%%
from vnpy_ctastrategy.backtesting import BacktestingEngine, OptimizationSetting
from vnpy_ctastrategy.strategies.Double_Ma_pro import (
DoubleMa,
)
from datetime import datetime
%%
engine = BacktestingEngine()
engine.set_parameters(
vt_symbol="RB9999.SHFE",
interval="1m",
start=datetime(2008, 1, 1),
end=datetime(2020, 12, 31),
rate=0.3/10000,
slippage=1,
size=10,
pricetick=1,
capital=10000,
)
engine.add_strategy(DoubleMa, {})
%%
engine.load_data()
engine.run_backtesting()
df = engine.calculate_result()
engine.calculate_statistics()
engine.show_chart()
