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使用示例脚本run_dummy_backtest,执行该函数时,显示策略保存失败。
dummy = czsc.DummyBacktest(strategy=CzscStrategyExample2, read_bars=get_raw_bars, signals_module_name='czsc.signals', sdt='20200101', edt='20230301', signals_path=os.path.join('results', 'dummy_backtest信号'), results_path=os.path.join('results', 'dummy_backtest结果'))
2023-09-10 19:53:26.297 | DEBUG | czsc.traders.dummy:one_symbol_dummy:98 - 399682.SZ 15分钟笔停顿 保存失败,原因:"['bid'] not found in axis" 2023-09-10 19:53:26.307 | DEBUG | czsc.traders.dummy:one_symbol_dummy:98 - 399682.SZ 15分钟笔停顿B 保存失败,原因:"['bid'] not found in axis" 2023-09-10 19:53:26.307 | INFO | czsc.traders.dummy:one_symbol_dummy:100 - 399682.SZ 回测完成,共 2 个持仓策略,耗时 2.48 秒
The text was updated successfully, but these errors were encountered:
问题出在 holds 数据中没有继续保存 bid 这个字段,这是为了节省内容。将在 0.9.29 版本修复。临时修复方式是,找到源码 czsc.traders.dummy:one_symbol_dummy,将93行注释掉。
dfh['n1b'] = (dfh['price'].shift(-1) / dfh['price'] - 1) * 10000 # dfh.drop(columns=['bid'], inplace=True) dfh.fillna(0, inplace=True)
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0.9.29 fix bug (#166)
e63007e
V0.9.29 更新一批代码 (#168)
b0fd1aa
* 0.9.29 start coding * 0.9.29 新增交易日历 * update * 0.9.29 update * update * 0.9.29 delete signals merged * 0.9.29 fix bug (#166) * 0.9.29 更新 streamlit 页面 * 0.9.29 update * 0.9.29 update * 0.9.29 update * 0.9.29 新增多空对冲组合分析函数 * 0.9.29 update * 0.9.29 update * 0.9.29 update * 0.9.29 fix bar_window_ps_V230801 * 0.9.29 update * 0.9.29 新增 RWC * 0.9.29 新增开平仓优化方法 * 0.9.29 新增笔特征计算 * 0.9.29 新增 cxt_bi_trend_V230913 信号函数 * 0.9.29 update
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使用示例脚本run_dummy_backtest,执行该函数时,显示策略保存失败。
dummy = czsc.DummyBacktest(strategy=CzscStrategyExample2, read_bars=get_raw_bars,
signals_module_name='czsc.signals',
sdt='20200101', edt='20230301',
signals_path=os.path.join('results', 'dummy_backtest信号'),
results_path=os.path.join('results', 'dummy_backtest结果'))
定义需要回测的品种,这里可以自定义
symbols = get_symbols('A股主要指数')
dummy.one_symbol_dummy(symbols[0])
2023-09-10 19:53:26.297 | DEBUG | czsc.traders.dummy:one_symbol_dummy:98 - 399682.SZ 15分钟笔停顿 保存失败,原因:"['bid'] not found in axis"
2023-09-10 19:53:26.307 | DEBUG | czsc.traders.dummy:one_symbol_dummy:98 - 399682.SZ 15分钟笔停顿B 保存失败,原因:"['bid'] not found in axis"
2023-09-10 19:53:26.307 | INFO | czsc.traders.dummy:one_symbol_dummy:100 - 399682.SZ 回测完成,共 2 个持仓策略,耗时 2.48 秒
The text was updated successfully, but these errors were encountered: