写了一个简单的期货双均线策略，如有错误地方，请指正(^__^)
import datetime
import matplotlib.pyplot as plt
# 获取主力合约代码
future_code = get_dominant_future('RB')
# 当前日期和上一个日期
dt = datetime.datetime.now().date()
last_day = dt - datetime.timedelta(days=1)
start_day = dt - datetime.timedelta(days=365*2)
ma5_list = []
ma60_list = []
day_list = []
count = 0
for i in range(365*2):
count += 1
today = start_day + datetime.timedelta(days=i)
# 获取期货对应的历史价格
price = get_price(security=future_code,
end_date=today,
frequency='daily',
fields=['close'],
skip_paused=False,
fq='pre',
count=100)
# 求出上一个交易日的m5均线值与ma60值
last_ma5 = price.iloc[-5:]['close'].mean()
last_ma60 = price.iloc[-60:]['close'].mean()
ma5_list.append(last_ma5)
ma60_list.append(last_ma60)
day_list.append(count)
# 求出三个交易日之前的ma5与ma60值
# old_ma5 = price.iloc[-5-2:-2]['close'].mean()
# old_ma60 = price.iloc[-60-2:-2]['close'].mean()
plt.plot(day_list,ma5_list,'r')
plt.plot(day_list,ma60_list,'g')
plt.legend(['ma5', 'ma60'], loc=0)
plt.show()
