Git Product home page Git Product logo

backtest_python's Introduction

backtest_python

FMZ backtest engine python package support python2 and python3, support Windows, Linux, Mac

install

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

OR

pip3 install https://github.com/fmzquant/backtest_python/archive/master.zip

simple example

'''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":0}]
'''
from fmz import *
task = VCtx(__doc__) # initialize backtest engine from __doc__
print(exchange.GetAccount())
print(exchange.GetTicker())
print(task.Join(True)) # print backtest result
task.Show() # or show backtest chart

The config string can be generated automatically by saving the backtest configuration in the strategy edit page.

配置字符串可以通过策略编辑界面里的保存回测配置来自动生成

meta

api

https://www.fmz.com/api

backtest_python's People

Contributors

femtotrader avatar fmzquant avatar wwbustb avatar

Stargazers

 avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar

Watchers

 avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar

backtest_python's Issues

是否有使用案例呢?

我要在本地获取参数,args: [["_Count",1],["_ContractNum",400],["_Profit":1]]
要怎么获取呢?

HTTPError: HTTP Error 404: Not Found

HTTPError Traceback (most recent call last)
in ()
9
10 from botvs import * # 引用 botvs 库
---> 11 task = VCtx(doc) # initialize backtest engine from doc # 调用 VCtx 函数 根据 __doc__初始化。
12 print(exchange.GetAccount()) # 测试 GetAccount 函数,并打印 回测系统测试交易所账户信息
13 Log("\n 调用Log")

D:\Anaconda3\lib\site-packages\botvs.py in init(self, task, autoRun, gApis, progressCallback)
972 pass
973 if update:
--> 974 open(loader, 'wb').write(httpGet("http://" + CLUSTER_IP + "/dist/depends/" + soName, CLUSTER_DOMAIN))
975 open(js, 'wb').write(httpGet("http://" + CLUSTER_IP + "/dist/depends/md5.json", CLUSTER_DOMAIN))
976 #declare

D:\Anaconda3\lib\site-packages\botvs.py in httpGet(url, customHost)
85 if customHost is not None:
86 req.add_header('Host', customHost)
---> 87 resp = urllib2.urlopen(req)
88 data = resp.read()
89 if resp.info().get('Content-Encoding') == 'gzip':

D:\Anaconda3\lib\urllib\request.py in urlopen(url, data, timeout, cafile, capath, cadefault, context)
221 else:
222 opener = _opener
--> 223 return opener.open(url, data, timeout)
224
225 def install_opener(opener):

D:\Anaconda3\lib\urllib\request.py in open(self, fullurl, data, timeout)
530 for processor in self.process_response.get(protocol, []):
531 meth = getattr(processor, meth_name)
--> 532 response = meth(req, response)
533
534 return response

D:\Anaconda3\lib\urllib\request.py in http_response(self, request, response)
640 if not (200 <= code < 300):
641 response = self.parent.error(
--> 642 'http', request, response, code, msg, hdrs)
643
644 return response

D:\Anaconda3\lib\urllib\request.py in error(self, proto, *args)
568 if http_err:
569 args = (dict, 'default', 'http_error_default') + orig_args
--> 570 return self._call_chain(*args)
571
572 # XXX probably also want an abstract factory that knows when it makes

D:\Anaconda3\lib\urllib\request.py in _call_chain(self, chain, kind, meth_name, *args)
502 for handler in handlers:
503 func = getattr(handler, meth_name)
--> 504 result = func(*args)
505 if result is not None:
506 return result

D:\Anaconda3\lib\urllib\request.py in http_error_default(self, req, fp, code, msg, hdrs)
648 class HTTPDefaultErrorHandler(BaseHandler):
649 def http_error_default(self, req, fp, code, msg, hdrs):
--> 650 raise HTTPError(req.full_url, code, msg, hdrs, fp)
651
652 class HTTPRedirectHandler(BaseHandler):

HTTPError: HTTP Error 404: Not Found

怎么经常报EOFError()

调dll中的函数 getRecors() 就会报错
ret = self.lib.api_Exchange_GetRecords(self.ctx, self.idx, ctypes.c_long(period), ctypes.byref(r_len), ctypes.byref(buf_ptr))

返回 -2、
难道又与 python2.7有关系。 能否支持3.6?

raise EOFError()

Traceback (most recent call last):
File "/Applications/PyCharm.app/Contents/helpers/pydev/pydevd.py", line 1664, in
main()
File "/Applications/PyCharm.app/Contents/helpers/pydev/pydevd.py", line 1658, in main
globals = debugger.run(setup['file'], None, None, is_module)
File "/Applications/PyCharm.app/Contents/helpers/pydev/pydevd.py", line 1068, in run
pydev_imports.execfile(file, globals, locals) # execute the script
File "/Users/sxiaojian/PycharmProjects/test/test.py", line 12, in
print exchange.GetTicker()
File "/usr/local/lib/python2.7/site-packages/fmz.py", line 648, in GetTicker
EOF()
File "/usr/local/lib/python2.7/site-packages/fmz.py", line 569, in EOF
raise EOFError()
EOFError

改成非LTC_BTC的交易对就会出现这个问题。
EOF就是回测没历史数据或者回测结束,那么,如何加载我需要的回测历史数据呢

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. 📊📈🎉

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google ❤️ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.