Question

当我在研究中绘制SMA时，它会绘制当前蜡烛的SMA值。

当我在策略中绘制SMA时，却没有。

是否可以在策略中绘制当前蜡烛的SMA？

研究

from pyspark.sql import SQLContext
from pyspark import SparkConf, SparkContext
from cryptography.hazmat.backends import default_backend
from cryptography.hazmat.primitives import serialization
import re
import os
from pyspark.sql import SparkSession

spark = SparkSession \
    .builder \
    .config("spark.jars", "<path/to/>/snowflake-jdbc-<version>.jar,<path/to/>/spark-snowflake_2.11-2.4.13-spark_2.4.jar") \
    .config("spark.repl.local.jars",
            "<path/to/>/snowflake-jdbc-<version>.jar,<path/to/>/spark-snowflake_2.11-2.4.13-spark_2.4.jar") \
    .config("spark.sql.catalogImplementation", "in-memory") \
    .getOrCreate()

spark._jvm.net.snowflake.spark.snowflake.SnowflakeConnectorUtils.disablePushdownSession(
    spark._jvm.org.apache.spark.sql.SparkSession.builder().getOrCreate())

with open("<path/to/>/rsa_key.p8", "rb") as key_file:
    p_key = serialization.load_pem_private_key(
        key_file.read(),
        password=os.environ['PRIVATE_KEY_PASSPHRASE'].encode(),
        backend=default_backend()
    )

pkb = p_key.private_bytes(
    encoding=serialization.Encoding.PEM,
    format=serialization.PrivateFormat.PKCS8,
    encryption_algorithm=serialization.NoEncryption()
)
pkb = pkb.decode("UTF-8")
pkb = re.sub("-*(BEGIN|END) PRIVATE KEY-*\n", "", pkb).replace("\n", "")


sfOptions = {
    "sfURL": "<URL>",
    "sfAccount": "<ACCOUNTNAME>",
    "sfUser": "<USER_NAME",
    "pem_private_key": pkb,
    # "sfPassword": "xxxxxxxxx",
    "sfDatabase": "<DBNAME>",
    "sfSchema": "<SCHEMA_NAME>",
    "sfWarehouse": "<WH_NAME>",
    "sfRole": "<ROLENAME>",
}

SNOWFLAKE_SOURCE_NAME = "net.snowflake.spark.snowflake"

df = spark.read.format(SNOWFLAKE_SOURCE_NAME) \
    .options(**sfOptions) \
    .option("query", "<TABLENAME>") \
    .load()

df.show()

策略

//@version=4
study(title="Study:Moving Average",overlay=true)
SMA = sma(close,30)
plot(SMA)

Study and Strategy

Answer 1

这是因为默认情况下，策略仅在实时栏关闭时运行。通过在strategy()调用中使用calc_on_every_tick = true，您可以使策略像每次实时价格/交易量更新上的研究一样运行。

如果这样做，请记住，您将不会使用在仅提供OHLC值的历史柱上回测的相同策略。

如何在Startegy中绘制当前蜡烛的SMA值？

1 个答案: