32 lines
1.3 KiB
Python
32 lines
1.3 KiB
Python
from __future__ import (absolute_import, division, print_function,
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unicode_literals)
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# 低买高卖策略
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import backtrader as bt
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class LowBuyHighSellStrategy(bt.Strategy):
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def log(self, txt, dt=None):
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''' Logging function for this strategy'''
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if dt is None:
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dt = self.datas[0].datetime.date(0) if len(self) > 0 else 'No Data'
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print('%s, %s' % (dt, txt))
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def __init__(self):
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# Keep a reference to the "close" line in the data[0] dataseries
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self.dataclose = self.datas[0].close
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self.log('Strategy initialized', dt='Initialization')
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def next(self):
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# Log the current date and close price
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self.log('Date: %s, Close: %.2f' % (self.datas[0].datetime.date(0), self.dataclose[0]))
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self.log('High: %.2f, Low: %.2f' % (self.datas[0].high[0], self.datas[0].low[0]))
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# Simple trading logic
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if self.dataclose[0] < 17500:
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self.log('BUY CREATE, Date: %s, Price: %.2f, Position: %d' % (self.datas[0].datetime.date(0), self.dataclose[0], self.position.size))
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self.buy()
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elif self.dataclose[0] > 47500 and self.position.size > 0:
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self.log('SELL CREATE, Date: %s, Price: %.2f, Position: %d' % (self.datas[0].datetime.date(0), self.dataclose[0], self.position.size))
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self.sell()
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