Administrator
2025-06-24 50805343f897aadad3da99c3dacefcbc095455e5
strategy/time_series_backtest.py
@@ -130,7 +130,8 @@
        __LowSuctionOriginDataExportManager = LowSuctionOriginDataExportManager(day)
        all_limit_up_list = __LowSuctionOriginDataExportManager.export_limit_up_list()
        fdata["limit_up_list"] = {d[0][:8]: d[1] for d in all_limit_up_list}
        big_order_deals = __LowSuctionOriginDataExportManager.export_big_order_deal(BIG_ORDER_MONEY_THRESHOLD, max_deal_space=3)
        big_order_deals = __LowSuctionOriginDataExportManager.export_big_order_deal(BIG_ORDER_MONEY_THRESHOLD,
                                                                                    max_deal_space=3)
        if not big_order_deals or IS_BY_BIG_ORDER:
            big_order_deals = __LowSuctionOriginDataExportManager.export_big_order_deal_by(BIG_ORDER_MONEY_THRESHOLD)
        # 转换格式为:{时间: [("代码", (买单号, 量, 金额, 时间, 最终成交价))]
@@ -817,7 +818,7 @@
            "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", "2025-06-19",
            "2025-06-20","2025-06-23"]
            "2025-06-20", "2025-06-23", "2025-06-24"]
    # days = ["2025-05-23"]