def Report(self, start_day, end_day):
"""回測报告"""
self._getAccount().Report(end_day)
#return
#绘制图形
#end_day = help.MyDate.s_Dec(end_day, 1)
bars = stock.CreateFenshiPd(self.code, start_day, end_day)
if len(bars) == 0:
return
bars = bars.resample('1min').mean()
bars['positions'] = 0
bars['c'] = bars['p']
bars = bars.dropna()
df = self._getAccount().ChengJiao()
df_zhijing = self._getAccount().ZhiJing()
df_zhijing = df_zhijing[bars.index[0]:]
df_changwei = self._getAccount().ChengJiao()
cols = ['买卖标志','委托数量']
df_flag = df_changwei[cols[0]].map(lambda x: agl.where(int(x), -1, 1))
df_changwei[cols[1]] *= df_flag
changwei = stock.GuiYiHua(df_changwei[cols[1]].cumsum())
for i in range(len(df)):
index = df.index[i]
bSell = bool(df.iloc[i]['买卖标志']=='1')
if index in bars.index:
#bars.ix[index]['positions'] = agl.where(bSell, -1, 1)
bars.set_value(index, 'positions', agl.where(bSell, -1, 1))
trade_positions = np.array(bars['positions'])
ui.TradeResult_Boll(self.code, bars, trade_positions, \
stock.GuiYiHua(df_zhijing['资产']), changwei)
def testTradeResult_Boll():
code = '002074'
bars = stock.CreateFenshiPd(code, '2017-7-22','2017-8-4')
if len(bars)>0:
bars = bars.resample('1min').mean()
else:
return
bars['c'] = bars['p']
bars = bars.dropna()
zhijin = pd.Series(index=bars.index)
zhijin.loc[:] = 1000000
zhijin[100] = 1010000
zhijin[200] = 980000
TradeResult_Boll(pl, bars, zhijin, None, stock.GetCodeName(code).decode('utf8'))