def BackTesting():
p = backtest_runner.BackTestPolicy()
codes = stock.get_codes()
codes = [u'002440']
p.SetStockCodes(codes)
backtesting = backtest_policy.Backtest()
backtesting.createAccount(account_type=None, username=None, pwd=None)
p.Regist(Strategy(backtesting, is_backtesting=True))
p.Run('2014-11-1', '2014-12-10')
def test_strategy(codes,
strategy_name,
cbfn_setparams=None,
mode=1,
start_day='',
end_day='',
datasource_mode=stock.DataSources.datafrom.livedata,
datasource_fn=None):
"""strategy_name: str 通过策略名称来构造策略
cbfn_setparams: callback function 回调函数 fn(strategy) 用该函数来重新设置参数
mode : enum/int tick=0/hisdat=1
datasource_mode : 数据源引用地 stock.DataSource.data_mode
datasource_fn: 函数, data_mode需要使用自定义
"""
from autoxd import backtest_runner
if mode == 0:
mode = backtest_runner.BackTestPolicy.enum.tick_mode
stock.DataSources.data_mode = datasource_mode
stock.datasource_fn = datasource_fn
for code in codes:
print(code, stock.GetCodeName(code))
p = backtest_runner.BackTestPolicy(mode)
p.SetStockCodes([code])
backtesting = Backtest()
account = backtesting.createAccount(account_type=None,
username=None,
pwd=None)
#p.Regist(Strategy_basesign(backtesting, is_backtesting=True))
strategy = strategy_name(backtesting, is_backtesting=True, mode=mode)
#设置策略参数
if cbfn_setparams is not None:
cbfn_setparams(strategy)
else:
strategy.setParams()
print(strategy.getParams())
p.Regist(strategy)
#p.Regist(Strategy_Trade(backtesting, is_backtesting=True))
cur_day = agl.CurDay()
if end_day == '':
end_day = cur_day
#if start_day == '':
##再次修正为已有数据的20天
#start_day = help.MyDate.s_Dec(end_day, -day_num)
d1, d2 = p.initData(start_day, end_day)
if d1 != d2:
print(d1, d2)
p.Run(d1, d2)
else:
print('没有数据')