# encoding: utf8
import logging
import logging.config
import pandas as pd
import numpy as np
from gmsdk import *
class TurtleStrategy(StrategyBase):
def __init__(self, *args, **kwargs):
super(TurtleStrategy, self).__init__(*args, **kwargs)
self.__get_param__()
self.__init_data__()
;读取参数
def __get_param__(self):
self.csv_file = self.config.get('para', 'csv_file')
self.period = self.config.getint('para', 'period')
self.hop = self.config.get('para', 'hop') or 0.1
;读取CSV文件
def __init_data__(self):
'''
read stocks from csv file
:return:
'''
self.sec_ids = []
self.hist_data = dict()
self.positions = dict()
subscribe_symbols = []