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dededdew

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This commit is contained in:
27942
2025-10-14 16:39:09 +08:00
parent aab552d7db
commit 69e478db39
1 changed files with 27 additions and 24 deletions
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51
weex/读取数据库分析数据2.0.py
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@@ -165,7 +165,7 @@ def simulate_trade(direction, entry_price, entry_time, next_15min_time, tp=8, sl
for candle in future_candles:
open_p, high, low = map(float, (candle['open'], candle['high'], candle['low']))
if direction == "long": # long
if direction == "long": # long
if open_p >= tp_price: # 开盘跳空止盈 涨信号，
return open_p, open_p - entry_price, candle['id']
if open_p <= sl_price: # 开盘跳空止损
@@ -266,34 +266,37 @@ def backtest(dates, tp, sl):
# ===============================================================
if __name__ == '__main__':
dates = [f"2025-9-{i}" for i in range(1, 31)]
dates = [f"2025-6-{i}" for i in range(1, 31)]
trades, stats = backtest(dates, tp=10, sl=-2)
for i in range(1, 11):
for i1 in range(1, 51):
logger.info("===== 每笔交易详情 =====")
for t in trades:
logger.info(
f"{t['entry_time']} {t['direction']}({t['signal']}) "
f"入场={t['entry']:.2f} 出场={t['exit']:.2f} 出场时间={t['exit_time']} "
f"差价={t['diff']:.2f}"
)
trades, stats = backtest(dates, tp=i1, sl=-i)
total_profit = sum(t['diff'] / t['entry'] * 10000 for t in trades)
total_fee = sum(5 + 10000 / t['entry'] * t['exit'] * 0.0005 for t in trades)
# logger.info("===== 每笔交易详情 =====")
# for t in trades:
# logger.info(
# f"{t['entry_time']} {t['direction']}({t['signal']}) "
# f"入场={t['entry']:.2f} 出场={t['exit']:.2f} 出场时间={t['exit_time']} "
# f"差价={t['diff']:.2f}"
# )
print(f"\n一共交易笔数：{len(trades)}")
print(f"一共盈利：{total_profit:.2f}")
print(f"一共手续费：{total_fee:.2f}")
print(f"净利润：{total_profit - total_fee:.2f}")
total_profit = sum(t['diff'] / t['entry'] * 10000 for t in trades)
total_fee = sum(5 + 10000 / t['entry'] * t['exit'] * 0.0005 for t in trades)
# if total_profit > total_fee * 0.1:
# print(i1, i)
# print(f"\n一共交易笔数：{len(trades)}")
# print(f"一共盈利：{total_profit:.2f}")
# print(f"一共手续费：{total_fee:.2f}")
# print(f"净利润：{total_profit - total_fee * 0.1}")
#
# print("\n===== 信号统计 =====")
# print(f"\n一共交易笔数：{len(trades)}")
# print(f"一共盈利：{total_profit:.2f}")
# print(f"一共手续费：{total_fee:.2f}")
# print(f"净利润：{total_profit - total_fee:.2f}")
if total_profit > total_fee * 0.1:
print(f"止盈：{i1}, 止损：{i}")
print(f"\n一共交易笔数：{len(trades)}")
print(f"一共盈利：{total_profit:.2f}")
print(f"一共手续费：{total_fee:.2f}")
print(f"净利润：{total_profit - total_fee * 0.1}")
print("\n===== 信号统计 =====")
#
# for k, v in stats.items():
# win_rate = (v['wins'] / v['count'] * 100) if v['count'] > 0 else 0