lanyuanxiaoyao/leopard-analysis
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leopard-analysis/backtest.ipynb

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{
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{
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"end_time": "2026-01-19T10:00:35.820002Z",
"start_time": "2026-01-19T10:00:34.354216Z"
}
},
"cell_type": "code",
"source": [
"import pandas as pd\n",
"\n",
"host = '81.71.3.24'\n",
"port = 6785\n",
"database = 'leopard_dev'\n",
"username = 'leopard'\n",
"password = '9NEzFzovnddf@PyEP?e*AYAWnCyd7UhYwQK$pJf>7?ccFiN^x4$eKEZ5~E<7<+~X'"
],
"id": "d815a3591c4f9463",
"outputs": [],
"execution_count": 2
},
{
"cell_type": "code",
"id": "initial_id",
"metadata": {
"collapsed": true,
"ExecuteTime": {
"end_time": "2026-01-19T10:00:42.739695Z",
"start_time": "2026-01-19T10:00:35.820726Z"
}
},
"source": [
"import psycopg2\n",
"\n",
"dailies_df = pd.DataFrame()\n",
"\n",
"with psycopg2.connect(host=host, port=port, database=database, user=username, password=password) as connection:\n",
" with connection.cursor() as cursor:\n",
" # language=PostgreSQL\n",
" cursor.execute(\n",
" \"\"\"select trade_date, open, close, high, low, factor\n",
"from leopard_daily daily\n",
" left join leopard_stock stock on stock.id = daily.stock_id\n",
"where stock.code = '000001.SZ'\n",
" and daily.trade_date between '2025-01-01 00:00:00' and '2025-12-31 23:59:59'\n",
"order by daily.trade_date\"\"\"\n",
" )\n",
" rows = cursor.fetchall()\n",
"\n",
" dailies_df = pd.DataFrame.from_records(rows, columns=['trade_date', 'open', 'close', 'high', 'low', 'factor'])\n",
"\n",
"dailies_df"
],
"outputs": [
{
"data": {
"text/plain": [
" trade_date open close high low factor\n",
"0 2025-01-02 11.73 11.43 11.77 11.39 127.7841\n",
"1 2025-01-03 11.44 11.38 11.54 11.36 127.7841\n",
"2 2025-01-06 11.38 11.44 11.48 11.22 127.7841\n",
"3 2025-01-07 11.42 11.51 11.53 11.37 127.7841\n",
"4 2025-01-08 11.50 11.50 11.63 11.40 127.7841\n",
".. ... ... ... ... ... ...\n",
"183 2025-10-09 11.33 11.40 11.41 11.27 131.7878\n",
"184 2025-10-10 11.37 11.43 11.49 11.36 131.7878\n",
"185 2025-10-13 11.32 11.40 11.46 11.28 131.7878\n",
"186 2025-10-14 11.39 11.57 11.60 11.36 131.7878\n",
"187 2025-10-15 11.34 11.40 11.42 11.26 134.5794\n",
"\n",
"[188 rows x 6 columns]"
],
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"</style>\n",
"<table border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <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>11.73</td>\n",
" <td>11.43</td>\n",
" <td>11.77</td>\n",
" <td>11.39</td>\n",
" <td>127.7841</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1</th>\n",
" <td>2025-01-03</td>\n",
" <td>11.44</td>\n",
" <td>11.38</td>\n",
" <td>11.54</td>\n",
" <td>11.36</td>\n",
" <td>127.7841</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2</th>\n",
" <td>2025-01-06</td>\n",
" <td>11.38</td>\n",
" <td>11.44</td>\n",
" <td>11.48</td>\n",
" <td>11.22</td>\n",
" <td>127.7841</td>\n",
" </tr>\n",
" <tr>\n",
" <th>3</th>\n",
" <td>2025-01-07</td>\n",
" <td>11.42</td>\n",
" <td>11.51</td>\n",
" <td>11.53</td>\n",
" <td>11.37</td>\n",
" <td>127.7841</td>\n",
" </tr>\n",
" <tr>\n",
" <th>4</th>\n",
" <td>2025-01-08</td>\n",
" <td>11.50</td>\n",
" <td>11.50</td>\n",
" <td>11.63</td>\n",
" <td>11.40</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>11.33</td>\n",
" <td>11.40</td>\n",
" <td>11.41</td>\n",
" <td>11.27</td>\n",
" <td>131.7878</td>\n",
" </tr>\n",
" <tr>\n",
" <th>184</th>\n",
" <td>2025-10-10</td>\n",
" <td>11.37</td>\n",
" <td>11.43</td>\n",
" <td>11.49</td>\n",
" <td>11.36</td>\n",
" <td>131.7878</td>\n",
" </tr>\n",
" <tr>\n",
" <th>185</th>\n",
" <td>2025-10-13</td>\n",
" <td>11.32</td>\n",
" <td>11.40</td>\n",
" <td>11.46</td>\n",
" <td>11.28</td>\n",
" <td>131.7878</td>\n",
" </tr>\n",
" <tr>\n",
" <th>186</th>\n",
" <td>2025-10-14</td>\n",
" <td>11.39</td>\n",
" <td>11.57</td>\n",
" <td>11.60</td>\n",
" <td>11.36</td>\n",
" <td>131.7878</td>\n",
" </tr>\n",
" <tr>\n",
" <th>187</th>\n",
" <td>2025-10-15</td>\n",
" <td>11.34</td>\n",
" <td>11.40</td>\n",
" <td>11.42</td>\n",
" <td>11.26</td>\n",
" <td>134.5794</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"<p>188 rows × 6 columns</p>\n",
"</div>"
]
},
"execution_count": 3,
"metadata": {},
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],
"execution_count": 3
},
{
"metadata": {
"ExecuteTime": {
"end_time": "2026-01-19T10:01:46.133661Z",
"start_time": "2026-01-19T10:01:46.044719Z"
}
},
"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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"</style>\n",
"<table border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <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",
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" <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",
" </tr>\n",
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"</table>\n",
"<p>188 rows × 6 columns</p>\n",
"</div>"
]
},
"execution_count": 5,
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}
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