python 完整的海龟策略_【干货分享】从零开始学量化：13海龟策略

# encoding: utf8

import logging

import logging.config

import pandas as pd

import numpy as np

from gmsdk import *

class TurtleStrategy(StrategyBase):

def __init__(self, *args, **kwargs):

super(TurtleStrategy, self).__init__(*args, **kwargs)

self.__get_param__()

self.__init_data__()

;读取参数

def __get_param__(self):

self.csv_file = self.config.get('para', 'csv_file')

self.period = self.config.getint('para', 'period')

self.hop = self.config.get('para', 'hop') or 0.1

；读取CSV文件

def __init_data__(self):

'''

read stocks from csv file

:return:

'''

self.sec_ids = []

self.hist_data = dict()

self.positions = dict()

subscribe_symbols = []

stocks = pd.read_csv(self.csv_file, sep=',')

for r in stocks.iterrows():

exchange = r[1][0]

sec_id = r[