背景¶
经过迭代 21 的修复之后,现在只剩下 8 个测试用例失败,这 8 个测试用例失败有一个共性问题,都是交易次数出现了问题,7 个交易次数是 0,一个交易次数非常夸张,都需要修复。
修复建议¶
现在这么多策略没有产生交易的原因,很可能是指标没有产生具体的值或者产生的值不对,修复建议是只修改相应的指标和 Indocator 类,而不是修改其他的部分。如果非必要,只去修改相应的指标即可。
限制¶
不允许修改测试用例
修改源代码之后,在开始测试的时候,需要 pip install -U . 安装新的代码
修复不能性能的大幅度下滑。
失败的测试用例:¶
FAILED tests/strategies/test_06_macd_ema_fase_strategy.py::test_macd_ema_strategy - AssertionError: Expected buy_count=1008, got 0 FAILED tests/strategies/test_16_cb_strategy.py::test_cb_intraday_strategy - AssertionError: Expected buy_count=300, got 0 FAILED tests/strategies/test_19_index_future_momentum.py::test_treasury_futures_macd_strategy - AssertionError: Expected buy_count=38, got 0 FAILED tests/strategies/test_12_abberation_strategy.py::test_abberation_strategy - AssertionError: Expected buy_count=779, got 0 FAILED tests/strategies/test_07_macd_ema_true_strategy.py::test_macd_ema_true_strategy - AssertionError: Expected buy_count=64, got 0 FAILED tests/strategies/test_13_fei_strategy.py::test_fei_strategy - AssertionError: Expected buy_count=606, got 0 FAILED tests/strategies/test_08_kelter_strategy.py::test_keltner_strategy - AssertionError: Expected buy_count=15, got 0 FAILED tests/strategies/test_15_fenshi_ma_strategy.py::test_timeline_ma_strategy - AssertionError: Expected buy_count=1453, got 45935
Results (162.94s (0:02:42)): 353 passed 8 failed
- tests/strategies/test_06_macd_ema_fase_strategy.py:163 test_macd_ema_strategy
- tests/strategies/test_16_cb_strategy.py:222 test_cb_intraday_strategy
- tests/strategies/test_19_index_future_momentum.py:236 test_treasury_futures_macd_strategy
- tests/strategies/test_12_abberation_strategy.py:170 test_abberation_strategy
- tests/strategies/test_07_macd_ema_true_strategy.py:227 test_macd_ema_true_strategy
- tests/strategies/test_13_fei_strategy.py:199 test_fei_strategy
- tests/strategies/test_08_kelter_strategy.py:223 test_keltner_strategy
- tests/strategies/test_15_fenshi_ma_strategy.py:237 test_timeline_ma_strategy