def sample_811():
"""
8.1.1 买入因子的实现
:return:
"""
# buy_factors 60日向上突破，42日向上突破两个因子
buy_factors = [{
'xd': 60,
'class': AbuFactorBuyBreak
}, {
'xd': 42,
'class': AbuFactorBuyBreak
}]
benchmark = AbuBenchmark()
capital = AbuCapital(1000000, benchmark)
kl_pd_manager = AbuKLManager(benchmark, capital)
# 获取TSLA的交易数据
kl_pd = kl_pd_manager.get_pick_time_kl_pd('usTSLA')
abu_worker = AbuPickTimeWorker(capital, kl_pd, benchmark, buy_factors,
None)
abu_worker.fit()
orders_pd, action_pd, _ = ABuTradeProxy.trade_summary(abu_worker.orders,
kl_pd,
draw=True)
ABuTradeExecute.apply_action_to_capital(capital, action_pd, kl_pd_manager)
capital.capital_pd.capital_blance.plot()
plt.show()
def sample_811():
"""
8.1.1 买入因子的实现
:return:
"""
# buy_factors 60日向上突破，42日向上突破两个因子
buy_factors = [{'xd': 60, 'class': AbuFactorBuyBreak},
{'xd': 42, 'class': AbuFactorBuyBreak}]
benchmark = AbuBenchmark()
capital = AbuCapital(1000000, benchmark)
kl_pd_manager = AbuKLManager(benchmark, capital)
# 获取TSLA的交易数据
kl_pd = kl_pd_manager.get_pick_time_kl_pd('usTSLA')
abu_worker = AbuPickTimeWorker(capital, kl_pd, benchmark, buy_factors, None)
abu_worker.fit()
orders_pd, action_pd, _ = ABuTradeProxy.trade_summary(abu_worker.orders, kl_pd, draw=True)
ABuTradeExecute.apply_action_to_capital(capital, action_pd, kl_pd_manager)
capital.capital_pd.capital_blance.plot()
plt.show()
'class': AbuFactorBuyBreak
}, {
'xd': 42,
'class': AbuFactorBuyBreak
}]
# 基准利润
benchmark = AbuBenchmark()
# 现金和基准利润
capital = AbuCapital(1000000, benchmark)
# 多线程管理类
kl_pd_manager = AbuKLManager(benchmark, capital)
# 获取TSLA的股票信息
kl_pd = kl_pd_manager.get_pick_time_kl_pd('usTSLA')
# 准备开始工作
abu_worker = AbuPickTimeWorker(capital, kl_pd, benchmark, buy_factors,
None)
abu_worker.fit()
# 画出哪几个点可以买入，以及最终的收益情况
# orders_pd,action_pd,_=ABuTradeProxy.trade_summary(abu_worker.orders,kl_pd,draw=True)
orders_pd, action_pd, _ = ABuTradeProxy.trade_summary(abu_worker.orders,
kl_pd,
draw=False)
# 上面是从股价角度，下面从我们的资金来看
# ABuTradeExecute.apply_action_to_capital(capital, action_pd, kl_pd_manager)
# print(capital.capital_pd.head())
# capital.capital_pd.capital_blance.plot()
# plt.show()
# 上面只是实现了买入突破，下面我们用卖出突破来试试
# 2、这里是卖出突破