@new change

QUANTAXIS/QAARP/QAAccount.py

@@ -26,7 +26,6 @@
 import random
 import time
 
-from tabulate import tabulate
 
 # 2017/6/4修改: 去除总资产的动态权益计算
 
@@ -196,9 +195,7 @@ def QA_account_update(self, __update_message):
                     'history': self.history,
                     'cash': self.cash,
                     'assets': self.assets,
-                    'detail': tabulate(self.detail, headers=('date', 'code', 'price',
-                                                             'amounts', 'sell_price', 'order_id', 'trade_id',
-                                                             'sell_order_id', 'sell_trade_id', 'left_amount', 'commission'))
+                    'detail': self.detail
                 },
                 'time': str(datetime.datetime.now()),
                 'date_stamp': str(time.mktime(datetime.datetime.now().timetuple()))

QUANTAXIS/QABacktest/backtest_setting.ini

@@ -0,0 +1,20 @@
+[backtest]
+strategy_start_date=2017-01-01
+strategy_end_date=2017-06-15
+
+#file:type:local
+#file:type:dirname
+#mongo:db-coll:path
+
+strategy_gap=6
+
+database_ip=127.0.0.1
+username=admin
+password=admin
+strategy_name=test_strategy
+
+
+[account]
+
+account_assets=250000
+strategy_stock_list=file:csv:local

QUANTAXIS/QAMarket/QABid.py

@@ -44,9 +44,12 @@ def __init__(self):
             'user': str('root'),
             'strategy': str('example01'),
             'status': '0x01',
+            'bid_model':'strategy',
+            'amount_model':'amount',
             'order_id': str(random.random())
         }
         self.bid_list = [self.bid]
+
     # 报价队列  插入/取出/查询
 
     def QA_bid_insert(self):

QUANTAXIS/QAMarket/QAMarket_engine.py

@@ -46,14 +46,23 @@ def __trading(__bid, __item):
                 __bid_t['price'] = (float(__item["high"]) +
                                     float(__item["low"])) * 0.5
                 return __trading(__bid_t, __item)
-            else:
-                if ((float(__bid['price']) < float(__item["high"]) and
-                     float(__bid['price']) > float(__item["low"])) or
-                        float(__bid['price']) == float(__item["low"]) or
-                        float(__bid['price']) == float(__item['high'])):
 
+            elif __bid['price'] == 'close_price':
+                __bid_t = __bid
+                __bid_t['price'] = float(__item["close"])
+                return __trading(__bid_t, __item)
+            else:
+                if __bid['amount_model'] == 'price':
+                    __bid_s = __bid
+                    __bid_s['amount'] = int(
+                        __bid['amount'] / (__bid['price'] * 100)) * 100
+                    __bid_s['amount_model'] = 'amount'
+                    return __trading(__bid_s, __item)
+                elif ((float(__bid['price']) < float(__item["high"]) and
+                       float(__bid['price']) > float(__item["low"])) or
+                      float(__bid['price']) == float(__item["low"]) or
+                      float(__bid['price']) == float(__item['high'])):
                     if float(__bid['amount']) < float(__item['volume']) * 100 / 16:
-
                         __deal_price = __bid['price']
                     elif float(__bid['amount']) >= float(__item['volume']) * 100 / 16 and \
                             float(__bid['amount']) < float(__item['volume']) * 100 / 8:
@@ -84,7 +93,6 @@ def __trading(__bid, __item):
                             float(__deal_price) * float(__bid['amount'])
                         if __commission_fee < 5:
                             __commission_fee = 5
-
                     return {
                         'header': {
                             'source': 'market',
@@ -148,8 +156,8 @@ def __trading(__bid, __item):
                         'volume': 0,
                         'code': 0
                     },
-                    'fee':{
-                        'commission':0
+                    'fee': {
+                        'commission': 0
                     }
                 }
             }

test/new_test/backtest_setting.ini

@@ -0,0 +1,31 @@
+[backtest]
+strategy_start_date=2017-01-01
+strategy_end_date=2017-06-15
+
+
+
+strategy_gap=6
+
+database_ip=127.0.0.1
+username=admin
+password=admin
+strategy_name=test_strategy
+benchmark_code=hs300
+
+[account]
+
+account_assets=250000
+stock_list=file:csv:local
+#file:type:local
+#file:type:dirname
+#mongo:db-coll:path
+
+
+[bid]
+
+bid_model=market_price
+#close_price/market_price/strategy
+
+
+[strategy]
+file_path=file:py:local

test/new_test/strategy.py

@@ -0,0 +1,40 @@
+# coding:utf-8
+import random
+
+import QUANTAXIS as QA
+
+
+class strategy:
+    """
+    携带一个函数句柄
+    """
+    @classmethod
+    def setting(self):
+        pass
+
+    @classmethod
+    def predict(self, market, account, hold):
+        """
+        一个极其简单的示例策略,随机 随机真的随机
+        """
+
+        if hold == 0:
+            __dat = random.random()
+            if __dat > 0.5:
+
+                return {'if_buy': 1, 'amount':'mean'}
+            else:
+                return {'if_buy': 0,'amount': 'mean'}
+        else:
+            __dat = random.random()
+            if __dat > 0.5:
+                return {'if_buy': 1,'amount': 'mean'}
+            else:
+
+                return {'if_buy': 0,'amount': 'all'}
+
+
+d = QA.QA_Backtest()
+
+d.QA_backtest_init()
+d.QA_backtest_start(strategy())