from wtpy import WtEngine,EngineType
from Strategies.DualThrust import StraDualThrust
from ConsoleIdxWriter import ConsoleIdxWriter
if __name__ == "__main__":
#创建一个运行环境，并加入策略
env = WtEngine(EngineType.ET_CTA)
env.init('./common/', "config.json")
straInfo = StraDualThrust(name='pydt_au', code="SHFE.au.HOT", barCnt=50, period="m5", days=30, k1=0.2, k2=0.2, isForStk=False)
env.add_cta_strategy(straInfo)
idxWriter = ConsoleIdxWriter()
env.set_writer(idxWriter)
env.run()
kw = input('press any key to exit\n')
from wtpy import WtBtEngine,EngineType
from Strategies.DualThrust import StraDualThrust
from wtpy import WtBtAnalyst
if __name__ == "__main__":
#创建一个运行环境，并加入策略
engine = WtBtEngine(EngineType.ET_CTA)
engine.init(folder='./common/', cfgfile="configbt.json", commfile="stk_comms.json", contractfile="stocks.json")
engine.configBacktest(201901010930,201912151500)
engine.configBTStorage(mode="csv", path="./storage/")
engine.commitBTConfig()
straInfo = StraDualThrust(name='pydt_SH600000', code="SSE.600000", barCnt=50, period="d1", days=30, k1=0.1, k2=0.1, isForStk=True)
engine.set_cta_strategy(straInfo)
engine.run_backtest()
#绩效分析
analyst = WtBtAnalyst()
analyst.add_strategy("pydt_SH600000", folder="./outputs_bt/pydt_SH600000/", init_capital=5000, rf=0.02, annual_trading_days=240)
analyst.run()
kw = input('press any key to exit\n')
engine.release_backtest()
from Strategies.DualThrust import StraDualThrust
# from Strategies.XIM import XIM
if __name__ == "__main__":
#创建一个运行环境，并加入策略
engine = WtBtEngine(EngineType.ET_CTA)
engine.init('./common/', "configbt.json")
engine.configBacktest(201909100930, 201912011500)
engine.configBTStorage(mode="csv", path="./storage/")
engine.commitBTConfig()
straInfo = StraDualThrust(name='pydt_IF',
code="CFFEX.IF.HOT",
barCnt=50,
period="m5",
days=30,
k1=0.1,
k2=0.1,
isForStk=False)
engine.set_cta_strategy(straInfo)
engine.run_backtest()
analyst = WtBtAnalyst()
analyst.add_strategy("pydt_IF",
folder="./outputs_bt/pydt_IF/",
init_capital=500000,
rf=0.02,
annual_trading_days=240)
analyst.run()
from wtpy import WtBtEngine,EngineType
from Strategies.DualThrust import StraDualThrust
from wtpy.apps import WtBtAnalyst
if __name__ == "__main__":
#创建一个运行环境，并加入策略
engine = WtBtEngine(EngineType.ET_CTA)
engine.init(folder='./common/', cfgfile="configbt.json", commfile="stk_comms.json", contractfile="stocks.json")
engine.configBacktest(201901010930,201912151500)
engine.configBTStorage(mode="csv", path="./storage/")
engine.commitBTConfig()
straInfo = StraDualThrust(name='pydt_SH510300', code="SSE.510300", barCnt=50, period="m1", days=30, k1=0.1, k2=0.1, isForStk=False)
engine.set_cta_strategy(straInfo)
engine.run_backtest()
#绩效分析
analyst = WtBtAnalyst()
analyst.add_strategy("pydt_SH510300", folder="./outputs_bt/pydt_SH510300/", init_capital=5000, rf=0.02, annual_trading_days=240)
analyst.run()
kw = input('press any key to exit\n')
engine.release_backtest()