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¿Por qué no hay una interfaz de backtesting en la API extendida? ¿Qué debo hacer si quiero realizar un backtesting?
Created 2018-08-23 10:59:04 Updated 2018-10-17 10:17:34
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'''backtest
start: 2018-02-19 00:00:00
end: 2018-03-22 12:00:00
period: 15m
exchanges: [{"eid":"OKEX","currency":"LTC_BTC","balance":3,"stocks":0}]
'''
from fmz import *
task = VCtx(doc) # initialize backtest engine from doc
print exchange.GetAccount()
print exchange.GetTicker()
print task.Join() # print backtest result
Ejemplos en GitHub, por favor pregunte de dónde viene la estrategia
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Comment
All comments (1)
print exchange.GetAccount()
print exchange.GetTicker()
这些 就是 调用 API 接口了， 策略就写在这里。
8 years ago
- 1