Python双均线策略回测分析

策略逻辑

当短期均线（如MA5）上穿长期均线（如MA20）时买入；当短期均线下穿长期均线时卖出。

核心代码

import backtrader as bt\n\nclass SmaCross(bt.Strategy):\n    def __init__(self):\n        sma1 = bt.ind.SMA(period=5)\n        sma2 = bt.ind.SMA(period=20)\n        self.crossover = bt.ind.CrossOver(sma1, sma2)\n\n    def next(self):\n        if not self.position:\n            if self.crossover > 0:\n                self.buy()\n        elif self.crossover < 0:\n            self.close()