From 03cc1cf986e35f57e26b80b3f1f0a950fb4b634a Mon Sep 17 00:00:00 2001
From: 27942 <2794236280@qq.com>
Date: Tue, 14 Oct 2025 13:38:01 +0800
Subject: [PATCH] dededdew

---
 weex/读取数据库分析数据2.0.py | 31 ++++++++++++++++++++-----------
 1 file changed, 20 insertions(+), 11 deletions(-)

diff --git a/weex/读取数据库分析数据2.0.py b/weex/读取数据库分析数据2.0.py
index f519f5b..4104848 100644
--- a/weex/读取数据库分析数据2.0.py
+++ b/weex/读取数据库分析数据2.0.py
@@ -21,20 +21,20 @@ from models.weex import Weex15, Weex1
 class BacktestConfig:
     """回测配置类"""
     # 交易参数
-    take_profit: float = 8.0      # 止盈点数
-    stop_loss: float = -1.0       # 止损点数
+    take_profit: float = 8.0  # 止盈点数
+    stop_loss: float = -1.0  # 止损点数
     contract_size: float = 10000  # 合约规模
-    open_fee: float = 5.0         # 开仓手续费
+    open_fee: float = 5.0  # 开仓手续费
     close_fee_rate: float = 0.0005  # 平仓手续费率
-    
+
     # 回测日期范围
     start_date: str = "2025-7-1"
     end_date: str = "2025-7-31"
-    
+
     # 信号参数
     enable_bear_bull_engulf: bool = True  # 涨包跌信号
     enable_bull_bear_engulf: bool = True  # 跌包涨信号
-    
+
     def __post_init__(self):
         """验证配置参数"""
         if self.take_profit <= 0:
@@ -65,12 +65,12 @@ class SignalStats:
     count: int = 0
     wins: int = 0
     total_profit: float = 0.0
-    
+
     @property
     def win_rate(self) -> float:
         """胜率计算"""
         return (self.wins / self.count * 100) if self.count > 0 else 0.0
-    
+
     @property
     def avg_profit(self) -> float:
         """平均盈利"""
@@ -191,9 +191,18 @@ def simulate_trade(direction, entry_price, entry_time, next_15min_time, tp=8, sl
 # ===============================================================
 
 def backtest(dates, tp=8, sl=-1):
+    """
+    datas：日期的列表
+
+    :param dates:
+    :param tp:
+    :param sl:
+    :return:
+    """
+
     all_data = []
     for date_str in dates:
-        all_data.extend(get_data_by_date(Weex15, date_str))
+        all_data.extend(get_data_by_date(Weex15, date_str))  # 获取天的数据，15分钟k线数据
 
     all_data.sort(key=lambda x: x['id'])
 
@@ -205,8 +214,8 @@ def backtest(dates, tp=8, sl=-1):
     trades = []
 
     for idx in range(1, len(all_data) - 1):
-        prev, curr = all_data[idx - 1], all_data[idx]
-        entry_candle = all_data[idx + 1]
+        prev, curr = all_data[idx - 1], all_data[idx]  # 前一笔，当前一笔
+        entry_candle = all_data[idx + 1]  # 开仓
 
         direction, signal = check_signal(prev, curr)
         if not direction: