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:
