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weex/长期持有信号/读取数据库数据-30分钟版.py

@@ -3,6 +3,7 @@
 """
 
 import datetime
+import calendar
 from dataclasses import dataclass
 from typing import List, Dict, Optional
 from loguru import logger
@@ -21,19 +22,19 @@ def is_bearish(c):  # 阴线
 
 def check_signal(prev, curr):
     """
-    包住形态信号判定（仅15分钟K线）：
-    - 前跌后涨包住 -> 做多
-    - 前涨后跌包住 -> 做空
+    包住形态信号判定（简化版）：
+    - 前跌后涨包住（涨包跌） -> 做多：涨的收盘价 > 跌的开盘价
+    - 前涨后跌包住（跌包涨） -> 做空：跌的收盘价 < 涨的开盘价
     """
     p_open, p_close = float(prev['open']), float(prev['close'])
     c_open, c_close = float(curr['open']), float(curr['close'])
 
-    # 前跌后涨包住 -> 做多
-    if is_bullish(curr) and is_bearish(prev) and c_open <= p_close and c_close >= p_open:
+    # 涨包跌（前跌后涨） -> 做多：涨的收盘价 > 跌的开盘价
+    if is_bullish(curr) and is_bearish(prev) and c_close > p_open:
         return "long", "bear_bull_engulf"
 
-    # 前涨后跌包住 -> 做空
-    if is_bearish(curr) and is_bullish(prev) and c_open >= p_close and c_close <= p_open:
+    # 跌包涨（前涨后跌） -> 做空：跌的收盘价 < 涨的开盘价
+    if is_bearish(curr) and is_bullish(prev) and c_close < p_open:
         return "short", "bull_bear_engulf"
 
     return None, None
@@ -186,9 +187,11 @@ def backtest_15m_trend_optimized(dates: List[str]):
 # ========================= 运行示例（优化版盈利计算） =========================
 if __name__ == '__main__':
     dates = []
-    for i in range(1, 11):
-        for i1 in range(1, 31):
-            dates.append(f"2025-{f'0{i}' if len(str(i)) < 2 else i}-{f'0{i1}' if len(str(i1)) < 2 else i1}")
+    for month in range(1, 11):
+        # 获取该月的实际天数
+        days_in_month = calendar.monthrange(2025, month)[1]
+        for day in range(1, days_in_month + 1):
+            dates.append(f"2025-{month:02d}-{day:02d}")
 
     print(dates)