56b41c0d10a08b68e872f2d9c9710de652ba3ca8,QUANTAXIS/QABacktest/QABacktest.py,QA_Backtest,__sell_from_order_queue,#QA_Backtest#,324
Before Change
// 每个bar结束的时候,批量交易
__result = []
self.order.__init__()
print(self.account.order_queue[self.account.order_queue["status"] != 200])
__bid_list = self.order.from_dataframe(self.account.order_queue[self.account.order_queue["status"] != 200])
for item in __bid_list:
__bid,__market=self.__wrap_bid(self,item)
__message=self.__QA_backtest_send_bid(self,__bid,__market)
After Change
// 每个bar结束的时候,批量交易
__result = []
self.order.__init__()
__bid_list = self.order.from_dataframe(self.account.order_queue.query("status!=200").query("status!=500").query("status!=400"))
for item in __bid_list:
__bid,__market=self.__wrap_bid(self,item)
__message=self.__QA_backtest_send_bid(self,__bid,__market)
In pattern: SUPERPATTERN
Frequency: 5
Non-data size: 4
Instances
Project Name: QUANTAXIS/QUANTAXIS
Commit Name: 56b41c0d10a08b68e872f2d9c9710de652ba3ca8
Time: 2017-09-02
Author: yutiansut@qq.com
File Name: QUANTAXIS/QABacktest/QABacktest.py
Class Name: QA_Backtest
Method Name: __sell_from_order_queue
Project Name: QUANTAXIS/QUANTAXIS
Commit Name: 1ba388999d55c90046bd1fc38213f25f54baea4e
Time: 2018-07-16
Author: yutiansut@qq.com
File Name: QUANTAXIS/QAData/data_fq.py
Class Name:
Method Name: QA_data_make_hfq
Project Name: QUANTAXIS/QUANTAXIS
Commit Name: 20143ce01d07557041a66537a1dc56bcb9e92682
Time: 2017-12-06
Author: yutiansut@qq.com
File Name: QUANTAXIS/QAData/data_fq.py
Class Name:
Method Name: QA_data_make_hfq
Project Name: QUANTAXIS/QUANTAXIS
Commit Name: 20143ce01d07557041a66537a1dc56bcb9e92682
Time: 2017-12-06
Author: yutiansut@qq.com
File Name: QUANTAXIS/QAData/data_fq.py
Class Name:
Method Name: QA_data_make_qfq
Project Name: QUANTAXIS/QUANTAXIS
Commit Name: 990481304869632cb8d7fc6b9d59d84bf71a02a8
Time: 2018-07-16
Author: yutiansut@qq.com
File Name: QUANTAXIS/QAData/data_fq.py
Class Name:
Method Name: QA_data_make_qfq