{
    "info": {
        "author": "bopo.wang",
        "author_email": "ibopo@126.com",
        "bugtrack_url": null,
        "classifiers": [
            "Development Status :: 2 - Pre-Alpha",
            "Intended Audience :: Developers",
            "License :: OSI Approved :: MIT License",
            "Natural Language :: English",
            "Programming Language :: Python :: 3",
            "Programming Language :: Python :: 3.3",
            "Programming Language :: Python :: 3.4",
            "Programming Language :: Python :: 3.5",
            "Programming Language :: Python :: 3.6",
            "Programming Language :: Python :: 3.7"
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        "description": "PyAlgoTrade mootdx module\n=========================\n\u6b64\u9879\u76ee\u662f PyAlgoTrade [mootdx](https://github.com/bopo/mootdx) (\u57fa\u4e8e pytdx \u7684\u4e8c\u6b21\u5c01\u88c5\u7248\u672c) \u7684\u4e00\u4e2a\u6570\u636e\u6e90\n\n\u4e00\u4e2a\u7b80\u5355\u7684\u7528\u6cd5:\n\n```\nfrom pyalgotrade import plotter, strategy\nfrom pyalgotrade.bar import Frequency\nfrom pyalgotrade.barfeed.csvfeed import GenericBarFeed\nfrom pyalgotrade.stratanalyzer import sharpe\nfrom pyalgotrade.technical import ma\n\nfrom pyalgotrade_mootdx import tools\n\n\nclass Strategy(strategy.BacktestingStrategy):\n    def __init__(self, feed, instrument):\n        super(Strategy, self).__init__(feed)\n\n        self.__position = None\n        self.__sma = ma.SMA(feed[instrument].getCloseDataSeries(), 150)\n        self.__instrument = instrument\n        self.getBroker()\n\n    def onEnterOk(self, position):\n        execInfo = position.getEntryOrder().getExecutionInfo()\n        self.info(\"\u4e70\u5165 %.2f\" % (execInfo.getPrice()))\n\n    def onEnterCanceled(self, position):\n        self.__position = None\n\n    def onExitOk(self, position):\n        execInfo = position.getExitOrder().getExecutionInfo()\n        self.info(\"\u5356\u51fa %.2f\" % (execInfo.getPrice()))\n        self.__position = None\n\n    def onExitCanceled(self, position):\n        # If the exit was canceled, re-submit it.\n        self.__position.exitMarket()\n\n    def getSMA(self):\n        return self.__sma\n\n    def onBars(self, bars):\n        # \u6bcf\u4e00\u4e2a\u6570\u636e\u90fd\u4f1a\u62b5\u8fbe\u8fd9\u91cc\uff0c\u5c31\u50cfbecktest\u4e2d\u7684next\n        # Wait for enough bars to be available to calculate a SMA.\n        if self.__sma[-1] is None:\n            return\n\n        # bar.getTyoicalPrice = (bar.getHigh() + bar.getLow() + bar.getClose())/ 3.0\n        bar = bars[self.__instrument]\n\n        # If a position was not opened, check if we should enter a long position.\n        if self.__position is None:\n            if bar.getPrice() > self.__sma[-1]:\n                # \u5f00\u591a\u5934.\n                self.__position = self.enterLong(self.__instrument, 100, True)\n\n        # \u5e73\u6389\u591a\u5934\u5934\u5bf8.\n        elif bar.getPrice() < self.__sma[-1] and not self.__position.exitActive():\n            self.__position.exitMarket()\n\n\ndef main():\n    instruments = [\"600036\"]\n    feeds = tools.build_feed(instruments, 2017, 2018, \"histdata\")\n\n    # 3.\u5b9e\u4f8b\u5316\u7b56\u7565\n    strat = Strategy(feeds, instruments[0])\n\n    # 4.\u8bbe\u7f6e\u6307\u6807\u548c\u7ed8\u56fe\n    ratio = sharpe.SharpeRatio()\n    strat.attachAnalyzer(ratio)\n    plter = plotter.StrategyPlotter(strat)\n\n    # 5.\u8fd0\u884c\u7b56\u7565\n    strat.run()\n    strat.info(\"\u6700\u7ec8\u6536\u76ca: %.2f\" % strat.getResult())\n\n    # 6.\u8f93\u51fa\u590f\u666e\u7387\u3001\u7ed8\u56fe\n    strat.info(\"\u590f\u666e\u6bd4\u7387: \" + str(ratio.getSharpeRatio(0)))\n    # plter.plot()\n\n\nif __name__ == '__main__':\n    main()\n```\n\n```\n2018-04-03 00:00:00 strategy [INFO] \u5356\u51fa 28.86\n2018-04-11 00:00:00 strategy [INFO] \u4e70\u5165 30.34\n2018-04-17 00:00:00 strategy [INFO] \u5356\u51fa 28.25\n2018-05-02 00:00:00 strategy [INFO] \u4e70\u5165 29.98\n2018-05-04 00:00:00 strategy [INFO] \u5356\u51fa 29.28\n2018-05-09 00:00:00 strategy [INFO] \u4e70\u5165 29.70\n2018-05-24 00:00:00 strategy [INFO] \u5356\u51fa 29.60\n2018-09-25 00:00:00 strategy [INFO] \u4e70\u5165 29.83\n2018-10-12 00:00:00 strategy [INFO] \u5356\u51fa 28.70\n2018-10-15 00:00:00 strategy [INFO] \u4e70\u5165 29.16\n2018-10-19 00:00:00 strategy [INFO] \u5356\u51fa 27.75\n2018-10-22 00:00:00 strategy [INFO] \u4e70\u5165 29.53\n2018-10-30 00:00:00 strategy [INFO] \u5356\u51fa 28.12\n2018-11-01 00:00:00 strategy [INFO] \u4e70\u5165 29.45\n2018-11-15 00:00:00 strategy [INFO] \u5356\u51fa 28.24\n2018-11-19 00:00:00 strategy [INFO] \u4e70\u5165 28.70\n2018-11-23 00:00:00 strategy [INFO] \u5356\u51fa 28.29\n2018-12-03 00:00:00 strategy [INFO] \u4e70\u5165 29.49\n2018-12-11 00:00:00 strategy [INFO] \u5356\u51fa 28.35\n2018-12-12 00:00:00 strategy [INFO] \u4e70\u5165 29.00\n2018-12-18 00:00:00 strategy [INFO] \u5356\u51fa 28.05\n2018-12-21 13:48:01,740 strategy [INFO] \u6700\u7ec8\u6536\u76ca: 999254.00\n2018-12-21 13:48:01,740 strategy [INFO] \u590f\u666e\u6bd4\u7387: -0.6957113853538597\n```\n\n\n",
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