https://github.com/jadepeng/pytrader
一款支持东方财富A股 自动交易的量化交易框架，支持简单回测
https://github.com/jadepeng/pytrader
quotation trader
Last synced: about 1 year ago
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一款支持东方财富A股 自动交易的量化交易框架，支持简单回测
- Host: GitHub
- URL: https://github.com/jadepeng/pytrader
- Owner: jadepeng
- Created: 2021-11-11T04:04:42.000Z (over 4 years ago)
- Default Branch: main
- Last Pushed: 2023-10-24T07:49:28.000Z (over 2 years ago)
- Last Synced: 2025-03-29T13:05:24.944Z (about 1 year ago)
- Topics: quotation, trader
- Language: Python
- Homepage:
- Size: 14.1 MB
- Stars: 356
- Watchers: 15
- Forks: 121
- Open Issues: 4
-
Metadata Files:
- Readme: README.md
Awesome Lists containing this project
README
# pytrader
基于 [easytrader](https://github.com/shidenggui/easytrader) 和 [easyquotation](https://github.com/shidenggui/easyquotation) 的量化交易框架
支持东方财富自动交易
## 安装
pip3 install -r requirements.txt
- 手动安装`talib`依赖, [talib](https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib)
## web 系统
新增web，可以设置关注的股票，显示T操作价格
## 策略文件
在strategies目录，可以参考已有的编写。
策略需要继承StrategyTemplate类，实现int和onbar等函数。
init 设置关注的股票，行情引擎就会推动股票行情。
```python
def init(self):
for stock_code in self.watch_stocks:
self.quotation_engine.watch(stock_code)
```
行情数据到来时，触发on_bar函数：
```python
def on_bar(self, context: Context, data: Dict[str, DataFrame]):
pass
```
- Context 是一个工具类，可以获取其他bar或者计算cci、rsi等指标
- data是推动的行情字典，可以用股票代码获取DataFrame类型的行情数据
## 在线交易
参见 tradertest.py ，会加载所有策略，稍微改动下也能支持制定策略
```python
import easyquant
from easyquant import DefaultLogHandler
print('测试 DEMO')
# 东财
broker = 'eastmoney'
# 自己准备
# {
# "user": "",
# "password": ""# }
need_data = 'account.json'
log_type = 'file'
log_handler = DefaultLogHandler(name='测试', log_type=log_type, filepath='logs.log')
m = easyquant.MainEngine(broker,
need_data,
quotation='online',
# 1分钟K线
bar_type="1m",
log_handler=log_handler)
m.is_watch_strategy = True # 策略文件出现改动时,自动重载,不建议在生产环境下使用
m.load_strategy()
m.start()
```
## 回测
参考backtest.py，设置回测的时间和策略，注意使用quotation需要为tushare或者jqdata，可以自己申请
```python
import easyquotation
import easyquant
from easyquant import DefaultLogHandler, PushBaseEngine
from easyquant.log_handler.default_handler import MockLogHandler
from strategies.CCI import Strategy
print('backtest 回测 测试 ')
broker = 'mock'
need_data = 'account.json'
#
mock_start_dt = "2020-01-01"
mock_end_dt= "2021-11-11"
m = easyquant.MainEngine(broker, need_data,
quotation='tushare',
# quotation='jqdata',
bar_type="1d")
log_handler = MockLogHandler(context=m.context)
# 选择策略
strategy = Strategy(user=m.user, log_handler=log_handler, main_engine=m)
m.start_mock(mock_start_dt, mock_end_dt, strategy)
print('mock end')
print(m.user.get_balance())
for deal in m.user.get_current_deal():
print(deal.deal_time, deal.bs_type, deal.deal_price, deal.deal_amount)
```