From 994079acd0ac30a32e2b0391881890be16b0afc0 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 17 六月 2025 11:01:13 +0800
Subject: [PATCH] ‘功能完善
---
strategy/time_series_backtest.py | 25 +++++++++++++++++++++----
1 files changed, 21 insertions(+), 4 deletions(-)
diff --git a/strategy/time_series_backtest.py b/strategy/time_series_backtest.py
index a8196a5..b5128c2 100644
--- a/strategy/time_series_backtest.py
+++ b/strategy/time_series_backtest.py
@@ -298,6 +298,9 @@
if code_ in self.stock_variables_dict:
return
+ if code_ == '002907':
+ print("")
+
stock_variables = StrategyVariableFactory.create_from_history_data(
timeline_data["kline_data"].get(code_), timeline_data["minute_data"].get(code_),
timeline_data["limit_up_record_data"].get(code_), timeline_data["trade_days"])
@@ -583,6 +586,19 @@
most_real_kpl_plate_limit_up_codes_info[p] = []
most_real_kpl_plate_limit_up_codes_info[p].append(code)
+ # ---------娴嬭瘯--------
+ # test_plate = "鍖栧伐"
+ # if len(most_real_kpl_plate_limit_up_codes_info.get(test_plate, [])) >= 3:
+ # print("娴嬭瘯寮�濮�=========")
+ # code_plates_for_buy = self.current_data["code_plates_for_buy"]
+ # plate_codes = [c for c in code_plates_for_buy if test_plate in code_plates_for_buy[c]]
+ # print(f"{test_plate}婊¤冻", time_str, plate_codes)
+ # for c in plate_codes:
+ # sv: StockVariables = self.stock_variables_dict.get(c)
+ # if sv and sv.褰撳墠浠� > sv.鏄ㄦ棩鏀剁洏浠�:
+ # print(c)
+ # print("娴嬭瘯瀹屾瘯=========")
+
if ticks:
for tick in ticks:
code = tick["symbol"][-6:]
@@ -650,6 +666,7 @@
stock_variables.浠婃棩鏈�浣庝环 = tick["price"]
if most_real_kpl_plate_limit_up_codes_info:
stock_variables.寮�鐩樺暒鏈�姝ｆ澘鍧楁定鍋� = most_real_kpl_plate_limit_up_codes_info
+
# if time_str >= '09:30:00':
# if stock_variables.浠婃棩澶у崟鏁版嵁 and stock_variables.寮�鐩樺暒鏈�姝ｆ澘鍧楁定鍋� and max(
# [len(stock_variables.寮�鐩樺暒鏈�姝ｆ澘鍧楁定鍋�.get(x, [])) for x in stock_variables.浠ｇ爜鏉垮潡]) >= 3:
@@ -768,7 +785,7 @@
stock_variables.鏉垮潡鎴愪氦浠ｇ爜 = self.deal_block_codes
-# DEBUG_CODES = ['603040', '603758', '603286', '603586', '605255', '002048', '605208', '002806', '603266', '603788']
+# DEBUG_CODES = ['600727']
DEBUG_CODES = []
VOLUME_LOG_ENABLE = False
@@ -777,7 +794,7 @@
DEBUG_BLOCKS = []
-BIG_ORDER_MONEY_THRESHOLD = 100e4
+BIG_ORDER_MONEY_THRESHOLD = 200e4
if __name__ == "__main__":
back_test_dict = {}
@@ -786,9 +803,9 @@
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"]
+ "2025-06-11", "2025-06-12", "2025-06-13", "2025-06-16"]
- # days = ["2025-06-09"]
+ # days = ["2025-06-13"]
days.reverse()
for day in days:
--
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