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auto-sync: 2026-05-11 08:35:19

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cfdaily
2026-05-11 08:35:19 +08:00
parent c74a8c8a13
commit a8cd876c8e
2 changed files with 47 additions and 2 deletions
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zhangfei-technical/02-algorithms/dual_ma_backtest.py
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@@ -169,10 +169,10 @@ def main():
long_periods=[20, 30, 50, 60])
logger.info("\nTop 5 Parameter Combinations:")
for i, row in scan_results.head(5).iterrows():
logger.info(f" MA({row['short_period']:2d}, {row['long_period']:3d}): "
logger.info(f" MA({int(row['short_period']):2d}, {int(row['long_period']):3d}): "
f"Return={row['total_return']*100:6.2f}%, "
f"MaxDD={row['max_drawdown']*100:5.2f}%, "
f"Trades={row['total_trades']:2d}")
f"Trades={int(row['total_trades']):2d}")
# 4. Save parameter scan results
scan_csv_path = os.path.expanduser('~/.openclaw/sanguo_projects/sanguo_quant_live/zhangfei-technical/01-reports/parameter_scan_results.csv')