{"id":34,"date":"2021-10-05T20:03:43","date_gmt":"2021-10-05T12:03:43","guid":{"rendered":"http:\/\/www.qddlh.com\/?p=34"},"modified":"2021-10-05T20:03:44","modified_gmt":"2021-10-05T12:03:44","slug":"backtrader-%e5%bf%ab%e9%80%9f%e5%bc%80%e5%a7%8b%ef%bc%88%e5%9f%ba%e6%9c%ac%e8%ae%be%e7%bd%ae%ef%bc%89","status":"publish","type":"post","link":"https:\/\/www.qddlh.com\/?p=34","title":{"rendered":"Backtrader-\u5feb\u901f\u5f00\u59cb\uff08\u57fa\u672c\u8bbe\u7f6e\uff09"},"content":{"rendered":"\n<h2 class=\"wp-block-heading\">\u4f7f\u7528\u5e73\u53f0<\/h2>\n\n\n\n<p>\u5728\u901a\u8fc7\u5b9e\u4f8b\uff08\u4ece0\u5230\u6700\u7ec8\u642d\u5efa\u4e00\u4e2a\u5b8c\u6574\u7684\u5b9e\u4f8b\uff09\u6765\u5b66\u4e60\u4f7f\u7528backtrader\u4e4b\u524d\uff0c\u8ba9\u6211\u4eec\u5148\u4e86\u89e32\u4e2a\u57fa\u672c\u6982\u5ff5\u3002<\/p>\n\n\n\n<p>1.\u6570\u636e\u5217\u8868<\/p>\n\n\n\n<p>\u6570\u636e\u6e90\uff0c\u6307\u6807\u548c\u4ea4\u6613\u7b56\u7565\u90fd\u6709\u6570\u636e\u5217\u8868\u3002\u5217\u8868\u4e2d\u7684\u5355\u884c\u6570\u636e\u662f\u80a1\u7968\u7684\u6bcf\u65e5\u6570\u636e\u8bb0\u5f55\uff0c\u4e3b\u8981\u5305\u62ec\uff1a<br>       \u4ea4\u6613\u65e5\uff0c\u5f00\u76d8\u4ef7\uff0c\u6700\u9ad8\u4ef7\uff0c\u6700\u4f4e\u4ef7\uff0c\u6536\u76d8\u4ef7\uff0c\u6210\u4ea4\u91cf\uff0c\u672a\u5e73\u4ed3\u91cf\uff08\u57fa\u672c\u4e0d\u7528\uff09<br>\u5bf9\u5e94\u7684\u5b57\u6bb5\u5206\u522b\u4e3a\uff1a<br>      DateTime\uff0cOpen\uff0cHigh\uff0cLow\uff0cClose\uff0cVolume\uff0cOpenInterest<\/p>\n\n\n\n<p>2.\u7d22\u5f150\u7684\u4f7f\u7528\u65b9\u6cd5<\/p>\n\n\n\n<p>\u5f53\u8bbf\u95ee\u6570\u636e\u5217\u8868\u4e2d\u4e00\u884c\u7684\u6570\u636e\u7684\u65f6\u5019\uff0c\u7d22\u5f150\u662f\u8bbf\u95ee\u5f53\u524d\u7684\u503c\u3002\uff08\u4e3b\u8981\u662fpython\u7684list\u7c7b\u578b\u8fed\u4ee3\u5668\u662f0\u5f00\u59cb\uff09\u3002\u8981\u8bbf\u95ee\u6700\u540e\u7684\u884c\u4f7f\u7528\u7d22\u5f15-1\u3002\u5728\u540e\u9762\u6837\u4f8b\u4e2d\u53ef\u4ee5\u770b\u5230\u8bbf\u95ee\u6700\u540e\u4e00\u884c\u60c5\u51b5\uff0c\u4e5f\u53ef\u4ee5\u770b\u52300\u8bbf\u95ee\u5f53\u524d\u884c\u7684\u60c5\u51b5\u3002<\/p>\n\n\n\n<p>\u6211\u4eec\u521d\u59cb\u5316\u4e00\u4e2a\u7b80\u5355\u79fb\u52a8\u5747\u7ebf\uff08sma\uff09\u7684\u5b9e\u4f8b\uff0c\u7136\u540e\u64cd\u4f5c\u8bbf\u95ee\u4e0b\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>self.sma = SimpleMovingAverage(.....)<\/code><\/pre>\n\n\n\n<p>\u83b7\u53d6\u5f53\u524dsma\u884c<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>av = self.sma&#91;0]<\/code><\/pre>\n\n\n\n<p>\u56e0\u4e3a\u7d22\u5f150\u5c31\u662f\u8bbf\u95ee\u5f53\u524d\u884c\uff0c\u6240\u4ee5\u4e0d\u9700\u8981\u77e5\u9053\u591a\u5c11\u884c\uff0c\u5206\u949f\uff0c\u65e5\uff0c\u6708\u5c31\u5c31\u53ef\u4ee5\u76f4\u63a5\u8bbf\u95ee\u3002<\/p>\n\n\n\n<p>\u901a\u8fc7\u7d22\u5f15-1\u8bbf\u95ee\u6700\u540e\u4e00\u884c<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>previous_value = self.sma&#91;-1]<\/code><\/pre>\n\n\n\n<p>\u5f53\u7136\u8fd8\u53ef\u4ee5\u8bbf\u95ee-2\uff0c-3&#8230;\u8fd9\u79cd\u5f62\u5f0f\uff0c\u8bbf\u95ee\u5012\u6570\u7b2c\u4e8c\u884c\uff0c\u7b2c\u4e09\u884c\u7b49\u7b49\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u4ece0\u6784\u5efa100\u7684\u5b9e\u4f8b<\/h2>\n\n\n\n<h3 class=\"wp-block-heading\">\u57fa\u672c\u8bbe\u7f6e<\/h3>\n\n\n\n<p>\u8ba9\u6211\u4eec\u5f00\u59cb\u5427<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>from __future__ import (absolute_import, division, print_function,\n                        unicode_literals)\n\nimport backtrader as bt\n\nif __name__ == '__main__':\n    cerebro = bt.Cerebro()\n\n    print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())\n\n    cerebro.run()\n\n    print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())<\/code><\/pre>\n\n\n\n<p>\u7a0b\u5e8f\u6267\u884c\u540e\u8f93\u51fa\u5982\u4e0b\uff1a<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>Starting Portfolio Value: 10000.00\nFinal Portfolio Value: 10000.00<\/code><\/pre>\n\n\n\n<p>\u5728\u4e0a\u9762\u7684\u5b9e\u4f8b\u4e2d\uff1a<\/p>\n\n\n\n<ul 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\u6570\u636e\u6e90\uff0c\u6307\u6807\u548c\u4ea4\u6613\u7b56\u7565\u90fd\u6709\u6570\u636e\u5217\u8868\u3002\u5217\u8868\u4e2d\u7684\u5355\u884c\u6570\u636e\u662f\u80a1\u7968\u7684\u6bcf\u65e5\u6570\u636e\u8bb0\u5f55\uff0c\u4e3b\u8981\u5305\u62ec\uff1a \u4ea4\u6613\u65e5\uff0c\u5f00\u76d8\u4ef7\uff0c\u6700\u9ad8\u4ef7\uff0c [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":30,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[2],"tags":[11],"class_list":["post-34","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-btuserguide","tag-backtrader"],"_links":{"self":[{"href":"https:\/\/www.qddlh.com\/index.php?rest_route=\/wp\/v2\/posts\/34","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.qddlh.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.qddlh.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.qddlh.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.qddlh.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=34"}],"version-history":[{"count":7,"href":"https:\/\/www.qddlh.com\/index.php?rest_route=\/wp\/v2\/posts\/34\/revisions"}],"predecessor-version":[{"id":45,"href":"https:\/\/www.qddlh.com\/index.php?rest_route=\/wp\/v2\/posts\/34\/revisions\/45"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.qddlh.com\/index.php?rest_route=\/wp\/v2\/media\/30"}],"wp:attachment":[{"href":"https:\/\/www.qddlh.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=34"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.qddlh.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=34"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.qddlh.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=34"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}