Comments (4)
Edanflame
commented on May 30, 2024
总交易日和交易笔数是一样的，说明交易的逻辑应该是一样的，但关于资金的结果不一样，是不是两者手续费、交易滑点、合约乘数不一致
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yxl560
commented on May 30, 2024
不是写的非常清楚，同参数情况下，使用交易所的品种精度和统一滑的
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主题: Re: [vnpy/vnpy_ctabacktester] 发现遗传算法得到的参数带回去验证时，策略的统计结果与对应遗传算法的统计结果有明显差异 (Issue #16)
总交易日和交易笔数是一样的，说明交易的逻辑应该是一样的，但关于资金的结果不一样，是不是两者手续费、交易滑点、合约乘数不一致
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yxl560
commented on May 30, 2024
这个问题，同时存在于投资组合模块和Cta模块
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发件人: ***@***.***>
发送时间: 2022年7月18日(周一) 上午9:51
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主题: Re: [vnpy/vnpy_ctabacktester] 发现遗传算法得到的参数带回去验证时，策略的统计结果与对应遗传算法的统计结果有明显差异 (Issue #16)
总交易日和交易笔数是一样的，说明交易的逻辑应该是一样的，但关于资金的结果不一样，是不是两者手续费、交易滑点、合约乘数不一致
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Edanflame
commented on May 30, 2024
请问是个别的策略中个别参数组合会出现问题，还是遗传算法的所有结果都是有问题的。
我这边使用vnpy/examples/cta_backtesting/backtesting_demo进行遗传算法优化，标的物使用的是股指期货，策略使用AtrRsiStrategy。使用遗传算法的尝试的结果在ui中的vnpy_ctabacktest中进行回测，数值都是一样的。麻烦试一下使用backtesting_demo进行优化，方便排除一下是否与策略或数据有关。
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Related Issues (10)
- mac环境下加载策略失败 HOT 2
- 遗传算法问题 HOT 1
- backtester statistics error: divide by zero HOT 1
- 希望增加几个回测指标 HOT 1
- 回测k线图表 数据量多了后拖动很卡， 建议进行显示内存优化 HOT 1
- 50w数据量 点击回测 回放数据大概要30分钟 而且不能ui卡住 不能动弹，这个能优化下吗 缩短时间 HOT 1
- 策略编辑不支持Linux HOT 2
- dialog.Accepted 没有定义 HOT 2
- PySide6.QtWidgets.QBoxLayout.addWidget(pg.GraphicsLayoutWidget) TypeError HOT 1
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