پیتھون API ٹیسٹنگ
'''backtest
start: 2019-09-14 00:00:00
end: 2019-10-13 00:00:00
period: 1h
exchanges: [{"eid":"Bitfinex","currency":"BTC_USD"}]
'''
import sys
import time
import talib
import json
import traceback
import matplotlib
import numpy as np
import matplotlib.pyplot as plt
import mpl_toolkits.mplot3d
def main():
testGlobal = [
'Version', ['Log', 'ok', 3.5, True], ['Sleep', 100], ['LogProfit', 10.5],
'LogProfitReset', ['LogProfit', 10.8], 'GetCommand', 'LogReset', ['LogStatus', 'x', True], ['EnableLog', True],
['SetErrorFilter', 'xxx'], 'GetPid', 'GetLastError', ['_G', 'x', 10], ['_G', 'x'], ['_G', 'x', None], '_G',
]
g = globals()
for item in testGlobal:
if isinstance(item, list):
ret = g[item[0]](*item[1:])
else:
ret = g[item]()
Log('%s => %s' % (item, ret))
Log(sys.version)
testExchanges = [
'GetName', 'GetUSDCNY', 'GetRate', ['SetRate', 1.0], 'GetAccount', 'GetCurrency', 'GetLabel', 'GetMinStock', 'GetMinPrice', 'GetFee',
'GetRecords',
['Buy', 100, 0.1, "OK"],
'GetOrders',
['GetOrder', 1],
'GetAccount',
'GetRawJSON',
['CancelOrder', 1],
['Buy', -1, 1000.0],
'GetAccount',
['Sell', -1, 1],
'GetAccount',
['Sell', 9999.9, 0.2, "OK"],
'GetOrders',
'GetAccount',
['CancelOrder', 2],
['Go', 'GetAccount'],
['IO', 'status'],
]
for item in testExchanges:
try:
if isinstance(item, list):
ret = getattr(exchange, item[0])(*item[1:])
else:
ret = getattr(exchange, item)()
except:
ret = traceback.format_exc()
Log('exchange.%s => %s' % (item, ret))
# test market order
exchange.Buy(-1, 1000)
exchange.Buy(-1, 200, "buy 200 ")
exchange.Sell(-1, exchange.GetAccount().Stocks)
# test Go
ret, ok = exchange.Go("GetTicker").wait()
if ok:
Log("Go GetTicker", ret)
Log("EMA", len(TA.EMA(exchange.GetRecords())))
Log("EMA H1", len(TA.EMA(exchange.GetRecords(PERIOD_H1))))
# test plot image
plt.plot([3,6,2,4,7,1])
Log('支持直接打印plt图片 ', plt)
fig = plt.figure()
ax = fig.add_subplot(111)
t = ax.scatter(np.random.rand(20), np.random.rand(20))
Log(fig)
x = np.linspace(0, 10, 1000)
y = np.sin(x)
z = np.cos(x**2)
plt.figure(figsize=(8,4))
plt.plot(x,y,label="$sin(x)$",color="red",linewidth=2)
plt.plot(x,z,"b--",label="$cos(x^2)$")
plt.xlabel("Time(s)")
plt.ylabel("Volt")
plt.title("PyPlot Example")
plt.ylim(-1.2,1.2)
plt.legend()
Log(plt)
x,y=np.mgrid[-2:2:20j,-2:2:20j]
z=x*np.exp(-x**2-y**2)
ax=plt.subplot(111,projection='3d')
ax.plot_surface(x,y,z,rstride=2,cstride=1,cmap=plt.cm.coolwarm,alpha=0.8)
ax.set_xlabel('x')
ax.set_ylabel('y')
ax.set_zlabel('z')
# plot image to status bar
LogStatus(plt)
# test plot chart
x = Chart({
'title' : { 'text' : 'test chart'},
'xAxis': { 'type': 'datetime'},
'series' : [{'name' : 'Buy', 'data' : []}, {'name' : 'Sell', 'data' : []}]
})
x.reset()
for i in range(100):
ts = int(time.time() * 1000)
ticker = _C(exchange.GetTicker)
x.add(0, [ts, ticker.Buy])
x.add(1, [ts, ticker.Sell])
Sleep(10000)