def Run(codes, task_id=0): #agl.LOG('sdf中') #codes = ['300033'] def fnSample(code, dtype='5'): import warp_pytdx as tdx if dtype == '5': df = tdx.getFive(code) df = df.sort_index() return df if dtype == 'd': df = tdx.getHisdat(code) df = df.sort_index() return df def setParams(s): if 0: s = Strategy_Boll s.setParams(pl=publish.Publish(), ) backtest_policy.test_strategy( codes, Strategy_Boll_Pre, setParams, start_day='2018-11-1', end_day='', #start_day='2017-12-2', end_day='2017-12-13', mode=BackTestPolicy.enum.hisdat_mode | BackTestPolicy.enum.hisdat_five_mode, datasource_mode=DataSources.datafrom.custom, datasource_fn=fnSample)
def Run(codes='', task_id=0): from pypublish import publish #设置策略参数 def setParams(s): if 0: s = Strategy_Boll s.setParams(trade_num = 300, pl=publish.Publish() ) if codes == '': codes = ['300033'] #现在的5分钟线在2017-5-15之后才有 backtest_policy.test_strategy(codes, BollFenCangKline, setParams, day_num=20, mode=myenum.hisdat_mode, start_day='2016-10-20', end_day='2017-10-1' )
def Run(codes, task_id=0): #agl.LOG('sdf中') #codes = ['300033'] def setParams(s): if 0: s = Strategy_Boll s.setParams(pl=publish.Publish(), ) backtest_policy.test_strategy( codes, Strategy_Boll_Pre, setParams, start_day='2018-2-7', end_day='2018-3-16', #start_day='2017-7-26', end_day='2017-12-13' mode=BackTestPolicy.enum.tick_mode)
def Run(codes, task_id=0): #agl.LOG('sdf中') #codes = ['300033'] def setParams(s): if 0: s = Strategy_Boll s.setParams(pl=publish.Publish(), ) #fenshi数据源2017-8-1/2017-9-20 backtest_policy.test_strategy(codes, Strategy_Boll_Pre, setParams, day_num=50, start_day='2017-8-1', end_day='2017-9-20' #start_day='2017-7-26', end_day='2017-12-13' )
def Run(codes, task_id=0): #agl.LOG('sdf中') #codes = ['300033'] def setParams(s): if 0: s = Strategy_Boll s.setParams(pl=publish.Publish(), ) backtest_policy.test_strategy( codes, Strategy_Boll_Pre, setParams, #start_day='2017-8-26', end_day='2018-6-2', #start_day='2017-12-2', end_day='2017-12-13', mode=BackTestPolicy.enum.hisdat_mode | BackTestPolicy.enum.hisdat_five_mode, #mode=BackTestPolicy.enum.hisdat_mode, datasource_mode=stock.DataSources.datafrom.online)
def Run(codes='', task_id=0): from pypublish import publish def fnSample(code, dtype=''): import tushare as ts df = ts.get_hist_data(code)[['high','low','open','close','volume']] df.columns = list('hlocv') df = df.sort_index() return df #设置策略参数 def setParams(s): if 0: s = Strategy_Boll s.setParams(trade_num = 300, pl=publish.Publish(explicit=True), ) backtest_policy.test_strategy(codes, BollFenCangKline, setParams, mode=myenum.hisdat_mode, start_day='2017-4-10', end_day='2018-9-15', datasource_mode=DataSources.datafrom.custom, datasource_fn=fnSample )
def main(args): #agl.LOG('sdf中') codes = ['300033'] backtest_policy.test_strategy(codes, Strategy_Boll_Pre)