【backtrader保姆级教学】投资组合回测

import matplotlib.pyplot as plt
import pandas as pd
import numpy as np
import backtrader as bt
from com.insight import common
from com.insight.query import *
from com.insight.market_service import market_service
from datetime import datetime
import calendar


numstocks = 5
final_weight = []
total_codes = []

def login():
    # 登陆前 初始化
    user = "替换账号"
    password = "替换密码"
    common.login(market_service, user, password)

def risk_min(RandomPortfolios, stock_returns):
    # 找到标准差最小数据的索引值
    min_index = RandomPortfolios.Volatility.idxmin()
    # 在收益-风险散点图中突出风险最小的点
    RandomPortfolios.plot('Volatility', 'Returns', kind='scatter', alpha=0.3)
    x = RandomPortfolios.loc[min_index, 'Volatility']
    y = RandomPortfolios.loc[min_index, 'Returns']
    plt.scatter(x, y, color='red')
    # 将该点坐标显示在图中并保留四位小数
    plt.text(np.round(x, 4), np.round(y, 4), (np.round(x, 4), np.round(y, 4)), ha='left', va='bottom', fontsize=10)
    plt.show()
    # 提取最小波动组合对应的权重, 并转换成Numpy数组
    GMV_weights = np.array(RandomPortfolios.iloc[min_index, 0:numstocks])
    # 计算GMV投资组合收益
    stock_returns['Portfolio_GMV'] = stock_returns.mul(GMV_weights, axis=1).sum(axis