class Backtest(QA_Backtest):
def __init__(self, market_type, frequence, start, end, code_list, commission_fee):
super().__init__(market_type, frequence, start, end, code_list, commission_fee)
self.user = QA_User()
mastrategy = MAStrategy()
self.portfolio, self.account = self.user.register_account(mastrategy)
def after_success(self):
QA_util_log_info(self.account.history_table)
# check if the history_table is empty list
if len(self.account.history_table) == 0:
# 没有交易历史记录，直接返回
return
risk = QA_Risk(self.account, benchmark_code='000300',
benchmark_type=MARKET_TYPE.INDEX_CN)
print(risk().T)
risk.plot_assets_curve()
risk.plot_dailyhold()
risk.plot_signal()
performance = QA_Performance(self.account)
performance.plot_pnlmoney(performance.pnl_fifo)
performance.plot_pnlratio(performance.pnl_fifo)
self.account.save()
risk.save()
class Backtest(QA_Backtest):
def __init__(self, market_type, frequence, start, end, code_list, commission_fee):
super().__init__(market_type, frequence, start, end, code_list, commission_fee)
self.user = QA_User()
mastrategy = MAStrategy()
self.portfolio, self.account = self.user.register_account(mastrategy)
def after_success(self):
QA_util_log_info(self.account.history_table)
# check if the history_table is empty list
if len(self.account.history_table) == 0:
# 没有交易历史记录，直接返回
return
risk = QA_Risk(self.account, benchmark_code='000300',
benchmark_type=MARKET_TYPE.INDEX_CN)
print(risk().T)
risk.plot_assets_curve()
risk.plot_dailyhold()
risk.plot_signal()
performance = QA_Performance(self.account)
performance.plot_pnlmoney(performance.pnl_fifo)
performance.plot_pnlratio(performance.pnl_fifo)
self.account.save()
risk.save()
class Backtest(QA_Backtest):
'''
多线程模式回测示例
'''
def __init__(self, market_type, frequence, start, end, code_list,
commission_fee):
super().__init__(market_type, frequence, start, end, code_list,
commission_fee)
self.user = QA_User()
mastrategy = MAStrategy()
# maminstrategy = MAMINStrategy()
# maminstrategy.reset_assets(1000)
# self.portfolio, self.account = self.user.register_account(mastrategy)
self.user = QA_User(user_cookie='user_admin')
self.portfolio = self.user.new_portfolio('folio_admin')
self.portfolio, self.account = self.user.register_account(mastrategy)
def after_success(self):
QA_util_log_info(self.account.history_table)
risk = QA_Risk(self.account,
benchmark_code='000300',
benchmark_type=MARKET_TYPE.INDEX_CN)
print(risk().T)
self.account.save()
risk.save()
class Backtest(QA_Backtest):
'''
多线程模式回测示例
'''
def __init__(self, market_type, frequence, start, end, code_list, commission_fee):
super().__init__(market_type, frequence, start, end, code_list, commission_fee)
self.user = QA_User()
mastrategy = MAStrategy()
maminstrategy = MAMINStrategy()
# maminstrategy.reset_assets(1000)
# self.portfolio, self.account = self.user.register_account(mastrategy)
self.user = QA_User(user_cookie='user_admin')
self.portfolio = self.user.new_portfolio('folio_admin')
self.portfolio, self.account = self.user.register_account(mastrategy)
def after_success(self):
QA_util_log_info(self.account.history_table)
risk = QA_Risk(self.account, benchmark_code='000300',
benchmark_type=MARKET_TYPE.INDEX_CN)
print(risk().T)
risk.plot_assets_curve()
risk.plot_dailyhold()
risk.plot_signal()
self.account.save()
risk.save()
class Backtest(QA_Backtest):
def __init__(self, market_type, frequence, start, end, code_list, commission_fee):
super().__init__(market_type, frequence, start, end, code_list, commission_fee)
cpsstrategy = CaoPanShouStrategy()
self.user = QA_User(user_cookie='user_admin')
self.portfolio = self.user.new_portfolio('folio_admin_caopanshou')
# self.account = self.portfolio.new_account()
# self.portfolio, self.account = self.user.register_account(cpsstrategy, portfolio_cookie='folio_admin')
self.portfolio, self.account = self.user.register_account(cpsstrategy)
# account = QA_Account(user_cookie='user_admin',
# portfolio_cookie='portfolio_admin',
# account_cookie='account_admin')
# self.user = QA_User.register_account(account)
# self.portfolio, self.account = self.user.register_account(cpsstrategy)
def after_success(self):
QA_util_log_info(self.account.history_table)
risk = QA_Risk(self.account, benchmark_code='000300',
benchmark_type=MARKET_TYPE.INDEX_CN)
print(risk().T)
self.account.save()
risk.save()
class Backtest(QA_Backtest):
def __init__(self, market_type, frequence, start, end, code_list,
commission_fee):
super().__init__(market_type, frequence, start, end, code_list,
commission_fee)
self.user = QA_User()
mastrategy = MAStrategy()
self.portfolio, self.account = self.user.register_account(mastrategy)
def after_success(self):
QA_util_log_info(self.account.history_table)
class Backtest(QA_Backtest):
def __init__(self, market_type, frequence, start, end, code_list,
commission_fee):
super().__init__(market_type, frequence, start, end, code_list,
commission_fee)
self.user = QA_User()
mastrategy = MAStrategy()
maminstrategy = MAMINStrategy()
self.portfolio, self.account = self.user.register_account(mastrategy)
def after_success(self):
QA_util_log_info(self.account.history_table)
risk = QA_Risk(self.account)
print(risk.assets)
print('annualize_return : {} %'.format(risk.annualize_return))
print('max_dropback : {} %'.format(risk.max_dropback))
print('profit : {} %'.format(risk.profit))
print('volatility : {}'.format(risk.volatility))
self.account.save()
class Backtest(QA_Backtest):
def __init__(self, market_type, frequence, start, end, code_list,
commission_fee):
super().__init__(market_type, frequence, start, end, code_list,
commission_fee)
self.user = QA_User()
mastrategy = MAStrategy()
maminstrategy = MAMINStrategy()
self.portfolio, self.account = self.user.register_account(mastrategy)
self.portfolio.add_account(MAStrategy())
def after_success(self):
QA_util_log_info(self.account.history_table)
risk = QA_Risk(self.account,
benchmark_code='000300',
benchmark_type=MARKET_TYPE.INDEX_CN)
print(risk().T)
self.account.save()
risk.save()
