策略回测时的调仓频率与提交模拟后的不一致
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策略在回测时调仓频率是5天一次，或触发止盈后调仓，但提交模拟后3月17日-3月25日这几天每天都有调仓信号，而回测中的只有3月20日这一天调仓。
模拟交易详情如下：
| 日期时间 | 股票 | 操作 | 成交量 | 成交均价 | 成交额 | 手续费 | 委托数量 |
|---|---|---|---|---|---|---|---|
| 2026-03-25T09:30:00+08:00 | 518880.SH(黄金ETF) | 卖 | 400 | 9.7 | 3880 | 5 | 400 |
| 2026-03-25T09:30:00+08:00 | 513130.SH(恒生科技) | 买 | 222300 | 0.618 | 137381 | 27.48 | 222300 |
| 2026-03-25T09:30:00+08:00 | 510300.SH(300ETF) | 买 | 187900 | 4.51 | 847429 | 169.49 | 187900 |
| 2026-03-25T09:30:00+08:00 | 159985.SZ(豆粕ETF) | 买 | 2600 | 2.22 | 5772 | 5 | 2600 |
| 2026-03-25T09:30:00+08:00 | 159915.SZ(创业板) | 买 | 2700 | 3.279 | 8853 | 5 | 2700 |
| 2026-03-25T09:30:00+08:00 | 160723.SZ(嘉实原油) | 卖 | 0 | 0 | 0 | 0 | 69900 |
| 2026-03-25T09:30:00+08:00 | 160723.SZ(嘉实原油) | 卖 | 69900 | 2.774 | 193903 | 38.78 | 69900 |
| 2026-03-24T09:30:00+08:00 | 518880.SH(黄金ETF) | 买 | 1600 | 9.21 | 14736 | 5 | 1600 |
| 2026-03-24T09:30:00+08:00 | 510300.SH(300ETF) | 卖 | 183800 | 4.463 | 820299 | 164.06 | 183800 |
| 2026-03-24T09:30:00+08:00 | 160723.SZ(嘉实原油) | 买 | 69900 | 2.875 | 200963 | 40.19 | 69900 |
| 2026-03-24T09:30:00+08:00 | 159985.SZ(豆粕ETF) | 卖 | 11600 | 2.221 | 25764 | 5.15 | 11600 |
| 2026-03-24T09:30:00+08:00 | 159915.SZ(创业板) | 买 | 6000 | 3.275 | 19650 | 5 | 6000 |
| 2026-03-24T09:30:00+08:00 | 513100.SH(纳指ETF) | 卖 | 96600 | 1.699 | 164123 | 32.82 | 96600 |
| 2026-03-23T09:30:00+08:00 | 518880.SH(黄金ETF) | 买 | 300 | 9.488 | 2846 | 5 | 300 |
| 2026-03-23T09:30:00+08:00 | 513100.SH(纳指ETF) | 买 | 96600 | 1.725 | 166635 | 33.33 | 96600 |
| 2026-03-23T09:30:00+08:00 | 510300.SH(300ETF) | 买 | 184700 | 4.528 | 836322 | 167.26 | 184700 |
| 2026-03-23T09:30:00+08:00 | 159985.SZ(豆粕ETF) | 买 | 8100 | 2.19 | 17739 | 5 | 8100 |
| 2026-03-23T09:30:00+08:00 | 159915.SZ(创业板) | 卖 | 3300 | 3.3 | 10890 | 5 | 3300 |
| 2026-03-23T09:30:00+08:00 | 160723.SZ(嘉实原油) | 卖 | 0 | 0 | 0 | 0 | 119400 |
| 2026-03-23T09:30:00+08:00 | 160723.SZ(嘉实原油) | 卖 | 119400 | 2.8 | 334320 | 66.86 | 119400 |
| 2026-03-20T09:30:00+08:00 | 518880.SH(黄金ETF) | 卖 | 48700 | 9.9 | 482130 | 96.43 | 48700 |
| 2026-03-20T09:30:00+08:00 | 510300.SH(300ETF) | 卖 | 49500 | 4.598 | 227601 | 45.52 | 49500 |
| 2026-03-20T09:30:00+08:00 | 160723.SZ(嘉实原油) | 买 | 119400 | 2.45 | 292530 | 58.51 | 119400 |
| 2026-03-20T09:30:00+08:00 | 159985.SZ(豆粕ETF) | 买 | 5000 | 2.226 | 11130 | 5 | 5000 |
| 2026-03-20T09:30:00+08:00 | 159915.SZ(创业板) | 买 | 5700 | 3.337 | 19021 | 5 | 5700 |
| 2026-03-19T09:30:00+08:00 | 518880.SH(黄金ETF) | 卖 | 31400 | 10.283 | 322886 | 64.58 | 31400 |
| 2026-03-19T09:30:00+08:00 | 513500.SH(标普500) | 买 | 0 | 0 | 0 | 0 | 73300 |
| 2026-03-19T09:30:00+08:00 | 510300.SH(300ETF) | 买 | 49300 | 4.621 | 227815 | 45.56 | 49300 |
| 2026-03-19T09:30:00+08:00 | 159985.SZ(豆粕ETF) | 卖 | 10800 | 2.285 | 24678 | 5 | 10800 |
| 2026-03-19T09:30:00+08:00 | 159915.SZ(创业板) | 买 | 248700 | 3.297 | 819964 | 163.99 | 248700 |
| 2026-03-19T09:30:00+08:00 | 160723.SZ(嘉实原油) | 卖 | 0 | 0 | 0 | 0 | 406900 |
| 2026-03-19T09:30:00+08:00 | 160723.SZ(嘉实原油) | 卖 | 406900 | 2.5 | 1017250 | 203.45 | 406900 |
| 2026-03-18T09:30:00+08:00 | 518880.SH(黄金ETF) | 卖 | 600 | 10.638 | 6383 | 5 | 600 |
| 2026-03-18T09:30:00+08:00 | 160723.SZ(嘉实原油) | 买 | 406900 | 2.525 | 1027423 | 205.48 | 406900 |
| 2026-03-18T09:30:00+08:00 | 159985.SZ(豆粕ETF) | 卖 | 1500 | 2.26 | 3390 | 5 | 1500 |
| 2026-03-18T09:30:00+08:00 | 159915.SZ(创业板) | 卖 | 257700 | 3.293 | 848606 | 169.72 | 257700 |
| 2026-03-18T09:30:00+08:00 | 513500.SH(标普500) | 卖 | 75900 | 2.292 | 173963 | 34.79 | 75900 |
| 2026-03-17T09:30:00+08:00 | 518880.SH(黄金ETF) | 买 | 5300 | 10.632 | 56350 | 11.27 | 5300 |
| 2026-03-17T09:30:00+08:00 | 513500.SH(标普500) | 买 | 2500 | 2.286 | 5715 | 5 | 2500 |
| 2026-03-17T09:30:00+08:00 | 510300.SH(300ETF) | 买 | 800 | 4.686 | 3749 | 5 | 800 |
| 2026-03-17T09:30:00+08:00 | 159985.SZ(豆粕ETF) | 买 | 459100 | 2.25 | 1032975 | 206.6 | 459100 |
| 2026-03-17T09:30:00+08:00 | 159915.SZ(创业板) | 买 | 1700 | 3.369 | 5727 | 5 | 1700 |
| 2026-03-17T09:30:00+08:00 | 160723.SZ(嘉实原油) | 卖 | 0 | 0 | 0 | 0 | 491900 |
| 2026-03-17T09:30:00+08:00 | 160723.SZ(嘉实原油) | 卖 | 491900 | 2.25 | 1106775 | 221.36 | 491900 |
| 2026-03-16T09:30:00+08:00 | 518880.SH(黄金ETF) | 买 | 0 | 0 | 0 | 0 | 2100 |
| 2026-03-16T09:30:00+08:00 | 513500.SH(标普500) | 买 | 1000 | 2.284 | 2284 | 5 | 1000 |
| 2026-03-16T09:30:00+08:00 | 510300.SH(300ETF) | 买 | 400 | 4.675 | 1870 | 5 | 400 |
| 2026-03-16T09:30:00+08:00 | 160723.SZ(嘉实原油) | 买 | 491900 | 2.092 | 1029055 | 205.81 | 491900 |
| 2026-03-16T09:30:00+08:00 | 159915.SZ(创业板) | 买 | 3900 | 3.308 | 12901 | 5 | 3900 |
| 2026-03-16T09:30:00+08:00 | 159985.SZ(豆粕ETF) | 卖 | 0 | 0 | 0 | 0 | 451600 |
| 2026-03-16T09:30:00+08:00 | 159985.SZ(豆粕ETF) | 卖 | 451600 | 2.29 | 1034164 | 206.83 | 451600 |
/策略回测如下：
https://bigquant.com/codesharev3/085e3faa-8197-4566-96e0-ce5ed819ffef
\