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확장 API에 백테스팅 인터페이스가 없는 이유는 무엇입니까? 백테스트를 하고 싶다면 어떻게 해야 합니까?
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
GitHub에 있는 예제에서, 정책이 어디서 들어왔는지 물어보세요.
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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