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为什么我的策略在测试历史数据的时候特别慢
 Post subject: 为什么我的策略在测试历史数据的时候特别慢 Post rating: 0   New post Posted: Sat 09 Apr, 2016, 08:25 
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为什么我的策略在测试历史数据的时候特别慢?
testing speed已经开到6了,我的策略在30分钟上运行的,一个星期的历史数据测试起来要2个多小时,受不了了。
请问老师是怎么回事?


 
 Post subject: Re: 为什么我的策略在测试历史数据的时候特别慢 Post rating: 0   New post Posted: Fri 15 Apr, 2016, 14:24 
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您好,

请提供策略,这样我们技术人员可以策略您的策略。

linlee wrote:
为什么我的策略在测试历史数据的时候特别慢?
testing speed已经开到6了,我的策略在30分钟上运行的,一个星期的历史数据测试起来要2个多小时,受不了了。
请问老师是怎么回事?


 
 Post subject: Re: 为什么我的策略在测试历史数据的时候特别慢 Post rating: 0   New post Posted: Tue 26 Apr, 2016, 11:56 
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谢谢你的回复,我现在刚刚弄好,但是新的问题又来了。我的策略怎么设置过滤时间?就是只在北京时间15:00~1:00时间段内交易?


 
 Post subject: Re: 为什么我的策略在测试历史数据的时候特别慢 Post rating: 0   New post Posted: Tue 03 May, 2016, 15:46 
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您需要用GetTimeUnit来设置可开始交易时间和停止交易时间,然后如果可开始交易时间等于或大于这个时间可进行开仓,然后到停止交易时间可关闭所有仓位。
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 Post subject: Re: 为什么我的策略在测试历史数据的时候特别慢 Post rating: 0   New post Posted: Sat 07 May, 2016, 14:01 
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感谢您的回复!
正如您说的,这个时间参数是基于GMT标准时间吗?比如我想在北京时间15:00~01:00时间段内交易,是不是要换算成gmt7:00~17:00时间呢?


 
 Post subject: Re: 为什么我的策略在测试历史数据的时候特别慢 Post rating: 0   New post Posted: Wed 01 Jun, 2016, 14:42 
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策略的时间是GMT的时间,所以您需要把北京的时间换算成GMT时间。


 

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