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实现基本计算处理

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兰缘小妖
2026-01-19 18:03:21 +08:00
parent 502cf71367
commit 36db9d05ea
3 changed files with 321 additions and 19 deletions
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207
backtest.ipynb
View File

@@ -3,8 +3,8 @@
{
"metadata": {
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@@ -19,7 +19,7 @@
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"execution_count": 2
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@@ -27,8 +27,8 @@
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@@ -49,9 +49,9 @@
" )\n",
" rows = cursor.fetchall()\n",
"\n",
" df = pd.DataFrame.from_records(rows, columns=['trade_date', 'open', 'close', 'high', 'low', 'factor'])\n",
" dailies_df = pd.DataFrame.from_records(rows, columns=['trade_date', 'open', 'close', 'high', 'low', 'factor'])\n",
"\n",
"df"
"dailies_df"
],
"outputs": [
{
@@ -205,12 +205,201 @@
"</div>"
]
},
"execution_count": 17,
"execution_count": 3,
"metadata": {},
"output_type": "execute_result"
}
],
"execution_count": 17
"execution_count": 3
},
{
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"cell_type": "code",
"source": [
"dailies_df['factor'] = dailies_df['factor'].fillna(1.0)\n",
"dailies_df['open'] = dailies_df['open'] * dailies_df['factor']\n",
"dailies_df['close'] = dailies_df['close'] * dailies_df['factor']\n",
"dailies_df['high'] = dailies_df['high'] * dailies_df['factor']\n",
"dailies_df['low'] = dailies_df['low'] * dailies_df['factor']\n",
"dailies_df"
],
"id": "29226cf1c6fe9f94",
"outputs": [
{
"data": {
"text/plain": [
" trade_date open close high low \\\n",
"0 2025-01-02 191536.544976 186637.912112 192189.696025 185984.761064 \n",
"1 2025-01-03 186801.199875 185821.473302 188434.077496 185494.897778 \n",
"2 2025-01-06 185821.473302 186801.199875 187454.350923 183208.869108 \n",
"3 2025-01-07 186474.624350 187944.214209 188270.789734 185658.185540 \n",
"4 2025-01-08 187780.926447 187780.926447 189903.667355 186148.048826 \n",
".. ... ... ... ... ... \n",
"183 2025-10-09 196779.714513 197995.476209 198169.156451 195737.633059 \n",
"184 2025-10-10 197474.435482 198516.516936 199558.598389 197300.755240 \n",
"185 2025-10-13 196606.034270 197995.476209 199037.557663 195911.313301 \n",
"186 2025-10-14 197821.795966 200948.040328 201469.081055 197300.755240 \n",
"187 2025-10-15 205385.713015 206472.409910 206834.642208 203936.783823 \n",
"\n",
" factor \n",
"0 127.7841 \n",
"1 127.7841 \n",
"2 127.7841 \n",
"3 127.7841 \n",
"4 127.7841 \n",
".. ... \n",
"183 131.7878 \n",
"184 131.7878 \n",
"185 131.7878 \n",
"186 131.7878 \n",
"187 134.5794 \n",
"\n",
"[188 rows x 6 columns]"
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" <th></th>\n",
" <th>trade_date</th>\n",
" <th>open</th>\n",
" <th>close</th>\n",
" <th>high</th>\n",
" <th>low</th>\n",
" <th>factor</th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>2025-01-02</td>\n",
" <td>191536.544976</td>\n",
" <td>186637.912112</td>\n",
" <td>192189.696025</td>\n",
" <td>185984.761064</td>\n",
" <td>127.7841</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1</th>\n",
" <td>2025-01-03</td>\n",
" <td>186801.199875</td>\n",
" <td>185821.473302</td>\n",
" <td>188434.077496</td>\n",
" <td>185494.897778</td>\n",
" <td>127.7841</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2</th>\n",
" <td>2025-01-06</td>\n",
" <td>185821.473302</td>\n",
" <td>186801.199875</td>\n",
" <td>187454.350923</td>\n",
" <td>183208.869108</td>\n",
" <td>127.7841</td>\n",
" </tr>\n",
" <tr>\n",
" <th>3</th>\n",
" <td>2025-01-07</td>\n",
" <td>186474.624350</td>\n",
" <td>187944.214209</td>\n",
" <td>188270.789734</td>\n",
" <td>185658.185540</td>\n",
" <td>127.7841</td>\n",
" </tr>\n",
" <tr>\n",
" <th>4</th>\n",
" <td>2025-01-08</td>\n",
" <td>187780.926447</td>\n",
" <td>187780.926447</td>\n",
" <td>189903.667355</td>\n",
" <td>186148.048826</td>\n",
" <td>127.7841</td>\n",
" </tr>\n",
" <tr>\n",
" <th>...</th>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" </tr>\n",
" <tr>\n",
" <th>183</th>\n",
" <td>2025-10-09</td>\n",
" <td>196779.714513</td>\n",
" <td>197995.476209</td>\n",
" <td>198169.156451</td>\n",
" <td>195737.633059</td>\n",
" <td>131.7878</td>\n",
" </tr>\n",
" <tr>\n",
" <th>184</th>\n",
" <td>2025-10-10</td>\n",
" <td>197474.435482</td>\n",
" <td>198516.516936</td>\n",
" <td>199558.598389</td>\n",
" <td>197300.755240</td>\n",
" <td>131.7878</td>\n",
" </tr>\n",
" <tr>\n",
" <th>185</th>\n",
" <td>2025-10-13</td>\n",
" <td>196606.034270</td>\n",
" <td>197995.476209</td>\n",
" <td>199037.557663</td>\n",
" <td>195911.313301</td>\n",
" <td>131.7878</td>\n",
" </tr>\n",
" <tr>\n",
" <th>186</th>\n",
" <td>2025-10-14</td>\n",
" <td>197821.795966</td>\n",
" <td>200948.040328</td>\n",
" <td>201469.081055</td>\n",
" <td>197300.755240</td>\n",
" <td>131.7878</td>\n",
" </tr>\n",
" <tr>\n",
" <th>187</th>\n",
" <td>2025-10-15</td>\n",
" <td>205385.713015</td>\n",
" <td>206472.409910</td>\n",
" <td>206834.642208</td>\n",
" <td>203936.783823</td>\n",
" <td>134.5794</td>\n",
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"<p>188 rows × 6 columns</p>\n",
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11
pyproject.toml
View File

@@ -4,10 +4,11 @@ version = "0.1.0"
description = "Stock analysis"
requires-python = ">=3.14"
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122
uv.lock generated
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