vnpy/examples/TurtleStrategy/.ipynb_checkpoints/run-checkpoint.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
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   "source": [
    "import sys\n",
    "reload(sys)\n",
    "\n",
    "\n",
    "%matplotlib inline\n",
    "\n",
    "from datetime import datetime\n",
    "import matplotlib.pyplot as plt\n",
    "\n",
    "from turtleEngine import BacktestingEngine"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [],
   "source": [
    "l = ['IF99'] #, 'CU99', 'I99', 'TA99']\n",
    "engine = BacktestingEngine()\n",
    "engine.setPeriod(datetime(2015, 1, 1), datetime(2018, 11, 9))\n",
    "engine.initPortfolio(l)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "11:39:12.298000:IF99数据加载完成，总数据量：940\n",
      "11:39:12.299000:全部数据加载完成\n"
     ]
    }
   ],
   "source": [
    "engine.loadData()\n",
    "engine.runBacktesting()\n",
    "engine.calculateResult()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "2015-06-08 00:00:00\n"
     ]
    },
    {
     "ename": "UnicodeDecodeError",
     "evalue": "'ascii' codec can't decode byte 0xe5 in position 0: ordinal not in range(128)",
     "output_type": "error",
     "traceback": [
      "\u001b[1;31m---------------------------------------------------------------------------\u001b[0m",
      "\u001b[1;31mUnicodeDecodeError\u001b[0m                        Traceback (most recent call last)",
      "\u001b[1;32m<ipython-input-4-74c05e0f545f>\u001b[0m in \u001b[0;36m<module>\u001b[1;34m()\u001b[0m\n\u001b[0;32m      2\u001b[0m     \u001b[1;32mprint\u001b[0m \u001b[0mdt\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m      3\u001b[0m     \u001b[1;32mfor\u001b[0m \u001b[0mtrade\u001b[0m \u001b[1;32min\u001b[0m \u001b[0ml\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m----> 4\u001b[1;33m         \u001b[1;32mprint\u001b[0m \u001b[0mtrade\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m",
      "\u001b[1;32mC:\\Github\\vnpy\\examples\\TurtleStrategy\\turtleEngine.py\u001b[0m in \u001b[0;36m__str__\u001b[1;34m(self)\u001b[0m\n\u001b[0;32m    134\u001b[0m                                    \u001b[0mself\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0moffset\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mencode\u001b[0m\u001b[1;33m(\u001b[0m\u001b[1;34m'UTF-8'\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m,\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m    135\u001b[0m                                    \u001b[0mself\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mvolume\u001b[0m\u001b[1;33m,\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m--> 136\u001b[1;33m                                    self.price)\n\u001b[0m\u001b[0;32m    137\u001b[0m \u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m    138\u001b[0m \u001b[1;33m\u001b[0m\u001b[0m\n",
      "\u001b[1;31mUnicodeDecodeError\u001b[0m: 'ascii' codec can't decode byte 0xe5 in position 0: ordinal not in range(128)"
     ]
    }
   ],
   "source": [
    "for dt, l in engine.tradeDict.items():\n",
    "    print dt\n",
    "    for trade in l:\n",
    "        print trade"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "scrolled": false
   },
   "outputs": [],
   "source": [
    "for result in engine.resultList:\n",
    "    print result.date, result.totalPnl"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "import numpy as np"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "l = [result.totalPnl for result in engine.resultList]\n",
    "equity = np.cumsum(l)\n",
    "plt.plot(equity)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "for data in engine.dataDict.values():\n",
    "    print data"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "print trade."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
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