binz
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  • Joined on 2024-05-22
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binz created branch 0.0.1 in binz/spread_backtest 2024-06-07 11:14:44 +08:00
binz opened issue binz/spread_backtest#20 2024-06-06 16:27:33 +08:00
Bug: 当日因子全为空值时会报错
binz opened issue binz/spread_backtest#19 2024-06-06 13:33:42 +08:00
Bug: 回测指定时间比数据时间长时，回测进度时间显示错误
binz commented on issue binz/spread_backtest#17 2024-06-06 11:30:41 +08:00
Update: 自定义权重支持不满仓的情况；增加自定义权重总和判断，大于1报错

只提供最新的自定义权重但如果有之前停牌时会报错

binz closed issue binz/spread_backtest#18 2024-06-06 00:12:12 +08:00
Update: 支持自定义每日总仓位
binz pushed to main at binz/spread_backtest 2024-06-06 00:12:01 +08:00
740a64ef54 Update: 支持自定义每日仓位 (#18)
binz opened issue binz/spread_backtest#18 2024-06-05 21:49:29 +08:00
Update: 支持自定义每日总仓位
binz pushed to main at binz/spread_backtest 2024-06-05 20:55:16 +08:00
1bb0114e37 Bug: 修正不满足持仓数量时最大卖出数量判断问题 (#16);
binz closed issue binz/spread_backtest#15 2024-06-05 20:54:53 +08:00
Bug: 卖出直接判断，买入的时候再去筛选，否则会出现已经在持仓中但是不满足普通提出条件的也被剔除
binz closed issue binz/spread_backtest#16 2024-06-05 20:37:59 +08:00
Bug：卖出数量在有值因子数量小于持仓数量时判断会出现卖出数量等于当前所有持仓数量的问题
binz opened issue binz/spread_backtest#17 2024-06-05 16:01:19 +08:00
Update: 自定义权重支持不满仓的情况；增加自定义权重总和判断，大于1报错
binz opened issue binz/spread_backtest#16 2024-06-05 14:08:35 +08:00
Bug：卖出数量在有值因子数量小于持仓数量时判断会出现卖出数量等于当前所有持仓数量的问题
binz commented on issue binz/spread_backtest#13 2024-06-05 13:03:07 +08:00
Update: exclude_list新增三年亏损等ST预警参数

修改为连续两年年报亏损且今年报告期至今为负

binz opened issue binz/spread_backtest#15 2024-06-05 01:42:33 +08:00
Bug: 卖出直接判断，买入的时候再去筛选，否则会出现已经在持仓中但是不满足普通提出条件的也被剔除
binz pushed to main at binz/spread_backtest 2024-06-04 22:30:05 +08:00
8336556860 Update: 代码格式修正
binz pushed to main at binz/spread_backtest 2024-06-03 19:46:32 +08:00
4628cfc56c Bug: 修正exclued_list的筛选逻辑，先判断是否可以交易 (2)
binz opened issue binz/spread_backtest#14 2024-06-02 23:45:44 +08:00
Update: exclude_list中recession添加某一季度或者某一年大幅低于历史的情况
binz opened issue binz/spread_backtest#13 2024-06-02 23:43:46 +08:00
Update: exclude_list新增三年亏损等ST预警参数
binz pushed to main at binz/spread_backtest 2024-06-02 20:07:08 +08:00
1f6794ea41 Bug: 修正exclued_list的筛选逻辑，先判断是否可以交易
binz opened issue binz/spread_backtest#12 2024-06-02 15:16:58 +08:00
Update: 增加vwap和tvwap价格