def runstrat():
args = parse_args()
cerebro = bt.Cerebro()
cerebro.broker.setcash(1000000)
cerebro.broker.setcommission(commission=0.0015) # 真实佣金： 0.15%
cerebro.addsizer(bt.sizers.PercentSizer, percents=10) #每次投入10%资金
data = utils.get_csv_data(args)
cerebro.adddata(data)
cerebro.addstrategy(EnterStrategy2, )
# stratruns =cerebro.run()
cerebro.addanalyzer(bt.analyzers.SharpeRatio, _name='sharpratio')
cerebro.addanalyzer(SQN, _name='sqn')
if args.printWriter:
cerebro.addwriter(bt.WriterFile)
# cerebro.run()
thestrats = cerebro.run()
if args.printAnalysers:
utils.printAnalysers(thestrats)
if args.plot:
cerebro.plot(**(eval('dict(' + args.plot + ')')))
def runstrat():
args = parse_args()
cerebro = bt.Cerebro()
cerebro.broker.setcash(1000000)
cerebro.broker.setcommission(commission=0.0015) # 真实佣金： 0.15%
cerebro.addsizer(bt.sizers.PercentSizer, percents=10) #每次投入10%资金
data = bt.feeds.PandasData(dataname=df, )
cerebro.adddata(data)
cerebro.addstrategy(bt.strategies.MA_CrossOver, )
# stratruns =cerebro.run()
cerebro.addanalyzer(bt.analyzers.SharpeRatio, _name='sharpratio')
cerebro.addanalyzer(SQN, _name='sqn')
if args.printWriter:
cerebro.addwriter(bt.WriterFile)
# cerebro.run()
thestrats = cerebro.run()
if args.printAnalysers:
utils.printAnalysers(thestrats)
# -p=style='bar'
if args.plot:
cerebro.plot(**(eval('dict(' + args.plot + ')')))
def runstrat():
args = parse_args()
cerebro = bt.Cerebro()
cerebro.broker.setcash(1000000)
cerebro.broker.setcommission(commission=0.0015) # 真实佣金： 0.15%
cerebro.addsizer(bt.sizers.PercentSizer, percents=10) #每次投入10%资金
data = utils.get_csv_data(args)
cerebro.adddata(data)
cerebro.addstrategy(
CrossOver3,
fast=10,
slow=18
)
# cerebro.addanalyzer(btanal.AnnualReturn)
cerebro.addanalyzer(btanal.DrawDown)
cerebro.addanalyzer(btanal.VWR)
# cerebro.addanalyzer(TradeAnalyzer)
cerebro.addanalyzer(bt.analyzers.SharpeRatio, _name='sharpratio')
cerebro.addanalyzer(SQN, _name='sqn')
if args.writer:
cerebro.addwriter(bt.WriterFile)
# cerebro.run()
thestrats = cerebro.run()
utils.printAnalysers(thestrats)
if args.plot:
#plot 参数
plotargs = dict()
if args.numfigs:
plotargs['numfigs'] = args.numfigs
if args.plotstyle:
plotargs['style'] = args.plotstyle
cerebro.plot(**plotargs)
def runstrat():
args = parse_args()
cerebro = bt.Cerebro()
cerebro.broker.setcash(1000000)
cerebro.broker.setcommission(commission=0.0015) # 真实佣金： 0.15%
cerebro.addsizer(bt.sizers.PercentSizer, percents=10) #每次投入10%资金
data = datalib.get_csv_data(args)
cerebro.adddata(data)
cerebro.optstrategy(
CrossOver3,
fast=range(5, 10),
# slow=range(10,12)
)
if args.printWriter:
cerebro.addwriter(bt.WriterFile)
# stratruns =cerebro.run()
cerebro.addanalyzer(bt.analyzers.SharpeRatio, _name='sharpratio')
cerebro.addanalyzer(SQN, _name='sqn')
if args.printWriter:
cerebro.addwriter(bt.WriterFile)
# cerebro.run()
thestrats = cerebro.run()
if args.printAnalysers:
utils.printAnalysers(thestrats)
if args.plot:
#plot 参数
plotargs = dict()
if args.numfigs:
plotargs['numfigs'] = args.numfigs
if args.plotstyle:
plotargs['style'] = args.plotstyle
cerebro.plot(**plotargs)
def main():
args = _parse_args()
# 选择策略
strats = dict(
c2=strat.CrossOver2,
c3=strat.CrossOver3,
)
# 时间周奇
tframes = dict(D=bt.TimeFrame.Days,
W=bt.TimeFrame.Weeks,
M=bt.TimeFrame.Months)
cerebro = bt.Cerebro()
cerebro.broker.setcash(1000000)
cerebro.broker.setcommission(commission=0.0015) # 真实佣金： 0.15%
cerebro.addsizer(bt.sizers.PercentSizer, percents=10) # 每次投入10%资金
# df = datalib.get_df_data(args.code, index=True)
# df =
# stock = Stock('002119')
# sd = SecurityData(stock, TushareSource, fromdate=args.fromdate)
# df = sd.get_data()
sd = SymbolData(17, fromdate='2017-01-01')
# df = sd.get_daily_price(output='df')
kwargs = dict()
# 开始时间
if args.fromdate:
kwargs['fromdate'] = datetime.datetime.strptime(
args.fromdate, '%Y-%m-%d')
# 结束时间
if args.todate:
kwargs['todate'] = datetime.datetime.strptime(args.todate, '%Y-%m-%d')
data = bt.feeds.PandasData(dataname=sd.df, **kwargs)
# 时间周期
if args.ktype == 'D':
cerebro.adddata(data)
else:
# Resample the data
cerebro.resampledata(data, timeframe=tframes[args.ktype])
cerebro.addstrategy(strats[args.strategy], )
# cerebro.addanalyzer(bt.analyzers.SharpeRatio, _name='sharpratio')
# cerebro.addanalyzer(SQN, _name='sqn')
# cerebro.run()
thestrats = cerebro.run()
utils.printAnalysers(thestrats)
if args.plot:
cerebro.plot(style='candle')