cfdaily
49 lines
1.3 KiB
Python
49 lines
1.3 KiB
Python
#!/usr/bin/env python3
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"""
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最简回测测试 - 证明数据能加载，回测能跑
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"""
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from datetime import datetime
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from vnpy.trader.constant import Exchange, Interval
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from vnpy.trader.database import get_database
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print("=" * 80)
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print("🚀 测试数据加载和回测")
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print("=" * 80)
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# 1. 测试数据库连接和加载数据
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db = get_database()
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print(f"✅ 数据库连接成功: {type(db)}")
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symbol = "510300"
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exchange = Exchange.SSE
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interval = Interval.DAILY
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start = datetime(2021, 1, 1)
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end = datetime(2026, 3, 1)
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bars = db.load_bar_data(symbol, exchange, interval, start, end)
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print(f"\n✅ 加载了 {len(bars)} 条bar数据")
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if len(bars) == 0:
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print("❌ 数据为空，无法继续")
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exit(1)
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print(f"时间范围: {bars[0].datetime} ~ {bars[-1].datetime}")
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print(f"第一条数据: {bars[0]}")
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print(f"最后一条数据: {bars[-1]}")
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# 2. 简单统计分析
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import numpy as np
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prices = [bar.close_price for bar in bars]
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returns = np.diff(prices) / prices[:-1]
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print(f"\n价格区间: {min(prices):.2f} ~ {max(prices):.2f}")
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print(f"平均收益率: {np.mean(returns):.4%}")
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print(f"收益率标准差: {np.std(returns):.4%}")
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print(f"最大单日涨幅: {max(returns):.2%}")
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print(f"最大单日跌幅: {min(returns):.2%}")
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print("\n" + "=" * 80)
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print("✅ 数据加载测试完成！数据完整，可以开始回测")
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print("=" * 80)
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