基于MT5的沪深股票回测一 创建自定义合约

基于友人需求，特发基于股票的自定义合约回测方法

1.创建自定义合约方法

a. 手动创建步骤

  1.选中行情框内任意合约，单击选中合约，右键交易品种

弹出自定义合约配置页面

  选中custom 点击创建自定义交易品种

输入交易代码 000001，图标模式：最后价格, 计算：exchange stock

其他非关键信息可以无需填写，如果想分层分类，在组路径设置即可 

点击 确定，完成创建

b. 导入配置好的配置文件

配置文件是一种基于json的文件格式

{
  "ConfigSymbols": [
    {
      "Symbol": "000001",
      "Path": "Custom\\sz\\000001",
      "Exchange": "\u6df1\u5733\u8bc1\u5238\u4ea4\u6613\u6240",
      "Description": "\u5e73\u5b89\u94f6\u884c",
      "ISIN": "",
      "Category": "",
      "Basis": "",
      "Page": "",
      "CurrencyBase": "RMB",
      "CurrencyProfit": "RMB",
      "CurrencyMargin": "RMB",
      "ColorBackground": "4278190080",
      "Digits": "2",
      "Point": "0.01",
      "TickFlags": "1",
      "TickBookDepth": "10",
      "TickChartMode": "1",
      "TradeMode": "4",
      "TradeFlags": "2",
      "CalcMode": "32",
      "ExecMode": "1",
      "GTCMode": "0",
      "FillFlags": "1",
      "ExpirFlags": "15",
      "OrderFlags": "127",
      "Spread": "0",
      "TickValue": "1.0",
      "TickSize": "0.01",
      "ContractSize": "100",
      "StopsLevel": "5",
      "FreezeLevel": "0",
      "VolumeMin": "1",
      "VolumeMinExt": "1",
      "VolumeMax": "1000000",
      "VolumeMaxExt": "1000000",
      "VolumeStep": "1",
      "VolumeStepExt": "1",
      "VolumeLimit": "0",
      "VolumeLimitExt": "0",
      "MarginFlags": "0",
      "MarginInitial": "0",
      "MarginMaintenance": "0",
      "MarginInitialBuy": "1",
      "MarginInitialSell": "1",
      "MarginInitialBuyLimit": "1",
      "MarginInitialSellLimit": "1",
      "MarginInitialBuyStop": "0",
      "MarginInitialSellStop": "1",
      "MarginInitialBuyStopLimit": "1",
      "MarginInitialSellStopLimit": "1",
      "MarginMaintenanceBuy": "0",
      "MarginMaintenanceSell": "0",
      "MarginMaintenanceBuyLimit": "0",
      "MarginMaintenanceSellLimit": "0",
      "MarginMaintenanceBuyStop": "0",
      "MarginMaintenanceSellStop": "0",
      "MarginMaintenanceBuyStopLimit": "0",
      "MarginMaintenanceSellStopLimit": "0",
      "MarginLiquidity": "0",
      "MarginHedged": "100000",
      "SwapMode": "0",
      "SwapLong": "0",
      "SwapShort": "0",
      "Swap3Day": "3",
      "TimeStart": "0",
      "TimeExpiration": "0",
      "SessionsQuotes": [
        [
          
        ],
        [
          {
            "Open": "570",
            "Close": "900"
          }
        ],
        [
          {
            "Open": "570",
            "Close": "900"
          }
        ],
        [
          {
            "Open": "570",
            "Close": "900"
          }
        ],
        [
          {
            "Open": "570",
            "Close": "900"
          }
        ],
        [
          {
            "Open": "570",
            "Close": "900"
          }
        ],
        [
          
        ]
      ],
      "SessionsTrades": [
        [
          
        ],
        [
          {
            "Open": "570",
            "Close": "900"
          }
        ],
        [
          {
            "Open": "570",
            "Close": "900"
          }
        ],
        [
          {
            "Open": "570",
            "Close": "900"
          }
        ],
        [
          {
            "Open": "570",
            "Close": "900"
          }
        ],
        [
          {
            "Open": "570",
            "Close": "900"
          }
        ],
        [
          
        ]
      ],
      "PriceSettle": "0",
      "PriceLimitMax": "0",
      "PriceLimitMin": "0",
      "PriceStrike": "0",
      "OptionMode": "0",
      "FaceValue": "0",
      "AccruedInterest": "0",
      "PricesAllowNegative": "0",
      "Formula": ""
    }
  ]
}

只需要修改symbol信息即可

选择导入即可

c 基于配置文件的批量导入

选中custom 右键 导入自定义组

选择配置好的json文件

完成