{"description":"实验创建于2020/10/29","graph":{"edges":[{"to_node_id":"-152:instruments","from_node_id":"-140:data"}],"nodes":[{"node_id":"-140","module_id":"BigQuantSpace.instruments.instruments-v2","parameters":[{"name":"start_date","value":"2016-06-28","type":"Literal","bound_global_parameter":null},{"name":"end_date","value":"2016-07-18","type":"Literal","bound_global_parameter":null},{"name":"market","value":"CN_STOCK_A","type":"Literal","bound_global_parameter":null},{"name":"instrument_list","value":"600000.SHA\n000002.SZA","type":"Literal","bound_global_parameter":null},{"name":"max_count","value":0,"type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"rolling_conf","node_id":"-140"}],"output_ports":[{"name":"data","node_id":"-140"}],"cacheable":true,"seq_num":1,"comment":"","comment_collapsed":true},{"node_id":"-152","module_id":"BigQuantSpace.trade.trade-v4","parameters":[{"name":"start_date","value":"","type":"Literal","bound_global_parameter":null},{"name":"end_date","value":"","type":"Literal","bound_global_parameter":null},{"name":"initialize","value":"# 回测引擎：初始化函数，只执行一次\ndef bigquant_run(context):\n pass","type":"Literal","bound_global_parameter":null},{"name":"handle_data","value":"# 回测引擎：每日数据处理函数，每天执行一次\ndef bigquant_run(context, data):\n \n dt = data.current_dt.strftime('%Y-%m-%d')\n k = context.instruments[0] # 标的为字符串格式\n sid = context.symbol(k) # 将标的转化为equity格式\n \n if dt == '2016-07-13':\n order(sid, 100)\n print(dt,'生成一个买入100股的虚拟订单')\n ","type":"Literal","bound_global_parameter":null},{"name":"prepare","value":"# 回测引擎：准备数据，只执行一次\ndef bigquant_run(context):\n pass\n","type":"Literal","bound_global_parameter":null},{"name":"before_trading_start","value":"# 回测引擎：每个单位时间开始前调用一次，即每日开盘前调用一次。\ndef bigquant_run(context, data):\n \n dt = data.current_dt.strftime('%Y-%m-%d')\n \n k = context.instruments[0] # 标的为字符串格式\n \n sid = context.symbol(k) # 将标的转化为equity格式\n \n print('撤单之前的委托:', context.get_open_orders().values())\n \n for open_orders in context.get_open_orders().values():\n\n \n for order in open_orders:\n \n sid = order.sid\n today_open = data.current(sid, 'open')\n \n if True: \n context.cancel_order(order)\n print(dt,'在before_trading_start取消订单:',sid)\n print('撤单之后的委托:',context.get_open_orders().values())\n \n # 买入另外一只\n from zipline.finance.order import Order\n from zipline.finance.execution import MarketOrder\n \n order = Order(\n dt = order['dt'],\n asset=context.symbol(context.instruments[1]),\n amount=100,\n stop=None,\n limit=None,\n price_field='open')\n \n try:\n context.blotter.open_orders[order.asset].append(order)\n except Exception:\n context.blotter.open_orders[order.asset] = [order]\n\n context.blotter.orders[order.id] = order\n context.blotter.new_orders.append(order)\n continue\n \n print('新提交订单后的委托:',context.get_open_orders().values())\n","type":"Literal","bound_global_parameter":null},{"name":"volume_limit","value":0.025,"type":"Literal","bound_global_parameter":null},{"name":"order_price_field_buy","value":"open","type":"Literal","bound_global_parameter":null},{"name":"order_price_field_sell","value":"close","type":"Literal","bound_global_parameter":null},{"name":"capital_base","value":1000000,"type":"Literal","bound_global_parameter":null},{"name":"auto_cancel_non_tradable_orders","value":"True","type":"Literal","bound_global_parameter":null},{"name":"data_frequency","value":"daily","type":"Literal","bound_global_parameter":null},{"name":"price_type","value":"真实价格","type":"Literal","bound_global_parameter":null},{"name":"product_type","value":"股票","type":"Literal","bound_global_parameter":null},{"name":"plot_charts","value":"True","type":"Literal","bound_global_parameter":null},{"name":"backtest_only","value":"False","type":"Literal","bound_global_parameter":null},{"name":"benchmark","value":"","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"instruments","node_id":"-152"},{"name":"options_data","node_id":"-152"},{"name":"history_ds","node_id":"-152"},{"name":"benchmark_ds","node_id":"-152"},{"name":"trading_calendar","node_id":"-152"}],"output_ports":[{"name":"raw_perf","node_id":"-152"}],"cacheable":false,"seq_num":2,"comment":"","comment_collapsed":true}],"node_layout":"<node_postions><node_position Node='-140' Position='225,157,200,200'/><node_position Node='-152' Position='185,341,200,200'/></node_postions>"},"nodes_readonly":false,"studio_version":"v2"}

# 本代码由可视化策略环境自动生成 2022年12月8日 16:14
# 本代码单元只能在可视化模式下编辑。您也可以拷贝代码，粘贴到新建的代码单元或者策略，然后修改。


# 回测引擎：初始化函数，只执行一次
def m2_initialize_bigquant_run(context):
    pass
# 回测引擎：每日数据处理函数，每天执行一次
def m2_handle_data_bigquant_run(context, data):
    
    dt = data.current_dt.strftime('%Y-%m-%d')
    k = context.instruments[0] # 标的为字符串格式
    sid = context.symbol(k) # 将标的转化为equity格式
    
    if dt == '2016-07-13':
        order(sid, 100)
        print(dt,'生成一个买入100股的虚拟订单')
    
# 回测引擎：准备数据，只执行一次
def m2_prepare_bigquant_run(context):
    pass

# 回测引擎：每个单位时间开始前调用一次，即每日开盘前调用一次。
def m2_before_trading_start_bigquant_run(context, data):
    
    dt = data.current_dt.strftime('%Y-%m-%d')
    
    k = context.instruments[0] # 标的为字符串格式
    
    sid = context.symbol(k) # 将标的转化为equity格式
    
    print('撤单之前的委托:', context.get_open_orders().values())
    
    for open_orders in context.get_open_orders().values():

        
        for order in open_orders:
        
            sid = order.sid
            today_open = data.current(sid, 'open')
           
            if True:   
                context.cancel_order(order)
                print(dt,'在before_trading_start取消订单:',sid)
                print('撤单之后的委托:',context.get_open_orders().values())
                
                # 买入另外一只
                from zipline.finance.order import Order
                from zipline.finance.execution import MarketOrder
                
                order = Order(
                    dt = order['dt'],
                    asset=context.symbol(context.instruments[1]),
                    amount=100,
                    stop=None,
                    limit=None,
                    price_field='open')
              
                try:
                    context.blotter.open_orders[order.asset].append(order)
                except Exception:
                    context.blotter.open_orders[order.asset] = [order]

                context.blotter.orders[order.id] = order
                context.blotter.new_orders.append(order)
                continue
                
    print('新提交订单后的委托:',context.get_open_orders().values())


m1 = M.instruments.v2(
    start_date='2016-06-28',
    end_date='2016-07-18',
    market='CN_STOCK_A',
    instrument_list="""600000.SHA
000002.SZA""",
    max_count=0
)

m2 = M.trade.v4(
    instruments=m1.data,
    start_date='',
    end_date='',
    initialize=m2_initialize_bigquant_run,
    handle_data=m2_handle_data_bigquant_run,
    prepare=m2_prepare_bigquant_run,
    before_trading_start=m2_before_trading_start_bigquant_run,
    volume_limit=0.025,
    order_price_field_buy='open',
    order_price_field_sell='close',
    capital_base=1000000,
    auto_cancel_non_tradable_orders=True,
    data_frequency='daily',
    price_type='真实价格',
    product_type='股票',
    plot_charts=True,
    backtest_only=False,
    benchmark=''
)

[2022-12-08 16:13:52.217666] INFO: moduleinvoker: instruments.v2 开始运行..

[2022-12-08 16:13:52.225464] INFO: moduleinvoker: 命中缓存

[2022-12-08 16:13:52.227757] INFO: moduleinvoker: instruments.v2 运行完成[0.010086s].

[2022-12-08 16:13:52.302469] INFO: moduleinvoker: backtest.v8 开始运行..

[2022-12-08 16:13:52.313061] INFO: moduleinvoker: 命中缓存

[2022-12-08 16:13:52.782138] INFO: moduleinvoker: backtest.v8 运行完成[0.479683s].

[2022-12-08 16:13:52.784358] INFO: moduleinvoker: trade.v4 运行完成[0.549012s].

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