def __init__(
self,
market_type,
frequence,
start,
end,
code_list,
commission_fee,
):
self.user = QA_User()
self.if_settled = False
self.account = None
self.portfolio = None
self.market = QA_Market()
self.market_type = market_type
self.frequence = frequence
self.broker = QA_BacktestBroker(commission_fee)
self.broker_name = 'backtest_broker'
self.start = start
self.end = end
self.code_list = code_list
if self.market_type is MARKET_TYPE.STOCK_CN and self.frequence is FREQUENCE.DAY:
self.ingest_data = QA_fetch_stock_day_adv(
self.code_list, self.start, self.end).to_qfq().panel_gen
elif self.market_type is MARKET_TYPE.STOCK_CN and self.frequence[
-3:] == 'min':
self.ingest_data = QA_fetch_stock_min_adv(
self.code_list, self.start, self.end,
self.frequence).to_qfq().panel_gen
def __init__(
self,
market_type,
frequence,
start,
end,
code_list,
commission_fee,
username='******',
password='******',
portfolio_cookie='qatestportfolio'
):
"""
:param market_type: 回测的市场 MARKET_TYPE.STOCK_CN ，
:param frequence: 'day' '1min' '5min' '15min' '30min' '60min'
:param start: 开始日期
:param end: 结束日期
:param code_list: 股票代码池
:param commission_fee: 交易佣金
"""
self.user = QA_User(username=username, password=password)
self.if_settled = False
self.account = None
self.portfolio = self.user.new_portfolio(portfolio_cookie)
# 🛠todo market_type 应该放在 QA_Market对象里的一个属性
self.market = QA_Market(if_start_orderthreading=True)
self.market_type = market_type
self.frequence = frequence
self.broker = QA_BacktestBroker(commission_fee)
self.broker_name = 'backtest_broker'
self.start = start
self.end = end
self.code_list = code_list
# 🛠todo 检查start日期和结束end日期是否正确
# 🛠todo 检查code list 是否合法
# 根据 市场类型，回测周期频率， 和股票代码列表 获取回测数据
if self.market_type is MARKET_TYPE.STOCK_CN and self.frequence is FREQUENCE.DAY:
# 获取日线级别的回测数据
self.ingest_data = QA_fetch_stock_day_adv(
self.code_list,
self.start,
self.end
).to_qfq().panel_gen
elif self.market_type is MARKET_TYPE.STOCK_CN and self.frequence[
-3:] == 'min':
# 获取分钟级别的回测数据
self.ingest_data = QA_fetch_stock_min_adv(
self.code_list,
self.start,
self.end,
self.frequence
).to_qfq().panel_gen
else:
QA_util_log_info("{} 的市场类型没有实现！".format(market_type))
def __init__(self, market_type, frequence,):
self.user = QA_User()
self.if_settled = False
self.account = None
self.portfolio = None
self.market = QA_Market()
self.market_type = market_type
self.frequence = frequence
self.broker = QA_SPEBroker()
self.broker_name = 'shipane_broker'
self.ingest_data = None
def __init__(self, code, market_type, frequence, broker_name=BROKER_TYPE.SHIPANE, broker=None,):
self.user = QA_User()
self.if_settled = False
self.account = None
self.portfolio = None
self.market = QA_Market(if_start_orderthreading=True)
self.market_type = market_type
self.frequence = frequence
#self.broker = QA_SPEBroker()
self.broker_name = broker_name
self.ingest_data = None
def __init__(
self,
market_type,
frequence,
start,
end,
code_list,
commission_fee,
):
"""
:param market_type: 回测的市场 MARKET_TYPE.STOCK_CN ，
:param frequence: 'day' '1min' '5min' '15min' '30min' '60min'
:param start: 开始日期
:param end: 结束日期
:param code_list: 股票代码池
:param commission_fee: 交易佣金
"""
self.user = QA_User()
self.if_settled = False
self.account = None
self.portfolio = None
self.market = QA_Market()
self.market_type = market_type
self.frequence = frequence
self.broker = QA_BacktestBroker(commission_fee)
self.broker_name = 'backtest_broker'
self.start = start
self.end = end
self.code_list = code_list
if self.market_type is MARKET_TYPE.STOCK_CN and self.frequence is FREQUENCE.DAY:
self.ingest_data = QA_fetch_stock_day_adv(
self.code_list, self.start, self.end).to_qfq().panel_gen
elif self.market_type is MARKET_TYPE.STOCK_CN and self.frequence[
-3:] == 'min':
self.ingest_data = QA_fetch_stock_min_adv(
self.code_list, self.start, self.end,
self.frequence).to_qfq().panel_gen
else:
QA_util_log_info("{} 的市场类型没有实现！".format(market_type))