save_backtest.py 文件源码

def QA_SU_save_account_to_csv(message,path=os.getcwd()):

    __file_name_1 = '{}backtest-ca&history-{}.csv'.format(path,str(message['header']['cookie']))
    with open(__file_name_1, 'w', newline='') as C:
        csvwriter = csv.writer(C)
        csvwriter.writerow(['date', 'code', 'price', 'towards', 'amount',
                            'order_id', 'trade_id', 'commission_fee', 'cash', 'assets'])
        for i in range(0, max(len(message['body']['account']['cash']), len(message['body']['account']['assets']))):
            try:
                message['body']['account']['history'][i].append(
                    message['body']['account']['cash'][i])
                message['body']['account']['history'][i].append(
                    message['body']['account']['assets'][i])
                csvwriter.writerow(message['body']['account']['history'][i])
            except:
                pass