Skip to content

[bug] 参数优化器中,未成功提交配置文件。 #140

@CedrusZhao

Description

@CedrusZhao

WtCtaOptimizer.py这个文件中,start_task_group函数如下部分存在问题:

    for param in params:
        cnt += 1
        print(f"{gpName} 正在回测{cnt}/{total}")
        name = param["name"]
        
        engine.configBacktest(param["start_time"], param["end_time"])
        time_range = (param["start_time"], param["end_time"])
        # 去掉多余的参数
        param.pop("start_time")
        param.pop("end_time")
        if cpp_stra_module is not None:
            param.pop("name")
            engine.setExternalCtaStrategy(name, cpp_stra_module, cpp_stra_type, param)
        else:
            straInfo = strategy_type(**param)
            engine.set_cta_strategy(straInfo)
        engine.commitBTConfig()
        engine.run_backtest()
        ayalyze_result(name, time_range, param, capital, rf, period)
        counter.value += 1

在这个for循环中,会多次调用 engine.commitBTConfig() 函数。但是只有第一被调用时会成功提交配置。后续再调用时,并不会真的会提交配置。这将造成错误。

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions