Exemple #1
0
    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))
Exemple #2
0
            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
Exemple #4
0
    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()
Exemple #5
0
    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)
Exemple #7
0
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)
Exemple #8
0
            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)
Exemple #9
0
    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()
Exemple #10
0
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))