From 2f00a0565dcf8d652b8bb5c4caefbce1c2c92d62 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 23 六月 2025 09:58:15 +0800
Subject: [PATCH] bug修复/策略完善
---
strategy/time_series_backtest.py | 24 +++++++++++++++---------
1 files changed, 15 insertions(+), 9 deletions(-)
diff --git a/strategy/time_series_backtest.py b/strategy/time_series_backtest.py
index aa984fb..3f6bbd8 100644
--- a/strategy/time_series_backtest.py
+++ b/strategy/time_series_backtest.py
@@ -122,15 +122,15 @@
:return: 鎸夋椂闂存帓搴忕殑鏁版嵁鍒楄〃
"""
if self.day >= '2025-05-26':
- IS_BY_BIG_ORDER = True
- else:
IS_BY_BIG_ORDER = False
+ else:
+ IS_BY_BIG_ORDER = True
day = self.day
fdata = {}
__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)
+ 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)
# 杞崲鏍煎紡涓猴細{鏃堕棿: [("浠ｇ爜", (涔板崟鍙�, 閲�, 閲戦, 鏃堕棿, 鏈�缁堟垚浜や环))]
@@ -358,7 +358,7 @@
# self.fcodes, self.head_rise_code_blocks = self.__get_target_codes_v3() # __filter_codes(current_data, timeline_data)
self.fcodes, self.head_rise_code_blocks = self.__get_target_codes_v4(), {}
- print(len(self.fcodes), self.fcodes)
+ print(len(self.fcodes))
if not self.current_tick_data:
try:
self.current_tick_data = self.load_current_tick_datas(self.data_loader)
@@ -700,6 +700,8 @@
code = big_order[0]
if code not in self.fcodes:
continue
+ if DEBUG_CODES and code not in DEBUG_CODES:
+ continue
self.init_stock_variables(code, self.timeline_data, self.current_data)
stock_variables: StockVariables = self.stock_variables_dict.get(code)
if plate_limit_up_codes_info is not None:
@@ -724,6 +726,7 @@
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:
+ print(time_str)
logging.exception(e)
print("鍙拱棰樻潗锛�", all_new_plates)
@@ -794,7 +797,9 @@
stock_variables.鏉垮潡鎴愪氦浠ｇ爜 = self.deal_block_codes
-# DEBUG_CODES = ['603579', '300884']
+# 閿傜數姹� ['002882', '002667', '002846', '300530', '002074', '301662', '002580', '300584', '603399', '601515']
+# 鍖栧伐 ['600610', '002427', '002165', '002809', '000565', '002365', '603192', '600370', '600800', '603188']
+# DEBUG_CODES = ['600610', '002427', '002165', '002809', '000565', '002365', '603192', '600370', '600800', '603188']
DEBUG_CODES = []
VOLUME_LOG_ENABLE = False
@@ -807,11 +812,12 @@
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"]
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"]
+ "2025-06-11", "2025-06-12", "2025-06-13", "2025-06-16", "2025-06-17", "2025-06-18", "2025-06-19",
+ "2025-06-20"]
# days = ["2025-05-23"]
--
Gitblit v1.8.0