senset/vnpy
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

[Add] 将ctaBacktesting.outputOptimizeResult分离了出来

Browse Source
This commit is contained in:
nanoric 2018-09-17 21:30:48 -04:00
parent 904895899a
commit 2c266f1309
2 changed files with 8 additions and 10 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

3
examples/CtaBacktesting/runOptimization.py
View File

@ -48,6 +48,7 @@ if __name__ == '__main__':
#engine.runOptimization(AtrRsiStrategy, setting)
# 多进程优化，耗时：89秒
engine.runParallelOptimization(AtrRsiStrategy, setting)
result = engine.runParallelOptimization(AtrRsiStrategy, setting)
engine.outputOptimizeResult(result)
print(u'耗时：%s' %(time.time()-start))

15
vnpy/trader/app/ctaStrategy/ctaBacktesting.py
View File

@ -921,12 +921,8 @@ class BacktestingEngine(object):
# 显示结果
resultList.sort(reverse=True, key=lambda result:result[1])
self.output('-' * 30)
self.output(u'优化结果：')
for result in resultList:
self.output(u'参数：%s，目标：%s' %(result[0], result[1]))
return resultList
return self.outputOptimizeResult(resultList)
#----------------------------------------------------------------------
def runParallelOptimization(self, strategyClass, optimizationSetting):
"""并行优化参数"""
@ -953,12 +949,13 @@ class BacktestingEngine(object):
# 显示结果
resultList = [res.get() for res in l]
resultList.sort(reverse=True, key=lambda result:result[1])
return resultList.sort(reverse=True, key=lambda result:result[1])
def outputOptimizeResult(self, resultList):
self.output('-' * 30)
self.output(u'优化结果：')
for result in resultList:
self.output(u'参数：%s，目标：%s' %(result[0], result[1]))
self.output(u'参数：%s，目标：%s' % (result[0], result[1]))
return resultList
#----------------------------------------------------------------------