Quant
2023-01-04
实验数据
数据库自动切换m8->m10p
数据库(m10p)
114 P2_KISHU_T720_III_v3
COMPLETE: 5007
[3160.0, 1.5] 19_17_0_7_60
[3162.0, 1.49] 19_17_0_6_60
99 P2_GMT_T720_III_v3
COMPLETE: 5010
[2682.0, 2.16] 0_14_3_6_1080
84 P2_SHIB_T720_III_v3
COMPLETE: 5008
[2736.0, 2.23] 6_6_2_9_540
69 P2_DOGE_T720_III_v3
COMPLETE: 5009
[1872.0, 1.79] 22_15_4_7_360
[1848.0, 1.8] 1_15_4_8_900
54 P2_MINA_T720_III_v3
COMPLETE: 5009
[2186.0, 1.6] 7_6_0_6_840
[2083.0, 1.62] 7_15_2_9_240
39 P2_XCH_T720_III_v3
COMPLETE: 5007
[4095.0, 4.4] 17_13_4_3_300
24 P2_ETH_T720_III_v3
COMPLETE: 5009
[915.0, 1.35] 1_20_6_8_960
1 P2_BTC_T720_III_v3
COMPLETE: 5007
[835.0, 1.54] 5_12_5_9_1140
耗时：54秒
数据库(m8)
774 P2_KISHU_T720_tpe_v3
COMPLETE: 5018
[3160.0, 1.5] 19_17_0_7_60
[3162.0, 1.49] 19_17_0_6_60
736 P2_GMT_T720_tpe_v3
COMPLETE: 5023
[2442.0, 1.93] 4_10_0_8_420
699 P2_SHIB_T720_tpe_v3
COMPLETE: 5023
[3088.0, 2.52] 8_4_1_9_540
661 P2_DOGE_T720_tpe_v3
COMPLETE: 5022
[1862.0, 1.78] 1_18_4_7_900
625 P2_MINA_T720_tpe_v3
COMPLETE: 5019
[2149.0, 1.71] 0_13_4_9_900
587 P2_XCH_T720_tpe_v3
COMPLETE: 5024
[3888.0, 4.2] 18_12_8_3_360
[3862.0, 4.21] 17_12_8_4_360
[3862.0, 4.21] 17_12_9_4_360
549 P2_ETH_T720_tpe_v3
COMPLETE: 5019
[764.0, 1.15] 21_22_4_9_1020
510 P2_BTC_T720_tpe_v3
COMPLETE: 5018
[605.0, 1.13] 22_19_7_9_1080
耗时：26秒
数据库(m8)
464 P2c_KISHU_T720_tpe_v2.1
COMPLETE: 5014
[2232.0, 3.03] 20_12_6_8
[2579.0, 2.55] 22_10_7_7
[2453.0, 2.97] 23_9_8_7
418 P2c_GMT_T720_tpe_v2.1
COMPLETE: 5023
[1877.0, 2.06] 23_15_0_7
372 P2c_SHIB_T720_tpe_v2.1
COMPLETE: 5021
[2573.0, 3.12] 17_17_0_9
326 P2c_DOGE_T720_tpe_v2.1
COMPLETE: 5022
[1741.0, 2.83] 0_13_5_7
[1632.0, 3.09] 3_10_6_7
280 P2c_MINA_T720_tpe_v2.1
COMPLETE: 5026
[2404.0, 1.82] 4_8_1_8
[2131.0, 1.95] 0_13_4_9
[1859.0, 2.69] 21_17_6_7
234 P2c_XCH_T720_tpe_v2.1
COMPLETE: 5025
[3748.0, 6.04] 17_13_7_3
[3735.0, 10.19] 17_14_7_3
188 P2c_ETH_T720_tpe_v2.1
COMPLETE: 5018
[744.0, 1.26] 14_21_0_9
[759.0, 1.22] 12_23_0_9
[597.0, 1.34] 15_20_0_9
142 P2c_BTC_T720_tpe_v2.1
COMPLETE: 5021
[562.0, 1.26] 18_14_7_9
[556.0, 1.34] 17_15_7_9
7 P2c_KISHU_T720_III_m19_13
COMPLETE: 9033
[58357.0, 4.47] 22_10_6_5_87_93
[53097.0, 4.51] 22_10_6_5_87_45
[53017.0, 4.52] 22_10_6_5_87_40
[58357.0, 4.47] 22_10_6_5_87_92
[50491.0, 6.3] 22_10_6_5_87_37
[75944.0, 4.06] 22_10_8_7_50_77
[57530.0, 4.48] 22_10_6_5_88_91
[94159.0, 3.0] 22_15_8_3_39_96
[57530.0, 4.48] 22_10_6_5_88_92
[92716.0, 3.4] 22_15_8_3_39_86
[52961.0, 5.33] 22_10_7_5_87_37
6 P2c_GMT_T720_III_m19_13
COMPLETE: 8349
[40159.0, 2.19] 1_7_4_3_13_20
[38800.0, 2.68] 1_7_0_3_13_20
[41989.0, 2.06] 2_6_0_5_16_42
[58683.0, 1.82] 1_6_5_5_9_84
[57939.0, 1.86] 1_6_5_5_12_82
[39668.0, 2.6] 1_7_0_2_13_20
[58068.0, 1.85] 1_6_5_5_12_81
[57025.0, 1.99] 1_6_5_5_12_83
[40987.0, 2.14] 1_7_4_2_13_20
[58554.0, 1.83] 1_6_5_5_9_85
[59271.0, 1.72] 1_6_5_5_9_87
[44565.0, 2.05] 2_6_0_5_9_51
5 P2c_SHIB_T720_III_m19_13
COMPLETE: 7397
[46038.0, 3.8] 10_23_3_9_81_77
[48694.0, 3.16] 10_23_3_9_81_85
[46038.0, 3.8] 10_23_3_9_81_76
[47602.0, 3.62] 10_23_3_6_81_86
[35547.0, 4.31] 10_23_0_9_75_98
[48694.0, 3.16] 10_23_3_9_81_86
[45133.0, 3.87] 10_23_3_6_81_63
...
[35547.0, 4.31] 10_23_0_9_75_91
[46038.0, 3.8] 10_23_3_9_81_75
[35547.0, 4.31] 10_23_0_9_75_94
[26419.0, 9.56] 10_15_1_8_75_12
[25008.0, 18.61] 10_15_1_9_75_12
[35547.0, 4.31] 10_23_0_9_75_89
[32242.0, 5.61] 10_23_1_9_75_10
[33459.0, 4.97] 10_23_0_9_75_42
[50087.0, 2.59] 10_23_3_9_75_91
[35547.0, 4.31] 10_23_0_9_75_84
4 P2c_DOGE_T720_III_m19_13
COMPLETE: 12958
[28449.0, 7.28] 5_13_8_5_100_26
[25958.0, 21.46] 6_13_5_6_98_26
[54253.0, 2.06] 23_20_6_7_21_94
[32476.0, 4.23] 5_18_8_8_100_79
[36808.0, 2.98] 5_22_5_3_89_93
[28449.0, 7.28] 5_13_9_5_100_26
...
[36808.0, 2.98] 5_22_5_3_89_86
[41891.0, 2.27] 23_20_6_7_21_43
[21297.0, 63.14] 6_14_6_9_98_28
[36808.0, 2.98] 5_22_5_3_89_98
[32476.0, 4.23] 5_18_9_8_100_79
[36808.0, 2.98] 5_22_5_3_89_82
[35999.0, 3.31] 5_20_5_0_89_100
[36808.0, 2.98] 5_22_5_3_89_87
[36808.0, 2.98] 5_22_5_3_89_92
[27543.0, 14.91] 6_13_6_6_97_29
[36808.0, 2.98] 5_22_5_3_89_96
[41367.0, 2.58] 23_20_7_7_21_43
[36808.0, 2.98] 5_22_5_3_89_97
[36808.0, 2.98] 5_22_5_3_89_99
[41021.0, 2.61] 23_20_8_7_21_43
[36808.0, 2.98] 5_22_5_3_89_80
[36808.0, 2.98] 5_22_5_3_89_91
3 P2c_MINA_T720_III_m19_13
COMPLETE: 4654
[20030.0, 5.57] 7_1_0_8_76_28
[21993.0, 4.7] 7_1_4_8_76_35
[41541.0, 3.06] 1_14_9_6_38_22
[21391.0, 4.93] 7_1_2_8_76_27
[22065.0, 4.12] 7_1_2_8_76_35
[17054.0, 6.3] 7_1_1_9_76_17
[49433.0, 2.67] 1_14_8_6_38_50
[51791.0, 2.58] 1_14_8_6_38_55
2 P2c_XCH_T720_III_m19_13
COMPLETE: 9569|1
[113472.0, 14.35] 14_16_3_3_9_84
[114231.0, 13.89] 14_16_3_2_9_84
[133123.0, 6.73] 18_13_5_4_9_95
[134144.0, 6.56] 17_14_5_4_9_95
[108975.0, 15.08] 15_16_0_2_9_95
[118967.0, 9.61] 17_14_4_4_9_70
[133808.0, 6.72] 17_14_5_4_9_100
[143822.0, 5.15] 17_14_9_4_9_100
[139445.0, 6.17] 17_14_6_4_9_100
[143367.0, 5.46] 17_14_7_4_9_100
[143375.0, 5.32] 17_14_7_4_1_95
[143544.0, 5.18] 17_14_8_4_9_100
[148011.0, 3.86] 17_13_9_3_9_100
[147109.0, 4.03] 17_13_7_3_9_100
[117856.0, 9.75] 14_16_3_3_10_100
[127626.0, 8.04] 17_14_4_4_9_96
[140098.0, 6.05] 17_14_6_4_4_100
1 P2c_ETH_T720_III_m19_13
COMPLETE: 13620
...
[15704.0, 6.1] 5_12_7_1_89_77
[15920.0, 5.29] 5_12_7_0_89_77
[11505.0, 6.36] 5_12_7_0_100_75
[16961.0, 4.04] 5_15_9_2_89_69
[15920.0, 5.29] 5_12_7_0_89_82
[15704.0, 6.1] 5_12_7_1_89_79
[15920.0, 5.29] 5_12_7_0_89_86
[11505.0, 6.36] 5_12_7_0_100_56
[15920.0, 5.29] 5_12_7_0_89_85
[11505.0, 6.36] 5_12_7_0_100_64
[11505.0, 6.36] 5_12_7_0_100_77
[15920.0, 5.29] 5_12_7_0_89_80
[11505.0, 6.36] 5_12_7_0_100_74
[15704.0, 6.1] 5_12_7_1_89_85
[11505.0, 6.36] 5_12_7_0_100_66
[11505.0, 6.36] 5_12_7_0_100_72
[11505.0, 6.36] 5_12_7_0_100_63
[16067.0, 4.83] 5_14_7_2_89_67
[11505.0, 6.36] 5_12_7_0_100_79
[11505.0, 6.36] 5_12_7_0_100_62
[22320.0, 3.04] 10_22_9_0_68_92
[11505.0, 6.36] 5_12_7_0_100_60
[11505.0, 6.36] 5_12_7_0_100_61
[11505.0, 6.36] 5_12_7_0_100_57
[11505.0, 6.36] 5_12_7_0_100_67
[24389.0, 2.49] 10_22_9_9_68_92
[24389.0, 2.49] 10_22_9_9_68_97
[11505.0, 6.36] 5_12_7_0_100_58
0 P2c_BTC_T720_III_m19_13
COMPLETE: 24063
...
[22072.0, 4.38] 5_19_7_0_54_96
[12586.0, 13.62] 5_20_7_0_90_88
[13966.0, 5.55] 5_19_5_0_75_68
[22072.0, 4.38] 5_19_7_0_54_87
[13966.0, 5.55] 5_19_6_0_75_72
[12586.0, 13.62] 5_20_4_0_90_80
[13682.0, 5.59] 5_19_7_0_78_91
[23220.0, 3.62] 5_19_8_0_54_85
[22072.0, 4.38] 5_19_7_0_54_100
[13966.0, 5.55] 5_19_4_0_75_78
[12586.0, 13.62] 5_20_6_0_90_80
[12586.0, 13.62] 5_20_5_0_90_73
[12586.0, 13.62] 5_20_7_0_90_73
[22578.0, 3.75] 5_19_8_2_54_88
[13682.0, 5.59] 5_19_7_0_78_98
[13682.0, 5.59] 5_19_7_0_78_92
[22072.0, 4.38] 5_19_7_0_54_97
[13682.0, 5.59] 5_19_7_0_78_85
[13682.0, 5.59] 5_19_7_0_78_62
[23220.0, 3.62] 5_19_8_0_54_98
[7121.0, 15.16] 6_19_0_0_90_72
[13682.0, 5.59] 5_19_7_0_78_78
[22578.0, 3.75] 5_19_8_2_54_87
[13682.0, 5.59] 5_19_7_0_78_84
[13682.0, 5.59] 5_19_7_0_78_82
[13966.0, 5.55] 5_19_4_0_75_76
[13682.0, 5.59] 5_19_7_0_78_63
[13682.0, 5.59] 5_19_7_0_78_86
[13682.0, 5.59] 5_19_7_0_78_75
[21562.0, 4.63] 5_19_7_1_55_96
[13682.0, 5.59] 5_19_7_0_78_66
[12586.0, 13.62] 5_20_7_0_90_76
[22578.0, 3.75] 5_19_8_2_54_98
[21446.0, 5.32] 5_19_7_2_55_95
[21562.0, 4.63] 5_19_7_1_55_89
[13682.0, 5.59] 5_19_7_0_78_93
[13682.0, 5.59] 5_19_7_0_78_67
[23220.0, 3.62] 5_19_8_0_54_90
[21562.0, 4.63] 5_19_7_1_55_99
[12586.0, 13.62] 5_20_4_0_90_49
[22578.0, 3.75] 5_19_8_2_54_100
[13682.0, 5.59] 5_19_7_0_78_99
[13682.0, 5.59] 5_19_7_0_78_77
[21562.0, 4.63] 5_19_7_1_55_98
[21446.0, 5.32] 5_19_7_2_55_97
[21446.0, 5.32] 5_19_7_2_55_89
[13682.0, 5.59] 5_19_7_0_78_95
...
数据库(redism8:m19_11)
7 P2c_KISHU_T720_III_m19_11
COMPLETE: 6376
[95189.0, 2.9] 22_15_8_3_41
[57768.0, 4.61] 3_21_3_6_96
[41884.0, 5.46] 3_21_1_6_96
[59100.0, 4.39] 3_21_3_1_96
[56890.0, 4.76] 3_21_3_9_92
[57450.0, 4.74] 3_21_3_9_91
[59764.0, 4.01] 3_21_3_1_91
[67345.0, 3.03] 3_21_9_6_100
[66931.0, 3.09] 3_21_9_1_100
6 P2c_GMT_T720_III_m19_11
COMPLETE: 2159
[53033.0, 3.11] 10_10_7_6_98
[54651.0, 2.39] 10_10_7_0_98
[31516.0, 3.5] 17_3_4_9_97
5 P2c_SHIB_T720_III_m19_11
COMPLETE: 2408
[47249.0, 4.04] 5_20_9_1_90
[43785.0, 4.5] 5_20_5_1_90
[47249.0, 4.04] 5_20_8_1_90
[43600.0, 4.52] 5_20_5_1_91
4 P2c_DOGE_T720_III_m19_11
COMPLETE: 2439
[50098.0, 2.6] 5_20_8_2_89
[48906.0, 4.8] 5_20_6_2_89
[47322.0, 4.86] 5_20_8_2_92
[47322.0, 4.86] 5_20_9_2_92
3 P2c_MINA_T720_III_m19_11
COMPLETE: 2606
[54100.0, 2.24] 5_18_7_0_95
[53278.0, 2.26] 5_18_7_1_92
[50357.0, 2.8] 5_17_7_6_92
[49114.0, 3.6] 5_17_7_8_95
2 P2c_XCH_T720_III_m19_11
COMPLETE: 4598
[152029.0, 6.87] 17_14_6_4_4
[152029.0, 6.87] 17_14_6_4_1
[155292.0, 5.98] 17_14_7_4_1
[155292.0, 5.98] 17_14_7_4_4
[143095.0, 8.85] 17_14_4_3_9
[121436.0, 12.44] 17_14_4_3_22
[152029.0, 6.87] 17_14_6_4_5
[158195.0, 5.85] 17_14_7_3_9
[154845.0, 6.81] 17_14_6_3_9
[152029.0, 6.87] 17_14_6_4_2
[117791.0, 12.58] 14_16_2_1_10
[121909.0, 12.04] 14_16_2_3_9
[149174.0, 7.46] 17_14_5_3_9
[155292.0, 5.98] 17_14_7_4_3
[152029.0, 6.87] 17_14_6_4_3
[155292.0, 5.98] 17_14_7_4_5
[155292.0, 5.98] 17_14_7_4_2
[104098.0, 16.57] 14_17_2_3_22
[125448.0, 11.98] 14_16_3_3_9
[114257.0, 13.44] 14_16_2_5_9
[121514.0, 12.43] 14_16_3_1_10
1 P2c_ETH_T720_III_m19_11
COMPLETE: 2725
[11775.0, 3.03] 5_18_7_8_90
[16515.0, 2.1] 5_19_9_2_90
[14070.0, 2.73] 5_19_9_8_90
0 P2c_BTC_T720_III_m19_11
COMPLETE: 3137
[18913.0, 4.34] 5_19_6_0_56
[20537.0, 3.86] 5_19_7_0_56
[20809.0, 3.03] 5_19_9_0_57
[14460.0, 4.94] 5_19_4_2_61
[18485.0, 4.44] 5_19_6_1_56
[20109.0, 3.92] 5_19_7_1_56
[21041.0, 2.75] 5_19_9_0_56
[18370.0, 4.6] 5_19_6_2_56
[5774.0, 1.7976931348623157e+308] 5_17_0_8_90
[19993.0, 4.22] 5_19_7_2_56
[15127.0, 4.72] 5_19_4_1_61
[11488.0, 12.44] 5_20_2_0_90
[6094.0, 14.54] 5_7_5_7_99
数据库(redism8:m19_1)
7 P2c_KISHU_T720_III_m19_1
COMPLETE: 2304
[79285.0, 2.19] 600_22_15_8_4
[73538.0, 2.36] 600_22_15_6_3
[83331.0, 2.11] 600_22_15_8_3
[56780.0, 2.53] 600_5_20_1_9
6 P2c_GMT_T720_III_m19_1
COMPLETE: 1533
[29100.0, 0.44] 600_4_4_0_4
[28869.0, 0.47] 600_4_4_0_5
5 P2c_SHIB_T720_III_m19_1
COMPLETE: 2316
[34407.0, 1.69] 600_5_15_1_9
[34605.0, 1.48] 600_6_14_5_9
[36298.0, 1.15] 600_6_14_7_9
[39044.0, 1.0] 600_6_9_7_6
4 P2c_DOGE_T720_III_m19_1
COMPLETE: 2065
[25007.0, 1.04] 600_22_21_1_8
[23609.0, 1.22] 600_0_19_2_9
[37513.0, 1.02] 600_2_17_9_3
3 P2c_MINA_T720_III_m19_1
COMPLETE: 1803
[40426.0, 1.92] 600_1_13_0_7
2 P2c_XCH_T720_III_m19_1
COMPLETE: 3869
[109039.0, 13.39] 600_15_17_0_6
[106971.0, 14.89] 600_15_14_0_6
[121654.0, 12.12] 600_15_16_0_3
[152029.0, 6.87] 600_17_14_6_4
[121880.0, 12.05] 600_15_16_0_2
[100310.0, 15.19] 600_15_16_0_7
[154678.0, 6.8] 600_17_14_6_3
[155292.0, 5.98] 600_17_14_7_4
[148833.0, 7.44] 600_17_14_5_3
[142767.0, 8.83] 600_17_14_4_3
[157958.0, 5.84] 600_17_14_7_3
[123199.0, 11.04] 600_14_16_3_2
[124306.0, 9.37] 600_17_14_2_4
[122767.0, 11.73] 600_14_16_3_3
[112806.0, 13.27] 600_14_16_2_5
[119640.0, 12.24] 600_14_16_3_1
[116185.0, 12.42] 600_14_16_2_1
1 P2c_ETH_T720_III_m19_1
COMPLETE: 2199
[3773.0, 0.17] 600_12_21_0_8
0 P2c_BTC_T720_III_m19_1
COMPLETE: 1826
[945.0, 0.04] 600_4_20_1_9
数据库(redism8:v1.2)
7 P2c_KISHU_T720_III_v1
COMPLETE: 552
[1519.0, 1.6] 22_16
[1468.0, 1.68] 22_15
6 P2c_GMT_T720_III_v1
COMPLETE: 552
[201.0, 0.1] 2_5
5 P2c_SHIB_T720_III_v1
COMPLETE: 552
[557.0, 0.57] 6_13
4 P2c_DOGE_T720_III_v1
COMPLETE: 552
[807.0, 0.79] 0_19
3 P2c_MINA_T720_III_v1
COMPLETE: 552
[8.0, 0.0] 2_17
2 P2c_XCH_T720_III_v1
COMPLETE: 552
[3624.0, 4.73] 17_13
[3607.0, 6.83] 17_14
[2956.0, 7.34] 14_17
1 P2c_ETH_T720_III_v1
COMPLETE: 552
[-551.0, -0.28] 2_18
0 P2c_BTC_T720_III_v1
COMPLETE: 552
[-632.0, -0.37] 2_18
[-836.0, -0.36] 4_16
数据库(redism8:m19)
7 P2c_KISHU_T720_III_m19
COMPLETE: 549
[30083.0, 0.7] 22_2
[29994.0, 1.17] 22_16
6 P2c_GMT_T720_III_m19
COMPLETE: 506
[16721.0, 1.69] 11_3
[15846.0, 1.8] 5_9
[16818.0, 1.58] 12_2
5 P2c_SHIB_T720_III_m19
COMPLETE: 544
[32788.0, 1.15] 6_9
4 P2c_DOGE_T720_III_m19
COMPLETE: 546
[34152.0, 1.04] 6_13
3 P2c_MINA_T720_III_m19
COMPLETE: 545
[9163.0, 0.24] 2_6
[5898.0, 0.26] 2_13
2 P2c_XCH_T720_III_m19
COMPLETE: 551
[87605.0, 4.16] 17_14
[70056.0, 6.7] 21_10
[75627.0, 5.65] 20_11
[77416.0, 4.63] 19_12
1 P2c_ETH_T720_III_m19
COMPLETE: 552
[-5792.0, -0.09] 2_18
0 P2c_BTC_T720_III_m19
COMPLETE: 552
[-15991.0, -0.21] 2_18
[-15617.0, -0.23] 2_19
数据库(redism8:m21_2)
7 P2c_DOGE_T720_III_m21_2
COMPLETE: 3880
[46119.0, 3.77] 600_0_100_25_191_720_700_230_60_1_460_10_10_2_5
6 P2c_SHIB_T720_III_m21_2
COMPLETE: 6288
[57817.0, 4.99] 600_0_90_5_201_120_400_220_960_1_290_22_23_1_4
5 P2c_GMT_T720_III_m21_2
COMPLETE: 8688
[60541.0, 3.57] 600_0_40_35_201_180_600_250_960_1_390_17_4_1_4
[60045.0, 4.02] 600_0_40_35_201_180_600_250_960_1_590_17_5_1_4
[58088.0, 4.14] 600_0_40_35_201_240_600_250_960_1_590_17_5_1_4
[63454.0, 3.21] 600_0_30_40_201_180_800_150_1200_1_590_17_5_3_4
[64086.0, 2.99] 600_0_30_40_201_180_800_150_1200_1_590_17_5_3_5
[65058.0, 2.97] 600_0_30_40_201_120_700_150_1200_1_590_17_5_3_5
[64128.0, 2.98] 600_0_30_40_201_180_800_150_1200_1_600_17_5_3_5
[63508.0, 3.19] 600_0_30_40_201_180_800_150_1200_1_600_17_5_3_4
4 P2c_KISHU_T720_III_m21_2
COMPLETE: 4974
[52724.0, 3.76] 600_0_80_40_91_360_500_230_180_1_520_22_11_1_3
[61611.0, 3.67] 600_0_80_40_91_360_700_230_120_1_600_22_9_0_5
[60480.0, 3.73] 600_0_80_45_91_480_800_230_120_1_600_22_9_0_5
[60995.0, 3.69] 600_0_80_45_91_420_500_230_120_1_600_22_9_0_5
[60135.0, 3.74] 600_0_80_45_91_420_200_230_120_1_600_22_9_0_5
3 P2c_MINA_T720_III_m21_2
COMPLETE: 8623
[37338.0, 2.51] 600_0_100_50_11_120_800_230_780_1_590_13_20_1_4
[43043.0, 2.39] 600_0_100_50_11_120_800_230_780_1_600_13_20_2_4
[42605.0, 2.43] 600_0_100_50_11_180_900_230_780_1_600_13_20_2_4
[43947.0, 1.99] 600_0_100_20_41_120_1000_230_780_1_600_13_20_2_4
[33821.0, 2.82] 600_0_100_45_11_540_900_230_780_1_600_13_21_2_4
2 P2c_XCH_T720_III_m21_2
COMPLETE: 7895
[55637.0, 6.51] 600_0_100_35_11_180_300_130_360_1_380_15_16_1_3
[56540.0, 6.24] 600_0_100_35_11_60_900_130_360_1_380_15_16_1_3
[54687.0, 10.42] 600_0_100_35_11_60_800_140_240_1_350_15_16_2_3
1 P2c_ETH_T720_III_m21_2
COMPLETE: 7804
[36346.0, 3.05] 600_0_60_10_161_480_200_210_1080_1_180_20_9_5_0
[34318.0, 3.54] 600_0_60_30_131_420_200_210_1080_1_120_20_9_5_0
0 P2c_BTC_T720_III_m21_2
COMPLETE: 5500
[27099.0, 4.51] 600_0_80_15_201_540_100_220_900_1_470_21_19_4_9
数据库(redism8:r3)
7 P2c_BTC_T720_III_m21_1
COMPLETE: 5326
[24099.0, 1.71] 600_0_90_10_191_420_600_250_720_1_240_17_6
[23229.0, 3.5] 600_0_90_45_201_840_100_250_600_1_190_3_5
[23229.0, 3.5] 600_0_90_45_191_840_100_250_600_1_190_3_5
[23347.0, 2.75] 600_0_60_20_201_960_100_250_600_1_180_3_5
[23712.0, 2.62] 600_0_60_20_201_960_100_250_600_1_190_3_5
6 P2c_KISHU_T720_III_m21_1
COMPLETE: 2948
[68768.0, 4.8] 600_0_90_45_111_300_1000_160_840_1_400_22_9
5 P2c_GMT_T720_III_m21_1
COMPLETE: 6983
[54820.0, 4.18] 600_0_90_40_11_300_300_220_1140_1_350_11_21
[54820.0, 4.18] 600_0_90_40_11_300_300_220_1140_1_360_11_21
[60083.0, 3.15] 600_0_90_45_11_900_400_220_1140_1_470_11_21
[59353.0, 3.63] 600_0_100_45_11_900_400_220_1200_1_500_11_21
4 P2c_SHIB_T720_III_m21_1
COMPLETE: 3799
[45612.0, 3.91] 600_0_100_45_191_540_700_240_1020_1_100_3_14
3 P2c_DOGE_T720_III_m21_1
COMPLETE: 3430
[33891.0, 2.17] 600_0_100_5_101_480_700_110_660_1_220_20_17
2 P2c_MINA_T720_III_m21_1
COMPLETE: 2570
[47353.0, 2.32] 600_0_70_5_181_300_400_170_1200_1_560_10_9
[47284.0, 2.73] 600_0_90_50_31_300_900_220_1200_1_570_19_20
1 P2c_XCH_T720_III_m21_1
COMPLETE: 5889
[51895.0, 8.32] 600_0_90_45_11_60_700_220_420_1_530_11_18
0 P2c_ETH_T720_III_m21_1
COMPLETE: 6463
[27306.0, 3.3] 600_0_80_35_121_1140_300_240_1140_1_500_18_2
[27571.0, 2.78] 600_0_80_35_121_1140_300_240_1140_1_190_18_2
[27868.0, 2.52] 600_0_80_45_121_1080_200_240_1140_1_190_18_2
数据库(keydb:r1)
7 P2c_BTC_T720_III_m21
COMPLETE: 3317|34
[19337.0, 2.24] 600_0_70_5_121_480_100_110_840_1_280_240_55
[22113.0, 1.77] 600_0_90_10_101_540_100_110_840_1_280_240_55
[19741.0, 1.84] 600_0_90_5_121_540_100_110_840_1_280_240_60
6 P2c_XCH_T720_III_m21
COMPLETE: 5473
[33931.0, 3.26] 600_0_100_30_201_1200_1000_240_600_1_360_310_45
[32423.0, 4.15] 600_0_90_45_191_180_200_240_600_1_360_260_55
[34498.0, 2.89] 600_0_80_45_201_180_200_240_600_1_360_310_40
[33654.0, 3.47] 600_0_100_25_201_120_1000_240_600_1_360_310_40
[34955.0, 2.29] 600_0_90_25_191_120_200_240_600_1_360_310_40
[33810.0, 3.27] 600_0_100_25_201_1200_1000_240_600_1_360_310_45
[33535.0, 3.61] 600_0_100_45_201_120_100_240_600_1_360_310_45
[33734.0, 3.29] 600_0_90_25_191_60_200_240_600_1_360_230_30
[34185.0, 3.19] 600_0_100_35_191_60_1000_240_600_1_360_310_45
5 P2c_ETH_T720_III_m21
COMPLETE: 4622
[31442.0, 1.79] 600_0_40_15_171_840_100_250_1200_1_390_140_15
4 P2c_MINA_T720_III_m21
COMPLETE: 2365
[38282.0, 1.88] 600_0_90_35_171_660_100_230_1080_1_600_240_75
3 P2c_SHIB_T720_III_m21
COMPLETE: 5642
[36021.0, 1.96] 600_0_100_25_171_180_600_110_900_1_190_270_30
[36655.0, 1.66] 600_0_100_15_171_240_800_110_600_1_370_260_60
2 P2c_DOGE_T720_III_m21
COMPLETE: 4115
[41687.0, 3.27] 600_0_70_5_171_1020_100_220_900_1_530_240_50
1 P2c_KISHU_T720_III_m21
COMPLETE: 4386
[82411.0, 6.86] 600_0_100_30_131_600_1000_220_960_1_560_340_10
0 P2c_GMT_T720_III_m21
COMPLETE: 6553
[64513.0, 4.17] 600_0_90_40_121_1020_100_210_960_1_490_130_35
数据库(redism8:r2)
12 P2c_XCH_T720_III_m21.v8
COMPLETE: 2790|47
[42599.0, 4.64] 600_0_90_35_21_120_700_190_180_1_260_160_80
11 P2c_ETH_T720_III_m21.v8
COMPLETE: 2319
[27387.0, 1.26] 600_40_90_20_71_1020_900_190_1200_1_590_460_65
10 P2c_BTC_T720_III_m21.v8
COMPLETE: 6153
[22119.0, 3.13] 600_0_90_20_101_780_100_170_240_1_490_170_40
数据库(redism8:r2)
18 P2c_KISHU_T720_III_m20_5
COMPLETE: 2076
[57777.0, 2.55] 600_51_7_28_440_3_181_600_921_131
[57526.0, 2.69] 600_51_6_28_440_3_201_520_921_121
[47625.0, 2.81] 600_21_7_15_440_8_161_250_891_131
[23254.0, 2.82] 600_51_7_2_210_18_1_600_711_121
17 P2c_SHIB_T720_III_m20_5
COMPLETE: 2495
[50901.0, 4.08] 600_51_10_35_260_17_181_210_921_41
[47721.0, 4.56] 600_51_8_40_90_17_111_540_921_61
16 P2c_GMT_T720_III_m20_5
COMPLETE: 5024
[78864.0, 5.75] 600_81_3_6_20_7_91_180_771_201
[80423.0, 4.4] 600_71_3_6_20_7_91_210_901_201
[75762.0, 6.72] 600_81_3_6_20_7_91_60_201_201
15 P2c_ETH_T720_III_m20_5
COMPLETE: 3200
[35352.0, 3.32] 600_91_8_34_490_14_61_240_271_61
[33881.0, 3.77] 600_41_9_21_490_19_61_20_991_111
12 P2c_DOGE_T720_III_m20_5
COMPLETE: 4416
[43472.0, 6.47] 600_71_9_4_400_15_71_80_11_11
[46600.0, 5.95] 600_71_9_4_400_15_71_10_11_71
[46439.0, 6.26] 600_81_9_4_400_15_71_10_11_71
11 P2c_XCH_T720_III_m20_5
COMPLETE: 1547
[30583.0, 4.58] 600_11_2_8_420_18_131_260_41_131
10 P2c_MINA_T720_III_m20_5
COMPLETE: 3039
[61707.0, 5.51] 600_91_5_5_340_11_151_130_961_111
0 P2c_BTC_T720_III_m20_5
COMPLETE: 1167
[20044.0, 2.36] 600_71_2_26_110_18_161_140_51_111
[18479.0, 2.62] 600_41_2_2_270_19_131_140_211_171
m19_9 20_9_8_3_9_7_184_301_0_91 57373, 4.5
胜率结果: {'all_num': 15, 'win_num': 14, 'los_num': 0, 'win_p': 0.93, 'los_p': 0.0}
-st t5 -t 1000 -f 1 [Ml2指标通道宽比]
BTC
最大: 0.261383
最小: 0.000233
均值: 0.024403
中位: 0.019567
ECH
最大: 0.296612
最小: 0.000067
均值: 0.030259
中位: 0.024262
XCH
最大: 0.387659
最小: 0.002922
均值: 0.034643
中位: 0.027095
MINA
最大: 0.566988
最小: 0.004246
均值: 0.052150
中位: 0.042490
DOGE
最大: 0.483972
最小: 0.002779
均值: 0.041995
中位: 0.032221
SHIB
最大: 0.504667
最小: 0.004885
均值: 0.044798
中位: 0.033742
GMT
最大: 0.586909
最小: 0.001321
均值: 0.052896
中位: 0.039838
KISHU
最大: 0.661323
最小: 0.002699
均值: 0.061315
中位: 0.046272
统计学
梯度(斜率)
import numpy as np
np_test1 = np.array([0,0,0,0,0,0])
print("梯度1",np_test1,np.gradient(np_test1))
np_test2 = np.array([0,1,2,3,4,5])
print("梯度2",np_test2,np.gradient(np_test2))
np_test3 = np.array([0,1,2,1,0,-1])
print("梯度3",np_test3,np.gradient(np_test3))
np_test4 = np.array([-1,-1,-1,-1,-1,-1])
print("梯度4",np_test4,np.gradient(np_test4))
np_test5 = np.array([0,-1,-3,-6,-10,-15,-18,-20,-21,-21,-20,-18])
print("梯度5",np_test5,np.gradient(np_test5))
np_test6 = np.array([0,-1,-3,-6,-10,-15,-18,-20,-21,-21,-20,-18,-20])
print("梯度6",np_test6,np.gradient(np_test6))
np_test7 = np.array([0,-1,-3,-6,-10,-15,-18,-20,-21,-21,-20,-18,-18])
print("梯度7",np_test7,np.gradient(np_test7))
np_test8 = np.array([0,-1,-3,-6,-10,-15,-18,-20,-21,-21,-20,-18,-16])
print("梯度8",np_test8,np.gradient(np_test8))
OUT:
梯度1 [0 0 0 0 0 0] [0. 0. 0. 0. 0. 0.]
梯度2 [0 1 2 3 4 5] [1. 1. 1. 1. 1. 1.]
梯度3 [ 0 1 2 1 0 -1] [ 1. 1. 0. -1. -1. -1.]
梯度4 [-1 -1 -1 -1 -1 -1] [0. 0. 0. 0. 0. 0.]
梯度5 [ 0 -1 -3 -6 -10 -15 -18 -20 -21 -21 -20 -18] [-1. -1.5 -2.5 -3.5 -4.5 -4. -2.5 -1.5 -0.5 0.5 1.5 2. ]
梯度6 [ 0 -1 -3 -6 -10 -15 -18 -20 -21 -21 -20 -18 -20] [-1. -1.5 -2.5 -3.5 -4.5 -4. -2.5 -1.5 -0.5 0.5 1.5 0. -2. ]
梯度7 [ 0 -1 -3 -6 -10 -15 -18 -20 -21 -21 -20 -18 -18] [-1. -1.5 -2.5 -3.5 -4.5 -4. -2.5 -1.5 -0.5 0.5 1.5 1. 0. ]
梯度8 [ 0 -1 -3 -6 -10 -15 -18 -20 -21 -21 -20 -18 -16] [-1. -1.5 -2.5 -3.5 -4.5 -4. -2.5 -1.5 -0.5 0.5 1.5 2. 2. ]
标准差
import numpy as np
np_test1 = np.array([0,0,0,0,0])
print("标准差1",np_test1,np_test1.std())
np_test2 = np.array([0,1,0,0,0])
print("标准差2",np_test2,np_test2.std())
np_test3 = np.array([0,0,0,1,0])
print("标准差3",np_test3,np_test3.std())
np_test4 = np.array([0,0,1,0,0])
print("标准差4",np_test4,np_test4.std())
np_test5 = np.array([1,1,1,1,1])
print("标准差5",np_test5,np_test5.std())
np_test6 = np.array([1,1,0,0,0])
print("标准差6",np_test6,np_test6.std())
np_test7 = np.array([1,1,0,0,0,0])
print("标准差7",np_test7,np_test7.std())
np_test8 = np.array([1,1,1,0,0,0])
print("标准差8",np_test8,np_test8.std())
np_test9 = np.array([0.5,0.5,0.5,0,0,0])
print("标准差9",np_test9,np_test9.std())
np_test10 = np.array([0.25,0.25,0.25,0,0,0])
print("标准差10",np_test10,np_test10.std())
np_test11 = np.array([0.75,0.75,0.75,0,0,0])
print("标准差11",np_test11,np_test11.std())
np_test12 = np.array([0.75,0.75,0.75,1,1,1])
print("标准差12",np_test12,np_test12.std())
OUT:
标准差1 [0 0 0 0 0] 0.0
标准差2 [0 1 0 0 0] 0.4000000000000001
标准差3 [0 0 0 1 0] 0.4
标准差4 [0 0 1 0 0] 0.4000000000000001
标准差5 [1 1 1 1 1] 0.0
标准差6 [1 1 0 0 0] 0.48989794855663565
标准差7 [1 1 0 0 0 0] 0.47140452079103173
标准差8 [1 1 1 0 0 0] 0.5
标准差9 [0.5 0.5 0.5 0. 0. 0. ] 0.25
标准差10 [0.25 0.25 0.25 0. 0. 0. ] 0.125
标准差11 [0.75 0.75 0.75 0. 0. 0. ] 0.375
标准差12 [0.75 0.75 0.75 1. 1. 1. ] 0.125
机器学习框架环境
BTGYM
https://github.com/Kismuz/btgym
tensortrade
https://github.com/tensortrade-org/tensortrade
Baseline backtest performance
test
Environment configuration [M4]
model name : AMD Ryzen 7 6800H with Radeon Graphics [16 core]
MemTotal: 28610872 kB
MemFree: 26584252 kB
SwapTotal: 7340032 kB
SwapFree: 7340032 kB
system: Ubuntu 20.04.5 LTS
kernel: Linux 5.15.79.1-microsoft-standard-WSL2 x86_64
Python 3.8.10
backtrader 1.9.76.123
ccxt 2.6.47
pandas 1.5.2
pandas-ta 0.3.14b0
pymongo 4.3.3
[Init] 策略: 测试信号_test 币种: BTC/USDT:USDT
[Init] 初始投资: --money 1000000.00
[Init] 自动切换到1%下注模式!
[Init] 下注方式: --sizer=1 --maxsizer=1 %
[Init] 设置佣金: --commission 0.001
[Init] 抓取范围: --fromdate --todate
2020-01-01 00:00 open:7199.9 high:7199.9 low:7189.4 close:7198.2 volume:48238.0
2023-01-01 00:00 open:16591.6 high:16593.8 low:16591.6 close:16593.8 volume:2349.0
总数据量: 1578241 时间跨度: 1096.00天
-pd 14_200 [测试信号_test] 最终 1000000.00
real 1m20.179s
user 1m18.912s
sys 0m1.421s
Environment configuration [M4]
model name : AMD Ryzen 7 6800H with Radeon Graphics [16 core]
MemTotal: 58455856 kB
MemFree: 50016704 kB
SwapTotal: 8388608 kB
SwapFree: 8388608 kB
system: NT
kernel: MINGW64_NT-10.0-22621 3.3.6-341.x86_64 unknown
Python 3.9.13
backtrader 1.9.76.123
ccxt 2.6.39
pandas 1.4.4
pandas-ta 0.3.14b0
pymongo 4.3.3
[Init] 策略: 测试信号_test 币种: BTC/USDT:USDT
[Init] 初始投资: --money 1000000.00
[Init] 自动切换到1%下注模式!
[Init] 下注方式: --sizer=1 --maxsizer=1 %
[Init] 设置佣金: --commission 0.001
[Init] 抓取范围: --fromdate --todate
2020-01-01 00:00 open:7199.9 high:7199.9 low:7189.4 close:7198.2 volume:48238.0
2023-01-01 00:00 open:16591.6 high:16593.8 low:16591.6 close:16593.8 volume:2349.0
总数据量: 1578241 时间跨度: 1096.00天
-pd 14_200 [测试信号_test] 最终 1000000.00
real 1m43.855s
user 0m0.015s
sys 0m0.000s
Environment configuration [m3]
model name : Intel(R) Xeon(R) CPU E5-2660 v2 @ 2.20GHz [40 core]
MemTotal: 131970928 kB
MemFree: 124979156 kB
SwapTotal: 2097148 kB
SwapFree: 2097148 kB
system: Ubuntu 20.04.3 LTS
kernel: Linux 5.15.0-46-generic x86_64
Python 3.8.10
backtrader 1.9.76.123
ccxt 2.5.46
pandas 1.4.1
pandas-ta 0.3.14b0
pymongo 4.3.3
[Init] 策略: 测试信号_test 币种: BTC/USDT:USDT
[Init] 初始投资: --money 1000000.00
[Init] 自动切换到1%下注模式!
[Init] 下注方式: --sizer=1 --maxsizer=1 %
[Init] 设置佣金: --commission 0.001
[Init] [主数据库:mongodb://192.168.1.20]
抓取范围: --fromdate --todate
2020-01-01 00:00 open:7199.9 high:7199.9 low:7189.4 close:7198.2 volume:48238.0
2023-01-01 00:00 open:16591.6 high:16593.8 low:16591.6 close:16593.8 volume:2349.0
总数据量: 1578241 时间跨度: 1096.00天
-pd 14_200 [测试信号_test] 最终 1000000.00
real 5m10.304s
user 5m1.097s
sys 0m5.967s
Environment configuration [E14]
model name : AMD Ryzen 5 4500U with Radeon Graphics [6 core]
MemTotal: 12451164 kB
MemFree: 11482124 kB
SwapTotal: 4194304 kB
SwapFree: 4194304 kB
system: Ubuntu 20.04.1 LTS
kernel: Linux 5.4.72-microsoft-standard-WSL2 x86_64
Python 3.8.10
backtrader 1.9.76.123
ccxt 2.4.27
pandas 1.5.2
pandas-ta 0.3.14b0
pymongo 4.3.3
[Init] 策略: 测试信号_test 币种: BTC/USDT:USDT
[Init] 初始投资: --money 1000000.00
[Init] 自动切换到1%下注模式!
[Init] 下注方式: --sizer=1 --maxsizer=1 %
[Init] 设置佣金: --commission 0.001
[Init] 抓取范围: --fromdate --todate
2020-01-01 00:00 open:7199.9 high:7199.9 low:7189.4 close:7198.2 volume:48238.0
2023-01-01 00:00 open:16591.6 high:16593.8 low:16591.6 close:16593.8 volume:2349.0
总数据量: 1578241 时间跨度: 1096.00天
-pd 14_200 [测试信号_test] 最终 1000000.00
real 1m59.407s
user 1m57.261s
sys 0m1.480s
Environment configuration [M1]
model name : Intel(R) Core(TM) i5-4590 CPU @ 3.30GHz [4 core]
MemTotal: 33452176 kB
MemFree: 18736776 kB
SwapTotal: 12582912 kB
SwapFree: 12463216 kB
system: NT
kernel: MINGW64_NT-10.0-19044 3.1.4-340.x86_64 unknown
Python 3.7.6
backtrader 1.9.76.123
ccxt 2.2.17
pandas 1.3.5
pandas-ta 0.3.14b0
pymongo 4.3.3
[Init] 策略: 测试信号_test 币种: BTC/USDT:USDT
[Init] 初始投资: --money 1000000.00
[Init] 自动切换到1%下注模式!
[Init] 下注方式: --sizer=1 --maxsizer=1 %
[Init] 设置佣金: --commission 0.001
[Init] 抓取范围: --fromdate --todate
2020-01-01 00:00 open:7199.9 high:7199.9 low:7189.4 close:7198.2 volume:48238.0
2023-01-01 00:00 open:16591.6 high:16593.8 low:16591.6 close:16593.8 volume:2349.0
总数据量: 1578241 时间跨度: 1096.00天
-pd 14_200 [测试信号_test] 最终 1000000.00
real 4m22.050s
user 0m0.015s
sys 0m0.016s
Environment configuration [M1]
model name : Intel(R) Core(TM) i5-4590 CPU @ 3.30GHz [4 core]
MemTotal: 26198024 kB
MemFree: 23249568 kB
SwapTotal: 7340032 kB
SwapFree: 7340032 kB
system: Ubuntu 20.04.1 LTS
kernel: Linux 4.19.128-microsoft-standard x86_64
Python 3.8.10
backtrader 1.9.76.123
ccxt 2.5.30
pandas 1.4.4
pandas-ta 0.3.14b0
pymongo 4.3.3
[Init] 策略: 测试信号_test 币种: BTC/USDT:USDT
[Init] 初始投资: --money 1000000.00
[Init] 自动切换到1%下注模式!
[Init] 下注方式: --sizer=1 --maxsizer=1 %
[Init] 设置佣金: --commission 0.001
[Init] 抓取范围: --fromdate --todate
2020-01-01 00:00 open:7199.9 high:7199.9 low:7189.4 close:7198.2 volume:48238.0
2023-01-01 00:00 open:16591.6 high:16593.8 low:16591.6 close:16593.8 volume:2349.0
总数据量: 1578241 时间跨度: 1096.00天
-pd 14_200 [测试信号_test] 最终 1000000.00
real 2m27.018s
user 2m23.037s
sys 0m1.120s
Environment configuration [BRIC]
model name : Intel(R) Core(TM) i5-4590 CPU @ 3.30GHz [4 core]
MemTotal: 13008184 kB
MemFree: 12005880 kB
SwapTotal: 4194304 kB
SwapFree: 4194304 kB
system: Ubuntu 20.04.4 LTS
kernel: Linux 5.10.16.3-microsoft-standard-WSL2 x86_64
Python 3.8.10
backtrader 1.9.76.123
ccxt 2.5.30
pandas 1.4.4
pandas-ta 0.3.14b0
pymongo 4.3.3
[Init] 策略: 测试信号_test 币种: BTC/USDT:USDT
[Init] 初始投资: --money 1000000.00
[Init] 自动切换到1%下注模式!
[Init] 下注方式: --sizer=1 --maxsizer=1 %
[Init] 设置佣金: --commission 0.001
[Init] [主数据库:mongodb://192.168.3.32]
抓取范围: --fromdate --todate
2020-01-01 00:00 open:7199.9 high:7199.9 low:7189.4 close:7198.2 volume:48238.0
2023-01-01 00:00 open:16591.6 high:16593.8 low:16591.6 close:16593.8 volume:2349.0
总数据量: 1578241 时间跨度: 1096.00天
-pd 14_200 [测试信号_test] 最终 1000000.00
胜率结果: {'all_num': 0, 'win_num': 0, 'los_num': 0, 'win_p': 0, 'los_p': 0}
real 3m40.160s
user 3m37.635s
sys 0m3.841s
Environment configuration [M2]
model name : Intel(R) Xeon(R) CPU E5-2670 0 @ 2.60GHz [16 core]
MemTotal: 13022068 kB
MemFree: 10488912 kB
SwapTotal: 4194304 kB
SwapFree: 4194304 kB
system: Ubuntu 20.04.3 LTS
kernel: Linux 5.10.16.3-microsoft-standard-WSL2 x86_64
Python 3.8.10
backtrader 1.9.76.123
ccxt 2.6.47
pandas 1.5.3
pandas-ta 0.3.14b0
pymongo 4.3.3
[Init] 策略: 测试信号_test 币种: BTC/USDT:USDT
[Init] 初始投资: --money 1000000.00
[Init] 自动切换到1%下注模式!
[Init] 下注方式: --sizer=1 --maxsizer=1 %
[Init] 设置佣金: --commission 0.001
[Init] [主数据库:mongodb://192.168.1.20]
抓取范围: --fromdate --todate
2020-01-01 00:00 open:7199.9 high:7199.9 low:7189.4 close:7198.2 volume:48238.0
2023-01-01 00:00 open:16591.6 high:16593.8 low:16591.6 close:16593.8 volume:2349.0
总数据量: 1578241 时间跨度: 1096.00天
-pd 14_200 [测试信号_test] 最终 1000000.00
real 4m17.342s
user 4m9.496s
sys 0m2.987s
m16_1
Environment configuration [M1]
model name : Intel(R) Core(TM) i5-4590 CPU @ 3.30GHz [4 core]
MemTotal: 26198024 kB
MemFree: 21258576 kB
SwapTotal: 7340032 kB
SwapFree: 7340032 kB
kernel: Linux 4.19.128-microsoft-standard x86_64
Python 3.8.10
backtrader 1.9.76.123
ccxt 1.93.108
pandas 1.4.4
pandas-ta 0.3.14b0
pymongo 4.2.0
[Init] 策略: 微震荡_m16_1 币种: BTC/USDT:USDT
[Init] 初始投资: --money 1000000.00
[Init] 自动切换到1%下注模式!
[Init] 下注方式: --sizer=1 --maxsizer=1 %
[Init] 设置佣金: --commission 0.001
[Init] 抓取范围: --fromdate --todate
2020-01-01 00:00 open:7199.9 high:7199.9 low:7189.4 close:7198.2 volume:48238.0
2023-01-01 00:00 open:16591.6 high:16593.8 low:16591.6 close:16593.8 volume:2349.0
总数据量: 1578241 时间跨度: 1096.00天
-pd 10_600_9_65_9_29_5_3_66_6_20_25_16_4_30_1_1_27_27 [微震荡_m16_1] 最终 983616.87
胜率结果: {'all_num': 1338, 'win_num': 677, 'los_num': 661, 'win_p': 0.51, 'los_p': 0.49}
real 123m18.071s
user 122m40.520s
sys 0m39.400s
Environment configuration [BRIC]
model name : Intel(R) Core(TM) i5-4590 CPU @ 3.30GHz [4 core]
MemTotal: 13008184 kB
MemFree: 12119408 kB
SwapTotal: 4194304 kB
SwapFree: 4194304 kB
kernel: Linux 5.10.16.3-microsoft-standard-WSL2 x86_64
Python 3.8.10
backtrader 1.9.76.123
ccxt 2.2.17
pandas 1.4.4
pandas-ta 0.3.14b0
pymongo 4.2.0
[Init] 策略: 微震荡_m16_1 币种: BTC/USDT:USDT
[Init] 初始投资: --money 1000000.00
[Init] 自动切换到1%下注模式!
[Init] 下注方式: --sizer=1 --maxsizer=1 %
[Init] 设置佣金: --commission 0.001
[Init] [主数据库:mongodb://192.168.3.32]
抓取范围: --fromdate --todate
2020-01-01 00:00 open:7199.9 high:7199.9 low:7189.4 close:7198.2 volume:48238.0
2023-01-01 00:00 open:16591.6 high:16593.8 low:16591.6 close:16593.8 volume:2349.0
总数据量: 1578241 时间跨度: 1096.00天
-pd 10_600_9_65_9_29_5_3_66_6_20_25_16_4_30_1_1_27_27 [微震荡_m16_1] 最终 983616.87
胜率结果: {'all_num': 1338, 'win_num': 677, 'los_num': 661, 'win_p': 0.51, 'los_p': 0.49}
real 109m52.703s
user 109m23.917s
sys 0m28.641s
Environment configuration [M2]
model name : Intel(R) Xeon(R) CPU E5-2670 0 @ 2.60GHz [16 core]
MemTotal: 13022068 kB
MemFree: 12341284 kB
SwapTotal: 4194304 kB
SwapFree: 4194304 kB
kernel: Linux 5.10.16.3-microsoft-standard-WSL2 x86_64
Python 3.8.10
backtrader 1.9.76.123
ccxt 2.2.5
pandas 1.4.2
pandas-ta 0.3.14b0
pymongo 4.3.3
[Init] 策略: 微震荡_m16_1 币种: BTC/USDT:USDT
[Init] 初始投资: --money 1000000.00
[Init] 自动切换到1%下注模式!
[Init] 下注方式: --sizer=1 --maxsizer=1 %
[Init] 设置佣金: --commission 0.001
抓取范围: --fromdate --todate
2020-01-01 00:00 open:7199.9 high:7199.9 low:7189.4 close:7198.2 volume:48238.0
2023-01-01 00:00 open:16591.6 high:16593.8 low:16591.6 close:16593.8 volume:2349.0
总数据量: 1578241 时间跨度: 1096.00天
-pd 10_600_9_65_9_29_5_3_66_6_20_25_16_4_30_1_1_27_27 [微震荡_m16_1] 最终 983616.87
胜率结果: {'all_num': 1338, 'win_num': 677, 'los_num': 661, 'win_p': 0.51, 'los_p': 0.49}
real 233m6.286s
user 224m16.812s
sys 0m27.302s