安装Python Extensions

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点击 install安装
安装后重启VS code

获取rqpro python环境路径

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本机的rqalpha python 环境路径为 D:\Program Files\RQPro\rqalpha\python.exe

新建项目

新建一个文件夹
将文件夹拖入到VS code 窗口
创建一个.py文件

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配置python环境

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如果不能选择此python

需要做如下修改

选择项目文件夹下 .vscode 文件夹下 settings.json 文件（没有文件或文件夹则创建）
将"python.pythonPath"的值改为 python.exe 路径（注意双反斜杠转义）

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使用 rqdatac 与 rqfactor

输入下列代码

#!/usr/bin/python3
# encoding: utf-8
import pandas as pd
import rqdatac
import rqfactor
from rqfactor.execute.engine_data_source import FactorEngineDataSource
from rqfactor.engine import FactorExecutionEngine

rqdatac.init()  # 需要账号密码 请参照rqdata文档
data_source_path = r'D:\data\rqpro\bundle'  # RQPro2.0 - 个人设置 - 数据下载路径

_engine_data_source = FactorEngineDataSource(data_source_path)
engine = FactorExecutionEngine(_engine_data_source)
factor = rqfactor.Factor('close')
order_book_ids = rqdatac.index_components('000300.XSHG')
end_date = pd.Timestamp('20190910')
result = engine.get_multiple(factor, order_book_ids, end_date, 1)
print(result.all())

点击右上角绿色三角形运行python代码

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运行RQAalpha回测

在 .vscode文件夹下 launch.json中输入如下代码:

{
    // Use IntelliSense to learn about possible attributes.
    // Hover to view descriptions of existing attributes.
    // For more information, visit: https://go.microsoft.com/fwlink/?linkid=830387
    "version": "0.2.0",
    "configurations": [
        {
            "name": "rqalpha_plus",
            "type": "python",
            "request": "launch",
            "module": "rqalpha_plus",
            "args": [
                "run", "-s", "2015-03-01", "-e", "2015-05-01", 
                "-f", "${file}",
                "--account", "stock", "10000", "--frequency", "1d", "--benchmark", "000300.XSHG", 
                "--commission-multiplier", "1", "--margin-multiplier", "1", "--matching-type", "current_bar", "--slippage", "0"
            ],
            "env": {"PYTHONIOENCODING": "utf-8"}
        }
    ]
}

选择策略文件使用debug模式运行

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