56 lines
2.1 KiB
Python
56 lines
2.1 KiB
Python
from datetime import timedelta
|
||
from src.analysis.result_analyzer import ResultAnalyzer
|
||
|
||
# 导入 TqsdkEngine，而不是原来的 BacktestEngine
|
||
from src.indicators.indicators import RSI, HistoricalRange
|
||
from src.tqsdk_real_engine import TqsdkEngine
|
||
|
||
# 导入你的策略类
|
||
from src.strategies.OpenTwoFactorStrategy import SimpleLimitBuyStrategyLong, SimpleLimitBuyStrategyShort, SimpleLimitBuyStrategy
|
||
|
||
from tqsdk import TqApi, TqBacktest, TqAuth, TqKq, TqAccount
|
||
|
||
# --- 配置参数 ---
|
||
# 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
|
||
|
||
# 主力合约的 symbol
|
||
main_symbol = "KQ.m@DCE.jm"
|
||
strategy_parameters = {
|
||
'symbol': main_symbol, # 根据您的数据文件中的品种名称调整
|
||
'trade_volume': 1,
|
||
'lag': 1,
|
||
# 'range_factor': 1.3, # 示例值，需要通过网格搜索优化
|
||
# 'profit_factor': 4.8, # 示例值
|
||
# 'range_factor': 1.1, # 示例值，需要通过网格搜索优化
|
||
# 'profit_factor': 4.9, # 示例值
|
||
'range_factor_l': 1.3, # 示例值，需要通过网格搜索优化
|
||
'profit_factor_l': 4.8, # 示例值
|
||
'range_factor_s': 1.1, # 示例值，需要通过网格搜索优化
|
||
'profit_factor_s': 4.9, # 示例值
|
||
'max_position': 10,
|
||
'enable_log': True,
|
||
'stop_loss_points': 20,
|
||
'use_indicator': True,
|
||
# 'indicator': RSI(5, 63, 95),
|
||
# 'indicator': RSI(5, 5, 25),
|
||
'indicator_l': RSI(5, 63, 95),
|
||
'indicator_s': RSI(5, 0, 100),
|
||
}
|
||
|
||
# api = TqApi(TqKq(), auth=TqAuth("emanresu", "dfgvfgdfgg"))
|
||
api = TqApi(TqAccount('H宏源期货', '903308830', 'lzr520102'), auth=TqAuth("emanresu", "dfgvfgdfgg"))
|
||
|
||
# --- 1. 初始化回测引擎并运行 ---
|
||
print("\n初始化 Tqsdk 回测引擎...")
|
||
engine = TqsdkEngine(
|
||
strategy_class=SimpleLimitBuyStrategy,
|
||
strategy_params=strategy_parameters,
|
||
api=api,
|
||
symbol=main_symbol,
|
||
duration_seconds=60 * 60,
|
||
roll_over_mode=True, # 启用换月模式检测
|
||
history_length=50,
|
||
close_bar_delta=timedelta(minutes=58)
|
||
)
|
||
engine.run() # 这是一个同步方法，内部会运行 asyncio 循环
|