python 版本设置在 3.8
ImportError: cannot import name 'warnings' from 'matplotlib.dates'
报上面的错 降级 matplotlib
pip uninstall matplotlib
pip install matplotlib==3.2.2
以下是源码
from __future__ import (absolute_import, division, print_function, unicode_literals) from datetime import datetime import os.path import sys import backtrader as bt import akshare as ak from backtrader import feeds import backtrader.feeds as btfeeds import pandas as pd # 创建 一个Stratey class TestStrategy(bt.Strategy): params = ( ('exitbars',5), ('maperiod',65), ('printlog', False), ) def log(self,txt,dt=None, doprint=False): ''' 打印日志 ''' if self.params.printlog or doprint: dt = dt or self.datas[0].datetime.date(0) print('%s, %s' % (dt.isoformat(),txt)) def __init__(self) -> None: self.dataclose = self.datas[0].close self.order = None self.bar_executed=None self.buyprice = None self.buycomm = None # 添加简单移动平均线 self.sma = bt.indicators.MovingAverageSimple(self.datas[0],period=self.params.maperiod) # Indicators for the plotting show bt.indicators.ExponentialMovingAverage(self.datas[0], period=25) bt.indicators.WeightedMovingAverage(self.datas[0], period=25, subplot=True) bt.indicators.StochasticSlow(self.datas[0]) bt.indicators.MACDHisto(self.datas[0]) rsi = bt.indicators.RSI(self.datas[0]) bt.indicators.SmoothedMovingAverage(rsi, period=10) bt.indicators.ATR(self.datas[0], plot=False) def notify_order(self, order): # 订单提交 if order.status in [order.Submitted,order.Accepted]: #print("订单提交 ") return # 交易成功 if order.status in [order.Completed]: #买进 if order.isbuy(): self.log('买进价格: %.2f,数量:%.2f,费用: %.2f' % (order.executed.price, order.executed.value, order.executed.comm)) self.buyprice = order.executed.price self.buycomm = order.executed.comm #卖出 else: self.log('卖出价格: %.2f,数量:%.2f,费用: %.2f' % (order.executed.price, order.executed.value, order.executed.comm)) self.bar_executed = len(self) #交易失败的类型 elif order.status in [order.Canceled,order.Margin,order.Rejected]: print('交易不成功/订单没有提及/资金不足/股票退市/暂停交易') self.order = None def notify_trade(self,trade): if not trade.isclosed: return self.log('运营利润,毛利:%.2f,净利:%.2f'% (trade.pnl,trade.pnlcomm)) def next(self): self.log('Close, %.2f' % self.dataclose[0]) '''股票连跌3天买买买''' if self.order: return self.log('self len:%s,bar_executed:%s' % (len(self),self.bar_executed)) #没有持仓,买入 if not self.position: if self.dataclose[0] >self.sma[0]: if self.dataclose[0] <self.dataclose[-1]: self.log('Buy create ,%.2f'% self.dataclose[0]) self.order = self.buy() else: if self.dataclose[0]< self.sma[0]: self.log('卖出:%.2f'% self.dataclose[0]) self.order = self.sell() def stop(self): self.log('(移动平均 %2d) Ending Value %.2f'% (self.params.maperiod,self.broker.getvalue()),doprint=True) if __name__ == '__main__': cerebro = bt.Cerebro() cerebro.addstrategy(TestStrategy) # 58 65 营利 # strats = cerebro.optstrategy( # TestStrategy, # maperiod=(58,65)) cerebro.broker.setcash(100000.0) # 购买固定的股票数 cerebro.addsizer(bt.sizers.FixedSize,stake=100) cerebro.broker.setcommission(commission=0.001) print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue()) df = ak.stock_zh_a_daily(symbol='sz000063',start_date='20201103',end_date='20221103',adjust='hfq') df.set_index(df['date'],inplace=True) df.drop('date',axis=1,inplace=True) df.index = pd.to_datetime(df.index) # print(df) data = bt.feeds.PandasData(dataname=df,fromdate=datetime(2020,11,3),todate=datetime(2022,11,3)) cerebro.adddata(data) cerebro.run(maxcpus=4) cerebro.plot(style='bar') print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())
标签:executed,backtrader,python,self,%.,bt,回测,import,order From: https://www.cnblogs.com/jackluo/p/17083162.html