self.sell('long', price, self.position())
#six.print_('sel', self.datetime[0].date(), price, self.position())
#six.print_('---')
if price > self.buy_price:
self.num_win += 1
if __name__ == '__main__':
pcon = stock(code)
simulator = ExecuteUnit(
[pcon],
None, #'2015-08-02',
# 使用自定义的数据源
datasource=ds163.CachedStock163Source('163cache'))
algo = DemoStrategy(simulator)
simulator.run()
#six.print_('close: ', algo.close.data)
#six.print_('close length: ', algo.close.length_history)
six.print_('total: %s, win: %s' % (algo.num_cont, algo.num_win))
# 显示回测结果
a = {}
b = []
try:
for trans in algo.blotter.transactions:
deals.update_positions(a, b, trans)
except Exception, e:
six.print_(e)
plotting.plot_result(simulator.data[pcon], algo._indicators, b,
algo.blotter)
#algo2 = DemoStrategy(simulator)
simulator.run()
#for deal in algo.blotter.deal_positions:
## code...
#print("----------------")
#print("开仓时间: %s；成交价格: %f；买卖方向: %s；成交量: %d；") % \
#(deal.open_datetime, deal.open_price, Direction.type_to_str(deal.direction), deal.quantity)
#print("平仓时间: %s；成交价格: %f；买卖方向: %s；成交量: %d；盈亏: %f；") % \
#(deal.close_datetime, deal.close_price, Direction.type_to_str(deal.direction), deal.quantity, deal.profit())
# 显示回测结果
a = {}
b = []
try:
for trans in algo.blotter.transactions:
deals.update_positions(a, b, trans);
except Exception, e:
print e
plotting.plot_result(simulator.data[pcon],
algo._indicators,
b,
algo.blotter)
except Exception, e:
import traceback
print traceback.format_exc()
#print e
if self.ma10[1] < self.ma20[1] and self.ma10 > self.ma20:
self.buy('long', self.open, 1, contract = 'IF000.SHFE')
elif self.position() > 0 and self.ma10[1] > self.ma20[1] and self.ma10 < self.ma20:
self.sell('long', self.open, 1)
# 输出pcon1的当前K线开盘价格。
print(self.open)
# 夸品种数据引用
# pcon2的前一根K线开盘价格。
print(self.open_(1)[1])
if __name__ == '__main__':
try:
# 策略的运行对象周期合约
pcon1 = pcontract('IF000.SHFE', '10.Minute')
pcon2 = pcontract('IF000.SHFE', '10.Minute')
# 创建模拟器，这里假设策略要用到两个不同的数据，比如套利。
simulator = ExecuteUnit([pcon1, pcon2]);
# 创建策略。
algo = DemoStrategy(simulator)
# 运行模拟器，这里会开始事件循环。
simulator.run()
# 显示回测结果
plotting.plot_result(simulator.data[pcon], algo._indicators,
algo.blotter.deal_positions, algo.blotter)
except Exception, e:
print(e)
def plot_reslist(l_bases_tests):
import plotting as pl
for base,rtest in l_bases_tests:
pl.plot_result(rtest)
pcon = pcontract('BB.SHFE', '1.Minute')
#begin_dt, end_dt = '2015-05-25', '2015-06-01'
#pcon = stock('600848','10.Minute') # 通过tushare下载股票数据
simulator = ExecuteUnit([pcon, pcon], '2013-12-12', '2013-12-25')
algo = DemoStrategy(simulator)
#algo1 = DemoStrategy(simulator)
#algo2 = DemoStrategy(simulator)
simulator.run()
#for deal in algo.blotter.deal_positions:
## code...
#print("----------------")
#print("开仓时间: %s；成交价格: %f；买卖方向: %s；成交量: %d；") % \
#(deal.open_datetime, deal.open_price, Direction.type_to_str(deal.direction), deal.quantity)
#print("平仓时间: %s；成交价格: %f；买卖方向: %s；成交量: %d；盈亏: %f；") % \
#(deal.close_datetime, deal.close_price, Direction.type_to_str(deal.direction), deal.quantity, deal.profit())
# 显示回测结果
positions = {}
signals = []
for trans in algo.blotter.transactions:
deals.update_positions(positions, signals, trans)
plotting.plot_result(simulator.data[pcon], algo._indicators, signals,
algo.blotter.all_holdings)
except Exception, e:
import traceback
print e
print traceback.format_exc()
#print e
algo = DemoStrategy(simulator)
#algo1 = DemoStrategy(simulator)
#algo2 = DemoStrategy(simulator)
simulator.run()
#for deal in algo.blotter.deal_positions:
## code...
#print("----------------")
#print("开仓时间: %s；成交价格: %f；买卖方向: %s；成交量: %d；") % \
#(deal.open_datetime, deal.open_price, Direction.type_to_str(deal.direction), deal.quantity)
#print("平仓时间: %s；成交价格: %f；买卖方向: %s；成交量: %d；盈亏: %f；") % \
#(deal.close_datetime, deal.close_price, Direction.type_to_str(deal.direction), deal.quantity, deal.profit())
# 显示回测结果
positions = {}
signals = []
for trans in algo.blotter.transactions:
deals.update_positions(positions, signals, trans);
plotting.plot_result(simulator.data[pcon],
algo._indicators,
signals,
algo.blotter.all_holdings)
except Exception, e:
import traceback
print e
print traceback.format_exc()
#print e
