股票交易接口软件如何进行回测？

# 准备股票池

stock = Stock(code="HK.01157", lot_size=200, stock_name="中联重科")

stock_list = [stock]

# BacktestGateway代表了一个市场仿真器

market = BacktestGateway(

    securities=stock_list,

    start=datetime(2021, 1, 25, 9, 30, 0, 0),

    end=datetime(2021, 2, 1, 12, 0, 0, 0),

)

# 头寸管理

position = Position()

# 账户余额管理

account_balance = AccountBalance()

# 投资组合管理

portfolio = Portfolio(account_balance=account_balance,

 position=position,

 market=market)

# 执行引擎

engine = Engine(portfolio)

# 初始化策略

strategy = DemoStrategy(securities=stock_list, engine=engine)

strategy.init_strategy()

# 初始化回测框架并开始回测

recorder = BarEventEngineRecorder()

event_engine = BarEventEngine(strategy, recorder, trade_mode=TradeMode.BACKTEST)

event_engine.run()

# 画盈利曲线

plot_pnl(backtest.recorder.datetime, backtest.recorder.portfolio_value)