Skip to content

运行backtest.py的时候发现模型只交易一次 #50

@shijie2016

Description

@shijie2016

[3546168:MainThread](2024-07-22 15:38:17,578) WARNING - qlib.BaseExecutor - [executor.py:121] - common_infra is not set for <qlib.backtest.executor.SimulatorExecutor object at 0x7f20715f1a90>
[3546168:MainThread](2024-07-22 15:38:17,586) INFO - qlib.backtest caller - [init.py:93] - Create new exchange
[3546168:MainThread](2024-07-22 15:38:22,995) WARNING - qlib.online operator - [exchange.py:219] - $close field data contains nan.
[3546168:MainThread](2024-07-22 15:38:22,997) WARNING - qlib.online operator - [exchange.py:219] - $close field data contains nan.
backtest loop: 100%|██████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████| 486/486 [00:13<00:00, 34.72it/s]
account return total_turnover turnover total_cost cost value cash bench
datetime
2020-01-02 1.000000e+08 0.000000e+00 0.000000e+00 0.000000 0.000000 0.000000 0.000000e+00 1.000000e+08 0.013587
2020-01-03 9.985753e+07 2.890010e-16 9.498240e+07 0.949824 142473.598207 0.001425 9.498240e+07 4.875128e+06 -0.001752
2020-01-06 1.004644e+08 6.077607e-03 9.498240e+07 0.000000 142473.598207 0.000000 9.558929e+07 4.875128e+06 -0.003780
2020-01-07 1.012522e+08 7.841302e-03 9.498240e+07 0.000000 142473.598207 0.000000 9.637707e+07 4.875128e+06 0.007491
2020-01-08 1.000265e+08 -1.210573e-02 9.498240e+07 0.000000 142473.598207 0.000000 9.515133e+07 4.875128e+06 -0.011516
之后的turnover就一直是0了,是因为我的数据没有下全么?采用的是baostock的数据,换成qlib官方的数据也是一样的。只交易一次。

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Type

    No type

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions