be5150ac06856f31bbbc934e1f7d56cc1476c623,QUANTAXIS_Test/QABacktest_Test/QABacktestSimple_Test.py,QABacktestSimple_Test,test_simpleQABacktest,#QABacktestSimple_Test#,75

Before Change


                            order_model=QA.ORDER_MODEL.MARKET,
                            amount_model=QA.AMOUNT_MODEL.BY_AMOUNT
                        )
                        self.Account.receive_deal(self.Broker.receive_order(
                            QA.QA_Event(order=order, market_data=item)))
        self.Account.settle()

After Change


                    )
                    if order:
                        Broker.receive_order(QA.QA_Event(order=order, market_data=item))
                        trade_mes = Broker.query_orders(AC.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 self.Account.sell_available.get(item.code[0], 0) > 0:
                        order = self.Account.send_order(
                            code=item.code[0],
                            time=item.date[0],
                            amount=self.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
                        )
                        if order:
                            Broker.receive_order(QA.QA_Event(order=order, market_data=item))
                            trade_mes = Broker.query_orders(AC.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)
        self.Account.settle()
Italian Trulli
In pattern: SUPERPATTERN

Frequency: 3

Non-data size: 21

Instances


Project Name: QUANTAXIS/QUANTAXIS
Commit Name: be5150ac06856f31bbbc934e1f7d56cc1476c623
Time: 2018-08-18
Author: yutiansut@qq.com
File Name: QUANTAXIS_Test/QABacktest_Test/QABacktestSimple_Test.py
Class Name: QABacktestSimple_Test
Method Name: test_simpleQABacktest


Project Name: QUANTAXIS/QUANTAXIS
Commit Name: be5150ac06856f31bbbc934e1f7d56cc1476c623
Time: 2018-08-18
Author: yutiansut@qq.com
File Name: QUANTAXIS_Test/QABacktest_Test/QABacktestSimple_Test.py
Class Name: QABacktestSimple_Test
Method Name: test_simpleQABacktest


Project Name: QUANTAXIS/QUANTAXIS
Commit Name: 1222380fa57be704844502726c2b51bbed37a859
Time: 2018-08-18
Author: yutiansut@qq.com
File Name: test_backtest/strategy_qsdd.py
Class Name:
Method Name:


Project Name: QUANTAXIS/QUANTAXIS
Commit Name: e9be7536840b75f867d60b342b8b6b9040175b15
Time: 2018-08-17
Author: yutiansut@qq.com
File Name: test_backtest/MACD_JCSC.py
Class Name:
Method Name: