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如何跑简单的demoPinned highlighted

181619***917 发表在掘金2 2016-05-11 09:50:35

掘金2
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-- coding: utf-8 --

from gmsdk.api import StrategyBase

LastClose = 0.0

class Mystrategy(StrategyBase):
def init(self, *args, **kwargs):
super(Mystrategy, self).init(*args, **kwargs)

def on_bar(self, bar):
    print (bar.close)
    print (LastClose)
    if LastClose > bar.close :
        self.open_long("SHFE", "rb00", bar.close, 3)
    else :
        self.close_long("SHFE", "rb00", bar.close, 3)
    LastClose = bar.close
    
    pass

if name == 'main':
myStrategy = Mystrategy(
username='18161903917',
password='Ma883125ma',
strategy_id='c85257d6-1756-11e6-a7c0-780cb8be7fa3',
subscribe_symbols='SHFE.rb00.bar.60',
mode=4,
td_addr='localhost:8001'
)
myStrategy.backtest_config(
start_time='2014-01-28 14:10:00',
end_time='2016-05-11 13:05:00',
initial_cash=10000,
transaction_ratio=1,
commission_ratio=0.01,
slippage_ratio=0.1,
price_type=0)
ret = myStrategy.run()
print('exit code: ', ret)

请问这段代码中close价格上涨就开仓,下跌就平仓,为什么回测可以运行,但是结果中发现没有产生任何交易呢?

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