from qka import Data, Strategy, Backtest

class MyStrategy(Strategy):
    def on_bar(self, date):
        close = self.get('close')
        for sym in close.index:
            if sym not in self.broker.positions:
                price = float(close[sym])
                if price > 0:
                    size = self.sizing.percent(0.1, price)
                    if size >= 100:
                        self.broker.buy(sym, price, size)

bt = Backtest(Data(['000001.SZ']), MyStrategy(cash=100_000))
bt.run(benchmark='000300.SH')
bt.report()

from qka import Data

data = Data(
    symbols=['000001.SZ', '600000.SH'],
    indicators={'sma_5': ('sma', 5), 'rsi_14': ('rsi', 14)},
)
df = data.get()  # 触发下载，返回宽表 DataFrame

from qka import Strategy

class MyStrategy(Strategy):
    def __init__(self, cash=100_000):
        super().__init__(cash=cash)
        # 自定义状态放这里

    def on_bar(self, date):
        close = self.get('close')
        hist = self.history('close', 20)
        # 写你的交易逻辑

from qka import Backtest

bt = Backtest(data, MyStrategy(cash=100_000))
bt.run(benchmark='000300.SH')
print(bt.summary())    # 输出绩效指标
bt.report()            # 生成 HTML 报告