chore(cta_engine): 加 load_data bar数+run_backtesting logging(确诊卡点)
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cta_6f7e8036 日线卡 run_backtesting(CPU85%,read_index_daily 前即卡),日线111bar该秒级→疑似 load_data 读多了(vnpy_db 2cb2ab0修复后读真实dbbardata,区间过滤/interval疑失效)。加 load_data history bars 数 + run_backtesting 完成 logging,重跑看 bar 数确诊。
This commit is contained in:
2026-08-02 21:21:42 +08:00
parent 3d934f5fa6
commit c263aa14ab
+2
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@@ -240,6 +240,7 @@ def run_cta_backtest(
try:
# Load historical data
engine.load_data()
logging.info("[cta] load_data 完成: history bars=%d", len(getattr(engine, "history_data", []) or []))
# C1 定寸:size = N 股/手。load_data 后取首根 bar close 算满仓手数。
# vnpy 的 turnover/PnL/commission 自动 ×size,策略 volume 保持 1 手=N 股=满仓,
@@ -259,6 +260,7 @@ def run_cta_backtest(
# Run backtesting
engine.run_backtesting()
logging.info("[cta] run_backtesting 完成")
# Calculate statistics — calculate_result() returns a daily DataFrame,
# calculate_statistics(df) returns the stats dict (sharpe/drawdown/etc.)