ConfigUtil.set(source='cached-tushare', cache_path='E:/_cache_tushare')
set_symbols(['600096.SH-1.Day'], '2015-01-04', '2016-01-08')
#set_symbols(['BB.SHFE'])
#set_symbols(['BB'])
profile = add_strategy(
[DemoStrategy('A1'), DemoStrategy2('A2')], {
'capital': 50000.0,
'ratio': [0.5, 0.5]
})
run()
stop = timeit.default_timer()
six.print_("运行耗时: %d秒" % ((stop - start)))
# 绘制k线，交易信号线
from quantdigger.digger import finance, plotting
s = 0
# 绘制策略A1, 策略A2, 组合的资金曲线
curve0 = finance.create_equity_curve(profile.all_holdings(0))
curve1 = finance.create_equity_curve(profile.all_holdings(1))
curve = finance.create_equity_curve(profile.all_holdings())
plotting.plot_strategy(profile.data(0), {1: profile.technicals(0)},
profile.deals(0), curve.equity)
plotting.plot_curves([curve0.equity, curve1.equity, curve.equity],
colors=['r', 'g', 'b'],
names=[profile.name(0),
profile.name(1), 'A0'])
# 绘制净值曲线
plotting.plot_curves([curve.networth])
# 打印统计信息
six.print_(finance.summary_stats(curve, 252 * 4 * 60))
if ctx.ma5[1] < ctx.ma10[1] and ctx.ma5 > ctx.ma10:
ctx.buy(ctx.close, 1)
elif ctx.position() > 0 and ctx.ma5[1] > ctx.ma10[1] and \
ctx.ma5 < ctx.ma10:
ctx.sell(ctx.close, 1)
return
def on_exit(self, ctx):
return
if __name__ == '__main__':
set_symbols(['BB.SHFE-1.Minute'], 0)
profile = add_strategy([DemoStrategy('A1'), DemoStrategy2('A2')], { 'captial': 50000,
'ratio': [0.2, 0.8] })
run()
# 绘制k线，交易信号线
from quantdigger.digger import finance, plotting
plotting.plot_strategy(profile.data(0), profile.indicators(1), profile.deals(1))
# 绘制策略A1, 策略A2, 组合的资金曲线
curve0 = finance.create_equity_curve(profile.all_holdings(0))
curve1 = finance.create_equity_curve(profile.all_holdings(1))
curve = finance.create_equity_curve(profile.all_holdings())
plotting.plot_curves([curve0.equity, curve1.equity, curve.equity],
colors=['r', 'g', 'b'],
names=[profile.name(0), profile.name(1), 'A0'])
# 绘制净值曲线
plotting.plot_curves([curve.networth])
# 打印统计信息
print finance.summary_stats(curve, 252*4*60)
if __name__ == '__main__':
import timeit
start = timeit.default_timer()
#set_symbols(['BB.SHFE-1.Minute'])
#set_symbols(['BB.SHFE'])
set_symbols(['BB'])
profile = add_strategy([DemoStrategy('A1'), DemoStrategy2('A2')],
{ 'capital': 50000.0, 'ratio': [0.5, 0.5] })
run()
stop = timeit.default_timer()
print "运行耗时: %d秒" % ((stop - start ))
# 绘制k线，交易信号线
from quantdigger.digger import finance, plotting
s = 0
# 绘制策略A1, 策略A2, 组合的资金曲线
curve0 = finance.create_equity_curve(profile.all_holdings(0))
curve1 = finance.create_equity_curve(profile.all_holdings(1))
curve = finance.create_equity_curve(profile.all_holdings())
plotting.plot_strategy(profile.data(0), profile.technicals(0),
profile.deals(0), curve0.equity.values)
#plotting.plot_curves([curve0.equity, curve1.equity, curve.equity],
#colors=['r', 'g', 'b'],
#names=[profile.name(0), profile.name(1), 'A0'])
## 绘制净值曲线
#plotting.plot_curves([curve.networth])
## 打印统计信息
#print finance.summary_stats(curve, 252*4*60)
## @TODO 直接单击的时候只有数直线
def on_bar(self, ctx):
if ctx.curbar == 1:
ctx.buy(ctx.close, 1)
elif ctx.curbar == 50:
ctx.sell(ctx.close, 1)
def on_exit(self, ctx):
pass
if __name__ == '__main__':
start = timeit.default_timer()
#ConfigUtil.set(source='tushare')
ConfigUtil.set(source='cached-tushare', cache_path='E:/_cache_tushare')
set_symbols(['600096.SH-1.Day'], '2000-1-1', '2016-4-1')
# set_symbols(['BB.SHFE-1.Minute'])
profile = add_strategy([Stg2('S1')], {'capital': 500000.0})
run()
stop = timeit.default_timer()
six.print_('using time: %d seconds' % (stop - start))
from quantdigger.digger import finance, plotting
s = 0
curve0 = finance.create_equity_curve(profile.all_holdings(0))
AnalyzeFrame(profile)
plotting.plot_strategy(profile.data(0), {1: profile.technicals(0)},
profile.deals(0), curve0.equity.values,
profile.marks(0))
plt.show()
def on_exit(self, ctx):
return
if __name__ == '__main__':
#set_config({ 'source': 'csv' })
set_symbols(['BB.SHFE-1.Minute'], 0)
profile = add_strategy(
[DemoStrategy('A1'), DemoStrategy2('A2')], {
'captial': 5000000,
'ratio': [0.2, 0.8]
})
run()
# 绘制k线，交易信号线
from quantdigger.digger import finance, plotting
plotting.plot_strategy(profile.data(0), profile.technicals(1),
profile.deals(1))
# 绘制策略A1, 策略A2, 组合的资金曲线
curve0 = finance.create_equity_curve(profile.all_holdings(0))
curve1 = finance.create_equity_curve(profile.all_holdings(1))
curve = finance.create_equity_curve(profile.all_holdings())
plotting.plot_curves([curve0.equity, curve1.equity, curve.equity],
colors=['r', 'g', 'b'],
names=[profile.name(0),
profile.name(1), 'A0'])
# 绘制净值曲线
plotting.plot_curves([curve.networth])
# 打印统计信息
print finance.summary_stats(curve, 252 * 4 * 60)
if ctx.ma5[1] < ctx.ma10[1] and ctx.ma5 > ctx.ma10:
ctx.buy(ctx.close, 1)
elif ctx.position() > 0 and ctx.ma5[1] > ctx.ma10[1] and \
ctx.ma5 < ctx.ma10:
ctx.sell(ctx.close, 1)
return
def on_exit(self, ctx):
return
if __name__ == '__main__':
set_symbols(['BB.SHFE-1.Minute'], 0)
profile = add_strategy([DemoStrategy('A1'), DemoStrategy2('A2')], { 'captial': 50000,
'ratio': [0.2, 0.8] })
run()
# 绘制k线，交易信号线
from quantdigger.digger import finance, plotting
plotting.plot_strategy(profile.data(0), profile.technicals(1), profile.deals(1))
# 绘制策略A1, 策略A2, 组合的资金曲线
curve0 = finance.create_equity_curve(profile.all_holdings(0))
curve1 = finance.create_equity_curve(profile.all_holdings(1))
curve = finance.create_equity_curve(profile.all_holdings())
plotting.plot_curves([curve0.equity, curve1.equity, curve.equity],
colors=['r', 'g', 'b'],
names=[profile.name(0), profile.name(1), 'A0'])
# 绘制净值曲线
plotting.plot_curves([curve.networth])
# 打印统计信息
print finance.summary_stats(curve, 252*4*60)
if __name__ == '__main__':
import timeit
start = timeit.default_timer()
#set_symbols(['BB.SHFE-1.Minute'])
#set_symbols(['BB.SHFE'])
set_symbols(['BB'])
profile = add_strategy([DemoStrategy('A1'), DemoStrategy2('A2')],
{ 'capital': 50000.0, 'ratio': [0.5, 0.5] })
run()
stop = timeit.default_timer()
print "运行耗时: %d秒" % ((stop - start ))
# 绘制k线，交易信号线
from quantdigger.digger import finance, plotting
s = 0
# 绘制策略A1, 策略A2, 组合的资金曲线
curve0 = finance.create_equity_curve(profile.all_holdings(0))
curve1 = finance.create_equity_curve(profile.all_holdings(1))
curve = finance.create_equity_curve(profile.all_holdings())
plotting.plot_strategy(profile.data(0), profile.technicals(0),
profile.deals(0), curve.equity)
plotting.plot_curves([curve0.equity, curve1.equity, curve.equity],
colors=['r', 'g', 'b'],
names=[profile.name(0), profile.name(1), 'A0'])
# 绘制净值曲线
plotting.plot_curves([curve.networth])
# 打印统计信息
print finance.summary_stats(curve, 252*4*60)
elif ctx.position() > 0 and ctx.ma5[1] > ctx.ma10[1] and \
ctx.ma5 < ctx.ma10:
ctx.sell('long', ctx.close, 1)
def on_final(self, ctx):
return
def on_exit(self, ctx):
return
if __name__ == '__main__':
set_symbols(['BB.SHFE-1.Minute'], 0)
profile = add_strategy([DemoStrategy('A1'), DemoStrategy2('A2')], { 'captial': 50000,
'ratio': [0.2, 0.8] })
run()
# 绘制k线，交易信号线
from quantdigger.digger import finance, plotting
plotting.plot_strategy(profile.data(0), profile.indicators(1), profile.deals(1))
# 绘制策略A1, 策略A2, 组合的资金曲线
curve0 = finance.create_equity_curve(profile.all_holdings(0))
curve1 = finance.create_equity_curve(profile.all_holdings(1))
curve = finance.create_equity_curve(profile.all_holdings())
plotting.plot_curves([curve0.equity, curve1.equity, curve.equity],
colors=['r', 'g', 'b'],
names=[profile.name(0), profile.name(1), 'A0'])
# 绘制净值曲线
plotting.plot_curves([curve.networth])
# 打印统计信息
print finance.summary_stats(curve, 252*4*60)
def on_exit(self, ctx):
pass
if __name__ == '__main__':
start = timeit.default_timer()
# ConfigUtil.set(source='tushare')
# ConfigUtil.set(source='cached-tushare',
# cache_path='E:/_cache_tushare')
# set_symbols(['600056.SH-1.Day'], '2016-01-04', '2016-01-08')
ConfigUtil.set(source='csv', data_path='E:/_cache_tushare')
set_symbols(['600096.SH-1.Day'], '2015-01-04', '2016-01-08')
profile = add_strategy([Stg2('Stg2'), Stg1('Stg1')], {'capital': 100000.0})
run()
stop = timeit.default_timer()
six.print_('using time: %d seconds' % (stop - start))
curve0 = finance.create_equity_curve(profile.all_holdings(0))
curve = finance.create_equity_curve(profile.all_holdings())
AnalyzeFrame(profile)
plotting.plot_strategy(profile.data(0),
{
# 1:[profile.technicals(0)],
3: [profile.technicals(0)]
},
profile.deals(0), curve.equity.values,
profile.marks(0))
plotting.plot_curves([curve.networth])
six.print_(finance.summary_stats(curve, 252))
plt.show()
if __name__ == '__main__':
import timeit
start = timeit.default_timer()
set_config({'source': 'csv'})
profiles = add_strategies(['BB.SHFE-1.Day'],
[{
'strategy': DemoStrategy('A1'),
'capital': 50000.0 * 0.5,
}, {
'strategy': DemoStrategy2('A2'),
'capital': 50000.0 * 0.5,
}])
stop = timeit.default_timer()
print("运行耗时: %d秒" % ((stop - start)))
# 绘制k线，交易信号线
from quantdigger.digger import finance, plotting
s = 0
# 绘制策略A1, 策略A2, 组合的资金曲线
curve0 = finance.create_equity_curve(profiles[0].all_holdings())
curve1 = finance.create_equity_curve(profiles[1].all_holdings())
curve = finance.create_equity_curve(Profile.all_holdings_sum(profiles))
plotting.plot_strategy(profiles[0].data(), profiles[0].technicals(),
profiles[0].deals(), curve0.equity.values,
profiles[0].marks())
# 绘制净值曲线
plotting.plot_curves([curve.networth])
# 打印统计信息
print(finance.summary_stats(curve, 252))