2025-06-29 12:03:43 +08:00
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from datetime import date
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from tqsdk import TqApi, TqAuth, TqBacktest, TargetPosTask
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2025-06-22 23:03:50 +08:00
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2025-06-29 12:03:43 +08:00
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'''
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如果当前价格大于5分钟K线的MA15则开多仓
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如果小于则平仓
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回测从 2018-05-01 到 2018-10-01
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'''
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# 在创建 api 实例时传入 TqBacktest 就会进入回测模式
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api = TqApi(backtest=TqBacktest(start_dt=date(2018, 5, 1), end_dt=date(2018, 10, 1)), auth=TqAuth("emanresu", "dfgvfgdfgg"))
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# 获得 m1901 5分钟K线的引用
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klines = api.get_kline_serial("DCE.m1901", 60 * 60, data_length=15)
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# 创建 m1901 的目标持仓 task，该 task 负责调整 m1901 的仓位到指定的目标仓位
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target_pos = TargetPosTask(api, "DCE.m1901")
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2025-06-22 23:03:50 +08:00
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2025-06-29 12:03:43 +08:00
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while True:
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api.wait_update()
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if api.is_changing(klines) and len(klines) > 2:
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target_pos.set_target_volume(5)
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