def start_bp():
st3 = TsStrategy3()
history_capital.append(capital_base)
# 初始化时间轴
date_list = date_range("2017-01-01", "2017-12-31")
for index in range(len(date_list)):
cur_date = date_list[index]
fun_sell(cur_date)
if datetime.datetime.strptime(cur_date, "%Y-%m-%d").weekday() == 0:
buy_list = st3.get_buy_list(cur_date)
if buy_list:
fun_buy(buy_list, cur_date)
net_rate = (history_capital[-1] -
history_capital[0]) / history_capital[0] # 计算回测结果
print(round(net_rate * 100, 2), "%")
def fun_timer():
# 每分钟与系统进行对时(数据更新时间为16:00 & 22:00)
cur_time = datetime.datetime.now().time()
print(cur_time)
hour = str(cur_time).split(":")[0]
minute = str(cur_time).split(":")[1]
if (hour == "16" or hour == "22") and minute == "00":
# 开始基础数据爬虫业务
dc = ENDataCrawl()
dc.start_crawl()
# 同步基础数据到redis
rm = RedisManager()
rm.update_data()
# 开始指标数据计算业务
wu = WmacdUtils()
wu.update_w_macd()
# 同步指标数据到redis
st3 = TsStrategy3()
st3.update_redis(datetime.datetime.now().date())
global timer
timer = threading.Timer(time_interval, fun_timer)
timer.start()
#!/usr/bin/env python
# -*- coding: utf-8 -*-
"""
__title__ = '补丁20180521'
__author__ = 'JN Zhang'
__mtime__ = '2018/05/21'
"""
import datetime
from core.c_strategy.strategy_3 import TsStrategy3
from core.wmacd_utils import WmacdUtils
if __name__ == "__main__":
# 恢复20180521的数据
wu = WmacdUtils()
wu.update_w_macd("2018-05-12")
# 重新计算strategy_3
st3 = TsStrategy3()
st3.update_redis("2018-05-19")