使用异步框架

config.yml

@@ -153,7 +153,8 @@ robo-executor: # 执行器相关
   backtest: # 回测执行器相关
     start-date: 2008-01-02 # 回测起始日期
     end-date: 2022-11-01 # 回测截止日期
-    start-step: 1 # 回测从哪一步开始执行 1:计算资产ewma；2:计算资产池；3:计算最优投组：4:计算再平衡信号以及持仓投组
+    start-step: 3 # 回测从哪一步开始执行 1:计算资产ewma；2:计算资产池；3:计算最优投组：4:计算再平衡信号以及持仓投组
+    clean-up: off
   real: # 实盘执行器
     start-date: 2022-11-01 # 实盘开始时间
 

portfolios/test_case.py

@@ -13,7 +13,7 @@ class PortfoliosTest(unittest.TestCase):
 
     @autowired(names={'builder': 'poem'})
     def test_poem_build_portfolio(self, builder: PortfoliosBuilder = None):
-        result, detail = builder.build_portfolio(parse_date('2016-09-22'), PortfoliosType.NORMAL)
+        result, detail = builder.build_portfolio(parse_date('2008-01-21'), PortfoliosType.NORMAL)
         self.logger.info("portfolios: ")
         for risk, portfolio in result.items():
             self.logger.info(risk.name)

robo_executor.py

@@ -56,6 +56,9 @@ class BacktestExector(RoboExecutor):
     def end_date(self):
         return pd.to_datetime(self._config['end-date'])
 
+    def is_clean_up(self):
+        return self._config['clean-up'] if 'clean-up' in self._config else True
+
     def clear_datas(self):
         if self.start_step.within(BacktestStep.EWMA_VALUE):
             logger.info('start to clear fund ewma value'.center(50, '-'))
@@ -72,7 +75,8 @@ class BacktestExector(RoboExecutor):
             self._rule.clear_signal()
 
     def start_exec(self):
-        self.clear_datas()
+        if self.is_clean_up():
+            self.clear_datas()
         if self.start_step.within(BacktestStep.EWMA_VALUE):
             logger.info("start to build fund ewma value.".center(50, '-'))
             now = dt.now()