Onepy 2.00

Install

pip install pandas
pip install plotly
pip install funcy
pip install arrow
pip install pymongo
pip install dataclasses # 将在python 3.7中成为标准库
pip install OnePy_trader
pip install --upgrade OnePy_trader
# pip的OnePy_trader有可能有时不是最新,建议将库克隆到本地使用。

Getting Started

import OnePy as op
from OnePy.builtin_module.recorders.stock_recorder import StockRecorder
from OnePy.custom_module.cleaner_sma import SMA
class SmaStrategy(op.StrategyBase):
 def __init__(self):
 super().__init__()
 self.sma1 = SMA(3, 40).calculate
 self.sma2 = SMA(5, 40).calculate
 self.sma3 = SMA(15, 40).calculate
 self.sma4 = SMA(30, 60).calculate
 def handle_bar(self):
 if self.sma1('000001') > self.sma2('000001'):
 self.buy(100, '000001', takeprofit=15,
 stoploss=100, trailingstop_pct=0.1)
 else:
 self.sell(100, '000001')
 if self.sma3('000001') < self.sma4('000001'):
 self.short_sell(100, '000001', takeprofit=15,
 stoploss=100, trailingstop_pct=0.1)
 else:
 self.short_cover(100, '000001')
op.data_readers.MongodbReader(
 database='tushare', collection='000001', ticker='000001',
 fromdate='2017-05-25', todate='2018-03-09')
SmaStrategy()
op.RiskManagerBase()
op.BrokerBase()
StockRecorder().set_setting(initial_cash=100000,
 comm=1, comm_pct=None, margin_rate=0.1)
go = op.OnePiece()
go.logger.set_info(file=False)
go.sunny()
# go.output.show_setting()
go.output.plot('000001')
print(go.output.trade_log())

+--------------------------+
| Final_Value | 99805ドル.90 |
| Total_return | -0.19410% |
| Max_Drawdown | 0.49000% |
| Duration | 359.0 |
| Sharpe_Ratio | -0.38212 |
+--------------------------+

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