def run_example(): indexes = ['000016.zicn', '000300.zicn', '000905.zicn'] # futures to trade ihs = ['ih.ccfx'] ifs = ['if.ccfx'] ics = ['ic.ccfx'] futures = ihs + ifs + ics universe = indexes + futures startDate = dt.datetime(2015, 5, 1) endDate = dt.datetime(2017, 2, 13) strategyRunner(userStrategy=MovingAverageCrossStrategy, initialCapital=100000, symbolList=universe, startDate=startDate, endDate=endDate, dataSource=DataSource.DXDataCenter, portfolioType=PortfolioType.CashManageable, freq=0, saveFile=True, plot=True, benchmark='000905.zicn', logLevel='info')
def run_example(): csvDir = "data" universe = ['aapl', 'msft', 'ibm'] initialCapital = 1000000.0 strategyRunner(userStrategy=MovingAverageCrossStrategy, initialCapital=initialCapital, symbolList=universe, dataSource=DataSource.CSV, csvDir=csvDir, saveFile=False, plot=True)
def run_example(): universe = ['aapl.us', 'msft.us', 'ibm.us'] initialCapital = 100000.0 startDate = dt.datetime(1990, 1, 1) endDate = dt.datetime(2015, 9, 15) strategyRunner(userStrategy=MovingAverageCrossStrategy, initialCapital=initialCapital, symbolList=universe, startDate=startDate, endDate=endDate, dataSource=DataSource.YAHOO, saveFile=False)
def run_example(): universe = ['000300.zicn'] startDate = dt.datetime(2012, 1, 1) endDate = dt.datetime(2016, 1, 12) strategyRunner(userStrategy=MovingAverageCrossStrategy, strategyParameters=(36, 78, 27, 42), symbolList=universe, startDate=startDate, endDate=endDate, dataSource=DataSource.DXDataCenter, freq=5, logLevel='critical', plot=True)
def run_example(): universe = set_universe('000300.zicn')[:10] startDate = dt.datetime(2007, 1, 1) endDate = dt.datetime(2015, 10, 1) strategyRunner(userStrategy=MovingAverageCrossStrategy, symbolList=universe, startDate=startDate, endDate=endDate, freq=0, benchmark='000300.zicn', logLevel='info', saveFile=True, plot=True)
def run_example(): universe = ['000300.zicn'] startDate = dt.datetime(2005, 1, 1) endDate = dt.datetime(2015, 11, 1) strategyRunner(userStrategy=MonitoringIndexStrategy, symbolList=universe, startDate=startDate, endDate=endDate, dataSource=DataSource.DXDataCenter, freq=0, benchmark='000300.zicn', logLevel="info", saveFile=True, plot=True)
def run_example(): universe = set_universe('000300.zicn', refDate='2015-01-01')[:200] startDate = dt.datetime(2015, 1, 1) endDate = dt.datetime(2017, 1, 1) strategyRunner(userStrategy=MovingAverageCrossStrategy, symbolList=universe, startDate=startDate, endDate=endDate, benchmark='000300.zicn', dataSource=DataSource.WIND, logLevel='info', saveFile=True, plot=True, freq='D')
def run_example(): stocks = set_universe('000300.zicn') futures = ['if15%02d.ccfx' % i for i in range(1, 13)] universes = stocks + futures strategyRunner(userStrategy=MovingAverageCrossStrategy, symbolList=universes, startDate=dt.datetime(2015, 1, 1), endDate=dt.datetime(2015, 12, 5), logLevel='info', saveFile=False, plot=True, dataSource=DataSource.DXDataCenter, benchmark='000300.zicn')
def run_example(): universe = ['000300.zicn'] startDate = dt.datetime(2003, 12, 1) endDate = dt.datetime(2015, 11, 1) strategyRunner(userStrategy=MonitoringIndexStrategy, symbolList=universe, startDate=startDate, endDate=endDate, dataSource=DataSource.DXDataCenter, freq=0, benchmark='000300.zicn', logLevel="info", saveFile=True, plot=True)
def run_example(): stocks = set_universe('000300.zicn') futures = ['if15%02d.cffex' % i for i in range(1, 13)] universes = stocks + futures strategyRunner(userStrategy=MovingAverageCrossStrategy, symbolList=universes, startDate=dt.datetime(2015, 1, 1), endDate=dt.datetime(2015, 12, 5), logLevel='info', saveFile=False, plot=False, dataSource=DataSource.DataYes, benchmark='000300.zicn',)
def run_example(): csvDir = "data" universe = ["aapl.us", "msft.us", "ibm.us"] initialCapital = 1000000.0 strategyRunner( userStrategy=MovingAverageCrossStrategy, initialCapital=initialCapital, symbolList=universe, dataSource=DataSource.CSV, csvDir=csvDir, saveFile=False, logLevel="info", plot=True, )
def run_example(): universe = ['if1701.ccfx'] startDate = dt.datetime(2016, 10, 7) endDate = dt.datetime(2016, 12, 4) strategyRunner(userStrategy=IndexMomentumStrategy, symbolList=universe, startDate=startDate, endDate=endDate, dataSource=DataSource.DXDataCenter, benchmark='000001.zicn', freq=5, logLevel='info', plot=True, saveFile=False)
def run_example(): universe = ['if.ccfx'] startDate = dt.datetime(2013, 12, 1) endDate = dt.datetime(2016, 4, 25) strategyRunner(userStrategy=MovingAverageCrossStrategy, strategyParameters=(39, 78, 27, 42), symbolList=universe, startDate=startDate, endDate=endDate, dataSource=DataSource.DXDataCenter, benchmark='000300.zicn', freq=5, logLevel='info', plot=True, saveFile=False)
def run_example(): universe = ['ru.xsge'] startDate = dt.datetime(2016, 7, 1) endDate = dt.datetime(2016, 8, 31) strategyRunner(userStrategy=HighFrequencyRU, symbolList=universe, initialCapital=50000., startDate=startDate, endDate=endDate, dataSource=DataSource.DXDataCenter, freq=5, saveFile=True, plot=True, portfolioType=PortfolioType.CashManageable, logLevel='info')
def run_example(): universe = ['600000.xshg', '000300.zicn'] initialCapital = 1e5 startDate = dt.datetime(2014, 12, 1) endDate = dt.datetime(2015, 11, 1) strategyRunner(userStrategy=MonitoringIndexStrategy, initialCapital=initialCapital, symbolList=universe, startDate=startDate, endDate=endDate, dataSource=DataSource.DXDataCenter, freq=0, benchmark='000300.zicn', logLevel="warning", saveFile=True, plot=True)
def run_example(): universe = ['tf.cffex'] startDate = dt.datetime(2013, 12, 1) endDate = dt.datetime(2016, 4, 25) strategyRunner(userStrategy=MovingAverageCrossStrategy, strategyParameters=(39, 78, 27, 42), symbolList=universe, startDate=startDate, endDate=endDate, dataSource=DataSource.DXDataCenter, benchmark='000300.zicn', freq=5, logLevel='info', plot=True, saveFile=False)
def run_example(): stocks = set_universe("000300.zicn") futures = ["if15%02d.ccfx" % i for i in range(1, 13)] universes = stocks + futures strategyRunner( userStrategy=MovingAverageCrossStrategy, symbolList=universes, startDate=dt.datetime(2015, 1, 1), endDate=dt.datetime(2015, 12, 5), logLevel="info", saveFile=False, plot=True, dataSource=DataSource.DXDataCenter, benchmark="000300.zicn", )
def run_example(): universe = secIDs startDate = dt.datetime(2015, 12, 1) endDate = dt.datetime(2016, 9, 22) initialCapital = 200000. strategyRunner(userStrategy=GridTradingStrategy, initialCapital=initialCapital, symbolList=universe, startDate=startDate, endDate=endDate, dataSource=DataSource.DXDataCenter, portfolioType=PortfolioType.CashManageable, freq=0, benchmark=secIDs[0], logLevel="info", saveFile=False, plot=False)
def run_example(): universe = secIDs startDate = dt.datetime(2015, 12, 1) endDate = dt.datetime(2016, 9, 22) initialCapital = 200000. strategyRunner(userStrategy=GridTradingStrategy, initialCapital=initialCapital, symbolList=universe, startDate=startDate, endDate=endDate, dataSource=DataSource.DXDataCenter, portfolioType=PortfolioType.CashManageable, freq=0, benchmark=secIDs[0], logLevel="info", saveFile=False, plot=True)
def run_example(): universe = ['000905.zicn'] startDate = dt.datetime(2013, 1, 1) endDate = dt.datetime(2016, 8, 12) strategyRunner(userStrategy=MovingAverageCrossStrategy, strategyParameters=(39, 78, 27, 42), initialCapital=50000., symbolList=universe, startDate=startDate, endDate=endDate, dataSource=DataSource.DXDataCenter, benchmark='000905.zicn', freq=5, logLevel='info', portfolioType=PortfolioType.CashManageable, plot=True, saveFile=False)
def run_example(): universe = ['000905.zicn'] #set_universe('000300.zicn', refDate='2012-06-01') startDate = dt.datetime(2013, 1, 1) endDate = dt.datetime(2016, 1, 12) strategyRunner(userStrategy=MovingAverageCrossStrategy, strategyParameters=(39, 78, 27, 42), #initialCapital=50000., symbolList=universe, startDate=startDate, endDate=endDate, dataSource=DataSource.DXDataCenter, benchmark='000300.zicn', freq=5, logLevel='info', #portfolioType=PortfolioType.CashManageable, plot=True, saveFile=False)
def run_example(): universe = ['000905.zicn'] startDate = dt.datetime(2016, 1, 1) endDate = dt.datetime(2016, 9, 5) initialCapital = 10000000. batches = 10 pack = 100 strategyRunner(userStrategy=GridTradingStrategy, initialCapital=initialCapital, strategyParameters=(batches, pack), symbolList=universe, startDate=startDate, endDate=endDate, dataSource=DataSource.DXDataCenter, portfolioType=PortfolioType.CashManageable, freq=5, logLevel="info", saveFile=True, plot=True)
def run_example(): universe = set_universe('000300.zicn') startDate = dt.datetime(2012, 1, 1) endDate = dt.datetime(2015, 10, 1) return strategyRunner(userStrategy=MovingAverageCrossStrategy, symbolList=universe, startDate=startDate, endDate=endDate, dataSource=DataSource.DXDataCenter, benchmark='000300.zicn', saveFile=False, logLevel='critical', plot=False)
def run_example(): universe = set_universe('000300.zicn') startDate = dt.datetime(2012, 1, 1) endDate = dt.datetime(2015, 10, 1) return strategyRunner(userStrategy=MovingAverageCrossStrategy, symbolList=universe, startDate=startDate, endDate=endDate, dataSource=DataSource.DXDataCenter, benchmark='000300.zicn', saveFile=True, logLevel='info', plot=True)
def run_example(freq): universe = ['000905.zicn'] startDate = dt.datetime(2016, 1, 8) endDate = dt.datetime(2016, 1, 31) return strategyRunner(userStrategy=SimpleStrategy, symbolList=universe, startDate=startDate, endDate=endDate, dataSource=DataSource.DXDataCenter, freq=freq, logLevel="warning", saveFile=False, plot=False)
def run_example(): indexes = ['000016.zicn', '000300.zicn', '000905.zicn'] # futures to trade ihs = ['ih.cffex'] ifs = ['if.cffex'] ics = ['ic.cffex'] futures = ihs + ifs + ics universe = indexes + futures startDate = dt.datetime(2015, 5, 1) endDate = dt.datetime(2016, 4, 25) strategyRunner(userStrategy=MovingAverageCrossStrategy, symbolList=universe, startDate=startDate, endDate=endDate, dataSource=DataSource.DXDataCenter, freq=0, saveFile=True, plot=True, benchmark='000300.zicn', logLevel='info')
def run_example(): index_code = '000905.zicn' universe = set_universe(index_code, refDate='2015-01-01') + [index_code] startDate = dt.datetime(2015, 1, 1) endDate = dt.datetime(2016, 4, 25) initialCapital = 10000000. return strategyRunner(userStrategy=CatchMomentumStrategy, strategyParameters=(index_code, ), initialCapital=initialCapital, symbolList=universe, startDate=startDate, endDate=endDate, dataSource=DataSource.DXDataCenter, portfolioType=PortfolioType.CashManageable, freq=5, benchmark=index_code, logLevel="info", saveFile=True, plot=True)
def run_example(): index_code = '000905.zicn' universe = set_universe(index_code, refDate='2015-01-01') + [index_code] startDate = dt.datetime(2015, 1, 1) endDate = dt.datetime(2016, 2, 29) initialCapital = 10000000. return strategyRunner(userStrategy=CatchMomentumStrategy, strategyParameters=(index_code,), initialCapital=initialCapital, symbolList=universe, startDate=startDate, endDate=endDate, dataSource=DataSource.DXDataCenter, portfolioType=PortfolioType.CashManageable, freq=5, benchmark=index_code, logLevel="info", saveFile=True, plot=True)
# -*- coding: utf-8 -*- u""" Created on 2015-12-08 @author: cheng.li """ import datetime as dt from AlgoTrading.api import Strategy from AlgoTrading.api import strategyRunner from AlgoTrading.api import DataSource class UserStrategy(Strategy): def handle_data(self): for s in self.tradableAssets: self.order(s, 1, 100) res = strategyRunner(userStrategy=UserStrategy, symbolList=['600000.xshg', 'if.ccfx'], startDate=dt.datetime(2015, 1, 1), endDate=dt.datetime(2016, 9, 19), benchmark='000300.zicn', dataSource=DataSource.DataYes, freq=5, plot=True)
# -*- coding: utf-8 -*- u""" Created on 2015-12-08 @author: cheng.li """ import datetime as dt from AlgoTrading.api import Strategy from AlgoTrading.api import strategyRunner class UserStrategy(Strategy): def handle_data(self): for s in self.tradableAssets: self.order(s, 1, 100) res = strategyRunner(userStrategy=UserStrategy, symbolList=['600000.xshg'], startDate=dt.datetime(2015, 10, 1), endDate=dt.datetime(2015, 11, 19), benchmark='000300.zicn', freq=5, plot=False)