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Administrator
2025-12-04 16:51:44 +08:00
parent 9ae9f75a6d
commit 906bef25fc
4 changed files with 72 additions and 19 deletions
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12
test.py
View File

@@ -1,11 +1,3 @@
import re
print(abs(100 - 10))
match = re.search(r"可用\s*([0-9,]+(?:\.[0-9]+)?)", "可用1,024.9964 USDT")
number = ""
if match:
# 提取匹配到的数值字符串
number_str = match.group(1).replace(',', '')
# 将提取的字符串转换为浮点数
number = float(number_str)
print(number)
# 3923 3938 16 3932 3938 6

12
weex/长期持有信号/30分钟优化实体超过版本.py
View File

@@ -47,7 +47,7 @@ def check_signal(prev, curr):
curr_body = calc_body(curr)
# ====== 第二根实体必须 ≥ 第一根实体 × 1.2 ======
if curr_body < prev_body * 1.2:
if curr_body < prev_body + (curr_body * 0.4):
return None, None
# ----------- 多头包住信号（bear → bull）-----------
@@ -233,8 +233,14 @@ def backtest_15m_trend_optimized(dates: List[str]):
# ================ 主程序（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}-{i1}")
dates = [f"2025-11-{i}" for i in range(1, 32)]
print(dates)
# dates = [f"2025-09-{i}" for i in range(1, 32)]
trades, stats = backtest_15m_trend_optimized(dates)
logger.info("===== 每笔交易详情 =====")
@@ -288,6 +294,8 @@ if __name__ == '__main__':
print(f"总手续费：{total_fee:.2f}")
print(f"总净利润：{total_net:.2f}\n")
print(total_raw_profit - total_fee * 0.1)
print("===== 信号统计 =====")
for k, v in stats.items():
name = v['name']

17
weex/长期持有信号/读取数据库数据-30分钟版.py
View File

@@ -185,14 +185,14 @@ 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}-{i1}")
#
# print(dates)
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}-{i1}")
dates = [f"2025-11-{i}" for i in range(1, 32)]
print(dates)
# dates = [f"2025-09-{i}" for i in range(1, 32)]
trades, stats = backtest_15m_trend_optimized(dates)
logger.info("===== 每笔交易详情 =====")
@@ -251,9 +251,12 @@ if __name__ == '__main__':
print(f"总手续费：{total_fee:.2f}")
print(f"总净利润：{total_net_profit:.2f}\n")
print(total_money_profit - total_fee * 0.1 )
print("===== 信号统计 =====")
for k, v in stats.items():
name, count, wins, total_p = v['name'], v['count'], v['wins'], v['total_profit']
win_rate = (wins / count * 100) if count > 0 else 0.0
avg_p = (total_p / count) if count > 0 else 0.0
print(f"{name}: 次数={count} 胜率={win_rate:.2f}% 总价差={total_p:.2f} 平均价差={avg_p:.2f}")

50
推特/推特1.0.txt Normal file
View File

@@ -0,0 +1,50 @@
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