{"id":46303,"date":"2023-03-23T08:14:48","date_gmt":"2023-07-09T14:49:51","guid":{"rendered":"https:\/\/www.silicloud.com\/zh\/blog\/46303-2\/"},"modified":"2024-04-29T20:10:19","modified_gmt":"2024-04-29T12:10:19","slug":"46303-2","status":"publish","type":"post","link":"https:\/\/www.silicloud.com\/zh\/blog\/46303-2\/","title":{"rendered":""},"content":{"rendered":"<p>QuantX\u3092\u521d\u3081\u3066\u89e6\u3063\u305f\u6642\u3001\u3053\u308c\u30ed\u30fc\u30ab\u30eb\u3067\u958b\u767a\u3057\u305f\u3044\u3093\u3060\u3051\u3069\uff01\uff01\uff01\u3063\u3066\u601d\u3063\u3066\u305f\u306e\u3067\u3059\u304c\u3001\u805e\u3044\u305f\u3089\u3069\u3046\u3082\u5bc6\u304b\u306b\u305d\u306e\u6a5f\u80fd\u304c\u30ea\u30ea\u30fc\u30b9\u3055\u308c\u3066\u308b\u3063\u307d\u3044\u3068\u306e\u3053\u3068\u3067\u3001\u81ea\u5206\u3067\u3084\u3063\u3066\u307f\u305f\u306e\u3067\u4ee5\u4e0b\u624b\u9806\u3068\u82e5\u5e72\u8a70\u307e\u3063\u305f\u3068\u3053\u308d\u306a\u3069\u3067\u304d\u308b\u3060\u3051\u5206\u304b\u308a\u3084\u3059\u304f\u307e\u3068\u3081\u3066\u3044\u304d\u307e\u3059\u3002<\/p>\n<h1>\u524d\u6e96\u5099<\/h1>\n<p>\u3068\u308a\u304b\u304b\u308b\u524d\u306e\u81ea\u5206\u306e\u74b0\u5883\u306f<br \/>\n&#8211; Jupyter<br \/>\n&#8211; Docker<br \/>\n\u304c\u3042\u308b\u3068\u3044\u3046\u72b6\u6cc1\u3067\u3057\u305f\u3002<\/p>\n<p>\u300cJupyter\u3082Docker\u3082\u307e\u3060\u5165\u308c\u3066\u306a\u3044\u3088\u300d\u3068\u3044\u3046\u4eba\u306f\u3001<br \/>\n&#8211; Jupyter Lab \u306e\u30a4\u30f3\u30b9\u30c8\u30fc\u30eb\u3001\u8a2d\u5b9a\u304b\u3089\u52d5\u304b\u3059\u307e\u3067<br \/>\n&#8211; Docker\u3092Mac\u306b\u30a4\u30f3\u30b9\u30c8\u30fc\u30eb\u3059\u308b<br \/>\n\u306a\u3069\u3092\u53c2\u7167\u3057\u3066\u3082\u3089\u3048\u308b\u3068\u826f\u3044\u304b\u3068\u601d\u3044\u307e\u3059\u3002<\/p>\n<h1>docker-compose\u3092\u30a4\u30f3\u30b9\u30c8\u30fc\u30eb\u3059\u308b<\/h1>\n<p>docker-compose\u3092\u30a4\u30f3\u30b9\u30c8\u30fc\u30eb\u3057\u3066\u3001quantx-lab\u3092\u5b9f\u884c\u3057\u307e\u3057\u3087\u3046\u3002<br \/>\nDocker Compose &#8211; \u30a4\u30f3\u30b9\u30c8\u30fc\u30eb\u3092\u53c2\u7167\u3057\u3066\u3001docker-compose\u3092\u30a4\u30f3\u30b9\u30c8\u30fc\u30eb\u3057\u3066\u304f\u3060\u3055\u3044\u3002<\/p>\n<h1>quantx-lab\u3092\u8d77\u52d5\u3059\u308b<\/h1>\n<p>docker\u3067quantx-lab\u3092\u7acb\u3061\u4e0a\u3052\u307e\u3059\u3002<br \/>\n\u30bf\u30fc\u30df\u30ca\u30eb\u3092\u7acb\u3061\u4e0a\u3052\u3066\u3001<\/p>\n<pre class=\"post-pre\"><code>docker-compose up lab\r\n<\/code><\/pre>\n<p>\u3082\u3057\u304f\u306f<\/p>\n<pre class=\"post-pre\"><code>docker run -p 8888:8888 smartradev\/quantx-lab\r\n<\/code><\/pre>\n<p>\u3092\u5165\u529b\u3057\u3066\u304f\u3060\u3055\u3044\u3002<\/p>\n<p>\u30c0\u30a6\u30f3\u30ed\u30fc\u30c9\u5f8c\u3001\u300c\u3053\u306eURL\u3092\u30d6\u30e9\u30a6\u30b6\u4e0a\u306b\u30b3\u30d4\u30da\u3057\u3066\u306d\uff01\u300d\u3068\u3044\u3046\u30e1\u30c3\u30bb\u30fc\u30b8\u304c\u51fa\u3066\u304f\u308b\u3068\u601d\u3046\u306e\u3067\u3001\u8a18\u8f09\u3055\u308c\u3066\u3044\u308bURL\u3092\u30b3\u30d4\u30da\u3057\u307e\u3057\u3087\u3046\u3002<br \/>\n\u304a\u305d\u3089\u304f\u3001http:\/\/(********* or 127.0.0.1):8888?token=**************\u307f\u305f\u3044\u306a\u611f\u3058\u306b\u306a\u308b\u3068\u601d\u3046\u306e\u3067\u3001()\u5185\u3092\u76f4\u3057\u3066\u30b3\u30d4\u30da\u3057\u307e\u3057\u3087\u3046\u3002<\/p>\n<h1>\u30ed\u30b0\u30a4\u30f3<\/h1>\n<p>\u30ed\u30b0\u30a4\u30f3\u753b\u9762\u304c\u51fa\u3066\u304f\u308b\u3068\u601d\u3046\u306e\u3067\u3001\u5148\u307b\u3069\u306etoken=*************\u306e\u5024\u90e8\u5206\u3060\u3051\u3092\u30b3\u30d4\u30da\u3057\u3066\u30ed\u30b0\u30a4\u30f3\u3057\u307e\u3057\u3087\u3046\u3002<br \/>\n\u4e0a\u624b\u304f\u884c\u304f\u3068\u3001jupyter\u304c\u7acb\u3061\u4e0a\u304c\u308b\u3068\u601d\u3044\u307e\u3059\u3002<\/p>\n<p>\u3059\u3067\u306b\u30c8\u30fc\u30af\u30f3\u3092\u4f5c\u6210\u3057\u3066\u3044\u308b\u4eba\u306f\u30a8\u30e9\u30fc\u304c\u51fa\u308b\u307f\u305f\u3044\u3067\u3059\u3002\u30bf\u30fc\u30df\u30ca\u30eb\u3067jupyter notebook\u3092\u7acb\u3061\u4e0a\u3052\u305f\u6642\u306b\u8868\u793a\u3055\u308c\u308btoken\u3092\u53c2\u7167\u3057\u307e\u3057\u3087\u3046\u3002<\/p>\n<h1>\u65e9\u901f\u52d5\u304b\u3057\u3066\u307f\u308b<\/h1>\n<p>\u65e9\u901fQuantX SDK\u3092\u4f7f\u3063\u3066\u307f\u307e\u3059\u3002<\/p>\n<h3>\u30a2\u30af\u30bb\u30b9\u30ad\u30fc\u306e\u53d6\u5f97<\/h3>\n<p>SDK\u3092\u4f7f\u3046\u305f\u3081\u306b\u306f\u3001\u30a2\u30af\u30bb\u30b9\u30ad\u30fc\u3068\u30b7\u30fc\u30af\u30ec\u30c3\u30c8\u30ad\u30fc\u304c\u5fc5\u8981\u3067\u3059\u3002QuantX\u306b\u30ed\u30b0\u30a4\u30f3\u3057\u3066\u3001https:\/\/factory.quantx.io\/settings\/token\u304b\u3089\u53d6\u5f97\u3057\u3066\u304f\u3060\u3055\u3044\u3002\u30c8\u30fc\u30af\u30f3\u540d\u306f\u306a\u3093\u3067\u3082\u3044\u3044\u3067\u3059\u3002\u4e00\u5ea6\u3057\u304b\u767a\u884c\u3055\u308c\u306a\u3044\u306e\u3067\u3001\u5fd8\u308c\u305a\u306b\u4fdd\u7ba1\u3057\u307e\u3057\u3087\u3046\u3002<\/p>\n<h3>\u65b0\u898f\u30d7\u30ed\u30b8\u30a7\u30af\u30c8\u3092\u4f5c\u6210<\/h3>\n<pre class=\"post-pre\"><code><span class=\"c1\"># public_key\u3068secret_key\u306f\u5404\u81ea\u3054\u81ea\u8eab\u306e\u30ad\u30fc\u3067\u7f6e\u304d\u63db\u3048\u3066\u304f\u3060\u3055\u3044\r\n<\/span><span class=\"n\">access_key<\/span> <span class=\"o\">=<\/span> <span class=\"s\">\"************************************\"<\/span>\r\n<span class=\"n\">secret_key<\/span> <span class=\"o\">=<\/span> <span class=\"s\">\"************************************\"<\/span>\r\n\r\n<span class=\"c1\"># sdk \u3092\u30a4\u30f3\u30dd\u30fc\u30c8\r\n<\/span><span class=\"kn\">from<\/span> <span class=\"nn\">quantx_sdk<\/span> <span class=\"kn\">import<\/span> <span class=\"n\">QX<\/span>\r\n\r\n<span class=\"c1\"># \u65b0\u898f\u30d7\u30ed\u30b8\u30a7\u30af\u30c8\u4f5c\u6210\r\n<\/span><span class=\"n\">qx<\/span> <span class=\"o\">=<\/span> <span class=\"n\">QX<\/span><span class=\"p\">(<\/span><span class=\"n\">access_key<\/span><span class=\"p\">,<\/span> <span class=\"n\">secret_key<\/span><span class=\"p\">)<\/span>\r\n\r\n<span class=\"c1\"># \u65b0\u898f\u30d7\u30ed\u30b8\u30a7\u30af\u30c8\u540d\u3002\uff15\u6587\u5b57\u4ee5\u4e0a\u306e\u9069\u5f53\u306a\u6587\u5b57\u5217\r\n<\/span><span class=\"n\">new_name<\/span> <span class=\"o\">=<\/span> <span class=\"s\">\"New Project\"<\/span>\r\n\r\n<span class=\"c1\"># \u65b0\u898f\u30d7\u30ed\u30b8\u30a7\u30af\u30c8\u3092\u4f5c\u6210\u3002\r\n<\/span><span class=\"n\">prj<\/span> <span class=\"o\">=<\/span> <span class=\"n\">qx<\/span><span class=\"p\">.<\/span><span class=\"n\">new_project<\/span><span class=\"p\">(<\/span><span class=\"n\">new_name<\/span><span class=\"p\">)<\/span>\r\n<\/code><\/pre>\n<p>\u5148\u307b\u3069\u53d6\u5f97\u3057\u305f\u30a2\u30af\u30bb\u30b9\u30ad\u30fc\u3068\u30b7\u30fc\u30af\u30ec\u30c3\u30c8\u30ad\u30fc\u3092\u5909\u6570\u5185\u306b\u683c\u7d0d\u3057\u3066\u3001\u65b0\u898f\u30d7\u30ed\u30b8\u30a7\u30af\u30c8\u3092\u4f5c\u6210\u3057\u3066\u304f\u3060\u3055\u3044\u3002\u4eca\u56de\u306fNew Project\u3068\u3044\u3046\u30d7\u30ed\u30b8\u30a7\u30af\u30c8\u540d\u306b\u3057\u307e\u3057\u305f\u3002\u5b9f\u884c\u5f8c\u3001\u30d6\u30e9\u30a6\u30b6\u3067\u65b0\u898f\u30d7\u30ed\u30b8\u30a7\u30af\u30c8\u304c\u4f5c\u6210\u3055\u308c\u3066\u3044\u308b\u3053\u3068\u304c\u78ba\u8a8d\u3067\u304d\u308b\u3068\u601d\u3044\u307e\u3059\u3002<\/p>\n<h3>\u30cf\u30c3\u30b7\u30e5\u756a\u53f7\u3092\u53d6\u5f97<\/h3>\n<pre class=\"post-pre\"><code><span class=\"c1\"># \u30cf\u30c3\u30b7\u30e5\u756a\u53f7\u3092\u683c\u7d0d\uff0c\u78ba\u8a8d\uff0e\r\n<\/span><span class=\"n\">prjct_hash<\/span> <span class=\"o\">=<\/span> <span class=\"n\">prj<\/span><span class=\"p\">.<\/span><span class=\"n\">project_hash<\/span>\r\n<\/code><\/pre>\n<p>QuantX\u3067\u306f\u30d7\u30ed\u30b8\u30a7\u30af\u30c8\u306f\u540d\u524d\u3067\u306f\u306a\u304f\u30cf\u30c3\u30b7\u30e5\u756a\u53f7\u3067\u7ba1\u7406\u3057\u3066\u3044\u308b\u3088\u3046\u3067\u3059\u3002\u30b3\u30fc\u30c9\u3092\u30d7\u30ed\u30b8\u30a7\u30af\u30c8\u306b\u30d7\u30c3\u30b7\u30e5\u3059\u308b\u4e0a\u3067\u3001\u30d7\u30c3\u30b7\u30e5\u5148\u306e\u30cf\u30c3\u30b7\u30e5\u756a\u53f7\u3092\u9593\u9055\u3048\u306a\u3044\u3088\u3046\u306b\u6c17\u3092\u3064\u3051\u307e\u3057\u3087\u3046\u3002<\/p>\n<h3>\u30b3\u30fc\u30c9\u53d6\u5f97<\/h3>\n<p>\u65b0\u898f\u4f5c\u6210\u3057\u305f\u30d7\u30ed\u30b8\u30a7\u30af\u30c8\u306b\u306f\u3001\u30b5\u30f3\u30d7\u30eb\u30b3\u30fc\u30c9\u304c\u4e0e\u3048\u3089\u308c\u3066\u3044\u307e\u3059\u3002<\/p>\n<pre class=\"post-pre\"><code><span class=\"n\">prj<\/span><span class=\"p\">.<\/span><span class=\"n\">source<\/span><span class=\"p\">()<\/span>\r\n<\/code><\/pre>\n<p>\u3067\u53d6\u5f97\u3067\u304d\u307e\u3059\u3002<\/p>\n<h1>\u81ea\u5206\u306e\u30a2\u30eb\u30b4\u30ea\u30ba\u30e0\u3092\u30a2\u30c3\u30d7\u30ed\u30fc\u30c9\u3057\u3066\u5b9f\u884c\u3059\u308b\u3002<\/h1>\n<p>\u3067\u306f\u3001\u81ea\u5206\u3067\u66f8\u3044\u305f\u30a2\u30eb\u30b4\u30eb\u30ba\u30e0\u3092QuantX\u306b\u30a2\u30c3\u30d7\u30ed\u30fc\u30c9\u3057\u3066\u30d0\u30c3\u30af\u30c6\u30b9\u30c8\u3092\u884c\u3063\u3066\u307f\u307e\u3059\u3002<\/p>\n<h3>\u30bd\u30fc\u30b9\u30b3\u30fc\u30c9\u3092\u30a2\u30c3\u30d7\u30ed\u30fc\u30c9\u3059\u308b<\/h3>\n<p>\u4eca\u56de\u306f\u3001\u524d\u56de\u50d5\u304c\u66f8\u3044\u305fMACD\u306e\u30a2\u30eb\u30b4\u30ea\u30ba\u30e0\u3092\u4f7f\u3063\u3066\u307f\u307e\u3059\u3002<br \/>\n\u30a2\u30eb\u30b4\u30ea\u30ba\u30e0\u306f\u6587\u5b57\u5217\u3067\u6e21\u3057\u307e\u3059\u3002<\/p>\n<pre class=\"post-pre\"><code><span class=\"n\">source<\/span> <span class=\"o\">=<\/span> <span class=\"s\">\"\"\"import pandas as pd\r\nimport numpy as np \r\nimport talib as ta \r\n\r\ndef initialize(ctx):\r\n    # \u8a2d\u5b9a\r\n    ctx.logger.debug(\"initialize() called\")\r\n    ctx.configure(\r\n      channels=\r\n      {\r\n            \"jp.stock\": {\r\n                \"columns\": [\r\n                    \"close_price_adj\"\r\n                ],\r\n                \"symbols\": [\r\n              \"jp.stock.1414\", \"jp.stock.2269\",\r\n              \"jp.stock.2292\", \"jp.stock.2371\",\r\n              \"jp.stock.2379\", \"jp.stock.2413\",\r\n              \"jp.stock.2427\", \"jp.stock.2702\",\r\n              \"jp.stock.2782\", \"jp.stock.2809\",\r\n              \"jp.stock.3003\",\r\n              \"jp.stock.3053\", \r\n              \"jp.stock.3092\", \"jp.stock.3141\",\r\n              \"jp.stock.3382\", \"jp.stock.3407\",\r\n              \"jp.stock.3665\", \"jp.stock.3676\",\r\n              \"jp.stock.4063\", \"jp.stock.4343\",\r\n              \"jp.stock.4452\", \"jp.stock.4519\",\r\n              \"jp.stock.4543\", \"jp.stock.4704\",\r\n              \"jp.stock.4751\", \"jp.stock.4911\",\r\n              \"jp.stock.4974\", \"jp.stock.5108\",\r\n              \"jp.stock.6028\", \"jp.stock.6098\",\r\n              \"jp.stock.6194\", \"jp.stock.6503\",\r\n              \"jp.stock.6645\", \"jp.stock.6758\",\r\n              \"jp.stock.6866\", \"jp.stock.7269\",\r\n              \"jp.stock.7272\", \"jp.stock.7606\",\r\n              \"jp.stock.7936\", \"jp.stock.8020\",\r\n              \"jp.stock.8252\", \"jp.stock.8591\",\r\n              \"jp.stock.8929\", \"jp.stock.9007\",\r\n              \"jp.stock.9086\", \"jp.stock.9433\",\r\n               \"jp.stock.9613\"\r\n              ]\r\n            }\r\n        }\r\n    )\r\n\r\n    def _my_signal(data):\r\n      cp=data[\"close_price_adj\"].fillna(method='ffill')\r\n      macd=pd.DataFrame(data=0,columns=cp.columns,index=cp.index)\r\n      macdsignal=pd.DataFrame(data=0,columns=cp.columns,index=cp.index)\r\n      macdhist=pd.DataFrame(data=0,columns=cp.columns,index=cp.index)\r\n      dmacd = pd.DataFrame(data=0,columns=cp.columns,index=cp.index)\r\n      dmacdsignal = pd.DataFrame(data=0,columns=cp.columns, index=cp.index)\r\n      for (sym,val) in cp.items():\r\n        macd[sym], macdsignal[sym], macdhist[sym] = ta.MACD(cp[sym].values.astype(np.double), fastperiod=9, slowperiod=26, signalperiod=9)\r\n        dmacd[sym] = np.gradient(macd[sym])\r\n        dmacdsignal[sym] = np.gradient(macdsignal[sym])\r\n\r\n      #\u901a\u5e38\u306eMACD\r\n      #buy_sig = ((macd &gt; macdsignal) &amp; (macd.shift(1) &lt; macdsignal.shift(1)))\r\n      #sell_sig= ((macd &lt; macdsignal) &amp; (macd.shift(1) &gt; macdsignal.shift(1)))\r\n\r\n      #\u6539\u826f\u7248\r\n      buy_sig = ((macd &gt; macdsignal) &amp; (macd.shift(1) &lt; macdsignal.shift(1)) &amp; (dmacd\/dmacdsignal&gt;5.0) &amp; (abs(dmacdsignal) &gt; 1.0))\r\n      sell_sig = ((macd &lt; macdsignal) &amp; (macd.shift(1) &gt; macdsignal.shift(1)) &amp; (dmacd\/dmacdsignal&gt;5.0) &amp; (abs(dmacdsignal) &gt; 1.0))\r\n\r\n      return {\r\n        \"macd\": macd,\r\n        \"macdsignal\": macdsignal,\r\n        \"hist\":macdhist,\r\n        \"dmacd\":dmacd,\r\n        \"dmacdsignal\":dmacdsignal,\r\n        \"buy:sig\": buy_sig,\r\n        \"sell:sig\": sell_sig,\r\n      }\r\n\r\n    # \u30b7\u30b0\u30ca\u30eb\u767b\u9332\r\n    ctx.regist_signal(\"my_signal\", _my_signal)\r\n\r\ndef handle_signals(ctx, date, current):\r\n    '''\r\n    current: pd.DataFrame\r\n    '''\r\n\r\n    df = current.copy()\r\n\r\n    # \u8cb7\u3044\u30b7\u30b0\u30ca\u30eb\r\n    df_long = df[df[\"buy:sig\"]]\r\n    if not df_long.empty:\r\n      for (sym, val) in df_long.iterrows(): \r\n        #ctx.logger.info(val)\r\n        sec = ctx.getSecurity(sym)\r\n        msg = \"\u8cb7\u3044\u30b7\u30b0\u30ca\u30eb\"\r\n        sec.order_target_percent(0.10, comment= msg)\r\n\r\n    # \u58f2\u308a\u30b7\u30b0\u30ca\u30eb\r\n    df_sell = df[df[\"sell:sig\"]]\r\n    if not df_sell.empty:\r\n      for (sym, val) in df_sell.iterrows(): \r\n        sec = ctx.getSecurity(sym)\r\n        msg = \"\u58f2\u308a\u30b7\u30b0\u30ca\u30eb\"\r\n        sec.order_target_percent(0, comment= msg)\r\n\"\"\"<\/span>\r\n\r\n<\/code><\/pre>\n<p>\u6b21\u306b\u3001\u30d7\u30ed\u30b8\u30a7\u30af\u30c8\u3092\u6307\u5b9a\u3057\u3066\u30bd\u30fc\u30b9\u30b3\u30fc\u30c9\u3092\u30a2\u30c3\u30d7\u30ed\u30fc\u30c9\u3057\u307e\u3059\u3002\u5148\u307b\u3069\u4f5c\u3063\u305fprjct_hash\u3092\u4f7f\u3063\u3066\u3001\u30d7\u30ed\u30b8\u30a7\u30af\u30c8\u30aa\u30d6\u30b8\u30a7\u30af\u30c8\u3092\u4f5c\u308a\u3001\u305d\u306e\u30aa\u30d6\u30b8\u30a7\u30af\u30c8\u306b\u5bfe\u3057\u3066upload_source()\u30e1\u30bd\u30c3\u30c9\u3067\u30b3\u30fc\u30c9\u3092Upload\u3057\u307e\u3059\u3002<\/p>\n<pre class=\"post-pre\"><code><span class=\"c1\"># hash\u756a\u53f7\u3092\u4e0e\u3048\u3066\u30d7\u30ed\u30b8\u30a7\u30af\u30c8\u30aa\u30d6\u30b8\u30a7\u30af\u30c8\u3092\u4f5c\u308a\u307e\u3059\r\n<\/span><span class=\"n\">prj<\/span> <span class=\"o\">=<\/span> <span class=\"n\">qx<\/span><span class=\"p\">.<\/span><span class=\"n\">project<\/span><span class=\"p\">(<\/span><span class=\"n\">prjct_hash<\/span><span class=\"p\">)<\/span>\r\n\r\n<span class=\"c1\"># \u30d7\u30ed\u30b8\u30a7\u30af\u30c8\u306b\u30b3\u30fc\u30c9\u3092Upload\r\n<\/span><span class=\"n\">prj<\/span><span class=\"p\">.<\/span><span class=\"n\">upload_source<\/span><span class=\"p\">(<\/span><span class=\"n\">source<\/span><span class=\"p\">)<\/span>\r\n<\/code><\/pre>\n<p>&#8216;code&#8217;: 200\u304c\u8fd4\u3063\u3066\u304f\u308c\u3070\u6210\u529f\u3067\u3059\u3002<\/p>\n<h3>\u30d0\u30c3\u30af\u30c6\u30b9\u30c8\u3092\u5b9f\u884c\u3059\u308b\u3002<\/h3>\n<pre class=\"post-pre\"><code><span class=\"c1\"># \u30d0\u30c3\u30af\u30c6\u30b9\u30c8\u30d1\u30e9\u30e1\u30fc\u30bf\r\n<\/span><span class=\"n\">bt_parameter<\/span> <span class=\"o\">=<\/span> <span class=\"p\">{<\/span>\r\n    <span class=\"s\">'engine'<\/span><span class=\"p\">:<\/span> <span class=\"s\">'maron-0.0.1b'<\/span><span class=\"p\">,<\/span>\r\n    <span class=\"s\">'from_date'<\/span><span class=\"p\">:<\/span> <span class=\"s\">'2015-12-01'<\/span><span class=\"p\">,<\/span>\r\n    <span class=\"s\">'to_date'<\/span><span class=\"p\">:<\/span> <span class=\"s\">'2018-12-01'<\/span><span class=\"p\">,<\/span>\r\n    <span class=\"s\">'capital_base'<\/span><span class=\"p\">:<\/span> <span class=\"mi\">10000000<\/span><span class=\"p\">}<\/span>\r\n\r\n<span class=\"c1\"># backtest \u306e\u5b9f\u884c. \r\n<\/span><span class=\"n\">bt<\/span> <span class=\"o\">=<\/span> <span class=\"n\">prj<\/span><span class=\"p\">.<\/span><span class=\"n\">backtest<\/span><span class=\"p\">(<\/span><span class=\"n\">bt_parameter<\/span><span class=\"p\">)<\/span>\r\n\r\n<span class=\"c1\">## backtest result \u30a4\u30f3\u30b9\u30bf\u30f3\u30b9\u3092\u4f5c\u6210\r\n<\/span><span class=\"n\">join<\/span> <span class=\"o\">=<\/span> <span class=\"n\">bt<\/span><span class=\"p\">.<\/span><span class=\"n\">join<\/span><span class=\"p\">()<\/span>\r\n\r\n<span class=\"c1\">## \u7d50\u679c\u306e\u30b5\u30de\u30ea\u30fc\u3092\u53d6\u5f97\r\n<\/span><span class=\"n\">summary<\/span> <span class=\"o\">=<\/span> <span class=\"n\">join<\/span><span class=\"p\">.<\/span><span class=\"n\">summary<\/span><span class=\"p\">()<\/span>\r\n<\/code><\/pre>\n<p>\u4f7f\u7528\u3059\u308b\u30a8\u30f3\u30b8\u30f3\u3001\u671f\u9593\u3001\u8cc7\u91d1\u984d\u306a\u3069\u306e\u30d1\u30e9\u30e1\u30fc\u30bf\u3092\u6307\u5b9a\u3057\u3066\u3042\u3052\u3066\u3001\u30d0\u30c3\u30af\u30c6\u30b9\u30c8\u3092\u5b9f\u884c\u3057\u3066\u304f\u3060\u3055\u3044\u3002<br \/>\nsummary\u5185\u306b\u7d50\u679c\u304c\u51fa\u529b\u3055\u308c\u3066\u3044\u308b\u306f\u305a\u3067\u3059\u3002<\/p>\n<div><img decoding=\"async\" class=\"post-images\" title=\"\" src=\"https:\/\/cdn.silicloud.com\/blog-img\/blog\/img\/657d643737434c4406d03d96\/41-0.png\" alt=\"\u30b9\u30af\u30ea\u30fc\u30f3\u30b7\u30e7\u30c3\u30c8 2018-12-17 18.21.58.png\" \/><\/div>\n<h1>\u304a\u308f\u308a\u306b<\/h1>\n<p>Jupyter\u3067QuantX\u3092\u5b9f\u884c\u3057\u3066\u307f\u307e\u3057\u305f\u3002\u30ed\u30fc\u30ab\u30eb\u3067\u958b\u767a\u3067\u304d\u308b\u3088\u3046\u306b\u306a\u308a\u3001\u304b\u306a\u308a\u30a2\u30eb\u30b4\u30ea\u30ba\u30e0\u304c\u66f8\u304d\u3084\u3059\u304f\u306a\u3063\u305f\u306e\u3067\u306f\u306a\u3044\u3067\u3057\u3087\u3046\u304b\u3002pyfolio\u306a\u3069\u306e\u30e9\u30a4\u30d6\u30e9\u30ea\u3092\u4f7f\u3048\u3070\u3001\u3082\u3063\u3068\u7cbe\u7dfb\u306a\u30d0\u30c3\u30af\u30c6\u30b9\u30c8\u306e\u5206\u6790\u304c\u3067\u304d\u308b\u307f\u305f\u3044\u3067\u3059\u3002<\/p>\n<h1>\u5f15\u7528\u5143<\/h1>\n<p>https:\/\/github.com\/smartradev\/quantx-lab<\/p>\n","protected":false},"excerpt":{"rendered":"<p>QuantX\u3092\u521d\u3081\u3066\u89e6\u3063\u305f\u6642\u3001\u3053\u308c\u30ed\u30fc\u30ab\u30eb\u3067\u958b\u767a\u3057\u305f\u3044\u3093\u3060\u3051\u3069\uff01\uff01\uff01\u3063\u3066\u601d\u3063\u3066\u305f\u306e\u3067\u3059\u304c\u3001\u805e\u3044\u305f\u3089\u3069\u3046\u3082\u5bc6\u304b\u306b [&hellip;]<\/p>\n","protected":false},"author":6,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[1],"tags":[],"class_list":["post-46303","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"yoast_head":"<!-- This site is optimized with the Yoast SEO Premium plugin v21.5 (Yoast SEO v21.5) - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>- Blog - Silicon Cloud<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/www.silicloud.com\/zh\/blog\/46303-2\/\" \/>\n<meta property=\"og:locale\" content=\"zh_CN\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:description\" content=\"QuantX\u3092\u521d\u3081\u3066\u89e6\u3063\u305f\u6642\u3001\u3053\u308c\u30ed\u30fc\u30ab\u30eb\u3067\u958b\u767a\u3057\u305f\u3044\u3093\u3060\u3051\u3069\uff01\uff01\uff01\u3063\u3066\u601d\u3063\u3066\u305f\u306e\u3067\u3059\u304c\u3001\u805e\u3044\u305f\u3089\u3069\u3046\u3082\u5bc6\u304b\u306b [&hellip;]\" \/>\n<meta property=\"og:url\" content=\"https:\/\/www.silicloud.com\/zh\/blog\/46303-2\/\" \/>\n<meta property=\"og:site_name\" content=\"Blog - Silicon Cloud\" \/>\n<meta property=\"article:published_time\" content=\"2023-07-09T14:49:51+00:00\" \/>\n<meta property=\"article:modified_time\" content=\"2024-04-29T12:10:19+00:00\" \/>\n<meta property=\"og:image\" content=\"https:\/\/cdn.silicloud.com\/blog-img\/blog\/img\/657d643737434c4406d03d96\/41-0.png\" \/>\n<meta name=\"author\" content=\"\u6587, \u7fd4\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:label1\" content=\"\u4f5c\u8005\" \/>\n\t<meta name=\"twitter:data1\" 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