Python算法交易

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def close_out(self, bar):

''' Closing out a long or short position.

'''

date, price = self.get_date_price(bar)

self.amount += self.units * price

self.units = 0

self.trades += 1

if self.verbose:

print(f'{date} | inventory {self.units} units at {price:.2f}')

print('=' * 55)

print('Final balance [$] {:.2f}'.format(self.amount))

perf = ((self.amount - self.initial_amount) /

self.initial_amount * 100)

print('Net Performance [%] {:.2f}'.format(perf))

print('Trades Executed [#] {:.2f}'.format(self.trades))

print('=' * 55)

if __name__ == '__main__':

bb = BacktestBase('AAPL.O', ...