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dededdew

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This commit is contained in:
27942
2025-10-13 09:20:30 +08:00
parent 9a488957e1
commit 549c2d81b8
1 changed files with 40 additions and 22 deletions
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62
weex/读取文件分析.py
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@@ -55,34 +55,51 @@ def check_signal(prev, curr):
def simulate_trade(direction, entry_price, future_candles, take_profit_diff=30, stop_loss_diff=-10):
"""
模拟交易（逐根K线回测）
使用价差来控制止盈止损：
- 盈利达到 take_profit_diff 就止盈
- 亏损达到 stop_loss_diff 就止损
direction：信号类型
entry_price：开盘价格
future_candles：未来的行情数据
改进版：考虑开盘跳空触发止盈/止损的情况
"""
for candle in future_candles:
high, low, close = float(candle['high']), float(candle['low']), float(candle['close'])
open_p = float(candle['open'])
high = float(candle['high'])
low = float(candle['low'])
close = float(candle['close'])
if direction == "long":
# 做多：检查最高价是否达到止盈，最低价是否触及止损
if high >= entry_price + take_profit_diff:
return entry_price + take_profit_diff, take_profit_diff, candle['id'] # 止盈
if low <= entry_price + stop_loss_diff:
return entry_price + stop_loss_diff, stop_loss_diff, candle['id'] # 止损
tp_price = entry_price + take_profit_diff
sl_price = entry_price + stop_loss_diff
# 🧩 开盘就跳空止盈
if open_p >= tp_price:
return open_p, open_p - entry_price, candle['id']
# 🧩 开盘就跳空止损
if open_p <= sl_price:
return open_p, open_p - entry_price, candle['id']
# 正常区间内触发止盈/止损
if high >= tp_price:
return tp_price, take_profit_diff, candle['id']
if low <= sl_price:
return sl_price, stop_loss_diff, candle['id']
elif direction == "short":
# 做空：检查最低价是否达到止盈，最高价是否触及止损
if low <= entry_price - take_profit_diff:
return entry_price - take_profit_diff, take_profit_diff, candle['id'] # 止盈
if high >= entry_price - stop_loss_diff:
return entry_price - stop_loss_diff, stop_loss_diff, candle['id'] # 止损
tp_price = entry_price - take_profit_diff
sl_price = entry_price - stop_loss_diff
# 如果未来都没触发，最后一根收盘平仓
# 🧩 开盘就跳空止盈
if open_p <= tp_price:
return open_p, entry_price - open_p, candle['id']
# 🧩 开盘就跳空止损
if open_p >= sl_price:
return open_p, entry_price - open_p, candle['id']
# 正常区间内触发止盈/止损
if low <= tp_price:
return tp_price, take_profit_diff, candle['id']
if high >= sl_price:
return sl_price, stop_loss_diff, candle['id']
# 未触发止盈止损，按最后收盘价平仓
final_price = float(future_candles[-1]['close'])
if direction == "long":
diff_money = final_price - entry_price
@@ -92,6 +109,7 @@ def simulate_trade(direction, entry_price, future_candles, take_profit_diff=30,
return final_price, diff_money, future_candles[-1]['id']
def fetch_kline(day: int, year: int = 2025, month: int = 9, file_path: str = "stock_data.xlsx") -> list[dict]:
"""
获取指定日期的分钟级 K 线数据。
@@ -140,7 +158,7 @@ def fetch_kline(day: int, year: int = 2025, month: int = 9, file_path: str = "st
if __name__ == '__main__':
datas = []
for i in range(1, 31):
for i in range(1, 2):
data = fetch_kline(year=2025, month=9, day=i)
datas.extend(data)