77 lines
2.3 KiB
Python
77 lines
2.3 KiB
Python
# flake8: noqa
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# 示例代码
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# 从本地股票数据加载，前复权，显示主图指标、副图指标、缠论
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import os
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import sys
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import json
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vnpy_root = os.path.abspath(os.path.join(os.path.dirname(__file__), '..', '..'))
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if vnpy_root not in sys.path:
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print(f'sys.path append({vnpy_root})')
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sys.path.append(vnpy_root)
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os.environ["VNPY_TESTING"] = "1"
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from vnpy.data.tdx.tdx_common import FakeStrategy
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from vnpy.data.tdx.tdx_stock_data import *
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from vnpy.component.cta_line_bar import CtaMinuteBar
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from vnpy.trader.ui.kline.ui_snapshot import UiSnapshot
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from vnpy.trader.ui import create_qapp
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from vnpy.data.common import get_stock_bars
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if __name__ == "__main__":
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# 创建一个假的策略
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t1 = FakeStrategy()
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# 股票代码.交易所
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vt_symbol = '000001.SZSE'
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# 数据周期
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bar_freq = '15m'
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# 一根bar代表的分钟数
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bar_interval = int(bar_freq.replace('m', ''))
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# 获取某个合约得的分时数据,周期是15分钟，返回数据类型是barData
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print('加载数据')
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bars, msg = get_stock_bars(vt_symbol=vt_symbol, freq=bar_freq,start_date='2021-03-01')
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# 创建一个15分钟bar的 kline对象
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setting = {}
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setting['name'] = f'{vt_symbol}_{bar_freq}'
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setting['bar_interval'] = bar_interval
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setting['para_ma1_len'] = 55 # 双均线
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setting['para_ma2_len'] = 89
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setting['para_macd_fast_len'] = 12 # 激活macd
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setting['para_macd_slow_len'] = 26
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setting['para_macd_signal_len'] = 9
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setting['para_active_chanlun'] = True # 激活缠论
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setting['price_tick'] = 1
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setting['is_stock'] = True
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setting['underly_symbol'] = vt_symbol.split('.')[0]
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kline = CtaMinuteBar(strategy=t1, cb_on_bar=None, setting=setting)
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# 推送bar到kline中
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for bar in bars:
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kline.add_bar(bar, bar_is_completed=True, bar_freq=bar_interval)
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# 获取kline的切片数据
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data = kline.get_data()
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snapshot = {
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'strategy': "demo",
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'datetime': datetime.now(),
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"kline_names": [kline.name],
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"klines": {kline.name: data}}
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# 创建一个GUI界面应用app
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qApp = create_qapp()
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# 创建切片回放工具窗口
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ui = UiSnapshot()
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# 显示切片内容
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ui.show(snapshot_file="",
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d=snapshot)
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sys.exit(qApp.exec_())
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