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- 2021-5-18
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编译出错,请帮忙看看。
import time
import talib
from collections import deque
def init(context):
"""策略初始化"""
context.contract = '000001.SH' # 合约代码(示例:上证指数)
reg_kdata('1min', 10, handle_bar) # 订阅1分钟K线,缓存10根
def on_bar(context, bar):
close_price = bar.close # 获取当前K线收盘价
ma5 = talib.MA(bar.close.values, 5) # 使用TA-Lib计算5日均线
# ... 继续编写策略逻辑
# 初始化状态变量
context.position = 0 # 当前持仓状态(0:空仓,1:多仓,-1:空仓)
context.last_trade_time = 0 # 上次交易时间戳
def handle_bar(context, bars):
"""K线数据处理"""
current = bars[-1] # 获取最新K线
prev = bars[-2] # 获取前一根K线
# 示例交易逻辑(金叉/死叉)
ma5 = talib.MA(current.close, 5)
ma10 = talib.MA(current.close, 10)
if cross_over(ma5, ma10):
buy_open(context.contract, 'Market', 0, 100,serial_id = 1) # 金叉开多
elif cross_under(ma5, ma10):
sell_close(context.contract, 'Market', 0, 100,serial_id = 2) # 死叉平多
# 注册K线周期(假设为1分钟线)
reg_kdata('1min', 4, handle_bar)
def handle_bar(context, bars):
"""处理每根新K线"""
# 更新K线队列
context.last_klines.append(bars[-1])
if len(context.last_klines) < 4:
return # 等待数据充足
# 获取必要数据
current = context.last_klines[-1]
prev2 = context.last_klines[-2]
prev3 = context.last_klines[-3]
# 检查仓位并执行逻辑
if context.position == 0:
check_open_long(context, current, prev2, prev3)
check_open_short(context, current, prev2, prev3)
else:
check_close(context, current, prev3)
def check_open_long(context, current, prev2, prev3):
"""检查多头开仓条件"""
if (current['close'] > prev3['close'] and
current['low'] >= prev2['low']):
# 尝试开多仓
if open_position(context, 1):
context.position = 1
context.entry_price = current['close']
def check_open_short(context, current, prev2, prev3):
"""检查空头开仓条件"""
if (current['close'] < prev3['close'] and
current['high'] <= prev2['low']):
# 尝试开空仓
if open_pos
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