A Stock Trader

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name: a-stock-trader description: "A股模拟交易系统 - 数据爬取、存储、策略回测、模拟交易 / A-Share Paper Trading System - Data Fetch, Storage, Backtest, Simulation" metadata: version: 1.0.1 author: OpenClaw Agent

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A股模拟交易系统 / A-Share Paper Trading System

这是一个完整的A股模拟交易系统，包含数据获取、存储、策略回测和模拟交易功能。

This is a complete A-share paper trading system with data fetching, storage, strategy backtest and simulation.

功能模块 / Function Modules

1. 数据爬取 / Data Fetching

实时行情数据（10分钟级别）/ Real-time data (10-min level)

历史K线数据（日/周/月）/ Historical K-line (daily/weekly/monthly)

个股基本面数据 / Stock fundamentals

大盘指数数据 / Market index data

数据源：东方财富网、新浪财经 / Data source: East Money, Sina Finance

2. 数据存储 / Data Storage

SQLite 数据库 / SQLite database

表结构：日线数据、财务数据、持仓记录、交易记录 / Tables: daily_data, financials, positions, trades

数据路径：~/.openclaw/workspace/a-stock/ / Data path

3. 模拟交易 / Paper Trading

纸上交易（不真实下单）/ Paper trading (no real orders)

持仓管理 / Position management

资金管理（初始100万）/ Capital management (initial 1M)

收益计算 / PnL calculation

4. 策略模板 / Strategy Templates

#### 4.1 均线策略 (MA) / Moving Average Strategy

金叉买入，死叉卖出 / Buy on golden cross, sell on death cross

参数：MA5, MA10, MA20 / Parameters

#### 4.2 动量策略 (Momentum) / Momentum Strategy

追涨杀跌 / Trend following

涨幅>5%买入，回撤>3%卖出 / Buy when +5%, sell when -3%

#### 4.3 突破策略 (Breakout) / Breakout Strategy

20日高点突破买入 / Buy on 20-day high breakout

跌破5日低点卖出 / Sell on 5-day low break

#### 4.4 网格策略 (Grid) / Grid Strategy

震荡行情网格交易 / Grid trading in ranging market

设定价格区间和网格数量 / Set price range and grid count

使用示例 / Usage Examples

获取数据 / Fetch Data

python scripts/fetch_daily.py --stock 600519 --days 250

运行回测 / Run Backtest

python scripts/backtest.py --strategy ma --stock 600519

模拟交易 / Paper Trade

python scripts/simulate.py --strategy momentum --stock 600519

查看持仓 / Show Portfolio

python scripts/simulate.py --show

数据结构 / Data Schema

daily_data (日线数据 / Daily Data)

| 字段/Field | 类型/Type | 说明/Description | |------------|-----------|-----------------| | date | TEXT | 日期 / Date | | code | TEXT | 股票代码 / Stock code | | open | REAL | 开盘价 / Open | | high | REAL | 最高价 / High | | low | REAL | 最低价 / Low | | close | REAL | 收盘价 / Close | | volume | REAL | 成交量 / Volume | | amount | REAL | 成交额 / Amount |

positions (持仓 / Positions)

| 字段/Field | 类型/Type | 说明/Description | |------------|-----------|-----------------| | code | TEXT | 股票代码 / Stock code | | name | TEXT | 股票名称 / Stock name | | shares | INTEGER | 股数 / Shares | | cost | REAL | 成本价 / Cost | | buy_date | TEXT | 买入日期 / Buy date |

trades (交易记录 / Trade Records)

| 字段/Field | 类型/Type | 说明/Description | |------------|-----------|-----------------| | date | TEXT | 交易日期 / Date | | code | TEXT | 股票代码 / Stock code | | type | TEXT | buy/sell | | price | REAL | 价格 / Price | | shares | INTEGER | 股数 / Shares | | pnl | REAL | 盈亏 / PnL |

定时任务 / Scheduled Tasks

系统会自动：/ System will automatically:

每天收盘后获取当日数据 / Fetch daily data after market close

每周运行策略回测 / Run weekly backtest

每月生成交易报告 / Generate monthly report

注意事项 / Notes

1. 本系统仅供学习研究，不构成投资建议 / For learning only, not investment advice 2. 模拟交易不涉及真实资金 / No real money involved 3. 历史业绩不代表未来表现 / Past performance doesn't guarantee future results