pytrader/backtest.py at main · jadepeng/pytrader · GitHub

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from easyquant.backtest_engine import BackTestEngine
from strategy_loader import load_strategy_class
from web.database import Database
from web.db_service import DbService
from web.settings import APISettings

settings = APISettings()
database = Database()
db_service = DbService(settings, database)

strategy = db_service.list_strategies()[0]

strategy_class = load_strategy_class(strategy.code, 'custom_strategy_%d' % strategy.id)

#
mock_start_dt = "2020-01-01"
mock_end_dt= "2021-11-11"

backtest_engine = BackTestEngine(strategy_class=strategy_class,
                                 start_date=mock_start_dt,
                                 end_date=mock_end_dt,
                                 bar_type='1d',
                                 quotation='jqdata')

backtest_engine.start()

print('mock end')

print(backtest_engine.user.get_balance())

for deal in backtest_engine.user.get_current_deal():
    print(deal.deal_time, deal.bs_type, deal.deal_price, deal.deal_amount)

backtest_engine.shutdown()