from akquant import Strategy, Bar

class MyStrategy(Strategy):
    warmup_period = 20  # 预热数据长度

    def __init__(self, param1=10):
        self.param1 = param1

    def on_start(self):
        self.subscribe("600000")

    def on_bar(self, bar: Bar):
        # 核心交易逻辑
        history = self.get_history(self.param1, bar.symbol, "close")
        if len(history) < self.param1:
            return

        import numpy as np
        ma = np.mean(history)
        pos = self.get_position(bar.symbol)

        if bar.close > ma and pos == 0:
            self.buy(bar.symbol, 100)
        elif bar.close < ma and pos > 0:
            self.sell(bar.symbol, 100)

from akquant import run_backtest

result = run_backtest(
    strategy=MyStrategy,
    data=df,
    symbol="600000",
    initial_cash=500_000.0,
    commission_rate=0.0003,
    stamp_tax_rate=0.001,
    t_plus_one=True,  # A 股 T+1 规则
    warmup_period=20,
    execution_mode="NextOpen",
)

from akquant.config import RiskConfig

result = run_backtest(
    ...,
    risk_config=RiskConfig(
        max_position_pct=0.10,  # 单标的持仓不超过 10%
        max_account_drawdown=0.20,  # 最大回撤 20%
        max_daily_loss=0.05,  # 单日亏损 5%
    ),
)

from akquant import run_grid_search, run_walk_forward

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class CrossSectionStrategy(Strategy):
    def __init__(self):
        self.universe = ["sh600519", "sz000858", "sh601318"]

    def on_start(self):
        self.add_daily_timer("14:55:00", "rebalance")

    def on_timer(self, payload):
        if payload != "rebalance":
            return

        # 计算所有标分数
        scores = {}
        for symbol in self.universe:
            history = self.get_history(20, symbol, "close")
            scores[symbol] = (history[-1] - history[0]) / history[0]

        # 选出最佳标的并调仓
        best = max(scores, key=scores.get)
        self.order_target_percent(0.95, symbol=best)

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my-quant-strategy/
├── .venv/              # 虚拟环境（uv 自动创建）
├── pyproject.toml      # 项目配置
├── uv.lock             # 依赖锁定文件
├── strategies/         # 策略脚本
│   ├── ma_strategy.py
│   └── cross_section.py
└── data/               # 数据文件
    └── stock_data.csv

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def on_bar(self, bar: Bar):
    closes = self.get_history(20, bar.symbol, "close")
    if len(closes) < 20:
        return
    ma = np.mean(closes)
    pos = self.get_position(bar.symbol)
    if bar.close > ma and pos == 0:
        self.buy(bar.symbol, 100)
    elif bar.close < ma and pos > 0:
        self.sell(bar.symbol, pos)

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from akquant import Strategy, Bar
import numpy as np

class DualMAStrategy(Strategy):
    warmup_period = 30

    def __init__(self, fast=10, slow=20):
        self.fast = fast
        self.slow = slow
        self.warmup_period = slow + 1

    def on_bar(self, bar: Bar):
        fast_ma = np.mean(self.get_history(self.fast, bar.symbol, "close"))
        slow_ma = np.mean(self.get_history(self.slow, bar.symbol, "close"))

        pos = self.get_position(bar.symbol)
        if fast_ma > slow_ma and pos == 0:
            self.buy(bar.symbol, 100)
        elif fast_ma < slow_ma and pos > 0:
            self.sell(bar.symbol, pos)

from akquant import Strategy, Bar, run_backtest
from akquant.config import RiskConfig
import numpy as np

class TrendStrategy(Strategy):
    warmup_period = 20

    def __init__(self, ma_window=20, stop_loss=0.05):
        self.ma_window = ma_window
        self.stop_loss = stop_loss

    def on_bar(self, bar: Bar):
        ma = np.mean(self.get_history(self.ma_window, bar.symbol, "close"))
        pos = self.get_position(bar.symbol)

        if bar.close > ma * 1.02 and pos == 0:
            self.buy(bar.symbol, 100)
        elif bar.close < ma * 0.98 and pos > 0:
            self.sell(bar.symbol, pos)

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from akquant import Strategy, run_backtest
import numpy as np

class MomentumRotation(Strategy):
    def __init__(self, lookback=20):
        self.lookback = lookback
        self.universe = ["sh600519", "sz000858", "sh601318"]
        self.warmup_period = lookback + 1

    def on_start(self):
        for symbol in self.universe:
            self.subscribe(symbol)
        self.add_daily_timer("14:55:00", "rebalance")

    def on_timer(self, payload):
        if payload != "rebalance":
            return

        scores = {}
        for symbol in self.universe:
            closes = self.get_history(self.lookback, symbol, "close")
            if len(closes) < self.lookback:
                return
            scores[symbol] = (closes[-1] - closes[0]) / closes[0]

        # 选出最佳标的，持仓 95%
        best = max(scores, key=scores.get)
        self.order_target_percent(0.95, symbol=best)