From 245979e3907d34bcd88ac0c4547f399bf33a44de Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 18 六月 2025 18:13:30 +0800
Subject: [PATCH] bug修复/策略完善
---
strategy/time_series_backtest.py | 23 +++++++++++++----------
1 files changed, 13 insertions(+), 10 deletions(-)
diff --git a/strategy/time_series_backtest.py b/strategy/time_series_backtest.py
index 4c90d2a..aa984fb 100644
--- a/strategy/time_series_backtest.py
+++ b/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
@@ -715,11 +717,14 @@
if block_in_datas:
stock_variables.璧勯噾娴佸叆鏉垮潡 = block_in_datas
- stock_variables.褰撳墠浠� = big_order[1][4]
- 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.褰撳墠浠� = 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("鍙拱棰樻潗锛�", all_new_plates)
@@ -802,13 +807,11 @@
if __name__ == "__main__":
back_test_dict = {}
- 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 = ["2025-05-12", "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"]
+ # "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 = ["2025-05-23"]
--
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