@@ -17,6 +17,7 @@ With AutoQuant, users can easily try ideas to create better Quant investment str
1717- [ Quick Start] ( #quick-start )
1818 - [ Installation] ( #installation )
1919 - [ Data Preparation] ( #data-preparation )
20+ - [ Backtest] ( #backtest )
2021- [ Advanced Topics] ( #advanced-topics )
2122 - [ Market] ( #market )
2223 - [ Metrics] ( #metrics )
@@ -47,15 +48,50 @@ from autoquant import Market
4748from datetime import date
4849
4950collector = Collector.default()
51+
5052data = collector.daily_prices(
5153 market = Market.SZ ,
5254 code = ' 002594' ,
5355 start = date(2021 , 11 , 1 ),
5456 end = date(2021 , 11 , 5 )
5557)
58+
59+ data = collector.quarter_statement(
60+ market = Market.SH ,
61+ code = ' 601318' ,
62+ quarter = date(2021 , 9 , 30 )
63+ )
5664
5765```
5866
67+ ## Backtest
68+
69+ ``` python
70+
71+
72+ from autoquant.collector import Collector
73+ from autoquant.workflow import Workflow
74+ from autoquant.broker import Broker
75+ from autoquant import Market
76+ from datetime import date
77+
78+ from autoquant.workflow import Workflow
79+ from autoquant.strategy import MA_CrossOver
80+
81+
82+ class SmaCross (MA_CrossOver ):
83+ params = dict (fast = 5 , slow = 20 )
84+
85+
86+ collector = Collector.default()
87+ broker = Broker.default(kick_start = 100000 , commission = 0.01 )
88+
89+ data = collector.daily_prices(market = Market.SZ , code = ' 002594' , start = date(2020 , 1 , 1 ), end = date(2021 , 11 , 1 ))
90+ w = Workflow().with_broker(broker).with_strategy(SmaCross).backtest(data)
91+
92+ w.visualize()
93+ ```
94+
5995# Advanced Topics
6096
6197## Market
0 commit comments