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增强回测引擎第二版策略与快照层

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zsb
2026-04-07 00:34:52 -07:00
parent 334864cbc5
commit d039c4e741
10 changed files with 244 additions and 86 deletions
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74
data/demo/candidate_flags.csv
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@@ -1,37 +1,37 @@
date,symbol,is_st,is_new_listing,is_paused,allow_buy,allow_sell
2024-01-02,000001.SZ,false,true,false,false,true
2024-01-02,000002.SZ,false,false,false,true,true
2024-01-02,000003.SZ,false,false,false,true,true
2024-01-02,600001.SH,false,false,false,true,true
2024-01-03,000001.SZ,false,true,false,false,true
2024-01-03,000002.SZ,false,false,false,true,true
2024-01-03,000003.SZ,false,false,false,true,true
2024-01-03,600001.SH,false,false,false,true,true
2024-01-04,000001.SZ,false,false,false,true,true
2024-01-04,000002.SZ,false,false,false,true,true
2024-01-04,000003.SZ,false,false,false,true,true
2024-01-04,600001.SH,false,false,false,true,true
2024-01-05,000001.SZ,false,false,false,true,true
2024-01-05,000002.SZ,false,false,false,true,true
2024-01-05,000003.SZ,false,false,false,true,true
2024-01-05,600001.SH,false,false,false,true,true
2024-01-08,000001.SZ,false,false,false,true,true
2024-01-08,000002.SZ,false,false,false,true,true
2024-01-08,000003.SZ,false,false,false,true,true
2024-01-08,600001.SH,false,false,false,true,true
2024-01-09,000001.SZ,false,false,false,true,true
2024-01-09,000002.SZ,false,false,false,true,true
2024-01-09,000003.SZ,false,false,false,true,true
2024-01-09,600001.SH,false,false,false,true,true
2024-01-10,000001.SZ,false,false,false,true,true
2024-01-10,000002.SZ,false,false,false,true,true
2024-01-10,000003.SZ,false,false,false,true,true
2024-01-10,600001.SH,false,false,false,true,true
2024-01-11,000001.SZ,false,false,false,true,true
2024-01-11,000002.SZ,false,false,false,true,true
2024-01-11,000003.SZ,false,false,false,true,true
2024-01-11,600001.SH,false,false,true,false,false
2024-01-12,000001.SZ,false,false,false,true,true
2024-01-12,000002.SZ,false,false,false,true,true
2024-01-12,000003.SZ,false,false,false,true,true
2024-01-12,600001.SH,false,false,false,true,true
date,symbol,is_st,is_new_listing,is_paused,allow_buy,allow_sell,is_kcb,is_one_yuan
2024-01-02,000001.SZ,false,true,false,false,true,false,false
2024-01-02,000002.SZ,false,false,false,true,true,false,false
2024-01-02,000003.SZ,false,false,false,true,true,false,false
2024-01-02,600001.SH,false,false,false,true,true,false,false
2024-01-03,000001.SZ,false,true,false,false,true,false,false
2024-01-03,000002.SZ,false,false,false,true,true,false,false
2024-01-03,000003.SZ,false,false,false,true,true,false,false
2024-01-03,600001.SH,false,false,false,true,true,false,false
2024-01-04,000001.SZ,false,false,false,true,true,false,false
2024-01-04,000002.SZ,false,false,false,true,true,false,false
2024-01-04,000003.SZ,false,false,false,true,true,false,false
2024-01-04,600001.SH,false,false,false,true,true,false,false
2024-01-05,000001.SZ,false,false,false,true,true,false,false
2024-01-05,000002.SZ,false,false,false,true,true,false,false
2024-01-05,000003.SZ,false,false,false,true,true,false,false
2024-01-05,600001.SH,false,false,false,true,true,false,false
2024-01-08,000001.SZ,false,false,false,true,true,false,false
2024-01-08,000002.SZ,false,false,false,true,true,false,false
2024-01-08,000003.SZ,false,false,false,true,true,false,false
2024-01-08,600001.SH,false,false,false,true,true,false,false
2024-01-09,000001.SZ,false,false,false,true,true,false,false
2024-01-09,000002.SZ,false,false,false,true,true,false,false
2024-01-09,000003.SZ,false,false,false,true,true,false,false
2024-01-09,600001.SH,false,false,false,true,true,false,false
2024-01-10,000001.SZ,false,false,false,true,true,false,false
2024-01-10,000002.SZ,false,false,false,true,true,false,false
2024-01-10,000003.SZ,false,false,false,true,true,false,false
2024-01-10,600001.SH,false,false,false,true,true,false,false
2024-01-11,000001.SZ,false,false,false,true,true,false,false
2024-01-11,000002.SZ,false,false,false,true,true,false,false
2024-01-11,000003.SZ,false,false,false,true,true,false,false
2024-01-11,600001.SH,false,false,true,false,false,false,false
2024-01-12,000001.SZ,false,false,false,true,true,false,false
2024-01-12,000002.SZ,false,false,false,true,true,false,false
2024-01-12,000003.SZ,false,false,false,true,true,false,false
2024-01-12,600001.SH,false,false,false,true,true,false,false
1 date symbol is_st is_new_listing is_paused allow_buy allow_sell is_kcb is_one_yuan
2 2024-01-02 000001.SZ false true false false true false false
3 2024-01-02 000002.SZ false false false true true false false
4 2024-01-02 000003.SZ false false false true true false false
5 2024-01-02 600001.SH false false false true true false false
6 2024-01-03 000001.SZ false true false false true false false
7 2024-01-03 000002.SZ false false false true true false false
8 2024-01-03 000003.SZ false false false true true false false
9 2024-01-03 600001.SH false false false true true false false
10 2024-01-04 000001.SZ false false false true true false false
11 2024-01-04 000002.SZ false false false true true false false
12 2024-01-04 000003.SZ false false false true true false false
13 2024-01-04 600001.SH false false false true true false false
14 2024-01-05 000001.SZ false false false true true false false
15 2024-01-05 000002.SZ false false false true true false false
16 2024-01-05 000003.SZ false false false true true false false
17 2024-01-05 600001.SH false false false true true false false
18 2024-01-08 000001.SZ false false false true true false false
19 2024-01-08 000002.SZ false false false true true false false
20 2024-01-08 000003.SZ false false false true true false false
21 2024-01-08 600001.SH false false false true true false false
22 2024-01-09 000001.SZ false false false true true false false
23 2024-01-09 000002.SZ false false false true true false false
24 2024-01-09 000003.SZ false false false true true false false
25 2024-01-09 600001.SH false false false true true false false
26 2024-01-10 000001.SZ false false false true true false false
27 2024-01-10 000002.SZ false false false true true false false
28 2024-01-10 000003.SZ false false false true true false false
29 2024-01-10 600001.SH false false false true true false false
30 2024-01-11 000001.SZ false false false true true false false
31 2024-01-11 000002.SZ false false false true true false false
32 2024-01-11 000003.SZ false false false true true false false
33 2024-01-11 600001.SH false false true false false false false
34 2024-01-12 000001.SZ false false false true true false false
35 2024-01-12 000002.SZ false false false true true false false
36 2024-01-12 000003.SZ false false false true true false false
37 2024-01-12 600001.SH false false false true true false false