if __name__ == '__main__':
from pyalgotrade import bar, plotter
import utility.windutility as wu
from utility import dataframefeed
from pyalgotrade.stratanalyzer import returns
strat = singleMA
instrument = '000001.SH'
fromDate = '20160101'
toDate = '20160727'
frequency = bar.Frequency.MINUTE
paras = [19]
plot = True
data = wu.wsi(instrument, 'open, high, low, close, volume', fromDate,
toDate)
# data['adjclose'] = data['close'] * data['adjfactor'] / data['adjfactor'][-1]
feed = dataframefeed.Feed()
feed.addBarsFromDataFrame(instrument, data)
strat = strat(feed, instrument, *paras)
returnsAnalyzer = returns.Returns()
strat.attachAnalyzer(returnsAnalyzer)
if plot:
# plt = plotter.StrategyPlotter(strat, True, True, True)
# ma = strat.getMA()
# plt.getInstrumentSubplot('indicator').addDataSeries('ma', ma)
plt = plotter.StrategyPlotter(strat)
# plt.getInstrumentSubplot(instrument).addDataSeries('ma', strat.getMA())
import utility.windutility as wu
indexPrice = wu.wsi('000905.SH', 'close', '2016-06-22', '2016-06-23 11:01:00')
futurePrice = wu.wsi('IC1609.CFE', 'close', '2016-06-22', '2016-06-23 11:01:00')
basis = futurePrice - indexPrice
# basis.plot()
futurePrice1 = wu.wsi('IC1607.CFE', 'close', '2016-06-22', '2016-06-23 11:01:00')
futurebasis = futurePrice - futurePrice1
futurebasis.plot()
if __name__ == '__main__':
from pyalgotrade import bar, plotter
import utility.windutility as wu
from utility import dataframefeed
from pyalgotrade.stratanalyzer import returns
strat = singleMA
instrument = '000001.SH'
fromDate = '20160101'
toDate = '20160727'
frequency = bar.Frequency.MINUTE
paras = [19]
plot = True
data = wu.wsi(instrument, 'open, high, low, close, volume', fromDate, toDate)
# data['adjclose'] = data['close'] * data['adjfactor'] / data['adjfactor'][-1]
feed = dataframefeed.Feed()
feed.addBarsFromDataFrame(instrument, data)
strat = strat(feed, instrument, *paras)
returnsAnalyzer = returns.Returns()
strat.attachAnalyzer(returnsAnalyzer)
if plot:
# plt = plotter.StrategyPlotter(strat, True, True, True)
# ma = strat.getMA()
# plt.getInstrumentSubplot('indicator').addDataSeries('ma', ma)
plt = plotter.StrategyPlotter(strat)
# plt.getInstrumentSubplot(instrument).addDataSeries('ma', strat.getMA())
