def realtime_trading_example():
'''
海知平台实盘模拟样例
:return:
'''
engine = Engine(user_name='海知平台测试接口样例',
password='******',
core='HaiZhi',
type='RealTimeTrading',
initial_money=1000000)
# 运行实盘模拟引擎的策略
engine.run_stratagy(double_ma)
def other():
#import matplotlib.pyplot as plt
engine = Engine(user_name='海知平台测试接口样例',
password='******',
core = 'HaiZhi',
type = 'HistoryTrading',
initial_time='2018-06-4',
end_date='2018-1-5',
initial_money=1000000,)
print engine.context.current_time
print engine.buy('000001',1000)
print engine._core.history_to_csv('records')
def history_trading_example():
'''
海知平台历史回测样例
:return:
'''
#初始化回测引擎
engine = Engine(user_name='海知平台测试接口样例',
password='******',
#core = 'HaiZhi',
#type = 'HistoryTrading',
initial_time='2017-01-03',
#end_date='2018-1-5',
initial_money = 1000000)
#运行回测引擎的策略
#print engine.buy('600000',1000)
engine.run_stratagy(test)
print engine._core.history_to_csv()
def other():
#数据准备
engine = Engine(
user_name='海知平台测试接口样例',
password='******',
#core = 'HaiZhi',
#type = 'HistoryTrading',
initial_time='2017-07-01',
#end_date='2018-1-5',
initial_money=1000000)
dm = engine.context.DataModule
security = '601390'
name = dm.stock_name(security)
print engine.context.current_time
shd = dm.stock_history_data(security)
#显示数据
import matplotlib.pyplot as plt
from matplotlib.dates import YearLocator, MonthLocator, DateFormatter
plt.rcParams['font.sans-serif'] = ['SimHei']
plt.rcParams['axes.unicode_minus'] = False
daysFmt = DateFormatter('%m-%d-%Y')
fig = plt.figure()
ax = fig.add_subplot(111)
print len(shd)
lma = [ma(shd[:date], 60) for date in shd.index]
sma = [ma(shd[:date], 10) for date in shd.index]
ax.plot_date(shd.index, lma, '-')
ax.plot_date(shd.index, sma, '-')
# format the ticks
ax.xaxis.set_major_formatter(daysFmt)
ax.autoscale_view()
# format the coords message box
def price(x):
return '$%1.2f' % x
ax.fmt_xdata = DateFormatter('%Y-%m-%d')
ax.fmt_ydata = price
ax.grid(True)
fig.autofmt_xdate()
print name
plt.title(name)
plt.show()
dtw[i, j] = float('inf')
dtw[0,0] = 0
for i in range(1,len(x)+1):
for j in range(1,len(y)+1):
cost = distance(x[i-1],y[j-1])
dtw[i,j] = cost+np.min([dtw[i-1,j],dtw[i,j-1],dtw[i-1,j-1]])
return dtw[1:,1:]
if __name__=='__main__':
engine = Engine(user_name='海知平台测试接口样例',
password='******',
core='HaiZhi',
type='HistoryTrading',
initial_time='2018-06-4',
end_date='2018-1-5',
initial_money=1000000, )
dm = engine.context.DataModule
x = dm.stock_history_data('000001')[:10]
z = dm.stock_history_data('000002')[:10]
y = dm.stock_history_data('000004')[:10]
x = pd.Series(list(x['pct_change']), index=x.index)
y = pd.Series(list(y['pct_change']), index=y.index)
z = pd.Series(list(z['pct_change']), index=z.index)
print x.corr(y)