def test():
agent = DQN()
code = jx.YHGF洋河股份
df = trading_gym.getData(code)
#为了测试缩短df
test_len = int(len(df) * 0.2)
df = df[-test_len:]
df = trading_gym.genTradeDf(df, int(len(df) / 10))
#train
env = trading_gym.ATgymEnv(code, df)
for i in range(30): #现在的速度一天只能跑30次
observation = env.reset()
assert (observation is not None)
reward_total = 0
agl.tic()
while True:
try:
env.render()
time.sleep(.05)
except:
pass
action = agent.egreedy_action(observation)
#print('action=', action)
next_observation, reward, done, info = env.step(action)
#print('observation=', str(next_observation.shape))
observation = next_observation
#print('%d,%d', action, reward)
#print('reward=', reward)
reward_total += reward
if done:
print('[%d]reward_total=' % i, reward_total)
print(
AccountMgr(env.account, df.iloc[-1]['c'],
env.code).total_money())
agl.toc()
break
def main(args):
agl.tic()
BackTestPolicy.Test()
agl.toc()
print("end")
#-*- coding:utf-8 -*-
"""boll分仓, 择时策略"""
import sys
import numpy as np
import pandas as pd, pylab as pl
from autoxd.strategy import boll_pramid
from autoxd import backtest_policy, stock, myenum, agl, account as ac, help, myredis, sign_observation as so, ui
if sys.version > '3':
from autoxd.pinyin import stock_pinyin3 as jx
else:
from autoxd import stock_pinyin as jx
import os, warnings
from autoxd.stock import DataSources
agl.tic()
class BollFenCangKline(boll_pramid.Strategy_Boll_Pre):
"""基于日线的boll分仓, 基本指标使用日线Boll以及日线Four"""
def setParams(self, *args, **kwargs):
self.base_num = 100 #第一次买卖的数量
self.fenchang = [
[-0.05, 0.05, 0],
[-0.12, 0.07, 0],
[-0.2, 0.1, 0],
[-0.3, 0.1, 0],
[-0.4, 0.1, 0],
[-0.45, 0.2, 0],
[-0.5, 0.2, 0],
]
#跌幅， 当前资金占比