掘金社区
-- coding: utf-8 --
"""
Created on Wed Apr 26 22:35:46 2017
@author: ksz
"""
from gmsdk.api import StrategyBase
from gmsdk import *
import tushare as ts
import time
import pandas as pd
import numpy as np
import logging
class Mystrategy(StrategyBase):
def __init__(self, *args, **kwargs):
super(Mystrategy, self).__init__(*args, **kwargs)
def on_login(self):
pass
def on_error(self, code, msg):
pass
def on_tick(self, tick):
pass
def on_bar(self, bar):
print('===============================')
print (bar.strtime[8:10])
print (bar.exchange,bar.sec_id)
self.stop()
def on_execrpt(self, res):
pass
def on_order_status(self, order):
pass
def on_order_new(self, res):
pass
def on_order_filled(self, res):
pass
def on_order_partiall_filled(self, res):
pass
def on_order_stop_executed(self, res):
pass
def on_order_canceled(self, res):
pass
def on_order_cancel_rejected(self, res):
pass
if __name__ == '__main__':
mystrategy = Mystrategy(
username='13021133055',
password='123456',
strategy_id='b4845214-2a58-11e7-aab1-94de8069f806',
subscribe_symbols='SHSE.000300.bar.daily',
mode=4,
td_addr='localhost:8001'
)
print(mystrategy.subscribe_symbols)
mystrategy.backtest_config(
start_time='2017-04-03 11:00:00',
end_time='2017-04-21 11:30:00',
initial_cash=10000,
transaction_ratio=0.5,
commission_ratio=0.1,
slippage_ratio=0.1,
price_type=1)
ret = mystrategy.run()
print('exit code: ', ret)
print(mystrategy.subscribe_symbols)
再简单不过的程序了,按道理一开始运行就开停下来,但是他一直运行到结束都不停,这是怎么回事呢@bidong
暂无评论