可转债回撤

Administrator

2024-06-03 add46ddb33d135adc6ae0f3f36f4efbcb19d669d

可转债回撤

 trade/backtest_trade.py

@@ -3,21 +3,26 @@
"""
# 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 = {}


def start_backtest(date):
    __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])
    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
    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])
        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)