伏羲量化
---
**示例**
```python
from fuxi import *
class MyStrategy(Strategy):
code: Codes
is_buy: bool = False
def on_init(self, params: Dict[str, Any]):
self.code = params["code"]
def on_candle(self, code: Codes, candle: DataFrame):
pass
def on_signal(self):
if not self.is_buy:
self.is_buy = True
lever = self.symbols[self.code].position.lever
price = self.symbols[self.code].last_price
size = self.safe_size(self.code, (self.cash.avail * lever / price))
cash = price * size / lever
self.debug_log(f"买入 数量: {size:16,.8f}, 价格: {price:16,.8f}, 保证金: {cash:16,.8f}, 杠杆: {lever:.0f}")
ok, _, msg = self.buy(self.code, size, price)
assert ok, msg
def on_timer(self, timer: Timer):
if timer != Timer.Minutely:
return
last_price = self.symbols[self.code].last_price
long_size = self.symbols[self.code].position.long.size
long_frozen_margin = self.symbols[self.code].position.long.frozen_margin
long_price = self.symbols[self.code].position.long.price
short_size = self.symbols[self.code].position.short.size
short_price = self.symbols[self.code].position.short.price
short_frozen_margin = self.symbols[self.code].position.short.frozen_margin
self.debug_log(
"\t\r\n".join(
[
'',
f'市场价 : {last_price:16,.8f}',
f'浮动盈亏 : {self.pnl:16,.8f}',
f'资金 总: {self.cash.total:16,.8f}, 可用: {self.cash.avail:16,.8f}, 冻结: {self.cash.frozen:16,.8f}',
f'保证金 总: {self.margin.total:16,.8f}, 可用: {self.margin.avail:16,.8f}, 冻结: {self.margin.frozen:16,.8f}',
f'多头 总: {long_size.total:16,.8f}, 可用: {long_size.avail:16,.8f}, 冻结: {long_size.frozen:16,.8f}, 均价: {long_price:16,.8f}, 保证金: {long_frozen_margin:16,.8f}',
f'空头 总: {short_size.total:16,.8f}, 可用: {short_size.avail:16,.8f}, 冻结: {short_size.frozen:16,.8f}, 均价: {short_price:16,.8f}, 保证金: {short_frozen_margin:16,.8f}',
'',
]
)
)
def on_order(self, order: Order):
if order.status == OrderStatus.Complete:
self.debug_log(
f"订单成交 数量: {order.size:16,.8f}, 价格: {order.price:16,.8f}, 成交价格: {order.deal_price:16,.8f}"
)
def main():
from setproctitle import setproctitle
setproctitle('swap_demo')
code = Codes.BTC_SWAP
Backtest(
MyStrategy,
{"code": code},
begin='202509',
end='202510',
symbols=[(code, 0.005, 0.005, 10)],
history_size=300,
log_level=(LogLevel.Info, LogLevel.Debug),
).launche()
if __name__ == '__main__':
main()
```
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"description": "\u4f0f\u7fb2\u91cf\u5316\n---\n\n**\u793a\u4f8b**\n```python\nfrom fuxi import *\n\n\nclass MyStrategy(Strategy):\n code: Codes\n is_buy: bool = False\n\n def on_init(self, params: Dict[str, Any]):\n self.code = params[\"code\"]\n\n def on_candle(self, code: Codes, candle: DataFrame):\n pass\n\n def on_signal(self):\n if not self.is_buy:\n self.is_buy = True\n lever = self.symbols[self.code].position.lever\n price = self.symbols[self.code].last_price\n size = self.safe_size(self.code, (self.cash.avail * lever / price))\n cash = price * size / lever\n self.debug_log(f\"\u4e70\u5165 \u6570\u91cf: {size:16,.8f}, \u4ef7\u683c: {price:16,.8f}, \u4fdd\u8bc1\u91d1: {cash:16,.8f}, \u6760\u6746: {lever:.0f}\")\n ok, _, msg = self.buy(self.code, size, price)\n assert ok, msg\n\n def on_timer(self, timer: Timer):\n if timer != Timer.Minutely:\n return\n last_price = self.symbols[self.code].last_price\n long_size = self.symbols[self.code].position.long.size\n long_frozen_margin = self.symbols[self.code].position.long.frozen_margin\n long_price = self.symbols[self.code].position.long.price\n short_size = self.symbols[self.code].position.short.size\n short_price = self.symbols[self.code].position.short.price\n short_frozen_margin = self.symbols[self.code].position.short.frozen_margin\n self.debug_log(\n \"\\t\\r\\n\".join(\n [\n '',\n f'\u5e02\u573a\u4ef7 : {last_price:16,.8f}',\n f'\u6d6e\u52a8\u76c8\u4e8f : {self.pnl:16,.8f}',\n f'\u8d44\u91d1 \u603b: {self.cash.total:16,.8f}, \u53ef\u7528: {self.cash.avail:16,.8f}, \u51bb\u7ed3: {self.cash.frozen:16,.8f}',\n f'\u4fdd\u8bc1\u91d1 \u603b: {self.margin.total:16,.8f}, \u53ef\u7528: {self.margin.avail:16,.8f}, \u51bb\u7ed3: {self.margin.frozen:16,.8f}',\n f'\u591a\u5934 \u603b: {long_size.total:16,.8f}, \u53ef\u7528: {long_size.avail:16,.8f}, \u51bb\u7ed3: {long_size.frozen:16,.8f}, \u5747\u4ef7: {long_price:16,.8f}, \u4fdd\u8bc1\u91d1: {long_frozen_margin:16,.8f}',\n f'\u7a7a\u5934 \u603b: {short_size.total:16,.8f}, \u53ef\u7528: {short_size.avail:16,.8f}, \u51bb\u7ed3: {short_size.frozen:16,.8f}, \u5747\u4ef7: {short_price:16,.8f}, \u4fdd\u8bc1\u91d1: {short_frozen_margin:16,.8f}',\n '',\n ]\n )\n )\n\n def on_order(self, order: Order):\n if order.status == OrderStatus.Complete:\n self.debug_log(\n f\"\u8ba2\u5355\u6210\u4ea4 \u6570\u91cf: {order.size:16,.8f}, \u4ef7\u683c: {order.price:16,.8f}, \u6210\u4ea4\u4ef7\u683c: {order.deal_price:16,.8f}\"\n )\n\n\ndef main():\n from setproctitle import setproctitle\n\n setproctitle('swap_demo')\n code = Codes.BTC_SWAP\n Backtest(\n MyStrategy,\n {\"code\": code},\n begin='202509',\n end='202510',\n symbols=[(code, 0.005, 0.005, 10)],\n history_size=300,\n log_level=(LogLevel.Info, LogLevel.Debug),\n ).launche()\n\n\nif __name__ == '__main__':\n main()\n\n```\n",
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