基于MT5的滬深股票回測一 創建自定義合約

基于友人需求，特發基于股票的自定義合約回測方法

1.創建自定義合約方法

a. 手動創建步驟

1.選中行情框內任意合約，單擊選中合約，右鍵交易品種

彈出自定義合約配置頁面

選中custom 點擊創建自定義交易品種

輸入交易代碼 000001，圖示模式：最后價格, 計算：exchange stock

其他非關鍵資訊可以無需填寫，如果想分層分類，在組路徑設定即可

點擊 確定，完成創建

b. 匯入配置好的組態檔

組態檔是一種基于json的檔案格式

{
  "ConfigSymbols": [
    {
      "Symbol": "000001",
      "Path": "Custom\\sz\\000001",
      "Exchange": "\u6df1\u5733\u8bc1\u5238\u4ea4\u6613\u6240",
      "Description": "\u5e73\u5b89\u94f6\u884c",
      "ISIN": "",
      "Category": "",
      "Basis": "",
      "Page": "",
      "CurrencyBase": "RMB",
      "CurrencyProfit": "RMB",
      "CurrencyMargin": "RMB",
      "ColorBackground": "4278190080",
      "Digits": "2",
      "Point": "0.01",
      "TickFlags": "1",
      "TickBookDepth": "10",
      "TickChartMode": "1",
      "TradeMode": "4",
      "TradeFlags": "2",
      "CalcMode": "32",
      "ExecMode": "1",
      "GTCMode": "0",
      "FillFlags": "1",
      "ExpirFlags": "15",
      "OrderFlags": "127",
      "Spread": "0",
      "TickValue": "1.0",
      "TickSize": "0.01",
      "ContractSize": "100",
      "StopsLevel": "5",
      "FreezeLevel": "0",
      "VolumeMin": "1",
      "VolumeMinExt": "1",
      "VolumeMax": "1000000",
      "VolumeMaxExt": "1000000",
      "VolumeStep": "1",
      "VolumeStepExt": "1",
      "VolumeLimit": "0",
      "VolumeLimitExt": "0",
      "MarginFlags": "0",
      "MarginInitial": "0",
      "MarginMaintenance": "0",
      "MarginInitialBuy": "1",
      "MarginInitialSell": "1",
      "MarginInitialBuyLimit": "1",
      "MarginInitialSellLimit": "1",
      "MarginInitialBuyStop": "0",
      "MarginInitialSellStop": "1",
      "MarginInitialBuyStopLimit": "1",
      "MarginInitialSellStopLimit": "1",
      "MarginMaintenanceBuy": "0",
      "MarginMaintenanceSell": "0",
      "MarginMaintenanceBuyLimit": "0",
      "MarginMaintenanceSellLimit": "0",
      "MarginMaintenanceBuyStop": "0",
      "MarginMaintenanceSellStop": "0",
      "MarginMaintenanceBuyStopLimit": "0",
      "MarginMaintenanceSellStopLimit": "0",
      "MarginLiquidity": "0",
      "MarginHedged": "100000",
      "SwapMode": "0",
      "SwapLong": "0",
      "SwapShort": "0",
      "Swap3Day": "3",
      "TimeStart": "0",
      "TimeExpiration": "0",
      "SessionsQuotes": [
        [
          
        ],
        [
          {
            "Open": "570",
            "Close": "900"
          }
        ],
        [
          {
            "Open": "570",
            "Close": "900"
          }
        ],
        [
          {
            "Open": "570",
            "Close": "900"
          }
        ],
        [
          {
            "Open": "570",
            "Close": "900"
          }
        ],
        [
          {
            "Open": "570",
            "Close": "900"
          }
        ],
        [
          
        ]
      ],
      "SessionsTrades": [
        [
          
        ],
        [
          {
            "Open": "570",
            "Close": "900"
          }
        ],
        [
          {
            "Open": "570",
            "Close": "900"
          }
        ],
        [
          {
            "Open": "570",
            "Close": "900"
          }
        ],
        [
          {
            "Open": "570",
            "Close": "900"
          }
        ],
        [
          {
            "Open": "570",
            "Close": "900"
          }
        ],
        [
          
        ]
      ],
      "PriceSettle": "0",
      "PriceLimitMax": "0",
      "PriceLimitMin": "0",
      "PriceStrike": "0",
      "OptionMode": "0",
      "FaceValue": "0",
      "AccruedInterest": "0",
      "PricesAllowNegative": "0",
      "Formula": ""
    }
  ]
}

只需要修改symbol資訊即可

選擇匯入即可

c 基于組態檔的批量匯入

選中custom 右鍵 匯入自定義組

選擇配置好的json檔案

完成