【掘金量化代码编写全流程】

1. 环境准备
pip install gm3 pandas ta numpy talib

2. 账户登录
from gm.api import *
set_token('你的token')
login()

3. 策略框架
def init(context):
context.s = 'SHSE.000300' # 标的
context.freq = 60 # 60分钟K线
subscribe(context.s, context.freq)
context.short = 20 # 均线参数
context.long = 60

def on_bar(context, bars):
bar = bars[0]
hist = history(context.s, context.freq, context.long+1, fields='close')['close'].values
if len(hist) < context.long:
return
ma_s = ta.SMA(hist, context.short)[-1]
ma_l = ta.SMA(hist, context.long)[-1]
pos = context.account().position(symbol=context.s, side=PositionSide_Long)

if ma_s > ma_l and not pos:
order_target_percent(symbol=context.s, percent=0.9, order_type=OrderType_Market, side=OrderSide_Buy)
elif ma_s < ma_l and pos:
order_close_all()

4. 回测
run(strategy_id='demo', filename='main.py', mode=MODE_BACKTEST, token='token', backtest_start_time='2022-01-01 09:00:00', backtest_end_time='2023-12-31 15:00:00', backtest_initial_cash=1000000)

5. 实盘
把 mode 换成 MODE_LIVE，策略托管到掘金云端即可。

以上内容来自网络，仅供参考，如需专业人工服务请点击头像查看加V咨询。