='open')

def market_open(context):
    print('context:',context.current_dt)
    pass

def handle_data(context, data):
    #print('HANDLE:',context.current_dt)
    pass

2.策略环境配置

# -*- coding: utf-8 -*-
from userStrategy import userconfig
config = {
  "mod": {
    "stock": {
      "enabled": True,
    },
    "future": {
        "enabled": False,
    }
  }
}
from events import EventBus
class Env(object):
    _env = None
    def __init__(self, config):
        Env._env = self
        self.config = config
        self.event_bus = EventBus()
        self.usercfg = userconfig
        self.global_vars = None
        self.current_dt = None
        self.event_source = None

    @classmethod
    def get_instance(cls):
        """
        返回已经创建的 Environment 对象
        """
        if Env._env is None:
            raise RuntimeError("策略还未初始化")
        return Env._env

    def set_global_vars(self, global_vars):
        self.global_vars = global_vars

    def set_event_source(self, event_source):
        self.event_source = event_source

3.事件及事件注册机

# -*- coding: utf-8 -*-
from enum import Enum
from collections import defaultdict


class Event(object):
    def __init__(self, event_type, **kwargs):
        self.__dict__ = kwargs
        self.event_type = event_type

    def __repr__(self):
        return ' '.join('{}:{}'.format(k, v) for k, v in self.__dict__.items())


class EventBus(object):
    def __init__(self):