from qka import Data, Strategy, Backtest

data = Data(
    symbols=['sz.000001'],
    indicators={
        'sma_5':  ('ta.trend.sma_indicator', 'close', 5),
        'sma_20': ('ta.trend.sma_indicator', 'close', 20),
    },
)

class MaCross(Strategy):
    def __init__(self):
        super().__init__()
        self.pct = 0.2

    def on_bar(self, date):
        close = self.get('close')
        fast = self.get('sma_5')
        slow = self.get('sma_20')
        for sym in close.index:
            price = float(close[sym])
            if price <= 0:
                continue
            if fast[sym] > slow[sym]:
                size = self.sizing.percent(self.pct, price)
                if size > 0:
                    self.broker.buy(sym, price, size)
            else:
                pos = self.broker.positions.get(sym, {}).get('size', 0)
                if pos > 0:
                    self.broker.sell(sym, price, pos)

strategy = MaCross()
bt = Backtest(data, strategy)
bt.run(cash=200000, start_date='2024-01-01')
print(bt.metrics['total_return_pct'])

from qka import Data

data = Data(
    symbols=['sz.000001', 'sh.600000'],
    indicators={
        'sma_5':  ('ta.trend.sma_indicator', 'close', 5),
        'rsi_14': ('ta.momentum.rsi', 'close', 14),
    },
)
df = data.get()  # 返回宽表 DataFrame，列名 {symbol}|{factor}

from qka import Strategy

class MyStrategy(Strategy):
    def __init__(self):
        super().__init__()
        self.lookback = 20  # 自定义参数

    def on_bar(self, date):
        close = self.get('close')            # 当前横截面
        hist = self.history('close', 20)     # 历史窗口
        # 交易逻辑：self.broker.buy / self.broker.sell
        # 仓位计算：self.sizing.percent / self.sizing.fixed_shares

from qka import Backtest

strategy = MyStrategy()
bt = Backtest(data, strategy)
bt.run(cash=200000, start_date='2024-01-01', benchmark='sh.000300')
print(bt.metrics['total_return_pct'])   # 总收益率
print(bt.metrics['sharpe_ratio'])        # 夏普比率