6258

robo_executor.py

@@ -90,36 +90,36 @@ class BacktestExecutor(RoboExecutor):
             self._rule.clear_signal()
 
     def start_exec(self):
-        if self.is_sync_data:
-            for sync in self._syncs:
-                sync.do_sync()
-        if self.is_clean_up:
-            self.clear_datas()
-        if self.start_step.within(BacktestStep.EWMA_VALUE) and self.end_step.without(BacktestStep.EWMA_VALUE):
-            logger.info("start to build fund ewma value.".center(50, '-'))
-            now = dt.now()
-            wait([self.async_build_risk_date(x['id']) for x in self._datum.get_datums(type=DatumType.FUND, risk=(3, 4, 5))])
-            logger.info(f"build fund ewma value success, use[{(dt.now() - now).seconds}s]")
-        if self.start_step.within(BacktestStep.ASSET_POOL) and self.end_step.without(BacktestStep.ASSET_POOL):
-            logger.info("start to build asset pool".center(50, '-'))
-            now = dt.now()
-            workdays = workday_range(self.start_date, self.end_date)
-            for date in workdays:
-                self._risk.get_risk_pool(date)
-            for date in workdays:
-                self._pool.get_pool(date)
-            logger.info(f"build asset pool success, use[{(dt.now() - now).seconds}s]")
-        if self.start_step.within(BacktestStep.NORMAL_PORTFOLIO) and self.end_step.without(BacktestStep.NORMAL_PORTFOLIO):
-            logger.info("start to build normal portfolios".center(50, '-'))
-            now = dt.now()
-            wait([self.async_build_portfolios(day, risk) for risk in PortfoliosRisk for day in workday_range(self.start_date, self.end_date)])
-            logger.info(f"build normal portfolios success, use[{(dt.now() - now).seconds}s]")
-        if self.start_step.within(BacktestStep.HOLD_PORTFOLIO) and self.end_step.without(BacktestStep.HOLD_PORTFOLIO):
-            logger.info("start to build hold portfolios".center(50, '-'))
-            now = dt.now()
-            wait([self.async_build_hold(x) for x in PortfoliosRisk])
-            logger.info(f"build hold portfolios success, use[{(dt.now() - now).seconds}s]")
-        logger.info("start to export report".center(50, '-'))
+        # if self.is_sync_data:
+        #     for sync in self._syncs:
+        #         sync.do_sync()
+        # if self.is_clean_up:
+        #     self.clear_datas()
+        # if self.start_step.within(BacktestStep.EWMA_VALUE) and self.end_step.without(BacktestStep.EWMA_VALUE):
+        #     logger.info("start to build fund ewma value.".center(50, '-'))
+        #     now = dt.now()
+        #     wait([self.async_build_risk_date(x['id']) for x in self._datum.get_datums(type=DatumType.FUND, risk=(3, 4, 5))])
+        #     logger.info(f"build fund ewma value success, use[{(dt.now() - now).seconds}s]")
+        # if self.start_step.within(BacktestStep.ASSET_POOL) and self.end_step.without(BacktestStep.ASSET_POOL):
+        #     logger.info("start to build asset pool".center(50, '-'))
+        #     now = dt.now()
+        #     workdays = workday_range(self.start_date, self.end_date)
+        #     for date in workdays:
+        #         self._risk.get_risk_pool(date)
+        #     for date in workdays:
+        #         self._pool.get_pool(date)
+        #     logger.info(f"build asset pool success, use[{(dt.now() - now).seconds}s]")
+        # if self.start_step.within(BacktestStep.NORMAL_PORTFOLIO) and self.end_step.without(BacktestStep.NORMAL_PORTFOLIO):
+        #     logger.info("start to build normal portfolios".center(50, '-'))
+        #     now = dt.now()
+        #     wait([self.async_build_portfolios(day, risk) for risk in PortfoliosRisk for day in workday_range(self.start_date, self.end_date)])
+        #     logger.info(f"build normal portfolios success, use[{(dt.now() - now).seconds}s]")
+        # if self.start_step.within(BacktestStep.HOLD_PORTFOLIO) and self.end_step.without(BacktestStep.HOLD_PORTFOLIO):
+        #     logger.info("start to build hold portfolios".center(50, '-'))
+        #     now = dt.now()
+        #     wait([self.async_build_hold(x) for x in PortfoliosRisk])
+        #     logger.info(f"build hold portfolios success, use[{(dt.now() - now).seconds}s]")
+        # logger.info("start to export report".center(50, '-'))
         now = dt.now()
         file = self._export.export(max_date=self.end_date)
         logger.info(f"report file[{os.path.basename(file)}] exported successfully. use[{(dt.now() - now).seconds}s].")