prepare update config

examples/config_live.yaml

@@ -1,52 +1,46 @@
 account: LU1832
-theme: dark           # white, dark
-host: '127.0.0.1'
-port: 7497
 client_id: 0
-total_trade_limit: 20
-total_cancel_limit: 10
-total_active_limit: 3
-total_loss_limit: 5000
-
-#-------------- active strategies -------------#
+host: 127.0.0.1
+port: 7497
 strategy:
-  MovingAverageCrossStrategy:
-    active: False
+  DoubleMovingAverageCrossStrategy:
+    active: false
     capital: 10000
     params:
-      G: 20
+      n_fast_ma: 20
+      n_slow_ma: 200
     symbols:
-      - CLV0 FUT NYMEX
+    - NGV0 FUT NYMEX
   DualThrustStrategy:
-    active: False
+    active: false
     capital: 10000
     params:
       G: 20
     symbols:
-      - MES FUT GLOBEX
-  DoubleMovingAverageCrossStrategy:
-    active: False
+    - MES FUT GLOBEX
+  MovingAverageCrossStrategy:
+    active: false
     capital: 10000
     params:
-      n_fast_ma: 20
-      n_slow_ma: 200
+      G: 20
     symbols:
-      - NGV0 FUT NYMEX
+    - CLV0 FUT NYMEX
   OrderPerIntervalStrategy:
-    active: False
+    active: false
     capital: 50000
-    order_start_time: 09:40:00      # pad 0 in front
-    order_end_time: 15:50:00
-    single_trade_limit: 3
-    total_trade_limit: 15
-    total_cancel_limit: 5
-    total_active_limit: 2
-    total_loss_limit: 500
+    order_end_time: 57000
+    order_start_time: 09:40:00
     params:
       tick_trigger_threshold: 6000
+    single_trade_limit: 3
     symbols:
-      #- SPY STK SMART
-      #- AAPL STK SMART
-      #- AMZN STK SMART
-      - ESU0 FUT GLOBEX
-      #- NGV0 FUT NYMEX
+    - ESU0 FUT GLOBEX
+    total_active_limit: 2
+    total_cancel_limit: 5
+    total_loss_limit: 500
+    total_trade_limit: 15
+theme: dark
+total_active_limit: 3
+total_cancel_limit: 10
+total_loss_limit: 5000
+total_trade_limit: 20

examples/prepare_trading_session.py

@@ -10,14 +10,21 @@
 import time
 from datetime import datetime, timedelta
 import pandas as pd
+import yaml
 import numpy as np
 import logging
 
 
 def run(args):
     target_path = args.path
+    with open(args.config_file, encoding='utf8') as fd:
+        config = yaml.safe_load(fd)
 
     # DualThrustStrategy
+    # 1. config
+    config['strategy']['DualThrustStrategy']['params']['G'] = 20
+
+    # 2. data
     sname = 'dual_thrust'
     index = pd.date_range('1/1/2020', periods=100, freq='T')
     s1 = pd.Series(range(100), index=index)
@@ -27,11 +34,16 @@ def run(args):
     df = pd.concat([s1, s2], axis=1)
     df.to_csv(f'{target_path}{sname}.csv', header=True, index=True)
 
+    # save config
+    with open(args.config_file, 'w') as file:
+        yaml.dump(config, file)
+
 
 if __name__ == '__main__':
     parser = argparse.ArgumentParser(description='Trading session preparation')
     parser.add_argument('--date', help='today')
-    parser.add_argument('--path', help='today', default='./strategy/')
+    parser.add_argument('-f', '--config_file', dest='config_file', default='./config_live.yaml', help='config yaml file')
+    parser.add_argument('-p', '--path', dest='path', default='./strategy/', help='data path')
 
     args = parser.parse_args()
     run(args)