def Run(codes='', task_id=0):
from autoxd.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 Run(codes, task_id=0):
#agl.LOG('sdf中')
#codes = ['300033']
def fnSample(code, dtype='5'):
from autoxd 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):
#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):
from autoxd.pypublish import publish
def fnSample(code, dtype='5'):
from autoxd 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):
s.setParams(
pl=publish.Publish(),
)
backtest_policy.test_strategy(codes, StrategySample, setParams,
start_day='', end_day='',
mode=BackTestPolicy.enum.hisdat_mode|BackTestPolicy.enum.hisdat_five_mode,
datasource_mode=DataSources.datafrom.custom,
datasource_fn=fnSample
)