Backtesting System Analysis

PythonTechAnalysis

Once you have downloaded the MasterLink Python module, use the following command to install the backtesting system:

pip install .\MasterLink_PythonAPI\Python_tech_analysis\tech_analysis_api_v2-0.0.5-py3-none-win_amd64.whl

tip

The version of this package we are using is 0.0.5.

Official Technical Documentation

• MasterLink - Technical Analysis
• Official Code Example: example.py

Core Modules

Similarly, after extracting the MasterLink Python module, we directly analyze its core modules. This part of the code surprisingly remains quite straightforward because all functionalities are encapsulated within .dll files, and the Python module merely serves as a simple interface.

TechAnalysis

This segment of the code begins by importing the TechAnalysisAPI object encapsulated within the .dll file.

Following that, it defines several events that need to be hooked into the TechAnalysisAPI. We won't modify or invoke these functions directly, so they are left as is.

• Login

  This function must be called first to authenticate with the MasterLink API.

• GetHisBS_Stock

  This function requires specifying a stock and a date, returning the detailed transaction details ("every Tick") for that stock on the specified date.

• SubTA and UnSubTA

  These functions allow users to subscribe or unsubscribe from specific technical indicators.

• Technical Indicators

  Through TechAnalysisAPI, this module supports various technical indicators, including:

  • SMA (Simple Moving Average)
  • EMA (Exponential Moving Average)
  • RSI (Relative Strength Index)
  • MACD (Moving Average Convergence Divergence)
  • KD (Stochastic Oscillator)
  • CDP (Contrary Decision Point)
  • BBands (Bollinger Bands)

Model

As mentioned earlier, within this module, there are only two .py files: TechAnalysis and Model.

These files define a series of data structures and classes primarily used for stock market technical analysis.

Below is an analysis and explanation of each part of the code:

• Enum Types

  The code defines several enum types used to represent different types of technical indicators, time units for candles, and price rise/fall status:

  • eTA_Type: Represents various technical analysis indicators such as SMA, Weighted Moving Average (WMA), EMA, etc.
  • eNK_Kind: Represents the time range of K-lines, such as daily, 1-minute, etc.
  • eRaiseFall: Represents the rise or fall of prices.

• Data Structures (Data Classes)

  These data classes provide structures for storing stock trading data:

  • TKBarRec: Stores data for K-line charts, including date, product, time series, price, and volume.
  • TBSRec: Stores buy and sell records for specific stocks or commodities.
  • Various technical analysis indicator classes (ta_sma, ta_ema, ta_wma, etc.), each containing corresponding K-line data and calculated indicator values.

• Technical Analysis Indicator Classes

  These classes represent different technical analysis indicators and combine indicator values with corresponding K-line data. For example:

  • Classes like ta_sma, ta_ema, and ta_wma represent Simple Moving Average, Exponential Moving Average, and Weighted Moving Average, respectively.
  • The ta_sar class includes additional information such as stop-loss points and price rise/fall status.
  • Classes like ta_rsi and ta_macd provide data for Relative Strength Index and Moving Average Convergence Divergence, respectively.
  • ta_kd, ta_cdp, and ta_bbands classes represent Stochastic Oscillator, Contrary Decision Point, and Bollinger Bands indicators, respectively.

• k_setting Class

  This class is used to configure technical analysis settings, including product ID, time range, types of technical analysis indicators, and start date.

  It serves as the foundation for setting up and configuring calls to the technical analysis API.