#!/usr/bin/env python
# coding: utf-8

# In[1]:


get_ipython().run_line_magic('matplotlib', 'inline')
get_ipython().run_line_magic('time', 'from hikyuu.interactive.interactive import *')

from pylab import plot


# # 示例：通道突破系统
# 
# 当价格突破20日高点时买入，当价格低于10日低点时卖出。

# In[2]:


#创建一个从2001年1月1日开始的账户，初始资金20万元
my_tm = crtTM(Datetime(200101010000), 200000)


# In[3]:


my_sys = SYS_Simple(tm=my_tm)


# In[4]:


def TurtleSG(self):
     n1 = self.getParam("n1")
     n2 = self.getParam("n2")
     k = self.getTO()
     c = CLOSE(k)
     h = REF(HHV(c, n1), 1) #前n日高点
     L = REF(LLV(c, n2), 1) #前n日低点
     for i in range(h.discard, len(k)):
         if (c[i] >= h[i]):
             self._addBuySignal(k[i].datetime)
         elif (c[i] <= L[i]):
             self._addSellSignal(k[i].datetime)


# In[5]:


my_sg = crtSG(TurtleSG, {'n1': 20, 'n2': 10}, 'TurtleSG')

my_mm = MM_FixedCount(1000)

s = sm['sz000001']
query = QueryByDate(Datetime(200101010000), Datetime(201705010000))

my_sys.mm = my_mm
my_sys.sg = my_sg
my_sys.run(s, query)


# In[6]:


calendar = sm.getTradingCalendar(query, 'SZ')
calendar


# In[7]:


x1 = my_tm.getFundsCurve(calendar, Query.DAY)


# In[8]:


PRICELIST(x1).plot()


# In[9]:


my_sys.mm = MM_FixedPercent(0.03)
my_sys.run(s, query)

x2 = my_tm.getFundsCurve(calendar, Query.DAY)
PRICELIST(x2).plot()


# In[10]:


my_sys.mm = MM_FixedRisk(1000)
my_sys.run(s, query)

x3 = my_tm.getFundsCurve(calendar, Query.DAY)
PRICELIST(x3).plot()


# In[11]:


my_sys.mm = MM_FixedCapital(1000)
my_sys.run(s, query)

x4 = my_tm.getFundsCurve(calendar, Query.DAY)
PRICELIST(x4).plot()


# In[12]:


ax = create_figure(1)

def x_plot(x, name, ax):
    px = PRICELIST(x)
    px.name = name
    px.plot(axes=ax, legend_on=True)

x_plot(x1, 'MM_FixedCount', ax)
x_plot(x2, 'MM_FixedPercent', ax)
x_plot(x3, 'MM_FixedRisk', ax)
x_plot(x3, 'MM_FixedCapital', ax)


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