1222380fa57be704844502726c2b51bbed37a859,test_backtest/strategy_qsdd.py,,,#,54

Before Change

                order_model=QA.ORDER_MODEL.CLOSE, 
                amount_model=QA.AMOUNT_MODEL.BY_AMOUNT
                )
            Account.receive_deal(Broker.receive_order(QA.QA_Event(order=order,market_data=item)))
        elif daily_ind.CROSS_SC.iloc[0] > 0:
            if Account.sell_available.get(item.code[0], 0) > 0:
                order=Account.send_order(
                    code=item.data.code[0], 
                    time=item.data.date[0], 
                    amount=Account.sell_available.get(item.code[0], 0), 
                    towards=QA.ORDER_DIRECTION.SELL, 
                    price=0, 
                    order_model=QA.ORDER_MODEL.MARKET, 
                    amount_model=QA.AMOUNT_MODEL.BY_AMOUNT
                    )
                Account.receive_deal(Broker.receive_order(QA.QA_Event(order=order,market_data=item)))
    Account.settle()

print(Account.history)
print(Account.history_table)

After Change

// create account
Account = QA.QA_Account()
Broker = QA.QA_BacktestBroker()

Account.reset_assets(1000000)
Account.account_cookie = "user_admin_qsdd"

// get data from mongodb
data = QA.QA_fetch_stock_day_adv(code_list, start_date, end_date)
data = data.to_qfq()

// add indicator
ind = data.add_func(QSDD)
// ind.xs("000001",level=1)["2018-01"].plot()

// data_forbacktest=data.select_time("2018-01-01","2018-05-20")
data_forbacktest = data

for items in data_forbacktest.panel_gen:
    for item in items.security_gen:
        daily_ind = ind.loc[item.index]
        if daily_ind.CROSS_JC.iloc[0] > 0:
            order = Account.send_order(
                code=item.code[0],
                time=item.date[0],
                amount=1000,
                towards=QA.ORDER_DIRECTION.BUY,
                price=0,
                order_model=QA.ORDER_MODEL.CLOSE,
                amount_model=QA.AMOUNT_MODEL.BY_AMOUNT
            )
            Broker.receive_order(QA.QA_Event(order=order, market_data=item))
            trade_mes = Broker.query_orders(Account.account_cookie, "filled")
            res = trade_mes.loc[order.account_cookie, order.realorder_id]
            order.trade(res.trade_id, res.trade_price,
                        res.trade_amount, res.trade_time)
        elif daily_ind.CROSS_SC.iloc[0] > 0:
            if Account.sell_available.get(item.code[0], 0) > 0:
                order = Account.send_order(
                    code=item.code[0],

Instances