def __init__(self):

self.in_market_analyse_days = 60 # 大约3个月

self.stocks = Stocks()

self.stocks.load_data(100) # 100 stocks

self.trade_stock_num = len(self.stocks.stock_list) - len(Stock.SPECIAL_LIST)

self.ami = AMI()

def analyse_strategy(self, start_time = None, end_time = None):

in_stra_list = [ #ATRTunnelStra(20, 20, 3, False),

MacdDeviationStra(),

#BreakOutStra(20),

#AvgLineCrossStra(20),

#TwoAvgLineCrossStra(10, 60),

#RandomStra(0.3),

]

out_stra_list = [ #ATRTunnelStra(20, 20, 3),

#MacdDeviationStra(gold_cross_report = False),

#BreakOutStra(10, False),

#AvgLineCrossStra(20, False),

#TwoAvgLineCrossStra(5, 20, False),

ATRStopLossStra(20, 2, False),

ConstPeriodStra(5), ConstPeriodStra(20), ConstPeriodStra(60),

]

stock_list = ['999999', '399001']

start_index, end_index = self.stocks.set_test_period(start_time, end_time)

self.market_index = {}

for stock_id in Stock.SPECIAL_LIST:

stock = self.stocks.stock_list[stock_id]

self.market_index[stock_id] = (stock.processed_price[start_index][1], stock.processed_price[end_index][1]) # close

result = []

stra_index = 1

for in_stra in in_stra_list:

for out_stra in out_stra_list:

print 'Stra %d' % stra_index, '#' * 20, '\n'

self._show_stra_info(in_stra, out_stra)

for stock in stock_list:

p = analyse.analyse_trade_stock(in_stra, out_stra, stock)

result.append((stra_index, in_stra.abbreviation, out_stra.abbreviation, stock, p))

stra_index += 1

# print result

for r in result:

s = 'Stra %d, In(%s) Out(%s) Stock(%s): ' % tuple(r[:4])

s += '(total_profit: %.1f%%, no_fee_profit: %.1f%%, max_backoff: %.1f%%' % r[4]

print s

print ''

def analyse_trade_stock(self, in_market_stra, out_market_stra, stock_id = '999999'):

account = Account(50000*1000) # initial money

market_trigger = StraTrigger(in_market_stra, out_market_stra)

market_status_in_market = False

hold_stock_days = 0

# tick: (time, [(stock_id, (open, close, high, low, volume)), (stock_id, ()), ...])

for tick in self.stocks.iter_ticks():

time_, stocks_price = tick

for sid, price in stocks_price:

if sid == stock_id:

in_market_trigger, out_market_trigger = market_trigger.update(price)

if not market_status_in_market: # 不在市场内, 寻找入市机会

if in_market_trigger:

account.buy_stock(stock_id, price[1], today = time_) # close价格作为买入, 卖出价

market_status_in_market = True

market_trigger.enter_market()

hold_stock_days = 0

else:

if price: hold_stock_days += 1

if out_market_trigger:

account.sell_stock(stock_id, price[1], today = time_, hold_stock_days = hold_stock_days)

market_status_in_market = False

market_trigger.quit_market()

break

account.update(tick)

account.summarize()

total_profit = account.report['account_total_profit']

no_fee_profit = account.report['no_fee_total_profit']

max_backoff = account.report['max_backoff']

self._show_account_info(account)

#self._show_stock_trade(account)

return (total_profit, no_fee_profit, max_backoff)

def _show_stra_info(self, in_stra = None, out_stra = None):

if in_stra: print 'In Market: ', in_stra.name

if out_stra: print 'Out Market: ', out_stra.name

print ''

def _show_account_info(self, account):

account.show_trade_history()

print account

account.show_report(self.stocks.get_test_period(), self.trade_stock_num)

s = 'MarketIndex:'

for stock_id, (start_index, end_index) in self.market_index.items():

s += ' %s: %.1f%%(%.1f~%.1f),' % (stock_id, (float(end_index) / start_index - 1)*100, start_index, end_index)

print s + '\n'

#account.show_profit_pdf()

#account.show_market_value()

def _show_stock_trade(self, account, stock_id = None):

days, day_start, day_stop = self.stocks.get_test_period()

stocks_trade_history = account.get_stocks_trade_history()

#print stocks_trade_history

#stock_id = account.history[0][2]

stock_id = stock_id or list(stocks_trade_history.keys())[0]

#print stock_id

stock = self.stocks.stock_list[stock_id]