股票模拟交易系统

import stock_base

import pandas as pd

import matplotlib.pyplot as plt

plt.rcParams['font.family'] = 'FreeMono'

def calculate_sma(stock_data, window):

sma = stock_data['close'].rolling(window=window).mean()

return sma

def simulate_trading(stock_data, strategy, initial_balance=100000, commission_rate=0.0005, slippage_rate=0.01, tax_rate=0.001):

balance = initial_balance 

position = 0 

trade_history = []

stock_data['trade_date'] = pd.to_datetime(stock_data['trade_date'], format='%Y%m%d')

signal = strategy(stock_data)

for index, row in stock_data.iterrows():

if signal[index]