掘金3仿真，请坛友代写一个简单的策略，酬谢150￥

[tiler]

这个价格恐怕够悬

[Ray 1]

coding=utf-8

from future import print_function, absolute_import
from gm.api import *
import talib

import numpy as np
import pandas as pd

def calculateEMA(period, closeArray, emaArray=[]):
"""计算指数移动平均"""
length = len(closeArray)
nanCounter = np.count_nonzero(np.isnan(closeArray))
if not emaArray:
emaArray.extend(np.tile([np.nan],(nanCounter + period - 1)))
firstema = np.mean(closeArray[nanCounter:nanCounter + period - 1])
emaArray.append(firstema)
for i in range(nanCounter+period,length):
ema=(2*closeArray[i]+(period-1)*emaArray[-1])/(period+1)
emaArray.append(ema)
return np.array(emaArray)

def calculateMACD(closeArray, shortPeriod = 12, longPeriod = 26, signalPeriod =9):
ema12 = calculateEMA(shortPeriod ,closeArray,[])
ema26 = calculateEMA(longPeriod ,closeArray,[])
diff = ema12-ema26

dea= calculateEMA(signalPeriod ,diff,[])
macd = 2*(diff-dea)
return macd,diff,dea 

策略中必须有init方法

def init(context):
symbols = ['SHSE.600000']
startday = '2020-01-01'
# 获取沪深300成份股
stock300 = get_history_constituents(index='SHSE.000300', start_date=startday,
end_date=startday)[0]['constituents'].keys()
symbols = list(stock300)[0:50]
context.macd_bar_count = 300 # 最少是长周期+信号周期
context.continue_bars = 10
subscribe(symbols=symbols, frequency='3600s', count=context.macd_bar_count, wait_group=True)

def on_bar(context, bars):
now = context.now

target_symbols = []
for bar in bars:
    symbol = bar['symbol']
    recent_data = context.data(symbol=symbol, frequency='3600s', count=context.macd_bar_count, fields='close,low,high')
    closes = recent_data['close'].values
    lows = recent_data['low'].values
    highs = recent_data['high'].values
    tadiff, tadea, tamacd = talib.MACD(closes)
    ma120 = talib.MA(closes, timeperiod=120, matype=talib.MA_Type.SMA)
    ma250 = talib.MA(closes, timeperiod=250, matype=talib.MA_Type.SMA)
    #print('TAlib diff=%.3f, dea=%.3f, macd=%.3f, ma120=%.3f, ma250=%.3f' % (tadiff[-1], tadea[-1], tamacd[-1]*2, ma120[-1], ma250[-1]))
    if tamacd[-1] >= 0:
        firstindex = len(tamacd) * -1
        has_cross = False
        count = 0
        for i in range(-2, firstindex-1, -1):
            if tamacd[i] <= 0:
                count = count+1
            else:
                break
            if (lows[i] <= ma120[i] and highs[i] >= ma120[i]) or (lows[i] <= ma250[i] and highs[i] >= ma250[i]):
                has_cross = True
        if count >= context.continue_bars and has_cross:
            target_symbols.append(symbol)
for symbol in target_symbols:
    print(now, 'Buy', symbol, 'at price %.2f' % closes[-1])

if name == 'main':
run(strategy_id='0db9dccb-b163-11ea-9af0-488ad2110d88',
filename='main.py',
mode=MODE_BACKTEST,
token='fb64648c6acc4b98cec09de68b07b9c6047e3318',
backtest_start_time='2019-6-1 9:00:00',
backtest_end_time='2020-6-19 15:00:00')