diff --git a/spread_backtest.py b/spread_backtest.py index 55ee743..4e2291e 100644 --- a/spread_backtest.py +++ b/spread_backtest.py @@ -36,14 +36,6 @@ class Spread_Backtest(): else: bkt_end = rec_end print(f'回测区间: {bkt_start} - {bkt_end}') - # for d in track(self.trader.signal[list(self.trader.signal.keys())[0]].loc[bkt_start:bkt_end].index, - # description='Backtesting...', - # update_period=0.5): - # # avaliable_date最后一天的数据只能用于记录持仓 - # if (d <= rec_end) and (d < self.trader.avaliable_date.index.max()): - # self.trader.update_signal(d) - # else: - # self.trader.update_signal(d, update_type='position') start_time = time.time() target_list = self.trader.signal[list(self.trader.signal.keys())[0]].loc[bkt_start:bkt_end].index for idx,date in enumerate(sorted(target_list), start=1):