Initial commit

2025-06-10 01:16:09 +08:00
commit 05bab03b8c
155 changed files with 19979 additions and 0 deletions
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+from Chan import CChan
+from ChanConfig import CChanConfig
+from Common.CEnum import AUTYPE, BSP_TYPE, DATA_SRC, FX_TYPE, KL_TYPE
+
+if __name__ == "__main__":
+    """
+    一个极其弱智的策略，只交易一类买卖点，底分型形成后就开仓，直到一类卖点顶分型形成后平仓
+    只用做展示如何自己实现策略，做回测用~
+    """
+    code = "sz.000001"
+    begin_time = "2021-01-01"
+    end_time = None
+    data_src = DATA_SRC.BAO_STOCK
+    lv_list = [KL_TYPE.K_DAY]
+
+    config = CChanConfig({
+        "trigger_step": True,  # 打开开关！
+        "divergence_rate": 0.8,
+        "min_zs_cnt": 1,
+    })
+
+    chan = CChan(
+        code=code,
+        begin_time=begin_time,
+        end_time=end_time,
+        data_src=data_src,
+        lv_list=lv_list,
+        config=config,
+        autype=AUTYPE.QFQ,
+    )
+
+    is_hold = False
+    last_buy_price = None
+    for chan_snapshot in chan.step_load():  # 每增加一根K线，返回当前静态精算结果
+        bsp_list = chan_snapshot.get_bsp()  # 获取买卖点列表
+        if not bsp_list:  # 为空
+            continue
+        last_bsp = bsp_list[-1]  # 最后一个买卖点
+        if BSP_TYPE.T1 not in last_bsp.type and BSP_TYPE.T1P not in last_bsp.type:  # 假如只做1类买卖点
+            continue
+        cur_lv_chan = chan_snapshot[0]
+        if last_bsp.klu.klc.idx != cur_lv_chan[-2].idx:
+            continue
+        if cur_lv_chan[-2].fx == FX_TYPE.BOTTOM and last_bsp.is_buy and not is_hold:  # 底分型形成后开仓
+            last_buy_price = cur_lv_chan[-1][-1].close  # 开仓价格为最后一根K线close
+            print(f'{cur_lv_chan[-1][-1].time}:buy price = {last_buy_price}')
+            is_hold = True
+        elif cur_lv_chan[-2].fx == FX_TYPE.TOP and not last_bsp.is_buy and is_hold:  # 顶分型形成后平仓
+            sell_price = cur_lv_chan[-1][-1].close
+            print(f'{cur_lv_chan[-1][-1].time}:sell price = {sell_price}, profit rate = {(sell_price-last_buy_price)/last_buy_price*100:.2f}%')
+            is_hold = False