35 lines
1.1 KiB
Python
35 lines
1.1 KiB
Python
from core.trade.orb_trade import ORBStrategy
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from config import US_STOCK_MONITOR_CONFIG
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import core.logger as logging
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logger = logging.logger
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def main():
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symbols = US_STOCK_MONITOR_CONFIG.get("volume_monitor", {}).get("symbols", ["QQQ"])
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for symbol in symbols:
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logger.info(f"开始回测 {symbol}")
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# 初始化ORB策略
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orb_strategy = ORBStrategy(
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initial_capital=25000,
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max_leverage=4,
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risk_per_trade=0.01,
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commission_per_share=0.0005,
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is_us_stock=True,
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)
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# 1. 获取QQQ的5分钟日内数据（2024-2025，注意：yfinance免费版可能限制历史日内数据，建议用专业数据源）
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orb_strategy.fetch_intraday_data(
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symbol=symbol, start_date="2024-11-30", end_date="2025-08-30", interval="5m"
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)
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# 2. 生成ORB策略信号
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orb_strategy.generate_orb_signals()
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# 3. 回测策略（盈利目标10R）
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orb_strategy.backtest(profit_target_multiple=10)
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# 4. 绘制净值曲线
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orb_strategy.plot_equity_curve()
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if __name__ == "__main__":
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main() |