我想实施自己的回测策略,但无法根据需要修改代码
from pyalgotrade.tools import yahoofinance
yahoofinance.download_daily_bars('orcl', 2000, 'orcl-2000.csv')
from pyalgotrade import strategy
from pyalgotrade.barfeed import yahoofeed
from pyalgotrade.technical import ma
#class to create objects
class MyStrategy(strategy.BacktestingStrategy):
def __init__(self, feed, instrument):
strategy.BacktestingStrategy.__init__(self, feed)
# We want a 15 period SMA over the closing prices.
self.__sma = ma.SMA(feed[instrument].getCloseDataSeries(), 15)
self.__instrument = instrument
def onBars(self, bars):
bar = bars[self.__instrument]
self.info("%s %s" % (bar.getClose(), self.__sma[-1]))
# Load the yahoo feed from the CSV file
feed = yahoofeed.Feed()
feed.addBarsFromCSV("orcl", "orcl-2000.csv")
# Evaluate the strategy with the feed's bars.
myStrategy = MyStrategy(feed, "orcl")
myStrategy.run()