本教程的目標(biāo)是快速介紹PyAlgoTrade。PyAlgoTrade的目標(biāo)是幫助您實現(xiàn)股票交易策略糠爬。假設(shè)您有一個交易策略的想法楣号，并且您希望使用歷史數(shù)據(jù)進(jìn)行評估，并查看其行為方式盆繁，那么PyAlgoTrade應(yīng)該允許您以最小的努力來做到這一點掀淘。
本教程是在UNIX環(huán)境中開發(fā)的，但將其適應(yīng)Windows環(huán)境的步驟應(yīng)該很簡單油昂。
PyAlgoTrade有6個主要組件：
- 策略（Strategies）
- 數(shù)據(jù)集（Feeds）
- 券商（Brokers）
- DataSeries
- 技術(shù)指標(biāo)?
- 優(yōu)化
策略
這些是您定義的實現(xiàn)交易邏輯的類革娄。何時購買倾贰，何時出售等
數(shù)據(jù)集
這些是提供抽象的數(shù)據(jù)。例如拦惋，您將使用CSV提要匆浙，從CSV（逗號分隔值）格式化的文件中加載條來將數(shù)據(jù)提供給策略。飼料不限于酒吧厕妖。例如首尼，有一個Twitter Feed可以將Twitter事件納入交易決策。
券商?
經(jīng)紀(jì)人負(fù)責(zé)執(zhí)行訂單言秸。
DataSeries
數(shù)據(jù)系列是用于管理時間序列數(shù)據(jù)的抽象软能。
技術(shù)指標(biāo)
這些是用于在DataSeries之上進(jìn)行計算的一組過濾器。例如SMA（簡單移動平均）举畸，RSI（相對強(qiáng)度指數(shù)）等查排。這些過濾器被建模為DataSeries裝飾器。
優(yōu)化
這些是一組允許您在不同計算機(jī)或在同一臺計算機(jī)中運行的不同進(jìn)程之間進(jìn)行回測的方法抄沮，或兩者??的組合跋核。它們使水平縮放變得容易。
說完這一切叛买，我們需要測試我們的策略的第一件事是一些數(shù)據(jù)砂代。讓我們使用Oracle 2000年的股票價格，我們將使用以下命令下載：
from pyalgotrade.tools import yahoofinance;
yahoofinance.download_daily_bars('orcl',2000,'orcl-2000.csv')
dw = pd.read_csv("orcl-2000.csv")
dw
Date Open High Low Close Volume Adj Close
0 2000-12-29 30.875000 31.312500 28.6875 29.062500 31702200 26.469546
1 2000-12-28 30.562500 31.625000 30.3750 31.062500 25053600 28.291106
2 2000-12-27 30.375000 31.062500 29.3750 30.687500 26437500 27.949563
3 2000-12-26 31.500000 32.187500 30.0000 30.937500 20589500 28.177258
4 2000-12-22 30.375000 31.984301 30.0000 31.875000 35568200 29.031115
5 2000-12-21 27.812500 30.250000 27.3125 29.500000 46719700 26.868012
6 2000-12-20 28.062500 29.812500 27.5000 28.500000 54440500 25.957232
7 2000-12-19 31.812500 33.125000 30.1250 30.625000 58653700 27.892640
8 2000-12-18 30.000000 32.437500 29.9375 32.000000 61640100 29.144962
9 2000-12-15 29.437500 30.078100 28.1875 28.562500 120004000 26.014156
10 2000-12-14 29.250000 29.937500 27.2500 27.500000 45894400 25.046452
11 2000-12-13 31.937500 32.000000 28.2500 28.375000 37933600 25.843385
12 2000-12-12 31.875000 32.500000 30.4062 30.750000 26481200 28.006487
13 2000-12-11 30.500000 32.250000 30.0000 31.937500 50279700 29.088039
14 2000-12-08 30.062500 30.625000 29.2500 30.062500 40052600 27.380326
15 2000-12-07 29.625000 29.937500 28.1250 28.312500 41088300 25.786461
16 2000-12-06 31.187500 31.625000 29.3125 30.187500 42125600 27.494173
17 2000-12-05 29.437500 31.500000 28.8750 31.500000 59754700 28.689572
18 2000-12-04 26.250000 28.875000 26.1875 28.187500 40710400 25.672613
19 2000-12-01 26.375000 27.875000 25.5000 26.437500 48663500 24.078748
20 2000-11-30 21.750000 27.625000 21.5000 26.500000 84386200 24.135672
21 2000-11-29 23.187500 23.625000 21.8125 22.875000 75409600 20.834094
22 2000-11-28 23.500000 23.812500 22.2500 22.656200 43075300 20.634816
23 2000-11-27 25.437500 25.812500 22.8750 23.125000 45665200 21.061789
24 2000-11-24 23.312500 24.250000 23.1250 24.125000 22443900 21.972569
25 2000-11-22 23.625000 24.062500 22.0625 22.312500 53315300 20.321780
26 2000-11-21 24.812500 25.625000 23.5000 23.875000 58647400 21.744874
27 2000-11-20 24.312500 25.875000 24.0000 24.750000 89778400 22.541807
28 2000-11-17 26.937500 29.250000 25.2500 28.812500 59636000 26.241851
29 2000-11-16 28.750000 29.812500 27.2500 27.375000 37986600 24.932604
... ... ... ... ... ... ... ...
222 2000-02-14 60.875000 62.250000 58.6250 62.187500 37599800 28.319568
223 2000-02-11 62.500000 64.750000 58.7500 59.687500 55774000 27.181093
224 2000-02-10 60.000000 62.625000 58.0000 62.312500 45288600 28.376492
225 2000-02-09 60.062500 61.312500 58.8125 59.937500 52471600 27.294940
226 2000-02-08 60.750000 61.437500 59.0000 59.562500 55718000 27.124169
227 2000-02-07 59.312500 60.000000 58.8750 59.937500 44691200 27.294940
228 2000-02-04 57.625000 58.250000 56.8125 57.812500 40916000 26.327236
229 2000-02-03 55.375000 57.000000 54.2500 56.687500 55533200 25.814923
230 2000-02-02 54.937500 56.000000 54.0000 54.312500 63933000 24.733371
231 2000-02-01 51.250000 54.312500 50.0000 54.000000 57105600 24.591062
232 2000-01-31 47.937500 50.125000 47.0625 49.953098 68148000 22.748143
233 2000-01-28 51.500000 51.937500 46.6250 47.375000 86394000 21.574103
234 2000-01-27 55.812500 56.687500 50.0000 51.812500 61054000 23.594896
235 2000-01-26 56.750000 58.937500 55.0000 55.062500 47569200 25.074914
236 2000-01-25 55.062500 57.500000 54.8750 56.437500 53059200 25.701075
237 2000-01-24 60.250000 60.375000 54.0000 54.187500 50022400 24.676448
238 2000-01-21 61.500000 61.500000 59.0000 59.687500 50891000 27.181093
239 2000-01-20 59.000000 60.250000 58.1250 59.250000 54526800 26.981860
240 2000-01-19 56.125000 58.250000 54.0000 57.125000 49198400 26.014156
241 2000-01-18 107.875000 114.500000 105.6250 111.250000 66780000 25.331071
242 2000-01-14 109.000000 111.375000 104.7500 106.812500 57078000 24.320674
243 2000-01-13 108.500000 109.875000 103.5000 105.062500 55779200 23.922208
244 2000-01-12 112.250000 112.250000 103.6875 105.625000 83443600 24.050286
245 2000-01-11 112.625000 114.750000 109.5000 112.375000 86585200 25.587228
246 2000-01-10 108.000000 116.000000 105.5000 115.750000 91518000 26.355698
247 2000-01-07 95.000000 103.500000 93.5625 103.375000 91755600 23.537972
248 2000-01-06 100.156197 105.000000 94.6875 96.000000 109880000 21.858722
249 2000-01-05 101.625000 106.375000 96.0000 102.000000 166054000 23.224892
250 2000-01-04 115.500000 118.625000 105.0000 107.687500 116824800 24.519907
251 2000-01-03 124.625000 125.187500 111.6250 118.125000 98114800 26.896474
