如果演示视频没加载出来,可以查看这里
- Python3 下载
MacOS/Windows/Linux:官网下载python3安装包,直接安装即可,也可以配置多个版本的python3环境,支持自由切换, 切换方式查看环境初始化部分 - Python3.13(推荐)
python3.13 -m venv venv13 source venv13/bin/activate pip install -r requirements-13.txt - Python3.7(暂未测试)
python3.7 -m venv venv7 source venv7/bin/activate pip install -r requirements-7.txt - Python环境切换
- deactivate csv数据格式 A股数据格式 date,open,high,low,close,volume,amount,stock_code,stock_name,market 2021-11-01,0.81,0.82,0.81,0.82,54463399,54086664.0,SH.510210,上证指数ETF,CN 2021-11-02,0.82,0.82,0.8,0.81,71456299,70368907.0,SH.510210,上证指数ETF,CN 2021-11-03,0.81,0.81,0.8,0.8,36854399,36085912.0,SH.510210,上证指数ETF,CN 2021-11-04,0.81,0.81,0.8,0.81,47489699,46692877.0,SH.510210,上证指数ETF,CN 港股数据格式 date,open,high,low,close,volume,amount,stock_code,stock_name,market 2021-11-01,432.36,432.75,421.29,425.76,22649546,10654645504.0,00700,港股00700,HK 2021-11-02,434.49,437.79,416.64,420.32,33005998,15457739520.0,00700,港股00700,HK 2021-11-03,418.38,426.15,414.3,425.18,19362664,8976079360.0,00700,港股00700,HK 2021-11-04,431.19,437.6,429.84,436.63,16440685,7856704512.0,00700,港股00700,HK 2021-11-05,428.09,430.22,421.49,423.62,20019234,9394663936.0,00700,港股00700,HK 2021-11-08,416.44,420.32,410.04,420.13,22340751,10272692480.0,00700,港股00700,HK 美股数据格式 date,open,high,low,close,volume,amount,stock_code,stock_name,market 2021-11-01,434.07,434.46,431.96,433.88,2914779.0,,US.IVV,IVV,US 2021-11-02,434.02,435.99,433.86,435.7,3282790.0,,US.IVV,IVV,US 2021-11-03,435.08,438.91,434.62,438.55,2916130.0,,US.IVV,IVV,US 2021-11-04,439.15,440.8,438.78,440.69,3039933.0,,US.IVV,IVV,US - 启动前端页面
- python frontend/frontend_app.py
- 前端页面上执行回测
- 代码启动回测
- 参考如下代码
from common.logger import create_log from core.quant.quant_manage import run_backtest_enhanced_volume_strategy, run_backtest_enhanced_volume_strategy_multi from core.strategy.trading.volume.trading_strategy_volume import EnhancedVolumeStrategy from settings import stock_data_root logger = create_log('test_strategy') if __name__ == "__main__": # 启动回测-单个股票 kline_csv_path = stock_data_root / "futu/HK.00175_吉利汽车_20211028_20251027.csv" run_backtest_enhanced_volume_strategy(kline_csv_path, EnhancedVolumeStrategy) # 启动回测-批量股票 kline_csv_path_folder = stock_data_root / "akshare" run_backtest_enhanced_volume_strategy_multi(kline_csv_path_folder, EnhancedVolumeStrategy) 回测日志会输出到logs目录下 回测图表会输出到html目录下(历史k线、策略触发信号、策略交易记录、持仓记录、资金记录) 回测后会产生交易信号,交易信号按照信号纬度聚合,聚合后支持按照策略、股票名称、时间、信号类型筛选,支持下载html 调整策略信号参数(只标记交易信号,不交易):settings文件中修改交易策略相关参数 调整策略买卖参数(根据交易信号执行交易):settings文件中修改交易佣金相关参数 调整初始本金:settings文件中修改交易本金参数 1.配置任务名称、任务类型、描述、定时表达式 2.配置目标股票列表(支持A股、港股、美股) 3.配置回测策略、启动资金、回测天数(结束时间默认为当前时间前一天) 4.启动任务即可实现离线执行 5.配置企业微信webhook URL(环境变量增加WECHAT_WEBHOOK_QUANT),如果配置了,会在任务执行完成后发送通知到企业微信(企业微信群配置消息助手) 注意:别配置大量任务、或者太频繁任务,否则会对系统资源造成压力,也有可能被数据源服务封禁IP 1.查看指标策略 2.查看交易策略 声明:策略仅用于学习和研究,不建议在真实交易中使用,不承担任何交易风险,后果自负








