diff --git a/poetry.lock b/poetry.lock
index eaa0323..c192332 100644
--- a/poetry.lock
+++ b/poetry.lock
@@ -1,4 +1,4 @@
-# This file is automatically @generated by Poetry 2.0.1 and should not be changed by hand.
+# This file is automatically @generated by Poetry 2.1.1 and should not be changed by hand.
 
 [[package]]
 name = "akracer"
@@ -15,14 +15,14 @@ files = [
 
 [[package]]
 name = "akshare"
-version = "1.16.5"
+version = "1.16.8"
 description = "AKShare is an elegant and simple financial data interface library for Python, built for human beings!"
 optional = false
 python-versions = ">=3.8"
 groups = ["main"]
 files = [
-    {file = "akshare-1.16.5-py3-none-any.whl", hash = "sha256:6d1c6fe123c65977c7040344c46eb23c3e008e947bd7d99e52d5f608e9a9fc66"},
-    {file = "akshare-1.16.5.tar.gz", hash = "sha256:1d33c8d664e2d3cc40ec9db84b536826bdcedb1779685d34baab4bf0b280aac1"},
+    {file = "akshare-1.16.8-py3-none-any.whl", hash = "sha256:69d80120195c1625697fdda9f6068902b5cdf46c8f19e1c0449f25568f34d250"},
+    {file = "akshare-1.16.8.tar.gz", hash = "sha256:19853e63cd8dc686de20cbf6314e83a8d03cbf851ca64472ba26cf86c553705d"},
 ]
 
 [package.dependencies]
@@ -65,7 +65,7 @@ typing_extensions = {version = ">=4.5", markers = "python_version < \"3.13\""}
 
 [package.extras]
 doc = ["Sphinx (>=7.4,<8.0)", "packaging", "sphinx-autodoc-typehints (>=1.2.0)", "sphinx_rtd_theme"]
-test = ["anyio[trio]", "coverage[toml] (>=7)", "exceptiongroup (>=1.2.0)", "hypothesis (>=4.0)", "psutil (>=5.9)", "pytest (>=7.0)", "trustme", "truststore (>=0.9.1)", "uvloop (>=0.21)"]
+test = ["anyio[trio]", "coverage[toml] (>=7)", "exceptiongroup (>=1.2.0)", "hypothesis (>=4.0)", "psutil (>=5.9)", "pytest (>=7.0)", "trustme", "truststore (>=0.9.1) ; python_version >= \"3.10\"", "uvloop (>=0.21) ; platform_python_implementation == \"CPython\" and platform_system != \"Windows\" and python_version < \"3.14\""]
 trio = ["trio (>=0.26.1)"]
 
 [[package]]
@@ -201,12 +201,12 @@ files = [
 ]
 
 [package.extras]
-benchmark = ["cloudpickle", "hypothesis", "mypy (>=1.11.1)", "pympler", "pytest (>=4.3.0)", "pytest-codspeed", "pytest-mypy-plugins", "pytest-xdist[psutil]"]
-cov = ["cloudpickle", "coverage[toml] (>=5.3)", "hypothesis", "mypy (>=1.11.1)", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins", "pytest-xdist[psutil]"]
-dev = ["cloudpickle", "hypothesis", "mypy (>=1.11.1)", "pre-commit-uv", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins", "pytest-xdist[psutil]"]
+benchmark = ["cloudpickle ; platform_python_implementation == \"CPython\"", "hypothesis", "mypy (>=1.11.1) ; platform_python_implementation == \"CPython\" and python_version >= \"3.10\"", "pympler", "pytest (>=4.3.0)", "pytest-codspeed", "pytest-mypy-plugins ; platform_python_implementation == \"CPython\" and python_version >= \"3.10\"", "pytest-xdist[psutil]"]
+cov = ["cloudpickle ; platform_python_implementation == \"CPython\"", "coverage[toml] (>=5.3)", "hypothesis", "mypy (>=1.11.1) ; platform_python_implementation == \"CPython\" and python_version >= \"3.10\"", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins ; platform_python_implementation == \"CPython\" and python_version >= \"3.10\"", "pytest-xdist[psutil]"]
+dev = ["cloudpickle ; platform_python_implementation == \"CPython\"", "hypothesis", "mypy (>=1.11.1) ; platform_python_implementation == \"CPython\" and python_version >= \"3.10\"", "pre-commit-uv", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins ; platform_python_implementation == \"CPython\" and python_version >= \"3.10\"", "pytest-xdist[psutil]"]
 docs = ["cogapp", "furo", "myst-parser", "sphinx", "sphinx-notfound-page", "sphinxcontrib-towncrier", "towncrier (<24.7)"]
-tests = ["cloudpickle", "hypothesis", "mypy (>=1.11.1)", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins", "pytest-xdist[psutil]"]
-tests-mypy = ["mypy (>=1.11.1)", "pytest-mypy-plugins"]
+tests = ["cloudpickle ; platform_python_implementation == \"CPython\"", "hypothesis", "mypy (>=1.11.1) ; platform_python_implementation == \"CPython\" and python_version >= \"3.10\"", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins ; platform_python_implementation == \"CPython\" and python_version >= \"3.10\"", "pytest-xdist[psutil]"]
+tests-mypy = ["mypy (>=1.11.1) ; platform_python_implementation == \"CPython\" and python_version >= \"3.10\"", "pytest-mypy-plugins ; platform_python_implementation == \"CPython\" and python_version >= \"3.10\""]
 
 [[package]]
 name = "babel"
@@ -221,23 +221,22 @@ files = [
 ]
 
 [package.extras]
-dev = ["backports.zoneinfo", "freezegun (>=1.0,<2.0)", "jinja2 (>=3.0)", "pytest (>=6.0)", "pytest-cov", "pytz", "setuptools", "tzdata"]
+dev = ["backports.zoneinfo ; python_version < \"3.9\"", "freezegun (>=1.0,<2.0)", "jinja2 (>=3.0)", "pytest (>=6.0)", "pytest-cov", "pytz", "setuptools", "tzdata ; sys_platform == \"win32\""]
 
 [[package]]
 name = "backtesting"
-version = "0.6.1"
+version = "0.6.2"
 description = "Backtest trading strategies in Python"
 optional = false
 python-versions = ">=3.9"
 groups = ["main"]
 files = [
-    {file = "backtesting-0.6.1-py3-none-any.whl", hash = "sha256:7d02df9610b1d0f7bfe53e2dab9453de71741ba323348dc7e2f77f0594bb8fa3"},
-    {file = "backtesting-0.6.1.tar.gz", hash = "sha256:570b3d395a6c7c58a4ad3534b6b3ba69e35845f25e1e7c6f73944abd5bb554a9"},
+    {file = "backtesting-0.6.2-py3-none-any.whl", hash = "sha256:5d48f0a10f139e02a4219d0b79e439c7f250d8faafe0746eabffd9bed157a0b2"},
+    {file = "backtesting-0.6.2.tar.gz", hash = "sha256:18885239b7eccfc672c1c8f861cac179bee5edcd26d8f409649472adbd0831b5"},
 ]
 
 [package.dependencies]
-bokeh = ">=1.4.0,<3.0.dev0 || >=3.1.dev0"
-joblib = "*"
+bokeh = ">=1.4.0,<3.0.dev0 || ==3.1.* || >=3.3.dev0"
 numpy = ">=1.17.0"
 pandas = ">0.25.0"
 
@@ -763,7 +762,7 @@ files = [
 ]
 
 [package.extras]
-tests = ["asttokens (>=2.1.0)", "coverage", "coverage-enable-subprocess", "ipython", "littleutils", "pytest", "rich"]
+tests = ["asttokens (>=2.1.0)", "coverage", "coverage-enable-subprocess", "ipython", "littleutils", "pytest", "rich ; python_version >= \"3.11\""]
 
 [[package]]
 name = "fastjsonschema"
@@ -841,18 +840,18 @@ files = [
 ]
 
 [package.extras]
-all = ["brotli (>=1.0.1)", "brotlicffi (>=0.8.0)", "fs (>=2.2.0,<3)", "lxml (>=4.0)", "lz4 (>=1.7.4.2)", "matplotlib", "munkres", "pycairo", "scipy", "skia-pathops (>=0.5.0)", "sympy", "uharfbuzz (>=0.23.0)", "unicodedata2 (>=15.1.0)", "xattr", "zopfli (>=0.1.4)"]
+all = ["brotli (>=1.0.1) ; platform_python_implementation == \"CPython\"", "brotlicffi (>=0.8.0) ; platform_python_implementation != \"CPython\"", "fs (>=2.2.0,<3)", "lxml (>=4.0)", "lz4 (>=1.7.4.2)", "matplotlib", "munkres ; platform_python_implementation == \"PyPy\"", "pycairo", "scipy ; platform_python_implementation != \"PyPy\"", "skia-pathops (>=0.5.0)", "sympy", "uharfbuzz (>=0.23.0)", "unicodedata2 (>=15.1.0) ; python_version <= \"3.12\"", "xattr ; sys_platform == \"darwin\"", "zopfli (>=0.1.4)"]
 graphite = ["lz4 (>=1.7.4.2)"]
-interpolatable = ["munkres", "pycairo", "scipy"]
+interpolatable = ["munkres ; platform_python_implementation == \"PyPy\"", "pycairo", "scipy ; platform_python_implementation != \"PyPy\""]
 lxml = ["lxml (>=4.0)"]
 pathops = ["skia-pathops (>=0.5.0)"]
 plot = ["matplotlib"]
 repacker = ["uharfbuzz (>=0.23.0)"]
 symfont = ["sympy"]
-type1 = ["xattr"]
+type1 = ["xattr ; sys_platform == \"darwin\""]
 ufo = ["fs (>=2.2.0,<3)"]
-unicode = ["unicodedata2 (>=15.1.0)"]
-woff = ["brotli (>=1.0.1)", "brotlicffi (>=0.8.0)", "zopfli (>=0.1.4)"]
+unicode = ["unicodedata2 (>=15.1.0) ; python_version <= \"3.12\""]
+woff = ["brotli (>=1.0.1) ; platform_python_implementation == \"CPython\"", "brotlicffi (>=0.8.0) ; platform_python_implementation != \"CPython\"", "zopfli (>=0.1.4)"]
 
 [[package]]
 name = "fqdn"
@@ -910,10 +909,10 @@ six = ">=1.9"
 webencodings = "*"
 
 [package.extras]
-all = ["chardet (>=2.2)", "genshi", "lxml"]
+all = ["chardet (>=2.2)", "genshi", "lxml ; platform_python_implementation == \"CPython\""]
 chardet = ["chardet (>=2.2)"]
 genshi = ["genshi"]
-lxml = ["lxml"]
+lxml = ["lxml ; platform_python_implementation == \"CPython\""]
 
 [[package]]
 name = "httpcore"
@@ -956,7 +955,7 @@ httpcore = "==1.*"
 idna = "*"
 
 [package.extras]
-brotli = ["brotli", "brotlicffi"]
+brotli = ["brotli ; platform_python_implementation == \"CPython\"", "brotlicffi ; platform_python_implementation != \"CPython\""]
 cli = ["click (==8.*)", "pygments (==2.*)", "rich (>=10,<14)"]
 http2 = ["h2 (>=3,<5)"]
 socks = ["socksio (==1.*)"]
@@ -990,7 +989,7 @@ files = [
 ]
 
 [package.extras]
-check = ["pytest-checkdocs (>=2.4)", "pytest-ruff (>=0.2.1)"]
+check = ["pytest-checkdocs (>=2.4)", "pytest-ruff (>=0.2.1) ; sys_platform != \"cygwin\""]
 cover = ["pytest-cov"]
 doc = ["furo", "jaraco.packaging (>=9.3)", "jaraco.tidelift (>=1.4)", "rst.linker (>=1.9)", "sphinx (>=3.5)", "sphinx-lint"]
 enabler = ["pytest-enabler (>=2.2)"]
@@ -1057,7 +1056,7 @@ traitlets = ">=5.13.0"
 [package.extras]
 all = ["ipython[black,doc,kernel,matplotlib,nbconvert,nbformat,notebook,parallel,qtconsole]", "ipython[test,test-extra]"]
 black = ["black"]
-doc = ["docrepr", "exceptiongroup", "intersphinx_registry", "ipykernel", "ipython[test]", "matplotlib", "setuptools (>=18.5)", "sphinx (>=1.3)", "sphinx-rtd-theme", "sphinxcontrib-jquery", "tomli", "typing_extensions"]
+doc = ["docrepr", "exceptiongroup", "intersphinx_registry", "ipykernel", "ipython[test]", "matplotlib", "setuptools (>=18.5)", "sphinx (>=1.3)", "sphinx-rtd-theme", "sphinxcontrib-jquery", "tomli ; python_version < \"3.11\"", "typing_extensions"]
 kernel = ["ipykernel"]
 matplotlib = ["matplotlib"]
 nbconvert = ["nbconvert"]
@@ -1143,18 +1142,6 @@ MarkupSafe = ">=2.0"
 [package.extras]
 i18n = ["Babel (>=2.7)"]
 
-[[package]]
-name = "joblib"
-version = "1.4.2"
-description = "Lightweight pipelining with Python functions"
-optional = false
-python-versions = ">=3.8"
-groups = ["main"]
-files = [
-    {file = "joblib-1.4.2-py3-none-any.whl", hash = "sha256:06d478d5674cbc267e7496a410ee875abd68e4340feff4490bcb7afb88060ae6"},
-    {file = "joblib-1.4.2.tar.gz", hash = "sha256:2382c5816b2636fbd20a09e0f4e9dad4736765fdfb7dca582943b9c1366b3f0e"},
-]
-
 [[package]]
 name = "json5"
 version = "0.10.0"
@@ -1279,7 +1266,7 @@ traitlets = ">=5.3"
 
 [package.extras]
 docs = ["ipykernel", "myst-parser", "pydata-sphinx-theme", "sphinx (>=4)", "sphinx-autodoc-typehints", "sphinxcontrib-github-alt", "sphinxcontrib-spelling"]
-test = ["coverage", "ipykernel (>=6.14)", "mypy", "paramiko", "pre-commit", "pytest (<8.2.0)", "pytest-cov", "pytest-jupyter[client] (>=0.4.1)", "pytest-timeout"]
+test = ["coverage", "ipykernel (>=6.14)", "mypy", "paramiko ; sys_platform == \"win32\"", "pre-commit", "pytest (<8.2.0)", "pytest-cov", "pytest-jupyter[client] (>=0.4.1)", "pytest-timeout"]
 
 [[package]]
 name = "jupyter-console"
@@ -2062,7 +2049,7 @@ tornado = ">=6.2.0"
 [package.extras]
 dev = ["hatch", "pre-commit"]
 docs = ["myst-parser", "nbsphinx", "pydata-sphinx-theme", "sphinx (>=1.3.6)", "sphinxcontrib-github-alt", "sphinxcontrib-spelling"]
-test = ["importlib-resources (>=5.0)", "ipykernel", "jupyter-server[test] (>=2.4.0,<3)", "jupyterlab-server[test] (>=2.27.1,<3)", "nbval", "pytest (>=7.0)", "pytest-console-scripts", "pytest-timeout", "pytest-tornasync", "requests"]
+test = ["importlib-resources (>=5.0) ; python_version < \"3.10\"", "ipykernel", "jupyter-server[test] (>=2.4.0,<3)", "jupyterlab-server[test] (>=2.27.1,<3)", "nbval", "pytest (>=7.0)", "pytest-console-scripts", "pytest-timeout", "pytest-tornasync", "requests"]
 
 [[package]]
 name = "notebook-shim"
@@ -2399,7 +2386,7 @@ docs = ["furo", "olefile", "sphinx (>=8.1)", "sphinx-copybutton", "sphinx-inline
 fpx = ["olefile"]
 mic = ["olefile"]
 tests = ["check-manifest", "coverage (>=7.4.2)", "defusedxml", "markdown2", "olefile", "packaging", "pyroma", "pytest", "pytest-cov", "pytest-timeout", "trove-classifiers (>=2024.10.12)"]
-typing = ["typing-extensions"]
+typing = ["typing-extensions ; python_version < \"3.10\""]
 xmp = ["defusedxml"]
 
 [[package]]
@@ -2615,7 +2602,7 @@ files = [
 ]
 
 [package.extras]
-dev = ["backports.zoneinfo", "black", "build", "freezegun", "mdx_truly_sane_lists", "mike", "mkdocs", "mkdocs-awesome-pages-plugin", "mkdocs-gen-files", "mkdocs-literate-nav", "mkdocs-material (>=8.5)", "mkdocstrings[python]", "msgspec", "msgspec-python313-pre", "mypy", "orjson", "pylint", "pytest", "tzdata", "validate-pyproject[all]"]
+dev = ["backports.zoneinfo ; python_version < \"3.9\"", "black", "build", "freezegun", "mdx_truly_sane_lists", "mike", "mkdocs", "mkdocs-awesome-pages-plugin", "mkdocs-gen-files", "mkdocs-literate-nav", "mkdocs-material (>=8.5)", "mkdocstrings[python]", "msgspec ; implementation_name != \"pypy\" and python_version < \"3.13\"", "msgspec-python313-pre ; implementation_name != \"pypy\" and python_version == \"3.13\"", "mypy", "orjson ; implementation_name != \"pypy\"", "pylint", "pytest", "tzdata", "validate-pyproject[all]"]
 
 [[package]]
 name = "pytz"
@@ -2929,115 +2916,115 @@ files = [
 
 [[package]]
 name = "rpds-py"
-version = "0.22.3"
+version = "0.23.0"
 description = "Python bindings to Rust's persistent data structures (rpds)"
 optional = false
 python-versions = ">=3.9"
 groups = ["main"]
 files = [
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+    {file = "rpds_py-0.23.0-pp39-pypy39_pp73-musllinux_1_2_x86_64.whl", hash = "sha256:f9c49366f19c06ce31af1312ae4718292081e73f454a56705e7d56acfd25ac1e"},
+    {file = "rpds_py-0.23.0-pp39-pypy39_pp73-win_amd64.whl", hash = "sha256:f119176191c359cb33ff8064b242874bfb1352761379bca8e6ccb74a6141db27"},
+    {file = "rpds_py-0.23.0.tar.gz", hash = "sha256:ffac3b13182dc1bf648cde2982148dc9caf60f3eedec7ae639e05636389ebf5d"},
 ]
 
 [[package]]
@@ -3102,7 +3089,7 @@ numpy = ">=1.23.5,<2.5"
 [package.extras]
 dev = ["cython-lint (>=0.12.2)", "doit (>=0.36.0)", "mypy (==1.10.0)", "pycodestyle", "pydevtool", "rich-click", "ruff (>=0.0.292)", "types-psutil", "typing_extensions"]
 doc = ["intersphinx_registry", "jupyterlite-pyodide-kernel", "jupyterlite-sphinx (>=0.16.5)", "jupytext", "matplotlib (>=3.5)", "myst-nb", "numpydoc", "pooch", "pydata-sphinx-theme (>=0.15.2)", "sphinx (>=5.0.0,<8.0.0)", "sphinx-copybutton", "sphinx-design (>=0.4.0)"]
-test = ["Cython", "array-api-strict (>=2.0,<2.1.1)", "asv", "gmpy2", "hypothesis (>=6.30)", "meson", "mpmath", "ninja", "pooch", "pytest", "pytest-cov", "pytest-timeout", "pytest-xdist", "scikit-umfpack", "threadpoolctl"]
+test = ["Cython", "array-api-strict (>=2.0,<2.1.1)", "asv", "gmpy2", "hypothesis (>=6.30)", "meson", "mpmath", "ninja ; sys_platform != \"emscripten\"", "pooch", "pytest", "pytest-cov", "pytest-timeout", "pytest-xdist", "scikit-umfpack", "threadpoolctl"]
 
 [[package]]
 name = "send2trash"
@@ -3117,9 +3104,9 @@ files = [
 ]
 
 [package.extras]
-nativelib = ["pyobjc-framework-Cocoa", "pywin32"]
-objc = ["pyobjc-framework-Cocoa"]
-win32 = ["pywin32"]
+nativelib = ["pyobjc-framework-Cocoa ; sys_platform == \"darwin\"", "pywin32 ; sys_platform == \"win32\""]
+objc = ["pyobjc-framework-Cocoa ; sys_platform == \"darwin\""]
+win32 = ["pywin32 ; sys_platform == \"win32\""]
 
 [[package]]
 name = "setuptools"
@@ -3134,13 +3121,13 @@ files = [
 ]
 
 [package.extras]
-check = ["pytest-checkdocs (>=2.4)", "pytest-ruff (>=0.2.1)", "ruff (>=0.8.0)"]
-core = ["importlib_metadata (>=6)", "jaraco.collections", "jaraco.functools (>=4)", "jaraco.text (>=3.7)", "more_itertools", "more_itertools (>=8.8)", "packaging", "packaging (>=24.2)", "platformdirs (>=4.2.2)", "tomli (>=2.0.1)", "wheel (>=0.43.0)"]
+check = ["pytest-checkdocs (>=2.4)", "pytest-ruff (>=0.2.1) ; sys_platform != \"cygwin\"", "ruff (>=0.8.0) ; sys_platform != \"cygwin\""]
+core = ["importlib_metadata (>=6) ; python_version < \"3.10\"", "jaraco.collections", "jaraco.functools (>=4)", "jaraco.text (>=3.7)", "more_itertools", "more_itertools (>=8.8)", "packaging", "packaging (>=24.2)", "platformdirs (>=4.2.2)", "tomli (>=2.0.1) ; python_version < \"3.11\"", "wheel (>=0.43.0)"]
 cover = ["pytest-cov"]
 doc = ["furo", "jaraco.packaging (>=9.3)", "jaraco.tidelift (>=1.4)", "pygments-github-lexers (==0.0.5)", "pyproject-hooks (!=1.1)", "rst.linker (>=1.9)", "sphinx (>=3.5)", "sphinx-favicon", "sphinx-inline-tabs", "sphinx-lint", "sphinx-notfound-page (>=1,<2)", "sphinx-reredirects", "sphinxcontrib-towncrier", "towncrier (<24.7)"]
 enabler = ["pytest-enabler (>=2.2)"]
-test = ["build[virtualenv] (>=1.0.3)", "filelock (>=3.4.0)", "ini2toml[lite] (>=0.14)", "jaraco.develop (>=7.21)", "jaraco.envs (>=2.2)", "jaraco.path (>=3.7.2)", "jaraco.test (>=5.5)", "packaging (>=24.2)", "pip (>=19.1)", "pyproject-hooks (!=1.1)", "pytest (>=6,!=8.1.*)", "pytest-home (>=0.5)", "pytest-perf", "pytest-subprocess", "pytest-timeout", "pytest-xdist (>=3)", "tomli-w (>=1.0.0)", "virtualenv (>=13.0.0)", "wheel (>=0.44.0)"]
-type = ["importlib_metadata (>=7.0.2)", "jaraco.develop (>=7.21)", "mypy (==1.14.*)", "pytest-mypy"]
+test = ["build[virtualenv] (>=1.0.3)", "filelock (>=3.4.0)", "ini2toml[lite] (>=0.14)", "jaraco.develop (>=7.21) ; python_version >= \"3.9\" and sys_platform != \"cygwin\"", "jaraco.envs (>=2.2)", "jaraco.path (>=3.7.2)", "jaraco.test (>=5.5)", "packaging (>=24.2)", "pip (>=19.1)", "pyproject-hooks (!=1.1)", "pytest (>=6,!=8.1.*)", "pytest-home (>=0.5)", "pytest-perf ; sys_platform != \"cygwin\"", "pytest-subprocess", "pytest-timeout", "pytest-xdist (>=3)", "tomli-w (>=1.0.0)", "virtualenv (>=13.0.0)", "wheel (>=0.44.0)"]
+type = ["importlib_metadata (>=7.0.2) ; python_version < \"3.10\"", "jaraco.develop (>=7.21) ; sys_platform != \"cygwin\"", "mypy (==1.14.*)", "pytest-mypy"]
 
 [[package]]
 name = "simplejson"
@@ -3537,7 +3524,7 @@ files = [
 ]
 
 [package.extras]
-brotli = ["brotli (>=1.0.9)", "brotlicffi (>=0.8.0)"]
+brotli = ["brotli (>=1.0.9) ; platform_python_implementation == \"CPython\"", "brotlicffi (>=0.8.0) ; platform_python_implementation != \"CPython\""]
 h2 = ["h2 (>=4,<5)"]
 socks = ["pysocks (>=1.5.6,!=1.5.7,<2.0)"]
 zstd = ["zstandard (>=0.18.0)"]
diff --git a/回测/backtesting.ipynb b/回测/backtesting.ipynb
index 81976c1..5a92935 100644
--- a/回测/backtesting.ipynb
+++ b/回测/backtesting.ipynb
@@ -6,27 +6,28 @@
    "metadata": {
     "collapsed": true,
     "ExecuteTime": {
-     "end_time": "2025-02-19T14:44:47.980877Z",
-     "start_time": "2025-02-19T14:44:47.977369Z"
+     "end_time": "2025-02-21T03:15:40.259079Z",
+     "start_time": "2025-02-21T03:15:40.254285Z"
     }
    },
    "source": [
-    "import pandas as pd\n",
-    "import platform\n",
     "import os\n",
+    "import platform\n",
+    "\n",
+    "import pandas as pd\n",
     "\n",
     "root_path = \"C:\\\\Users\\\\lanyuanxiaoyao\\\\SynologyDrive\\\\data\\\\Tushare\" \\\n",
     "    if platform.processor().startswith(\"AMD\") \\\n",
     "    else \"/Users/lanyuanxiaoyao/SynologyDrive/data/Tushare\""
    ],
    "outputs": [],
-   "execution_count": 47
+   "execution_count": 83
   },
   {
    "metadata": {
     "ExecuteTime": {
-     "end_time": "2025-02-19T14:44:48.019179Z",
-     "start_time": "2025-02-19T14:44:48.014177Z"
+     "end_time": "2025-02-21T03:15:40.299604Z",
+     "start_time": "2025-02-21T03:15:40.295742Z"
     }
    },
    "cell_type": "code",
@@ -46,26 +47,26 @@
    ],
    "id": "414a7a0a199096a2",
    "outputs": [],
-   "execution_count": 48
+   "execution_count": 84
   },
   {
    "metadata": {
     "ExecuteTime": {
-     "end_time": "2025-02-19T14:44:48.086771Z",
-     "start_time": "2025-02-19T14:44:48.043313Z"
+     "end_time": "2025-02-21T03:15:40.394509Z",
+     "start_time": "2025-02-21T03:15:40.304999Z"
     }
    },
    "cell_type": "code",
    "source": "df = load_stock(\"000001.SZ\")",
    "id": "bdcc7bfcec324577",
    "outputs": [],
-   "execution_count": 49
+   "execution_count": 85
   },
   {
    "metadata": {
     "ExecuteTime": {
-     "end_time": "2025-02-19T14:44:48.094953Z",
-     "start_time": "2025-02-19T14:44:48.090778Z"
+     "end_time": "2025-02-21T03:15:40.423569Z",
+     "start_time": "2025-02-21T03:15:40.417310Z"
     }
    },
    "cell_type": "code",
@@ -123,13 +124,13 @@
    ],
    "id": "f6e932667ad314ff",
    "outputs": [],
-   "execution_count": 50
+   "execution_count": 86
   },
   {
    "metadata": {
     "ExecuteTime": {
-     "end_time": "2025-02-19T14:44:48.110292Z",
-     "start_time": "2025-02-19T14:44:48.106357Z"
+     "end_time": "2025-02-21T03:23:42.886623Z",
+     "start_time": "2025-02-21T03:23:42.881086Z"
     }
    },
    "cell_type": "code",
@@ -141,26 +142,27 @@
     "\n",
     "class MACDStrategy(Strategy):\n",
     "    def init(self):\n",
-    "        self.dea, self.dif, self.macd = self.I(talib.MACD, self.data.Close, 12, 26, 9)\n",
+    "        self.dif, self.dea, self.macd = self.I(talib.MACD, self.data.Close, 12, 26, 9)\n",
     "\n",
     "    def next(self):\n",
-    "        # print(self.position.size)\n",
-    "        if crossover(self.dif, self.dea) and self.macd > 0 and (self.dif > self.macd and self.dea > self.macd):\n",
-    "            print(\"buy\")\n",
-    "            self.buy()\n",
+    "        curr_dif = self.dif[-1]\n",
+    "        curr_dea = self.dea[-1]\n",
+    "        curr_macd = self.macd[-1]\n",
+    "        if crossover(self.dif, self.dea) and curr_macd > 0 and (curr_dif > curr_macd and curr_dea > curr_macd):\n",
+    "            self.buy(size=100)\n",
     "        elif crossover(self.dea, self.dif):\n",
-    "            print(\"sell\")\n",
-    "            self.position.close()"
+    "            if self.position.size > 0:\n",
+    "                self.position.close()"
    ],
    "id": "1b47368c3b916b9b",
    "outputs": [],
-   "execution_count": 51
+   "execution_count": 94
   },
   {
    "metadata": {
     "ExecuteTime": {
-     "end_time": "2025-02-19T14:44:48.126801Z",
-     "start_time": "2025-02-19T14:44:48.121801Z"
+     "end_time": "2025-02-21T03:15:40.473207Z",
+     "start_time": "2025-02-21T03:15:40.468715Z"
     }
    },
    "cell_type": "code",
@@ -174,24 +176,25 @@
     "        if crossover(self.sma_fast, self.sma_slow):\n",
     "            self.buy(size=100)\n",
     "        elif crossover(self.sma_slow, self.sma_fast):\n",
-    "            self.position.close()"
+    "            if self.position.size > 0:\n",
+    "                self.position.close()"
    ],
    "id": "85da7018d63adc0",
    "outputs": [],
-   "execution_count": 52
+   "execution_count": 88
   },
   {
    "metadata": {
     "ExecuteTime": {
-     "end_time": "2025-02-19T14:52:01.326524Z",
-     "start_time": "2025-02-19T14:52:01.155798Z"
+     "end_time": "2025-02-21T03:23:45.326016Z",
+     "start_time": "2025-02-21T03:23:44.841258Z"
     }
    },
    "cell_type": "code",
    "source": [
     "from backtesting import Backtest\n",
     "\n",
-    "bt = Backtest(df, SMAStrategy, cash=10000, commission=.002, trade_on_close=True)\n",
+    "bt = Backtest(df, MACDStrategy, cash=10000, commission=.002, trade_on_close=True)\n",
     "result = bt.run()\n",
     "print(result.iloc[4])\n",
     "bt.plot()"
@@ -202,14 +205,14 @@
      "name": "stdout",
      "output_type": "stream",
      "text": [
-      "9824.765695999999\n"
+      "10008.226826000002\n"
      ]
     },
     {
      "data": {
       "text/html": [
        "\n",
-       "  <div id=\"a77e58da-e441-4560-a958-b3e53374206d\" data-root-id=\"p10194\" style=\"display: contents;\"></div>\n"
+       "  <div id=\"a10a1def-6d3a-43e1-8bc6-784ba89baab3\" data-root-id=\"p11108\" style=\"display: contents;\"></div>\n"
       ]
      },
      "metadata": {},
@@ -217,12 +220,12 @@
     },
     {
      "data": {
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":\"Legend\",\"id\":\"p11063\",\"attributes\":{\"location\":\"top_left\",\"border_line_color\":\"#333333\",\"click_policy\":\"hide\",\"label_text_font_size\":\"8pt\",\"margin\":0,\"padding\":5,\"spacing\":0,\"items\":[{\"type\":\"object\",\"name\":\"LegendItem\",\"id\":\"p11064\",\"attributes\":{\"label\":{\"type\":\"value\",\"value\":\"MACD(C,12,26,9)[0]\"},\"renderers\":[{\"id\":\"p11060\"}]}},{\"type\":\"object\",\"name\":\"LegendItem\",\"id\":\"p11074\",\"attributes\":{\"label\":{\"type\":\"value\",\"value\":\"MACD(C,12,26,9)[1]\"},\"renderers\":[{\"id\":\"p11071\"}]}},{\"type\":\"object\",\"name\":\"LegendItem\",\"id\":\"p11084\",\"attributes\":{\"label\":{\"type\":\"value\",\"value\":\"MACD(C,12,26,9)[2]\"},\"renderers\":[{\"id\":\"p11081\"}]}}]}},{\"type\":\"object\",\"name\":\"Span\",\"id\":\"p11085\",\"attributes\":{\"location\":-0.001814620793287516,\"line_color\":\"#666666\",\"line_width\":0.5,\"line_dash\":[6]}}],\"min_border_top\":3,\"min_border_bottom\":6,\"min_border_left\":0,\"min_border_right\":10}},4,0]]}}],\"callbacks\":{\"type\":\"map\",\"entries\":[[\"document_ready\",[{\"type\":\"object\",\"name\":\"CustomJS\",\"id\":\"p10718\",\"attributes\":{\"code\":\"(function() 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       "application/vnd.bokehjs_exec.v0+json": ""
      },
      "metadata": {
       "application/vnd.bokehjs_exec.v0+json": {
-       "id": "p10194"
+       "id": "p11108"
       }
      },
      "output_type": "display_data"
@@ -230,16 +233,16 @@
     {
      "data": {
       "text/plain": [
-       "GridPlot(id='p10194', ...)"
+       "GridPlot(id='p11108', ...)"
       ],
       "text/html": [
-       "<div style=\"display: table;\"><div style=\"display: table-row;\"><div style=\"display: table-cell;\"><b title=\"bokeh.models.plots.GridPlot\">GridPlot</b>(</div><div style=\"display: table-cell;\">id&nbsp;=&nbsp;'p10194', <span id=\"p10225\" style=\"cursor: pointer;\">&hellip;)</span></div></div><div class=\"p10224\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">align&nbsp;=&nbsp;'auto',</div></div><div class=\"p10224\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">aspect_ratio&nbsp;=&nbsp;None,</div></div><div class=\"p10224\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">children&nbsp;=&nbsp;[(figure(id='p9904', ...), 0, 0), (figure(id='p10003', ...), 1, 0), (figure(id='p9858', ...), 2, 0), (figure(id='p10060', ...), 3, 0)],</div></div><div class=\"p10224\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">cols&nbsp;=&nbsp;None,</div></div><div class=\"p10224\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">context_menu&nbsp;=&nbsp;None,</div></div><div class=\"p10224\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">css_classes&nbsp;=&nbsp;[],</div></div><div class=\"p10224\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">css_variables&nbsp;=&nbsp;{},</div></div><div class=\"p10224\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">disabled&nbsp;=&nbsp;False,</div></div><div class=\"p10224\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">elements&nbsp;=&nbsp;[],</div></div><div class=\"p10224\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">flow_mode&nbsp;=&nbsp;'block',</div></div><div class=\"p10224\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">height&nbsp;=&nbsp;None,</div></div><div class=\"p10224\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">height_policy&nbsp;=&nbsp;'auto',</div></div><div class=\"p10224\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">js_event_callbacks&nbsp;=&nbsp;{},</div></div><div class=\"p10224\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">js_property_callbacks&nbsp;=&nbsp;{},</div></div><div class=\"p10224\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">margin&nbsp;=&nbsp;None,</div></div><div class=\"p10224\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">max_height&nbsp;=&nbsp;None,</div></div><div class=\"p10224\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">max_width&nbsp;=&nbsp;None,</div></div><div class=\"p10224\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">min_height&nbsp;=&nbsp;None,</div></div><div class=\"p10224\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">min_width&nbsp;=&nbsp;None,</div></div><div class=\"p10224\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">name&nbsp;=&nbsp;None,</div></div><div class=\"p10224\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">resizable&nbsp;=&nbsp;False,</div></div><div class=\"p10224\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">rows&nbsp;=&nbsp;None,</div></div><div class=\"p10224\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">sizing_mode&nbsp;=&nbsp;'stretch_width',</div></div><div class=\"p10224\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">spacing&nbsp;=&nbsp;0,</div></div><div class=\"p10224\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">styles&nbsp;=&nbsp;{},</div></div><div class=\"p10224\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">stylesheets&nbsp;=&nbsp;[],</div></div><div class=\"p10224\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">subscribed_events&nbsp;=&nbsp;PropertyValueSet(),</div></div><div class=\"p10224\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">syncable&nbsp;=&nbsp;True,</div></div><div class=\"p10224\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">tags&nbsp;=&nbsp;[],</div></div><div class=\"p10224\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">toolbar&nbsp;=&nbsp;Toolbar(id='p10193', ...),</div></div><div class=\"p10224\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">toolbar_location&nbsp;=&nbsp;'right',</div></div><div class=\"p10224\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">visible&nbsp;=&nbsp;True,</div></div><div class=\"p10224\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">width&nbsp;=&nbsp;None,</div></div><div class=\"p10224\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">width_policy&nbsp;=&nbsp;'auto')</div></div></div>\n",
+       "<div style=\"display: table;\"><div style=\"display: table-row;\"><div style=\"display: table-cell;\"><b title=\"bokeh.models.plots.GridPlot\">GridPlot</b>(</div><div style=\"display: table-cell;\">id&nbsp;=&nbsp;'p11108', <span id=\"p11140\" style=\"cursor: pointer;\">&hellip;)</span></div></div><div class=\"p11139\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">align&nbsp;=&nbsp;'auto',</div></div><div class=\"p11139\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">aspect_ratio&nbsp;=&nbsp;None,</div></div><div class=\"p11139\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">children&nbsp;=&nbsp;[(figure(id='p10766', ...), 0, 0), (figure(id='p10865', ...), 1, 0), (figure(id='p10720', ...), 2, 0), (figure(id='p10922', ...), 3, 0), (figure(id='p11019', ...), 4, 0)],</div></div><div class=\"p11139\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">cols&nbsp;=&nbsp;None,</div></div><div class=\"p11139\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">context_menu&nbsp;=&nbsp;None,</div></div><div class=\"p11139\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">css_classes&nbsp;=&nbsp;[],</div></div><div class=\"p11139\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">css_variables&nbsp;=&nbsp;{},</div></div><div class=\"p11139\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">disabled&nbsp;=&nbsp;False,</div></div><div class=\"p11139\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">elements&nbsp;=&nbsp;[],</div></div><div class=\"p11139\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">flow_mode&nbsp;=&nbsp;'block',</div></div><div class=\"p11139\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">height&nbsp;=&nbsp;None,</div></div><div class=\"p11139\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">height_policy&nbsp;=&nbsp;'auto',</div></div><div class=\"p11139\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">js_event_callbacks&nbsp;=&nbsp;{},</div></div><div class=\"p11139\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">js_property_callbacks&nbsp;=&nbsp;{},</div></div><div class=\"p11139\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">margin&nbsp;=&nbsp;None,</div></div><div class=\"p11139\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">max_height&nbsp;=&nbsp;None,</div></div><div class=\"p11139\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">max_width&nbsp;=&nbsp;None,</div></div><div class=\"p11139\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">min_height&nbsp;=&nbsp;None,</div></div><div class=\"p11139\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">min_width&nbsp;=&nbsp;None,</div></div><div class=\"p11139\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">name&nbsp;=&nbsp;None,</div></div><div class=\"p11139\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">resizable&nbsp;=&nbsp;False,</div></div><div class=\"p11139\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">rows&nbsp;=&nbsp;None,</div></div><div class=\"p11139\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">sizing_mode&nbsp;=&nbsp;'stretch_width',</div></div><div class=\"p11139\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">spacing&nbsp;=&nbsp;0,</div></div><div class=\"p11139\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">styles&nbsp;=&nbsp;{},</div></div><div class=\"p11139\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">stylesheets&nbsp;=&nbsp;[],</div></div><div class=\"p11139\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">subscribed_events&nbsp;=&nbsp;PropertyValueSet(),</div></div><div class=\"p11139\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">syncable&nbsp;=&nbsp;True,</div></div><div class=\"p11139\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">tags&nbsp;=&nbsp;[],</div></div><div class=\"p11139\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">toolbar&nbsp;=&nbsp;Toolbar(id='p11107', ...),</div></div><div class=\"p11139\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">toolbar_location&nbsp;=&nbsp;'right',</div></div><div class=\"p11139\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">visible&nbsp;=&nbsp;True,</div></div><div class=\"p11139\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">width&nbsp;=&nbsp;None,</div></div><div class=\"p11139\" style=\"display: none;\"><div style=\"display: table-cell;\"></div><div style=\"display: table-cell;\">width_policy&nbsp;=&nbsp;'auto')</div></div></div>\n",
        "<script>\n",
        "(function() {\n",
        "  let expanded = false;\n",
-       "  const ellipsis = document.getElementById(\"p10225\");\n",
+       "  const ellipsis = document.getElementById(\"p11140\");\n",
        "  ellipsis.addEventListener(\"click\", function() {\n",
-       "    const rows = document.getElementsByClassName(\"p10224\");\n",
+       "    const rows = document.getElementsByClassName(\"p11139\");\n",
        "    for (let i = 0; i < rows.length; i++) {\n",
        "      const el = rows[i];\n",
        "      el.style.display = expanded ? \"none\" : \"table-row\";\n",
@@ -251,18 +254,18 @@
        "</script>\n"
       ]
      },
-     "execution_count": 56,
+     "execution_count": 95,
      "metadata": {},
      "output_type": "execute_result"
     }
    ],
-   "execution_count": 56
+   "execution_count": 95
   },
   {
    "metadata": {
     "ExecuteTime": {
-     "end_time": "2025-02-19T15:01:49.262777Z",
-     "start_time": "2025-02-19T14:55:44.559148Z"
+     "end_time": "2025-02-21T03:15:24.196237Z",
+     "start_time": "2025-02-21T03:15:09.989176Z"
     }
    },
    "cell_type": "code",
@@ -273,9 +276,9 @@
     "for name in os.listdir(os.path.join(root_path, \"日线行情 1990-2024\", \"分组行情\")):\n",
     "    if name.endswith(\"SZ.csv\"):\n",
     "        stock_df = load_stock(name.replace(\".csv\", \"\"))\n",
-    "        if stock_df.empty:\n",
+    "        if stock_df.empty or stock_df.size < 1000:\n",
     "            continue\n",
-    "        bt = Backtest(stock_df, SMAStrategy, cash=10000, commission=.002, trade_on_close=True)\n",
+    "        bt = Backtest(stock_df, MACDStrategy, cash=10000, commission=.002, trade_on_close=True)\n",
     "        result = bt.run()\n",
     "        count += 1\n",
     "        final = result.iloc[4]\n",
@@ -289,2571 +292,167 @@
      "name": "stdout",
      "output_type": "stream",
      "text": [
-      "000001.SZ.csv: 9824.765695999999 胜率：0.00%\n",
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      ]
     },
     {
@@ -2861,26 +460,17 @@
      "evalue": "",
      "output_type": "error",
      "traceback": [
-      "\u001B[1;31m---------------------------------------------------------------------------\u001B[0m",
-      "\u001B[1;31mKeyboardInterrupt\u001B[0m                         Traceback (most recent call last)",
-      "Cell \u001B[1;32mIn[63], line 6\u001B[0m\n\u001B[0;32m      4\u001B[0m \u001B[38;5;28;01mfor\u001B[39;00m name \u001B[38;5;129;01min\u001B[39;00m os\u001B[38;5;241m.\u001B[39mlistdir(os\u001B[38;5;241m.\u001B[39mpath\u001B[38;5;241m.\u001B[39mjoin(root_path, \u001B[38;5;124m\"\u001B[39m\u001B[38;5;124m日线行情 1990-2024\u001B[39m\u001B[38;5;124m\"\u001B[39m, \u001B[38;5;124m\"\u001B[39m\u001B[38;5;124m分组行情\u001B[39m\u001B[38;5;124m\"\u001B[39m)):\n\u001B[0;32m      5\u001B[0m     \u001B[38;5;28;01mif\u001B[39;00m name\u001B[38;5;241m.\u001B[39mendswith(\u001B[38;5;124m\"\u001B[39m\u001B[38;5;124mSZ.csv\u001B[39m\u001B[38;5;124m\"\u001B[39m):\n\u001B[1;32m----> 6\u001B[0m         stock_df \u001B[38;5;241m=\u001B[39m \u001B[43mload_stock\u001B[49m\u001B[43m(\u001B[49m\u001B[43mname\u001B[49m\u001B[38;5;241;43m.\u001B[39;49m\u001B[43mreplace\u001B[49m\u001B[43m(\u001B[49m\u001B[38;5;124;43m\"\u001B[39;49m\u001B[38;5;124;43m.csv\u001B[39;49m\u001B[38;5;124;43m\"\u001B[39;49m\u001B[43m,\u001B[49m\u001B[43m \u001B[49m\u001B[38;5;124;43m\"\u001B[39;49m\u001B[38;5;124;43m\"\u001B[39;49m\u001B[43m)\u001B[49m\u001B[43m)\u001B[49m\n\u001B[0;32m      7\u001B[0m         \u001B[38;5;28;01mif\u001B[39;00m stock_df\u001B[38;5;241m.\u001B[39mempty:\n\u001B[0;32m      8\u001B[0m             \u001B[38;5;28;01mcontinue\u001B[39;00m\n",
-      "Cell \u001B[1;32mIn[48], line 2\u001B[0m, in \u001B[0;36mload_stock\u001B[1;34m(code)\u001B[0m\n\u001B[0;32m      1\u001B[0m \u001B[38;5;28;01mdef\u001B[39;00m\u001B[38;5;250m \u001B[39m\u001B[38;5;21mload_stock\u001B[39m(code):\n\u001B[1;32m----> 2\u001B[0m     source_df \u001B[38;5;241m=\u001B[39m \u001B[43mpd\u001B[49m\u001B[38;5;241;43m.\u001B[39;49m\u001B[43mread_csv\u001B[49m\u001B[43m(\u001B[49m\u001B[43mos\u001B[49m\u001B[38;5;241;43m.\u001B[39;49m\u001B[43mpath\u001B[49m\u001B[38;5;241;43m.\u001B[39;49m\u001B[43mjoin\u001B[49m\u001B[43m(\u001B[49m\u001B[43mroot_path\u001B[49m\u001B[43m,\u001B[49m\u001B[43m \u001B[49m\u001B[38;5;124;43m\"\u001B[39;49m\u001B[38;5;124;43m日线行情 1990-2024\u001B[39;49m\u001B[38;5;124;43m\"\u001B[39;49m\u001B[43m,\u001B[49m\u001B[43m \u001B[49m\u001B[38;5;124;43m\"\u001B[39;49m\u001B[38;5;124;43m分组行情\u001B[39;49m\u001B[38;5;124;43m\"\u001B[39;49m\u001B[43m,\u001B[49m\u001B[43m \u001B[49m\u001B[38;5;124;43mf\u001B[39;49m\u001B[38;5;124;43m\"\u001B[39;49m\u001B[38;5;132;43;01m{\u001B[39;49;00m\u001B[43mcode\u001B[49m\u001B[38;5;132;43;01m}\u001B[39;49;00m\u001B[38;5;124;43m.csv\u001B[39;49m\u001B[38;5;124;43m\"\u001B[39;49m\u001B[43m)\u001B[49m\u001B[43m)\u001B[49m \\\n\u001B[0;32m      3\u001B[0m     [[\u001B[38;5;124m\"\u001B[39m\u001B[38;5;124mtrade_date\u001B[39m\u001B[38;5;124m\"\u001B[39m, \u001B[38;5;124m\"\u001B[39m\u001B[38;5;124mvol\u001B[39m\u001B[38;5;124m\"\u001B[39m, \u001B[38;5;124m\"\u001B[39m\u001B[38;5;124mopen_qfq\u001B[39m\u001B[38;5;124m\"\u001B[39m, \u001B[38;5;124m\"\u001B[39m\u001B[38;5;124mclose_qfq\u001B[39m\u001B[38;5;124m\"\u001B[39m, \u001B[38;5;124m\"\u001B[39m\u001B[38;5;124mhigh_qfq\u001B[39m\u001B[38;5;124m\"\u001B[39m, \u001B[38;5;124m\"\u001B[39m\u001B[38;5;124mlow_qfq\u001B[39m\u001B[38;5;124m\"\u001B[39m]]\n\u001B[0;32m      4\u001B[0m     temp_df \u001B[38;5;241m=\u001B[39m pd\u001B[38;5;241m.\u001B[39mDataFrame()\n\u001B[0;32m      5\u001B[0m     temp_df[[\u001B[38;5;124m\"\u001B[39m\u001B[38;5;124mdate\u001B[39m\u001B[38;5;124m\"\u001B[39m, \u001B[38;5;124m\"\u001B[39m\u001B[38;5;124mVolume\u001B[39m\u001B[38;5;124m\"\u001B[39m, \u001B[38;5;124m\"\u001B[39m\u001B[38;5;124mOpen\u001B[39m\u001B[38;5;124m\"\u001B[39m, \u001B[38;5;124m\"\u001B[39m\u001B[38;5;124mClose\u001B[39m\u001B[38;5;124m\"\u001B[39m, \u001B[38;5;124m\"\u001B[39m\u001B[38;5;124mHigh\u001B[39m\u001B[38;5;124m\"\u001B[39m, \u001B[38;5;124m\"\u001B[39m\u001B[38;5;124mLow\u001B[39m\u001B[38;5;124m\"\u001B[39m]] \u001B[38;5;241m=\u001B[39m \\\n\u001B[0;32m      6\u001B[0m         source_df[[\u001B[38;5;124m\"\u001B[39m\u001B[38;5;124mtrade_date\u001B[39m\u001B[38;5;124m\"\u001B[39m, \u001B[38;5;124m\"\u001B[39m\u001B[38;5;124mvol\u001B[39m\u001B[38;5;124m\"\u001B[39m, \u001B[38;5;124m\"\u001B[39m\u001B[38;5;124mopen_qfq\u001B[39m\u001B[38;5;124m\"\u001B[39m, \u001B[38;5;124m\"\u001B[39m\u001B[38;5;124mclose_qfq\u001B[39m\u001B[38;5;124m\"\u001B[39m, \u001B[38;5;124m\"\u001B[39m\u001B[38;5;124mhigh_qfq\u001B[39m\u001B[38;5;124m\"\u001B[39m, \u001B[38;5;124m\"\u001B[39m\u001B[38;5;124mlow_qfq\u001B[39m\u001B[38;5;124m\"\u001B[39m]]\n",
-      "File \u001B[1;32m~\\AppData\\Local\\pypoetry\\Cache\\virtualenvs\\finance-xaAHQYW0-py3.12\\Lib\\site-packages\\pandas\\io\\parsers\\readers.py:1026\u001B[0m, in \u001B[0;36mread_csv\u001B[1;34m(filepath_or_buffer, sep, delimiter, header, names, index_col, usecols, dtype, engine, converters, true_values, false_values, skipinitialspace, skiprows, skipfooter, nrows, na_values, keep_default_na, na_filter, verbose, skip_blank_lines, parse_dates, infer_datetime_format, keep_date_col, date_parser, date_format, dayfirst, cache_dates, iterator, chunksize, compression, thousands, decimal, lineterminator, quotechar, quoting, doublequote, escapechar, comment, encoding, encoding_errors, dialect, on_bad_lines, delim_whitespace, low_memory, memory_map, float_precision, storage_options, dtype_backend)\u001B[0m\n\u001B[0;32m   1013\u001B[0m kwds_defaults \u001B[38;5;241m=\u001B[39m _refine_defaults_read(\n\u001B[0;32m   1014\u001B[0m     dialect,\n\u001B[0;32m   1015\u001B[0m     delimiter,\n\u001B[1;32m   (...)\u001B[0m\n\u001B[0;32m   1022\u001B[0m     dtype_backend\u001B[38;5;241m=\u001B[39mdtype_backend,\n\u001B[0;32m   1023\u001B[0m )\n\u001B[0;32m   1024\u001B[0m kwds\u001B[38;5;241m.\u001B[39mupdate(kwds_defaults)\n\u001B[1;32m-> 1026\u001B[0m \u001B[38;5;28;01mreturn\u001B[39;00m \u001B[43m_read\u001B[49m\u001B[43m(\u001B[49m\u001B[43mfilepath_or_buffer\u001B[49m\u001B[43m,\u001B[49m\u001B[43m \u001B[49m\u001B[43mkwds\u001B[49m\u001B[43m)\u001B[49m\n",
-      "File \u001B[1;32m~\\AppData\\Local\\pypoetry\\Cache\\virtualenvs\\finance-xaAHQYW0-py3.12\\Lib\\site-packages\\pandas\\io\\parsers\\readers.py:620\u001B[0m, in \u001B[0;36m_read\u001B[1;34m(filepath_or_buffer, kwds)\u001B[0m\n\u001B[0;32m    617\u001B[0m _validate_names(kwds\u001B[38;5;241m.\u001B[39mget(\u001B[38;5;124m\"\u001B[39m\u001B[38;5;124mnames\u001B[39m\u001B[38;5;124m\"\u001B[39m, \u001B[38;5;28;01mNone\u001B[39;00m))\n\u001B[0;32m    619\u001B[0m \u001B[38;5;66;03m# Create the parser.\u001B[39;00m\n\u001B[1;32m--> 620\u001B[0m parser \u001B[38;5;241m=\u001B[39m \u001B[43mTextFileReader\u001B[49m\u001B[43m(\u001B[49m\u001B[43mfilepath_or_buffer\u001B[49m\u001B[43m,\u001B[49m\u001B[43m \u001B[49m\u001B[38;5;241;43m*\u001B[39;49m\u001B[38;5;241;43m*\u001B[39;49m\u001B[43mkwds\u001B[49m\u001B[43m)\u001B[49m\n\u001B[0;32m    622\u001B[0m \u001B[38;5;28;01mif\u001B[39;00m chunksize \u001B[38;5;129;01mor\u001B[39;00m iterator:\n\u001B[0;32m    623\u001B[0m     \u001B[38;5;28;01mreturn\u001B[39;00m parser\n",
-      "File \u001B[1;32m~\\AppData\\Local\\pypoetry\\Cache\\virtualenvs\\finance-xaAHQYW0-py3.12\\Lib\\site-packages\\pandas\\io\\parsers\\readers.py:1620\u001B[0m, in \u001B[0;36mTextFileReader.__init__\u001B[1;34m(self, f, engine, **kwds)\u001B[0m\n\u001B[0;32m   1617\u001B[0m     \u001B[38;5;28mself\u001B[39m\u001B[38;5;241m.\u001B[39moptions[\u001B[38;5;124m\"\u001B[39m\u001B[38;5;124mhas_index_names\u001B[39m\u001B[38;5;124m\"\u001B[39m] \u001B[38;5;241m=\u001B[39m kwds[\u001B[38;5;124m\"\u001B[39m\u001B[38;5;124mhas_index_names\u001B[39m\u001B[38;5;124m\"\u001B[39m]\n\u001B[0;32m   1619\u001B[0m \u001B[38;5;28mself\u001B[39m\u001B[38;5;241m.\u001B[39mhandles: IOHandles \u001B[38;5;241m|\u001B[39m \u001B[38;5;28;01mNone\u001B[39;00m \u001B[38;5;241m=\u001B[39m \u001B[38;5;28;01mNone\u001B[39;00m\n\u001B[1;32m-> 1620\u001B[0m \u001B[38;5;28mself\u001B[39m\u001B[38;5;241m.\u001B[39m_engine \u001B[38;5;241m=\u001B[39m \u001B[38;5;28;43mself\u001B[39;49m\u001B[38;5;241;43m.\u001B[39;49m\u001B[43m_make_engine\u001B[49m\u001B[43m(\u001B[49m\u001B[43mf\u001B[49m\u001B[43m,\u001B[49m\u001B[43m \u001B[49m\u001B[38;5;28;43mself\u001B[39;49m\u001B[38;5;241;43m.\u001B[39;49m\u001B[43mengine\u001B[49m\u001B[43m)\u001B[49m\n",
-      "File \u001B[1;32m~\\AppData\\Local\\pypoetry\\Cache\\virtualenvs\\finance-xaAHQYW0-py3.12\\Lib\\site-packages\\pandas\\io\\parsers\\readers.py:1898\u001B[0m, in \u001B[0;36mTextFileReader._make_engine\u001B[1;34m(self, f, engine)\u001B[0m\n\u001B[0;32m   1895\u001B[0m     \u001B[38;5;28;01mraise\u001B[39;00m \u001B[38;5;167;01mValueError\u001B[39;00m(msg)\n\u001B[0;32m   1897\u001B[0m \u001B[38;5;28;01mtry\u001B[39;00m:\n\u001B[1;32m-> 1898\u001B[0m     \u001B[38;5;28;01mreturn\u001B[39;00m \u001B[43mmapping\u001B[49m\u001B[43m[\u001B[49m\u001B[43mengine\u001B[49m\u001B[43m]\u001B[49m\u001B[43m(\u001B[49m\u001B[43mf\u001B[49m\u001B[43m,\u001B[49m\u001B[43m \u001B[49m\u001B[38;5;241;43m*\u001B[39;49m\u001B[38;5;241;43m*\u001B[39;49m\u001B[38;5;28;43mself\u001B[39;49m\u001B[38;5;241;43m.\u001B[39;49m\u001B[43moptions\u001B[49m\u001B[43m)\u001B[49m\n\u001B[0;32m   1899\u001B[0m \u001B[38;5;28;01mexcept\u001B[39;00m \u001B[38;5;167;01mException\u001B[39;00m:\n\u001B[0;32m   1900\u001B[0m     \u001B[38;5;28;01mif\u001B[39;00m \u001B[38;5;28mself\u001B[39m\u001B[38;5;241m.\u001B[39mhandles \u001B[38;5;129;01mis\u001B[39;00m \u001B[38;5;129;01mnot\u001B[39;00m \u001B[38;5;28;01mNone\u001B[39;00m:\n",
-      "File \u001B[1;32m~\\AppData\\Local\\pypoetry\\Cache\\virtualenvs\\finance-xaAHQYW0-py3.12\\Lib\\site-packages\\pandas\\io\\parsers\\c_parser_wrapper.py:93\u001B[0m, in \u001B[0;36mCParserWrapper.__init__\u001B[1;34m(self, src, **kwds)\u001B[0m\n\u001B[0;32m     90\u001B[0m \u001B[38;5;28;01mif\u001B[39;00m kwds[\u001B[38;5;124m\"\u001B[39m\u001B[38;5;124mdtype_backend\u001B[39m\u001B[38;5;124m\"\u001B[39m] \u001B[38;5;241m==\u001B[39m \u001B[38;5;124m\"\u001B[39m\u001B[38;5;124mpyarrow\u001B[39m\u001B[38;5;124m\"\u001B[39m:\n\u001B[0;32m     91\u001B[0m     \u001B[38;5;66;03m# Fail here loudly instead of in cython after reading\u001B[39;00m\n\u001B[0;32m     92\u001B[0m     import_optional_dependency(\u001B[38;5;124m\"\u001B[39m\u001B[38;5;124mpyarrow\u001B[39m\u001B[38;5;124m\"\u001B[39m)\n\u001B[1;32m---> 93\u001B[0m \u001B[38;5;28mself\u001B[39m\u001B[38;5;241m.\u001B[39m_reader \u001B[38;5;241m=\u001B[39m \u001B[43mparsers\u001B[49m\u001B[38;5;241;43m.\u001B[39;49m\u001B[43mTextReader\u001B[49m\u001B[43m(\u001B[49m\u001B[43msrc\u001B[49m\u001B[43m,\u001B[49m\u001B[43m \u001B[49m\u001B[38;5;241;43m*\u001B[39;49m\u001B[38;5;241;43m*\u001B[39;49m\u001B[43mkwds\u001B[49m\u001B[43m)\u001B[49m\n\u001B[0;32m     95\u001B[0m \u001B[38;5;28mself\u001B[39m\u001B[38;5;241m.\u001B[39munnamed_cols \u001B[38;5;241m=\u001B[39m \u001B[38;5;28mself\u001B[39m\u001B[38;5;241m.\u001B[39m_reader\u001B[38;5;241m.\u001B[39munnamed_cols\n\u001B[0;32m     97\u001B[0m \u001B[38;5;66;03m# error: Cannot determine type of 'names'\u001B[39;00m\n",
-      "File \u001B[1;32mparsers.pyx:574\u001B[0m, in \u001B[0;36mpandas._libs.parsers.TextReader.__cinit__\u001B[1;34m()\u001B[0m\n",
-      "File \u001B[1;32mparsers.pyx:663\u001B[0m, in \u001B[0;36mpandas._libs.parsers.TextReader._get_header\u001B[1;34m()\u001B[0m\n",
-      "File \u001B[1;32mparsers.pyx:874\u001B[0m, in \u001B[0;36mpandas._libs.parsers.TextReader._tokenize_rows\u001B[1;34m()\u001B[0m\n",
-      "File \u001B[1;32mparsers.pyx:891\u001B[0m, in \u001B[0;36mpandas._libs.parsers.TextReader._check_tokenize_status\u001B[1;34m()\u001B[0m\n",
-      "File \u001B[1;32mparsers.pyx:2053\u001B[0m, in \u001B[0;36mpandas._libs.parsers.raise_parser_error\u001B[1;34m()\u001B[0m\n",
-      "File \u001B[1;32m<frozen codecs>:319\u001B[0m, in \u001B[0;36mdecode\u001B[1;34m(self, input, final)\u001B[0m\n",
-      "\u001B[1;31mKeyboardInterrupt\u001B[0m: "
+      "\u001B[0;31m---------------------------------------------------------------------------\u001B[0m",
+      "\u001B[0;31mKeyboardInterrupt\u001B[0m                         Traceback (most recent call last)",
+      "\u001B[0;32m/var/folders/7h/w0cmp4zj6mn9br_6nyj310m40000gn/T/ipykernel_73705/2811901891.py\u001B[0m in \u001B[0;36m?\u001B[0;34m()\u001B[0m\n\u001B[1;32m      6\u001B[0m         \u001B[0mstock_df\u001B[0m \u001B[0;34m=\u001B[0m \u001B[0mload_stock\u001B[0m\u001B[0;34m(\u001B[0m\u001B[0mname\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0mreplace\u001B[0m\u001B[0;34m(\u001B[0m\u001B[0;34m\".csv\"\u001B[0m\u001B[0;34m,\u001B[0m \u001B[0;34m\"\"\u001B[0m\u001B[0;34m)\u001B[0m\u001B[0;34m)\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0m\n\u001B[1;32m      7\u001B[0m         \u001B[0;32mif\u001B[0m \u001B[0mstock_df\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0mempty\u001B[0m \u001B[0;32mor\u001B[0m \u001B[0mstock_df\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0msize\u001B[0m \u001B[0;34m<\u001B[0m \u001B[0;36m1000\u001B[0m\u001B[0;34m:\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0m\n\u001B[1;32m      8\u001B[0m             \u001B[0;32mcontinue\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0m\n\u001B[1;32m      9\u001B[0m         \u001B[0mbt\u001B[0m \u001B[0;34m=\u001B[0m \u001B[0mBacktest\u001B[0m\u001B[0;34m(\u001B[0m\u001B[0mstock_df\u001B[0m\u001B[0;34m,\u001B[0m \u001B[0mMACDStrategy\u001B[0m\u001B[0;34m,\u001B[0m \u001B[0mcash\u001B[0m\u001B[0;34m=\u001B[0m\u001B[0;36m10000\u001B[0m\u001B[0;34m,\u001B[0m \u001B[0mcommission\u001B[0m\u001B[0;34m=\u001B[0m\u001B[0;36m.002\u001B[0m\u001B[0;34m,\u001B[0m \u001B[0mtrade_on_close\u001B[0m\u001B[0;34m=\u001B[0m\u001B[0;32mTrue\u001B[0m\u001B[0;34m)\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0m\n\u001B[0;32m---> 10\u001B[0;31m         \u001B[0mresult\u001B[0m \u001B[0;34m=\u001B[0m \u001B[0mbt\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0mrun\u001B[0m\u001B[0;34m(\u001B[0m\u001B[0;34m)\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0m\n\u001B[0m\u001B[1;32m     11\u001B[0m         \u001B[0mcount\u001B[0m \u001B[0;34m+=\u001B[0m \u001B[0;36m1\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0m\n\u001B[1;32m     12\u001B[0m         \u001B[0mfinal\u001B[0m \u001B[0;34m=\u001B[0m \u001B[0mresult\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0miloc\u001B[0m\u001B[0;34m[\u001B[0m\u001B[0;36m4\u001B[0m\u001B[0;34m]\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0m\n\u001B[1;32m     13\u001B[0m         \u001B[0;32mif\u001B[0m \u001B[0mfinal\u001B[0m \u001B[0;34m>\u001B[0m \u001B[0;36m10000\u001B[0m\u001B[0;34m:\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0m\n",
+      "\u001B[0;32m~/Library/Caches/pypoetry/virtualenvs/finance-G8vNaf2C-py3.13/lib/python3.13/site-packages/backtesting/backtesting.py\u001B[0m in \u001B[0;36m?\u001B[0;34m(self, **kwargs)\u001B[0m\n\u001B[1;32m   1337\u001B[0m             \u001B[0;31m# for future `indicator._opts['data'].index` calls to work\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0m\n\u001B[1;32m   1338\u001B[0m             \u001B[0mdata\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0m_set_length\u001B[0m\u001B[0;34m(\u001B[0m\u001B[0mlen\u001B[0m\u001B[0;34m(\u001B[0m\u001B[0mself\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0m_data\u001B[0m\u001B[0;34m)\u001B[0m\u001B[0;34m)\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0m\n\u001B[1;32m   1339\u001B[0m \u001B[0;34m\u001B[0m\u001B[0m\n\u001B[1;32m   1340\u001B[0m             \u001B[0mequity\u001B[0m \u001B[0;34m=\u001B[0m \u001B[0mpd\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0mSeries\u001B[0m\u001B[0;34m(\u001B[0m\u001B[0mbroker\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0m_equity\u001B[0m\u001B[0;34m)\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0mbfill\u001B[0m\u001B[0;34m(\u001B[0m\u001B[0;34m)\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0mfillna\u001B[0m\u001B[0;34m(\u001B[0m\u001B[0mbroker\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0m_cash\u001B[0m\u001B[0;34m)\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0mvalues\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0m\n\u001B[0;32m-> 1341\u001B[0;31m             self._results = compute_stats(\n\u001B[0m\u001B[1;32m   1342\u001B[0m                 \u001B[0mtrades\u001B[0m\u001B[0;34m=\u001B[0m\u001B[0mbroker\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0mclosed_trades\u001B[0m\u001B[0;34m,\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0m\n\u001B[1;32m   1343\u001B[0m                 \u001B[0mequity\u001B[0m\u001B[0;34m=\u001B[0m\u001B[0mequity\u001B[0m\u001B[0;34m,\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0m\n\u001B[1;32m   1344\u001B[0m                 \u001B[0mohlc_data\u001B[0m\u001B[0;34m=\u001B[0m\u001B[0mself\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0m_data\u001B[0m\u001B[0;34m,\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0m\n",
+      "\u001B[0;32m~/Library/Caches/pypoetry/virtualenvs/finance-G8vNaf2C-py3.13/lib/python3.13/site-packages/backtesting/_stats.py\u001B[0m in \u001B[0;36m?\u001B[0;34m(***failed resolving arguments***)\u001B[0m\n\u001B[1;32m    148\u001B[0m     \u001B[0;31m# and simple standard deviation\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0m\n\u001B[1;32m    149\u001B[0m     \u001B[0ms\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0mloc\u001B[0m\u001B[0;34m[\u001B[0m\u001B[0;34m'Sharpe Ratio'\u001B[0m\u001B[0;34m]\u001B[0m \u001B[0;34m=\u001B[0m \u001B[0;34m(\u001B[0m\u001B[0ms\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0mloc\u001B[0m\u001B[0;34m[\u001B[0m\u001B[0;34m'Return (Ann.) [%]'\u001B[0m\u001B[0;34m]\u001B[0m \u001B[0;34m-\u001B[0m \u001B[0mrisk_free_rate\u001B[0m \u001B[0;34m*\u001B[0m \u001B[0;36m100\u001B[0m\u001B[0;34m)\u001B[0m \u001B[0;34m/\u001B[0m \u001B[0;34m(\u001B[0m\u001B[0ms\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0mloc\u001B[0m\u001B[0;34m[\u001B[0m\u001B[0;34m'Volatility (Ann.) [%]'\u001B[0m\u001B[0;34m]\u001B[0m \u001B[0;32mor\u001B[0m \u001B[0mnp\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0mnan\u001B[0m\u001B[0;34m)\u001B[0m  \u001B[0;31m# noqa: E501\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0m\n\u001B[1;32m    150\u001B[0m     \u001B[0;31m# Our Sortino mismatches `empyrical.sortino_ratio()` because they use arithmetic mean return\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0m\n\u001B[1;32m    151\u001B[0m     \u001B[0;32mwith\u001B[0m \u001B[0mnp\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0merrstate\u001B[0m\u001B[0;34m(\u001B[0m\u001B[0mdivide\u001B[0m\u001B[0;34m=\u001B[0m\u001B[0;34m'ignore'\u001B[0m\u001B[0;34m)\u001B[0m\u001B[0;34m:\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0m\n\u001B[0;32m--> 152\u001B[0;31m         \u001B[0ms\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0mloc\u001B[0m\u001B[0;34m[\u001B[0m\u001B[0;34m'Sortino Ratio'\u001B[0m\u001B[0;34m]\u001B[0m \u001B[0;34m=\u001B[0m \u001B[0;34m(\u001B[0m\u001B[0mannualized_return\u001B[0m \u001B[0;34m-\u001B[0m \u001B[0mrisk_free_rate\u001B[0m\u001B[0;34m)\u001B[0m \u001B[0;34m/\u001B[0m \u001B[0;34m(\u001B[0m\u001B[0mnp\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0msqrt\u001B[0m\u001B[0;34m(\u001B[0m\u001B[0mnp\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0mmean\u001B[0m\u001B[0;34m(\u001B[0m\u001B[0mday_returns\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0mclip\u001B[0m\u001B[0;34m(\u001B[0m\u001B[0;34m-\u001B[0m\u001B[0mnp\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0minf\u001B[0m\u001B[0;34m,\u001B[0m \u001B[0;36m0\u001B[0m\u001B[0;34m)\u001B[0m\u001B[0;34m**\u001B[0m\u001B[0;36m2\u001B[0m\u001B[0;34m)\u001B[0m\u001B[0;34m)\u001B[0m \u001B[0;34m*\u001B[0m \u001B[0mnp\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0msqrt\u001B[0m\u001B[0;34m(\u001B[0m\u001B[0mannual_trading_days\u001B[0m\u001B[0;34m)\u001B[0m\u001B[0;34m)\u001B[0m  \u001B[0;31m# noqa: E501\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0m\n\u001B[0m\u001B[1;32m    153\u001B[0m     \u001B[0mmax_dd\u001B[0m \u001B[0;34m=\u001B[0m \u001B[0;34m-\u001B[0m\u001B[0mnp\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0mnan_to_num\u001B[0m\u001B[0;34m(\u001B[0m\u001B[0mdd\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0mmax\u001B[0m\u001B[0;34m(\u001B[0m\u001B[0;34m)\u001B[0m\u001B[0;34m)\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0m\n\u001B[1;32m    154\u001B[0m     \u001B[0ms\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0mloc\u001B[0m\u001B[0;34m[\u001B[0m\u001B[0;34m'Calmar Ratio'\u001B[0m\u001B[0;34m]\u001B[0m \u001B[0;34m=\u001B[0m \u001B[0mannualized_return\u001B[0m \u001B[0;34m/\u001B[0m \u001B[0;34m(\u001B[0m\u001B[0;34m-\u001B[0m\u001B[0mmax_dd\u001B[0m \u001B[0;32mor\u001B[0m \u001B[0mnp\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0mnan\u001B[0m\u001B[0;34m)\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0m\n\u001B[1;32m    155\u001B[0m     \u001B[0ms\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0mloc\u001B[0m\u001B[0;34m[\u001B[0m\u001B[0;34m'Max. Drawdown [%]'\u001B[0m\u001B[0;34m]\u001B[0m \u001B[0;34m=\u001B[0m \u001B[0mmax_dd\u001B[0m \u001B[0;34m*\u001B[0m \u001B[0;36m100\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0m\n",
+      "\u001B[0;32m~/Library/Caches/pypoetry/virtualenvs/finance-G8vNaf2C-py3.13/lib/python3.13/site-packages/pandas/core/generic.py\u001B[0m in \u001B[0;36m?\u001B[0;34m(self, lower, upper, axis, inplace, **kwargs)\u001B[0m\n\u001B[1;32m   9071\u001B[0m         \u001B[0;31m# so ignore\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0m\n\u001B[1;32m   9072\u001B[0m         \u001B[0;31m# GH 19992\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0m\n\u001B[1;32m   9073\u001B[0m         \u001B[0;31m# numpy doesn't drop a list-like bound containing NaN\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0m\n\u001B[1;32m   9074\u001B[0m         \u001B[0misna_lower\u001B[0m \u001B[0;34m=\u001B[0m \u001B[0misna\u001B[0m\u001B[0;34m(\u001B[0m\u001B[0mlower\u001B[0m\u001B[0;34m)\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0m\n\u001B[0;32m-> 9075\u001B[0;31m         \u001B[0;32mif\u001B[0m \u001B[0;32mnot\u001B[0m \u001B[0mis_list_like\u001B[0m\u001B[0;34m(\u001B[0m\u001B[0mlower\u001B[0m\u001B[0;34m)\u001B[0m\u001B[0;34m:\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0m\n\u001B[0m\u001B[1;32m   9076\u001B[0m             \u001B[0;32mif\u001B[0m \u001B[0mnp\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0many\u001B[0m\u001B[0;34m(\u001B[0m\u001B[0misna_lower\u001B[0m\u001B[0;34m)\u001B[0m\u001B[0;34m:\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0m\n\u001B[1;32m   9077\u001B[0m                 \u001B[0mlower\u001B[0m \u001B[0;34m=\u001B[0m \u001B[0;32mNone\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0m\n\u001B[1;32m   9078\u001B[0m         \u001B[0;32melif\u001B[0m \u001B[0mnp\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0mall\u001B[0m\u001B[0;34m(\u001B[0m\u001B[0misna_lower\u001B[0m\u001B[0;34m)\u001B[0m\u001B[0;34m:\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0m\n",
+      "\u001B[0;31mKeyboardInterrupt\u001B[0m: "
      ]
     }
    ],
-   "execution_count": 63
+   "execution_count": 81
   }
  ],
  "metadata": {