update for MA quant strategy
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@ -110,7 +110,7 @@ class MaBreakStatistics:
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"symbols", ["000001.SH"]
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"symbols", ["000001.SH"]
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)
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)
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self.bars = A_STOCK_MONITOR_CONFIG.get("volume_monitor", {}).get(
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self.bars = A_STOCK_MONITOR_CONFIG.get("volume_monitor", {}).get(
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"bars", ["5m"]
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"bars", ["1D"]
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)
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)
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self.initial_date = A_STOCK_MONITOR_CONFIG.get("volume_monitor", {}).get(
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self.initial_date = A_STOCK_MONITOR_CONFIG.get("volume_monitor", {}).get(
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"initial_date", "2014-11-30 00:00:00"
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"initial_date", "2014-11-30 00:00:00"
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@ -121,7 +121,7 @@ class MaBreakStatistics:
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"symbols", ["000001.SH"]
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"symbols", ["000001.SH"]
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)
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)
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self.bars = A_INDEX_MONITOR_CONFIG.get("volume_monitor", {}).get(
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self.bars = A_INDEX_MONITOR_CONFIG.get("volume_monitor", {}).get(
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"bars", ["5m"]
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"bars", ["1D"]
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)
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)
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self.initial_date = A_INDEX_MONITOR_CONFIG.get("volume_monitor", {}).get(
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self.initial_date = A_INDEX_MONITOR_CONFIG.get("volume_monitor", {}).get(
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"initial_date", "2014-11-30 00:00:00"
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"initial_date", "2014-11-30 00:00:00"
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@ -279,5 +279,5 @@ def profit_loss_ratio():
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if __name__ == "__main__":
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if __name__ == "__main__":
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# batch_run_strategy()
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batch_run_strategy()
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profit_loss_ratio()
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# profit_loss_ratio()
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