From add46ddb33d135adc6ae0f3f36f4efbcb19d669d Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 03 六月 2024 20:43:34 +0800
Subject: [PATCH] 可转债回撤
---
trade/backtest_trade.py | 29 +++++++++++++++++------------
1 files changed, 17 insertions(+), 12 deletions(-)
diff --git a/trade/backtest_trade.py b/trade/backtest_trade.py
index bd112fb..34e1cde 100644
--- a/trade/backtest_trade.py
+++ b/trade/backtest_trade.py
@@ -3,21 +3,26 @@
"""
# 鎸佷粨瀛楀吀
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()
- # 鍥炴挙
- 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:
- # 鎸佷粨缁撴灉淇濆瓨
- position_dict[code] = t
\ No newline at end of file
+ try:
+ __BuyStrategyDataManager = BuyStrategyDataManager()
+ # 鍥炴挙
+ 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:
+ # 鎸佷粨缁撴灉淇濆瓨
+ position_dict[code] = t
+ logger_debug.info(f"鍥炴祴涓嬪崟锛歿t}")
+ except Exception as e:
+ logger_debug.exception(e)
\ No newline at end of file
--
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