模拟交易没有输出

新手专区
标签: #<Tag:0x00007f25a5310570>

(ahxdct) #1

json_positions:

[2019-01-17 18:00:29.014788] INFO: forward_test: get_portfolio last_pv:1000000.0, current_pv:1000000.0, json_portfolio:{‘today_return’: 0.0, ‘pv’: 0.0, ‘first_date’: ‘2019-01-16’, ‘drawdown’: 0.0, ‘max_pv’: 1000000.0, ‘cum_return’: 0.0, ‘annual_return’: 0.0}
[2019-01-17 18:00:29.015558] INFO: forward_test: get_transactions transaction 0:

[2019-01-17 18:00:29.016488] INFO: forward_test: get_transactions total_buy:0.0, total_sell:0.0, json_transaction:

[2019-01-17 18:00:29.027742] INFO: forward_test: get_risk_indicators json_risk_indicator:{‘ir’: 0.7071067811865475, ‘volatility’: 0.0, ‘beta’: 0.0, ‘alpha’: -0.029559600000000002, ‘sharpe’: 0.0}
cum_return_plot: {}, before_shared_cum_return_plot: {}, after_shared_cum_return_plot: {}, benchmark_cum_return_plot: {}, hold_percent_plot: {} 2 0 0 2 2
[2019-01-17 18:00:29.064429] INFO: forward_test: new orders 0 for date 2019-01-17
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[2019-01-17 18:00:29.090092] INFO: forward_test: forward test result, new_cash 1000000.0, extension {“order_price_field_sell”: “close”, “need_settle”: “False”, “order_price_field_buy”: “open”, “is_stock”: “True”}


(iQuant) #2

您好,您的策略运行正常,并未报错,这个有可能是昨天并没有满足您策略要求的股票,所以昨天没有交易信号,您今天可以再看一下。