FMZ mengeluarkan enjin ujian belakang tempatan Python

FMZ backtest engine python package FMZ enjin maklum balas support python2 and python3, support Windows, Linux, Mac Sokongan untuk python2 dan python3 , Sokongan untuk sistem windows, sistem Linux, sistem Apple Mac OS

install

Pemasangan Pada baris arahan, masukkan perintah berikut:

pip install https://github.com/fmzquant/backtest_python/archive/master.zip

• Notis: Apabila memasang sistem Apple Mac, jika terdapat sekatan keselamatan, anda perlu menambahkan perintah sudo sebelum perintah pip, dan perintah pemasangan keseluruhan akan diminta untuk memasukkan kata laluan sistem sebelum dijalankan.

simple example

Contoh mudah

'''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

The config string can be generated automatically by saving the backtest configuration in the strategy edit page. String konfigurasi boleh dihasilkan secara automatik melalui konfigurasi pelacakan yang disimpan dalam antara muka penyuntingan polisi

documentation

Dokumen API: ((iaitu dokumen yang memanggil fungsi GetAccount dan sebagainya dalam contoh)

• https://www.fmz.com/api

Kod Python ringkas:

'''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 *                                                  # 引用 发明者量化 库
task = VCtx(__doc__) # initialize backtest engine from __doc__     # 调用 VCtx 函数 根据 __doc__初始化。
print exchange.GetAccount()                                        # 测试 GetAccount 函数，并打印 回测系统测试交易所账户信息
print exchange.GetTicker()                                         # 测试 GetTicker 函数，并打印 回测系统 行情信息
print task.Join() # print backtest result                          # 调用 初始化后的 task 对象 显示回测结果

• doc

  是两个下划线。__doc__用来访问模块，类声明或者函数的声明中第一个未被赋值的字符串，
  可以是被""" ""","" "",' ',括起来的，作用就是把 代码中 '''backtest   ...  ''' 的回测配置信息  传入 VCtx 类构造函数构造对象。

• ### Ubah kod ujian anda untuk melihat bagaimana fungsi Log dan GetTicker dipanggil.

  # coding=UTF-8

  '''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 *                                                # 引用 发明者量化 库
  task = VCtx(__doc__) # initialize backtest engine from __doc__     # 调用 VCtx 函数 根据 __doc__初始化。
  print exchange.GetAccount()                                        # 测试 GetAccount 函数，并打印 回测系统测试交易所账户信息
  Log("\n 调用Log")
  Log("调用 exchange.GetTicker() : ", exchange.GetTicker())
  print task.Join() # print backtest result                          # 调用 初始化后的 task 对象 显示回测结果

• Keluaran kod print exchange.GetAccount () menunjukkan:

  {'Balance': 3.0, 'Stocks': 0.0, 'FrozenBalance': 0.0, 'FrozenStocks': 0.0}

• Log ((“\n Panggilan Log”)), Log ((“Panggilan exchange.GetTicker:”), exchange.GetTicker:))

Output dalam struktur output data print task.Join:

  {
      "Chart": {
          "Cfg": "",
          "Datas": []
      },
      "Elapsed": 42000000,
      "Finished": true,
      "Indicators": {},
      "LoadBytes": 441845,
      "LoadElapsed": 24000000,
      "LogsCount": 2,
      "Profit": 0.0,
      "ProfitLogs": [],
      "Progress": 100.0,
      "RuntimeLogs": [                                                  # 调用输出内容在此处
          [1, 1518969600200, 5, "", 0, 0.0, 0.0, "\n 调用Log", "", ""],
          [2, 1518969600400, 5, "", 0, 0.0, 0.0, "调用 exchange.GetTicker() :  {'Sell': 0.02113476, 'Volume': 519.6953, 'Buy': 0.02113474, 'Last': 0.02113475, 'High': 0.02113476, 'Time': 1518969600000L, 'Low': 0.02113474}", "", ""]
      ],
      "Snapshort": [{
          "Balance": 3.0,
          "BaseCurrency": "LTC",
          "Commission": 0.0,
          "FrozenBalance": 0.0,
          "FrozenStocks": 0.0,
          "Id": "OKEX",
          "QuoteCurrency": "BTC",
          "Stocks": 0.0,
          "Symbols": {
       	   "LTC_BTC_OKEX": {
       		   "Last": 0.01893785
       	   }
          },
          "TradeStatus": {}
      }],
      "Status": "",
      "Task": {
          "Args": null,
          "Exchanges": [{
       	   "Balance": 3,
       	   "BaseCurrency": "LTC",
       	   "BasePeriod": 300000,
       	   "BasePrecision": 4,
       	   "DepthDeep": 5,
       	   "FaultTolerant": 0,
       	   "FeeDenominator": 5,
       	   "FeeMaker": 75,
       	   "FeeMin": 0,
       	   "FeeTaker": 80,
       	   "Id": "OKEX",
       	   "Label": "OKEX",
       	   "PriceTick": 1e-08,
       	   "QuoteCurrency": "BTC",
       	   "QuotePrecision": 8,
       	   "SlipPoint": 0,
       	   "Stocks": 0
          }],
          "Options": {
       	   "DataServer": "q.botvs.net",
       	   "MaxChartLogs": 800,
       	   "MaxProfitLogs": 800,
       	   "MaxRuntimeLogs": 800,
       	   "NetDelay": 200,
       	   "Period": 900000,
       	   "RetFlags": 189,
       	   "SnapshortPeriod": 300000,
       	   "TimeBegin": 1518969600,
       	   "TimeEnd": 1521691200,
       	   "UpdatePeriod": 5000
          }
      },
      "TaskStatus": 1,
      "Time": 1521691200000
  }

• ### Bagaimana untuk menggunakan satu strategi dalam enjin pengesanan semula tempatan

# !/usr/local/bin/python
# -*- coding: UTF-8 -*-
'''backtest
start: 2018-02-19 00:00:00
end: 2018-03-22 12:00:00
period: 15m
exchanges: [{"eid":"Bitfinex","currency":"BTC_USD","balance":10000,"stocks":3}]
'''
import sys
sys.path.append("/usr/local/lib/python2.7/site-packages")    # 测试时添加了路径，如不需要可以删除

from fmz import *
import math
import talib

task = VCtx(__doc__) # initialize backtest engine from __doc__

# ------------------------------ 策略部分开始 --------------------------
print exchange.GetAccount()     # 调用一些接口，打印其返回值。
print exchange.GetTicker()

def adjustFloat(v):             # 策略中自定义的函数
    v = math.floor(v * 1000)
    return v / 1000

def onTick(e):
    Log("onTick")
    # ....

#
# ...
# 
# 此处省略 自定义函数实现等代码。

def main():
    InitAccount = GetAccount()
    
    while True:
        onTick(exchange)
        Sleep(1000)
# ------------------------------ 策略部分结束 --------------------------

try:
    main()                     # 回测结束时会 raise EOFError() 抛出异常，来停止回测的循环。所以要对这个异常处理，在检测到抛出的异常后调用 task.Join() 打印回测结果。
except:
    print task.Join()          # print backtest result  , 打印回测结果。