From 715b80cd6390d6c3b6c029f3097a36b576567d8a Mon Sep 17 00:00:00 2001 From: binz <123@123.com> Date: Tue, 28 May 2024 20:19:08 +0800 Subject: [PATCH] =?UTF-8?q?Update:=20=E6=9B=B4=E6=96=B0=E8=87=AA=E5=AE=9A?= =?UTF-8?q?=E4=B9=89=E8=BF=9B=E5=BA=A6=E6=9D=A1=20(#5)?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- spread_backtest.py | 8 -------- 1 file changed, 8 deletions(-) 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):