当设置好这些参数配置时便可按照设定回测策略,那么如何保存这些设置好的配置信息呢?
回测系统如何载入回测配置呢?
backtest
记录的回测配置信息(通过「保存回测设置」按钮保存在策略代码),回测系统自动配置回测设置为当前策略最后一次点击「保存策略」按钮时的回测配置信息。backtest
上方的「回测设置」按钮。/*backtest
start: 2022-09-13 09:00:00
end: 2023-09-19 15:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_CTP","currency":"FUTURES","depthDeep":20}]
*/
'''backtest
start: 2022-09-13 09:00:00
end: 2023-09-19 15:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_CTP","currency":"FUTURES","depthDeep":20}]
'''
/*backtest
start: 2022-09-13 09:00:00
end: 2023-09-19 15:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_CTP","currency":"FUTURES","depthDeep":20}]
*/
点击「保存回测设置」,JavaScript
/Python
/C++
/My语言
/PINE
语言的策略保存回测设置到策略代码时,格式略有差别:
My语言:
(*backtest
start: 2022-09-13 09:00:00
end: 2023-09-19 15:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_CTP","currency":"FUTURES","depthDeep":20}]
args: [["ContractType","rb888",325065]]
*)
PINE语言:
/*backtest
start: 2022-09-13 09:00:00
end: 2023-09-19 15:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_CTP","currency":"FUTURES","depthDeep":20}]
args: [["ContractType","rb888",360008]]
*/
回测系统参数调优
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