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AutoStrategy一键安装

运行INSTALLAutostrategy安装文件夹下的INSTALL.bat,如果MongoDB没有成功安装,请卸载重新安装,参看安装文件夹下的Readme.txt

AutoStrategy自定义安装

通过人工智能的方法自动产生(1)基于机器学习的策略(2)基于规则的策略

输入是[时间戳,高,开,低,收,成交额,成交量],输出是一个个策略,详情请参阅《自动产生策略系统使用说明》

常见命令

AutoStrategy.Machine_Learning_Create(TimestampPriceX=TimestampPriceX, strategyfolder='C:\Users\maozh\Desktop\Work\StartegyFolder', code='SH000905',numfeature=5,numtry=500)

AutoStrategy.Rule_Based_Create(TimestampPriceX=TimestampPriceX, strategyfolder='C:\Users\maozh\Desktop\Work\StartegyFolder', code='SH000905',numfeature=5,numtry=500)

AutoStrategy.Deploy(strategy=strategyName,strategyfolder='C:\Users\maozh\Desktop\Work\StartegyFolder',vtSymbol='IC1810',vnpypath='C:\Users\maozh\Downloads\vnpy\vnpy-master\vnpy-master')

AutoStrategy.Machine_Learning_Run(strategy=strategyName,strategyfolder='C:\Users\maozh\Desktop\Work\StartegyFolder',vtSymbol='IC1810',Newdata=Newdata)

AutoStrategy.Rule_Based_Run(strategy=strategyName,strategyfolder='C:\Users\maozh\Desktop\Work\StartegyFolder',vtSymbol='IC1810',Newdata=Newdata)

快速开始 (1) 安装Anaconda3,推荐5.0版本

(2) 安装需要的一些Python包

a) pip install TA_Lib-0.4.17-cp35-cp35m-win_amd64.whl b) pip install tushare c) pip install pymysql d) pip install passlib e) statsmodels版本必须为0.8.0

(3) 若要连接CTP接口进行程序化交易,请安装VNPY(传送门:https://github.com/vnpy/vnpy),注意,安装Anaconda2时候,路径为C:\Anaconda3\envs\Anaconda2。如果talib包无法安装,请cd到安装包下,并pip install TA_Lib-0.4.17-cp27-cp27m-win32.whl。

(4) 将AutoStrategy文件夹放入Anaconda3\Lib\site-packages\ 目录下

(5) 在estrategyhouse.com上注册用户名和密码

(6) 打开Anaconda

(7) 使用import AutoStrategy导入自动产生策略系统,期间会要求用户输入estrategyhouse.com上注册的用户名和密码

(8) 使用create, deploy以及run命令去进行产生策略,部署策略,实盘或模拟盘运行策略

(9) 实盘时候首先要启动Anaconda2,输入activate anaconda2, 然后cd到\vnpy-master\examples\VnTrader\ 下, python run.py

AutoStrategyRelease35 是 Python Version 3.5 包, 使用时修改文件名为AutoStrategy

AutoStrategyRelease36 是 Python Version 3.6 包, 使用时修改文件名为AutoStrategy

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