#--------------- #2 set data #2.1 codLst=['000001','002046','600663','000792','600029','000800'] xlst=['inx','total']+codLst # print('\n#2.2 qx.rd') fss='data/bt-T1x2.pkl';#zt.f_varWr(fss,qx) qx=zt.f_varRd(fss);#ztq.tq_prVar(qx) #3 print('\n#3.1 tq_usrStkMerge') df_usr=ztq.tq_usrStkMerge(qx) zt.prDF('df_usr',df_usr) print('\n#3.2 tq_usrDatXed') df2,k=ztq.tq_usrDatXed(qx,df_usr) zt.prDF('df2',df2) # print('\n#3.3 ret') print('ret:',k,'%') print('\n#3.4 tq_usrDatXedFill') df=ztq.tq_usrDatXedFill(qx,df2) zt.prDF('df',df) #============== #4 ret xed ret=ffn.to_log_returns(df[xlst]).dropna()
#7 chk.dat print('\n7.1 tq_pools_chk') ztq.tq_pools_call(qx,ztq.tq_pools_chk) print('\n#7.2,plot inx -->tmp/tmp_.html') xinx,df=qx.wrkInxCod,qx.wrkInxDat hdr,fss='k线图-inx '+xinx,'tmp/tmp_'+xinx+'.html' df2=df.tail(100) zdr.drDF_cdl(df2,ftg=fss,m_title=hdr) print('\n#7.3,plot stk-->tmp/tmp_.html') xcod,df=qx.wrkStkCod,qx.wrkStkDat hdr,fss='k线图-stk '+xcod,'tmp/tmp_'+xcod+'.html' df2=df.tail(100) zdr.drDF_cdl(df2,ftg=fss,m_title=hdr) #8 print('\n#8.1,stk.merge') df9=ztq.tq_usrPoolsMerge(qx) print('\n#8.2,dat,cut') df2=zdat.df_kcut8tim(df9,'',tim0Str,tim9Str) zt.prDF('\n#df2',df2) print('\n#8.3,rebase') dfx=df2.rebase() zt.prDF('\n#dfx',dfx) print('\n#8.4,plot,rebase') dfx.plot()
print('\n#8 qx.rw') fss = ftg0 + 'x2.pkl' zt.f_varWr(fss, qx) qx = zt.f_varRd(fss) # #-----------step #3,ret-mini #9 print('\n#9 ret') # print('\n#9.1 tq_prTrdlib') ztq.tq_prTrdlib(qx) zt.prx('userPools', qx.usrPools) print('\n#9.2 tq_usrStkMerge') df_usr = ztq.tq_usrStkMerge(qx) zt.prDF('df_usr', df_usr) # print('\n#9.3 tq_usrDatXed') df2, k = ztq.tq_usrDatXed(qx, df_usr) zt.prDF('df2', df2) # print('\n#9.4 ret') print('ret:', k, '%') #-----------step #3,ret-all print('\n#9.5 tq_usrDatXedFill') df = ztq.tq_usrDatXedFill(qx, df2) zt.prDF('df', df) #============== #10 ret xed
fss = 'tmp/bt-T1x2.pkl' zt.f_varWr(fss, qx) #qx=zt.f_varRd(fss);#ztq.tq_prVar(qx) # #------------ret #6 print('\n#6 ret') # print('\n#6.1 tq_prTrdlib') ztq.tq_prTrdlib(qx) zt.prx('userPools', qx.usrPools) print('\n#6.2 tq_usrStkMerge') df_usr = ztq.tq_usrStkMerge(qx) zt.prDF('df_usr', df_usr) # print('\n#6.3 tq_usrDatXed') df2, k = ztq.tq_usrDatXed(qx, df_usr) zt.prDF('df2', df2) # print('\n#6.4 ret') print('ret:', k, '%') #============== ''' qx.trd_nilFlag=False, @qx.trd_mode=1 qx.trd_buyNum=1000,ret: 113.05 %