姒傝堪

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瀵煎叆蹇呭宸ュ叿锛?/p>

鍦ㄩ噾铻嶅競鍦虹殑寰侀€斾笂锛屾垜浠渶瑕佸己澶х殑姝﹀櫒搴撴潵鍔╂垜浠竴鑷備箣鍔涖€傝鎴戜滑瀵煎叆鎵€闇€鐨勫簱锛屼负鎺ヤ笅鏉ョ殑鎴樻枟鍋氬ソ鍑嗗銆?/p>

```python

import pandas as pd 鏁版嵁澶勭悊鐨勫埄鍣?/p>

from Backtrader import Cerebro, Strategy, FixedSizeOrder 鍥炴祴骞冲彴锛屾ā鎷熺湡瀹炰氦鏄撶幆澧?/p>

from FinanceDataReader import Reader 鏁版嵁鑾峰彇鐨勭鍣?/p>

```

鏁版嵁鑾峰彇锛?/p>

鎯宠浜嗚В甯傚満锛岄鍏堣鑾峰彇鏁版嵁銆傚鍚屾帰瀵诲疂钘忕殑鍦板浘锛屾暟鎹槸鎴戜滑杩涘叆甯傚満鐨勫叆鍦哄埜銆?/p>

```python

stock_data = Reader().read('AAPL', start_date='2000-01-01', end_date='2020-12-31', timeframe='D') 鑾峰彇鑻规灉鍏徃鑲＄エ鏁版嵁

```

绛栫暐瀹氫箟锛?/p>

鎺ヤ笅鏉ワ紝鎴戜滑瑕佸畾涔夎嚜宸辩殑浜ゆ槗绛栫暐銆備竴涓畝鍗曠殑瓒嬪娍璺熼殢绛栫暐锛岃鎴戜滑璺熼殢甯傚満鐨勬浼愶紝鎹曟崏瓒嬪娍鐨勫熬宸淬€?/p>

```python

class TrendFollowingStrategy(Strategy):

def __init__(self):

self.trend = self.data.close[-1] 瀹氫箟瓒嬪娍

self.long_asset = self.data.close[-1 > 0] 鍒ゆ柇鏄惁鍋氬

def next(self): 姣忎竴鏈熺殑鍐崇瓥閫昏緫

if self.data.close[0] > self.trend: 濡傛灉褰撳墠浠锋牸楂樹簬瓒嬪娍绾匡紝鍒欎拱鍏?/p>

self.buy()

elif self.data.close[0] < self.trend: 濡傛灉褰撳墠浠锋牸浣庝簬瓒嬪娍绾匡紝鍒欏崠鍑?/p>

self.sell()

```

璁剧疆鐜涓庡洖娴嬶細

鍦ㄦ垜浠殑铏氭嫙鎴樺満涓婏紝璁╂垜浠ā鎷熺湡瀹炵殑浜ゆ槗鐜鏉ユ祴璇曠瓥鐣ャ€傚垵濮嬪寲璧勯噾鍜屽洖娴嬪钩鍙般€?/p>

```python

cerebro = Cerebro() 鍒涘缓鍥炴祴骞冲彴瀹炰緥

cerebro.addstrategy(TrendFollowingStrategy) 娣诲姞鎴戜滑鐨勪氦鏄撶瓥鐣?/p>

cerebro.broker.setcash(100000) 璁剧疆鍒濆鎶曡祫閲戦

cerebro.adddata(stock_data['Close']) 娣诲姞鏁版嵁鍒板洖娴嬪钩鍙?/p>

cerebro.run() 寮€濮嬪洖娴嬩箣鏃?/p>

```

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