示例#1
0
#---------------


#2 set data
#2.1
codLst=['000001','002046','600663','000792','600029','000800']
xlst=['inx','total']+codLst
#
print('\n#2.2 qx.rd')
fss='data/bt-T1x2.pkl';#zt.f_varWr(fss,qx)
qx=zt.f_varRd(fss);#ztq.tq_prVar(qx)

#3
print('\n#3.1 tq_usrStkMerge')      
df_usr=ztq.tq_usrStkMerge(qx)
zt.prDF('df_usr',df_usr)

print('\n#3.2 tq_usrDatXed')      
df2,k=ztq.tq_usrDatXed(qx,df_usr)
zt.prDF('df2',df2)
#
print('\n#3.3 ret')      
print('ret:',k,'%')

print('\n#3.4 tq_usrDatXedFill')      
df=ztq.tq_usrDatXedFill(qx,df2)
zt.prDF('df',df)

#==============
#4 ret xed
ret=ffn.to_log_returns(df[xlst]).dropna()
示例#2
0
#7 chk.dat
print('\n7.1 tq_pools_chk')
ztq.tq_pools_call(qx,ztq.tq_pools_chk)

print('\n#7.2,plot inx -->tmp/tmp_.html')
xinx,df=qx.wrkInxCod,qx.wrkInxDat
hdr,fss='k线图-inx '+xinx,'tmp/tmp_'+xinx+'.html'
df2=df.tail(100)
zdr.drDF_cdl(df2,ftg=fss,m_title=hdr)

print('\n#7.3,plot stk-->tmp/tmp_.html')
xcod,df=qx.wrkStkCod,qx.wrkStkDat
hdr,fss='k线图-stk '+xcod,'tmp/tmp_'+xcod+'.html'
df2=df.tail(100)
zdr.drDF_cdl(df2,ftg=fss,m_title=hdr)

#8
print('\n#8.1,stk.merge')
df9=ztq.tq_usrPoolsMerge(qx)

print('\n#8.2,dat,cut')
df2=zdat.df_kcut8tim(df9,'',tim0Str,tim9Str)
zt.prDF('\n#df2',df2)
        
print('\n#8.3,rebase')        
dfx=df2.rebase()
zt.prDF('\n#dfx',dfx)
        
print('\n#8.4,plot,rebase')
dfx.plot()
示例#3
0
print('\n#8 qx.rw')
fss = ftg0 + 'x2.pkl'
zt.f_varWr(fss, qx)
qx = zt.f_varRd(fss)
#
#-----------step #3,ret-mini
#9
print('\n#9 ret')
#
print('\n#9.1 tq_prTrdlib')
ztq.tq_prTrdlib(qx)
zt.prx('userPools', qx.usrPools)

print('\n#9.2 tq_usrStkMerge')
df_usr = ztq.tq_usrStkMerge(qx)
zt.prDF('df_usr', df_usr)
#
print('\n#9.3 tq_usrDatXed')
df2, k = ztq.tq_usrDatXed(qx, df_usr)
zt.prDF('df2', df2)
#
print('\n#9.4 ret')
print('ret:', k, '%')

#-----------step #3,ret-all
print('\n#9.5 tq_usrDatXedFill')
df = ztq.tq_usrDatXedFill(qx, df2)
zt.prDF('df', df)

#==============
#10 ret xed
示例#4
0
fss = 'tmp/bt-T1x2.pkl'
zt.f_varWr(fss, qx)
#qx=zt.f_varRd(fss);#ztq.tq_prVar(qx)

#
#------------ret
#6
print('\n#6 ret')
#
print('\n#6.1 tq_prTrdlib')
ztq.tq_prTrdlib(qx)
zt.prx('userPools', qx.usrPools)

print('\n#6.2 tq_usrStkMerge')
df_usr = ztq.tq_usrStkMerge(qx)
zt.prDF('df_usr', df_usr)

#

print('\n#6.3 tq_usrDatXed')
df2, k = ztq.tq_usrDatXed(qx, df_usr)
zt.prDF('df2', df2)

#
print('\n#6.4 ret')
print('ret:', k, '%')
#==============
'''
qx.trd_nilFlag=False,
@qx.trd_mode=1
qx.trd_buyNum=1000,ret: 113.05 %