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1、策略更新

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2、新增qmt
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liaozhaorun
2025-11-29 00:23:12 +08:00
parent 0a942f92d1
commit c9b61db5b7
47 changed files with 97116 additions and 8867 deletions
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59
main/data/update/cyq-perf.ipynb
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@@ -2,7 +2,7 @@
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{
"cell_type": "code",
"execution_count": 1,
"execution_count": 3,
"id": "f74ce078-f7e8-4733-a14c-14d8815a3626",
"metadata": {
"ExecuteTime": {
@@ -19,7 +19,7 @@
},
{
"cell_type": "code",
"execution_count": 2,
"execution_count": 4,
"id": "44dd8d87-e60b-49e5-aed9-efaa7f92d4fe",
"metadata": {
"ExecuteTime": {
@@ -39,15 +39,15 @@
"3 000006.SZ 20250312\n",
"4 000007.SZ 20250312\n",
"... ... ...\n",
"27111 920445.BJ 20250922\n",
"27112 920489.BJ 20250922\n",
"27113 920682.BJ 20250922\n",
"27114 920799.BJ 20250922\n",
"27115 920819.BJ 20250922\n",
"21755 920978.BJ 20251117\n",
"21756 920981.BJ 20251117\n",
"21757 920982.BJ 20251117\n",
"21758 920985.BJ 20251117\n",
"21759 920992.BJ 20251117\n",
"\n",
"[8205543 rows x 2 columns]\n",
"20250926\n",
"start_date: 20250929\n"
"[8385278 rows x 2 columns]\n",
"20251120\n",
"start_date: 20251121\n"
]
}
],
@@ -64,7 +64,7 @@
" max_date = df['trade_date'].max()\n",
"\n",
"print(max_date)\n",
"trade_cal = pro.trade_cal(exchange='', start_date='20170101', end_date='20251020')\n",
"trade_cal = pro.trade_cal(exchange='', start_date='20170101', end_date='20251220')\n",
"trade_cal = trade_cal[trade_cal['is_open'] == 1] # 只保留交易日\n",
"trade_dates = trade_cal[trade_cal['cal_date'] > max_date]['cal_date'].tolist()\n",
"start_date = min(trade_dates)\n",
@@ -73,7 +73,7 @@
},
{
"cell_type": "code",
"execution_count": 3,
"execution_count": 5,
"id": "747acc47-0884-4f76-90fb-276f6494e31d",
"metadata": {
"ExecuteTime": {
@@ -86,16 +86,27 @@
"name": "stdout",
"output_type": "stream",
"text": [
"任务 20251020 完成\n",
"任务 20251017 完成\n",
"任务 20251016 完成\n",
"任务 20251015 完成\n",
"任务 20251014 完成\n",
"任务 20251013 完成\n",
"任务 20251010 完成\n",
"任务 20251009 完成\n",
"任务 20250930 完成\n",
"任务 20250929 完成\n"
"任务 20251219 完成\n",
"任务 20251218 完成\n",
"任务 20251216 完成\n",
"任务 20251217 完成\n",
"任务 20251215 完成\n",
"任务 20251212 完成\n",
"任务 20251211 完成\n",
"任务 20251210 完成\n",
"任务 20251209 完成\n",
"任务 20251208 完成\n",
"任务 20251205 完成\n",
"任务 20251204 完成\n",
"任务 20251203 完成\n",
"任务 20251202 完成\n",
"任务 20251201 完成\n",
"任务 20251128 完成\n",
"任务 20251127 完成\n",
"任务 20251126 完成\n",
"任务 20251125 完成\n",
"任务 20251124 完成\n",
"任务 20251121 完成\n"
]
}
],
@@ -132,7 +143,7 @@
},
{
"cell_type": "code",
"execution_count": 4,
"execution_count": 6,
"id": "c6765638-481f-40d8-a259-2e7b25362618",
"metadata": {
"ExecuteTime": {
@@ -177,7 +188,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.13.2"
"version": "3.12.11"
}
},
"nbformat": 4,