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# 本代码由可视化策略环境自动生成 2022年5月20日 18:35
# 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。


# 交易引擎：初始化函数，只执行一次
def m2_initialize_bigquant_run(context):
    # 加载预测数据
    context.ins = context.instruments[0]

# 交易引擎：每个单位时间开盘前调用一次。
def m2_before_trading_start_bigquant_run(context, data):
    # 盘前处理，订阅行情等
    context.subscribe(context.ins)

# 交易引擎：tick数据处理函数，每个tick执行一次
def m2_handle_tick_bigquant_run(context, tick):
    pass

# 交易引擎：bar数据处理函数，每个时间单位执行一次
def m2_handle_data_bigquant_run(context, data):
#     print(data.current_dt.strftime("%H:%M"))
    if data.current_dt.strftime("%H:%M") == "14:50":
        price = data.current(context.ins, "close")
        context.order(context.ins, 100, price, order_type=OrderType.LIMIT)

# 交易引擎：成交回报处理函数，每个成交发生时执行一次
def m2_handle_trade_bigquant_run(context, trade):
    pass

# 交易引擎：委托回报处理函数，每个委托变化时执行一次
def m2_handle_order_bigquant_run(context, order):
    pass

# 交易引擎：盘后处理函数，每日盘后执行一次
def m2_after_trading_bigquant_run(context, data):
    pass


m1 = M.instruments.v2(
    start_date='2022-03-01',
    end_date='2022-03-05',
    market='CN_STOCK_A',
    instrument_list='000001.SZA',
    max_count=0
)

m2 = M.hftrade.v2(
    instruments=m1.data,
    start_date='',
    end_date='',
    initialize=m2_initialize_bigquant_run,
    before_trading_start=m2_before_trading_start_bigquant_run,
    handle_tick=m2_handle_tick_bigquant_run,
    handle_data=m2_handle_data_bigquant_run,
    handle_trade=m2_handle_trade_bigquant_run,
    handle_order=m2_handle_order_bigquant_run,
    after_trading=m2_after_trading_bigquant_run,
    capital_base=1000000,
    frequency='minute',
    price_type='真实价格',
    product_type='股票',
    before_start_days='0',
    order_price_field_buy='open',
    order_price_field_sell='close',
    benchmark='000300.HIX',
    plot_charts=True,
    disable_cache=False,
    replay_bdb=False,
    show_debug_info=False,
    backtest_only=False
)

[2022-05-20 18:34:42.387803] INFO: moduleinvoker: instruments.v2 开始运行..

[2022-05-20 18:34:42.396525] INFO: moduleinvoker: 命中缓存

[2022-05-20 18:34:42.398616] INFO: moduleinvoker: instruments.v2 运行完成[0.010826s].

[2022-05-20 18:34:42.427510] INFO: moduleinvoker: hfbacktest.v1 开始运行..

[2022-05-20 18:34:42.432881] INFO: hfbacktest: biglearning V1.4.11

[2022-05-20 18:34:42.434746] INFO: hfbacktest: bigtrader v1.9.5 2022-05-12

[2022-05-20 18:34:42.456906] INFO: moduleinvoker: cached.v2 开始运行..

[2022-05-20 18:34:42.472928] INFO: moduleinvoker: 命中缓存

[2022-05-20 18:34:42.475235] INFO: moduleinvoker: cached.v2 运行完成[0.018367s].

[2022-05-20 18:34:42.535174] INFO: moduleinvoker: cached.v2 开始运行..

[2022-05-20 18:34:42.545881] INFO: moduleinvoker: 命中缓存

[2022-05-20 18:34:42.548584] INFO: moduleinvoker: cached.v2 运行完成[0.013419s].

[2022-05-20 18:34:44.007337] INFO: hfbacktest: backtest done, raw_perf_ds:DataSource(e08fdbc6f54f4df39027c3c57739016bT)

[2022-05-20 18:34:44.528905] INFO: moduleinvoker: hfbacktest.v1 运行完成[2.101407s].

[2022-05-20 18:34:44.530547] INFO: moduleinvoker: hftrade.v2 运行完成[2.123843s].

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