position_side=1,order_type=2)
34. #开空仓
35. order_target_percent(symbol=context.symbol,percent=0.1,
position_side=2,order_type=2)
36.
37. #均线上穿，做多
38. iffast_avg[-2]<slow_avg[-2]andfast_avg[-1]>=slow_avg[-1]:
39. #平空仓
40. order_target_percent(symbol=context.symbol,percent=0,
position_side=2,order_type=2)
41. #开多仓
42. order_target_percent(symbol=context.symbol,percent=0.1,
position_side=1,order_type=2)
43.
44.
45. defon_execution_report(context,execrpt):
46. #打印委托执行回报
47. print(execrpt)
48.
49.
50. if__name__=='__main__':
51. '''
52. strategy_id策略ID,由系统生成
53. filename文件名,请与本文件名保持一致
54. mode实时模式:MODE_LIVE回测模式:MODE_BACKTEST
55. token绑定计算机的ID,可在系统设置-密钥管理中生成
56. backtest_start_time回测开始时间
57. backtest_end_time回测结束时间
58. backtest_adjust股票复权方式不复权:ADJUST_NONE前复权:ADJUST_PREV后复
权:ADJUST_POST
59. backtest_initial_cash回测初始资金
60. backtest_commission_ratio回测佣金比例
61. backtest_slippage_ratio回测滑点比例
62. '''
63. run(strategy_id='strategy_id',
64. filename='main.py',
65. mode=MODE_BACKTEST,
66. token='token_id',
67. backtest_start_time='2017-09-0109:00:00',
68. backtest_end_time='2017-09-3015:00:00',
69. backtest_adjust=ADJUST_NONE,
70. backtest_initial_cash=10000000,
71. backtest_commission_ratio=0.0001,
72. backtest_slippage_ratio=0.0001)
