0.9.29 update

examples/30分钟笔非多即空.py

@@ -17,7 +17,7 @@ def create_long_short_V230908(symbol, **kwargs):
 
     使用的信号函数：
 
-    https://czsc.readthedocs.io/en/latest/api/czsc.signals.cxt_bi_status_V230101.htm
+    https://czsc.readthedocs.io/en/latest/api/czsc.signals.cxt_bi_status_V230101.html
     """
     opens = [
         {
@@ -66,6 +66,62 @@ def create_long_short_V230908(symbol, **kwargs):
     return pos
 
 
+def create_long_short_V230909(symbol, **kwargs):
+    """笔非多即空策略
+
+    使用的信号函数：
+
+    https://czsc.readthedocs.io/en/latest/api/czsc.signals.cxt_bi_status_V230101.html
+    """
+    base_freq = kwargs.get('base_freq', '30分钟')
+
+    opens = [
+        {
+        "operate": "开多",
+        "signals_all": [],
+        "signals_any": [],
+        "signals_not": [],
+        "factors": [
+            {
+            "signals_all": [
+                f"{base_freq}_D1_表里关系V230101_向上_任意_任意_0"
+            ],
+            "signals_any": [],
+            "signals_not": [
+                f"{base_freq}_D1_涨跌停V230331_涨停_任意_任意_0"
+            ]
+            }
+        ]
+        },
+
+        {
+        "operate": "开空",
+        "signals_all": [],
+        "signals_any": [],
+        "signals_not": [],
+        "factors": [
+            {
+            "signals_all": [
+                f"{base_freq}_D1_表里关系V230101_向下_任意_任意_0"
+            ],
+            "signals_any": [],
+            "signals_not": [
+                f"{base_freq}_D1_涨跌停V230331_跌停_任意_任意_0"
+            ]
+            }
+        ]
+        }
+    ]
+
+    exits = []
+
+    pos = Position(name=f"{base_freq}笔非多即空", symbol=symbol,
+                   opens=[Event.load(x) for x in opens],
+                   exits=[Event.load(x) for x in exits],
+                   interval=3600 * 4, timeout=16 * 30, stop_loss=500)
+    return pos
+
+
 
 class Strategy(czsc.CzscStrategyBase):
     def __init__(self, **kwargs):
@@ -75,13 +131,16 @@ def __init__(self, **kwargs):
     @property
     def positions(self):
         pos_list = [
-            create_long_short_V230908(self.symbol),
+            # create_long_short_V230908(self.symbol),
+            create_long_short_V230909(self.symbol, base_freq='30分钟'),
+            create_long_short_V230909(self.symbol, base_freq='60分钟'),
+            create_long_short_V230909(self.symbol, base_freq='日线'),
         ]
         return pos_list
 
 
 if __name__ == '__main__':
-    results_path = Path(r'D:\策略研究\30分钟笔非多即空')
+    results_path = Path(r'D:\策略研究\笔非多即空')
     logger.add(results_path / "czsc.log", rotation="1 week", encoding="utf-8")
     results_path.mkdir(exist_ok=True, parents=True)
 
@@ -95,7 +154,7 @@ def positions(self):
 
     # replay 查看策略的编写是否正确，执行过程是否符合预期
     bars = research.get_raw_bars(symbol, freq=tactic.base_freq, sdt='20150101', edt='20220101')
-    trader = tactic.replay(bars, sdt='20200101', res_path=results_path / "replay", refresh=True)
+    trader = tactic.replay(bars, sdt='20210101', res_path=results_path / "replay", refresh=True)
 
     # 当策略执行过程符合预期后，将持仓策略保存到本地 json 文件中
     tactic.save_positions(results_path / "positions")