Exemple #1
0
def main_ai_bt(timStr='', nday=2):
    #
    #1---init.sys
    print('\nmain_bt,nday:', nday)
    tfsys.xnday_down = nday
    zsys.web_get001txtFg = True

    #2---init.tfb
    rs0 = '/tfbDat/'
    fgid = rs0 + 'gid2018.dat'
    xtfb = tft.fb_init(rs0, fgid)
    if nday == -1:
        tfsys.xnday_down = xtfb.gid_nday + 10
        print('nday,', tfsys.xnday_down)

    #
    #3---backtest
    print('\n#3,backtest')
    if nday != 0:
        xtfb.funPre = tfsty.sta00_pre  #bt_1dayMain
        xtfb.funSta = tfsty.sta_ai_log01
        xtfb.preVars = []
        xtfb.staVars = [99, 99, 99]

        #
        #
        #3.a------ai.init
        zai.xmodel = {}
        xtfb.ai_mxfFN0 = rs0 + 'mlib/p7y2016_'
        xtfb.ai_mx_sgn_lst = ['log']

        xtfb.ai_ysgn = 'kwin'
        xtfb.ai_xlst = [
            'cid', 'pwin0', 'pdraw0', 'plost0', 'pwin9', 'pdraw9', 'plost9'
        ]
        #
        zai.ai_f_mxRdlst(xtfb.ai_mxfFN0, xtfb.ai_mx_sgn_lst)

        #3.b-------预测
        xtfb.kcid = '1'  #cn,3=bet365
        tfbt.bt_main(xtfb, timStr)

        #
        #4---main_ret
        print('\n#4,result.anz')
        tfbt.bt_main_ret(xtfb, True)
        print('kcid,', xtfb.kcid, ',nday,', nday)
        print('preVar,', xtfb.preVars)
        print('staVar,', xtfb.staVars)

    #
    #5
    tn = zt.timNSec('', xtfb.tim0, '')
    print('\n#5,backtest,tim:{0:.2f} s'.format(tn))
    #
    #6---end.main
    print('\n#6,end.main')
Exemple #2
0
def main_bt(timStr='',nday=2):
    #
    #1---init.sys
    print('\nmain_bt,nday:',nday)
    tfsys.xnday_down=nday
#    zsys.web_get001txtFg= True
    
    #2---init.tfb
    rs0='/tfbDat/'

    fgid=rs0+'gid2019_js.dat'
    xtfb=tft.fb_init(rs0,fgid)
    if nday==-1:
        tfsys.xnday_down=xtfb.gid_nday+2
        print('nday,',tfsys.xnday_down)
    
     #
    #3---backtest
    print('\n#3,backtest')
    if nday!=0:
        xtfb.funPre=tfsty.sta_lstm_pre ##预测算法
        xtfb.funSta=tfsty.sta00_sta
        xtfb.preVars=[]
        xtfb.staVars=[1.5]
        xtfb.kcid='1' #cn,3=bet365
        #
        tfbt.bt_main(xtfb,timStr)

        print('\n#4, 完成预测')
        #4---main_ret 按预测计算预计回报
        #暂时不分析预计回报,以后再开发
        '''
        print('\n#4,result.anz')
        tfbt.bt_main_ret(xtfb, True)
        print('kcid,',xtfb.kcid,',nday,',nday)
        print('preVar,',xtfb.preVars)
        print('staVar,',xtfb.staVars)
        '''
    #
    #5
    tn=zt.timNSec('',xtfb.tim0,'')
    print('\n#5,backtest,tim:{0:.2f} s'.format(tn))
    #
    #6---end.main
    print('\n#6,end.main')