12 2021 档案

摘要:IntradayOrder class IntradayOrder(ba.Order): def __init__(self, ohlc, ind, key=None): super().__init__(ohlc, ind) self.key = key # 'o2c_wk1' self.algo 阅读全文
posted @ 2021-12-27 20:52 duanqs 阅读(44) 评论(0) 推荐(0) 编辑
摘要:pc2c o2c pc2o pc2o_kt class Broker(object): def __init__(self, cfg, **kwargs,): self.code = cfg.code self.onehand = 1 if self.code[:2]=='39' else 100 阅读全文
posted @ 2021-12-25 22:23 duanqs 阅读(49) 评论(0) 推荐(0) 编辑
摘要:tf代码 # momentums.py # import sys, io, os, inspect import numpy as np, pandas as pd; _=np pd.set_option('display.precision', 6) # import matplotlib.pyp 阅读全文
posted @ 2021-12-24 16:08 duanqs 阅读(438) 评论(0) 推荐(0) 编辑
摘要:code import datetime import numpy as np, pandas as pd import matplotlib.pyplot as plt # 个性配置文件: C:\Users\Administrator\.matplotlib\matplotlibrc from m 阅读全文
posted @ 2021-12-13 22:59 duanqs 阅读(79) 评论(0) 推荐(0) 编辑
摘要:剔除星期四 代码 def delThursday_strat(df): ''' 4. 制定策略,执行回测,评估性能: "剔除星期四"策略: 星期四收盘买入, 下个星期三收盘卖出''' df['roc1_delThursday'] = df.apply( lambda x: 0 if x.weekda 阅读全文
posted @ 2021-12-13 21:13 duanqs 阅读(364) 评论(0) 推荐(0) 编辑

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