Beispiel #1
0
def check_sell_sign(_code, _buy_date, _buy_price, _judgedate):
    if _judgedate < _buy_date:
        return RET_BASIC_ERROR
    s = SimlEliteStrat(["slope"], [_code])
    s.build_strat(_buy_date, _judgedate)
    holding_days = datediff(_buy_date, _judgedate) + 50
    s.set_max_holding_days(holding_days)
    datestr = _buy_date
    while datestr < _judgedate:
        s.set_date(datestr)
        s.choose_meigaras(1, True)
        node = s.get_tmp_gene_node(_code)
        points, datestr = node.buy_and_sell(-1, _code, datestr, _judgedate)
    return node.check_sell_sign(_code, _judgedate, _buy_price)
Beispiel #2
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'''
Created on Jan 5, 2016

@author: kot
'''

from params import *
from t_siml.SimlEliteStrat import *
from t_lib.tradefuncs import *


if __name__ == '__main__':
    meigaras = get_rnd_meigaras(4000)
    #meigaras = ["4080", "1301", "2121"]
    #s = SimlEliteStrat(100000, ["slope"], ["1301", "8001", "7270"])
    s = SimlEliteStrat(["slope2"], meigaras)
    s.simulate('20150601', '20151201', 1000000, 5)
Beispiel #3
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def choose_elite_meigaras(_date, _cnt):
    s = SimlEliteStrat(["slope"], get_rnd_meigaras(10))
    s.build_strat(_date, _date)
    s.set_date(_date)
    return s.choose_meigaras(_cnt, True)