三行代码跑回测¶
from qka import Data, Strategy, Broker, Backtest
class MyStrategy(Strategy):
def __init__(self):
super().__init__(cash=100_000)
def on_bar(self, date):
close = self.get('close')
if close is not None and '000001.SZ' in close.index:
self.broker.buy('000001.SZ', float(close['000001.SZ']), 100)
bt = Backtest(Data(['000001.SZ']), MyStrategy())
bt.run(benchmark='000300.SH')
bt.report()
安装¶
需要 Python 3.10 以上。
写策略¶
新建一个文件，比如 my_strategy.py：
from qka import Data, Strategy, Broker, Backtest
class BuyAndHold(Strategy):
"""买入平安银行，一直持有"""
def __init__(self, cash=100_000):
super().__init__(cash=cash)
self.bought = False
def on_bar(self, date):
"""每根 K 线调用一次"""
close = self.get('close')
if close is None or close.empty:
return
if not self.bought and '000001.SZ' in close.index:
price = float(close['000001.SZ'])
if price > 0:
# 用 20% 的资金买入，自动按手取整
size = self.sizing.percent(0.2, price)
if size > 0:
self.broker.buy('000001.SZ', price, size)
self.bought = True
on_bar(self, date)— 每根 K 线调一次，date 是当天日期self.get('close')— 取当天所有股票的收盘价self.sizing.percent(0.2, price)— 用可用资金的 20% 买入，自动按手取整self.broker.buy(symbol, price, size)— 买入
跑回测¶
数据会自动从 baostock 下载，存到本地缓存，下次直接读。
看结果¶
终端输出示例：
QKA 回测报告 — BuyAndHold
────────────────────────────────────────
初始资金: ¥100,000.00
最终资产: ¥178,233.45
总收益率: +78.23%
年化收益率: +11.34%
最大回撤: -32.15%
夏普比率: 0.68
交易次数: 1
胜率: 100.00%
────────────────────────────────────────
使用 HTML 报告：
浏览器打开一个包含净值曲线、月度收益热力图、交易明细的交互页面，手机上也能正常查看。
完整代码¶
以上步骤合并为完整代码：
from qka import Data, Strategy, Broker, Backtest
class BuyAndHold(Strategy):
def __init__(self, cash=100_000):
super().__init__(cash=cash)
self.bought = False
def on_bar(self, date):
close = self.get('close')
if close is None or close.empty:
return
if not self.bought and '000001.SZ' in close.index:
price = float(close['000001.SZ'])
if price > 0:
size = self.sizing.percent(0.2, price)
if size > 0:
self.broker.buy('000001.SZ', price, size)
self.bought = True
data = Data(symbols=['000001.SZ'])
bt = Backtest(data, BuyAndHold())
bt.run(benchmark='000300.SH')
bt.summary()
bt.report()
复制即可运行。