def check_sell_sign(_code, _buy_date, _buy_price, _judgedate): if _judgedate < _buy_date: return RET_BASIC_ERROR s = SimlEliteStrat(["slope"], [_code]) s.build_strat(_buy_date, _judgedate) holding_days = datediff(_buy_date, _judgedate) + 50 s.set_max_holding_days(holding_days) datestr = _buy_date while datestr < _judgedate: s.set_date(datestr) s.choose_meigaras(1, True) node = s.get_tmp_gene_node(_code) points, datestr = node.buy_and_sell(-1, _code, datestr, _judgedate) return node.check_sell_sign(_code, _judgedate, _buy_price)
''' Created on Jan 5, 2016 @author: kot ''' from params import * from t_siml.SimlEliteStrat import * from t_lib.tradefuncs import * if __name__ == '__main__': meigaras = get_rnd_meigaras(4000) #meigaras = ["4080", "1301", "2121"] #s = SimlEliteStrat(100000, ["slope"], ["1301", "8001", "7270"]) s = SimlEliteStrat(["slope2"], meigaras) s.simulate('20150601', '20151201', 1000000, 5)
def choose_elite_meigaras(_date, _cnt): s = SimlEliteStrat(["slope"], get_rnd_meigaras(10)) s.build_strat(_date, _date) s.set_date(_date) return s.choose_meigaras(_cnt, True)