dededdew

weex/读取数据库分析数据2.0.py

@@ -228,7 +228,7 @@ def backtest(dates, tp, sl):
             continue
 
         # 下一个 15 分钟K线的时间范围
-        next_15min_time = all_data[idx + 5]['id'] if idx + 5 < len(all_data) else all_data[-1]['id']
+        next_15min_time = all_data[idx + 50]['id'] if idx + 50 < len(all_data) else all_data[-1]['id']
 
         entry_price = float(entry_candle['open'])  # 开仓价格
         exit_price, diff, exit_time = simulate_trade(
@@ -268,26 +268,28 @@ def backtest(dates, tp, sl):
 if __name__ == '__main__':
     dates = [f"2025-9-{i}" for i in range(1, 31)]
 
-# for i in range(1, 11):
-#     for i1 in range(1, 51):
+    # for i in range(5, 11):
+    #     for i1 in range(25, 51):
 
-    trades, stats = backtest(dates, tp=15, sl=-50)
+    trades, stats = backtest(dates, tp=50, sl=-10)
 
-    # 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}"
-    #     )
+    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}"
+        )
 
     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)
+    # 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:.2f}")
+    print("\n===== 信号统计 =====")
 
         # if total_profit > total_fee * 0.1:
         #     print(f"止盈：{i1}, 止损：{i}")