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