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()
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: