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dededdew

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This commit is contained in:
27942
2025-10-15 10:10:03 +08:00
parent 69e478db39
commit fac118a5b9
2 changed files with 26 additions and 26 deletions
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2
weex/读取数据库分析数据.py
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@@ -149,7 +149,7 @@ if __name__ == '__main__':
datas = sorted(datas, key=lambda x: x["id"])
for i in range(1, 11):
for i in range(1, 51):
for i1 in range(1, 51):
zh_project = 0 # 累计盈亏

50
weex/读取数据库分析数据2.0.py
View File

@@ -266,37 +266,37 @@ def backtest(dates, tp, sl):
# ===============================================================
if __name__ == '__main__':
dates = [f"2025-6-{i}" for i in range(1, 31)]
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(1, 11):
# for i1 in range(1, 51):
trades, stats = backtest(dates, tp=i1, sl=-i)
trades, stats = backtest(dates, tp=15, sl=-50)
# 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)
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"\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(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 =====")
# 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