text: from vnpy.app.cta_strategy.backtesting import BacktestingEngine, OptimizationSetting
  from vnpy.app.cta_strategy.strategies.atr_rsi_strategy import AtrRsiStrategy
  from vnpy.app.cta_strategy.strategies.double_ma_strategy import DoubleMaStrategy
  from vnpy.app.cta_strategy.strategies.turtle_signal_strategy import TurtleSignalStrategy
  from datetime import datetime
  engine = BacktestingEngine()
  engine.set_parameters(
      vt_symbol="cu1802.SHFE",
      interval="1m",
      start=datetime(2017, 3, 1),
      end=datetime(2018, 2, 1),
      rate=0.3/10000,
      slippage=0.2,
      size=300,
      pricetick=0.2,
      capital=1_000_000,
  )
  engine.add_strategy(AtrRsiStrategy, {})
  #engine.add_strategy(DoubleMaStrategy, {})
  engine.load_data()
  engine.run_backtesting()
  df = engine.calculate_result()
  engine.calculate_statistics()
  engine.show_chart()
  # setting = OptimizationSetting()
  # setting.set_target("sharpe_ratio")
  # setting.add_parameter("atr_length", 3, 39, 1)
  # setting.add_parameter("atr_ma_length", 10, 30, 1)
  # engine.run_ga_optimization(setting)
  #
  # engine.run_backtesting()
  #
  #
  # df = engine.calculate_result()
  # engine.calculate_statistics()
  # engine.show_chart()
  print("end")
  