report.py 文件源码

def generate_report(result_dict, target_report_csv_path):
    from six import StringIO

    output_path = os.path.join(target_report_csv_path, result_dict["summary"]["strategy_name"])
    try:
        os.mkdir(output_path)
    except:
        pass

    xlsx_writer = pd.ExcelWriter(os.path.join(output_path, "report.xlsx"), engine='xlsxwriter')

    # summary.csv
    csv_txt = StringIO()
    summary = result_dict["summary"]
    csv_txt.write(u"\n".join(sorted("{},{}".format(key, value) for key, value in six.iteritems(summary))))
    df = pd.DataFrame(data=[{"val": val} for val in summary.values()], index=summary.keys()).sort_index()
    df.to_excel(xlsx_writer, sheet_name="summary")

    with open(os.path.join(output_path, "summary.csv"), 'w') as csvfile:
        csvfile.write(csv_txt.getvalue())

    for name in ["portfolio", "stock_account", "future_account",
                 "stock_positions", "future_positions", "trades"]:
        try:
            df = result_dict[name]
        except KeyError:
            continue

        # replace all date in dataframe as string
        if df.index.name == "date":
            df = df.reset_index()
            df["date"] = df["date"].apply(lambda x: x.strftime("%Y-%m-%d"))
            df = df.set_index("date")

        csv_txt = StringIO()
        csv_txt.write(df.to_csv(encoding='utf-8'))

        df.to_excel(xlsx_writer, sheet_name=name)

        with open(os.path.join(output_path, "{}.csv".format(name)), 'w') as csvfile:
            csvfile.write(csv_txt.getvalue())

    # report.xls <--- ??sheet???
    xlsx_writer.save()