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基于easytrader 和easyquotation 的量化交易框架
支持东方财富自动交易
pip3 install -r requirements.txt- 手动安装
talib依赖,talib
新增web,可以设置关注的股票,显示T操作价格
在strategies目录,可以参考已有的编写。
策略需要继承StrategyTemplate类,实现int和onbar等函数。
init 设置关注的股票,行情引擎就会推动股票行情。
definit(self):forstock_codeinself.watch_stocks:self.quotation_engine.watch(stock_code)
行情数据到来时,触发on_bar函数:
defon_bar(self,context:Context,data:Dict[str,DataFrame]):pass
- Context 是一个工具类,可以获取其他bar或者计算cci、rsi等指标
- data是推动的行情字典,可以用股票代码获取DataFrame类型的行情数据
参见 tradertest.py ,会加载所有策略,稍微改动下也能支持制定策略
importeasyquantfromeasyquantimportDefaultLogHandlerprint('测试 DEMO')# 东财broker='eastmoney'# 自己准备# {# "user": "",# "password": ""# }need_data='account.json'log_type='file'log_handler=DefaultLogHandler(name='测试',log_type=log_type,filepath='logs.log')m=easyquant.MainEngine(broker,need_data,quotation='online',# 1分钟K线bar_type="1m",log_handler=log_handler)m.is_watch_strategy=True# 策略文件出现改动时,自动重载,不建议在生产环境下使用m.load_strategy()m.start()
参考backtest.py,设置回测的时间和策略,注意使用quotation需要为tushare或者jqdata,可以自己申请
importeasyquotationimporteasyquantfromeasyquantimportDefaultLogHandler,PushBaseEnginefromeasyquant.log_handler.default_handlerimportMockLogHandlerfromstrategies.CCIimportStrategyprint('backtest 回测 测试 ')broker='mock'need_data='account.json'#mock_start_dt="2020-01-01"mock_end_dt="2021-11-11"m=easyquant.MainEngine(broker,need_data,quotation='tushare',# quotation='jqdata',bar_type="1d")log_handler=MockLogHandler(context=m.context)# 选择策略strategy=Strategy(user=m.user,log_handler=log_handler,main_engine=m)m.start_mock(mock_start_dt,mock_end_dt,strategy)print('mock end')print(m.user.get_balance())fordealinm.user.get_current_deal():print(deal.deal_time,deal.bs_type,deal.deal_price,deal.deal_amount)
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一款支持东方财富A股 自动交易的量化交易框架,支持简单回测
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