策略
在next()里接收当前行情,作出买卖判断,通过buy()和sell()函数下单。
信号
用来通知买和卖,有空头信号、多头信号、空多头信号之分。
指示器
- Indicators are always instantiated during __init__in the Strategy
- Indicator values (or values thereof derived) are used/checked during next
- Any Indicator (or value thereof derived) declared during init will be precalculated before next is called。指示器的值每次调用next()之前都会计算
指标
- bt.ind.SMA
- bt.indicators.SMA
- talib.SMA
多只股票
for code in codes:cerebro.adddata(data, name=code)
## 策略里初始化:
# 移动平均线指标 
self.sma={d:bt.ind.SMA(d,period=self.p.period) for d in self.stocks}    
## 然后访问
if sma[code][1] > ...