0.8.29 fix bug (waditu#65)

WizardVan · Jul 27, 2022 · d256dc8 · d256dc8
1 parent 3cee4c5
commit d256dc8
Show file tree

Hide file tree

Showing 3 changed files with 36 additions and 24 deletions.
diff --git a/czsc/analyze.py b/czsc/analyze.py
@@ -85,6 +85,10 @@ def check_fxs(bars: List[NewBar]) -> List[FX]:
             # 临时处理方案，强制要求fxs序列顶底交替
             if len(fxs) >= 2 and fx.mark == fxs[-1].mark:
                 fxs.pop()
+                if envs.get_verbose():
+                    print("\n\n", "check_fxs: 输入数据错误", "=" * 100)
+                    for bar in bars:
+                        print(bar, "\n")
             fxs.append(fx)
     return fxs
 
@@ -292,10 +296,16 @@ def update(self, bar: RawBar):
             self.bars_raw.append(bar)
             last_bars = [bar]
         else:
+            # 当前 bar 是上一根 bar 的时间延伸
             self.bars_raw[-1] = bar
-            last_bars = self.bars_ubi[-1].elements
-            last_bars[-1] = bar
-            self.bars_ubi.pop(-1)
+            if len(self.bars_ubi) >= 3:
+                edt = self.bars_ubi[1].dt
+                self.bars_ubi = [x for x in self.bars_ubi if x.dt <= edt]
+                last_bars = [x for x in self.bars_raw[-50:] if x.dt > edt]
+            else:
+                last_bars = self.bars_ubi[-1].elements
+                last_bars[-1] = bar
+                self.bars_ubi.pop(-1)
 
         # 去除包含关系
         bars_ubi = self.bars_ubi

diff --git a/examples/gm_check_point.py b/examples/gm_check_point.py
@@ -5,30 +5,32 @@
 create_dt: 2021/11/17 22:26
 describe: 使用掘金数据验证买卖点
 """
-# from czsc.gm_utils import trader_tactic_snapshot
-# from czsc.strategies import trader_strategy_a as strategy
-#
-# if __name__ == '__main__':
-#     _symbol = "SZSE.300669"
-#     ct = trader_tactic_snapshot(_symbol, end_dt="2022-03-18 13:15", strategy=strategy)
-
-import numpy as np
 from czsc.gm_utils import trader_tactic_snapshot
 from czsc.strategies import trader_strategy_a as strategy
-from czsc.signals.utils import check_cross_info
-try:
-    import talib as ta
-except:
-    from czsc.utils import ta
-
 
 if __name__ == '__main__':
-    _symbol = "SHSE.000001"
-    ct = trader_tactic_snapshot(_symbol, end_dt="2022-07-03 15:15", strategy=strategy)
-    close = np.array([x.close for x in ct.kas['60分钟'].bars_raw])
-    fast = ta.SMA(close, timeperiod=5)
-    slow = ta.SMA(close, timeperiod=13)
-    cross = check_cross_info(fast.round(2), slow.round(2))
+    # _symbol = "SZSE.300669"
+    # ct = trader_tactic_snapshot(_symbol, end_dt="2022-03-18 13:15", strategy=strategy)
+    _symbol = "SHSE.000016"
+    ct = trader_tactic_snapshot(_symbol, end_dt="2022-07-27 13:15", strategy=strategy)
+
+# import numpy as np
+# from czsc.gm_utils import trader_tactic_snapshot
+# from czsc.strategies import trader_strategy_a as strategy
+# from czsc.signals.utils import check_cross_info
+# try:
+#     import talib as ta
+# except:
+#     from czsc.utils import ta
+#
+#
+# if __name__ == '__main__':
+#     _symbol = "SHSE.000001"
+#     ct = trader_tactic_snapshot(_symbol, end_dt="2022-07-03 15:15", strategy=strategy)
+#     close = np.array([x.close for x in ct.kas['60分钟'].bars_raw])
+#     fast = ta.SMA(close, timeperiod=5)
+#     slow = ta.SMA(close, timeperiod=13)
+#     cross = check_cross_info(fast.round(2), slow.round(2))
 
 
 
diff --git a/examples/ts_fast_backtest.py b/examples/ts_fast_backtest.py
@@ -10,7 +10,7 @@
 from czsc.strategies import trader_example1 as strategy
 # from examples import tactics
 
-os.environ['czsc_verbose'] = "1"        # 是否输出详细执行信息，0 不输出，1 输出
+os.environ['czsc_verbose'] = "0"        # 是否输出详细执行信息，包括一些用于debug的信息，0 不输出，1 输出
 os.environ['czsc_min_bi_len'] = "6"     # 通过环境变量设定最小笔长度，6 对应新笔定义，7 对应老笔定义
 
 pd.set_option('mode.chained_assignment', None)