Quant
2023-01-04
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