33 lines
1.2 KiB
Python
33 lines
1.2 KiB
Python
from datetime import date
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import pandas as pd
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from tqsdk import TqApi, TqAuth, TqBacktest, TargetPosTask, TqKq, TqSim
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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(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("KQ.m@CZCE.MA", 60 * 60)
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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, "KQ.m@CZCE.MA")
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BEIJING_TZ = "Asia/Shanghai"
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print('-----------------')
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print(pd.to_datetime(klines.iloc[-1].datetime, unit="ns", utc=True).tz_convert(BEIJING_TZ))
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print(pd.to_datetime(klines.iloc[-2].datetime, unit="ns", utc=True).tz_convert(BEIJING_TZ))
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print(klines.iloc[-1])
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print(klines.iloc[-2])
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while True:
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api.wait_update()
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if api.is_changing(klines.iloc[-1], 'datetime'):
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print(f'---------{pd.to_datetime(klines.iloc[-1].datetime, unit="ns", utc=True).tz_convert(BEIJING_TZ)}--------')
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print(klines.iloc[-1])
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print(klines.iloc[-2])
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# target_pos.set_target_volume(5) |