示例#1
0
if __name__ == "__main__":

    import sys

    if '../SqlConnWraper' not in sys.path:
        sys.path.append('../SqlConnWraper')

    from BuildSQLConnection import build_sql_conn

    cxcn = build_sql_conn('config.ini')

    symbol_list = ['AAPL']
    initial_capital = 100000.0
    heartbeat = 0.0

    data_handler = SecurityMasterDataHandler(symbol_list, cxcn)

    start_date = data_handler.start_dt

    order_method = EquityWeightOrder

    backtest = Backtest(
        symbol_list, initial_capital, heartbeat,
        start_date, data_handler, SimulatedExecutionHandlerWithCommision,
        Portfolio, MovingAverageCrossStrategy, order_method
    )
    backtest.simulate_trading()

    backtest.output_plot()