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2025-06-12 9399db7dfedc7a36ed1cead1610f1039365bd770

 strategy/time_series_backtest.py

@@ -586,8 +586,8 @@
            if ticks:
                for tick in ticks:
                    code = tick["symbol"][-6:]
                    # if code not in self.fcodes:
                    #     continue
                    if code not in self.fcodes:
                        continue
                    if DEBUG_CODES and code not in DEBUG_CODES:
                        continue

@@ -648,12 +648,14 @@

                    if not stock_variables.今日最低价 or tick["price"] < stock_variables.今日最低价:
                        stock_variables.今日最低价 = tick["price"]

                    stock_variables.开盘啦最正板块涨停 = most_real_kpl_plate_limit_up_codes_info

                    # compute_result = self.__run_backtest(code, stock_variables)
                    # self.__process_test_result(code, stock_variables, next_trade_day, stock_variables.当前价,
                    #                            time_str, compute_result)
                    if most_real_kpl_plate_limit_up_codes_info:
                        stock_variables.开盘啦最正板块涨停 = most_real_kpl_plate_limit_up_codes_info
                    # if time_str >= '09:30:00':
                    #     if stock_variables.今日大单数据 and stock_variables.开盘啦最正板块涨停 and max(
                    #             [len(stock_variables.开盘啦最正板块涨停.get(x, [])) for x in stock_variables.代码板块]) >= 3:
                    #         compute_result = self.__run_backtest(code, stock_variables)
                    #         self.__process_test_result(code, stock_variables, next_trade_day, stock_variables.当前价,
                    #                                    time_str, compute_result)

                    # if len(real_codes) >= 2 and time_str > '09:30:00':
                    #     # print(time_str, plate)
@@ -766,7 +768,7 @@
            stock_variables.板块成交代码 = self.deal_block_codes


# DEBUG_CODES = ['002365', '000953', '002907', '002688', '003020', '002900', '002082', '000566', '300204', '002317']
# DEBUG_CODES =  ['603040', '603758', '603286', '603586', '605255', '002048', '605208', '002806', '603266', '603788']
DEBUG_CODES = []

VOLUME_LOG_ENABLE = False
@@ -775,7 +777,7 @@

DEBUG_BLOCKS = []

BIG_ORDER_MONEY_THRESHOLD = 200e4
BIG_ORDER_MONEY_THRESHOLD = 100e4

if __name__ == "__main__":
    back_test_dict = {}
@@ -783,7 +785,11 @@
    #         "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"]
            "2025-05-30", "2025-06-03", "2025-06-04", "2025-06-05", "2025-06-06", "2025-06-09", "2025-06-10",
            "2025-06-11",  "2025-06-12"]

    # days = ["2025-06-09"]

    days.reverse()
    for day in days:
        if day not in back_test_dict: