"""
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回撤交易
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"""
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# 持仓字典
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from log_module import log_export
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from log_module.log import logger_debug
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from trade.buy_strategy import BuyStrategyDataManager
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position_dict = {}
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|
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def start_backtest(date):
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try:
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__BuyStrategyDataManager = BuyStrategyDataManager()
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# 回撤
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markets_dict = log_export.load_latest_market_info(date)
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for code in markets_dict:
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__BuyStrategyDataManager.add_market_info(markets_dict[code])
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transactions = log_export.load_transactions(date)
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for t in transactions:
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code = t["SecurityID"]
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need_buy = __BuyStrategyDataManager.add_transaction_info(t)
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if need_buy and code not in position_dict:
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# 持仓结果保存
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position_dict[code] = t
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logger_debug.info(f"回测下单：{t}")
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except Exception as e:
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logger_debug.exception(e)
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