vnpy/vn.strategy/strategydemo
2015-10-19 16:42:17 +08:00
..
mdconnection
tdconnection
backtestingEngine.py demoStrategy 2015-10-19 16:42:17 +08:00
ctp_data_type.py
demoApi.py mysql 2015-10-08 00:27:06 +08:00
demoBacktesting.py bug fixing 2015-10-18 00:23:24 +08:00
demoEngine.py tune backtestEngine 2015-10-15 00:41:45 +08:00
demoStrategy.py demoStrategy 2015-10-19 16:42:17 +08:00
eventEngine.py add comment 2015-09-16 15:34:00 +08:00
eventType.py
README.md 初步完成回测引擎 2015-05-28 13:52:59 +08:00
strategyEngine.py demoStrategy 2015-10-19 16:42:17 +08:00
thostmduserapi.dll
thosttraderapi.dll
vnctpmd.pyd
vnctptd.pyd
vnpy.ico
vtConstant.py bug fixing 2015-10-18 00:23:24 +08:00

strategydemo说明

该文件夹下:

  • demoStrategy包含了一个简单的双EMA均线交易策略填入账号密码等资料后可直接运行
  • demoBacktesting包含了一个基于以上策略的回测脚本结果会输出到"result.vn"二进制文件中可以使用Python的shelve模块打开