jq_check_point.py

# -*- coding: utf-8 -*-
"""
author: zengbin93
email: zeng_bin8888@163.com
create_dt: 2022/4/29 12:06
describe: 使用聚宽的数据对任意标的、任意时刻的状态进行策略快照
"""
import os
os.environ['czsc_min_bi_len'] = '6'
# os.environ['czsc_bi_change_th'] = '-1'
os.environ['czsc_bi_change_th'] = '1'

from czsc.data.jq import get_init_bg
from czsc import create_advanced_trader
from czsc.strategies import trader_example1, trader_strategy_a


def trader_tactic_snapshot(symbol, strategy, end_dt=None, file_html=None, fq=True, max_count=1000):
    """使用聚宽的数据对任意标的、任意时刻的状态进行策略快照

    :param symbol: 交易标的
    :param strategy: 择时交易策略
    :param end_dt: 结束时间，精确到分钟
    :param file_html: 结果文件
    :param fq: 是否复权
    :param max_count: 最大K线数量
    :return: trader
    """
    tactic = strategy(symbol)
    base_freq, freqs = tactic['base_freq'], tactic['freqs']
    bg, data = get_init_bg(symbol, end_dt, base_freq=base_freq, freqs=freqs, max_count=max_count, fq=fq)
    trader = create_advanced_trader(bg, data, strategy)

    if file_html:
        trader.take_snapshot(file_html)
        print(f'saved into {file_html}')
    else:
        trader.open_in_browser()
    return trader


if __name__ == '__main__':
    # ct = trader_tactic_snapshot("000016.XSHG", end_dt="20200401 15:15", strategy=trader_example1)
    ct = trader_tactic_snapshot("000016.XSHG", end_dt="20200401 15:15", strategy=trader_strategy_a)
    # ct = trader_tactic_snapshot("000852.XSHE", end_dt="20200512 15:15", strategy=trader_example1)