让我们从一个简单的策略开始，就是在打印收盘价格的过程中：
from pyalgotrade import strategy
from pyalgotrade.barfeed import yahoofeed
class MyStrategy(strategy.BacktestingStrategy):
def __init__(self, feed, instrument):
super(MyStrategy, self).__init__(feed)
self.__instrument = instrument
def onBars(self, bars):
bar = bars[self.__instrument]
self.info(bar.getClose())
# Load the yahoo feed from the CSV file
feed = yahoofeed.Feed()
feed.addBarsFromCSV("orcl", "orcl-2000.csv")
# Evaluate the strategy with the feed's bars.
myStrategy = MyStrategy(feed, "orcl")
myStrategy.run()
代码做三件主要事情：
- 声明新策略 只有一种必须定义的方法，onBars，它被称为Feed中的每个栏。
- 从CSV文件加载Feed。
- 使用Feed提供的栏来运行策略。
如果您运行脚本，您应该按顺序看到收盘价：
2000-01-03 00:00:00 strategy [INFO] 118.12
2000-01-04 00:00:00 strategy [INFO] 107.69
2000-01-05 00:00:00 strategy [INFO] 102.0
.
.
.
2000-12-27 00:00:00 strategy [INFO] 30.69
2000-12-28 00:00:00 strategy [INFO] 31.06
2000-12-29 00:00:00 strategy [INFO] 29.06
