def Run(codes, task_id=0):
#agl.LOG('sdf中')
#codes = ['300033']
def fnSample(code, dtype='5'):
import warp_pytdx as tdx
if dtype == '5':
df = tdx.getFive(code)
df = df.sort_index()
return df
if dtype == 'd':
df = tdx.getHisdat(code)
df = df.sort_index()
return df
def setParams(s):
if 0: s = Strategy_Boll
s.setParams(pl=publish.Publish(), )
backtest_policy.test_strategy(
codes,
Strategy_Boll_Pre,
setParams,
start_day='2018-11-1',
end_day='',
#start_day='2017-12-2', end_day='2017-12-13',
mode=BackTestPolicy.enum.hisdat_mode
| BackTestPolicy.enum.hisdat_five_mode,
datasource_mode=DataSources.datafrom.custom,
datasource_fn=fnSample)
def Run(codes='', task_id=0):
from pypublish import publish
#设置策略参数
def setParams(s):
if 0: s = Strategy_Boll
s.setParams(trade_num = 300,
pl=publish.Publish()
)
if codes == '':
codes = ['300033']
#现在的5分钟线在2017-5-15之后才有
backtest_policy.test_strategy(codes, BollFenCangKline, setParams, day_num=20, mode=myenum.hisdat_mode,
start_day='2016-10-20', end_day='2017-10-1'
)
def Run(codes, task_id=0):
#agl.LOG('sdf中')
#codes = ['300033']
def setParams(s):
if 0: s = Strategy_Boll
s.setParams(pl=publish.Publish(), )
backtest_policy.test_strategy(
codes,
Strategy_Boll_Pre,
setParams,
start_day='2018-2-7',
end_day='2018-3-16',
#start_day='2017-7-26', end_day='2017-12-13'
mode=BackTestPolicy.enum.tick_mode)
def Run(codes, task_id=0):
#agl.LOG('sdf中')
#codes = ['300033']
def setParams(s):
if 0: s = Strategy_Boll
s.setParams(pl=publish.Publish(), )
#fenshi数据源2017-8-1/2017-9-20
backtest_policy.test_strategy(codes,
Strategy_Boll_Pre,
setParams,
day_num=50,
start_day='2017-8-1',
end_day='2017-9-20'
#start_day='2017-7-26', end_day='2017-12-13'
)
def Run(codes, task_id=0):
#agl.LOG('sdf中')
#codes = ['300033']
def setParams(s):
if 0: s = Strategy_Boll
s.setParams(pl=publish.Publish(), )
backtest_policy.test_strategy(
codes,
Strategy_Boll_Pre,
setParams,
#start_day='2017-8-26', end_day='2018-6-2',
#start_day='2017-12-2', end_day='2017-12-13',
mode=BackTestPolicy.enum.hisdat_mode
| BackTestPolicy.enum.hisdat_five_mode,
#mode=BackTestPolicy.enum.hisdat_mode,
datasource_mode=stock.DataSources.datafrom.online)
def Run(codes='', task_id=0):
from pypublish import publish
def fnSample(code, dtype=''):
import tushare as ts
df = ts.get_hist_data(code)[['high','low','open','close','volume']]
df.columns = list('hlocv')
df = df.sort_index()
return df
#设置策略参数
def setParams(s):
if 0: s = Strategy_Boll
s.setParams(trade_num = 300,
pl=publish.Publish(explicit=True),
)
backtest_policy.test_strategy(codes, BollFenCangKline, setParams, mode=myenum.hisdat_mode,
start_day='2017-4-10', end_day='2018-9-15',
datasource_mode=DataSources.datafrom.custom,
datasource_fn=fnSample
)
def main(args):
#agl.LOG('sdf中')
codes = ['300033']
backtest_policy.test_strategy(codes, Strategy_Boll_Pre)