def run_policy():
p = live_policy_runner.LivePolicySwitch()
s = boll_pramid.Strategy_Boll_Pre(data_interface.TdxData())
if agl.is_function(s.setParams):
s.setParams()
p.Regist(s)
while 1:
agl.tic()
p.Run()
agl.toc()
time.sleep(3)
if stock.IsShouPan():
break
def main(args):
agl.tic()
BackTestPolicy.Test()
agl.toc()
print("end")
#-*- coding:utf-8 -*-
"""boll分仓, 择时策略"""
import numpy as np
import pandas as pd
import boll_pramid
import backtest_policy, stock, myenum, agl, account as ac, help, myredis, sign_observation as so, ui
import os
agl.tic()
#ths = stock.createThs()
class BollFenCangKline(boll_pramid.Strategy_Boll_Pre):
"""基于日线的boll分仓, 基本指标使用日线Boll以及日线Four"""
def setParams(self, *args, **kwargs):
self.base_num = 10000 #第一次买卖的数量
self.base_num_ratio = 0.1 #总资金的10%作为初始建仓, 与上一个变量两者可选， 注释该行使用绝对数量
self.base_ratio = 0.05 #盈亏区间的比率
self.base_pramid_ratio = 3 #底部增仓比率
self.base_rhombus_mid_ratio = 0.3 #仓位形态菱形的下部占比, 当资金不够时， 尽量保留一些资金
self.base_four = [-0.5, -0.1] #第一次买卖的技术指标阀值
for k, v in kwargs.iteritems():
setattr(self, k, v)
def OnFirstRun(self):
self.key_sell_avg_price = 'BollFenCangKline.SellAvgPrice'+ str(os.getpid())
self.key_sell_num = 'BollFenCangKline.SellNum'+ str(os.getpid())
myredis.delKeys('BollFenCangKline')
def Run(self):
account = self._getAccount()
code = self.data.get_code()
