def run(TheStrategy, code, datasource=_default_datasource):
print 'code: ' + code
pcon = stock(code)
#dt_start = '20130101'
#dt_end = '20150819'
dt_start = None
dt_end = None
simulator = ExecuteUnit([pcon], dt_start, dt_end, datasource=datasource)
algo = TheStrategy(simulator)
simulator.run()
a = {}
b = []
try:
for trans in algo.blotter.transactions:
deals.update_positions(a, b, trans)
except Exception, e:
print e
def run(TheStrategy, code, datasource=_default_datasource):
print 'code: ' + code
pcon = stock(code)
#dt_start = '20130101'
#dt_end = '20150819'
dt_start = None
dt_end = None
simulator = ExecuteUnit([pcon], dt_start, dt_end, datasource=datasource)
algo = TheStrategy(simulator)
simulator.run()
a = {}
b = []
try:
for trans in algo.blotter.transactions:
deals.update_positions(a, b, trans);
except Exception, e:
print e
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
#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);
#d = simulator.data[pcon]['close']
#for i in d:
#print i
#assert False
plotting.plot_result(simulator.data[pcon],
algo._indicators,
signals,
algo.blotter)
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)
#d = simulator.data[pcon]['close']
#for i in d:
#print i
#assert False
plotting.plot_result(simulator.data[pcon], algo._indicators, signals,
algo.blotter)
except Exception, e:
import traceback
print e
print traceback.format_exc()
#print e
