让咱们从一个简单的策略开始,就是在打印收盘价格的过程当中:python
from pyalgotrade import strategy from pyalgotrade.barfeed import yahoofeed class MyStrategy(strategy.BacktestingStrategy): def __init__(self, feed, instrument): super(MyStrategy, self).__init__(feed) self.__instrument = instrument def onBars(self, bars): bar = bars[self.__instrument] self.info(bar.getClose()) # Load the yahoo feed from the CSV file feed = yahoofeed.Feed() feed.addBarsFromCSV("orcl", "orcl-2000.csv") # Evaluate the strategy with the feed's bars. myStrategy = MyStrategy(feed, "orcl") myStrategy.run()
代码作三件主要事情:lua
2000-01-03 00:00:00 strategy [INFO] 118.12 2000-01-04 00:00:00 strategy [INFO] 107.69 2000-01-05 00:00:00 strategy [INFO] 102.0 . . . 2000-12-27 00:00:00 strategy [INFO] 30.69 2000-12-28 00:00:00 strategy [INFO] 31.06 2000-12-29 00:00:00 strategy [INFO] 29.06
做者:readilen
连接:http://www.jianshu.com/p/9f9658474df2
來源:简书
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