7237 lines
168 KiB
Plaintext
7237 lines
168 KiB
Plaintext
{
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"cells": [
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{
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"cell_type": "code",
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||
"execution_count": 5,
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"metadata": {},
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"outputs": [],
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"source": [
|
||
"from datetime import datetime\n",
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"\n",
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"from vnpy.trader.optimize import OptimizationSetting\n",
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"from vnpy_ctastrategy.backtesting import BacktestingEngine\n",
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"#from vnpy_ctastrategy.strategies.vip13 import vip13\n",
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"from 网格策略 import MoveSpaceStrategy"
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]
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},
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{
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"cell_type": "code",
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||
"execution_count": 6,
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"metadata": {},
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"outputs": [],
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"source": [
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"engine = BacktestingEngine()\n",
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"engine.set_parameters(\n",
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" vt_symbol=\"rb888.SHFE\",\n",
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" interval=\"1h\",\n",
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" start=datetime(2020, 1, 1),\n",
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" end=datetime(2024, 3, 21),\n",
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" rate=1.5/10000,\n",
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" slippage=1,\n",
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" size=10,\n",
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" pricetick=1,\n",
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" capital=1_000_00,\n",
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")\n",
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"engine.add_strategy(MoveSpaceStrategy, {})"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 7,
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"metadata": {
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"scrolled": false
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},
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"outputs": [
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"2024-08-05 10:46:30.013222\t开始加载历史数据\n",
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"2024-08-05 10:46:30.013222\t加载进度：# [0%]\n",
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||
"2024-08-05 10:46:30.013222\t加载进度：# [10%]\n",
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||
"2024-08-05 10:46:30.013222\t加载进度：## [20%]\n",
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||
"2024-08-05 10:46:30.013222\t加载进度：### [30%]\n",
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||
"2024-08-05 10:46:30.013222\t加载进度：#### [40%]\n",
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||
"2024-08-05 10:46:30.013222\t加载进度：##### [50%]\n",
|
||
"2024-08-05 10:46:30.013222\t加载进度：###### [60%]\n",
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||
"2024-08-05 10:46:30.013222\t加载进度：####### [70%]\n",
|
||
"2024-08-05 10:46:30.013222\t加载进度：######## [80%]\n",
|
||
"2024-08-05 10:46:30.014197\t加载进度：######### [90%]\n",
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||
"2024-08-05 10:46:30.014197\t加载进度：########## [100%]\n",
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"2024-08-05 10:46:30.014197\t历史数据加载完成，数据量：6969\n",
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||
"2024-08-05 10:46:30.015217\t策略初始化完成\n",
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||
"2024-08-05 10:46:30.015217\t开始回放历史数据\n",
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||
"2024-08-05 10:46:30.055200\t回放进度：= [0%]\n",
|
||
"2024-08-05 10:46:30.094174\t回放进度：== [10%]\n",
|
||
"2024-08-05 10:46:30.142149\t回放进度：=== [20%]\n",
|
||
"2024-08-05 10:46:30.198785\t回放进度：==== [30%]\n",
|
||
"2024-08-05 10:46:30.255170\t回放进度：===== [40%]\n",
|
||
"2024-08-05 10:46:30.308137\t回放进度：====== [50%]\n",
|
||
"2024-08-05 10:46:30.358109\t回放进度：======= [60%]\n",
|
||
"2024-08-05 10:46:30.409053\t回放进度：======== [70%]\n",
|
||
"2024-08-05 10:46:30.456056\t回放进度：========= [80%]\n",
|
||
"2024-08-05 10:46:30.506026\t回放进度：========== [90%]\n",
|
||
"2024-08-05 10:46:30.507045\t回放进度：=========== [100%]\n",
|
||
"2024-08-05 10:46:30.507045\t历史数据回放结束\n",
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||
"2024-08-05 10:46:30.507045\t开始计算逐日盯市盈亏\n",
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||
"2024-08-05 10:46:30.520989\t逐日盯市盈亏计算完成\n",
|
||
"2024-08-05 10:46:30.521989\t开始计算策略统计指标\n",
|
||
"2024-08-05 10:46:30.530712\t------------------------------\n",
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||
"2024-08-05 10:46:30.530712\t首个交易日：\t2020-01-16\n",
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||
"2024-08-05 10:46:30.530712\t最后交易日：\t2024-03-20\n",
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||
"2024-08-05 10:46:30.530712\t总交易日：\t1011\n",
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||
"2024-08-05 10:46:30.530712\t盈利交易日：\t503\n",
|
||
"2024-08-05 10:46:30.530712\t亏损交易日：\t447\n",
|
||
"2024-08-05 10:46:30.530712\t起始资金：\t100,000.00\n",
|
||
"2024-08-05 10:46:30.530712\t结束资金：\t187,437.05\n",
|
||
"2024-08-05 10:46:30.530712\t总收益率：\t87.44%\n",
|
||
"2024-08-05 10:46:30.530712\t年化收益：\t20.76%\n",
|
||
"2024-08-05 10:46:30.530712\t最大回撤: \t-54,625.22\n",
|
||
"2024-08-05 10:46:30.530712\t百分比最大回撤: -30.85%\n",
|
||
"2024-08-05 10:46:30.530712\t最长回撤天数: \t174\n",
|
||
"2024-08-05 10:46:30.530712\t总盈亏：\t87,437.05\n",
|
||
"2024-08-05 10:46:30.530712\t总手续费：\t27,682.95\n",
|
||
"2024-08-05 10:46:30.530712\t总滑点：\t37,110.00\n",
|
||
"2024-08-05 10:46:30.530712\t总成交金额：\t184,552,970.00\n",
|
||
"2024-08-05 10:46:30.530712\t总成交笔数：\t1829\n",
|
||
"2024-08-05 10:46:30.530712\t日均盈亏：\t86.49\n",
|
||
"2024-08-05 10:46:30.530712\t日均手续费：\t27.38\n",
|
||
"2024-08-05 10:46:30.530712\t日均滑点：\t36.71\n",
|
||
"2024-08-05 10:46:30.530712\t日均成交金额：\t182,544.98\n",
|
||
"2024-08-05 10:46:30.530712\t日均成交笔数：\t1.8090999010880318\n",
|
||
"2024-08-05 10:46:30.530712\t日均收益率：\t0.06%\n",
|
||
"2024-08-05 10:46:30.530712\t收益标准差：\t1.98%\n",
|
||
"2024-08-05 10:46:30.530712\tSharpe Ratio：\t0.49\n",
|
||
"2024-08-05 10:46:30.530712\t收益回撤比：\t2.83\n",
|
||
"2024-08-05 10:46:30.531685\t策略统计指标计算完成\n"
|
||
]
|
||
},
|
||
{
|
||
"data": {
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"application/vnd.plotly.v1+json": {
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"config": {
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"plotlyServerURL": "https://plot.ly"
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"data": [
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{
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"mode": "lines",
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"name": "Balance",
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"type": "scatter",
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"2021-04-08",
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"2021-04-09",
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|
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"2021-04-13",
|
||
"2021-04-14",
|
||
"2021-04-15",
|
||
"2021-04-16",
|
||
"2021-04-19",
|
||
"2021-04-20",
|
||
"2021-04-21",
|
||
"2021-04-22",
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"2021-04-23",
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"2021-04-26",
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"2021-04-27",
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"2021-04-28",
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"2021-04-29",
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"2021-04-30",
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||
"2021-05-06",
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"2021-05-07",
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"2021-05-10",
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"2021-05-11",
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"2021-05-12",
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||
"2021-05-13",
|
||
"2021-05-14",
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||
"2021-05-17",
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"2021-05-18",
|
||
"2021-05-19",
|
||
"2021-05-20",
|
||
"2021-05-21",
|
||
"2021-05-24",
|
||
"2021-05-25",
|
||
"2021-05-26",
|
||
"2021-05-27",
|
||
"2021-05-28",
|
||
"2021-05-31",
|
||
"2021-06-01",
|
||
"2021-06-02",
|
||
"2021-06-03",
|
||
"2021-06-04",
|
||
"2021-06-07",
|
||
"2021-06-08",
|
||
"2021-06-09",
|
||
"2021-06-10",
|
||
"2021-06-11",
|
||
"2021-06-15",
|
||
"2021-06-16",
|
||
"2021-06-17",
|
||
"2021-06-18",
|
||
"2021-06-21",
|
||
"2021-06-22",
|
||
"2021-06-23",
|
||
"2021-06-24",
|
||
"2021-06-25",
|
||
"2021-06-28",
|
||
"2021-06-29",
|
||
"2021-06-30",
|
||
"2021-07-01",
|
||
"2021-07-02",
|
||
"2021-07-05",
|
||
"2021-07-06",
|
||
"2021-07-07",
|
||
"2021-07-08",
|
||
"2021-07-09",
|
||
"2021-07-12",
|
||
"2021-07-13",
|
||
"2021-07-14",
|
||
"2021-07-15",
|
||
"2021-07-16",
|
||
"2021-07-19",
|
||
"2021-07-20",
|
||
"2021-07-21",
|
||
"2021-07-22",
|
||
"2021-07-23",
|
||
"2021-07-26",
|
||
"2021-07-27",
|
||
"2021-07-28",
|
||
"2021-07-29",
|
||
"2021-07-30",
|
||
"2021-08-02",
|
||
"2021-08-03",
|
||
"2021-08-04",
|
||
"2021-08-05",
|
||
"2021-08-06",
|
||
"2021-08-09",
|
||
"2021-08-10",
|
||
"2021-08-11",
|
||
"2021-08-12",
|
||
"2021-08-13",
|
||
"2021-08-16",
|
||
"2021-08-17",
|
||
"2021-08-18",
|
||
"2021-08-19",
|
||
"2021-08-20",
|
||
"2021-08-23",
|
||
"2021-08-24",
|
||
"2021-08-25",
|
||
"2021-08-26",
|
||
"2021-08-27",
|
||
"2021-08-30",
|
||
"2021-08-31",
|
||
"2021-09-01",
|
||
"2021-09-02",
|
||
"2021-09-03",
|
||
"2021-09-06",
|
||
"2021-09-07",
|
||
"2021-09-08",
|
||
"2021-09-09",
|
||
"2021-09-10",
|
||
"2021-09-13",
|
||
"2021-09-14",
|
||
"2021-09-15",
|
||
"2021-09-16",
|
||
"2021-09-17",
|
||
"2021-09-22",
|
||
"2021-09-23",
|
||
"2021-09-24",
|
||
"2021-09-27",
|
||
"2021-09-28",
|
||
"2021-09-29",
|
||
"2021-09-30",
|
||
"2021-10-08",
|
||
"2021-10-11",
|
||
"2021-10-12",
|
||
"2021-10-13",
|
||
"2021-10-14",
|
||
"2021-10-15",
|
||
"2021-10-18",
|
||
"2021-10-19",
|
||
"2021-10-20",
|
||
"2021-10-21",
|
||
"2021-10-22",
|
||
"2021-10-25",
|
||
"2021-10-26",
|
||
"2021-10-27",
|
||
"2021-10-28",
|
||
"2021-10-29",
|
||
"2021-11-01",
|
||
"2021-11-02",
|
||
"2021-11-03",
|
||
"2021-11-04",
|
||
"2021-11-05",
|
||
"2021-11-08",
|
||
"2021-11-09",
|
||
"2021-11-10",
|
||
"2021-11-11",
|
||
"2021-11-12",
|
||
"2021-11-15",
|
||
"2021-11-16",
|
||
"2021-11-17",
|
||
"2021-11-18",
|
||
"2021-11-19",
|
||
"2021-11-22",
|
||
"2021-11-23",
|
||
"2021-11-24",
|
||
"2021-11-25",
|
||
"2021-11-26",
|
||
"2021-11-29",
|
||
"2021-11-30",
|
||
"2021-12-01",
|
||
"2021-12-02",
|
||
"2021-12-03",
|
||
"2021-12-06",
|
||
"2021-12-07",
|
||
"2021-12-08",
|
||
"2021-12-09",
|
||
"2021-12-10",
|
||
"2021-12-13",
|
||
"2021-12-14",
|
||
"2021-12-15",
|
||
"2021-12-16",
|
||
"2021-12-17",
|
||
"2021-12-20",
|
||
"2021-12-21",
|
||
"2021-12-22",
|
||
"2021-12-23",
|
||
"2021-12-24",
|
||
"2021-12-27",
|
||
"2021-12-28",
|
||
"2021-12-29",
|
||
"2021-12-30",
|
||
"2021-12-31",
|
||
"2022-01-04",
|
||
"2022-01-05",
|
||
"2022-01-06",
|
||
"2022-01-07",
|
||
"2022-01-10",
|
||
"2022-01-11",
|
||
"2022-01-12",
|
||
"2022-01-13",
|
||
"2022-01-14",
|
||
"2022-01-17",
|
||
"2022-01-18",
|
||
"2022-01-19",
|
||
"2022-01-20",
|
||
"2022-01-21",
|
||
"2022-01-24",
|
||
"2022-01-25",
|
||
"2022-01-26",
|
||
"2022-01-27",
|
||
"2022-01-28",
|
||
"2022-02-07",
|
||
"2022-02-08",
|
||
"2022-02-09",
|
||
"2022-02-10",
|
||
"2022-02-11",
|
||
"2022-02-14",
|
||
"2022-02-15",
|
||
"2022-02-16",
|
||
"2022-02-17",
|
||
"2022-02-18",
|
||
"2022-02-21",
|
||
"2022-02-22",
|
||
"2022-02-23",
|
||
"2022-02-24",
|
||
"2022-02-25",
|
||
"2022-02-28",
|
||
"2022-03-01",
|
||
"2022-03-02",
|
||
"2022-03-03",
|
||
"2022-03-04",
|
||
"2022-03-07",
|
||
"2022-03-08",
|
||
"2022-03-09",
|
||
"2022-03-10",
|
||
"2022-03-11",
|
||
"2022-03-14",
|
||
"2022-03-15",
|
||
"2022-03-16",
|
||
"2022-03-17",
|
||
"2022-03-18",
|
||
"2022-03-21",
|
||
"2022-03-22",
|
||
"2022-03-23",
|
||
"2022-03-24",
|
||
"2022-03-25",
|
||
"2022-03-28",
|
||
"2022-03-29",
|
||
"2022-03-30",
|
||
"2022-03-31",
|
||
"2022-04-01",
|
||
"2022-04-06",
|
||
"2022-04-07",
|
||
"2022-04-08",
|
||
"2022-04-11",
|
||
"2022-04-12",
|
||
"2022-04-13",
|
||
"2022-04-14",
|
||
"2022-04-15",
|
||
"2022-04-18",
|
||
"2022-04-19",
|
||
"2022-04-20",
|
||
"2022-04-21",
|
||
"2022-04-22",
|
||
"2022-04-25",
|
||
"2022-04-26",
|
||
"2022-04-27",
|
||
"2022-04-28",
|
||
"2022-04-29",
|
||
"2022-05-05",
|
||
"2022-05-06",
|
||
"2022-05-09",
|
||
"2022-05-10",
|
||
"2022-05-11",
|
||
"2022-05-12",
|
||
"2022-05-13",
|
||
"2022-05-16",
|
||
"2022-05-17",
|
||
"2022-05-18",
|
||
"2022-05-19",
|
||
"2022-05-20",
|
||
"2022-05-23",
|
||
"2022-05-24",
|
||
"2022-05-25",
|
||
"2022-05-26",
|
||
"2022-05-27",
|
||
"2022-05-30",
|
||
"2022-05-31",
|
||
"2022-06-01",
|
||
"2022-06-02",
|
||
"2022-06-06",
|
||
"2022-06-07",
|
||
"2022-06-08",
|
||
"2022-06-09",
|
||
"2022-06-10",
|
||
"2022-06-13",
|
||
"2022-06-14",
|
||
"2022-06-15",
|
||
"2022-06-16",
|
||
"2022-06-17",
|
||
"2022-06-20",
|
||
"2022-06-21",
|
||
"2022-06-22",
|
||
"2022-06-23",
|
||
"2022-06-24",
|
||
"2022-06-27",
|
||
"2022-06-28",
|
||
"2022-06-29",
|
||
"2022-06-30",
|
||
"2022-07-01",
|
||
"2022-07-04",
|
||
"2022-07-05",
|
||
"2022-07-06",
|
||
"2022-07-07",
|
||
"2022-07-08",
|
||
"2022-07-11",
|
||
"2022-07-12",
|
||
"2022-07-13",
|
||
"2022-07-14",
|
||
"2022-07-15",
|
||
"2022-07-18",
|
||
"2022-07-19",
|
||
"2022-07-20",
|
||
"2022-07-21",
|
||
"2022-07-22",
|
||
"2022-07-25",
|
||
"2022-07-26",
|
||
"2022-07-27",
|
||
"2022-07-28",
|
||
"2022-07-29",
|
||
"2022-08-01",
|
||
"2022-08-02",
|
||
"2022-08-03",
|
||
"2022-08-04",
|
||
"2022-08-05",
|
||
"2022-08-08",
|
||
"2022-08-09",
|
||
"2022-08-10",
|
||
"2022-08-11",
|
||
"2022-08-12",
|
||
"2022-08-15",
|
||
"2022-08-16",
|
||
"2022-08-17",
|
||
"2022-08-18",
|
||
"2022-08-19",
|
||
"2022-08-22",
|
||
"2022-08-23",
|
||
"2022-08-24",
|
||
"2022-08-25",
|
||
"2022-08-26",
|
||
"2022-08-29",
|
||
"2022-08-30",
|
||
"2022-08-31",
|
||
"2022-09-01",
|
||
"2022-09-02",
|
||
"2022-09-05",
|
||
"2022-09-06",
|
||
"2022-09-07",
|
||
"2022-09-08",
|
||
"2022-09-09",
|
||
"2022-09-13",
|
||
"2022-09-14",
|
||
"2022-09-15",
|
||
"2022-09-16",
|
||
"2022-09-19",
|
||
"2022-09-20",
|
||
"2022-09-21",
|
||
"2022-09-22",
|
||
"2022-09-23",
|
||
"2022-09-26",
|
||
"2022-09-27",
|
||
"2022-09-28",
|
||
"2022-09-29",
|
||
"2022-09-30",
|
||
"2022-10-10",
|
||
"2022-10-11",
|
||
"2022-10-12",
|
||
"2022-10-13",
|
||
"2022-10-14",
|
||
"2022-10-17",
|
||
"2022-10-18",
|
||
"2022-10-19",
|
||
"2022-10-20",
|
||
"2022-10-21",
|
||
"2022-10-24",
|
||
"2022-10-25",
|
||
"2022-10-26",
|
||
"2022-10-27",
|
||
"2022-10-28",
|
||
"2022-10-31",
|
||
"2022-11-01",
|
||
"2022-11-02",
|
||
"2022-11-03",
|
||
"2022-11-04",
|
||
"2022-11-07",
|
||
"2022-11-08",
|
||
"2022-11-09",
|
||
"2022-11-10",
|
||
"2022-11-11",
|
||
"2022-11-14",
|
||
"2022-11-15",
|
||
"2022-11-16",
|
||
"2022-11-17",
|
||
"2022-11-18",
|
||
"2022-11-21",
|
||
"2022-11-22",
|
||
"2022-11-23",
|
||
"2022-11-24",
|
||
"2022-11-25",
|
||
"2022-11-28",
|
||
"2022-11-29",
|
||
"2022-11-30",
|
||
"2022-12-01",
|
||
"2022-12-02",
|
||
"2022-12-05",
|
||
"2022-12-06",
|
||
"2022-12-07",
|
||
"2022-12-08",
|
||
"2022-12-09",
|
||
"2022-12-12",
|
||
"2022-12-13",
|
||
"2022-12-14",
|
||
"2022-12-15",
|
||
"2022-12-16",
|
||
"2022-12-19",
|
||
"2022-12-20",
|
||
"2022-12-21",
|
||
"2022-12-22",
|
||
"2022-12-23",
|
||
"2022-12-26",
|
||
"2022-12-27",
|
||
"2022-12-28",
|
||
"2022-12-29",
|
||
"2022-12-30",
|
||
"2023-01-03",
|
||
"2023-01-04",
|
||
"2023-01-05",
|
||
"2023-01-06",
|
||
"2023-01-09",
|
||
"2023-01-10",
|
||
"2023-01-11",
|
||
"2023-01-12",
|
||
"2023-01-13",
|
||
"2023-01-16",
|
||
"2023-01-17",
|
||
"2023-01-18",
|
||
"2023-01-19",
|
||
"2023-01-20",
|
||
"2023-01-30",
|
||
"2023-01-31",
|
||
"2023-02-01",
|
||
"2023-02-02",
|
||
"2023-02-03",
|
||
"2023-02-06",
|
||
"2023-02-07",
|
||
"2023-02-08",
|
||
"2023-02-09",
|
||
"2023-02-10",
|
||
"2023-02-13",
|
||
"2023-02-14",
|
||
"2023-02-15",
|
||
"2023-02-16",
|
||
"2023-02-17",
|
||
"2023-02-20",
|
||
"2023-02-21",
|
||
"2023-02-22",
|
||
"2023-02-23",
|
||
"2023-02-24",
|
||
"2023-02-27",
|
||
"2023-02-28",
|
||
"2023-03-01",
|
||
"2023-03-02",
|
||
"2023-03-03",
|
||
"2023-03-06",
|
||
"2023-03-07",
|
||
"2023-03-08",
|
||
"2023-03-09",
|
||
"2023-03-10",
|
||
"2023-03-13",
|
||
"2023-03-14",
|
||
"2023-03-15",
|
||
"2023-03-16",
|
||
"2023-03-17",
|
||
"2023-03-20",
|
||
"2023-03-21",
|
||
"2023-03-22",
|
||
"2023-03-23",
|
||
"2023-03-24",
|
||
"2023-03-27",
|
||
"2023-03-28",
|
||
"2023-03-29",
|
||
"2023-03-30",
|
||
"2023-03-31",
|
||
"2023-04-03",
|
||
"2023-04-04",
|
||
"2023-04-06",
|
||
"2023-04-07",
|
||
"2023-04-10",
|
||
"2023-04-11",
|
||
"2023-04-12",
|
||
"2023-04-13",
|
||
"2023-04-14",
|
||
"2023-04-17",
|
||
"2023-04-18",
|
||
"2023-04-19",
|
||
"2023-04-20",
|
||
"2023-04-21",
|
||
"2023-04-24",
|
||
"2023-04-25",
|
||
"2023-04-26",
|
||
"2023-04-27",
|
||
"2023-04-28",
|
||
"2023-05-04",
|
||
"2023-05-05",
|
||
"2023-05-08",
|
||
"2023-05-09",
|
||
"2023-05-10",
|
||
"2023-05-11",
|
||
"2023-05-12",
|
||
"2023-05-15",
|
||
"2023-05-16",
|
||
"2023-05-17",
|
||
"2023-05-18",
|
||
"2023-05-19",
|
||
"2023-05-22",
|
||
"2023-05-23",
|
||
"2023-05-24",
|
||
"2023-05-25",
|
||
"2023-05-26",
|
||
"2023-05-29",
|
||
"2023-05-30",
|
||
"2023-05-31",
|
||
"2023-06-01",
|
||
"2023-06-02",
|
||
"2023-06-05",
|
||
"2023-06-06",
|
||
"2023-06-07",
|
||
"2023-06-08",
|
||
"2023-06-09",
|
||
"2023-06-12",
|
||
"2023-06-13",
|
||
"2023-06-14",
|
||
"2023-06-15",
|
||
"2023-06-16",
|
||
"2023-06-19",
|
||
"2023-06-20",
|
||
"2023-06-21",
|
||
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"2021-08-25",
|
||
"2021-08-26",
|
||
"2021-08-27",
|
||
"2021-08-30",
|
||
"2021-08-31",
|
||
"2021-09-01",
|
||
"2021-09-02",
|
||
"2021-09-03",
|
||
"2021-09-06",
|
||
"2021-09-07",
|
||
"2021-09-08",
|
||
"2021-09-09",
|
||
"2021-09-10",
|
||
"2021-09-13",
|
||
"2021-09-14",
|
||
"2021-09-15",
|
||
"2021-09-16",
|
||
"2021-09-17",
|
||
"2021-09-22",
|
||
"2021-09-23",
|
||
"2021-09-24",
|
||
"2021-09-27",
|
||
"2021-09-28",
|
||
"2021-09-29",
|
||
"2021-09-30",
|
||
"2021-10-08",
|
||
"2021-10-11",
|
||
"2021-10-12",
|
||
"2021-10-13",
|
||
"2021-10-14",
|
||
"2021-10-15",
|
||
"2021-10-18",
|
||
"2021-10-19",
|
||
"2021-10-20",
|
||
"2021-10-21",
|
||
"2021-10-22",
|
||
"2021-10-25",
|
||
"2021-10-26",
|
||
"2021-10-27",
|
||
"2021-10-28",
|
||
"2021-10-29",
|
||
"2021-11-01",
|
||
"2021-11-02",
|
||
"2021-11-03",
|
||
"2021-11-04",
|
||
"2021-11-05",
|
||
"2021-11-08",
|
||
"2021-11-09",
|
||
"2021-11-10",
|
||
"2021-11-11",
|
||
"2021-11-12",
|
||
"2021-11-15",
|
||
"2021-11-16",
|
||
"2021-11-17",
|
||
"2021-11-18",
|
||
"2021-11-19",
|
||
"2021-11-22",
|
||
"2021-11-23",
|
||
"2021-11-24",
|
||
"2021-11-25",
|
||
"2021-11-26",
|
||
"2021-11-29",
|
||
"2021-11-30",
|
||
"2021-12-01",
|
||
"2021-12-02",
|
||
"2021-12-03",
|
||
"2021-12-06",
|
||
"2021-12-07",
|
||
"2021-12-08",
|
||
"2021-12-09",
|
||
"2021-12-10",
|
||
"2021-12-13",
|
||
"2021-12-14",
|
||
"2021-12-15",
|
||
"2021-12-16",
|
||
"2021-12-17",
|
||
"2021-12-20",
|
||
"2021-12-21",
|
||
"2021-12-22",
|
||
"2021-12-23",
|
||
"2021-12-24",
|
||
"2021-12-27",
|
||
"2021-12-28",
|
||
"2021-12-29",
|
||
"2021-12-30",
|
||
"2021-12-31",
|
||
"2022-01-04",
|
||
"2022-01-05",
|
||
"2022-01-06",
|
||
"2022-01-07",
|
||
"2022-01-10",
|
||
"2022-01-11",
|
||
"2022-01-12",
|
||
"2022-01-13",
|
||
"2022-01-14",
|
||
"2022-01-17",
|
||
"2022-01-18",
|
||
"2022-01-19",
|
||
"2022-01-20",
|
||
"2022-01-21",
|
||
"2022-01-24",
|
||
"2022-01-25",
|
||
"2022-01-26",
|
||
"2022-01-27",
|
||
"2022-01-28",
|
||
"2022-02-07",
|
||
"2022-02-08",
|
||
"2022-02-09",
|
||
"2022-02-10",
|
||
"2022-02-11",
|
||
"2022-02-14",
|
||
"2022-02-15",
|
||
"2022-02-16",
|
||
"2022-02-17",
|
||
"2022-02-18",
|
||
"2022-02-21",
|
||
"2022-02-22",
|
||
"2022-02-23",
|
||
"2022-02-24",
|
||
"2022-02-25",
|
||
"2022-02-28",
|
||
"2022-03-01",
|
||
"2022-03-02",
|
||
"2022-03-03",
|
||
"2022-03-04",
|
||
"2022-03-07",
|
||
"2022-03-08",
|
||
"2022-03-09",
|
||
"2022-03-10",
|
||
"2022-03-11",
|
||
"2022-03-14",
|
||
"2022-03-15",
|
||
"2022-03-16",
|
||
"2022-03-17",
|
||
"2022-03-18",
|
||
"2022-03-21",
|
||
"2022-03-22",
|
||
"2022-03-23",
|
||
"2022-03-24",
|
||
"2022-03-25",
|
||
"2022-03-28",
|
||
"2022-03-29",
|
||
"2022-03-30",
|
||
"2022-03-31",
|
||
"2022-04-01",
|
||
"2022-04-06",
|
||
"2022-04-07",
|
||
"2022-04-08",
|
||
"2022-04-11",
|
||
"2022-04-12",
|
||
"2022-04-13",
|
||
"2022-04-14",
|
||
"2022-04-15",
|
||
"2022-04-18",
|
||
"2022-04-19",
|
||
"2022-04-20",
|
||
"2022-04-21",
|
||
"2022-04-22",
|
||
"2022-04-25",
|
||
"2022-04-26",
|
||
"2022-04-27",
|
||
"2022-04-28",
|
||
"2022-04-29",
|
||
"2022-05-05",
|
||
"2022-05-06",
|
||
"2022-05-09",
|
||
"2022-05-10",
|
||
"2022-05-11",
|
||
"2022-05-12",
|
||
"2022-05-13",
|
||
"2022-05-16",
|
||
"2022-05-17",
|
||
"2022-05-18",
|
||
"2022-05-19",
|
||
"2022-05-20",
|
||
"2022-05-23",
|
||
"2022-05-24",
|
||
"2022-05-25",
|
||
"2022-05-26",
|
||
"2022-05-27",
|
||
"2022-05-30",
|
||
"2022-05-31",
|
||
"2022-06-01",
|
||
"2022-06-02",
|
||
"2022-06-06",
|
||
"2022-06-07",
|
||
"2022-06-08",
|
||
"2022-06-09",
|
||
"2022-06-10",
|
||
"2022-06-13",
|
||
"2022-06-14",
|
||
"2022-06-15",
|
||
"2022-06-16",
|
||
"2022-06-17",
|
||
"2022-06-20",
|
||
"2022-06-21",
|
||
"2022-06-22",
|
||
"2022-06-23",
|
||
"2022-06-24",
|
||
"2022-06-27",
|
||
"2022-06-28",
|
||
"2022-06-29",
|
||
"2022-06-30",
|
||
"2022-07-01",
|
||
"2022-07-04",
|
||
"2022-07-05",
|
||
"2022-07-06",
|
||
"2022-07-07",
|
||
"2022-07-08",
|
||
"2022-07-11",
|
||
"2022-07-12",
|
||
"2022-07-13",
|
||
"2022-07-14",
|
||
"2022-07-15",
|
||
"2022-07-18",
|
||
"2022-07-19",
|
||
"2022-07-20",
|
||
"2022-07-21",
|
||
"2022-07-22",
|
||
"2022-07-25",
|
||
"2022-07-26",
|
||
"2022-07-27",
|
||
"2022-07-28",
|
||
"2022-07-29",
|
||
"2022-08-01",
|
||
"2022-08-02",
|
||
"2022-08-03",
|
||
"2022-08-04",
|
||
"2022-08-05",
|
||
"2022-08-08",
|
||
"2022-08-09",
|
||
"2022-08-10",
|
||
"2022-08-11",
|
||
"2022-08-12",
|
||
"2022-08-15",
|
||
"2022-08-16",
|
||
"2022-08-17",
|
||
"2022-08-18",
|
||
"2022-08-19",
|
||
"2022-08-22",
|
||
"2022-08-23",
|
||
"2022-08-24",
|
||
"2022-08-25",
|
||
"2022-08-26",
|
||
"2022-08-29",
|
||
"2022-08-30",
|
||
"2022-08-31",
|
||
"2022-09-01",
|
||
"2022-09-02",
|
||
"2022-09-05",
|
||
"2022-09-06",
|
||
"2022-09-07",
|
||
"2022-09-08",
|
||
"2022-09-09",
|
||
"2022-09-13",
|
||
"2022-09-14",
|
||
"2022-09-15",
|
||
"2022-09-16",
|
||
"2022-09-19",
|
||
"2022-09-20",
|
||
"2022-09-21",
|
||
"2022-09-22",
|
||
"2022-09-23",
|
||
"2022-09-26",
|
||
"2022-09-27",
|
||
"2022-09-28",
|
||
"2022-09-29",
|
||
"2022-09-30",
|
||
"2022-10-10",
|
||
"2022-10-11",
|
||
"2022-10-12",
|
||
"2022-10-13",
|
||
"2022-10-14",
|
||
"2022-10-17",
|
||
"2022-10-18",
|
||
"2022-10-19",
|
||
"2022-10-20",
|
||
"2022-10-21",
|
||
"2022-10-24",
|
||
"2022-10-25",
|
||
"2022-10-26",
|
||
"2022-10-27",
|
||
"2022-10-28",
|
||
"2022-10-31",
|
||
"2022-11-01",
|
||
"2022-11-02",
|
||
"2022-11-03",
|
||
"2022-11-04",
|
||
"2022-11-07",
|
||
"2022-11-08",
|
||
"2022-11-09",
|
||
"2022-11-10",
|
||
"2022-11-11",
|
||
"2022-11-14",
|
||
"2022-11-15",
|
||
"2022-11-16",
|
||
"2022-11-17",
|
||
"2022-11-18",
|
||
"2022-11-21",
|
||
"2022-11-22",
|
||
"2022-11-23",
|
||
"2022-11-24",
|
||
"2022-11-25",
|
||
"2022-11-28",
|
||
"2022-11-29",
|
||
"2022-11-30",
|
||
"2022-12-01",
|
||
"2022-12-02",
|
||
"2022-12-05",
|
||
"2022-12-06",
|
||
"2022-12-07",
|
||
"2022-12-08",
|
||
"2022-12-09",
|
||
"2022-12-12",
|
||
"2022-12-13",
|
||
"2022-12-14",
|
||
"2022-12-15",
|
||
"2022-12-16",
|
||
"2022-12-19",
|
||
"2022-12-20",
|
||
"2022-12-21",
|
||
"2022-12-22",
|
||
"2022-12-23",
|
||
"2022-12-26",
|
||
"2022-12-27",
|
||
"2022-12-28",
|
||
"2022-12-29",
|
||
"2022-12-30",
|
||
"2023-01-03",
|
||
"2023-01-04",
|
||
"2023-01-05",
|
||
"2023-01-06",
|
||
"2023-01-09",
|
||
"2023-01-10",
|
||
"2023-01-11",
|
||
"2023-01-12",
|
||
"2023-01-13",
|
||
"2023-01-16",
|
||
"2023-01-17",
|
||
"2023-01-18",
|
||
"2023-01-19",
|
||
"2023-01-20",
|
||
"2023-01-30",
|
||
"2023-01-31",
|
||
"2023-02-01",
|
||
"2023-02-02",
|
||
"2023-02-03",
|
||
"2023-02-06",
|
||
"2023-02-07",
|
||
"2023-02-08",
|
||
"2023-02-09",
|
||
"2023-02-10",
|
||
"2023-02-13",
|
||
"2023-02-14",
|
||
"2023-02-15",
|
||
"2023-02-16",
|
||
"2023-02-17",
|
||
"2023-02-20",
|
||
"2023-02-21",
|
||
"2023-02-22",
|
||
"2023-02-23",
|
||
"2023-02-24",
|
||
"2023-02-27",
|
||
"2023-02-28",
|
||
"2023-03-01",
|
||
"2023-03-02",
|
||
"2023-03-03",
|
||
"2023-03-06",
|
||
"2023-03-07",
|
||
"2023-03-08",
|
||
"2023-03-09",
|
||
"2023-03-10",
|
||
"2023-03-13",
|
||
"2023-03-14",
|
||
"2023-03-15",
|
||
"2023-03-16",
|
||
"2023-03-17",
|
||
"2023-03-20",
|
||
"2023-03-21",
|
||
"2023-03-22",
|
||
"2023-03-23",
|
||
"2023-03-24",
|
||
"2023-03-27",
|
||
"2023-03-28",
|
||
"2023-03-29",
|
||
"2023-03-30",
|
||
"2023-03-31",
|
||
"2023-04-03",
|
||
"2023-04-04",
|
||
"2023-04-06",
|
||
"2023-04-07",
|
||
"2023-04-10",
|
||
"2023-04-11",
|
||
"2023-04-12",
|
||
"2023-04-13",
|
||
"2023-04-14",
|
||
"2023-04-17",
|
||
"2023-04-18",
|
||
"2023-04-19",
|
||
"2023-04-20",
|
||
"2023-04-21",
|
||
"2023-04-24",
|
||
"2023-04-25",
|
||
"2023-04-26",
|
||
"2023-04-27",
|
||
"2023-04-28",
|
||
"2023-05-04",
|
||
"2023-05-05",
|
||
"2023-05-08",
|
||
"2023-05-09",
|
||
"2023-05-10",
|
||
"2023-05-11",
|
||
"2023-05-12",
|
||
"2023-05-15",
|
||
"2023-05-16",
|
||
"2023-05-17",
|
||
"2023-05-18",
|
||
"2023-05-19",
|
||
"2023-05-22",
|
||
"2023-05-23",
|
||
"2023-05-24",
|
||
"2023-05-25",
|
||
"2023-05-26",
|
||
"2023-05-29",
|
||
"2023-05-30",
|
||
"2023-05-31",
|
||
"2023-06-01",
|
||
"2023-06-02",
|
||
"2023-06-05",
|
||
"2023-06-06",
|
||
"2023-06-07",
|
||
"2023-06-08",
|
||
"2023-06-09",
|
||
"2023-06-12",
|
||
"2023-06-13",
|
||
"2023-06-14",
|
||
"2023-06-15",
|
||
"2023-06-16",
|
||
"2023-06-19",
|
||
"2023-06-20",
|
||
"2023-06-21",
|
||
"2023-06-26",
|
||
"2023-06-27",
|
||
"2023-06-28",
|
||
"2023-06-29",
|
||
"2023-06-30",
|
||
"2023-07-03",
|
||
"2023-07-04",
|
||
"2023-07-05",
|
||
"2023-07-06",
|
||
"2023-07-07",
|
||
"2023-07-10",
|
||
"2023-07-11",
|
||
"2023-07-12",
|
||
"2023-07-13",
|
||
"2023-07-14",
|
||
"2023-07-17",
|
||
"2023-07-18",
|
||
"2023-07-19",
|
||
"2023-07-20",
|
||
"2023-07-21",
|
||
"2023-07-24",
|
||
"2023-07-25",
|
||
"2023-07-26",
|
||
"2023-07-27",
|
||
"2023-07-28",
|
||
"2023-07-31",
|
||
"2023-08-01",
|
||
"2023-08-02",
|
||
"2023-08-03",
|
||
"2023-08-04",
|
||
"2023-08-07",
|
||
"2023-08-08",
|
||
"2023-08-09",
|
||
"2023-08-10",
|
||
"2023-08-11",
|
||
"2023-08-14",
|
||
"2023-08-15",
|
||
"2023-08-16",
|
||
"2023-08-17",
|
||
"2023-08-18",
|
||
"2023-08-21",
|
||
"2023-08-22",
|
||
"2023-08-23",
|
||
"2023-08-24",
|
||
"2023-08-25",
|
||
"2023-08-28",
|
||
"2023-08-29",
|
||
"2023-08-30",
|
||
"2023-08-31",
|
||
"2023-09-01",
|
||
"2023-09-04",
|
||
"2023-09-05",
|
||
"2023-09-06",
|
||
"2023-09-07",
|
||
"2023-09-08",
|
||
"2023-09-11",
|
||
"2023-09-12",
|
||
"2023-09-13",
|
||
"2023-09-14",
|
||
"2023-09-15",
|
||
"2023-09-18",
|
||
"2023-09-19",
|
||
"2023-09-20",
|
||
"2023-09-21",
|
||
"2023-09-22",
|
||
"2023-09-25",
|
||
"2023-09-26",
|
||
"2023-09-27",
|
||
"2023-09-28",
|
||
"2023-10-09",
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1
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"engine.load_data()\n",
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|
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},
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{
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},
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|
||
"# '''用于参数优化'''\n",
|
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|
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|
||
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|
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|
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|
||
"# setting.add_parameter(\"grid_length\", 4, 20, 2)\n",
|
||
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|
||
"# from multiprocessing import cpu_count\n",
|
||
"# # 获取 CPU 核心数量\n",
|
||
"# num_cores = cpu_count()\n",
|
||
"# print(f\"获取 CPU 核心数量:\",round(num_cores/2))\n",
|
||
"# engine.run_ga_optimization(setting, max_workers=round(num_cores/2))"
|
||
]
|
||
},
|
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{
|
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"cell_type": "code",
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"execution_count": 9,
|
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"metadata": {
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"scrolled": false
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},
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|
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|
||
"# engine.run_bf_optimization(setting)"
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]
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},
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{
|
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"cell_type": "code",
|
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"execution_count": null,
|
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"metadata": {},
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"outputs": [],
|
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"source": []
|
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}
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],
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"metadata": {
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"kernelspec": {
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|
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"language": "python",
|
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"name": "python3"
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|
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|
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},
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"file_extension": ".py",
|
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|
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"name": "python",
|
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"nbconvert_exporter": "python",
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"pygments_lexer": "ipython3",
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"version": "3.10.9"
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},
|
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"vscode": {
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|
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}
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|
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