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use f-string in save_one_run_results
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letianzj committed Jun 20, 2024
1 parent 1a9a98c commit 224341d
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Showing 2 changed files with 6 additions and 17 deletions.
5 changes: 3 additions & 2 deletions examples/download_historical_data_from_ib.py
Original file line number Diff line number Diff line change
Expand Up @@ -53,7 +53,6 @@ def historical_event_handler(self, bar_event: BarEvent) -> None:
self.df = pd.concat([self.df, df1], axis=0)

def run(self) -> None:
dfd = pd.DataFrame()
dict_all = {}
events_engine = LiveEventEngine()
tick_event_engine = LiveEventEngine()
Expand Down Expand Up @@ -96,6 +95,8 @@ def run(self) -> None:
]

for sym in symbols:
dfd = pd.DataFrame()
self.df = pd.DataFrame(columns=["Open", "High", "Low", "Close", "Volume"])
end_date = datetime.strptime(self.date, "%Y%m%d")
if "STK" in sym:
end_date = end_date + timedelta(hours=16) # 16:00
Expand Down Expand Up @@ -140,7 +141,7 @@ def run(self) -> None:
parser.add_argument("--date", help="yyyymmdd", required=True)
parser.add_argument(
"--path",
default="c:/workspace/data/tick/",
default="c:/workspace/data/ticks/",
help="hist data folder",
)

Expand Down
18 changes: 3 additions & 15 deletions quanttrader/util/util_func.py
Original file line number Diff line number Diff line change
Expand Up @@ -108,18 +108,6 @@ def save_one_run_results(
batch_tag: bool = False,
) -> None:

df_positions.to_csv(
"{}{}{}{}".format(
output_dir, "/positions_", batch_tag if batch_tag else "", ".csv"
)
)
df_trades.to_csv(
"{}{}{}{}".format(
output_dir, "/trades_", batch_tag if batch_tag else "", ".csv"
)
)
equity.to_csv(
"{}{}{}{}".format(
output_dir, "/equity_", batch_tag if batch_tag else "", ".csv"
)
)
df_positions.to_csv(f"{output_dir}/positions_{batch_tag if batch_tag else ""}.csv")
df_trades.to_csv(f"{output_dir}/trades_{batch_tag if batch_tag else ""}.csv")
equity.to_csv(f"{output_dir}/equity_{batch_tag if batch_tag else ""}.csv")

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