def test_local_data(self):
old_source = locd.source
if old_source == 'sqlite':
return
logger.info('***** 数据测试开始 *****')
set_config({ 'source': 'csv' })
target = locd.get_data('BB.TEST-1.Minute')
fname = os.path.join(os.getcwd(), 'data', '1MINUTE', 'TEST', 'CC.csv')
source = pd.read_csv(fname, parse_dates='datetime', index_col='datetime')
self.assertFalse(source.equals(target), '本地数据接口负测试失败！')
fname = os.path.join(os.getcwd(), 'data', '1MINUTE', 'TEST', 'BB.csv')
source = pd.read_csv(fname, parse_dates='datetime', index_col='datetime')
self.assertTrue(source.equals(target), '本地数据接口正测试失败！')
logger.info('-- 本地数据接口测试成功 --')
logger.info('***** 数据测试结束 *****\n')
set_config({ 'source': old_source })
from quantdigger import locd, set_config
from quantdigger.datasource import import_data
def import_contracts():
""" 从文件导入合约到数据库"""
df = pd.read_csv('./work/contracts.txt')
df['key'] = df['code'] + '.' + df['exchange']
return df
print("import contracts info..")
contracts = import_contracts()
set_config({'source': 'csv'})
locd.import_contracts(contracts)
print("import bars..")
fpaths = []
for path, dirs, files in os.walk('./work'):
for file in files:
filepath = path + os.sep + file
if filepath.endswith(".csv") or filepath.endswith(".CSV"):
fpaths.append(filepath)
import_data(fpaths, locd)
set_config({'source': 'sqlite'})
locd.import_contracts(contracts)
print("import bars..")
fpaths = []
1] > ctx.ma100[1]:
ctx.buy(ctx.close, 1)
elif ctx.pos() > 0 and ctx.ma50[2] > ctx.ma100[2] and \
ctx.ma50[1] < ctx.ma100[1]:
ctx.sell(ctx.close, ctx.pos())
return
def on_exit(self, ctx):
return
if __name__ == '__main__':
import timeit
start = timeit.default_timer()
set_config({'source': 'csv'})
set_symbols(['BB.SHFE-1.Day'])
profile = add_strategy(
[DemoStrategy('A1'), DemoStrategy2('A2')], {
'capital': 50000.0,
'ratio': [0.5, 0.5]
})
run()
stop = timeit.default_timer()
print("运行耗时: %d秒" % ((stop - start)))
# 绘制k线，交易信号线
from quantdigger.digger import finance, plotting
s = 0
# 绘制策略A1, 策略A2, 组合的资金曲线
curve0 = finance.create_equity_curve(profile.all_holdings(0))
# 无日期指定的期货合约
code = row['code'][0:-4]
if code not in codes:
t = (code+'.'+row['exchangeId'], code, row['exchangeId'],
code, code, row['long_margin_ratio'],
row['short_margin_ratio'], row['price_tick'], row['volume_multiple'])
contracts.append(t)
codes.add(code)
contracts = zip(*contracts)
rst = {
'key': contracts[0],
'code': contracts[1],
'exchange': contracts[2],
'name': contracts[3],
'spell': contracts[4],
'long_margin_ratio': contracts[5],
'short_margin_ratio': contracts[6],
'price_tick': contracts[7],
'volume_multiple': contracts[8],
}
return rst
print("import contracts..")
contracts = import_contracts()
set_config({ 'data_path': '../data', 'source': 'csv' })
locd.import_contracts(contracts)
contracts = import_contracts(True)
set_config({ 'data_path': '../data', 'source': 'sqlite' })
locd.import_contracts(contracts)
# -*- coding: utf-8 -*-
from quantdigger import locd, set_config
from quantdigger.datasource import import_tdx_stock
set_config({'data_path': '../data'})
import_tdx_stock('../stock', locd)
if ctx.pos() == 0 and ctx.ma50[2] < ctx.ma100[2] and ctx.ma50[1] > ctx.ma100[1]:
ctx.buy(ctx.close, 1)
elif ctx.pos() > 0 and ctx.ma50[2] > ctx.ma100[2] and \
ctx.ma50[1] < ctx.ma100[1]:
ctx.sell(ctx.close, ctx.pos())
return
def on_exit(self, ctx):
return
if __name__ == '__main__':
import timeit
start = timeit.default_timer()
set_config({'source': 'csv'})
set_symbols(['BB.SHFE-1.Day'])
profile = add_strategy([DemoStrategy('A1'), DemoStrategy2('A2')],
{'capital': 50000.0, 'ratio': [0.5, 0.5]})
run()
stop = timeit.default_timer()
print("运行耗时: %d秒" % ((stop - start)))
# 绘制k线，交易信号线
from quantdigger.digger import finance, plotting
s = 0
# 绘制策略A1, 策略A2, 组合的资金曲线
curve0 = finance.create_equity_curve(profile.all_holdings(0))
curve1 = finance.create_equity_curve(profile.all_holdings(1))
curve = finance.create_equity_curve(profile.all_holdings())
plotting.plot_strategy(profile.data(), profile.technicals(0),
# -*- coding: utf-8 -*-
from quantdigger import locd, set_config
from quantdigger.datasource import import_tdx_stock
set_config({ 'data_path': '../data' })
import_tdx_stock('../stock', locd)
