def run(TheStrategy, code, datasource=_default_datasource):
print 'code: ' + code
pcon = stock(code)
#dt_start = '20130101'
#dt_end = '20150819'
dt_start = None
dt_end = None
simulator = ExecuteUnit([pcon], dt_start, dt_end, datasource=datasource)
algo = TheStrategy(simulator)
simulator.run()
a = {}
b = []
try:
for trans in algo.blotter.transactions:
deals.update_positions(a, b, trans)
except Exception, e:
print e
def run(TheStrategy, code, datasource=_default_datasource):
print 'code: ' + code
pcon = stock(code)
#dt_start = '20130101'
#dt_end = '20150819'
dt_start = None
dt_end = None
simulator = ExecuteUnit([pcon], dt_start, dt_end, datasource=datasource)
algo = TheStrategy(simulator)
simulator.run()
a = {}
b = []
try:
for trans in algo.blotter.transactions:
deals.update_positions(a, b, trans);
except Exception, e:
print e
price = self.close[0]
self.buy('long', price, quantity, contract=code)
self.buy_price = price
self.num_cont += 1
#six.print_('buy', self.datetime[0].date(), price, quantity)
elif self.position() > 0 and self.masmall < self.mabig:
price = self.close[0]
self.sell('long', price, self.position())
#six.print_('sel', self.datetime[0].date(), price, self.position())
#six.print_('---')
if price > self.buy_price:
self.num_win += 1
if __name__ == '__main__':
pcon = stock(code)
simulator = ExecuteUnit(
[pcon],
None, #'2015-08-02',
# 使用自定义的数据源
datasource=ds163.CachedStock163Source('163cache'))
algo = DemoStrategy(simulator)
simulator.run()
#six.print_('close: ', algo.close.data)
#six.print_('close length: ', algo.close.length_history)
six.print_('total: %s, win: %s' % (algo.num_cont, algo.num_win))
# 显示回测结果
a = {}
b = []
try:
self.buy('long', self.open, 1, contract='IF000.SHFE')
elif self.position(
) > 0 and self.ma10[1] > self.ma20[1] and self.ma10 < self.ma20:
self.sell('long', self.open, 1)
# 夸品种数据引用
print self.open_(1)[1], self.open
#print self.position(), self.cash()
#print self.datetime, self.b_upper, self.b_middler, self.b_lower
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)
algo1 = 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
#self.ma2.update(average(self.open, 10))
if self.ma10[1] < self.ma20[1] and self.ma10 > self.ma20:
self.buy('long', self.open, 1, contract = 'IF000.SHFE')
elif self.position() > 0 and self.ma10[1] > self.ma20[1] and self.ma10 < self.ma20:
self.sell('long', self.open, 1)
# 夸品种数据引用
print self.open_(1)[1], self.open
#print self.position(), self.cash()
#print self.datetime, self.b_upper, self.b_middler, self.b_lower
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)
algo1 = 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
if quantity > 0:
price = self.close[0]
self.buy('long', price, quantity, contract = code)
self.buy_price = price
self.num_cont += 1
#print 'buy', self.datetime[0].date(), price, quantity
elif self.position() > 0 and self.masmall < self.mabig:
price = self.close[0]
self.sell('long', price, self.position())
#print 'sel', self.datetime[0].date(), price, self.position()
#print '---'
if price > self.buy_price:
self.num_win += 1
if __name__ == '__main__':
pcon = stock(code)
simulator = ExecuteUnit([pcon], None, #'2015-08-02',
# 使用自定义的数据源
datasource=ds163.CachedStock163Source('163cache'))
algo = DemoStrategy(simulator)
simulator.run()
#print 'close: ', algo.close.data
#print 'close length: ', algo.close.length_history
print 'total: %s, win: %s' % (algo.num_cont, algo.num_win)
# 显示回测结果
a = {}
b = []
try:
for trans in algo.blotter.transactions:
deals.update_positions(a, b, trans);
