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')
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')