def on_init(self, ctx):
"""初始化数据"""
ctx.ma3 = MA(ctx.close, 3)
ctx.svar = NumberSeries()
ctx.numseries = NumberSeries()
ctx.dtseries = DateTimeSeries()
ctx.dlist = []
return
def _init_main_data(self):
# 预留了历史和当天的数据空间。
self.open = NumberSeries(self, self._data.open, True)
self.close = NumberSeries(self, self._data.close, True)
self.high = NumberSeries(self, self._data.high, True)
self.low = NumberSeries(self, self._data.low, True)
self.volume = NumberSeries(self, self._data.volume, True)
self.datetime = DateTimeSeries(self, self._data.index, True)
self.curbar = 0
def __init__(self, pcontract, raw_data):
self.open = NumberSeries(raw_data.open.values, 'open')
self.close = NumberSeries(raw_data.close.values, 'close')
self.high = NumberSeries(raw_data.high.values, 'high')
self.low = NumberSeries(raw_data.low.values, 'low')
self.volume = NumberSeries(raw_data.volume.values, 'volume')
self.datetime = DateTimeSeries(raw_data.index, 'datetime')
self.bar = Bar(None, None, None, None, None, None)
self.has_pending_data = False
self.next_datetime = datetime.datetime(2100, 1, 1)
self.size = len(raw_data.close)
self.pcontract = pcontract
self._curbar = -1
self._helper = RollingHelper(len(raw_data))
self._raw_data = raw_data
def __init__(self, wrapper, window_size):
""" window_size: 滚动窗口大小 """
self.wrapper = wrapper
self.series = [[{ }]]
self.indicators = [[{ }]]
self.variables = [[{ }]]
data = self.wrapper.data
self.window_size = window_size
self.open = NumberSeries(data.open.values, self.window_size, 'open')
self.close = NumberSeries(data.close.values, self.window_size, 'close')
self.high = NumberSeries(data.high.values, self.window_size, 'high')
self.low = NumberSeries(data.low.values, self.window_size, 'low')
self.volume = NumberSeries(data.volume.values, self.window_size, 'volume')
self.datetime = DateTimeSeries(data.index, self.window_size, 'datetime')
self.i = -1 # 第i个组合
self.j = -1 # 第j个策略
self._curbar = -1
self.bar = Bar(None, None, None, None, None, None)
self.last_row = []
self.last_date = datetime.datetime(2100,1,1)
def __init__(self, wrapper):
data = wrapper.data
self.open = NumberSeries(data.open.values, 'open')
self.close = NumberSeries(data.close.values, 'close')
self.high = NumberSeries(data.high.values, 'high')
self.low = NumberSeries(data.low.values, 'low')
self.volume = NumberSeries(data.volume.values, 'volume')
self.datetime = DateTimeSeries(data.index, 'datetime')
self.i = -1 # 第i个组合
self.j = -1 # 第j个策略
self.bar = Bar(None, None, None, None, None, None)
self.last_row = []
self.last_date = datetime.datetime(2100, 1, 1)
self.indicators = [[{}]]
self._curbar = -1
self._wrapper = wrapper
self._series = [[{}]]
self._variables = [[{}]]
self._all_variables = [[{}]]
self._size = len(data.close)
def __init__(self, Helper):
data = Helper.data
self.open = NumberSeries(data.open.values, 'open')
self.close = NumberSeries(data.close.values, 'close')
self.high = NumberSeries(data.high.values, 'high')
self.low = NumberSeries(data.low.values, 'low')
self.volume = NumberSeries(data.volume.values, 'volume')
self.datetime = DateTimeSeries(data.index, 'datetime')
self.ith_comb = -1 # 第i个组合
self.ith_strategy = -1 # 第j个策略
self.bar = Bar(None, None, None, None, None, None)
self.new_row = False
self.next_datetime = datetime.datetime(2100, 1, 1)
self.technicals = [[{}]]
self._curbar = -1
self._Helper = Helper
self._series = [[{}]]
self._variables = [[{}]]
self._all_variables = [[{}]]
self._size = len(data.close)
