添加回测、模拟和实盘交易功能 #502
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添加回测、模拟和实盘交易功能 #502
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📝 WalkthroughWalkthrough新增了一个 Python 脚本 Changes
Sequence Diagram(s)sequenceDiagram
participant 用户 as 用户
participant Main as main()
participant API as TqApi
用户->>Main: 启动程序并选择交易模式
alt 回测模式
Main->>API: 调用 run_backtest() 初始化回测环境
else 模拟模式
Main->>API: 调用 run_simulation() 初始化模拟环境
else 实盘模式
Main->>API: 调用 run_real_trading() 初始化实盘环境
end
Poem
Warning Review ran into problems🔥 ProblemsErrors were encountered while retrieving linked issues. Errors (1)
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Actionable comments posted: 4
🧹 Nitpick comments (2)
example_run.py (2)
1-3: 导入部分结构良好，但可以考虑更加明确的导入方式代码导入了所需的模块，包括
date和多个tqsdk类。但为了更好的代码可读性和维护性，建议考虑使用更明确的导入语句。-from datetime import date -from tqsdk import TqApi, TqSim, TqAccount, TqBacktest, TqAuth +from datetime import date +from tqsdk import TqApi, TqSim, TqAccount, TqBacktest, TqAuth +import logging # 添加日志支持
25-27: 脚本入口点脚本入口点的结构正确，但缺少一些基本的启动设置。
if __name__ == "__main__": + # 设置基本日志配置 + import os + import logging + logging.basicConfig( + level=logging.INFO, + format='%(asctime)s - %(levelname)s - %(message)s' + ) + + # 检查是否有必要的环境变量 + required_vars = ["TQ_USERNAME", "TQ_PASSWORD"] + missing = [var for var in required_vars if not os.environ.get(var)] + if missing: + print(f"警告: 缺少必要的环境变量: {', '.join(missing)}") + print("请设置这些环境变量或在代码中提供这些值") + main()
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📒 Files selected for processing (1)
example_run.py(1 hunks)
🧰 Additional context used
🪛 Ruff (0.8.2)
example_run.py
5-5: Local variable api is assigned to but never used
Remove assignment to unused variable api
(F841)
8-8: Local variable api is assigned to but never used
Remove assignment to unused variable api
(F841)
11-11: Local variable api is assigned to but never used
Remove assignment to unused variable api
(F841)
Comment on lines
+13
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| def main(): | ||
| print("请选择运行模式: 1. 回测 2. 模拟 3. 实盘") | ||
| choice = input("输入选择(1/2/3): ") | ||
| if choice == '1': | ||
| run_backtest() | ||
| elif choice == '2': | ||
| run_simulation() | ||
| elif choice == '3': | ||
| run_real_trading() | ||
| else: | ||
| print("无效选择，请输入1, 2或3") | ||
|
|
There was a problem hiding this comment.
🛠️ Refactor suggestion
主函数需要增强错误处理和用户体验
主函数实现了基本功能，但缺乏适当的异常处理和用户体验优化。
建议修改为：
def main():
- print("请选择运行模式: 1. 回测 2. 模拟 3. 实盘")
- choice = input("输入选择(1/2/3): ")
- if choice == '1':
- run_backtest()
- elif choice == '2':
- run_simulation()
- elif choice == '3':
- run_real_trading()
- else:
- print("无效选择，请输入1, 2或3")
+ print("===============================")
+ print("交易系统 v1.0")
+ print("===============================")
+ print("请选择运行模式:")
+ print("1. 回测 - 使用历史数据测试策略")
+ print("2. 模拟 - 使用实时行情进行模拟交易")
+ print("3. 实盘 - 使用实际资金进行交易")
+ print("4. 退出")
+ print("===============================")
+ try:
+ choice = input("请输入选择(1/2/3/4): ")
+ if choice == '1':
+ run_backtest()
+ elif choice == '2':
+ run_simulation()
+ elif choice == '3':
+ confirm = input("确认要进行实盘交易吗？(y/n): ")
+ if confirm.lower() == 'y':
+ run_real_trading()
+ else:
+ print("已取消实盘交易")
+ main() # 返回主菜单
+ elif choice == '4':
+ print("感谢使用，再见！")
+ return
+ else:
+ print("无效选择，请输入1, 2, 3或4")
+ main() # 重新显示主菜单
+ except KeyboardInterrupt:
+ print("\n程序已被用户中断")
+ except Exception as e:
+ print(f"发生错误: {e}")📝 Committable suggestion
‼️ IMPORTANT
Carefully review the code before committing. Ensure that it accurately replaces the highlighted code, contains no missing lines, and has no issues with indentation. Thoroughly test & benchmark the code to ensure it meets the requirements.
Suggested change
| def main(): | |
| print("请选择运行模式: 1. 回测 2. 模拟 3. 实盘") | |
| choice = input("输入选择(1/2/3): ") | |
| if choice == '1': | |
| run_backtest() | |
| elif choice == '2': | |
| run_simulation() | |
| elif choice == '3': | |
| run_real_trading() | |
| else: | |
| print("无效选择，请输入1, 2或3") | |
| def main(): | |
| print("===============================") | |
| print("交易系统 v1.0") | |
| print("===============================") | |
| print("请选择运行模式:") | |
| print("1. 回测 - 使用历史数据测试策略") | |
| print("2. 模拟 - 使用实时行情进行模拟交易") | |
| print("3. 实盘 - 使用实际资金进行交易") | |
| print("4. 退出") | |
| print("===============================") | |
| try: | |
| choice = input("请输入选择(1/2/3/4): ") | |
| if choice == '1': | |
| run_backtest() | |
| elif choice == '2': | |
| run_simulation() | |
| elif choice == '3': | |
| confirm = input("确认要进行实盘交易吗？(y/n): ") | |
| if confirm.lower() == 'y': | |
| run_real_trading() | |
| else: | |
| print("已取消实盘交易") | |
| main() # 返回主菜单 | |
| elif choice == '4': | |
| print("感谢使用，再见！") | |
| return | |
| else: | |
| print("无效选择，请输入1, 2, 3或4") | |
| main() # 重新显示主菜单 | |
| except KeyboardInterrupt: | |
| print("\n程序已被用户中断") | |
| except Exception as e: | |
| print(f"发生错误: {e}") |
Comment on lines
+4
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+6
| def run_backtest(): | ||
| api = TqApi(backtest=TqBacktest(start_dt=date(2021, 1, 1), end_dt=date(2021, 12, 31)), web_gui=True, auth=TqAuth("13760685574", "xdy19870920")) | ||
|
|
There was a problem hiding this comment.
认证凭据硬编码及未使用的变量问题
这段代码存在几个问题：
- 认证凭据直接硬编码在代码中，这是一个安全风险
- 创建的
api变量从未被使用 - 缺少文档字符串说明函数用途
- 没有错误处理和资源清理
建议修改为：
-def run_backtest():
- api = TqApi(backtest=TqBacktest(start_dt=date(2021, 1, 1), end_dt=date(2021, 12, 31)), web_gui=True, auth=TqAuth("13760685574", "xdy19870920"))
+def run_backtest():
+ """回测交易模式，使用2021年全年数据进行回测"""
+ try:
+ # 从环境变量或配置文件获取凭据
+ username = os.environ.get("TQ_USERNAME")
+ password = os.environ.get("TQ_PASSWORD")
+
+ api = TqApi(backtest=TqBacktest(start_dt=date(2021, 1, 1), end_dt=date(2021, 12, 31)),
+ web_gui=True,
+ auth=TqAuth(username, password))
+
+ # 这里添加您的交易策略代码
+
+ # 等待策略运行
+ while True:
+ api.wait_update()
+ except Exception as e:
+ logging.error(f"回测过程中出现错误: {e}")
+ finally:
+ if api:
+ api.close()📝 Committable suggestion
‼️ IMPORTANT
Carefully review the code before committing. Ensure that it accurately replaces the highlighted code, contains no missing lines, and has no issues with indentation. Thoroughly test & benchmark the code to ensure it meets the requirements.
Suggested change
| def run_backtest(): | |
| api = TqApi(backtest=TqBacktest(start_dt=date(2021, 1, 1), end_dt=date(2021, 12, 31)), web_gui=True, auth=TqAuth("13760685574", "xdy19870920")) | |
| def run_backtest(): | |
| """回测交易模式，使用2021年全年数据进行回测""" | |
| try: | |
| # 从环境变量或配置文件获取凭据 | |
| username = os.environ.get("TQ_USERNAME") | |
| password = os.environ.get("TQ_PASSWORD") | |
| api = TqApi( | |
| backtest=TqBacktest(start_dt=date(2021, 1, 1), end_dt=date(2021, 12, 31)), | |
| web_gui=True, | |
| auth=TqAuth(username, password) | |
| ) | |
| # 这里添加您的交易策略代码 | |
| # 等待策略运行 | |
| while True: | |
| api.wait_update() | |
| except Exception as e: | |
| logging.error(f"回测过程中出现错误: {e}") | |
| finally: | |
| if api: | |
| api.close() |
🧰 Tools
🪛 Ruff (0.8.2)
5-5: Local variable api is assigned to but never used
Remove assignment to unused variable api
(F841)
Comment on lines
+10
to
+12
| def run_real_trading(): | ||
| api = TqApi(TqAccount("期货公司", "账户", "密码"), web_gui=True, auth=TqAuth("13760685574", "xdy19870920")) | ||
|
|
There was a problem hiding this comment.
实盘交易函数使用了占位符账户信息且存在相同问题
实盘交易函数不仅存在与前两个函数相同的问题，还使用了明显的占位符账户信息。
建议修改为：
-def run_real_trading():
- api = TqApi(TqAccount("期货公司", "账户", "密码"), web_gui=True, auth=TqAuth("13760685574", "xdy19870920"))
+def run_real_trading():
+ """实盘交易模式，使用真实账户进行交易"""
+ try:
+ # 从环境变量或配置文件获取凭据
+ username = os.environ.get("TQ_USERNAME")
+ password = os.environ.get("TQ_PASSWORD")
+ broker = os.environ.get("TQ_BROKER")
+ account = os.environ.get("TQ_ACCOUNT")
+ account_password = os.environ.get("TQ_ACCOUNT_PASSWORD")
+
+ if not all([broker, account, account_password, username, password]):
+ print("请先设置环境变量: TQ_BROKER, TQ_ACCOUNT, TQ_ACCOUNT_PASSWORD, TQ_USERNAME, TQ_PASSWORD")
+ return
+
+ api = TqApi(TqAccount(broker, account, account_password),
+ web_gui=True,
+ auth=TqAuth(username, password))
+
+ # 这里添加您的交易策略代码
+
+ # 等待策略运行
+ while True:
+ api.wait_update()
+ except Exception as e:
+ logging.error(f"实盘交易过程中出现错误: {e}")
+ finally:
+ if api:
+ api.close()Committable suggestion skipped: line range outside the PR's diff.
🧰 Tools
🪛 Ruff (0.8.2)
11-11: Local variable api is assigned to but never used
Remove assignment to unused variable api
(F841)
Comment on lines
+7
to
+9
| def run_simulation(): | ||
| api = TqApi(TqSim(init_balance=100000), web_gui=True, auth=TqAuth("13760685574", "xdy19870920")) | ||
|
|
There was a problem hiding this comment.
模拟交易函数存在相同的安全和资源管理问题
与回测函数类似，模拟交易函数存在安全凭据硬编码和资源管理问题。
建议修改为：
-def run_simulation():
- api = TqApi(TqSim(init_balance=100000), web_gui=True, auth=TqAuth("13760685574", "xdy19870920"))
+def run_simulation():
+ """模拟交易模式，初始资金为100000"""
+ try:
+ # 从环境变量或配置文件获取凭据
+ username = os.environ.get("TQ_USERNAME")
+ password = os.environ.get("TQ_PASSWORD")
+
+ api = TqApi(TqSim(init_balance=100000),
+ web_gui=True,
+ auth=TqAuth(username, password))
+
+ # 这里添加您的交易策略代码
+
+ # 等待策略运行
+ while True:
+ api.wait_update()
+ except Exception as e:
+ logging.error(f"模拟交易过程中出现错误: {e}")
+ finally:
+ if api:
+ api.close()Committable suggestion skipped: line range outside the PR's diff.
🧰 Tools
🪛 Ruff (0.8.2)
8-8: Local variable api is assigned to but never used
Remove assignment to unused variable api
(F841)
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