{"id":3590,"date":"2026-03-11T08:59:49","date_gmt":"2026-03-11T00:59:49","guid":{"rendered":"http:\/\/xuebuwan.com\/wp\/archives\/3590"},"modified":"2026-03-23T17:19:42","modified_gmt":"2026-03-23T09:19:42","slug":"%e5%8f%82%e6%95%b0%e4%bc%98%e5%8c%96%ef%bc%9a%e6%89%be%e5%88%b0%e6%9c%80%e5%a5%bd%e7%9a%84%e5%9d%87%e7%ba%bf%e7%bb%84%e5%90%88","status":"publish","type":"post","link":"http:\/\/xuebuwan.com\/wp\/?p=3590","title":{"rendered":"\u53c2\u6570\u4f18\u5316\uff1a\u627e\u5230\u6700\u597d\u7684\u5747\u7ebf\u7ec4\u5408"},"content":{"rendered":"<h2>\ud83c\udfaf \u4e3a\u4ec0\u4e48\u8981\u53c2\u6570\u4f18\u5316\uff1f<\/h2>\n<p>\u53cc\u5747\u7ebf\u7b56\u7565\u91cc\u6709\u4e24\u4e2a\u5173\u952e\u53c2\u6570\uff1a<\/p>\n<ul>\n<li>\ud83d\udcca \u77ed\u671f\u5747\u7ebf\u5468\u671f\uff08\u59825\u65e5\u300110\u65e5\uff09<\/li>\n<li>\ud83d\udcca \u957f\u671f\u5747\u7ebf\u5468\u671f\uff08\u598220\u65e5\u300160\u65e5\uff09<\/li>\n<\/ul>\n<p>\u4e0d\u540c\u7684\u53c2\u6570\u7ec4\u5408\uff0c\u6548\u679c\u53ef\u80fd\u5dee\u5f88\u591a\uff01\u53c2\u6570\u4f18\u5316\u5c31\u662f<strong>\u904d\u5386\u6240\u6709\u53ef\u80fd<\/strong>\uff0c\u627e\u5230\u6700\u4f18\u7ec4\u5408\u3002<\/p>\n<h2>\ud83d\udc68\u200d\ud83d\udcbb Backtrader \u53c2\u6570\u4f18\u5316<\/h2>\n<pre><code>import backtrader as bt\n\n# \u4f18\u5316\u7b56\u7565\nclass MaCrossStrategy(bt.Strategy):\n    params = ((&quot;ma1&quot;, 5), (&quot;ma2&quot;, 20),)\n\n    def __init__(self):\n        self.ma1 = bt.indicators.SimpleMovingAverage(\n            self.data.close, period=self.params.ma1)\n        self.ma2 = bt.indicators.SimpleMovingAverage(\n            self.data.close, period=self.params.ma2)\n        self.crossover = bt.indicators.CrossOver(self.ma1, self.ma2)\n\n    def next(self):\n        if self.crossover &gt; 0:\n            self.buy()\n        elif self.crossover = result[0].params.ma2:\n        continue\n    final_value = result[0].broker.getvalue()\n    ret = (final_value - 100000) \/ 100000 * 100\n    if ret &gt; best_return:\n        best_return = ret\n        best_params = (result[0].params.ma1, result[0].params.ma2)\n        print(f&quot;MA{best_params[1]}x{best_params[0]}: \u6536\u76ca {ret:.2f}%&quot;)\n\nprint(f&quot;\\n\u6700\u4f18\u53c2\u6570: MA{best_params[1]} x MA{best_params[0]}&quot;)\nprint(f&quot;\u6700\u4f18\u6536\u76ca: {best_return:.2f}%&quot;)<\/code><\/pre>\n<h2>\ud83d\udcca \u4f18\u5316\u7ed3\u679c\u793a\u4f8b<\/h2>\n<pre>MA20x5: \u6536\u76ca 15.32%\nMA30x7: \u6536\u76ca 18.45%\nMA40x9: \u6536\u76ca 12.33%\n...\n\n\u6700\u4f18\u53c2\u6570: MA30 x MA7\n\u6700\u4f18\u6536\u76ca: 18.45%<\/pre>\n<h2>\u26a0\ufe0f \u8fc7\u62df\u5408\u95ee\u9898<\/h2>\n<p><strong>\u8fc7\u62df\u5408<\/strong>\u5c31\u662f\u7b56\u7565\u5728\u5386\u53f2\u4e0a\u8868\u73b0\u5f88\u597d\uff0c\u4f46\u672a\u6765\u4e0d\u7075\u3002<\/p>\n<h3>\u5982\u4f55\u907f\u514d\u8fc7\u62df\u5408\uff1f<\/h3>\n<ul>\n<li>\ud83d\udcca \u7528<strong>\u6837\u672c\u5916\u6570\u636e<\/strong>\u6d4b\u8bd5<\/li>\n<li>\ud83d\udca1 \u53c2\u6570<strong>\u4e0d\u8981\u592a\u591a<\/strong><\/li>\n<li>\ud83d\udd27 \u7b80\u5355\u7b56\u7565\u5f80\u5f80\u66f4\u7a33\u5065<\/li>\n<li>\ud83d\udcc8 \u8003\u8651<strong>\u4ea4\u6613\u6210\u672c<\/strong><\/li>\n<\/ul>\n<h2>\ud83d\udca1 \u5efa\u8bae<\/h2>\n<ul>\n<li>\ud83d\udcca \u4f18\u5316\u53c2\u6570\u65f6\u522b\u592a&#8221;\u8d2a\u5fc3&#8221;<\/li>\n<li>\ud83d\udcb0 \u8003\u8651\u624b\u7eed\u8d39\u3001\u6ed1\u70b9<\/li>\n<li>\ud83d\udd0d \u770b\u770b\u53c2\u6570\u662f\u5426<strong>\u7a33\u5b9a<\/strong><\/li>\n<li>\ud83d\udcc8 \u6700\u597d\u7528<strong>\u591a\u4e2a\u80a1\u7968<\/strong>\u6d4b\u8bd5<\/li>\n<\/ul>\n<h2>\ud83d\udcda \u4e0b\u4e00\u8bfe<\/h2>\n<p>\u5b66\u4f1a\u4e86\u53c2\u6570\u4f18\u5316\uff0c\u6211\u4eec\u6765\u5b9e\u6218\uff1a<strong>\u5b8c\u6574\u7684\u9009\u80a1\u7b56\u7565<\/strong>\uff01<\/p>","protected":false},"excerpt":{"rendered":"<p>\ud83c\udfaf \u4e3a\u4ec0\u4e48\u8981\u53c2\u6570\u4f18\u5316\uff1f \u53cc\u5747\u7ebf\u7b56\u7565\u91cc\u6709\u4e24\u4e2a\u5173\u952e\u53c2\u6570\uff1a \ud83d\udcca \u77ed\u671f\u5747\u7ebf\u5468\u671f\uff08\u59825\u65e5\u300110\u65e5\uff09 \ud83d\udcca \u957f\u671f\u5747\u7ebf\u5468\u671f\uff08\u5982 &#8230; <a title=\"\u53c2\u6570\u4f18\u5316\uff1a\u627e\u5230\u6700\u597d\u7684\u5747\u7ebf\u7ec4\u5408\" class=\"read-more\" href=\"http:\/\/xuebuwan.com\/wp\/?p=3590\" aria-label=\"\u9605\u8bfb \u53c2\u6570\u4f18\u5316\uff1a\u627e\u5230\u6700\u597d\u7684\u5747\u7ebf\u7ec4\u5408\">\u9605\u8bfb\u66f4\u591a<\/a><\/p>","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[4],"tags":[],"class_list":["post-3590","post","type-post","status-publish","format-standard","hentry","category-strategies"],"_links":{"self":[{"href":"http:\/\/xuebuwan.com\/wp\/index.php?rest_route=\/wp\/v2\/posts\/3590","targetHints":{"allow":["GET"]}}],"collection":[{"href":"http:\/\/xuebuwan.com\/wp\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"http:\/\/xuebuwan.com\/wp\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"http:\/\/xuebuwan.com\/wp\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"http:\/\/xuebuwan.com\/wp\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=3590"}],"version-history":[{"count":1,"href":"http:\/\/xuebuwan.com\/wp\/index.php?rest_route=\/wp\/v2\/posts\/3590\/revisions"}],"predecessor-version":[{"id":3594,"href":"http:\/\/xuebuwan.com\/wp\/index.php?rest_route=\/wp\/v2\/posts\/3590\/revisions\/3594"}],"wp:attachment":[{"href":"http:\/\/xuebuwan.com\/wp\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=3590"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"http:\/\/xuebuwan.com\/wp\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=3590"},{"taxonomy":"post_tag","embeddable":true,"href":"http:\/\/xuebuwan.com\/wp\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=3590"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}