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Create Create tutorial13 wondertrader(wtpy) 运行基本demo #2

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62 changes: 62 additions & 0 deletions Create tuttorial13 wondertrader(wtpy) 运行基本demo
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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: [email protected]; [email protected]