diff --git "a/Create tuttorial13 wondertrader(wtpy) \350\277\220\350\241\214\345\237\272\346\234\254demo" "b/Create tuttorial13 wondertrader(wtpy) \350\277\220\350\241\214\345\237\272\346\234\254demo" new file mode 100644 index 0000000..40876d2 --- /dev/null +++ "b/Create tuttorial13 wondertrader(wtpy) \350\277\220\350\241\214\345\237\272\346\234\254demo" @@ -0,0 +1,62 @@ +为了后续机器学习训练,建议用含有pytorch的pytorch:2.7.1-cuda12.8-cudnn9-devel 公共镜像。 +运行命令为:${SCOW_AI_ALGORITHM_PATH}/bin/code-server +添加算法选项为:code-server 4.99.4-linux-amd64 +提交。 + +conda create -n demo #创建conda虚拟环境,名为demo + +conda init #初始化conda + +source ~/.bashrc #刷新终端 + +conda activate demo #进入demo环境 + +conda install -c conda-forge git + + +git clone https://github.com/wondertrader/wtpy.git #如果无法连接就换用gitee的相应网址 + +cd wtpy + +python setup.py install + +cd demos/cta_stk_bt + +pip install cssselect +pip install lxml +pip install pandas #这是运行python runBT.py 需要的包。demos中其他程序运行的时候报错显示需要什么包再pip install 包 + +python runBT.py + +{输出类似于: + + +[09.10 09:27:43 - debug] Tradingday 20191022 ends +[09.10 09:27:43 - debug] Tradingday 20191023 begins +[09.10 09:27:43 - debug] Tradingday 20191023 ends +[09.10 09:27:43 - debug] Tradingday 20191024 begins +[09.10 09:27:43 - debug] Tradingday 20191024 ends +[09.10 09:27:43 - debug] Tradingday 20191025 begins +[09.10 09:27:43 - debug] Tradingday 20191025 ends +[09.10 09:27:43 - debug] Tradingday 20191028 begins +[09.10 09:27:43 - debug] Tradingday 20191028 ends +[09.10 09:27:43 - debug] Tradingday 20191029 begins +[09.10 09:27:43 - debug] Tradingday 20191029 ends +[09.10 09:27:43 - debug] Tradingday 20191030 begins +[09.10 09:27:43 - debug] Tradingday 20191030 ends +[09.10 09:27:43 - debug] Tradingday 20191031 begins +[09.10 09:27:43 - debug] Tradingday 20191031 ends +[09.10 09:27:43 - info ] All back data replayed, replaying done +[09.10 09:27:43 - info ] Strategy has been scheduled 9648 times, totally taking 331167 us, 34.325 us each time +[09.10 09:27:43 - debug] Notify strategy the end of backtest +start PnL analyzing for strategy pydt_SH510300…… +fund logs loaded…… +anayzing fund data…… +PnL analyzing of strategy pydt_SH510300 done +press any key to exit +} +然后该回测程序runBT.py在 cta_stk_bt文件夹下生成一个Strategy[pydt_SH510300]_PnLAnalyzing_20190102_20191031.xlsx文件,为回测分析报告,即为回测成功。 + + 作者: 孙卓林; 龙汀汀 + + 联系方式: Edmond_20211225@163.com; l.tingting@pku.edu.cn