AD:(本人录制的backtrader视频课程,大家多多支持哦~ https://edu.csdn.net/course/detail/9040)
无意中发现了一个巨牛的人工智能教程,忍不住分享一下给大家。教程不仅是零基础,通俗易懂,而且非常风趣幽默,像看小说一样!觉得太牛了,所以分享给大家。教程链接:https://www.cbedai.net/qtlyx
backtrader是一个量化策略的回测分析平台,功能还是很强大的。
1.安装backtrader
安装很简单,和别的lib安装一模一样,pip install backtrader。
2.从代码开始
from __future__ import (absolute_import, division, print_function,
unicode_literals)
import datetime # For datetime objects
import os.path # To manage paths
import sys # To find out the script name (in argv[0])
import pandas as pd
from WindPy import w
# Import the backtrader platform
import backtrader as bt
# Create a Stratey
class TestStrategy(bt.Strategy):
def log(self, txt, dt=None):
''' Logging function fot this strategy'''
dt = dt or self.datas[0].datetime.date(0)
print('%s, %s' % (dt.isoformat(), txt))
def __init__(self):
# Keep a reference to the "close" line in the data[0] dataseries
self.dataclose = self.datas[0].close
# To keep track of pending orders
self.order = None
def notify(self, order):
if order.status in [order.Submitted, order.Accepted]:
# Buy/Sell order submitted