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回测继续无效,再分析新方案试下;
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jiaxiaogang committed Dec 8, 2024
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Expand Up @@ -1218,6 +1218,9 @@ protoFo:F8690[M6{↑饿-16},A8689(距8,向270,果)]->
> 方案v5TODO1 当feedbackTIP/R调用到TCRethink()时,对absF层的SP计数支持防重 (即一次feedback调用中,针对同一个absF时序,只更新一次SP) `T`;
> 方案v5TODO2 当feedbackTOP/R调用checkAndUpdateOutSPStrong()也同理,对F层的outSP支持防重 (即一次feedback调用中,针对同一个F时序,仅更新一次outSP) `T`;
> 方案v5TODO3 为了代码易读性,可以考虑改成: 每一个loopId,计一个防重数组,这样就不必把防重except4SP2F传来传去了 `先测下前两个TODO,这个TODO3是扩展深入的锦上添花之举,可以随后再写`;
> 再回测: 方案v5无效,治标不治本,重训前两步后,发现SP很大的问题还在;
> 疑点: 首先,OutSPTOFoModel中防重和回滚的,InSP也可以在pFo中防重和回滚,另外回滚不能只针对I层,也要把F层回滚下;
> 方案v6: 可以在pFo中,加上InSP的防重和回滚,并且对F层也附带上防重和回滚;
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