Auto Trading

回测，策略，多平台，量化交易框架。

backtest, strategy, multiple platforms, quantitative trading framework.

Dependencies

[dependencies] auto-trading = "0.5.1"

Examples 1

```rust use auto_trading::*;

[tokio::test]

async fn test1() { let mut flag = true;

let strategy = |cx: &mut Context| {
    if cci(cx.close, 20) <= -100.0 {
        let result = cx.order(Side::BuyLong, 0.0);
        println!("做多 {} {} {:?}", time_to_string(cx.time), cx.close, result);
        flag = false;
    }

    if cci(cx.close, 20) >= 100.0 {
        let result = cx.order(Side::BuySell, 0.0);
        println!("平多 {} {} {:?}", time_to_string(cx.time), cx.close, result);
        flag = true;
    }
};

let exchange = Okx::new().unwrap();

let config = Config::new()
    .initial_margin(1000.0)
    .open_fee(0.0002)
    .close_fee(0.0005)
    .maintenance(0.004)
    .lever(100)
    // 保证金为策略开仓价值的 3 倍，策略默认开仓价值为 1 张
    .margin(Unit::Proportion(3.0));

let bt = Backtester::new(exchange, config);

// 时间范围
// 0 和 .. 表示全部
// a.. 和 ..b 和 a..b 表示范围
let result = bt
    .start(
        strategy,
        "BTC-USDT-SWAP",
        Level::Hour4,
        1659539044000..1691075044000,
    )
    .await
    .unwrap();

println!("历史仓位\n{:#?}", result);

println!("盈亏 {}", result.iter().map(|v| v.profit).sum::<f64>());

} ```

Examples 2

```rust use auto_trading::*;

[tokio::test]

async fn test2() { let strategy = |cx: &mut Context| { if cx.position("").isnone() && cci(cx.close, 20) <= -100.0 { let result = cx.ordercondition(Side::BuyLong, 0.0, 0, cx.close + 300, cx.close - 200, 0, 0); println!("做多 {} {} {:?}", timetostring(cx.time), cx.close, result); } };

// 本地交易所
let exchange = LocalExchange::new()
    .level_k(
        "BTC-USDT-SWAP",
        Level::Hour4,
        serde_json::from_slice::<Vec<K>>(&std::fs::read("BTC-USDT-SWAP.json").unwrap())
            .unwrap(),
    )
    .unit("BTC-USDT-SWAP", 0.01);

let config = Config::new()
    .initial_margin(1000.0)
    .open_fee(0.0002)
    .close_fee(0.0005)
    .maintenance(0.004)
    .lever(100)
    // 保证金为策略开仓价值的 3 倍，策略默认开仓价值为 1 张
    .margin(Unit::Proportion(3.0));

let bt = Backtester::new(exchange, config);

// 时间范围
// 0 和 .. 表示全部
// a.. 和 ..b 和 a..b 表示范围
let result = bt
    .start(
        strategy,
        "BTC-USDT-SWAP",
        Level::Hour4,
        1659539044000..1691075044000,
    )
    .await
    .unwrap();

println!("历史仓位\n{:#?}", result);

println!("盈亏 {}", result.iter().map(|v| v.profit).sum::<f64>());

} ```