zsb/fidc-backtest-engine
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

初始化回测核心引擎骨架

Browse Source
This commit is contained in:
zsb
2026-04-06 23:56:37 -07:00
commit 334864cbc5
25 changed files with 2878 additions and 0 deletions
Download Patch File Download Diff File Expand all files Collapse all files

37
data/demo/market.csv Normal file
View File

@@ -0,0 +1,37 @@
date,symbol,open,high,low,close,prev_close,volume,paused
2024-01-02,000001.SZ,10.0,10.2,9.9,10.1,9.8,1200000,false
2024-01-02,000002.SZ,11.0,11.3,10.9,11.2,10.8,1100000,false
2024-01-02,000003.SZ,8.0,8.1,7.8,7.9,8.0,900000,false
2024-01-02,600001.SH,15.0,15.2,14.9,15.1,15.0,800000,false
2024-01-03,000001.SZ,10.2,10.5,10.1,10.4,10.1,1250000,false
2024-01-03,000002.SZ,11.2,11.6,11.1,11.5,11.2,1120000,false
2024-01-03,000003.SZ,7.8,7.9,7.3,7.4,7.9,930000,false
2024-01-03,600001.SH,15.1,15.3,15.0,15.2,15.1,820000,false
2024-01-04,000001.SZ,10.5,10.8,10.4,10.7,10.4,1280000,false
2024-01-04,000002.SZ,11.4,11.9,11.3,11.8,11.5,1150000,false
2024-01-04,000003.SZ,7.3,7.4,7.0,7.1,7.4,940000,false
2024-01-04,600001.SH,15.2,15.5,15.1,15.4,15.2,830000,false
2024-01-05,000001.SZ,10.8,11.1,10.7,11.0,10.7,1300000,false
2024-01-05,000002.SZ,11.9,12.1,11.8,12.0,11.8,1180000,false
2024-01-05,000003.SZ,7.0,7.1,6.8,6.9,7.1,950000,false
2024-01-05,600001.SH,15.4,15.6,15.3,15.5,15.4,840000,false
2024-01-08,000001.SZ,11.1,11.6,11.0,11.5,11.0,1400000,false
2024-01-08,000002.SZ,12.1,12.5,12.0,12.4,12.0,1200000,false
2024-01-08,000003.SZ,7.0,7.3,6.9,7.2,6.9,980000,false
2024-01-08,600001.SH,15.5,15.7,15.4,15.6,15.5,850000,false
2024-01-09,000001.SZ,11.6,12.4,11.5,12.3,11.5,1500000,false
2024-01-09,000002.SZ,12.5,12.9,12.4,12.8,12.4,1250000,false
2024-01-09,000003.SZ,7.2,7.5,7.1,7.4,7.2,990000,false
2024-01-09,600001.SH,15.6,15.7,15.4,15.5,15.6,860000,false
2024-01-10,000001.SZ,12.2,12.3,11.9,12.0,12.3,1450000,false
2024-01-10,000002.SZ,12.7,12.8,12.5,12.6,12.8,1220000,false
2024-01-10,000003.SZ,7.5,7.6,7.4,7.5,7.4,1000000,false
2024-01-10,600001.SH,15.4,15.5,15.1,15.2,15.5,870000,false
2024-01-11,000001.SZ,12.0,12.1,11.5,11.6,12.0,1420000,false
2024-01-11,000002.SZ,12.5,12.6,12.1,12.2,12.6,1210000,false
2024-01-11,000003.SZ,7.4,7.5,7.2,7.3,7.5,980000,false
2024-01-11,600001.SH,15.2,15.2,15.2,15.2,15.2,0,true
2024-01-12,000001.SZ,11.5,11.6,11.1,11.2,11.6,1380000,false
2024-01-12,000002.SZ,12.1,12.2,11.8,11.9,12.2,1190000,false
2024-01-12,000003.SZ,7.2,7.2,6.9,7.0,7.3,960000,false
2024-01-12,600001.SH,14.8,15.0,14.7,14.9,15.2,850000,false
1 date symbol open high low close prev_close volume paused
2 2024-01-02 000001.SZ 10.0 10.2 9.9 10.1 9.8 1200000 false
3 2024-01-02 000002.SZ 11.0 11.3 10.9 11.2 10.8 1100000 false
4 2024-01-02 000003.SZ 8.0 8.1 7.8 7.9 8.0 900000 false
5 2024-01-02 600001.SH 15.0 15.2 14.9 15.1 15.0 800000 false
6 2024-01-03 000001.SZ 10.2 10.5 10.1 10.4 10.1 1250000 false
7 2024-01-03 000002.SZ 11.2 11.6 11.1 11.5 11.2 1120000 false
8 2024-01-03 000003.SZ 7.8 7.9 7.3 7.4 7.9 930000 false
9 2024-01-03 600001.SH 15.1 15.3 15.0 15.2 15.1 820000 false
10 2024-01-04 000001.SZ 10.5 10.8 10.4 10.7 10.4 1280000 false
11 2024-01-04 000002.SZ 11.4 11.9 11.3 11.8 11.5 1150000 false
12 2024-01-04 000003.SZ 7.3 7.4 7.0 7.1 7.4 940000 false
13 2024-01-04 600001.SH 15.2 15.5 15.1 15.4 15.2 830000 false
14 2024-01-05 000001.SZ 10.8 11.1 10.7 11.0 10.7 1300000 false
15 2024-01-05 000002.SZ 11.9 12.1 11.8 12.0 11.8 1180000 false
16 2024-01-05 000003.SZ 7.0 7.1 6.8 6.9 7.1 950000 false
17 2024-01-05 600001.SH 15.4 15.6 15.3 15.5 15.4 840000 false
18 2024-01-08 000001.SZ 11.1 11.6 11.0 11.5 11.0 1400000 false
19 2024-01-08 000002.SZ 12.1 12.5 12.0 12.4 12.0 1200000 false
20 2024-01-08 000003.SZ 7.0 7.3 6.9 7.2 6.9 980000 false
21 2024-01-08 600001.SH 15.5 15.7 15.4 15.6 15.5 850000 false
22 2024-01-09 000001.SZ 11.6 12.4 11.5 12.3 11.5 1500000 false
23 2024-01-09 000002.SZ 12.5 12.9 12.4 12.8 12.4 1250000 false
24 2024-01-09 000003.SZ 7.2 7.5 7.1 7.4 7.2 990000 false
25 2024-01-09 600001.SH 15.6 15.7 15.4 15.5 15.6 860000 false
26 2024-01-10 000001.SZ 12.2 12.3 11.9 12.0 12.3 1450000 false
27 2024-01-10 000002.SZ 12.7 12.8 12.5 12.6 12.8 1220000 false
28 2024-01-10 000003.SZ 7.5 7.6 7.4 7.5 7.4 1000000 false
29 2024-01-10 600001.SH 15.4 15.5 15.1 15.2 15.5 870000 false
30 2024-01-11 000001.SZ 12.0 12.1 11.5 11.6 12.0 1420000 false
31 2024-01-11 000002.SZ 12.5 12.6 12.1 12.2 12.6 1210000 false
32 2024-01-11 000003.SZ 7.4 7.5 7.2 7.3 7.5 980000 false
33 2024-01-11 600001.SH 15.2 15.2 15.2 15.2 15.2 0 true
34 2024-01-12 000001.SZ 11.5 11.6 11.1 11.2 11.6 1380000 false
35 2024-01-12 000002.SZ 12.1 12.2 11.8 11.9 12.2 1190000 false
36 2024-01-12 000003.SZ 7.2 7.2 6.9 7.0 7.3 960000 false
37 2024-01-12 600001.SH 14.8 15.0 14.7 14.9 15.2 850000 false