52 lines
1.9 KiB
Python
52 lines
1.9 KiB
Python
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from datetime import timedelta
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from src.analysis.result_analyzer import ResultAnalyzer
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# 导入 TqsdkEngine，而不是原来的 BacktestEngine
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from src.tqsdk_real_engine import TqsdkEngine
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# 导入你的策略类
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from src.strategies.OpenTwoFactorStrategy import SimpleLimitBuyStrategyLong, SimpleLimitBuyStrategyShort, SimpleLimitBuyStrategy
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from tqsdk import TqApi, TqBacktest, TqAuth, TqKq
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# --- 配置参数 ---
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# Tqsdk 的本地数据文件路径，注意 Tqsdk 要求文件名为 KQ_m@交易所_品种名_周期.csv
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# 例如: KQ_m@SHFE_rb_min60.csv
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initial_capital = 100000.0
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slippage_rate = 0.000 # 在 Tqsdk 模拟中，滑点通常由 TqSim 处理或在策略中手动模拟
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commission_rate = 0.0001 # 同上
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# 主力合约的 symbol
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main_symbol = "KQ.m@CZCE.MA"
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strategy_parameters = {
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'symbol': main_symbol, # 根据您的数据文件中的品种名称调整
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'trade_volume': 1,
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'range_factor': 1.8, # 示例值，需要通过网格搜索优化
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'profit_factor': 2.8, # 示例值
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# 'range_factor': 0.7, # 示例值，需要通过网格搜索优化
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# 'profit_factor': 71, # 示例值
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# 'range_factor_l': 2, # 示例值，需要通过网格搜索优化
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# 'profit_factor_l': 3, # 示例值
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# 'range_factor_s': 1.6, # 示例值，需要通过网格搜索优化
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# 'profit_factor_s': 5.6, # 示例值
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'max_position': 10,
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'enable_log': True,
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'stop_loss_points': 20,
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'use_indicator': True
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}
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api = TqApi(TqKq(), auth=TqAuth("emanresu", "dfgvfgdfgg"))
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# --- 1. 初始化回测引擎并运行 ---
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print("\n初始化 Tqsdk 回测引擎...")
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engine = TqsdkEngine(
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strategy_class=SimpleLimitBuyStrategyLong,
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strategy_params=strategy_parameters,
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api=api,
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symbol=main_symbol,
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duration_seconds=60 * 60,
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roll_over_mode=True, # 启用换月模式检测
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history_length=50,
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close_bar_delta=timedelta(minutes=58)
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)
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engine.run() # 这是一个同步方法，内部会运行 asyncio 循环
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