StrategiesFramework
Project description
StrategiesManager
这是一个策略回测库,支持内外盘期货历史回测跟实时回测两种模式
例子:
from strategies_manager import StrategiesManager
# 自定义操作函数
def myAction(data):
"""
自定义操作
实现自己的策略
:param data: 行情数据,字典类型
:return:
"""
print(data)
# 创建实例
manager = StrategiesManager()
# 注册自定义函数
manager.registAction(myAction)
# 实时数据使用
manager.runRealTime(stock_code='NYMEX_F_CL_2010', ktype='1Min')
# 历史数据回测使用
manager.runHistory(stock_code='NYMEX_F_CL_2010', startTime='2020-06-07', endTime='2020-08-17', ktype='1Min')
更新日志
-
2020.08.20
- 历史回测数据缓存本地
-
2020.08.17
- 策略框架构建
- 添加获取历史记录接口
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