52 lines
2.0 KiB
Python
52 lines
2.0 KiB
Python
from Chan import CChan
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from ChanConfig import CChanConfig
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from Common.CEnum import AUTYPE, BSP_TYPE, DATA_SRC, FX_TYPE, KL_TYPE
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if __name__ == "__main__":
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"""
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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
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只用做展示如何自己实现策略，做回测用~
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"""
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code = "sz.000001"
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begin_time = "2021-01-01"
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end_time = None
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data_src = DATA_SRC.BAO_STOCK
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lv_list = [KL_TYPE.K_DAY]
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config = CChanConfig({
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"trigger_step": True, # 打开开关！
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"divergence_rate": 0.8,
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"min_zs_cnt": 1,
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})
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chan = CChan(
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code=code,
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begin_time=begin_time,
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end_time=end_time,
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data_src=data_src,
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lv_list=lv_list,
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config=config,
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autype=AUTYPE.QFQ,
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)
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is_hold = False
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last_buy_price = None
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for chan_snapshot in chan.step_load(): # 每增加一根K线，返回当前静态精算结果
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bsp_list = chan_snapshot.get_bsp() # 获取买卖点列表
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if not bsp_list: # 为空
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continue
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last_bsp = bsp_list[-1] # 最后一个买卖点
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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
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continue
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cur_lv_chan = chan_snapshot[0]
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if last_bsp.klu.klc.idx != cur_lv_chan[-2].idx:
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continue
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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
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last_buy_price = cur_lv_chan[-1][-1].close # 开仓价格为最后一根K线close
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print(f'{cur_lv_chan[-1][-1].time}:buy price = {last_buy_price}')
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is_hold = True
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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
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sell_price = cur_lv_chan[-1][-1].close
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print(f'{cur_lv_chan[-1][-1].time}:sell price = {sell_price}, profit rate = {(sell_price-last_buy_price)/last_buy_price*100:.2f}%')
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is_hold = False
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