From ab662be5c523b75c1bd28fc6bfcab2872b9623b3 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 12 六月 2025 15:22:06 +0800
Subject: [PATCH] bug修复
---
strategy/time_series_backtest.py | 30 ++++++++++++++++++------------
1 files changed, 18 insertions(+), 12 deletions(-)
diff --git a/strategy/time_series_backtest.py b/strategy/time_series_backtest.py
index d9f007a..a8196a5 100644
--- a/strategy/time_series_backtest.py
+++ b/strategy/time_series_backtest.py
@@ -586,8 +586,8 @@
if ticks:
for tick in ticks:
code = tick["symbol"][-6:]
- # if code not in self.fcodes:
- # continue
+ if code not in self.fcodes:
+ continue
if DEBUG_CODES and code not in DEBUG_CODES:
continue
@@ -648,12 +648,14 @@
if not stock_variables.浠婃棩鏈�浣庝环 or tick["price"] < stock_variables.浠婃棩鏈�浣庝环:
stock_variables.浠婃棩鏈�浣庝环 = tick["price"]
-
- stock_variables.寮�鐩樺暒鏈�姝ｆ澘鍧楁定鍋� = most_real_kpl_plate_limit_up_codes_info
-
- # compute_result = self.__run_backtest(code, stock_variables)
- # self.__process_test_result(code, stock_variables, next_trade_day, stock_variables.褰撳墠浠�,
- # time_str, compute_result)
+ 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:
+ # compute_result = self.__run_backtest(code, stock_variables)
+ # self.__process_test_result(code, stock_variables, next_trade_day, stock_variables.褰撳墠浠�,
+ # time_str, compute_result)
# if len(real_codes) >= 2 and time_str > '09:30:00':
# # print(time_str, plate)
@@ -766,7 +768,7 @@
stock_variables.鏉垮潡鎴愪氦浠ｇ爜 = self.deal_block_codes
-# DEBUG_CODES = ['002365', '000953', '002907', '002688', '003020', '002900', '002082', '000566', '300204', '002317']
+# DEBUG_CODES = ['603040', '603758', '603286', '603586', '605255', '002048', '605208', '002806', '603266', '603788']
DEBUG_CODES = []
VOLUME_LOG_ENABLE = False
@@ -775,7 +777,7 @@
DEBUG_BLOCKS = []
-BIG_ORDER_MONEY_THRESHOLD = 200e4
+BIG_ORDER_MONEY_THRESHOLD = 100e4
if __name__ == "__main__":
back_test_dict = {}
@@ -783,12 +785,16 @@
# "2025-05-15", "2025-05-16", "2025-05-19", "2025-05-20", "2025-05-21", "2025-05-22"]
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"]
+ "2025-05-30", "2025-06-03", "2025-06-04", "2025-06-05", "2025-06-06", "2025-06-09", "2025-06-10",
+ "2025-06-11", "2025-06-12"]
+
+ # days = ["2025-06-09"]
+
days.reverse()
for day in days:
if day not in back_test_dict:
# back_test_dict[day] = BackTest(day, "浠婃棩閲忔槸鍚﹁冻澶�.py")
- back_test_dict[day] = BackTest(day, "浣庡惛鑴氭湰_杈ㄨ瘑搴v6.py")
+ back_test_dict[day] = BackTest(day, "strategy_script_v6.py")
print("=========================", day)
# back_test_dict[day].run_volume()
back_test_dict[day].run()
--
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