bug修复/策略完善

Administrator

4 天以前 245979e3907d34bcd88ac0c4547f399bf33a44de

 strategy/time_series_backtest.py

@@ -1,3 +1,5 @@
import logging

import constant
from code_attribute import gpcode_manager, code_nature_analyse
from strategy.data_analyzer import KPLLimitUpDataAnalyzer
@@ -585,6 +587,8 @@
                            if p not in most_real_kpl_plate_limit_up_codes_info:
                                most_real_kpl_plate_limit_up_codes_info[p] = []
                            most_real_kpl_plate_limit_up_codes_info[p].append(code)
                # print(time_str, "涨停数大于3个", [p for p in most_real_kpl_plate_limit_up_codes_info if
                #                             len(most_real_kpl_plate_limit_up_codes_info[p]) >= 3])

                # ---------测试--------
                # test_plate = "化工"
@@ -712,10 +716,15 @@

                    if block_in_datas:
                        stock_variables.资金流入板块 = block_in_datas
                    compute_result = self.__run_backtest(code, stock_variables)
                    # print(compute_result)
                    self.__process_test_result(code, stock_variables, next_trade_day, big_order[1][4],
                                               huaxin_util.convert_time(big_order[1][3]), compute_result)

                    stock_variables.当前价 = big_order[1][4]
                    try:
                        compute_result = self.__run_backtest(code, stock_variables)
                        # print(compute_result)
                        self.__process_test_result(code, stock_variables, next_trade_day, big_order[1][4],
                                                   huaxin_util.convert_time(big_order[1][3]), compute_result)
                    except Exception as e:
                        logging.exception(e)

        print("可买题材：", all_new_plates)

@@ -785,7 +794,7 @@
            stock_variables.板块成交代码 = self.deal_block_codes


# DEBUG_CODES = ['600727']
# DEBUG_CODES = ['603579', '300884']
DEBUG_CODES = []

VOLUME_LOG_ENABLE = False
@@ -798,14 +807,13 @@

if __name__ == "__main__":
    back_test_dict = {}
    # days = ["2025-05-06", "2025-05-07", "2025-05-08", "2025-05-09", "2025-05-12", "2025-05-13", "2025-05-14",
    #         "2025-05-15", "2025-05-16", "2025-05-19", "2025-05-20",  "2025-05-21", "2025-05-22"]
    days = ["2025-05-12", "2025-05-13", "2025-05-14", "2025-05-15", "2025-05-16", "2025-05-19", "2025-05-20",
            "2025-05-21", "2025-05-22", "2025-05-23", "2025-05-26", "2025-05-27", "2025-05-28", "2025-05-29",
            "2025-05-30", "2025-06-03", "2025-06-04", "2025-06-05", "2025-06-06", "2025-06-09", "2025-06-10",
            "2025-06-11", "2025-06-12", "2025-06-13", "2025-06-16", "2025-06-17"]
    # days = ["2025-05-12", "2025-05-13", "2025-05-14", "2025-05-15", "2025-05-16", "2025-05-19", "2025-05-20",
    #         "2025-05-21", "2025-05-22", "2025-05-23", "2025-05-26", "2025-05-27", "2025-05-28", "2025-05-29",
    #         "2025-05-30", "2025-06-03"]
    days = ["2025-06-03", "2025-06-04", "2025-06-05", "2025-06-06", "2025-06-09", "2025-06-10",
            "2025-06-11", "2025-06-12", "2025-06-13", "2025-06-16", "2025-06-17", "2025-06-18"]

    # days = ["2025-06-13"]
    # days = ["2025-05-23"]

    days.reverse()
    for day in days: