掘进量化-双均线策略

# coding=utf-8
from __future__ import print_function, absolute_import
from gm.api import *
import talib

# 策略中必须有init方法
def init(context):
    context.FAST = 5
    context.SLOW = 10
    context.symbol = 'SZSE.000001'
    context.period = context.SLOW + 1
    subscribe(context.symbol, '1d', count = context.period)

def on_bar(context, bars):
    print(bars[0].bob)
    # 获取数据
    prices = context.data(symbol = context.symbol, frequency = '1d', count = context.period, fields = 'close')
    fast_avg = talib.SMA(prices.values.reshape(context.period), context.FAST)
    slow_avg = talib.SMA(prices.values.reshape(context.period), context.SLOW)


    amount = context.account.positions(symbol = context.symbol)
    if fast_avg[-1] > slow_avg[-1]:
        order_target_percent(symbol = context.symbol, percent = 1, position_side = 1, order_type = 2)
        print('买入平安银行')
    if fast_avg[-1] < slow_avg[-1]:
        order_target_percent(symbol = context.symbol, percent = 0, position_side = 1, order_type = 2)
        print('卖出平安银行')

if __name__ == '__main__':
    run(strategy_id='91b5f3ff-f48c-11e9-8165-00ff1156bdc3',
        filename='main.py',
        mode=MODE_BACKTEST,
        token='04c26c5eb2c04e48e2b112e227ae73f0adc68a88',
        backtest_start_time='2016-06-17 13:00:00',
        backtest_end_time='2017-08-21 15:00:00')