trader.py 文件源码

def save_performance(self, *args):
        w = pd.ExcelWriter("performance&%s.xls" % datetime.now().strftime("%Y-%m-%d-%H-%M-%S"))

        def iter_save(dict_like, name=None):
            for key, data in dict_like.items():
                table = key if not name else name + "_" + key
                if isinstance(data, dict):
                    iter_save(data, key)
                    continue
                elif isinstance(data, pd.Series):
                    data = pd.DataFrame(data)

                try:
                    data.to_excel(w, table)
                except Exception as e:
                    print(e.message)
                    print("%s can not be saved as .xls file" % table)
                    print(data)

        iter_save(self.output(*args))
        w.save()