{"id":386,"date":"2025-06-14T23:00:48","date_gmt":"2025-06-14T15:00:48","guid":{"rendered":"https:\/\/khsci.com\/khQuant\/?page_id=386"},"modified":"2026-03-01T01:07:48","modified_gmt":"2026-02-28T17:07:48","slug":"chapter12","status":"publish","type":"page","link":"https:\/\/khsci.com\/khQuant\/chapter12\/","title":{"rendered":"3.1 \u56de\u6d4b\u6846\u67b6\u521d\u63a2\uff1aAPI\u4e0e\u57fa\u672c\u7ed3\u6784"},"content":{"rendered":"<p>\u5982\u679c\u8bf4\u524d\u5341\u4e00\u7ae0\u662f\u5bf9\u8f6f\u4ef6\u64cd\u4f5c\u7684\u6307\u5357\uff0c\u76f8\u5bf9\u6613\u4e8e\u638c\u63e1\uff0c\u90a3\u4e48\u672c\u7ae0\u5c06\u6df1\u5165\u5230\u6574\u4e2a\u7cfb\u7edf\u7684\u6838\u5fc3\u2014\u2014\u56de\u6d4b\u6846\u67b6\u3002\u672c\u7ae0\u662f\u5b9e\u73b0\u91cf\u5316\u4ea4\u6613\u601d\u60f3\u7684\u5173\u952e\uff0c\u65e8\u5728\u4e3a\u5f00\u53d1\u8005\u63d0\u4f9b\u4e00\u4e2a\u5173\u4e8e&#8221;\u770b\u6d77\u91cf\u5316\u4ea4\u6613\u7cfb\u7edf&#8221;\u7b56\u7565\u6846\u67b6\u7684\u76f4\u89c2\u7406\u89e3\uff0c\u540e\u7eed\u5c06\u57fa\u4e8e\u6b64\u6846\u67b6\uff0c\u4e00\u6b65\u6b65\u6784\u5efa\u5c5e\u4e8e\u81ea\u5df1\u7684\u4ea4\u6613\u7b56\u7565\u3002\u6211\u4eec\u5c06\u91cd\u70b9\u4ecb\u7ecd\u7b56\u7565\u6587\u4ef6\u7684\u57fa\u672c\u7ed3\u6784\u3001\u6838\u5fc3\u56de\u8c03\u51fd\u6570\uff0c\u4ee5\u53ca\u4e0e\u6846\u67b6\u4ea4\u4e92\u7684\u5173\u952eAPI\u3002<br \/>\n\u9700\u8981\u6ce8\u610f\u7684\u662f\uff0c\u672c\u8282\u6240\u8bb2\u5230\u7684API\u662f\u5168\u529f\u80fd\u7684\uff0c\u5c24\u5176\u662f\u56de\u8c03\u51fd\u6570\u7684\u5165\u53e3\u53c2\u6570\u4f7f\u7528\u8d77\u6765\u8f83\u4e3a\u590d\u6742\uff0c\u5bf9\u6b64\u6211\u5f00\u53d1\u4e86\u4e00\u7cfb\u5217\u4fbf\u4e8e\u4f7f\u7528\u7684\u51fd\u6570\uff0c\u6bd4\u5982\u5feb\u901f\u67e5\u8be2\u5f53\u524d\u65f6\u95f4\u3001\u5feb\u901f\u67e5\u8be2\u5f53\u524d\u8d26\u6237\u8d44\u91d1\u3001\u5feb\u901f\u67e5\u8be2\u5f53\u524d\u6301\u4ed3\u60c5\u51b5\u3001\u5feb\u901f\u751f\u6210\u4ea4\u6613\u4fe1\u53f7\u7b49\u7b49\uff0c\u8fd9\u4e9b\u51fd\u6570\u5de5\u5177\u5c06\u5728\u540e\u9762\u7ae0\u8282\u4e2d\u8be6\u7ec6\u4ecb\u7ecd\u3002\u56e0\u6b64\u5bf9\u4e8e\u672c\u7ae0\u7684\u5185\u5bb9\uff0c\u5927\u5bb6\u53ef\u4ee5\u5148\u5927\u4f53\u6d4f\u89c8\uff0c\u5bf9\u6846\u67b6\u7ed3\u6784\u6709\u4e00\u4e2a\u76f4\u89c2\u7684\u611f\u77e5\uff0c\u540e\u7eed\u7ae0\u8282\u4e2d\u6211\u5c06\u4f1a\u5bf9\u5982\u4f55\u4f7f\u7528\u51fd\u6570\u548cAPI\u4e3e\u4e00\u4e9b\u5e94\u7528\u6848\u4f8b\uff0c\u5c4a\u65f6\u6709\u4e0d\u660e\u767d\u7684\u53ef\u518d\u884c\u67e5\u9605\u3002<\/p>\n<hr \/>\n<h2>\u7b56\u7565\u6846\u67b6\u662f\u4ec0\u4e48<\/h2>\n<p>\u5bf9\u4e8e\u6bcf\u4e00\u4f4d\u4ea4\u6613\u8005\u800c\u8a00\uff0c\u5fc3\u4e2d\u90fd\u6709\u4e00\u5957\u72ec\u7279\u7684\u4ea4\u6613\u903b\u8f91\u3002\u91cf\u5316\u4ea4\u6613\u7684\u672c\u8d28\uff0c\u4fbf\u662f\u5c06\u8fd9\u5957\u903b\u8f91\u8f6c\u5316\u4e3a\u4ee3\u7801\uff0c\u8ba9\u8ba1\u7b97\u673a\u53bb\u6267\u884c\u3002\u7136\u800c\uff0c\u4ece\u96f6\u5f00\u59cb\u7f16\u5199\u4e00\u5957\u5b8c\u6574\u7684\u4ea4\u6613\u7a0b\u5e8f\u662f\u590d\u6742\u4e14\u8017\u65f6\u7684\uff0c\u9700\u8981\u5904\u7406\u6570\u636e\u83b7\u53d6\u3001\u8ba2\u5355\u7ba1\u7406\u3001\u98ce\u9669\u63a7\u5236\u3001\u4e8b\u4ef6\u9a71\u52a8\u7b49\u4e00\u7cfb\u5217\u7e41\u7410\u7684\u5e95\u5c42\u4efb\u52a1\u3002<\/p>\n<p><strong>\u7b56\u7565\u6846\u67b6<\/strong>\u6b63\u662f\u4e3a\u4e86\u89e3\u51b3\u8fd9\u4e00\u95ee\u9898\u800c\u751f\u3002\u53ef\u4ee5\u5c06\u5b83\u7406\u89e3\u4e3a\u4e00\u4e2a\u534a\u6210\u54c1\u7684\u4ea4\u6613\u673a\u5668\u4eba\uff0c\u5b83\u5df2\u7ecf\u4e3a\u5f00\u53d1\u8005\u642d\u5efa\u597d\u4e86\u575a\u5b9e\u7684\u9aa8\u67b6\uff0c\u5904\u7406\u4e86\u6240\u6709\u4e0e\u4ea4\u6613\u903b\u8f91\u65e0\u5173\u7684\u6280\u672f\u7ec6\u8282\u3002\u5f00\u53d1\u8005\u53ea\u9700\u8981\u4e13\u6ce8\u4e8e\u7b56\u7565\u672c\u8eab\uff0c\u5c06\u4ea4\u6613\u601d\u60f3\u586b\u5145\u5230\u6846\u67b6\u9884\u7559\u7684\u63a5\u53e3\u4e2d\uff0c\u5373\u53ef\u5feb\u901f\u6784\u5efa\u51fa\u529f\u80fd\u5b8c\u5907\u3001\u7a33\u5b9a\u53ef\u9760\u7684\u81ea\u52a8\u5316\u4ea4\u6613\u7b56\u7565\u3002<\/p>\n<p>\u4e3a\u4e86\u8d34\u8fd1\u4e3b\u6d41\u7684\u91cf\u5316\u5b9e\u8df5\u548c\u7528\u6237\u4e60\u60ef\uff0c<code>khQuant<\/code> \u5b9a\u4e49\u4e86\u4e00\u5957\u7b26\u5408\u76f4\u89c9\u7684\u7b56\u7565\u6846\u67b6\u3002\u5b83\u4e3b\u8981\u5305\u542b\u56db\u4e2a\u6838\u5fc3\u90e8\u5206\uff0c\u5206\u522b\u5bf9\u5e94\u7b56\u7565\u751f\u547d\u5468\u671f\u4e2d\u7684\u4e0d\u540c\u9636\u6bb5\uff1a<\/p>\n<ul>\n<li><strong>\u521d\u59cb\u5316 (<code>init<\/code>)<\/strong>: \u7b56\u7565\u5f00\u59cb\u8fd0\u884c\u65f6\uff0c\u7528\u4e8e\u8fdb\u884c\u5168\u5c40\u8bbe\u7f6e\uff0c\u4ec5\u6267\u884c\u4e00\u6b21\u3002<\/li>\n<li><strong>\u76d8\u524d\u56de\u8c03 (<code>khPreMarket<\/code>)<\/strong>: \u6bcf\u4e2a\u4ea4\u6613\u65e5\u5f00\u76d8\u524d\uff0c\u7528\u4e8e\u6267\u884c\u6bcf\u65e5\u7684\u51c6\u5907\u5de5\u4f5c\u3002<\/li>\n<li><strong>\u4e3b\u56de\u8c03 (<code>khHandlebar<\/code>)<\/strong>: \u5728\u76d8\u4e2d\u6839\u636e\u8bbe\u5b9a\u7684\u9891\u7387\u88ab\u53cd\u590d\u8c03\u7528\uff0c\u662f\u7b56\u7565\u903b\u8f91\u7684\u6838\u5fc3\u3002<\/li>\n<li><strong>\u76d8\u540e\u56de\u8c03 (<code>khPostMarket<\/code>)<\/strong>: \u6bcf\u4e2a\u4ea4\u6613\u65e5\u6536\u76d8\u540e\uff0c\u7528\u4e8e\u6267\u884c\u5f53\u65e5\u7684\u590d\u76d8\u548c\u6e05\u7406\u4efb\u52a1\u3002<\/li>\n<\/ul>\n<p>\u8fd9\u56db\u4e2a\u90e8\u5206\u5747\u4ee5\u51fd\u6570\u7684\u5f62\u5f0f\u5b58\u5728\u4e8e\u7b56\u7565\u6587\u4ef6\u4e2d\u3002\u6846\u67b6\u4f1a\u5728\u7279\u5b9a\u7684\u65f6\u95f4\u70b9\u81ea\u52a8\u8c03\u7528\u8fd9\u4e9b\u51fd\u6570\uff0c\u5e76\u5c06\u5305\u542b\u5f53\u524d\u5e02\u573a\u884c\u60c5\u3001\u8d26\u6237\u8d44\u91d1\u3001\u6301\u4ed3\u60c5\u51b5\u7b49\u6240\u6709\u5fc5\u8981\u4fe1\u606f\u7684 <code>data<\/code> \u5bf9\u8c61\u4f5c\u4e3a\u53c2\u6570\u4f20\u9012\u7ed9\u5b83\u4eec\u3002\u5728\u51fd\u6570\u4e2d\u5b8c\u6210\u903b\u8f91\u5224\u65ad\u540e\uff0c\u53ea\u9700\u8fd4\u56de\u6807\u51c6\u7684\u4ea4\u6613\u6307\u4ee4\uff08\u6211\u4eec\u79f0\u4e4b\u4e3a&#8221;\u4fe1\u53f7&#8221;\uff09\uff0c\u6846\u67b6\u4fbf\u4f1a\u81ea\u52a8\u6267\u884c\u540e\u7eed\u7684\u4e0b\u5355\u64cd\u4f5c\u3002\u8fd9\u79cd\u8bbe\u8ba1\u6781\u5927\u5730\u7b80\u5316\u4e86\u7b56\u7565\u7f16\u5199\u7684\u590d\u6742\u5ea6\uff0c\u4f7f\u5f00\u53d1\u8005\u53ef\u4ee5\u805a\u7126\u4e8e\u7b56\u7565\u903b\u8f91\u672c\u8eab\uff0c\u800c\u975e\u5e95\u5c42\u5b9e\u73b0\u3002<\/p>\n<hr \/>\n<h2>1 \u7b56\u7565\u6846\u67b6\u4e00\u89c8<\/h2>\n<p>\u4e00\u4e2a\u7b56\u7565\u6587\u4ef6\u672c\u8d28\u4e0a\u662f\u4e00\u4e2a\u6807\u51c6\u7684Python\u811a\u672c\uff0c\u901a\u8fc7\u5b9e\u73b0\u6846\u67b6\u9884\u5b9a\u4e49\u7684\u4e00\u7cfb\u5217\u51fd\u6570\u6765\u5b8c\u6210\u7b56\u7565\u903b\u8f91\u3002\u4ee5\u4e0b\u662f\u4e00\u4e2a\u7b56\u7565\u6587\u4ef6\u7684\u6700\u7b80\u5316\u7ed3\u6784\uff0c\u5b83\u5305\u542b\u4e86\u6240\u6709\u4e3b\u8981\u7684\u56de\u8c03\u51fd\u6570\uff0c\u53ef\u4ee5\u4f5c\u4e3a\u5f00\u59cb\u7f16\u5199\u65b0\u7b56\u7565\u7684\u6a21\u677f\u3002<\/p>\n<pre><code class=\"language-python line-numbers\">from typing import Dict, List\n\ndef init(stock_list, data):\n    \"\"\"\n    \u7b56\u7565\u521d\u59cb\u5316\u51fd\u6570\uff0c\u5728\u4efb\u52a1\u5f00\u59cb\u65f6\u4ec5\u6267\u884c\u4e00\u6b21\u3002\n    \u7528\u4e8e\u5b9a\u4e49\u5168\u5c40\u53d8\u91cf\u3001\u52a0\u8f7d\u5916\u90e8\u6570\u636e\u7b49\u3002\n    \"\"\"\n    pass\n\ndef khHandlebar(data: Dict) -&gt; List[Dict]:\n    \"\"\"\n    \u7b56\u7565\u6838\u5fc3\u903b\u8f91\uff0c\u4f1a\u88ab\u6846\u67b6\u6839\u636e\u8bbe\u5b9a\u7684\u9891\u7387\u53cd\u590d\u8c03\u7528\u3002\n    \u8d1f\u8d23\u884c\u60c5\u5224\u65ad\u548c\u751f\u6210\u4ea4\u6613\u4fe1\u53f7\u3002\n    \"\"\"\n    signals = []\n    return signals\n\ndef khPreMarket(data: Dict) -&gt; List[Dict]:\n    \"\"\"\n    \u76d8\u524d\u5904\u7406\u51fd\u6570\uff08\u53ef\u9009\uff09\u3002\n    \u5728\u6bcf\u65e5\u5f00\u76d8\u524d\u7684\u6307\u5b9a\u65f6\u95f4\u70b9\u8c03\u7528\u3002\n    \"\"\"\n    signals = []\n    return signals\n\ndef khPostMarket(data: Dict) -&gt; List[Dict]:\n    \"\"\"\n    \u76d8\u540e\u5904\u7406\u51fd\u6570\uff08\u53ef\u9009\uff09\u3002\n    \u5728\u6bcf\u65e5\u6536\u76d8\u540e\u7684\u6307\u5b9a\u65f6\u95f4\u70b9\u8c03\u7528\u3002\n    \"\"\"\n    signals = []\n    return signals\n<\/code><\/pre>\n<hr \/>\n<h2>2 \u6838\u5fc3\u56de\u8c03\u51fd\u6570\u8be6\u89e3<\/h2>\n<p>\u6846\u67b6\u901a\u8fc7\u5728\u7279\u5b9a\u65f6\u673a\u8c03\u7528\u7b56\u7565\u6587\u4ef6\u4e2d\u7684\u7279\u5b9a\u51fd\u6570\u6765\u9a71\u52a8\u7b56\u7565\u8fd0\u884c\u3002\u5f00\u53d1\u8005\u9700\u8981\u6839\u636e\u9700\u6c42\u5b9e\u73b0\u8fd9\u4e9b\u51fd\u6570\u3002\u4e3a\u4e86\u66f4\u597d\u5730\u7406\u89e3\uff0c\u53ef\u4ee5\u53c2\u8003\u6211\u4eec\u63d0\u4f9b\u7684 <code>strategies\/MACD.py<\/code> \u7b56\u7565\u793a\u4f8b\u6587\u4ef6\uff0c\u5b83\u5c55\u793a\u4e86\u5982\u4f55\u5b9e\u73b0\u4e00\u4e2a\u5b8c\u6574\u7684\u7b56\u7565\u3002<\/p>\n<h3>2.1 <code>init(stock_list, data)<\/code> &#8211; \u521d\u59cb\u5316\u51fd\u6570<\/h3>\n<ul>\n<li><strong>\u6267\u884c\u65f6\u673a<\/strong>\uff1a\u5728\u6574\u4e2a\u56de\u6d4b\u6216\u4ea4\u6613\u4efb\u52a1\u5f00\u59cb\u65f6\uff0c\u88ab\u6846\u67b6<strong>\u8c03\u7528\u4e00\u6b21<\/strong>\u3002<\/li>\n<li><strong>\u6838\u5fc3\u4f5c\u7528<\/strong>\uff1a\u7528\u4e8e\u6267\u884c\u7b56\u7565\u7684\u5168\u5c40\u521d\u59cb\u5316\u4efb\u52a1\uff0c\u5982\u8bbe\u7f6e\u53c2\u6570\u3001\u52a0\u8f7d\u6570\u636e\u7b49\u3002<\/li>\n<li><strong>\u53c2\u6570\u8bf4\u660e<\/strong>\uff1a\n<ul>\n<li><code>stock_list<\/code> (list): \u6846\u67b6\u4f20\u5165\u7684\u80a1\u7968\u6c60\u5217\u8868\uff0c\u4f8b\u5982 <code>['000001.SZ', '600000.SH']<\/code>\u3002<\/li>\n<li><code>data<\/code> (dict): \u4e00\u4e2a\u5305\u542b\u521d\u59cb\u5316\u65f6\u523b\u4e0a\u4e0b\u6587\u4fe1\u606f\u7684\u5b57\u5178\u3002\u5176\u5185\u90e8\u8be6\u7ec6\u7ed3\u6784\u5982\u4e0b\uff1a<\/li>\n<li><strong><code>__current_time__<\/code><\/strong> (dict): \u5305\u542b\u5f53\u524d\u65f6\u95f4\u4fe1\u606f\u7684\u5b57\u5178\u3002\n<ul>\n<li><code>timestamp<\/code>: (int) \u6807\u51c6Unix\u65f6\u95f4\u6233\u3002<\/li>\n<li><code>datetime<\/code>: (str) \u683c\u5f0f\u4e3a &#8220;YYYY-MM-DD HH:MM:SS&#8221; \u7684\u65e5\u671f\u65f6\u95f4\u5b57\u7b26\u4e32\u3002<\/li>\n<li><code>date<\/code>: (str) \u683c\u5f0f\u4e3a &#8220;YYYY-MM-DD&#8221; \u7684\u65e5\u671f\u5b57\u7b26\u4e32\u3002<\/li>\n<li><code>time<\/code>: (str) \u683c\u5f0f\u4e3a &#8220;HH:MM:SS&#8221; \u7684\u65f6\u95f4\u5b57\u7b26\u4e32\u3002<\/li>\n<\/ul>\n<\/li>\n<li><strong><code>__account__<\/code><\/strong> (dict): \u5305\u542b\u8d26\u6237\u8d44\u91d1\u4fe1\u606f\u7684\u5b57\u5178\u3002\n<ul>\n<li><code>account_type<\/code>: (str) \u8d26\u6237\u7c7b\u578b (\u4f8b\u5982, &#8216;STOCK&#8217;)\u3002<\/li>\n<li><code>account_id<\/code>: (str) \u8d26\u6237ID\u3002<\/li>\n<li><code>cash<\/code>: (float) \u5f53\u524d\u53ef\u7528\u8d44\u91d1\u3002<\/li>\n<li><code>frozen_cash<\/code>: (float) \u51bb\u7ed3\u8d44\u91d1\u3002<\/li>\n<li><code>market_value<\/code>: (float) \u6301\u4ed3\u5e02\u503c\u3002<\/li>\n<li><code>total_asset<\/code>: (float) \u603b\u8d44\u4ea7\u3002<\/li>\n<li><code>benchmark<\/code>: (str) \u57fa\u51c6\u6307\u6570\u4ee3\u7801\u3002<\/li>\n<\/ul>\n<\/li>\n<li><strong><code>__positions__<\/code><\/strong> (dict): \u5305\u542b\u6301\u4ed3\u4fe1\u606f\u7684\u5b57\u5178\uff0c\u5728\u521d\u59cb\u5316\u65f6\u901a\u5e38\u4e3a\u7a7a <code>{}<\/code>\u3002<\/li>\n<li><strong><code>__framework__<\/code><\/strong> (object): \u6846\u67b6\u6838\u5fc3\u7c7b\u7684\u5b9e\u4f8b\u3002\u5b83\u5305\u542b\u4e86\u6700\u5168\u9762\u7684\u6846\u67b6\u4fe1\u606f\u548c\u529f\u80fd\u63a5\u53e3\u3002\u5982\u679c\u5176\u4ed6\u4e0a\u4e0b\u6587\u53c2\u6570\u4e0d\u5305\u542b\u6240\u9700\u4fe1\u606f\uff0c\u53ef\u4ee5\u5c1d\u8bd5\u901a\u8fc7\u6b64\u5bf9\u8c61\u83b7\u53d6\u3002<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<h3>2.2 <code>khHandlebar(data)<\/code> &#8211; \u7b56\u7565\u4e3b\u903b\u8f91\u51fd\u6570<\/h3>\n<ul>\n<li><strong>\u6267\u884c\u65f6\u673a<\/strong>\uff1a\u6839\u636e\u4e3b\u754c\u9762&#8221;\u8fd0\u884c\u9a71\u52a8\u533a&#8221;\u8bbe\u7f6e\u7684<strong>\u89e6\u53d1\u65b9\u5f0f<\/strong>\uff0c\u88ab\u6846\u67b6\u53cd\u590d\u3001\u9ad8\u9891\u5730\u8c03\u7528\u3002<\/li>\n<li><strong>\u6838\u5fc3\u4f5c\u7528<\/strong>\uff1a\u8fd9\u662f\u5b9e\u73b0\u4ea4\u6613\u7b56\u7565\u6838\u5fc3\u903b\u8f91\u7684\u5730\u65b9\uff0c\u5305\u62ec\u884c\u60c5\u5224\u65ad\u3001\u4fe1\u53f7\u751f\u6210\u3001\u4e0b\u5355\u7b49\u3002<\/li>\n<li><strong>\u53c2\u6570\u8bf4\u660e<\/strong>\uff1a\n<ul>\n<li><code>data<\/code> (dict): \u5305\u542b\u5f53\u524d\u65f6\u95f4\u70b9\u6240\u6709\u53ef\u7528\u4fe1\u606f\u7684\u5b57\u5178\uff0c\u5176\u7ed3\u6784\u4e3a\uff1a<\/li>\n<li><strong><code>__current_time__<\/code><\/strong> (dict): \u5305\u542b\u5f53\u524d\u65f6\u95f4\u4fe1\u606f\u7684\u5b57\u5178\u3002\n<ul>\n<li><code>timestamp<\/code>: (int) \u6807\u51c6Unix\u65f6\u95f4\u6233\u3002<\/li>\n<li><code>datetime<\/code>: (str) \u683c\u5f0f\u4e3a &#8220;YYYY-MM-DD HH:MM:SS&#8221; \u7684\u65e5\u671f\u65f6\u95f4\u5b57\u7b26\u4e32\u3002<\/li>\n<li><code>date<\/code>: (str) \u683c\u5f0f\u4e3a &#8220;YYYY-MM-DD&#8221; \u7684\u65e5\u671f\u5b57\u7b26\u4e32\u3002<\/li>\n<li><code>time<\/code>: (str) \u683c\u5f0f\u4e3a &#8220;HH:MM:SS&#8221; \u7684\u65f6\u95f4\u5b57\u7b26\u4e32\u3002<\/li>\n<\/ul>\n<\/li>\n<li><strong><code>__account__<\/code><\/strong> (dict): \u5305\u542b\u8d26\u6237\u8d44\u91d1\u4fe1\u606f\u7684\u5b57\u5178\u3002\n<ul>\n<li><code>account_type<\/code>: (str) \u8d26\u6237\u7c7b\u578b\u3002<\/li>\n<li><code>account_id<\/code>: (str) \u8d26\u6237ID\u3002<\/li>\n<li><code>cash<\/code>: (float) \u5f53\u524d\u53ef\u7528\u8d44\u91d1\u3002<\/li>\n<li><code>frozen_cash<\/code>: (float) \u51bb\u7ed3\u8d44\u91d1\u3002<\/li>\n<li><code>market_value<\/code>: (float) \u6301\u4ed3\u5e02\u503c\u3002<\/li>\n<li><code>total_asset<\/code>: (float) \u603b\u8d44\u4ea7\u3002<\/li>\n<li><code>benchmark<\/code>: (str) \u57fa\u51c6\u6307\u6570\u4ee3\u7801\u3002<\/li>\n<\/ul>\n<\/li>\n<li><strong><code>__positions__<\/code><\/strong> (dict): \u5305\u542b\u5f53\u524d\u6301\u4ed3\u4fe1\u606f\u7684\u5b57\u5178\u3002\u5176\u7ed3\u6784\u4e3a <code>{\u80a1\u7968\u4ee3\u7801: \u6301\u4ed3\u8be6\u60c5}<\/code>\u3002\u6301\u4ed3\u8be6\u60c5\u662f\u4e00\u4e2a\u5b57\u5178\uff0c\u5305\u542b\u4e86\u8be5\u80a1\u7968\u7684\u8be6\u7ec6\u6301\u4ed3\u4fe1\u606f\uff0c\u5176\u5185\u90e8\u5b57\u6bb5\u5982\u4e0b\uff1a\n<ul>\n<li><code>account_type<\/code>: (int) \u8d26\u6237\u7c7b\u578b\u3002<\/li>\n<li><code>account_id<\/code>: (str) \u8d26\u6237ID\u3002<\/li>\n<li><code>stock_code<\/code>: (str) \u80a1\u7968\u4ee3\u7801\u3002<\/li>\n<li><code>volume<\/code>: (int) \u6301\u4ed3\u6570\u91cf\u3002<\/li>\n<li><code>can_use_volume<\/code>: (int) \u53ef\u7528\u6570\u91cf\uff08\u53ef\u5356\u51fa\u6570\u91cf\uff09\u3002<\/li>\n<li><code>open_price<\/code>: (float) \u5f53\u65e5\u5f00\u76d8\u4ef7\u3002<\/li>\n<li><code>market_value<\/code>: (float) \u6301\u4ed3\u5e02\u503c\u3002<\/li>\n<li><code>frozen_volume<\/code>: (int) \u51bb\u7ed3\u6570\u91cf\u3002<\/li>\n<li><code>on_road_volume<\/code>: (int) \u5728\u9014\u6570\u91cf\u3002<\/li>\n<li><code>yesterday_volume<\/code>: (int) \u6628\u65e5\u6301\u4ed3\u6570\u91cf\u3002<\/li>\n<li><code>avg_price<\/code>: (float) \u6301\u4ed3\u6210\u672c\u4ef7\u3002<\/li>\n<li><code>current_price<\/code>: (float) \u5f53\u524d\u5e02\u4ef7\u3002<\/li>\n<li><code>direction<\/code>: (int) \u6301\u4ed3\u65b9\u5411\u3002<\/li>\n<li><code>profit<\/code>: (float) \u6301\u4ed3\u6d6e\u52a8\u76c8\u4e8f\u3002<\/li>\n<li><code>profit_ratio<\/code>: (float) \u6301\u4ed3\u76c8\u4e8f\u7387\u3002<\/li>\n<\/ul>\n<\/li>\n<li><strong><code>__framework__<\/code><\/strong> (object): \u6846\u67b6\u6838\u5fc3\u7c7b\u7684\u5b9e\u4f8b\u3002\u5b83\u5305\u542b\u4e86\u6700\u5168\u9762\u7684\u6846\u67b6\u4fe1\u606f\u548c\u529f\u80fd\u63a5\u53e3\u3002\u5982\u679c\u5176\u4ed6\u4e0a\u4e0b\u6587\u53c2\u6570\u4e0d\u5305\u542b\u6240\u9700\u4fe1\u606f\uff0c\u53ef\u4ee5\u5c1d\u8bd5\u901a\u8fc7\u6b64\u5bf9\u8c61\u83b7\u53d6\u3002<\/li>\n<li><strong><code>[\u80a1\u7968\u4ee3\u7801]<\/code><\/strong> (pandas.Series): \u4ee5\u80a1\u7968\u4ee3\u7801\uff08\u5982<code>'000001.SZ'<\/code>\uff09\u4e3a\u952e\uff0c\u503c\u4e3a\u4e00\u4e2aPandas Series\u5bf9\u8c61\uff0c\u5305\u542b\u4e86\u8be5\u80a1\u7968\u5728\u5f53\u524d\u65f6\u95f4\u70b9\u7684\u6240\u6709\u884c\u60c5\u5b57\u6bb5\uff08\u5982<code>open<\/code>, <code>high<\/code>, <code>low<\/code>, <code>close<\/code>, <code>volume<\/code>\u7b49\uff09\u3002<\/li>\n<\/ul>\n<\/li>\n<li><strong>\u8fd4\u56de\u503c<\/strong>:\n<ul>\n<li>\u8be5\u51fd\u6570\u9700\u8981\u8fd4\u56de\u4e00\u4e2a<strong>\u4ea4\u6613\u4fe1\u53f7\u5217\u8868<\/strong> (<code>List[Dict]<\/code>)\u3002\u6846\u67b6\u5728\u6536\u5230\u8fd4\u56de\u7684\u5217\u8868\u540e\uff0c\u4f1a\u81ea\u52a8\u89e3\u6790\u5176\u4e2d\u7684\u6bcf\u4e00\u6761\u6307\u4ee4\uff0c\u5e76\u8c03\u7528\u5e95\u5c42\u7684\u4ea4\u6613\u63a5\u53e3\u53bb\u6267\u884c\u3002\u5982\u679c\u5217\u8868\u4e3a\u7a7a\uff0c\u5219\u6846\u67b6\u8ba4\u4e3a\u5f53\u524d\u65f6\u95f4\u70b9\u65e0\u4efb\u4f55\u64cd\u4f5c\u3002<\/li>\n<li>\u4e00\u4e2a\u6807\u51c6\u7684\u4ea4\u6613\u4fe1\u53f7\u5b57\u5178\u5305\u542b\u4ee5\u4e0b\u952e\u503c\u5bf9\uff1a<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<table>\n<thead>\n<tr>\n<th>\u952e (Key)<\/th>\n<th>\u7c7b\u578b (Type)<\/th>\n<th>\u5fc5\u586b<\/th>\n<th>\u8bf4\u660e<\/th>\n<\/tr>\n<\/thead>\n<tbody>\n<tr>\n<td><code>code<\/code><\/td>\n<td>str<\/td>\n<td>\u662f<\/td>\n<td>\u80a1\u7968\u4ee3\u7801\uff0c\u5fc5\u987b\u662f\u6807\u51c6\u7684QMT\u683c\u5f0f\uff0c\u4f8b\u5982 <code>'000001.SZ'<\/code> \u6216 <code>'600036.SH'<\/code>\u3002<\/td>\n<\/tr>\n<tr>\n<td><code>action<\/code><\/td>\n<td>str<\/td>\n<td>\u662f<\/td>\n<td>\u4ea4\u6613\u52a8\u4f5c\u3002\u53ef\u9009\u503c\u4e3a &#8216;buy&#8217; (\u4e70\u5165) \u6216 &#8216;sell&#8217; (\u5356\u51fa)\u3002<\/td>\n<\/tr>\n<tr>\n<td><code>price<\/code><\/td>\n<td>float<\/td>\n<td>\u662f<\/td>\n<td>\u4ea4\u6613\u4ef7\u683c\u3002<\/td>\n<\/tr>\n<tr>\n<td><code>volume<\/code><\/td>\n<td>int<\/td>\n<td>\u662f<\/td>\n<td>\u4ea4\u6613\u6570\u91cf\uff0c\u5fc5\u987b\u662f100\u7684\u6574\u6570\u500d\u3002<\/td>\n<\/tr>\n<tr>\n<td><code>reason<\/code><\/td>\n<td>str<\/td>\n<td>\u5426<\/td>\n<td>\u4ea4\u6613\u539f\u56e0\u6216\u5907\u6ce8\u3002\u6b64\u4fe1\u606f\u4f1a\u663e\u793a\u5728\u65e5\u5fd7\u548c\u4ea4\u6613\u8bb0\u5f55\u4e2d\u3002<\/td>\n<\/tr>\n<tr>\n<td><code>timestamp<\/code><\/td>\n<td>int<\/td>\n<td>\u5426<\/td>\n<td>\u4fe1\u53f7\u751f\u6210\u65f6\u7684\u65f6\u95f4\u6233\u3002<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<ul>\n<li>\u5173\u4e8e\u4fe1\u53f7\u5b57\u5178\u7684\u66f4\u8be6\u7ec6\u8bf4\u660e\uff0c\u8bf7\u53c2\u8003 <strong>12.7 \u4ea4\u6613\u4fe1\u53f7\u8be6\u89e3<\/strong>\u3002<\/li>\n<\/ul>\n<h3>2.3 <code>khPreMarket(data)<\/code> &#8211; \u76d8\u524d\u5904\u7406\u51fd\u6570\uff08\u53ef\u9009\uff09<\/h3>\n<ul>\n<li><strong>\u6267\u884c\u65f6\u673a<\/strong>\uff1a\u5728\u6bcf\u4e2a\u4ea4\u6613\u65e5\u7684\u6307\u5b9a\u76d8\u524d\u65f6\u95f4\u70b9\uff08\u598209:00\uff09\u88ab\u8c03\u7528\u4e00\u6b21\u3002\u8be5\u529f\u80fd\u9700\u8981\u5728\u4e3b\u754c\u9762&#8221;\u76d8\u524d\u76d8\u540e\u89e6\u53d1\u8bbe\u7f6e&#8221;\u4e2d\u52fe\u9009&#8221;\u89e6\u53d1\u76d8\u524d\u56de\u8c03&#8221;\u624d\u4f1a\u751f\u6548\u3002<\/li>\n<li><strong>\u53c2\u6570 <code>data<\/code><\/strong>\uff1a\u5176\u7ed3\u6784\u4e0e <code>khHandlebar<\/code> \u51fd\u6570\u7684 <code>data<\/code> <strong>\u5b8c\u5168\u76f8\u540c<\/strong>\u3002\u5b83\u5305\u542b\u4e86<strong>\u5f53\u5929\u7b2c\u4e00\u4e2a\u884c\u60c5\u6570\u636e\u70b9<\/strong>\u7684\u6240\u6709\u4fe1\u606f\uff0c\u5305\u62ec\u8d26\u6237\u3001\u6301\u4ed3\u3001\u4ee5\u53ca\u80a1\u7968\u6c60\u5185\u6240\u6709\u80a1\u7968\u5728\u8be5\u65f6\u523b\u7684\u884c\u60c5\u6570\u636e\u3002<\/li>\n<li><strong>\u8fd4\u56de\u503c<\/strong>\uff1a\u4e0e <code>khHandlebar<\/code> \u7c7b\u4f3c\uff0c\u8fd4\u56de\u4e00\u4e2a\u4ea4\u6613\u4fe1\u53f7\u5217\u8868 (<code>List[Dict]<\/code>)\u3002<\/li>\n<li><strong>\u5e38\u89c1\u7528\u9014<\/strong>\uff1a\n<ul>\n<li>\u6bcf\u65e5\u9009\u80a1\u3001\u8ba1\u7b97\u56e0\u5b50\u3002<\/li>\n<li>\u91cd\u7f6e\u5f53\u65e5\u7684\u4ea4\u6613\u72b6\u6001\u6216\u8ba1\u6570\u5668\u3002<\/li>\n<li>\u63d0\u524d\u4e0b\u8fbe\u4e00\u4e9b\u96c6\u5408\u7ade\u4ef7\u9636\u6bb5\u7684\u9884\u57cb\u5355\u3002<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<h3>2.4 <code>khPostMarket(data)<\/code> &#8211; \u76d8\u540e\u5904\u7406\u51fd\u6570\uff08\u53ef\u9009\uff09<\/h3>\n<ul>\n<li><strong>\u6267\u884c\u65f6\u673a<\/strong>\uff1a\u5728\u6bcf\u4e2a\u4ea4\u6613\u65e5\u7684\u6307\u5b9a\u76d8\u540e\u65f6\u95f4\u70b9\uff08\u598215:30\uff09\u88ab\u8c03\u7528\u4e00\u6b21\u3002\u8be5\u529f\u80fd\u9700\u8981\u5728\u4e3b\u754c\u9762&#8221;\u76d8\u524d\u76d8\u540e\u89e6\u53d1\u8bbe\u7f6e&#8221;\u4e2d\u52fe\u9009&#8221;\u89e6\u53d1\u76d8\u540e\u56de\u8c03&#8221;\u624d\u4f1a\u751f\u6548\u3002<\/li>\n<li><strong>\u53c2\u6570 <code>data<\/code><\/strong>\uff1a\u5176\u7ed3\u6784\u4e0e <code>khHandlebar<\/code> \u51fd\u6570\u7684 <code>data<\/code> <strong>\u5b8c\u5168\u76f8\u540c<\/strong>\u3002\u5b83\u5305\u542b\u4e86<strong>\u5f53\u5929\u6700\u540e\u4e00\u4e2a\u884c\u60c5\u6570\u636e\u70b9<\/strong>\u7684\u6240\u6709\u4fe1\u606f\uff0c\u5305\u62ec\u8d26\u6237\u3001\u6301\u4ed3\u3001\u4ee5\u53ca\u80a1\u7968\u6c60\u5185\u6240\u6709\u80a1\u7968\u5728\u8be5\u65f6\u523b\u7684\u884c\u60c5\u6570\u636e\u3002<\/li>\n<li><strong>\u8fd4\u56de\u503c<\/strong>\uff1a\u4e0e <code>khHandlebar<\/code> \u7c7b\u4f3c\uff0c\u8fd4\u56de\u4e00\u4e2a\u4ea4\u6613\u4fe1\u53f7\u5217\u8868 (<code>List[Dict]<\/code>)\u3002<\/li>\n<li><strong>\u5e38\u89c1\u7528\u9014<\/strong>\uff1a\n<ul>\n<li>\u5f53\u65e5\u4ea4\u6613\u590d\u76d8\u3001\u4e1a\u7ee9\u5f52\u56e0\u5206\u6790\u3002<\/li>\n<li>\u4fdd\u5b58\u5f53\u65e5\u7684\u7b56\u7565\u72b6\u6001\u6216\u6570\u636e\u5230\u672c\u5730\u6587\u4ef6\u3002<\/li>\n<li>\u6e05\u7406\u5f53\u65e5\u6301\u4ed3\uff0c\u6216\u4e3a\u4e0b\u4e00\u4e2a\u4ea4\u6613\u65e5\u505a\u51c6\u5907\u3002<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<hr \/>\n<h2>3 \u83b7\u53d6\u65f6\u95f4\u6570\u636e<\/h2>\n<p>\u5728\u7b56\u7565\u4e2d\uff0c\u6240\u6709\u65f6\u95f4\u76f8\u5173\u7684\u4fe1\u606f\u90fd\u50a8\u5b58\u5728 <code>data['__current_time__']<\/code> \u8fd9\u4e2a\u5b57\u5178\u4e2d\u3002\u901a\u8fc7\u8bbf\u95ee\u5b83\uff0c\u53ef\u4ee5\u83b7\u53d6\u5230\u7b56\u7565\u5f53\u524d\u6267\u884c\u70b9\u7684\u7cbe\u786e\u65f6\u95f4\u3002<\/p>\n<ul>\n<li><code>data['__current_time__']['timestamp']<\/code>: \u8fd4\u56de\u4e00\u4e2a\u6574\u6570\u5f62\u5f0f\u7684Unix\u65f6\u95f4\u6233\u3002<\/li>\n<li><code>data['__current_time__']['datetime']<\/code>: \u8fd4\u56de <code>YYYY-MM-DD HH:MM:SS<\/code> \u683c\u5f0f\u7684\u5b57\u7b26\u4e32\uff0c\u6700\u5e38\u7528\u3002<\/li>\n<li><code>data['__current_time__']['date']<\/code>: \u8fd4\u56de <code>YYYY-MM-DD<\/code> \u683c\u5f0f\u7684\u65e5\u671f\u5b57\u7b26\u4e32\u3002<\/li>\n<li><code>data['__current_time__']['time']<\/code>: \u8fd4\u56de <code>HH:MM:SS<\/code> \u683c\u5f0f\u7684\u65f6\u95f4\u5b57\u7b26\u4e32\u3002<\/li>\n<\/ul>\n<p><strong>\u793a\u4f8b\uff1a\u5b9e\u73b0\u7b80\u5355\u7684\u62e9\u65f6\u903b\u8f91<\/strong><\/p>\n<pre><code class=\"language-python line-numbers\">def khHandlebar(data: Dict) -&gt; List[Dict]:\n    time_info = data['__current_time__']\n\n    # \u83b7\u53d6\u5f53\u524d\u65f6\u95f4\u5b57\u7b26\u4e32\uff0c\u5982 '09:31:00'\n    current_time = time_info['time']\n\n    # \u7b80\u5355\u7684\u4ea4\u6613\u65f6\u95f4\u63a7\u5236\uff1a\u53ea\u5728\u4e0a\u534810\u70b9\u540e\u3001\u4e0b\u53482\u70b9\u534a\u524d\u8fdb\u884c\u4ea4\u6613\u5224\u65ad\n    if \"10:00:00\" &lt; current_time &lt; \"14:30:00\":\n        # \u5728\u8fd9\u91cc\u7f16\u5199\u4e3b\u8981\u7684\u7b56\u7565\u903b\u8f91...\n        print(\"\u5904\u4e8e\u4ea4\u6613\u65f6\u95f4\u6bb5\uff0c\u6267\u884c\u7b56\u7565\u3002\")\n    else:\n        # \u975e\u4ea4\u6613\u65f6\u95f4\u6bb5\uff0c\u4e0d\u6267\u884c\u4efb\u4f55\u64cd\u4f5c\n        print(\"\u975e\u4ea4\u6613\u65f6\u95f4\u6bb5\uff0c\u8df3\u8fc7\u3002\")\n\n    return []\n<\/code><\/pre>\n<hr \/>\n<h2>4 \u83b7\u53d6\u8d26\u6237\u6570\u636e<\/h2>\n<p>\u8d26\u6237\u7684\u8d44\u91d1\u72b6\u51b5\u4fe1\u606f\u50a8\u5b58\u5728 <code>data['__account__']<\/code> \u5b57\u5178\u4e2d\uff0c\u5b83\u63d0\u4f9b\u4e86\u8d26\u6237\u8d44\u4ea7\u7684\u5b9e\u65f6\u5feb\u7167\u3002<\/p>\n<ul>\n<li><code>data['__account__']['cash']<\/code>: (float) \u5f53\u524d\u53ef\u7528\u4e8e\u4ea4\u6613\u7684\u73b0\u91d1\u3002<\/li>\n<li><code>data['__account__']['market_value']<\/code>: (float) \u6240\u6709\u6301\u4ed3\u6309\u5f53\u524d\u5e02\u4ef7\u8ba1\u7b97\u7684\u603b\u5e02\u503c\u3002<\/li>\n<li><code>data['__account__']['total_asset']<\/code>: (float) \u603b\u8d44\u4ea7\uff0c\u5373 <code>cash<\/code> + <code>market_value<\/code>\u3002<\/li>\n<li><code>data['__account__']['frozen_cash']<\/code>: (float) \u56e0\u6302\u5355\u800c\u51bb\u7ed3\u7684\u8d44\u91d1\u3002<\/li>\n<\/ul>\n<p><strong>\u793a\u4f8b\uff1a\u6839\u636e\u8d44\u91d1\u52a8\u6001\u8ba1\u7b97\u4e70\u5165\u91cf<\/strong><\/p>\n<pre><code class=\"language-python line-numbers\">def khHandlebar(data: Dict) -&gt; List[Dict]:\n    account = data['__account__']\n\n    # \u83b7\u53d6\u5f53\u524d\u53ef\u7528\u8d44\u91d1\n    available_cash = account['cash']\n\n    # \u8bbe\u5b9a\u4e00\u4e2a\u76ee\u6807\u4ed3\u4f4d\uff1a\u4f7f\u7528\u5f53\u524d\u53ef\u7528\u8d44\u91d1\u768420%\n    cash_to_use = available_cash * 0.2\n\n    # \u83b7\u53d6 '000001.SZ' \u7684\u5f53\u524d\u4ef7\u683c\n    stock_data = data.get('000001.SZ')\n    if stock_data is not None and not stock_data.empty:\n        stock_price = stock_data['close']\n\n        # \u8ba1\u7b97\u7406\u8bba\u4e0a\u53ef\u4ee5\u4e70\u5165\u591a\u5c11\u80a1\uff0c\u5e76\u5411\u4e0b\u53d6\u6574\u5230100\u7684\u500d\u6570\n        if stock_price &gt; 0:\n            volume_to_buy = int(cash_to_use \/ stock_price \/ 100) * 100\n            if volume_to_buy &gt; 0:\n                print(f\"\u8d44\u91d1\u5145\u8db3\uff0c\u8ba1\u5212\u4ee5 {stock_price} \u5143\u7684\u4ef7\u683c\u4e70\u5165 {volume_to_buy} \u80a1 000001.SZ\")\n                # \u6b64\u5904\u53ef\u4ee5\u6784\u5efa\u5e76\u8fd4\u56de\u4e00\u4e2a\u4e70\u5165\u4fe1\u53f7\n\n    return []\n<\/code><\/pre>\n<hr \/>\n<h2>5 \u83b7\u53d6\u6301\u4ed3\u6570\u636e<\/h2>\n<p>\u6301\u4ed3\u4fe1\u606f <code>data['__positions__']<\/code> \u662f\u4e00\u4e2a\u5b57\u5178\uff0c\u952e\u4e3a\u80a1\u7968\u4ee3\u7801\uff0c\u503c\u4e3a\u8be5\u80a1\u7968\u7684\u8be6\u7ec6\u6301\u4ed3\u4fe1\u606f\u5b57\u5178\u3002\u8fd9\u4f7f\u5f97\u68c0\u67e5\u7279\u5b9a\u6301\u4ed3\u3001\u83b7\u53d6\u6301\u4ed3\u7ec6\u8282\u53d8\u5f97\u975e\u5e38\u65b9\u4fbf\u3002<\/p>\n<p><strong>\u793a\u4f8b\uff1a\u5b9e\u73b0\u6301\u4ed3\u80a1\u7968\u7684\u6b62\u76c8\u6b62\u635f<\/strong><\/p>\n<pre><code class=\"language-python line-numbers\">def khHandlebar(data: Dict) -&gt; List[Dict]:\n    positions = data['__positions__']\n    signals = []\n\n    # \u68c0\u67e5\u662f\u5426\u6301\u6709 '600519.SH' (\u8d35\u5dde\u8305\u53f0)\n    if '600519.SH' in positions:\n        # \u83b7\u53d6\u8be5\u6301\u4ed3\u7684\u8be6\u7ec6\u4fe1\u606f\n        pos_info = positions['600519.SH']\n\n        volume = pos_info['volume']\n        profit_ratio = pos_info['profit_ratio'] # \u83b7\u53d6\u6301\u4ed3\u76c8\u4e8f\u7387\n\n        print(f\"\u6301\u6709 {volume} \u80a1 600519.SH\uff0c\u5f53\u524d\u76c8\u5229 {profit_ratio*100:.2f}%\")\n\n        # \u6b62\u76c8\u903b\u8f91\uff1a\u5982\u679c\u76c8\u5229\u8d85\u8fc710%\uff0c\u5c31\u5168\u90e8\u5356\u51fa\n        if profit_ratio &gt; 0.10:\n            sell_signal = {\n                'action': 'sell',\n                'code': '600519.SH',\n                'volume': volume, # \u5356\u51fa\u5168\u90e8\u6301\u4ed3\n                'remark': '\u76c8\u5229\u8d85\u8fc710%\uff0c\u6b62\u76c8'\n            }\n            signals.append(sell_signal)\n\n        # \u6b62\u635f\u903b\u8f91\uff1a\u5982\u679c\u4e8f\u635f\u8d85\u8fc75%\uff0c\u5c31\u5168\u90e8\u5356\u51fa\n        elif profit_ratio &lt; -0.05:\n            sell_signal = {\n                'action': 'sell',\n                'code': '600519.SH',\n                'volume': volume, # \u5356\u51fa\u5168\u90e8\u6301\u4ed3\n                'remark': '\u4e8f\u635f\u8d85\u8fc75%\uff0c\u6b62\u635f'\n            }\n            signals.append(sell_signal)\n\n    return signals\n<\/code><\/pre>\n<hr \/>\n<h2>6 \u83b7\u53d6\u5f53\u524d\u8fd0\u884c\u914d\u7f6e<\/h2>\n<p>\u5728\u67d0\u4e9b\u590d\u6742\u7684\u7b56\u7565\u573a\u666f\u4e2d\uff0c\u53ef\u80fd\u9700\u8981\u5728\u7b56\u7565\u903b\u8f91\u5185\u90e8\u83b7\u53d6\u5728GUI\u754c\u9762\u4e0a\u914d\u7f6e\u7684\u53c2\u6570\uff0c\u4f8b\u5982\u83b7\u53d6\u8bbe\u7f6e\u7684\u57fa\u51c6\u5408\u7ea6\u4ee3\u7801\uff0c\u6216\u8005\u6839\u636e\u4e0d\u540c\u7684\u624b\u7eed\u8d39\u914d\u7f6e\u8c03\u6574\u4ea4\u6613\u884c\u4e3a\u3002<\/p>\n<p>\u8fd9\u4e9b\u914d\u7f6e\u4fe1\u606f\u53ef\u4ee5\u901a\u8fc7 <code>data<\/code> \u4e2d\u7684 <code>__framework__<\/code> \u5bf9\u8c61\u8fdb\u884c\u8bbf\u95ee\u3002<\/p>\n<ul>\n<li><strong><code>data['__framework__'].config<\/code><\/strong>: \u8fd9\u662f\u4e00\u4e2a <code>khConfig.KhConfig<\/code> \u7c7b\u7684\u5b9e\u4f8b\uff0c\u6301\u6709\u672c\u6b21\u8fd0\u884c\u7684\u6240\u6709\u914d\u7f6e\u4fe1\u606f\u3002<\/li>\n<\/ul>\n<p><strong>\u793a\u4f8b\uff1a\u5728\u7b56\u7565\u4e2d\u83b7\u53d6\u57fa\u51c6\u5408\u7ea6\u548c\u624b\u7eed\u8d39\u914d\u7f6e<\/strong><\/p>\n<pre><code class=\"language-python line-numbers\">def init(stock_list, data):\n    # \u4ece\u6846\u67b6\u5bf9\u8c61\u4e2d\u83b7\u53d6\u914d\u7f6e\u5b9e\u4f8b\n    config = data['__framework__'].config\n\n    # \u8bfb\u53d6\u56de\u6d4b\u914d\u7f6e\u4e2d\u7684 'benchmark' \u53c2\u6570\n    benchmark_code = config.get_config('backtest.benchmark')\n    print(f\"\u5f53\u524d\u914d\u7f6e\u7684\u57fa\u51c6\u5408\u7ea6\u4e3a: {benchmark_code}\")\n\n    # \u8bfb\u53d6\u4ea4\u6613\u6210\u672c\u4e2d\u7684\u4f63\u91d1\u6bd4\u4f8b\n    commission_rate = config.get_config('backtest.trade_cost.commission_rate')\n    print(f\"\u5f53\u524d\u914d\u7f6e\u7684\u4f63\u91d1\u6bd4\u4f8b\u4e3a: {commission_rate}\")\n<\/code><\/pre>\n<hr \/>\n<h2>7 \u4ea4\u6613\u4fe1\u53f7\u8be6\u89e3<\/h2>\n<p>\u4ea4\u6613\u4fe1\u53f7\u662f\u7b56\u7565\u4e0e\u4ea4\u6613\u6267\u884c\u6a21\u5757\u6c9f\u901a\u7684\u552f\u4e00\u65b9\u5f0f\u3002\u5b83\u662f\u4e00\u4e2a\u5305\u542b\u4e86\u6240\u6709\u4ea4\u6613\u5fc5\u8981\u4fe1\u606f\u7684Python\u5b57\u5178\u3002<code>khHandlebar<\/code>\u3001<code>khPreMarket<\/code>\u3001<code>khPostMarket<\/code>\u7684\u8fd4\u56de\u503c\u4ee5\u53ca<code>__framework__.trade()<\/code>\u7684\u53c2\u6570\u90fd\u662f\u4ea4\u6613\u4fe1\u53f7\u3002<\/p>\n<p>\u4e00\u4e2a\u6807\u51c6\u7684\u4ea4\u6613\u4fe1\u53f7\u5b57\u5178\u5305\u542b\u4ee5\u4e0b\u952e\u503c\u5bf9\uff1a<\/p>\n<table>\n<thead>\n<tr>\n<th>\u952e (Key)<\/th>\n<th>\u7c7b\u578b (Type)<\/th>\n<th>\u5fc5\u586b<\/th>\n<th>\u8bf4\u660e<\/th>\n<\/tr>\n<\/thead>\n<tbody>\n<tr>\n<td><code>code<\/code><\/td>\n<td>str<\/td>\n<td>\u662f<\/td>\n<td>\u80a1\u7968\u4ee3\u7801\uff0c\u5fc5\u987b\u662f\u6807\u51c6\u7684QMT\u683c\u5f0f\uff0c\u4f8b\u5982<code>'000001.SZ'<\/code> \u6216 <code>'600036.SH'<\/code>\u3002<\/td>\n<\/tr>\n<tr>\n<td><code>action<\/code><\/td>\n<td>str<\/td>\n<td>\u662f<\/td>\n<td>\u4ea4\u6613\u52a8\u4f5c\u3002\u53ef\u9009\u503c\u4e3a &#8216;buy&#8217; (\u4e70\u5165) \u6216 &#8216;sell&#8217; (\u5356\u51fa)\u3002<\/td>\n<\/tr>\n<tr>\n<td><code>price<\/code><\/td>\n<td>float<\/td>\n<td>\u662f<\/td>\n<td>\u4ea4\u6613\u4ef7\u683c\u3002<\/td>\n<\/tr>\n<tr>\n<td><code>volume<\/code><\/td>\n<td>int<\/td>\n<td>\u662f<\/td>\n<td>\u4ea4\u6613\u6570\u91cf\uff0c\u5fc5\u987b\u662f100\u7684\u6574\u6570\u500d\u3002<\/td>\n<\/tr>\n<tr>\n<td><code>reason<\/code><\/td>\n<td>str<\/td>\n<td>\u5426<\/td>\n<td>\u4ea4\u6613\u539f\u56e0\u6216\u5907\u6ce8\u3002\u6b64\u4fe1\u606f\u4f1a\u663e\u793a\u5728\u65e5\u5fd7\u548c\u4ea4\u6613\u8bb0\u5f55\u4e2d\u3002<\/td>\n<\/tr>\n<tr>\n<td><code>timestamp<\/code><\/td>\n<td>int<\/td>\n<td>\u5426<\/td>\n<td>\u4fe1\u53f7\u751f\u6210\u65f6\u7684\u65f6\u95f4\u6233\u3002<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<p><strong>\u793a\u4f8b\uff1a<\/strong><\/p>\n<pre><code class=\"language-python line-numbers\"># \u4ee510.5\u5143\u7684\u4ef7\u683c\u4e70\u5165100\u80a1\u5e73\u5b89\u94f6\u884c\nsignal_1 = {\n    'code': '000001.SZ',\n    'action': 'buy',\n    'price': 10.5,\n    'volume': 100,\n    'reason': 'MACD\u91d1\u53c9\u4e70\u5165'\n}\n\n# \u4ee518.5\u5143\u7684\u4ef7\u683c\u5356\u51fa200\u80a1\u8d35\u5dde\u8305\u53f0\nsignal_2 = {\n    'code': '600519.SH',\n    'action': 'sell',\n    'price': 18.50,\n    'volume': 200,\n    'reason': '\u8fbe\u5230\u6b62\u76c8\u4f4d\u5356\u51fa'\n}\n<\/code><\/pre>\n<h2>8 \u5728\u7b56\u7565\u4e2d\u4f7f\u7528\u65e5\u5fd7<\/h2>\n<p>\u4e3a\u4e86\u65b9\u4fbf\u8c03\u8bd5\u548c\u76d1\u63a7\u7b56\u7565\u7684\u5185\u90e8\u72b6\u6001\uff0c\u53ef\u4ee5\u5728\u7b56\u7565\u4ee3\u7801\u4e2d\u76f4\u63a5\u8c03\u7528\u65e5\u5fd7\u8f93\u51fa\u529f\u80fd\uff0c\u5c06\u4fe1\u606f\u53d1\u9001\u5230\u770b\u6d77\u91cf\u5316\u4ea4\u6613\u7cfb\u7edf\u7684\u65e5\u5fd7\u7cfb\u7edf\uff08\u5305\u62ec\u754c\u9762\u548c\u6587\u4ef6\uff09\u3002<\/p>\n<p><strong>\u6838\u5fc3\u673a\u5236<\/strong>\uff1a\u6846\u67b6\u5df2\u7ecf\u5bf9Python\u5185\u7f6e\u7684 <code>logging<\/code> \u6a21\u5757\u8fdb\u884c\u4e86\u914d\u7f6e\u3002\u56e0\u6b64\uff0c\u5f00\u53d1\u8005\u65e0\u9700\u5173\u5fc3\u65e5\u5fd7\u7684\u5e95\u5c42\u5b9e\u73b0\uff0c\u53ea\u9700\u5728\u7b56\u7565\u4ee3\u7801\u4e2d\u5bfc\u5165 <code>logging<\/code> \u6a21\u5757\uff0c\u7136\u540e\u76f4\u63a5\u8c03\u7528\u5176\u6807\u51c6\u51fd\u6570\u5373\u53ef\u3002<\/p>\n<p><strong>\u4f7f\u7528\u65b9\u6cd5\uff1a<\/strong><\/p>\n<ol>\n<li>\u5728\u7b56\u7565\u6587\u4ef6\u9876\u90e8\u6dfb\u52a0 <code>import logging<\/code>\u3002<\/li>\n<li>\u5728\u4ee3\u7801\u4e2d\u8c03\u7528 <code>logging.info()<\/code>, <code>logging.warning()<\/code>, <code>logging.error()<\/code> \u7b49\u51fd\u6570\u3002<\/li>\n<\/ol>\n<p>\u65e5\u5fd7\u7ea7\u522b\u4e0e\u754c\u9762\u4e0a\u663e\u793a\u7684\u989c\u8272\u76f4\u63a5\u5bf9\u5e94\uff1a<\/p>\n<ul>\n<li><strong>\u666e\u901a\u4fe1\u606f (INFO)<\/strong>: \u4f7f\u7528 <code>logging.info(\"\u8fdb\u5165\u957f\u4ed3\u6761\u4ef6\u5224\u65ad\")<\/code> \u8f93\u51fa\u5e38\u89c4\u7684\u6d41\u7a0b\u4fe1\u606f\u6216\u53d8\u91cf\u72b6\u6001\u3002\u8fd9\u5bf9\u5e94\u754c\u9762\u4e0a\u7684 <strong>\u767d\u8272<\/strong> \u6587\u672c\u3002<\/li>\n<li><strong>\u8c03\u8bd5\u4fe1\u606f (DEBUG)<\/strong>: \u5982\u679c\u9700\u8981\u8f93\u51fa\u66f4\u8be6\u7ec6\u7684\u3001\u4ec5\u5728\u8c03\u8bd5\u65f6\u5173\u5fc3\u7684\u53d8\u91cf\u503c\u6216\u4e2d\u95f4\u8ba1\u7b97\u7ed3\u679c\uff0c\u53ef\u4ee5\u4f7f\u7528 <code>logging.debug(f\"\u5f53\u524dATR\u503c: {atr_value}\")<\/code>\u3002\u8fd9\u5bf9\u5e94\u754c\u9762\u4e0a\u7684 <strong>\u6d45\u7d2b\u8272<\/strong> \u6587\u672c\u3002\uff08\u6ce8\u610f\uff1a\u9ed8\u8ba4\u914d\u7f6e\u4e0b\uff0cDEBUG\u7ea7\u522b\u7684\u65e5\u5fd7\u53ef\u80fd\u4e0d\u4f1a\u663e\u793a\uff0c\u9700\u5728\u8bbe\u7f6e\u4e2d\u8c03\u6574\uff09<\/li>\n<li><strong>\u8b66\u544a\u4fe1\u606f (WARNING)<\/strong>: \u5f53\u7b56\u7565\u9047\u5230\u4e00\u4e9b\u975e\u81f4\u547d\u4f46\u9700\u8981\u6ce8\u610f\u7684\u60c5\u51b5\u65f6\uff0c\u6bd4\u5982\u67d0\u4e2a\u6570\u636e\u83b7\u53d6\u5931\u8d25\u4f46\u6709\u5907\u7528\u65b9\u6848\uff0c\u53ef\u4ee5\u4f7f\u7528 <code>logging.warning(\"\u65e0\u6cd5\u83b7\u53d6\u6700\u65b0\u884c\u60c5\uff0c\u4f7f\u7528\u4e0a\u4e00\u5468\u671f\u6570\u636e\u4ee3\u66ff\")<\/code>\u3002\u8fd9\u5bf9\u5e94\u754c\u9762\u4e0a\u7684 <strong>\u6a59\u8272<\/strong> \u6587\u672c\uff0c\u6bd4\u8f83\u9192\u76ee\u3002<\/li>\n<li><strong>\u9519\u8bef\u4fe1\u606f (ERROR)<\/strong>: \u5f53\u7b56\u7565\u53d1\u751f\u4e25\u91cd\u9519\u8bef\uff0c\u53ef\u80fd\u5bfc\u81f4\u540e\u7eed\u903b\u8f91\u65e0\u6cd5\u6b63\u5e38\u6267\u884c\u65f6\uff0c\u5e94\u4f7f\u7528 <code>logging.error(\"\u8ba1\u7b97\u6307\u6807\u65f6\u51fa\u73b0\u9664\u96f6\u9519\u8bef\")<\/code> \u3002\u8fd9\u5bf9\u5e94\u754c\u9762\u4e0a\u6700\u9192\u76ee\u7684 <strong>\u7ea2\u8272<\/strong> \u6587\u672c\uff0c\u5f3a\u70c8\u63d0\u793a\u9700\u8981\u68c0\u67e5\u95ee\u9898\u3002<\/li>\n<\/ul>\n<p><strong>\u793a\u4f8b\uff1a<\/strong><\/p>\n<pre><code class=\"language-python line-numbers\">import logging\nfrom typing import Dict, List\n\ndef khHandlebar(data: Dict) -&gt; List[Dict]:\n    # \u68c0\u67e5\u8d26\u6237\u73b0\u91d1\n    cash = data['__account__']['cash']\n    logging.info(f\"\u5f53\u524d\u53ef\u7528\u8d44\u91d1: {cash}\")\n\n    if cash &lt; 10000:\n        logging.warning(\"\u53ef\u7528\u8d44\u91d1\u4e0d\u8db31\u4e07\u5143\uff0c\u8df3\u8fc7\u672c\u6b21\u4ea4\u6613\u673a\u4f1a\u3002\")\n        return []\n\n    # ...\u540e\u7eed\u7b56\u7565\u903b\u8f91...\n    try:\n        # \u53ef\u80fd\u4f1a\u51fa\u9519\u7684\u4ee3\u7801\n        risky_value = 1 \/ 0\n    except Exception as e:\n        logging.error(f\"\u8ba1\u7b97\u98ce\u9669\u503c\u65f6\u53d1\u751f\u4e25\u91cd\u9519\u8bef: {e}\", exc_info=True) # exc_info=True\u4f1a\u8bb0\u5f55\u5b8c\u6574\u7684\u9519\u8bef\u5806\u6808\n\n    return []\n<\/code><\/pre>\n<h3>\u5982\u4f55\u8f93\u51fa\u9192\u76ee\u7684\u5185\u5bb9\uff1f<\/h3>\n<p>\u5982\u679c\u5e0c\u671b\u67d0\u6761\u65e5\u5fd7\u4fe1\u606f\u5728\u754c\u9762\u4e0a\u7279\u522b\u7a81\u51fa\uff0c\u6700\u76f4\u63a5\u7684\u65b9\u5f0f\u662f\u4f7f\u7528 <code>logging.warning()<\/code> \u6216 <code>logging.error()<\/code>\u3002<code>ERROR<\/code> \u7ea7\u522b\uff08\u7ea2\u8272\uff09\u6700\u4e3a\u9192\u76ee\uff0c\u901a\u5e38\u7528\u4e8e\u6307\u793a\u53d1\u751f\u4e86\u5fc5\u987b\u5904\u7406\u7684\u95ee\u9898\u3002<code>WARNING<\/code> \u7ea7\u522b\uff08\u6a59\u8272\uff09\u4e5f\u6bd4\u8f83\u7a81\u51fa\uff0c\u9002\u5408\u7528\u4e8e\u63d0\u793a\u6f5c\u5728\u98ce\u9669\u6216\u9700\u8981\u5173\u6ce8\u7684\u72b6\u6001\u3002\u8bf7\u6839\u636e\u4fe1\u606f\u7684\u91cd\u8981\u6027\u548c\u7d27\u6025\u7a0b\u5ea6\uff0c\u5ba1\u614e\u9009\u62e9\u5408\u9002\u7684\u7ea7\u522b\u8fdb\u884c\u8f93\u51fa\u3002<\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u5982\u679c\u8bf4\u524d\u5341\u4e00\u7ae0\u662f\u5bf9\u8f6f\u4ef6\u64cd\u4f5c\u7684\u6307\u5357\uff0c\u76f8\u5bf9\u6613\u4e8e\u638c\u63e1\uff0c\u90a3\u4e48\u672c\u7ae0\u5c06\u6df1\u5165\u5230\u6574\u4e2a\u7cfb\u7edf\u7684\u6838\u5fc3\u2014\u2014\u56de\u6d4b\u6846\u67b6\u3002\u672c\u7ae0\u662f\u5b9e\u73b0\u91cf\u5316\u4ea4\u6613 [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"template\/caidan.php","meta":{"_acf_changed":false,"footnotes":""},"class_list":["post-386","page","type-page","status-publish","hentry"],"acf":[],"_links":{"self":[{"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/pages\/386","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/comments?post=386"}],"version-history":[{"count":17,"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/pages\/386\/revisions"}],"predecessor-version":[{"id":1011,"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/pages\/386\/revisions\/1011"}],"wp:attachment":[{"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/media?parent=386"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}