【平台使用】回测正常，但是模拟和实盘不能产生交易信号
由xq2019创建，最终由small_q 被浏览 13 用户
[10770 rows x 19 columns]
171
[2025-01-04 20:39:28] [info ] c_initialize() first_trading_date:2025-01-03, trading_day_index:0
172
[2025-01-04 20:39:28] [info ] c_initialize() positions len:0,market_value:0.0,margin:0.0
173
[2025-01-04 20:39:28] [info ] result json_extension:{}
174
[2025-01-04 20:39:28] [info ] create new trading_account={'id': 59209, 'created_at': '2025-01-04T20:39:28.757130+08:00', 'updated_at': '2025-01-04T20:39:28.757176+08:00', 'creator': 'fb4e5e0e-0f37-11ed-93bb-da75731aa77c', 'account_type': '0', 'account_id': '7c35d00e-4bc9-4eca-827f-5f16156ace49', 'environment_type': 0, 'broker_id': None, 'account_name': 'xq2019', 'status': 1, 'initial_capital': 1000000.0, 'trading_rights': None, 'market_data_rights': None, 'risk_params': {}, 'trade_mode': 0, 'data': {}, 'client_id': ''}
175
{'code': 0, 'reason': 'OK', 'message': 'OK', 'data': {'id': 'b7df631d-27bf-4903-8d21-bf79a55699e7', 'created_at': '2025-01-04T20:39:28.850400+08:00', 'updated_at': '2025-01-04T20:39:28.850457+08:00', 'space_id': '00000000-0000-0000-0000-000000000000', 'creator': 'fb4e5e0e-0f37-11ed-93bb-da75731aa77c', 'strategy_name': '1709', 'strategy_type': '0', 'status': 1, 'account_id': {'7c35d00e-4bc9-4eca-827f-5f16156ace49': '0'}, 'benchmark_instrument': '000300.SH', 'first_benchmark_index': 3775.1648, 'first_trading_day': '2025-01-03', 'frequency': '1d', 'extension': {}, 'source': 'saas', 'strategy_params': {'order_price_field_buy': 'open', 'order_price_field_sell': 'close', 'volume_limit': 0.1, 'commission_info': {'buy_cost': 0.0003, 'sell_cost': 0.0002999999999999999, 'min_cost': 5, 'tax_ratio': 0.001}}, 'push_conf': {}, 'highlights': {}}}
176
[2025-01-04 20:39:28] [info ] insert strategy_info={'id': 'b7df631d-27bf-4903-8d21-bf79a55699e7', 'strategy_name': '1709', 'strategy_type': '0', 'status': 1, 'account_id': {'7c35d00e-4bc9-4eca-827f-5f16156ace49': '0'}, 'benchmark_instrument': '000300.SH', 'first_benchmark_index': 3775.1648, 'first_trading_day': '2025-01-03', 'frequency': '1d', 'extension': {}, 'strategy_params': {'order_price_field_buy': 'open', 'order_price_field_sell': 'close', 'volume_limit': 0.1, 'commission_info': {'buy_cost': 0.0003, 'sell_cost': 0.0002999999999999999, 'min_cost': 5, 'tax_ratio': 0.001}}, 'source': 'saas'} done
177
[2025-01-04 20:39:29] [info ] settle_account_data {'7c35d00e-4bc9-4eca-827f-5f16156ace49': '0'} prev_trading_day=2025-01-02, trading_day=2025-01-03, first_trading_day=2025-01-03
178
[2025-01-04 20:39:29,645] - [settle_daily] - [vmatch_settlement_app.py:79] - INFO: settlement v3.2.3 first_trading_day=2025-01-03, prev_trading_day=2025-01-02, trading_day=2025-01-03, strategy_info=StrategyInfo(id='b7df631d-27bf-4903-8d21-bf79a55699e7', strategy_name='1709', strategy_type='0', status=1, created_at=None, updated_at=None, creator='', account_id={'7c35d00e-4bc9-4eca-827f-5f16156ace49': '0'}, space_id='', benchmark_instrument='000300.SH', first_benchmark_index=3775.1648, first_trading_day='2025-01-03', frequency='1d', extension={}, source='saas', strategy_params={'order_price_field_buy': 'open', 'order_price_field_sell': 'close', 'volume_limit': 0.1, 'commission_info': {'buy_cost': 0.0003, 'sell_cost': 0.0002999999999999999, 'min_cost': 5, 'tax_ratio': 0.001}})
179
[2025-01-04 20:39:29] [info ] settlement got prev_account_cash={'account_type': '0', 'account_id': '7c35d00e-4bc9-4eca-827f-5f16156ace49', 'trading_day': '2025-01-03', 'currency': 'CNY', 'balance': 1000000.0, 'available': 1000000.0, 'frozen_cash': 0.0, 'total_margin': 0.0, 'total_market_value': 0.0, 'portfolio_value': 1000000.0, 'pre_balance': 0.0, 'positions_pnl': 0.0, 'capital_changed': 0.0, 'total_capital_changed': 0.0, 'commission': 0.0, 'realized_pnl': 0.0, 'premium': 0.0}
180
[2025-01-04 20:39:29] [info ] settlement got num 0 -> 0 prev positions
181
[2025-01-04 20:39:29,783] - [settle_daily] - [vmatch_settlement_app.py:114] - INFO: set_prev_account_cash_positions for account_id=7c35d00e-4bc9-4eca-827f-5f16156ace49
182
[2025-01-04 20:39:29] [info ] settle_trading_account '7c35d00e-4bc9-4eca-827f-5f16156ace49' volume_limit=0.1, order_price_field_buy=open, order_price_field_sell=close
183
[2025-01-04 20:39:29,788] - [settle_daily] - [vmatch_settlement_app.py:198] - INFO: ======== run settlement strategy_id='b7df631d-27bf-4903-8d21-bf79a55699e7' 1 account infos begin ========
184
[2025-01-04 20:39:29,789] - [settle_daily] - [vmatch_settlement_app.py:206] - INFO: ======== run settlement account_info=AccountInfo(account_type='0', account_id='7c35d00e-4bc9-4eca-827f-5f16156ace49', broker_id=None, account_name='xq2019', client_id='', creator='fb4e5e0e-0f37-11ed-93bb-da75731aa77c', created_at='2025-01-04T20:39:28.757130+08:00', updated_at='2025-01-04T20:39:28.757176+08:00', password='', password_type=0, status=1, initial_capital=1000000.0, trading_rights=None, market_data_rights=None, risk_params={}, trade_mode=0)
185
[2025-01-04 20:39:29,791] - [settle_daily] - [vmatch_settlement_app.py:238] - INFO: settle_trading_account('0',7c35d00e-4bc9-4eca-827f-5f16156ace49,2025-01-03) begin
186
[2025-01-04 20:39:29,794] - [settle_daily] - [vmatch_settlement_app.py:280] - INFO: got dividend_cash=0.0, now balance=1000000.0
187
[2025-01-04 20:39:29,796] - [settle_daily] - [vmatch_settlement_app.py:324] - INFO: settlement got 0 trades and 0 orders for '0' 7c35d00e-4bc9-4eca-827f-5f16156ace49
188
[2025-01-04 20:39:29,798] - [settle_daily] - [vmatch_settlement_app.py:332] - INFO: settlement handle trades done!
189
[2025-01-04 20:39:29,803] - [settle_daily] - [vmatch_settlement_app.py:400] - INFO: result account_cash={'account_type': '0', 'account_id': '7c35d00e-4bc9-4eca-827f-5f16156ace49', 'trading_day': '2025-01-03', 'currency': 'CNY', 'balance': 1000000.0, 'available': 1000000.0, 'frozen_cash': 0, 'total_margin': 0.0, 'total_market_value': 0.0, 'portfolio_value': 1000000.0, 'pre_balance': 1000000.0, 'positions_pnl': 0.0, 'capital_changed': 0.0, 'total_capital_changed': 0.0, 'commission': 0.0, 'realized_pnl': 0.0, 'premium': 0.0}
190
[2025-01-04 20:39:29,805] - [settle_daily] - [vmatch_settlement_app.py:405] - INFO: got prev_perf_data=None
191
[2025-01-04 20:39:29,807] - [settle_daily] - [vmatch_settlement_app.py:442] - INFO: cumulative_return:0.0, today_return:0.0, annual_return:0.0, max_drawdown:0.0, num_trading_days:1, first_trading_day:2025-01-03
192
[2025-01-04 20:39:29,810] - [settle_daily] - [vmatch_settlement_app.py:560] - INFO: settle_trading_account account_cash={'account_type': '0', 'account_id': '7c35d00e-4bc9-4eca-827f-5f16156ace49', 'trading_day': '2025-01-03', 'currency': 'CNY', 'balance': 1000000.0, 'available': 1000000.0, 'frozen_cash': 0, 'total_margin': 0.0, 'total_market_value': 0.0, 'portfolio_value': 1000000.0, 'pre_balance': 1000000.0, 'positions_pnl': 0.0, 'capital_changed': 0.0, 'total_capital_changed': 0.0, 'commission': 0.0, 'realized_pnl': 0.0, 'premium': 0.0}
193
[2025-01-04 20:39:29,812] - [settle_daily] - [vmatch_settlement_app.py:561] - INFO: settle_trading_account today_record=AccountPerfData(performance_type=0, strategy_id='b7df631d-27bf-4903-8d21-bf79a55699e7', account_type='0', account_id='7c35d00e-4bc9-4eca-827f-5f16156ace49', trading_day='2025-01-03', trading_day_index=0, total_market_value=0.0, total_margin=0.0, balance=1000000.0, portfolio_value=1000000.0, max_portfolio_value=1000000.0, today_return=0.0, cumulative_return=0.0, annualized_return=0.0, max_drawdown=0.0, benchmark={'instrument': '000300.SH', 'close': 3775.1648, 'return': 0.0, 'cum_return': 0.0, 'alpha_cum_return': 0.0, 'alpha_return': 0.0, 'alpha_max_drawdown': 0.0}, risk_indicator={'alpha': 0.0, 'beta': 0.0, 'volatility': 0.0, 'sharpe': 0.0, 'ir': 0.0}, today_sum_buy_value=0.0, today_sum_sell_value=0.0, today_commission=0.0, today_realized_pnl=0.0, total_buy_value=0, total_sell_value=0, total_commission=0, grade=0.0, ten_day_return=-1, week_return=-1, month_return=-1, three_month_return=-1, six_month_return=-1, year_return=-1, total_close_count=0, total_profit_count=0, win_percent=0.0, total_profit_value=0.0, total_loss_value=0.0, pnl_ratio=0.0, premium=0.0)
194
[2025-01-04 20:39:29,814] - [settle_daily] - [vmatch_settlement_app.py:562] - INFO: settle_trading_account('0',7c35d00e-4bc9-4eca-827f-5f16156ace49,2025-01-03) done
195
[2025-01-04 20:39:29,815] - [settle_daily] - [vmatch_settlement_app.py:231] - INFO: ======== run settlement strategy_id='b7df631d-27bf-4903-8d21-bf79a55699e7' done ========
196
[2025-01-04 20:39:29] [info ] settle_account_data [AccountInfo(account_type='0', account_id='7c35d00e-4bc9-4eca-827f-5f16156ace49', broker_id=None, account_name='xq2019', client_id='', creator='fb4e5e0e-0f37-11ed-93bb-da75731aa77c', created_at='2025-01-04T20:39:28.757130+08:00', updated_at='2025-01-04T20:39:28.757176+08:00', password='', password_type=0, status=1, initial_capital=1000000.0, trading_rights=None, market_data_rights=None, risk_params={}, trade_mode=0)] done
197
[2025-01-04 20:39:29] [info ] settlement result account_cash={'account_type': '0', 'account_id': '7c35d00e-4bc9-4eca-827f-5f16156ace49', 'trading_day': '2025-01-03', 'currency': 'CNY', 'balance': 1000000.0, 'available': 1000000.0, 'frozen_cash': 0, 'total_margin': 0.0, 'total_market_value': 0.0, 'portfolio_value': 1000000.0, 'pre_balance': 1000000.0, 'positions_pnl': 0.0, 'capital_changed': 0.0, 'total_capital_changed': 0.0, 'commission': 0.0, 'realized_pnl': 0.0, 'premium': 0.0}
198
[2025-01-04 20:39:29] [info ] insert 0 positions
199
[2025-01-04 20:39:29] [info ] insert 0 trades
200
[2025-01-04 20:39:29] [info ] insert 0 orders
201
[2025-01-04 20:39:30] [info ] insert today perf_data=AccountPerfData(performance_type=0, strategy_id='b7df631d-27bf-4903-8d21-bf79a55699e7', account_type='0', account_id='7c35d00e-4bc9-4eca-827f-5f16156ace49', trading_day='2025-01-03', trading_day_index=0, total_market_value=0.0, total_margin=0.0, balance=1000000.0, portfolio_value=1000000.0, max_portfolio_value=1000000.0, today_return=0.0, cumulative_return=0.0, annualized_return=0.0, max_drawdown=0.0, benchmark={'instrument': '000300.SH', 'close': 3775.1648, 'return': 0.0, 'cum_return': 0.0, 'alpha_cum_return': 0.0, 'alpha_return': 0.0, 'alpha_max_drawdown': 0.0}, risk_indicator={'alpha': 0.0, 'beta': 0.0, 'volatility': 0.0, 'sharpe': 0.0, 'ir': 0.0}, today_sum_buy_value=0.0, today_sum_sell_value=0.0, today_commission=0.0, today_realized_pnl=0.0, total_buy_value=0, total_sell_value=0, total_commission=0, grade=0.0, ten_day_return=-1, week_return=-1, month_return=-1, three_month_return=-1, six_month_return=-1, year_return=-1, total_close_count=0, total_profit_count=0, win_percent=0.0, total_profit_value=0.0, total_loss_value=0.0, pnl_ratio=0.0, premium=0.0)
202
[2025-01-04 20:39:30] [info ] save account 7c35d00e-4bc9-4eca-827f-5f16156ace49 trading_day=2025-01-03 asset data done
203
[2025-01-04 20:39:30] [info ] settle_account_data account_id_dict={'7c35d00e-4bc9-4eca-827f-5f16156ace49': '0'} strategy_id=b7df631d-27bf-4903-8d21-bf79a55699e7 done
204
algo result last=
205
date trading_days portfolio_value starting_value \
206
2025-01-03 2025-01-03 1 1000000.0 0.0
207
208
ending_value starting_cash ending_cash returns \
209
2025-01-03 0 1000000 1000000.0 0.0
210
211
algorithm_period_return benchmark_period_return ... LOG \
212
2025-01-03 0.0 0.0 ... []
213
214
benchmark_returns alpha beta sharpe sortino max_drawdown \
215
2025-01-03 0.0 0.0 0.0 0.0 0.0 0.0
216
217
algo_volatility benchmark_volatility information_ratio
218
2025-01-03 0.0 0.0 0.0
219
220
[1 rows x 47 columns]
221
[2025-01-04 20:39:30] [info ] extract_planned_orders len=0 for account_id=7c35d00e-4bc9-4eca-827f-5f16156ace49
222
[2025-01-04 20:39:30] [info ] got '0' planned_order0={'account_type': '0', 'account_id': '7c35d00e-4bc9-4eca-827f-5f16156ace49', 'exchange': '', 'instrument': '', 'name': '', 'direction': '1', 'offset_flag': '0', 'original_order_qty': 0, 'order_qty': 0, 'order_price': 0.0, 'order_type': 'U', 'order_status': GENERATED(10), 'status_msg': 'Generated', 'trading_day': '2025-01-06', 'order_dt': '2025-01-06 00:00:00', 'order_key': '', 'entrust_no': '', 'algo_order_id': 0, 'strategy_id': 'b7df631d-27bf-4903-8d21-bf79a55699e7', 'planned_order_id': '203930011'}
223
[2025-01-04 20:39:30] [info ] removed 2025-01-06 strategy planned orders rv=0
224
[2025-01-04 20:39:30] [info ] insert all 1 planned orders done
225
[2025-01-04 20:39:30] [info ] 模拟交易信号推送微信消息请求成功
226
[2025-01-04 20:39:30] [info ] bigtrader.v35 运行完成 [3.974s].
227
2025-01-04 20:39:32 [info ] done.
228
2025-01-04 20:39:32 任务运行状态更新 state=completed event=20250103 b7df631d-27bf-4903-8d21-bf79a55699e7