def buy(self, direction, price, quantity, price_type='LMT', contract=None):
""" 开仓。
:param str/int direction: 下单方向。多头 - 'long' / 1 ；空头 - 'short' / 2
:param float price: 价格。
:param int quantity: 数量。
:param str/int price_type: 下单价格类型。限价单 - 'lmt' / 1；市价单 - 'mkt' / 2
"""
contract = None
con = Contract(contract) if contract else self._main_contract
self._orders.append(
Order(self.datetime, con,
PriceType.arg_to_type(price_type), TradeSide.KAI,
Direction.arg_to_type(direction), float(price), quantity))
def sell(self, direction, price, quantity, price_type='MKT', contract=None):
""" 平仓。
:param str/int direction: 下单方向。多头 - 'long' / 1 ；空头 - 'short' / 2
:param float price: 价格。
:param int quantity: 数量。
:param str/int price_type: 下单价格类型。限价单 - 'lmt' / 1；市价单 - 'mkt' / 2
"""
con = Contract(contract) if contract else self._main_contract
self._orders.append(Order(
self.datetime,
con,
PriceType.arg_to_type(price_type),
TradeSide.PING,
Direction.arg_to_type(direction),
float(price),
quantity
))
if __name__ == '__main__':
try:
begin_dt, end_dt = None, None
pcon = pcontract('IF000.SHFE', '10.Minute')
#pcon = stock('600848') # 通过tushare下载股票数据
simulator = ExecuteUnit([pcon, pcon], begin_dt, end_dt)
algo = DemoStrategy(simulator)
algo = DemoStrategy(simulator)
#algo2 = DemoStrategy(simulator)
simulator.run()
for deal in algo.blotter.deal_positions:
# code...
print "----------------"
print("开仓时间: %s；成交价格: %f；买卖方向: %s；成交量: %d；") % \
(deal.open_datetime, deal.open_price, Direction.type_to_str(deal.direction), deal.quantity)
print("平仓时间: %s；成交价格: %f；买卖方向: %s；成交量: %d；盈亏: %f；") % \
(deal.close_datetime, deal.close_price, Direction.type_to_str(deal.direction), deal.quantity, deal.profit())
# 显示回测结果
plotting.plot_result(simulator.data[pcon],
algo._indicators,
algo.blotter.deal_positions,
algo.blotter)
#plotting.plot_result(simulator.data[pcon],
#algo2._indicators,
#algo2.blotter.deal_positions,
#algo2.blotter)
except Exception, e:
