ddrwode/codex_jxs_code
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

第一版策略

Browse Source
This commit is contained in:
ddrwode
2026-02-28 13:39:20 +08:00
parent 302086b7d5
commit 088f94c5c4
1 changed files with 16 additions and 6 deletions
Download Patch File Download Diff File Expand all files Collapse all files

22
run_bb_full_grid_search.py
View File

@@ -18,9 +18,11 @@ from __future__ import annotations
import argparse
import hashlib
import io
import json
import math
import os
import sys
import tempfile
import time
from collections import defaultdict
@@ -261,14 +263,14 @@ def run_grid_search(
print(f"✓ period={int(row['period']):4d}, std={float(row['std']):7.2f} | "
f"收益: {row['ret_pct']:+7.2f}% | 回撤: {row['max_dd_pct']:6.2f}% | "
f"夏普: {row['sharpe']:7.3f} | 交易: {int(row['n_trades']):6d} | "
f"评分: {row['stable_score']:7.1f}")
f"评分: {row['stable_score']:7.1f}", flush=True)
rows.extend(res)
done_periods += 1
done_combos += len(task[1])
maybe_save(done_periods)
if done_periods % max(1, total_periods // 20) == 0 or done_periods == total_periods:
elapsed = time.time() - start
print(f"进度 {done_combos}/{total_combos} ({done_periods}/{total_periods} periods), 用时 {elapsed:.0f}s")
print(f"进度 {done_combos}/{total_combos} ({done_periods}/{total_periods} periods), 用时 {elapsed:.0f}s", flush=True)
else:
done_periods = 0
done_combos = 0
@@ -287,14 +289,14 @@ def run_grid_search(
print(f"✓ period={int(row['period']):4d}, std={float(row['std']):7.2f} | "
f"收益: {row['ret_pct']:+7.2f}% | 回撤: {row['max_dd_pct']:6.2f}% | "
f"夏普: {row['sharpe']:7.3f} | 交易: {int(row['n_trades']):6d} | "
f"评分: {row['stable_score']:7.1f}")
f"评分: {row['stable_score']:7.1f}", flush=True)
rows.extend(res)
done_periods += 1
done_combos += len(stds)
maybe_save(done_periods)
if done_periods % max(1, total_periods // 20) == 0 or done_periods == total_periods:
elapsed = time.time() - start
print(f"进度 {done_combos}/{total_combos} ({done_periods}/{total_periods} periods), 用时 {elapsed:.0f}s")
print(f"进度 {done_combos}/{total_combos} ({done_periods}/{total_periods} periods), 用时 {elapsed:.0f}s", flush=True)
except (PermissionError, OSError) as e:
print(f"多进程不可用 ({e})，改用单进程...")
_init_worker(df_path, df_1m_path, use_1m, step_min)
@@ -307,14 +309,14 @@ def run_grid_search(
print(f"✓ period={int(row['period']):4d}, std={float(row['std']):7.2f} | "
f"收益: {row['ret_pct']:+7.2f}% | 回撤: {row['max_dd_pct']:6.2f}% | "
f"夏普: {row['sharpe']:7.3f} | 交易: {int(row['n_trades']):6d} | "
f"评分: {row['stable_score']:7.1f}")
f"评分: {row['stable_score']:7.1f}", flush=True)
rows.extend(res)
done_periods += 1
done_combos += len(task[1])
maybe_save(done_periods)
if done_periods % max(1, total_periods // 20) == 0 or done_periods == total_periods:
elapsed = time.time() - start
print(f"进度 {done_combos}/{total_combos} ({done_periods}/{total_periods} periods), 用时 {elapsed:.0f}s")
print(f"进度 {done_combos}/{total_combos} ({done_periods}/{total_periods} periods), 用时 {elapsed:.0f}s", flush=True)
if ckpt_path and meta_path and meta and rows:
save_checkpoint(ckpt_path, meta_path, meta, rows)
@@ -325,6 +327,14 @@ def run_grid_search(
def main():
# Windows 兼容的无缓冲设置
if os.name == 'nt': # Windows
# Windows 上通过重定向来禁用缓冲
import io
sys.stdout = io.TextIOWrapper(sys.stdout.buffer, encoding='utf-8', line_buffering=True)
else: # Linux/macOS
sys.stdout = os.fdopen(sys.stdout.fileno(), 'w', 1, encoding='utf-8')
parser = argparse.ArgumentParser(description="布林带全参数网格搜索 (1-1000, 0.5-1000)")
parser.add_argument("-p", "--period", default="5m", choices=["5m", "15m", "30m"])
parser.add_argument("--start", default="2020-01-01")