掘金社区
-- coding: utf-8 --
from gmsdk.api import StrategyBase
class Mystrategy(StrategyBase):
def init(self, *args, **kwargs):
super(Mystrategy, self).init(*args, **kwargs)
def on_login(self):
pass
def on_tick(self, tick):
print "tick"
if name == 'main':
myStrategy = Mystrategy(
username='1398----724',
password='----',
strategy_id='5595a1f4-3503-11e6-8480-689423ef88b1',
subscribe_symbols='SHFE.rb00.tick',
mode=4,
td_addr='localhost:8001'
)
myStrategy.backtest_config(
start_time='2016-06-03 10:10:00',
end_time='2016-06-16 10:10:00',
initial_cash=10000,
transaction_ratio=1,
commission_ratio=0,
slippage_ratio=0,
price_type=0)
ret = myStrategy.run()
print('exit code: ', ret)
没有调用tick阿